Applied Mathematics
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rabbisatiktokUNIT-ONE
VECTORS AND VECTOR SPACES
UNIT OBJECTIVES:
At the end of this unit each student will able to:
Know representation of vectors geometrically
Understand operation of vectors algebraically and geometrically.
Realize properties of operations on vectors.
Learn about projection of a vector along another vector.
Understand the dot product and cross product of two vectors.
Know the norm /magnitude of a vector.
Develop parametric and non-parametric equation of a given line.
Develop the parametric form and normal form of equation of a plane.
Understand about vector spaces and subspaces
Identify base and dimension of vector space.
Many physical quantities, such as area, length, mass, and
temperature, are completely described once the magnitude of
the quantity is given. Such quantities are called scalars.
Other physical quantities are not completely determined
until both a magnitude and a direction are specified.
These quantities are called vectors. For example, wind
movement is usually described by giving the speed and
direction, say 20 mph northeast. The wind speed and wind
direction form a vector called the wind velocity. Other examples
of vectors are force and displacement. In this unit our goal is to review some of the basic
theory of vectors in two and three dimensions
1
Definition of Points In n-Space
Definition 1.1: If n is a positive integer, then an ordered n-tuple is a sequence of n real
numbers a1, a2 , a3 ,..., an . The set of all ordered n-tuples is called n-space and is denoted
by .
When n 2 or 3, it is customary to use the terms ordered pair and ordered triple,
respectively, rather than ordered 2-tuple and ordered 3-tuple. When n 1, each ordered n-
tuple consists of one real number, so may be viewed as the set of real numbers. It is
usual to write rather than for this set. It might have occurred to you in the study of
3-space that the symbol a1, a2 , a3 has two different geometric interpretations: it can be
interpreted as a point, in which case, a , a , and a are the coordinates (Figure 1.1.1a), or
1 2 3
it can be interpreted as a vector, in which case a , a , and a are the components (Figure
1 2 3
1.1.1b). It follows, therefore, that an ordered n-tuple a1, a2 , a3 ,..., an can be viewed either
as a ―generalized point‖ or as a ―generalized vector‖—the distinction is mathematically
unimportant. Thus we can describe the 5-tuple (−2, 4, 0, 1, 6) either as a point in or as a
vector in .
Figure 1.1: The ordered triple a1, a2 , a3 can be interpreted geometrically as a point or as a
vector
Definition 1.2: a) Two vectors u u1,u2 ,u3 ,..., un and v v1, v2 , v3 ,..., vn in are
called equal if u1 v1 , u 2 v 2 ,..., u n v n .
2
b) The sum u v is defined by u v u1 v1 ,u 2 v2, ,..., u n vn
c) If k is any scalar, the scalar multiple ku is defined by ku ku1, ku2 , ku3 ,..., kun The
operations of addition and scalar multiplication in this definition are called the standard
operations on .
d) The zero vector in is denoted by 0 and is defined to be the vector .
e) If u u1,u2 ,u3 ,..., un is any vector in , then the negative (or additive inverse) of
u is denoted by u and is defined by u u1,u2 ,u3 ,..., un .
f) The difference of vectors in n is defined by v u v u or, in terms of components
v u v1 u1, v2 u2 ,v3 u3 ,..., vn un
.
Vectors in n-space; Geometric interpretation in 2-and 3 spaces
In this section, vectors in 2-space and 3-space will be introduced geometrically, arithmetic
operations on vectors will be defined, and some basic properties of these arithmetic
operations will be established.
Geometric Vectors
Vectors can be represented geometrically as directed line segments or arrows in 2-space or
3-space. The direction of the arrow specifies the direction of the vector, and the length of
the arrow describes its magnitude. The tail of the arrow is called the initial point of the
vector, and the tip of the arrow the terminal point. Symbolically, we shall denote vectors
in lowercase boldface type (for instance, a, k, v, w, and x). When discussing vectors, we
shall refer to numbers as scalars. For now, all our scalars will be real numbers and will be
denoted in lowercase italic type (for instance, a, k, v, w, and x).If, as in Figure 1.2.1a, the
initial point of a vector v is A and the terminal point is B, we write ⃗⃗⃗⃗⃗
Vectors with the same length and same direction, such as those in Figure 1.2 b, are called
equivalent. Since we want a vector to be determined solely by its length and direction,
equivalent vectors are regarded as equal even though they may be located in
different positions. If v and w are equivalent, we write
3
Definition 1.3: If v and w are any two vectors, then the sum is the vector
determined as follows: Position the vector w so that its initial point coincides with the
terminal point of v. The vector is represented by the arrow from the initial point of v
to the terminal point of w (Figure 1.3 a).
In Figure 1.3b we have constructed two sums, (color arrows) and (gray arrows). It is
evident that and that the sum coincides with the diagonal of the
parallelogram determined by v and w when these vectors are positioned so that they have
the same initial point.
The vector of length zero is called the zero vector and is denoted by 0. We can easly see
that
for every vector v. Since there is no natural direction for the zero vector, we shall agree that
it can be assigned any direction that is convenient for the problem being considered. If v is
any nonzero vector, then v , the negative of v, is defined to be the vector that has the
same magnitude as v but is oppositely directed (Figure 1.2.3). This vector has the property
(Why?) In addition, we define .
4
The negative of v has the same length as v but is oppositely directed(Figure1.4).
Subtraction of vectors is defined as follows:
Definition 1.4: If v and w are any two vectors, then the difference of w from v is defined by
(Figure1.5a).
To obtain the difference without constructing , position v and w so that their
initial points coincide; the vector from the terminal point of w to the terminal point of v is
then the vector (Figure 1.5b).
Definition 1.5: If v is a nonzero vector and k is a nonzero real number (scalar), then the
product is defined to be the vector whose length is k times the length of and whose
direction is the same as that of v if k 0 and opposite to that of v if k 0 . We define
if k 0 or .
Figure 1.6 illustrates the relation between a vector v and the vector and .
Note that the vector has the same length as v but is oppositely directed. Thus
is just the negative of v; that is,
5
Figure 1.6
A vector of the form is called a scalar multiple of v. As evidenced by Figure 1.6,
vectors that are scalar multiples of each other are parallel. Conversely, it can be shown that
nonzero parallel vectors are scalar multiples of each other. We omit the proof.
Vectors in Coordinate Systems
Problems involving vectors can often be simplified by introducing a rectangular coordinate
system. For the moment we shall restrict the discussion to vectors in 2-space (the plane).
Let v be any vector in the plane, and assume, as in Figure 1.7, that v has been positioned so
that its initial point is at the origin of a rectangular coordinate system. The coordinates
v1,v2 of the terminal point of v are called the components of v, and we write v v1,v2
Figure 1.7: v and v are the components of v.
1 2
If equivalent vectors, v and w, are located so that their initial points fall at the origin, then it
is obvious that their terminal points must coincide (since the vectors have the same length
and direction); thus the vectors have the same components. Conversely,vectors with the
same components are equivalent since they have the same length and the same direction. In
summary, two vectors and are equivalent if and only if
and .
The operations of vector addition and multiplication by scalars are easy to carry out in
terms of components. As illustrated in Figure 1.8, if and then
(1)
6
Figure 1.8
If v v1, v2 and k is any scalar, then by using a geometric argument involving similar
triangles, it can be shown that
(2)
(Figure1.9). Thus, for example, if and , then
and
( )
Since, , it follows from Formulas 1 and 2 that
. (Verify.)
Figure 1.9
Vectors in 3-Space
Just as vectors in the plane can be described by pairs of real numbers, vectors in 3-space
can be described by triples of real numbers by introducing a rectangular coordinate
system. To construct such a coordinate system, select a point O, called the origin, and
choose three mutually perpendicular lines, called coordinate axes, passing through the
origin. Label these axes x, y, and z, and select a positive direction for each coordinate axis
7
as well as a unit of length for measuring distances (Figure 1.10a).Each pair of coordinate
axes determines a plane called a coordinate plane. These are referred to as the xy -plane,
the xz -plane,and the yz -plane. To each point P in 3-space we assign a triple of numbers
(x, y, z), called the coordinates of P, as follows: Pass three planes through P parallel to the
coordinate planes, and denote the points of intersection of these planes with the three
coordinate axes by X, Y, and Z (Figure 1.10b). The coordinates of P are defined to be the
signed lengths and .
In Figure 1.11a we have constructed the point whose coordinates are (4, 5, 6) and in Figure
1.11b the point whose coordinates are (-3, 2, -4)
Figure 1.10
Figure 1.11
Rectangular coordinate systems in 3-space fall into two categories: left-handed and right-
handed. A right-handed system has the property that an ordinary screw pointed in the
positive direction on the z-axis would be advanced if the positive x-axis were rotated 90°
toward the positive y-axis (Figure 1.12a); the system is left-handed if the screw would be
retracted (Figure 1.12b).
8
Remark: In this module we shall use only right-handed coordinate systems.
If, as in Figure 1.13, a vector v in 3-space is positioned so its initial point is at the origin of
a rectangular coordinate system, then the coordinates of the terminal point are called the
components of v, and we write
Figure 1.13
If v v1 , v 2 , v3 and w w1 , w2 , w3 are two vectors in 3-space, then arguments similar to
those used for vectors in a plane can be used to establish the following results
v and w are equivalent if and only if
and
where k is any scalar.
Example 1 : Vector Computations with Components
9
Sometimes a vector is positioned so that its initial point is not at the origin. If the vector
has initial point and terminal point then
That is, the components of are obtained by subtracting the coordinates of the initial
point from the coordinates of the terminal point. This may be seen using Figure 1.14.
Figure 1.14
The vector ⃗⃗⃗⃗⃗⃗⃗⃗ is the difference of vectors ⃗⃗⃗⃗⃗⃗⃗ and ⃗⃗⃗⃗⃗⃗⃗ , so
Example 2: Finding the Components of a Vector
The components of the vector ⃗⃗⃗⃗⃗⃗⃗⃗ with initial point and terminal
point are
In 2-space the vector with initial point and terminal point is
Properties of Vector Operations
The following theorem lists the most important properties of vectors in 2-space and 3-
space.
Theorem 1.6: Properties of Vector Arithmetic
10
If u, v, and w are vectors in 2- or 3-space and k and l are scalars, then the following
relationships hold.
(a) u v v u (e) k lu kl u
(b) u v w u v w (f) k u v ku kv
(c) u 0 0 u u (g) k l u ku lu
(d) u u 0 (h) 1u u
Before discussing the proof, we note that we have developed two approaches to vectors:
geometric, in which vectors are represented by arrows or directed line segments, and
analytic, in which vectors are represented by pairs or triples of numbers called components.
As a consequence, the equations in Theorem 1.6 can be proved either geometrically or
analytically. To illustrate, we shall prove part (b) both ways. The remaining proofs are left
as exercises.
Proof of part (b) (analytic) we shall give the proof for vectors in 3-space; the proof for
2-space is similar. If, ,and then
Proof of part (b) (geometric) Let u, v, and w be represented by
as shown in Figure 1.15. Then
Also,
Therefore,
11
Figure 1.15 The vectors and are equal
Remark : In light of part (b) of this theorem, the symbol is
unambiguous since the same sum is obtained no matter where parentheses are inserted.
Moreover, if the vectors u, v, and w are placed ―tip to tail,‖ then the sum is
the vector from the initial point of u to the terminal point of w (Figure 1.15).
Properties of Vector Operations in n-Space
The most important arithmetic properties of addition and scalar multiplication of vectors in
n are listed in the following theorem. The proofs are all easy and are left as exercises
Theorem 1.7 : Properties of Vectors in
If u u1,u2 ,u3 ,..., un , v v1, v2 , v3 ,..., vn , and w w1, w2 , w3 ,..., wn are vectors in
and k and m are scalars, then:
(a) u v v u (b) u v w u v w
(c) u 0 0 u u (d) u u 0 ; that is, u u 0
(e) k mu kmu (f) k u v ku kv
(g) k mu ku mu (h) 1 u u
Theorem 1.7 enables us to manipulate vectors in without expressing the vectors in
terms of components. For example, to solve the vector equation x u v for x, we can add
u to both sides and proceed as follows:
x u u v u
x u u v u
x0 vu
x vu
The reader will find it instructive to name the parts of Theorem 1.2 that justify the last three
steps in this computation
1.3.1 Magnitude of a Vector
12
The magnitude of a vector which is a length of a vector and also called norm of a vector.
The length of a vector u is often called the norm of u and is denoted by . It follows
from the Theorem of Pythagoras that the norm of a vector in 2-space is
(Figure 1.16a).
Let be a vector in 3-space. Using Figure 1.16b and two applications of the
Theorem of Pythagoras, we obtain
Thus
A vector of norm 1 is called a unit vector.
If and are two points in 3-space, then the distance d between
them is the norm of the vector
(Figure1.3.2). Since it follows from 2 that
Similarly, if and are points in 2-space, then the distance between them
is given by
13
Figure 1.17
The distance between and is the norm of the vector .
Example 1: Finding Norm and Distance
The norm of the vector is
The distance d between the points and is
From the definition of the product ku , the length of the vector ku is k times the length of u.
Expressed as an equation, this statement says that
This useful formula is applicable in both 2-space and 3-space.
Exercise
1. Find the norm of v.
(a)
(b)
(c)
2. Find the distance between and .
(a)
(b)
3. Let . Find all scalars k such that
4. (a) Show that if v is any nonzero vector, then is a unit vector.
(b) Use the result in part (a) to find a unit vector that has the same direction as the vector
.
14
(c) Use the result in part (a) to find a unit vector that is oppositely directed to the vector
.
1.3.2 Angle between two vectors
Scalar Product of Vectors: It is also called dot product.
Let u and v be two nonzero vectors in 2-space or 3-space, and assume these vectors have
been positioned so that their initial points coincide. By the angle between u and v, we shall
mean the angle θ determined by u and v that satisfies 0 (Figure1.3.3).
Figure 1.17: The angle θ between u and v satisfies 0 .
Definition 1.8 : IIf u and v are vectors in 2-space or 3-space and θ is the angle between u
and v, then the dot product or Euclidean inner product u.v is defined by
(1)
Example 1: Dot Product
As shown in Figure 1.19, the angle between the vectors and is
45°. Thus
15
Figure 1.19
Component Form of the Dot Product
For purposes of computation, it is desirable to have a formula that expresses the dot
product of two vectors in terms of the components of the vectors. We will derive such a
formula for vectors in 3-space; the derivation for vectors in 2-space is similar.
Let u (u1 , u 2 , u 3 ) and v (v1 , v 2 , v3 ) be two nonzero vectors. If, as shown in Figure1.20
, θ is the angle between u and v, then the law of cosines yields
(2)
Since , we can rewrite 2 as
or
Substituting
And
we obtain, after simplifying,
(3)
Although we derived this formula under the assumption that u and v are nonzero, the
formula is also valid if or (verify).
16
Figure 1.20
If and are two vectors in 2-space, then the formula
corresponding to 3 is
(4)
Finding the Angle Between Vectors
If u and v are nonzero vectors, then Formula 1 can be written as
(5)
Example 2: Dot Product Using (3)
Consider the vectors and . Find u.v and determine the angle
θ between u and v.
Solution:
For the given vectors we have , so from (5),
Thus, 60 0 . The following theorem shows how the dot product can be used to obtain
information about the angle between two vectors; it also establishes an important
relationship between the norm and the dot product.
Theorem 1.9 : Let u and v be vectors in 2- or 3-space.
(a) ; that is,
(b) If the vectors u and v are nonzero and θ is the angle between them, then
17
Proof (a): Since the angle θ between v and v is 0, we have
Proof (b): since θ satisfies 0 , it follows that θ is acute if and only if cos 0 , that
θ is obtuse if and only if cos 0 , and that if and only if cos 0 . But cos has
2
the same sign as u.v since , u 0 , and v 0 .
Thus, the result follows.
Example 3: Finding Dot Products from Components
If , , and , then
Therefore, u and v make an obtuse angle, v and w make an acute angle, and u and w are
perpendicular.
Orthogonal Vectors
Perpendicular vectors are also called orthogonal vectors. In light of the Theorem above b,
two nonzero vectors are orthogonal if and only if their dot product is zero. If we agree to
consider u and v to be perpendicular when either or both of these vectors is , then we can
state without exception that two vectors u and v are orthogonal (perpendicular) if and only
if u.v 0 . To indicate that u and v are orthogonal vectors, we write .
Example 4: A Vector Perpendicular to a Line
Show that in 2-space the nonzero vector is perpendicular to the line
.
Solution: Let and be distinct points on the line, so that
18
(6)
Since the vector runs along the line (Figure 1.21), we need only
show that n and are perpendicular. But on subtracting the equations in (6), we obtain
which can be expressed in the form
Thus n and are perpendicular.
Figure 1.21
The following theorem lists the most important properties of the dot product. They are
useful in calculations involving vectors.
Theorem 1.10 : Properties of the Dot Product
If u, v, and w are vectors in 2-or 3-space and k is a scalar, then
(a) u.v v.u
(b) u. v w u.v u.w
(c) k u.v ku.v u.kv
(d) v.v 0 if v 0 , and v.v 0 if v 0
Proof: We shall prove (c) for vectors in 3-space and leave the remaining proofs as
exercises. Let and ; then
Similarly,
1.3.3 An Orthogonal Projection
19
In many applications it is of interest to ―decompose‖ a vector u into a sum of two terms,
one parallel to a specified nonzero vector a and the other perpendicular to a. If u and a are
positioned so that their initial points coincide at a point Q, we can decompose the vector u
as follows (Figure 1.3.7): Drop a perpendicular from the tip of u to the line through a, and
construct the vector from Q to the foot of this perpendicular. Next form the difference
As indicated in Figure 1.3.7, the vector is parallel to a, the vector is
perpendicular to a, and
The vector is called the orthogonal projection of u on a or sometimes the vector
component of u along a. It is denoted by (7)
The vector is called the vector component of u orthogonal to a. Since we have
, this vector can be written in notation 7 as
Figure 1.22
The vector u is the sum of and , where is parallel to a and is
perpendicular to a.
The following theorem gives formulas for calculating and
Theorem 1.11 :
If u and a are vectors in 2-space or 3-space and if , then
Proof: Let and . Since is parallel to a, it must be a
scalar multiple of a, so it can be written in the form . Thus
20
(8)
Taking the dot product of both sides of 8 with a and using the above Theorems yields
(9)
But since is perpendicular to a; so 9 yields
Since , we obtain
Example5: Vector Component of u Along a
Let and . Find the vector component of u along a and the
vector component of u orthogonal to a.
Solution:
Thus the vector component of u along a is
and the vector component of u orthogonal to a is
As a check, the reader may wish to verify that the vectors and a are
perpendicular by showing that their dot product is zero.
A formula for the length of the vector component of u along a can be obtained by writing
Which yields
(10)
If.θ denotes the angle between u and a, then , so 10 can also be written
as
21
(11)
(Verify.) A geometric interpretation of this result is given in Figure 1.23.
As an example, we will use vector methods to derive a formula for the distance from a
point in the plane to a line.
1.3.4 Direction Angles and Direction Cosines
The direction angles of a nonzero vector a are the angles , , and
(in the interval 0, that a makes with the positive x ,y, and z -axes. (See Figure 1.24)
Figure 1.24
The cosines of these direction angles cos , cos , and cos , are called the direction
cosines of the vector a. Using the formula of angles between two vectors , we obtain
a i a a a
cos 1 , cos 2 , and cos 3
a i a a a
Example : Find the direction angles of the vector a 1,2,3
22
Solution: Since a 12 2 2 3 2 14 then
1 2 3
cos , cos , and cos
14 14 14
1 2 3
cos1 740 , cos1 580 and cos1 37 0
14 14 14
Exercise
1. Find .
(a)
(b)
2. In each part of Exercise 1, find the cosine of the angle θ between u and v.
3. Determine whether u and v make an acute angle, make an obtuse angle, or are
orthogonal.
(a)
(b)
4. Find the orthogonal projection of u on a.
(a)
(b)
5. In each part of Exercise 4, find the vector component of u orthogonal to a.
In many applications of vectors to problems in geometry, physics, and engineering, it is of
interest to construct a vector in 3-space that is perpendicular to two given vectors. In this
section we shall show how to do this.
Definition 1.12 : The cross product of two vectors and , unlike the dot
product, is a vector. For this reason it is also called the vector product. Note that
is defined only when and are three-dimensional vectors.
23
Definition 1.13: If 〈 〉 and b 〈 〉, then the cross product of and is
the vector
〈 〉
This may seem like a strange way of defining a product. The reason for the particular form
of Definition 1.13 is that the cross product defined in this way has many useful properties,
as we will soon see. In particular, we will show that the vector is perpendicular to both and
. In order to make Definition 1.13 easier to remember, we use the notation of determinants.
A determinant of order 2 is defined by
A determinant of order 3 can be defined in terms of second-order determinants as
follows :
Observe that each term on the right side of Equation 2 involves a number in the first
row of the determinant, and is multiplied by the second-order determinant obtained
from the left side by deleting the row and column in which appears. Notice also the
minus sign in the second term. For example,
If we now rewrite Definition 1 using second-order determinants and the standard basis
vectors and , we see that the cross product of the vectors and
24
In view of the similarity between Equations 2 and 3, we often write
Although the first row of the symbolic determinant in Equation 4 consists of vectors, if we
expand it as if it were an ordinary determinant using the rule in Equation 2, we obtain
Equation 3. The symbolic formula in Equation 4 is probably the easiest way of
remembering and computing cross products.
The second method is slightly easier; however, many textbooks don‘t cover this method as
it will only work on determinant. This method says to take the determinant as listed
above in equation 4 and then copy the first columns onto the end as shown below.
We now have three diagomals that move from left to right and three diagonals that move
from right to left. We multiply along each diagonal and add those that move from left to
right and subtract those that move from right to left.
25
One of the most important properties of the cross product is given by the following
theorem.
Theorem 1.14: The vector is orthogonal to both and .
Proof: In order to show that is orthogonal to , we compute their dot product as
follows:
Theorem 1.15: If is the angle between and then
| | | || |
Proof: From the definitions of the cross product and length of a vector, we have
26
Since a vector is completely determined by its magnitude and direction, we can now say
that is the vector that is perpendicular to both and whose orientation is
determined by the right hand rule,whose length is
In fact, that is exactly how physicists define .
Proof: Two nonzero vectors a and b are parallel if and only if . In either case
The geometric interpretation of Theorem 1.15 can be seen by looking at Figure 2. If and
are represented by directed line segments with the same initial point, then they determine
a parallelogram with base | | altitude | |
Thus we have the following way of interpreting the magnitude of a cross product.
27
Example 3: Find a vector perpendicular to the plane that passes through the points
We compute the cross product of these vectors:
Example 4: Find the area of the triangle with vertices
Solution: In Example 3 we computed that
The area of the parallelogram with adjacent sides PQ and PR is the length of this cross
product:
If we apply Theorems 5 and 6 to the standard basis vectors and ng
we obtain
Observe that
Thus the cross product is not commutative. Also
28
So the associative law for multiplication does not usually hold; that is, in general,
However, some of the usual laws of algebra do hold for cross products. The following
theorem summarizes the properties of vector products.
These properties can be proved by writing the vectors in terms of their components and
using the definition of a cross product. We give the proof of Property 5 and leave the
remaining proofs as exercises.
Proof Of Property 5
There is an important difference between the dot product and cross product of two
vectors—the dot product is a scalar and the cross product is a vector. The following
theorem gives some important relationships between the dot product and cross product
and also shows that is orthogonal to both u and v.
Theorem 1.17:- Relationships Involving Cross Product and Dot Product
If u, v, and w are vectors in 3-space, then
(a)
(b)
(c)
29
(d
(e)
Proof (a) Let and . Then
Proof (b) Similar to (a).
Proof (c) Since
(1)
and
(2)
the proof can be completed by ―multiplying out‖ the right sides of 1 and 2 and verifying
their equality.
Proof (d) and (e) As an Exercise.
Example 5: Is Perpendicular to u and to v
Consider the vectors
Then we can show that
Since
and
is orthogonal to both u and v, as guaranteed by the Theorem above.
Exercise
1. Let , , and . Compute
(a)
(b)
(c)
2.Find a vector that is orthogonal to both u and v.
(a) ,
(b) ,
30
A line in the xy-plane is determined when a point on the line and the direction of the line
(its slope or angle of inclination) are given. The equation of the line can then be written
using the point-slope form. Likewise, a line L in three-dimensional space is determined
when we know a point P0 x0 , y 0 , z 0 on Land the direction of L . In three dimensions the
direction of a line is conveniently described by a vector, so we let be a vector parallel to L .
Let Px, y, z be an arbitrary point on L and let r0 and r be the position vectors of P0 and
P(that is, they have representations and ). If a is the vector with representation
, as in Figure 1.6.1,then the Triangle Law for vector addition gives .
But, since a and v are parallel vectors, there is a scalar t such that a = tv. Thus
Figure 1.26
which is a vector equation of L . Each value of the parameter t gives the position vector
r of a point on L. In other words, as t varies, the line is traced out by the tip of the vector r.
As Figure 1.6.2 indicates, positive values of t correspond to points on L that lie on one side
of P0 , whereas negative values of t correspond to points that lie on the other side of P0 . If
the vector v that gives the direction of the line L is written in component form as
v a, b, c , then we have tv ta, tb, tc . We can also write r x, y, z and r0 x0 , y 0 , z 0
, so the vector equation (1) becomes x, y, z x0 ta, y0 tb, z 0 tc
Two vectors are equal if and only if corresponding components are equal. Therefore we
have the three scalar equations:
31
Where t . These equations are called parametric equations of the line L through the
point P0 x0 , y 0 , z 0 and parallel to the vector v a, b, c . Each value of the parameter t
gives a point x, y, z on L .
Figure 1.27
Example 1:
(a) Find a vector equation and parametric equations for the line that passes through thepoint
5,1,3 and is parallel to the vector i 4 j 2k .
(b) Find two other points on the line.
Solution:
Figure 1.28
(a) Here r0 5,1,3 5i j 3k and v i 4 j 2k , so the vector equation(1) becomes
r 5i j 3k t i 4 j 2k r 5 t )i 1 4t j 3k 3 2t k
Or Parametric equations are x 5 t , y 1 4t , z 3 2t
(b) Choosing the parameter value t= 1 gives x=6, y=5, and z=1 so 6,5,1 is a
32
point on the line. Similarly t=-1, gives the point 4,3,5 .
The vector equation and parametric equations of a line are not unique. If we change the
point or the parameter or choose a different parallel vector, then the equations change.
Forinstance, if, instead of 5,1,3 , we choose the point 6,5,1 in Example 1, then the
parametric equations of the line become x 6 t , y 5 4t , z 1 2t Or, if we stay with
the point 5,1,3 but choose the parallel vector 2i 8 j 4k , we arrive at the equations
x 5 2t , y 1 8t , z 3 4t In general, if a vector v a, b, c is used to describe the
direction of a line L , then the numbers a, b, and c are called direction numbers of L.
Since any vector parallel to v could also be used, we see that any three numbers
proportional to a, b, and c could also be used as a set of direction numbers for L. Another
way of describing a line L is to eliminate the parameter from Equations 2. If
none of a, b, or c is 0, we can solve each of these equations for t, equate the results, and
obtain
These equations are called symmetric equations of L. Notice that the numbers a, b, andc
that appear in the denominators of Equations 3 are direction numbers of L , that is,
components of a vector parallel to L . If one of a, b, or c is 0, we can still eliminate t . For
instance, if a = 0, we could write the equations of L as
y y0 z z 0
x x0 , This means that L lies in the vertical plane x= x0 .
b c
Example 2:
(a) Find parametric equations and symmetric equations of the line that passes through
the points A2,4,3 and B3,1,1 .
(b) At what point does this line intersect the xy-plane?
Solution:
33
Figure 1.29
(a) We are not explicitly given a vector parallel to the line, but observe that the vector v
with representation line AB is parallel to the line and v 3 2,1 4,1 (3) 1,5,4
Thus direction numbers are a=1, b=-5, and c=4 . Taking the point 2,4,3 as P0 , we see
that parametric equations (2) are x 2 t , y 4 5t , z 3 4t and symmetric equations
x2 y4 z3
(3) are
1 5 4
(b) The line intersects the xy-plane when z = 0 , so we put z =0 in the symmetric equations
x2 y4 3 11 1
and obtain This gives x and y , so the line intersects the xy-
1 5 4 4 4
11 1
plane at the point , ,0 .
4 4
In general, the procedure of Example 2 shows that direction numbers of the line L
through the points P0 x0 , y 0 , z 0 and P1 x1 , y1 , z1 are x1 x0 , y1 y 0 , and z1 z 0 and so
symmetric equations of L are
x x0 y y0 z z0
x1 x0 y 1 y 0 z1 z 0
The vector equation of a line through the (tip of the) vector r0 in the direction of a vector v
is . If the line also passes through (the tip of) , then we can take
and so its vector equation is r r t r1 r0 1t r tr1
0 0
The line segment from to is given by the parameter interval 0 t 1 .
34
PLANES
Although a line in space is determined by a point and a direction, a plane in space is more
difficult to describe. A single vector parallel to a plane is not enough to convey the
―direction‖ of the plane, but a vector perpendicular to the plane does completely specify its
direction. Thus a plane in space is determined by a point P0 x0 , y 0 , z 0 in the plane and a
vector that is orthogonal to the plane. This orthogonal vector is called a normal
vector. Let Px, y, z be an arbitrary point in the plane, and let and be the position
vectors of P0 and P . Then the vector is represented by a line P0P. (See Figure
below.) The normal vector is orthogonal to every vector in the given plane. In particular,
is orthogonal to and so we have ( ) = 0 which can be rewritten as
And this Equation is called a vector equation of the plane. To obtain a
scalar equation for the plane, we write a, b, c , x, y, z , and x0 , y 0 , z 0 .
Then the above vector equation becomes a, b, c x x0 , y y 0 , z z 0 0 or
ax x0 ) b y y 0 c( z z 0 0 .And this Equation is the scalar equation of the plane
through with normal vector a, b, c .
Figure 1.30
Example-1: Find an equation of the plane through the point 2,4,1 with normal Vector n
= 2,3,4 . Find the intercepts and sketch the plane.
Solution: Putting a 2, b 3, c 4, x0 2, y 0 4, z 0 1 in the sclalar equation of the
plane we see that an equation of the plane is 2x 2) 3 y 4 4( z 1 0 or
2 x 3 y 4 z 12
To find the x-intercept we set y =z = 0 in this equation and obtain x = 6 . Similarly,
35
they -intercept is 4 and the z-intercept is 3. This enables us to sketch the portion of the
plane that lies in the first octant (see Figure below)
Figure1.31
Example-2: Find an equation of the plane that passes through the points P1,3,2, Q3,1,6
and R5,2,0
Solution: The vectors a and b corresponding to line PQ and line PR are a= 2,4,4 ,
b 4,1,2 .Since both a and b lie in the plane, their cross product axb is orthogonal to
the plane and can be taken as the normal vector.
i j k
Thus, n = axb = 2 4 4 = 12i+20j+14k With the point P1,3,2 and the normal vector
4 1 2
n, an equation of the plane is 12x 1) 20 y 3 14( z 2 0 6 x 10 y 7 z 50
Note : Two planes are parallel if their normal vectors are parallel. For instance,
the planes x 2 y 3z 4 and 2 x 4 y 6 z 3 are parallel because their normal vectors
are = 1,2,3 and = 2,4,6 and =2 . If two planes are not parallel, then they
intersect in a straight line and the angle between the two planes is defined as the acute
angle between their normal vectors.
36
Definition 1.18 : Definition of a Vector Space
Let V be a set on which two operations (vector addition and scalar multiplication)
are defined. If the following axioms are satisfied for every u, v and w in V and for every
scalar (an element of a field F) c and d, then V is called vector space over a field F
Addition:
A-1 u + v is in V ------------------------- Closure under addition
A-2 u + v = v + u---------------------------Commutative Property
A-3 u + (v+ w) = (u + v) + w --------------Associative property
A-4 V has a zero vector 0 such that ----Existence of Additive Identity for every u in
V, u+0 = u
A-5 For every u in V, there is ----------- Existence of additive inverse a vector in V
denoted by-u Such that u + (-u) =0 where 0 is the identity element
Scalar Multiplication:
A-6 cu is in V ------------------ Closure under scalar multiplication
A-7- c (u + v) = cu + cv ---------- Distributive property
A-8- (c+d) u=cu + du -------- Distributive Property
A-9- c (du) = (cd) u = d (cu) -------- Associative Property
A-10- 1 (u) = u, where 1 F --- -- Scalar Identity
Remark
1. It is important to realize that a vector space consists of four entities: a set of vectors,
a set of scalars, and the two operations. When you refer to a vector space V, be sure
that all four entities are clearly stated or understood,
2- A vector space together with the defined operation addition is Abelian group.
Class Activity-
1- Is a vector space V can be empty set? What ever your answer comes with justification
2 - Identify the difference between vector space axioms 7 and 8 (A-7 & A-8)
3 - Is the zero vectors invertible under vector addition? If so, find its additive inverse
37
Examples of different models of a vector space
Throughout mathematics one encounters many examples of mathematical objects that can
be added to each other and multiplied b y numbers. Geometric vectors and vectors in n-
space studied in the preceding chapter are examples of such objects. Other examples are
real-valued functions, complex numbers, and polynomials over the real. In this chapter we
discuss a general mathematical concept which includes these examples and many more.
Throughout this chapter, by a ―field‖ we shall mean either the field of rational numbers, we
shall, how ever, use a neutral letter k, since it is necessary to deal with each of these fields.
The elements of k will also be called numbers or scalars.
Definition 1.19: A vector space v over a field is a set of objects which can be added and
multiplied by elements of such that the following axioms are satisfied
Axiom 1: (closure under addition)
For all v1 , v2 v, there exists a unique element of v called the
Sum of v1 and v2 , denoted v1 v2
Axiom 2: (closure under multiplication by elements of k)
For every v V and all a k ,
there exists an element of called the product of a and v, denoted av.
Axiom 3: (commutative law for addition)
For all v1 , v2 v, we have v1 v2 v2 v1
Examples of Vectorspaces
Example-1 Let V= Define: x1 x 2 x1 x 2 x1 , x 2 R , usual product in
and , then show that V is a vector space over with 1 as the zero
element.
Solution:
1. Let x1 , x 2 V then x1 x 2 x1 x 2
x1 x2 V , Since + is closed under usual multiplication
V is closed under vector addition
2. Let x1 , x 2 V then x1 x 2 x1 x 2 x 2 x1 (Why?)
38
= x2 x1
x1 x2 x2 x1 x1 , x2 R
Vector addition is commutative
3. Let x1, x2 , x3 V then
( x1 x 2 ) x3 = ( x1 x2 ) x3 by definition of addition in V
= ( x1 x 2 ) x3 , by definition of addition in V
= x1 ( x 2 x3 ) , (Why?)
= x1 ( x2 x3 ) , by definition of ' +' in V
= x1 ( x 2 x3 ), by definition of ‗+' in V
Thus, ( x1 x 2 ) x3 x1 ( x 2 x3 ) x1 , x 2 , x3 V
Vector addition is associative.
4. Suppose e is a zero vector in V then
e x x x e, x V
Now, e x x
e.x x, By definition of ‗+' in V
e 1 , ( How?)
The zero vector in V = is 1
Therefore, such that 1+ x x x 1x V
Additive identity exists in V
5. Let x V R suppose y V is
An additive inverse of x then
x y 1 y x
But, x y 1
x. y 1
y 1 / x (Why?)
Hence, x V y 1 / x V such that x y 1
Every element in V has an additive inverse
6. Let x. V and a then ax x a V (why?)
axV a And x V
39
V is closed under scalar multiplication.
7. Let a and x, y V then
a( x y) a ( x. y ) By definition of '+' in V
= ( x. y ) a by definition of '.' in V
= x a .y a (Why?)
= xa ya by definition of ' +' in V=
= ax ay by definition of '.' in V =
Therefore, a ( x y ) ax ay Va and x, y V
8. Let a, b and x V then
(a+ b) x x a b , by definition of scalar multiplication in V
x a x b , (Why)?
x a x b , by definition of ‗+‘ in V
= ax bx , by definition of ‗.' In V
( a b) x ax bx a, b And x V
9. Let a, b and x V then
a(bx) a( x b ) , by definition of '.' in V
( x b ) a , by definition of ‗.' in V
x ba , Why?
x ab
( ab) x
a (bx) ( ab) x a, b And x V
10. Let x V then
1. x x 1 x
1.x x x V
Hence, by 1-10 we have V= + is a vector space over with the given addition and scalar
multiplication defined on it.
Example-2 Let V = ( x,2 x) : x then show that V is a vector space over with
Standard operations (componentwise addition and multiplication)
Solution:
40
1. Let u , v V then u ( x,2 x ) for some x and v ( y,2 y ) for some y .
Now, u+v ( x,2 x) ( y,2 y )
( x y ,2 x 2 y ), By definition ‗+' in V
( x y,2( x y ))
( z , 2 z ), Where z x y
u v ( z , 2 z ) For some z x y
u v V , by definition of the set V
V is closed under vector addition.
2. Let u ( x,2 x), v ( y,2 y ) V then
u u ( x, 2 x ) ( y , 2 y )
( x y ,2 x 2 y )
( y x,2 y 2 x) ; Since addition is commutative in
= ( y, 2 y ) ( x, 2 x), by definition of ' +' in V
v u
u v vu u , v V
Therefore vector addition is commutative in V
3. Let u ( x,2 x), v ( y,2 y ), w ( z ,2 z ) V then
(u v) w ( x,2 x) ( y,2 y) ( z,2 z)
( x y,2 x 2 y ) ( z ,2 z ), By definition of '+' in V
( x y) z, (2 x 2 y) 2 z , by definition of '+' in V
x ( y z),2 x (2 y 2 z) ; Since the usual addition
is associative in
( x,2 x) ( y z ,2 y 2 z ) ; By definition '+' in V
( x,2 x) ( y,2 y) ( z,2 z) ; By definition of '+' in V
u (v w)
(u v) w u (v w) u , v, w V
Therefore the defined addition is associative in V
4. Since 0 we have
0 (0,2.0) (0,0) V And u ( x,2 x ) V ,
41
0+u (0,0) ( x,2 x) (0 x,0 2 x)
( x, 2 x )
u
0u u u V
Therefore additive identity element exists in V and is the additive identity
element in V
5. Let u ( x,2 x) V then u ( x,2 x) V and
u+-u ( x,2 x) ( x,2 x)
( x x,2 x 2 x)
(0,0)
u u 0
u V , u V Such that u u 0
That is, every element in V has an additive inverse.
6. Let a and u ( x, 2 x ) V then
a . u a ( x, 2 x )
( ax,2ax) , by definition of scalar multiplication
( y,2 y ); Where y ax
a . u ( y ,2 y ) For some y ax
au V , why?
Therefore V is closed under scalar multiplication.
7. Let a and u ( x,2 x), v ( y,2 y ) V then a(u v) a( x,2 x) ( y,2 y)
a ( x y,2 x 2 y ), By definition of ' +' in V
a( x y), a(2 x 2 y) by definition of scalar multiplication in V
(ax ay,2ax 2ay), Why?
( ax,2ax) ( ay,2ay), by definition of scalar multiplication in V
= a ( x, 2 x ) a ( y , 2 y )
au av
a (u v) au av a u , v V
8. Let a, b and u ( x,2 x) V then (a b)u (a b)( x,2 x)
42
(a b) x, (a b)2 x) ; By definition of scalar multiplication in V
(ax bx,2ax 2bx) ; Why?
( ax, 2ax) (bx,2bx) ; By definition of '+' in V
a ( x,2 x) b( x,2 x) ; Why?
au bu
(a b)u au bu a, b And u V
9. Let a, b and u ( x,2 x) V then
a (bu) a (b ( x, 2 x))
a (bx,2bx) ; By definition of scalar multiplication in V
a(bx), a(2bx) ; Why?
(ab) x, (ab)2 x ; Why?
ab( x,2 x) ; Why?
( ab)u
a (bu) (ab)u a, b And u V
10. Let u ( x,2 x) V then
1.u 1( x,2 x) (1.x,1.2 x)
( x, 2 x )
u
1.u uu V
Therefore, by 1-10 we've V is a vector space over
Examples of sets, which are, not vector space
Example-1 : show that the set of rational numbers Q is not a vector space with standard
operations over
Solution Since 2 and 1 Q such that
2 . 1 2 Q We‘ve Q is not closed under scalar multiplication.
Example-2: Let V= 3 , the set of ordered triple of real numbers, then. Show that V is not
a vector space over with the standard operation of addition and the following non-
standard definition of scalar multiplication:
43
a( x1 , x 2 , x3 ) (ax1 , ax2 , 0)
Solution: Since 1 we've u = (1,1,1) V and 1.(1,1,1) (1.1,1.1,0) (1,1,0)
1.(1,1,1) (1,1,0) (1,1,1) = u
1.(1,1,1) (1,1,1) = u
1. u u
V Doesn‘t satisfy one of the vector space axioms
V is not a vector space over
Infact, Show that V satisfies the first nine axioms.
Remark
A single failure of one of the ten vector space axioms suffices to show that a set is not a
vector space. That is to show that a set V is not a vector space we need only find one thing
wrong regardless of how many of the ten axioms are satisfied.
Subspaces
Definition 1.20: (definition of subspace of a vector space)
Let V be a vector space over a field F and W be a subset of V, then we say that W is a
subspaces of V if W is itself a vector space over F under the operations of addition and
scalar multiplication in V.
Class Activity
1. Let V= the set of all real valued continuous functions defined on 0,1 and W be the
set of real valued differentiable functions on 0,1 then show that
A) V is a vector space over R with standard operations
B) W is a subspace of V
2. Let V 4 and W (0, x, y, z); x, y, z then show that
A) V with the standard operations is a vector space over Q.
B) W is a subspace of V.
To establish that a set W is a vector space we must verify all the ten vector space axioms.
However if W is a subset of a larger vector space V (and the operations defined on W are
the same as those defined on V), then most of the ten properties are inherited from the
44
larger space and need no verification. The following theorem tells us that it is sufficient to
test for closure in order to establish a subset of a vector space is a subspace.
Theorem 1.21: Test for a subspace
Let V be a vector space over a field F and W be an empty subset of V, then W is a
subspace of V over F if and only if the following closure conditions hold:
i) if u and v are in W, then u+v is in W
ii) If u is inW and F , then u is W
Proof: Let V be a vector space over a field F and W c V
Suppose W is a subspace of V over F then by definition of subspace we have Wi
a vector space over F under the induced operations and hence w is closed under
addition and scar multiplication.
u v W u , v W And u W F , u w
i) and ii) hold.
( ) Suppose i) and ii) hold then W is closed under addition and scalar
multiplication.
A-1 and A-6 are satisfied ----- ( )
Also, let u, v, w W and a, b F then
u,v,w V and a,b F ;Since WcV
A-2, A-3, A-7, A-8, A-9, and A-10 are satisfied automatically, by definition
of V --------
Furthermore, since w we‘ve u 1 W and hence u1 W F ; by II
In particular, for 0 we get 0u 1 W
0 W ; Since 0u 1 0 by theorem 2-2
W Has additive identity element; why?
A 4 is satisfied -------
In addition, because W is closed under scalar multiplication, if follows that
u W (1)u W
U W ; by theorem 2-2
45
every element in W is invertible with respect to the induced additive
operation
A 5 is satisfied ---------
Thus, by , , and we have W is a vector space over F.
W is a subspace of V over F.
Remark:
1. If W is a subspace of a vector space V over a field F then both W and V must have
the same zero vector O. Justify!
2. Since a subspace of a vector space is itself a vector space, it must contain the zero
vector.
Infact, the simplest subspace of a vector space is the one consisting of only the zero
Vector = 0 W 0
Definition 1.22: Let V be a vector space over a field F then
A) V and 0 are called improper (trivial) subspaces of V.
B) Subspaces of V other than V and 0 are called proper (non trivial)
Subspaces of V
Observe that Improper subspaces of a vector space always exist while the proper
Subspace of vector spaces may not exist.
Example (1) Let V be the set of all real valued functions defined on and
W = f : / f is even function then show that
A) With the standard operations, is a vector space over
B) W is a subspace of V over
Solution A) Left as an exercise to you.
B) Let V= f / f : is afunction and
W = f : / is even function then
46
W= f : / f ( x) f ( x)x
I) Clearly, W V ; why?
Also, consider the function f 0 that has a value of zero for all x.
That is, f 0 ( x) 0, x is any real number. Then f 0 : and f 0 ( x) 0 f 0 ( x)
f 0 W
W . Thus, W cV
II) Let F , G W then F , G : Such that both are even functions and hence
F G : such that F+G is even function,
Since (F+G) ( x) F ( x) G ( x) F ( x) G ( x); why?
( F G )( x)x
Hence, W is closed under the induced vector addition.
III) Let a and f W then
af : And (af )( x) af ( x); Why?
af ( x ); Why?
(af )( x)x
af W
W is closed under the induced scalar multiplication.
Therefore, by I), II), III) and test for subspace theorem we have W is a subspace of V over
.
Example 2: Show that the set of first quadrant vector W ( x, y) : x 0andy 0, with
the standard operations, is not a subspace of 2 over .
Solution: To see this, we note that (1, 2) is in W, but the scalar multiple (-1)(1,2)
= (-1,-2) is not in W. Therefore, W is not closed under scalar multiplication
and hence W is not a subspaces of 2 over . Infact, one can show that W is nonempty
and closed under addition
Exercise:
47
1. Determine whether the set W is a subspace of 3 over with standard operations.
Justify your answer
a) W (a, b,2a 3b) : a, b
b) W (r, r t , t ) : r , t
c) W ( x, y, xy) : x, y
d) W ( x, y,3) : x, y
2. Which of the following subset of C (- , ) are subspaces of C (- , ) over ?
a) The set of all real valued nonnegative functions: f ( x) 0x
b)The set of all real valued even functions: f ( x) f ( x) x
c) The set of all real valued odd functions: f ( x) f ( x)x
d) The set of all real valued constant functions: f ( x) cx
e) The set of all functions such that: f (0) 0;0
f) The set of all functions such that: f (0) 1;0,1
3. Prove that a non empty set W is a subspace of a vector space V over field F if and only
if ax by is an element of Wx, y Wanda, b F .
4. Give an example showing that the union of two subspace of a vector space V over a
filed F is not necessarily a subspace of V over F.
Spanning Sets
Definition 1.23: Definition of linear combination of vectors
Let V be a vector space over a field F and v, x1 , x 2 , , x n be vectors in V then we
say that v is a liner combination of x1 , x2 , , and x n if v can be expressed as
v 1 x1 2 x2 n xn ; Where i F ,1 i n
Example 1: Example of linear combinations
Let v1 , (1,3,1), v2 (0,1,2) and v3 (1,0,5) be vectors in 3 then since
v1 3v 2 v3 3(0,1,2) (1,0,5) (1,3,1) .We have v1 is a linear combination of v2 and v3 .
48
Example 2: Finding a liner combination
Let v (1,1,1), x1 (1,2,3), x2 (0,1,2) and x3 (1,0,1) be vectors in 3 then write a linear
combination of x1 , x2 and x3 .
Solution: We need to find scalars 1 , 2 and 3 such that v 1 x1 2 x 2 3 x3
But v 1 x1 2 x 2 3 x3
(1,1,1) 1 (1,2,3) 2 (0,1,2) 3 (1,0,1)
( 1 3 ,21 2 ,31 2 2 3 )
Then, by equating the corresponding components, we arrive at the following system of
linear equations.
1 3 1
21 2 1
3 2 1
1 2 3
1 1 r , 2 1 2r , 3 r This is an infinite number of solutions, by Gauss-
Jordan elimination method
For instance, to obtain one solution, we could let r =1, then 1 2, 2 3 and 3 1
Hence; v 2 x1 3x2 x3 . other choices for r would yield other ways to write v as a linear
combination of x1 , x2 and x 3 .
Definition 1.24 : Definition of spanning set of a vector space
Let S x1 , x2 , , xn be a subset of a vector space V over a field F. The set S is called
a spanning set (or a generator set) of V if every vector in V can be expressed as a linear
combination of vectors in S. That is, if v V 1 , 2, , n F such that
n
v i xi . in such cases we say that S spans (or generates) V over F.
i 1
Example 3: Examples of spanning sets
a) Let x1 (1,0,0), x2 (0,1,0) and x3 (0,0,1) be vectors in 3 then since
v ( x, y, , z ) 3 , v ( x, y, z ) x(1,0,0) y (0,1,0) z (0,0,1)
49
xx1 yx2 zx3 We have S x1 , x 2 , x3 spans or generates 3
b) The set S 1, x, x 2 generates of P2 , since any polynomial p( x) a bx cx 2 in
P2 can be written as p( x) a(1) b( x) c( x 2 ) a bx cx 2
Note: The spanning sets given in example -3 are called the standard spanning sets
of and p 2 ,respectively
Definition 1.25: Let V be a vector space over a filed F and S be non empty subset of V
then the set of all finite linear combination of elements of S is called span of S and span of
S is denoted by span (S). That is span
n
(s) = i xi : i F and xi S i such that 1 i n
i 1
Theorem 1.26: Span(S) is a subspace of V
Let V be a vector space over a field F and S is nonempty subset of V then span(S) is a
subspace of V.
Moreover, span(s) is the smallest subspace of V that contains S, in the sense that every
other subspace of V that contains S must contain span (s)
Proof: Exercise
Linear Dependence and Independence of vectors
Definition 1.27: Let V be a vector space over a field F and S = x1 , x2 , , xn be subset
n
of V then S is called linearly independent if the vector equation x
i 1
i i 0 has only the
trivial solution. If there are also non-trivial solutions, then S is called linearly dependent.
That is,
a) If ∑ , then S is a linearly independent set.
50
n
b) If 1 , 2 , , n F not all zero such that
i 1
i xi 0 then S is linearly
dependent set
Remark: Testing for Linear Independence and Linear Dependence
A. Let S = u1 , u 2 , u n be a set of vectors in a vector space V over a field F. To
determine whether S is linearly independent or linearly dependent, perform the
following steps.
n
Step-1: From the vector equation u
i 1
i i O, write a homogenous system of
linear equations in the variables 1 , 2 , , n .
Step-2: Use Gauss ian elimination method to solve the system for
1 , 2 , , and n .
Step-3: If the system has only the trivial solution, 1 O 2 n ,
then the set S is linearly independent. If the system also has non trivial
solutions, then S is linearly dependent.
B. Every set of vectors in a vector space is either linearly independent or linearly
dependent. Thus a single test suffices.
C. We say that an infinite set S is linearly independent if every finite subset of S is a
linearly independent set.
Theorem 1.28: A Property of Linearly Dependent Sets
Let S x1 , x 2 , , x n , n 2 be a subset of a vector space V over a field F then S is
Linearly dependent if and only if at least one of the vectors x i can be written as a linear
combination of the other vectors in S.
Proof: Exercise
Example-4
Let S 1 x 2 x 2 ,2 5 x x 2 , x x 2 then show that S is linearly dependent subset o P2
51
Solution:
Let f1 1 x 2 x 2 , f 2 2 5 x x 2 and f 3 x x 2 thenone can observethat
f 2 2 f1 3 f 3 And hence f2 is a linear combination of f1 and f3
Thus, by theorem 2.6 we have S is linearly dependent.
Example 5:
Let V be a vector space over a field F and u, v V then show that u and v are linearly
dependent if and only if one is a scalar multiple of the other.
Solution:
It is a immediate consequence of theorem 2.6. It is a simple test for determining
Whether two vectors are linearly dependent
Exercise :
1. Determine which vectors u, v, and w can be written as linear combinations of the
vectors in S.
a) S (1,2,2), (2,1,1), u (1,17,17), v (3, 2 3 , 2 3 ) and w (8,4,3)
b) a) S (2,0,7), (2,4,5), (2,12,13)u (4,20,24), v (1,0,0) and w (6,24,9)
2. Determine whether the given set S spans R3. If the set does not span R3, describe the
subspace that it does span.
a) S (1,0,1), (1,1,0), (0,1,1)
b) S (1,0,3), (2,0,1), (4,0,5), (2,0,6)
c) S (1,2,3), (0,1,2), (2,0,1)
d) S (1,2,3), (0,1,2), (1,0,1)
3. For which values of r are the following sets linearly independent?
a) S (r,0,0), (0,1,0), (0,0,1)
b) S (r, r, r ), (r,1,0), (r,0,1)
4. Determine whether the set S y 2 2 y, y 3 8, y 3 y 2 , y 3 y 2 , y 2 4 Spans or
generates p 3
52
Bases and Dimension of a Vector space
Basis of a vector space
Definition 1.29: Definition of Basis
A set of vectors S x1 , x2 , , xn in a vector space V over a field F is called basis
for V if
i) S spans V and
ii) S is linearly independent
Remark:
1. The above definition tells us that a basis has two features. A basis S must have enough
vectors to span V, but not so many vectors that one of them could be written as a linear
combination of the other vectors in S.
2. An infinite set S is said to be a basis for V if
i- S spans V and ii- S is linearly independent. That is, if every element of V is a finite
linear combination of elements of S and every finite subset of S is linearly independent.
Thus a basis of a vector space V may consists of infinite number of vectors.
Class Activity:
1. Show that s(1, 0, 0), (0, 1, 0), (0, 0,1 is a basis for R3. S is called the standard basis
for R3.
2. Let e1 (1, 0, ,0), e2 (0, 1, 0, ,0), , en (0,0, ,1)
then show that
S= e1 , e2 , , en is a basis for Rn S is called a standard basis for Rn.
3. Show that
a) S (1, 2, 3), (0, 1, 2), (2, 0, 1) is a non standard basis for R3
b) S (1, 1), ( 1, 1) is a non standard basis for R2
c) S 1, x, x 2 , , x n is a standard basis for Pn
Theorem 1.30: Uniqueness of Basis Representation
53
Let V be a vector space over field F and s x1 , x 2 , x n be a basis for V then every
vector in V can be written in one and only one way as a linear combination of vectors
in S.
Proof : Exercise
Theorem 1.31: Basis and Linear Dependence
If S v1 , v 2 , , v n is a basis for a vector space V over a field F, then every set
containing more than n vectors in V is linearly dependent. That is, the maximum number
of linearly independent vectors in V is n.
Proof: Exercise
Example-3: Linearly Dependent sets in R3, P3 & Rn
a) Since R3 has a basis consisting of three vectors, the set
(1,2,1), (1,1,0), (2,3,0), (5,9,1) must be linearly dependent.
b) Since P3 has a basis consisting of four vectors, the set
1, 1 x, 1 x,
1 x x 2 ,1 x x 2 must be linearly dependent.
c) Since, Rn has the standard basis
Containing of n vectors, it follows from theorem 2-8 that every set of vectors in Rn
congaing more than n vectors must be linearly dependent.
Theorem 1.32: Number of Vectors in a Basis
If a vector space V over a field F has one basis with n vectors, then every basis for V has n
vectors.
Proof:
Let S1 x1 , x 2 , , x n and S 2 y1 , y 2 , , y m be basis for V over F then since
S 1 is a basis and S2 is linearly independent we get m n (*) Also, since S2
54
is a basis for V and S1 is linearly independent we get n m (**)
Now, Combing (*) and (**) we have m n and n m which intern implies m=n.
Example-4
a) Since the standard basis for R3, (1,0,0), (0,1,0), (0,0,1) i, j, k has three vectors
we have the set (3,2,1), (7,1,4)is not a basis for R3.
b) Since the standard basis for p3 , 1, x, x 2 , x 3 has four elements we have the set
x 2, x 2
, x 3 1,3x 1, x 2 2 x 3 is not a basis for P3.
The Dimension of a Vector Space
Definition 1.33: Definition of dimension of a vector space
If a vector space V over a field F has a basis consisting of n vectors, then the number n is
called the dimension of V, denoted by dim (V)=n. If V consists of the zero vector alone,
then the dimension of V is defined as zero. In general, let V be a vector space, over a filed
F. Suppose there is some whole number n such that V contains a set of n vectors that are
linearly independent, while every set of (n+1) vectors in V is linearly dependent then V is
called finite dimensional and n is called the dimension of V.
Example -5
a) Since e1, e2 , e3 , , en form a basis for Rn over R we have dim (Rn) = n
b) Since 1, x, x 2 , , x n form a basis for Pn over R we have dim ( Pn ) = n+1
Theorem 1.34: Basis Tests in an n-Dimensional space
Let V be a vector space over a field F with dimension n
a) If x1 x 2 , xn is a linearly independent set of vectors in V, then S is a basis for
V over F .
b) If v1 , v 2 , , v n spans V, then S is a basis for V over F.
Proof: Left as an exercise
Exercise:
1. Determine whether is a basis for the indicated vector space
a) (1,2,0,0), (2,0,1,0), (3,0,0,4), (0,0,5,0) for R4 over R
55
b) (1, i for overR
c) (1,5,3), (0,1,2), (0,0,6) for R 3 overR
2. Find all subsets of the set
a) S (1,0),0,1), (1,1) that form a basis for R2 over R
b) S (1,3,2), (4,1,1), (2,7,3), (2,1,1) that form a basis for R3 over
3. Find a basis for
a) -R2 over R that includes the vector (1,1)
b) -R3 over R that includes the set
S (1,0,2), (0,1,1)
4. Let w1 (2t , t ) :t R
w2 (0, t ) :t R
w3 (2r , r ,r ) : r R
w4 (2s t , s, t ) : s, t R
a) Show that w1 and w2 are subspaces of R2 over R
b) Show that w3 and w4 are subspaces of R3 over R
SUMMARY OF CHAPTER-ONE
vectors are physical quantities that have both magnitude and direction, and thus can not
be described or represented by a single real number. Geometirically vectors are
represented by a directed line segment or an arrow. We define a vector in n-space to be
an n-tuple of numbers: ( x1 , x 2 , , x n )
Thus, n ( x1 , x2 , , xn : xi for all i such that 1 i n
For any vectors u, v and w and any scalars r and s we have:
a) u v v u
b) u (v w) (u v) w
c) v 0 v 0 v
d) v (v) 0
e) (r s )v rv sv
f) r (u v) ru rv
56
g) (rs)v r ( sv) s(rv)
h) 1v v
i) 0v 0 r 0
The above properties are properties of vector addition and scalar multiplication.
In the xy-plane a vector v whose initial point is the origin and terminal point is
A( x, y ) is represented by or where and
and we have:
a) v x 2 y 2 where x and y are called the first and second component of v .
b) If p ( x1 , y1 ) then vectorAP A P ( x, y) ( x1 , y1 ) ( x x1 , y y1 )
c) k v k ( x, y ) (kx, ky)
d) If u (a, b ) then v u ( x a, y b ) and v u ( x a, y b)
e) x v cos , y v sin and tan y
x
If is the angle between non zero vectors u and v the u. v
u v u v cos and 1 u.v 1
u v
Given two non zero vectors u, v then
a) u and v are perpendicular to each other, denoted by u v , if u. v = 0
b) u and v are parallel, denoted by u // v if there exists a scalar k such that u kv.
Let u, v and w be vectors n and c, d then
a) u v is a vector in n
b) u v v u
c) (u v) w u (v w)
d) u 0 u
e) u (u ) 0
f) cu is a vector in n
g) c(u v) cu cv
h) (c d )u cu du
i) c(d u)=(c d)u=d(c u)
j) 1 u u
57
The above properties are properties of vector addition and scalar multiplication
Let u ( x1 , x 2 ,, x n ) and v ( y1 , y2 , , yn ) be vectors in n then
a) u x12 x 22 x n2
b) u.v x1 y1 x 2 y 2 x n y n
c) d (u, v) u v ( x1 y1 ) 2 ( x n y n ) 2
d) u.v u v , the Cauchy Schwarz Inequality
e) u v u v , the triangle inequality
The above properties are geometric properties of the cross product
Let V be an arbitrary nonempty set of objects on which two operations are defined:
addition, and multiplication by scalars (numbers). By addition we mean a rule for
associating with each pair of objects u and v in V an object u + v , called the sum of
u and v; by scalar multiplication we mean a rule for associating with each scalar k
and each object u in V an object ku , called the scalar multiple of u by k. If the
following axioms are satisfied by all objects u,v ,w in V and all scalars k and m,
then we call V a vector space and we call the objects in V vectors.
1. If u and v are objects in V, then u v is in V
2. u v v u
3.
4. There is an object 0 in V, called a zero vector for V , such that
for all
u in V .
5. For each u in V , there is an object in -u , called a negative of u , such that
.
6. If k is any scalar and u is any object in V , then ku is in V .
7.
8.
9.
10. 1.u = u
58
Miscellaneous Exercises
1. Identify the following quantities as scalars or vectors
a) Forces f) Speed
b) Temperature g) Length
c) Volume h) N 700 E
d) 10k m East g) 90 c
e)
2. (a) Find the components of the vector w if w 5 and the direction angle for w is
3000
(b) Let u (3,1,5), v ( 2 , 1, 3 ), then find the components of u v,
3u 2v, 5u, u v.
3. (a) Find the parametric vector equation of the line that passes through (1,4) and
I. Parallel to the line y 3 x 1
II. Perpendicular to the line x 2 y 5
(b) A triangle has ( 1, 2) , (5, 3), and (1, 2) as the coordinates of its
vertices, then find the vector equations of its medians
3. (a) Let x and y be unit vectors and the angle between them is then find
6
x y and x y
(b) Let u and v be vectors with an angle between them. If u 2 and v 3
3
Then find
(i) u.v (iii) (u v) 2 (v) (u 2v)
(ii) u.u (iv) (3u 2v) (vi) (3u 2v) (3v 2u)
(c) Find a unit vector whose direction is opposite to 3i 6 j k .
5. Use the given functions f and g in C 1,1 and the definition
1
f.g = the dot product of f and g
1
f ( x ) g ( x ) dx to find
(i) f .g (iii) g
(ii) f (iv) d ( f , g )
(a) f ( x) x 2 , g ( x) x 2 1 ( c ) f ( x ) x, g ( x ) x 2 x 2
(b) f ( x) x, g ( x) e x (d ) f ( x) 1, g ( x) 3x 2 1
59
6. (a) Find a unit vector that is orthogonal to both u i 4 j k and v 2i 3 j
(b) Find the area of a parallelogram that has u 3i 4 j k and v 2 j 6k
as adjacent sides.
7. Find an equation of the plane passing through the given points
a) (1, 2, 1), (1, 1, 7) and (2, 1, 3)
b) (0, 1, 0), (1, 1, 0), (2, 1, 2)
c) (0, 0, 0), (1, 1, 0), (0, 1, 1)
d) (1, 2, 7), (4 , 4, 2), (3, 3, 4)
8. Prove that
a) If u v u v then u v
b) If u.(v w) v(u w), then w u v
c) If the cosine of the angle between the vectors
2i kj and ki j is 3 then k 1 or k 2
10
References
1. Bernard Kolman & David R. Hill, Elementary linear algebra, 8th ed., Prentice
Hall, 2004
2. Larson/Edwards, Elementary Linear Algebra, D.C. Heath and Company,
Lexington, 1988
3. H. Anton and C Rorres, Elementary linear algebra 8th ed, John Wiley &Sons,
INC., 1994
4. K. Hoffman & R. Kunze, Linear Algebra, 2nd ed., Prentice Hall INC.1971
5. S. Lipschutz, Theory and problems of linear algebra, 2nd ed.McGraw-Hill1991
6. D. C. Lay, Linear algebra and its applications, Pearson Addison Wesley, 2006
7. Demissu Gemeda, An Introduction to Linear Algebra, Department of
Mathematics, AAU, 2000
8. Serge Lang; Linear Algebra
9. Schaum‘s Outline in Linear Algebra
10. Piage and swift: Linear Algebra
11. Beaumont: Linear Algebra
12. Halms: Finite Dimensional Vector space
13. Nomizu: Fundamentals of Linear Algebra
14. Isaak and Manougian, Basic Concepts of Linear Algebra, 1st ed., George J.
McLead Limited, 1976
15. J.N. Sharma and et al, Linear Algebra, Krishna Prakashan Media(P) Ltd., 2003
16. Otto Bretscher, Linear algebra with application, 3rd ed., Prentice Hall, 2005
60
CHAPTER-TWO
MATRICES AND DETERMINANTS
UNIT OBJECTIVES:
At the end of this unit each student should able to:
Learn a matrix and know properties of matrices
Know properties of matrix operations
Realize inverses of a matrices
Know types of matrix
Work with elementary row/column operations
Understand about determinant of a matrix
Understand how to solve system of linear equations by using Cramer‘s rule.
Work with eigenvalues and eigenvectors of a matrix
Introduction
In working with a system of linear equations such as
x1 2 x 2 3x3 x 4 2
2 x1 3x 2 7 x3 5 x 4 1
x1 10x 2 x3 2 x 4 1
8 x1 4 x2 11x3 8 x4 0
Only the coefficients and their respective positions are
important. Thus these coefficients can be efficiently arranged
in a rectangular array called a ''matrix''.
61
Moreover, certain abstract objects in higher mathematics can also be represented by
matrices. Thus, matrices can be used to solve systems of linear equations. They have also
numerous applications.
The concept of a Matrix
Definition 2.1 : Definition of a Matrix
Let m, n be natural numbers. An (read ''m by n'') matrix is a collection of mn
numbers arranged in a rectangular array.
n columns
a11 a1 2 a1 n
a 21 a 2 2 a 2 n
' ' '
m rows
' ' '
' ' '
a m1 a m 2 a m n
in which each entry, ai j , of the matrix is a number. An matrix has m rows
(horizontal lines) and n columns (vertical lines).
Remarks
1. The numbers in the above matrix are called the matrix entries and are denoted by
ai j ,Where i, j are indices (which are natural numbers) with 1 i m and
1 j n.
The index i is called the row index or row subscript because it gives the position
in the horizontal lines, and j is the column index or column subscript because it
gives the position in the vertical lines. So aij is the entry which appears in the ith
row and jth column of the matrix.
62
2. The plural of matrix is matrices. If each entry of a matrix is a real number /
complex number, then the matrix is called a real/ complex matrix.
3. An mxn matrix is said to be of order mxn. If m=n, then the matrix is square of
order n. For a square matrix, the entries a11 , a2 2 , a3 3 , are called the main
diagonal entries.
4. We can abbreviate the above matrix by writing A (ai j )mxn.
Example-1: Consider the matrix
[ √ ]
Since A has three rows and four columns, we say that A is a 3x4 matrix or A is a matrix of
order 3x4. Moreover, a11 0, a12 1, a13 2, a14 3
a 21 e, a 2 2 2, a 2 3 1, a 2 4 5, a31 1
2 , a3 2 3, a3 3 0, a3 4 10
Example-2: The following matrices have the indicated orders.
(a) Order: 1x1 (c) Order: 3x3
0 0 0
2 0 0 0
0 0 0
(b) Order: 1x4 (d) Order: 3x2
0 2 1 3 [ ]
The Algebra of Matrices
Equality of matrices
Definition 2.2 : Definition of Equality of Matrices
Two Matrices A= ai j
and B= bi j are equal, denoted by A=B if and only if
I) they have the same order ( ) and
II) Such that 1 i m and 1 j n.
63
That is, two matrices of the same order are said to be equal if their corresponding entries
are equal.
Example-3 Equality of Matrices
Solve for x, y, z and W in the following matrix equation:
x 1 0 2 y
5
z 1
w 2
Solution:
Because two matrices are equal only if the corresponding entries are equal, we conclude
that: x 1 2, y 0, w 5 and z 1 2
x 1, y 0, w 5, z 1.
Addition and subtraction of matrices
Definition 2.3: Definition of matrix Addition
Let A= ai j and B bi j be matrices of order mxn, then their sum is an mxn matrix
given by A B ai j bi j That is, we add the two matrices of the same order by adding
their corresponding entries and the sum of two matrices of different orders is undefined.
Example-4: Addition of Matrices
2 1 0 0 1 1 0 0
Let A = 4 0 1 ,
B = 1 3 , C =
0 1 0
3 2 2 2 4 0 0 1
Then find a) A+B b) A+C.
Solution:
a) Since A and B have different orders, we have A+B is undefined.
2 1 0 1 0 0
b) A+C = 4 0 1 + 0 1 0
3 2 2 0 0 1
Definition 2.4: Definition of Matrix Subtraction
64
Let A and B be two Matrices of the same order then the difference of A and B, denoted
by A-B , is defined to be the matrix obtained by subtracting each element of B from the
corresponding elements of A. That is if ( ) ( ) then
( ) .
Example-5: Subtraction of Matrices
1 2 3 2 3 0
Let A= , B then
0 1 4 1 2 5
1 2 3 2 3 0 1 2 23 3 0 1 1 3
A B =
0 1 4 1 2 5 0 (1) 1 2 4 5 1 1 3
Note that: Two matrices of the same order are said to be conformable for addition and
subtraction. Only conformable matrices can be added or subtracted.
Multiplication of a matrix by scalar
Definition 2.5: Definition of scalar multiplication
Let A ai j mxn be a matrix and b be scalar, and then a scalar multiple of A by b is an
mxn matrix given by: bA bai j . That is, bA is an mxn matrix obtained from A by
multiplying each of its elements by b.
Example-6: Scalar multiplication
12 4 2 0 0
Let A= 3 0 1 and B 1 4 3 then find
2 1 2 1 3 2
a) 3A b) -B c) 3A-B
1 2 4 3(1) 3(2) 3(4) 3 6 12
Solution: a) 3A 3 3 0 1 3(2) 3(0) 3(1) 9 0 3
2 1 2 3(2) 3(1) 3(2) 6 3 6
2 0 0 (1)2 (1)0 (1)0 2 0 0
b) B 1B (1) 1 4 3 (1)1 (1) 4 (1)3 1 4 3
1 3 2 (1) 1 (1)3 (1)2 1 3 2
65
3 6 12 2 0 0 1 6 12
c) 3 A B 9 0 3 1 4 3 10 4 6
6 3 6 1 3 2 7 0 4
Note:
(1) If A is any matrix and b is any scalar then bA=Ab
(2) -A represent the scalar product (-1) A.
Matrix Multiplication
It is a basic matrix operation. At first glance the following definition may seem unusual.
You will see later, however, that this definition of the product of two matrices has many
practical applications.
Definition 2.6: Definition of Matrix multiplication
Let
A ai j
be an mxn matrix and B bi j is an nxp matrix, then the product AB is an
n
mxp matrix given by AB ci j where c ai k bk j
ij
k 1
ai 1 b1 j ai 2b2 j ai 3 b3 j ai n bn j
That is, the ij th element of AB is obtained by multiplying each element of the ith row of A
(denoted by Ai) in to the corresponding element of the jth column of B (denoted by Bj ) and
adding the products or equivalently, the ijth element of AB is the dot product of the ith row
vector of A by the jth column vector of B and hence AB ci j where ci j Ai .B j
Example-7: Finding the Product of two Matrices
1 3
3 2
Let A 4 2 and B
4 1
then find the product AB.
5 0
Solution:
First note that the product AB is defined because A has order 3x2, and will take the form.
66
1 3 c11 c12
4 2 3 2 c
4 1 21 c 22
5 0
c31 c32
To find c11 (the entry in the first row and first column of the product) we take the dot
product of the first row of A and the first column of B That is,
[ ]* +
Similarly, to find c12 , we tare the dot product of the first row of A and the second column
of B and hence c1 2 A1 B 2
2
(1 3).
2
(1) (2) (3)(1) 2 3 1
Continuing this pattern produces the following results.
3
c21 A2 B1 (4 2) . .(4) (3) (2)(4) 4
4
2
c22 A2 B 2 (4 2) . .(4) (2) (2)(1) 6
1
3
c31 A3 B1 (5 0). (5) (3) (0)(4) 15
4
2
c32 A3 B 2 (5 0). (5) (2) (0)(1) 10
1
Thus the product is
1 3 9 1
3 2
AB 4 2
4 1 4 6
5 0 15 10
Remarks
1. The product of two matrices A and B is defined if the number of columns Of A is
equal to the number of rows of B, say if A is an mxn matrix and B is an nxp matrix.
In this case, the product AB is an mxp matrix.
(ai j ) mxn and B (bi j ) nxp then
2. Let A=
67
A1 B1 A1 .B 2 A1 B 3 A1 .B p
AB= A2 .B1 A2 B 2 A3 B 3 A2 B p
A B1 A B 2 A B 3 A B p
m m m m
Where A i . B j is the dot product of the ith row of A and jth column of B
i 1, 2, , m and j 1, 2, , p
3. If the product that AB is defined, then it is not necessary that BA must also be
defined. For instance, if A is of order 3x3 and B is of order 3x2, then clearly AB is
defined but BA is not defined, as the number of columns of B is not equal to the
number of rows of A.
Properties of Matrix Operations
We begin by listing several properties of matrix addition and scalar multiplication
Theorem 2.7 : Properties of Matrix Addition and scalar multiplication.
Let A, B, C be an mxn matrices and c and d be scalars, then the following properties are
true.
1. A B B A -------------------------- commutative property of Addition
2. A ( B C ) ( A B) C Associative property of Addition
3. (cd ) A c(dA)
4. 1 A A
5. c ( A B ) cA cB ---------------------------Distributive property
6. (c d ) A cA dA Distributive property A
Proof:
Proof of these six properties follows directly from the definitions of matrix addition, scalar
multiplication, and the corresponding properties of scalars. For example, to prove the
commutative property of matrix addition, we let A ai j and B bi j .Then, using the
commutative property of scalars, we have A B a b b
ij ij ij ai j B A similarly,
to prove property 5, we use the distributive property for scalars of multiplication over
addition and hence c( A B) c(ai j bi j ) cai j cbi j cA cB.
The proofs of the remaining four properties are left as an exercise.
68
Note: If A is an mxn matrix and o mn is the mxn matrix consisting entirely of zeros
then one can observe that A+ o mn =A. We call o mn a zero matrix or null matrix and it
serves as the additive identity for the set of all mxn matrices. For example, the matrix
0 0 0
023 serves as the additive identity for the set of all 2x3 matrices.
0 0 0
Theorem 2.8: Properties of zero Matrices
Let A be an mxn matrix and c be a scalar then
a) A Om n A
b) A ( A) Om n
c) cA Om n c o or A Om n
Proof: Left as an exercise.
Remarks :
1. Property b) above can be described by saying that the matrix-A is the additive inverse
of A
2. The algebra of real numbers (scalars) and the algebra of matrices have many
similarities.
Theorem 2.9: Properties of Matrix Multiplication
Let A,B and C be matrices with orders such that the given matrix products are defined and
b is a scalar, then the following properties are true.
a ) A( BC ) ( AB )C ---------------------Associative property of multiplication
b) A( B C ) AB AC ----------------Left distributive property
c) ( A B)C AC BC ---------------Right distributive property
d) b( AB ) (bA) B A(bB)
Proof: Exercise
Class Activity
1 2 3 4
1. Let A and B then solve for X in the equation 3X+A=B
0 3 2 1
69
1 7 0 1 1
1 0 5
2. Let A , B 3 1 0 and C 2 0 then show that
7 2 0 1 0 5 0 4
A(BC) =(AB)C
2 3
1 2 3 3 4 5
3. Consider A 1 1 , B andC
5 6 7
then show that
3 4 5
0 4
a) A( B C ) AB AC
b) ( B C ) A BA CA
1 3 2 1
4. Let A and B= then show that AB BA and conclude that matrix
2 1 0 2
multiplication is not commutative.
Definition 2.10: Identity matrix
A special type of square matrix of order n that has 1's on the main diagonal and 0's
elsewhere is called the identity matrix of order n and it is denoted by I n .
1 0 0 0 0
0 1 0 0 0
That is, I n 0 0 1 0 0
0 0 0 0 1
It serves as the identity for matrix multiplication.
For instance, if n=1, 2, or 3,we have
1 0 0
1 0
I1 1, I 2 , I 3 0 1 0
0 1 0 0 1
Theorem 2.11: Properties of the identity Matrix
If A is a matrix of order mxn, then
a) A I n A
b) I m A A
70
c) If m=n then A I n I n A A
Proof: Left as an exercise
Example-8:
2
2 3
Let A , B 1 then
5 6 4
2 3 1 0 2 3
a) AI 2 A I 2 A
5 6 0 1 5 6
1 0 0 2 2
b) I 3 B 0 1 0 1 1
0 0 1 4 4
Note: For repeated multiplication of square matrices, we use the same exponential
notation used with real numbers.
That is, A1 A
A 2 AA and for k N
We define Ak AA A K factors
It is convenient also to define A0= I n , where A is a square matrix of order n
As a result one can observe that the following properties.
a) A j A k A j k
b) ( A j ) k A jk
Types of Matrices: Square, identity, scalar, diagonal, triangular,
symmetric, and Skew symmetric matrices
1) Row Matrix: A matrix which has only one row. It is a 1xn matrix, where n is arbitrary
natural number. It is also called a row vector
Example-1: (-1 0 0 4) is a row matrix with order 1x4.
(1 -2 -3) is a 1x3 row matrix.
2) Column Matrix: A matrix which has one column. It is also called a column vector.
71
2
Example-2: 1 is a 3 by 1 column matrix.
5
3) Zero matrix: is a matrix of arbitrary size in which all the entries are zero. It is also
called null matrix and denoted by O.
Example-3: The following are null matrices
0 0
0 0 0 0
0 0 0 0
0 0
order 1x 2 order 2x 2 order 3x 2
4) A square matrix: Is a matrix where the number of rows is equal to the number of
columns. It is an nxn matrix; where n N.
1 0 3
2 1 4 1 3
Example 4:
3 8 6 7 1 2
Square matrix of square matrix of
Order 2x2 order 3x3
Let A ai j be a square matrix of order n, then
a) The entries ai i ; 1 i n are called main diagonal entries of A.
b) The sum of the main diagonal entries of A is called the trace of A and it is denoted by
n
Tr ( A) That is, Tr ( A) a11 a22 a33 ann aii
i 1
Example-5: Find the trace of the following matrix
1 2 3 1 0 0
(a) A 0 2 4 (b) B 0 1 0
3 1 3 0 0 1
3
Solution: (a) T r ( A) aii 1 2 3 2
i 1
3
(b) Tr ( B) bii b11 b22 b33 1 1 1 3
i 1
72
5) Diagonal Matrix: Is a square matrix in which all entries that are not on the main
diagonal are zero.
Example-6: The following are Diagonal matrices
1 0 0 2 0 0
(a) 0 2 0 (b) 0 3 0
0 0 2 0 0 0
a11 0 0 0
0 a 0 0
22
(c) 0 0 a33 0
0 0 0 a nn
Note: If A (ai j )nxn is a diagonal matrix then ai j O i j while aii can be zero or
different from zero.
6) Scalar Matrix: Is a diagonal matrix whose main diagonal elements are equal. That is,
if A (ai j ) is a square matrix such that
0 , if i j
ai j Where c is a scalar, then A is called scalar matrix.
c , if i j
3 0 0
Example-7: D 0 3 0
0 0 3
7) Identity Matrix: Is a diagonal matrix in which all the main diagonal elements are equal
to 1. It is also called a unit matrix.
1 0 0
1 0
Example-8: 1 , 0 1 0 are unit matrices of order 1,2 and 3 respectively
0 1 0 0 1
Note
1. The nxn identity matrix is denoted by I n
2. The identity matrix behaves like 1 in multiplication of numbers: If A is a mxn
matrix, then Im A = A and A I n A
73
1 0 1
3- I n Are some short hand ways of drawing the matrix I n .
0 1 1
8) Upper triangular Matrix: Is a square matrix in which all the elements below the main
diagonal are zero. That is, if A (ai j )nxn is a square matrix such that
ai j 0 for all i j then A is said to be upper triangular matrix.
Example-9:
1 0 0 0
1 2 3 0 1
0 0
A 0 2 0 , B are upper triangular matrices of order 3 and 4
0 0 1 0
0 0 8
0 0 0 1
respectively.
9) Lower triangular matrix: Is a square matrix whose entries above the main diagonal
are 0.
1 0 0 0
1 0 0 0 1 0 0
Example-10: 1 0 0, are lower triangular matrices of order 3
0 0 1 0
2 3 1
0 0 0 1
and 4 respectively.
Note :
1) We often indicate that a whole region in a matrix consists of zeros by leaving it
blank or by putting in a single O.
2) We use * to indicate an arbitrary undetermined entry of a matrix.
Definition 2.12: The Transpose of a Matrix
Let [ ]be an matrix. Then the transpose of , denoted by At (and sometimes
by , is the matrix obtained interchanging rows and columns to produce the matrix
[ ] [ ]
Example-11: The Transpose of a matrix
74
3 2 1
3
(a) A (b) B 4 1 0
4 0 0 1
a11 a12 a13 a1n
a 21 a 22 a 23 a 2 n
(c) C a31 a32 a33 a3n
a a a a
m1 m 2 m 3 mn
3 4 0
Solution: (a) A 3 4 (b) B 2 1 0
t t
1 0 1
a11 a 21 a31 a m1
a a a32 a m 2
12 22
(c) C a13 a 23
t
a33 a m 3
a1n a 2 n a3n a mn
Theorem 2.13: Properties of Transposes
Let A and B be matrices with orders such that the given matrix operations are defined and c
is a scalar, then the following properties are true
(a) ( At ) t A Transpose of transpose
(b) ( A B) t At B t Transpose of a sum
(c) (cA) t c( At ) Transpose of a scalar multiple
(d) ( AB ) t B t A t Transpose of a product
(e) ( I n ) t I n
Proof: Exercise
Definition 2.14: A matrix A is said to be symmetric if it is equal to its transpose. That is, if
At =A then A is called symmetric matrix.
Note: A symmetric matrix is necessarily a square matrix
75
1 1 2
Example-12: Let A 1 0 3 then since A=At we have A is symmetric
2 3 7
Definition 2.15: A square matrix a is said to be skew-symmetric if At = -A
2 0
Example-13: Let A , then A A and hence A is skew symmetric.
t
2 0
Elementary Row Operations
1 2 3 4 5 6 1 2 1
Consider the matrices A 4 5 6 and B 1 2 3, C 2 1 2,
0 0 1 0 0 1 3 1 1
2 4 2 1 2 1 1 2 1
D 2 1 2 E 3 1 1 and F 0 7 4
3 1 1 2 1 2 2 1 2
Observe that:
I) B is obtained from A by interchanging the first and second rows of A
II) D is obtained from C by multiplying the first row of C by -2
III) F is obtained from matrix E by replacing the second row of E by a new row
This is made up by multiplying the first row by -3 and adding to the second row of E.
Such operations on rows of a matrix as described above in (i),(ii) and (iii) are called
elementary row operations. These operations will be very useful in finding inverse of a
matrix and solving systems of linear equations.
Similarly, elementary column operations can be defined. Hence we have the following
definition
Definition 2.16: An elementary operation on a matrix is either elementary row operation
or elementary column operation and is of the following three types.
Type I: The interchange of any two rows or (columns)
76
Type II: The multiplication of any row or (column) by a non zero number
Type III: The addition of a multiple of one row (or column) to another row (or column)
Notations: We shall use the following notations for the three types of elementary
operations.
1. The interchange of ith and jth rows (columns) is denoted by Ri R j (Ci C j )
2. The multiplication of the ith row (column) by a none zero number k is denoted by
Ri kR i (Ci kCi )
3. The addition of k times the jth row (column) to ith row (column) is denoted by
Ri Ri KR j (C Ci kC j )
Note:
a) Ri kRi means replace the ith row by k times the ith row
b) Ri Ri kR j Means replace the ith row by the sum of itself and k times the jth
row.
c) Although elementary operations are simple to perform, they involve a lot of
arithmetic Because it is easy to make a mistake, we suggest that you get in the
habit of noting the elementary operation performed in each step so that you can
go back to check your work
Definition 2.17 : Row Equivalent and column Equivalent Matrices
Two matrices are said to be row-equivalent or (column equivalent) if one can be obtained
from the other by a finite sequence of elementary row or (column) operations. That is,
row
a) A (ai j )mxn is row equivalent to B (bi j )mxn, denoted by A B, if B is
attainable from A by successive operations of finitely many elementary row operations on
A.
column
A (ai j )mxn is column equivalent to B (bi j )mxn, denoted by A B, if B is
b)
attainable from A by successive operations of finitely many elementary column operations
on A.
Example-1
77
1 2 0 1 3 3
Let A 3 1 2 , B 1 4 3 then show that
2 3 2 1 3 4
1 2 0
(a) A 0 7 2
row row
(b) B I 3
0 0 0
Solution:
(a) 1 2 0 1 2 0
A 3 1 2
R2 3 R R
1
2 0 7 2
3 3 2 2 3 2
1 2 0 1 2 0
0
R3 2 R1 R3
7 2 0 7 2
R3 R2 R3
0 7 2 0 0 0
1 3 3 1 3 3 1 3 3
(b) B 1 4 3 0 1 0 0 1 0
R2 R2 R3 R3 R3 R1
1 3 4 1 3 4 0 0 1
1 0 3 1 0 0
0 1 0 0 1 0
R1 R1 3 R3
R1 R1 3 R2
0 0 1 0 0 1
Elementary Matrices
Definition 2.18: Definition of Elementary Matrix
Let A be an nxn matrix such that A can be Obtained from In by a single elementary
row /column operation then A is called an elementary matrix.
Example-2: Elementary Matrices and Non elementary Matrices
Which of the following matrices are elementary? For those that are describe the
corresponding elementary row operation.
78
1 0 0 0
1 0 0 0 1 0 0
(a) A I n (b) B 0 4 0 (c ) C
0 0 1 0
0 0 1
0 0 0 0
1 0 0 1 0 0
1 0 0 1 0
(d) D (e) E 0 0 1 ( f ) F 0 2 0 ( g ) G
0 1 0 0 1 0 0 0 1 4 1
Solution:
(a) Since A I n can be obtained from itself by multiplying any one of its rows by 1.
1 1R1
(i.e. I n R A) we' ve I n is elementary matrix.
(b) Since B can be obtained from I 3 by multiplying the second row of
2 4 R2
I 3 by 4 we have I 3 R B and hence B is an elementary matrix.
(c) Since C is obtained by multiplying the fourth row of I 4 by 0 we have C is not
elementary matrix. Note that, row multiplication must be anon zero constant.
(d) D is not elementary because it is not square marix.
2 R3
(e) Since I 3 R E we've E is elementary.
(f) This matrix is not elementary because two elementary row operations are required
to obtain it from I 3 .
2 4 R1 R2
(g) Since I 2 R G we have G is elementary.
Note Elementary Matrices are useful because they enable us to use matrix
multiplication to perform elementary row/ column operations.
Example-3: Elementary Matrices and Elementary Row Operations
0 1 0 1 0 0 1 0 0
Let E1 1 0 0, E 2 0 1 2 0 and E3 2 1 0
0 0 1 0 0 1 0 0 1
0 2 1 1 0 4 1 1 0 1
Let A1 1 3 6, A2 0 2 6 4 and A3 2 2 3
3 2 1 0 1 3 1 0 4 5
Then
79
1 3 6
(a) E1 A1 0 2 1 , this product matrix is a matrix obtained by interchanging the first
3 2 1
two rows of A. And E1 is an elementary matrix in which the first two rows of I 3 has been
interchanged.
1 0 4 1
(b) E2 A2 0 1 3 2
0 1 3 1
Here, E2 is an elementary matrix in which the second row of I 3 has been multiplied by 1
2
1 R
and A 2 2 E 2 A2
2 R
1 0 1 2 2 R1 R2
I 3 R E3 and
(c) E3 A3 0 2 1 Here,
2 2 R1 R2
A3 R E3 A3
0 4 5
Definition 2.19: Let A, B be an mxn matrices. We say that A is equivalent to B, denoted
by A B , if B can be attainable from A by successive application of finitely many
elementary row or column operations.
Theorem 2.20 : (Elementary matrices are Invertible.) If E is an elementary matrix, then
E 1 exists and is an elementary matrix.
Proof: Since elementary operations are reversible then to find the inverse of an elementary
matrix E, we simply reverse the elementary row operation used to obtain E.
If E is an elementary matrix such that
R R
(a) I n
i
j E then put E 1 E
i cRi
(b) I n R E then put E 1 E1 where E1 is an elementary matrix such that
R 1 R
I n
i
E1
c i
R R cR
(c) I n
i
i
j E then put E 1 E2 where E2 is an elementary matrix
R R cR
such that I n
i
i
j E2
80
And to check that E E 1 I n E 1 E, apply theorem 3.10
Example-5:
0 1 0 1 0 0 1 0 0
Let E1 1 0 0 ,
E 2 0 1 0 and E3 0 1 0 then
0 0 1 2 0 1 0 0 12
1 0 0 1 0 0
E1
1
E1 , E 1
2 0 1 0 and E 1
3 0 1 0
2 0 1 0 0 2
Row reduced echelon form of a Matrix
1. Row-Echelon Matrix
Definition 2.21 : Definition of Row-Echelon Form of a Matrix
A matrix is said to be in row-echelon form if
1. All the non-zero rows, if any, precede all zero rows, if any. That is, all rows
Consisting entirely of zeros occur at the bottom of the matrix.
2. In any non-zero row after the first row, the number of zeros preceding the first non-
Zero elements is greater than the number of such zeros in the preceding row.
That is, the first non-zero entry of row i+1 is to the right of the first non-zero entry
of row i.
3. The first non-zero entry in each non-zero row is 1. This entry is called a pivot or
a leading 1.
Example-1: Determine whether the given matrix is in row-echelon form or not.
1 2 1 4 0 1 0 5
(a) 0 1 0 3 (b) 0 0 1 3
0 0 1 2 0 0 0 0
1 2 3 4 1 2 1 2
(c) 0 2 1 1 (d ) 0 0 0 0
0 0 1 3 0 1 1 4
81
Solution: The matrices shown in parts (a) and (b) are in row-echelon form, while the
matrices shown in parts (c) and (d) are not in row-echelon form.
Note: One can show that every matrix is row equivalent to a matrix in row-echelon
form.
Definition 2.22 : Definition of Reduced Row-Echelon Form of a matrix.
A matrix M in row-echelon form is in reduced row-echelon form if the first non-zero
element in each non-zero row is the only non-zero element in its column.
That is, M is in reduced row-echelon form if M is in row-echelon form and if every column
that has a leading 1 has zeros in every position above and below its leading 1.
Note that: It can be shown that the reduced row echelon matrix obtained from a
given matrix A by elementary operations is unique. That is, that it does not depend on
the particular sequence of operations used.
Example-2: The following matrices are in reduced row-echelon
1 0 0 1
0 0 1 0 5
1 0 2 0 0 1 3
(a)
0 0 1 3
0 0 0 0
0 0 0 0
Theorem 2.23: Let A be an mxn matrix, then A is row equivalent to an mxn reduced
row-echelon form of a matrix.
Proof: Exercise
0 2 1 4
Example- 3 Let A 3 2 0 2 then find the unique reduced row-echelon matrix that
3 3 3 4
is row equivalent to the matrix A.
3 2 0 2 1 2 3 0 2 3
0 2 1 4
1 R2
R1 3 R1
1
A R 0 2 1 4
3 3 3 4 3 3 3 4
82
1 2 3 0 2 3 1 2 3 0 2 3
0 2 1 4 0 1 1 2 2
3 3 R1 R3
1
R
R2 R
2 2
0 1 3 2 0 1 3 2
1 0 13 2 3
1 0 13 2 3
0 1 21 2
2
R1 R2 R1
0 1 21 2
3
R3 72 R3
0 0 7 2 0
0 0 1 0
R3 R2 R3
1 0 0 2 3
0 1 0 2
R1 13 R3 R1
0 0 1 0
R2 12 R3 R2
1 0 0 2 3
Thus the reduced row-echelon matrix which is equivalent to A is 0 1 0 2 .
0 0 1 0
Definition 2.24: Definition of an inverse of a matrix
An nxn matrix A is invertible (or nonsingular) if there exists an nxn matrix B such that
AB I n BA; where I n is the identity matrix of order n. The matrix B is called the
(multiplicative) inverse of A. A matrix that doesn't have an inverse is called noninvertible
(or singular). The inverse of a matrix A is donated by A 1 .
Example-14:
Find the inverse of the following matrices
1 1 2 1
(a) A (b) B
0 1 5 3
Solution:
(a) To find the inverse of A. We try to solve the matrix equation
AX I for X But , AX I
1 1 x11 x12 1 0
x x
0 1 21 22 0 1
83
x x 21 x12 x 22 1 0
11
x 21 x 22 0 1
Now, by equation the corresponding entries, we obtain the following two systems of linear
equations.
x11 x 21 1 and x12 x22 0
x 21 0 x22 1
x11 1, x21 0, x12 1 and x22 1
x x 1 1
x 11 12
x 21 x 22 0 1
1 1
Therefore, the inverse of A is A 1 x
0 1
b11 b12
(b) Suppose B 1 1
be the inverse of B then B B I 2 B B
1
But,
22 22
b b
B B 1 I 2
2 1 b11 b12 1 0
b b 0 1
5 3 21 22
2b11 b21 2b12 b22 1 0
5b11 3b21 5b12 3b22 0 1
2b b21 1 and 2b12 b22 0
11
5b11 3b21 0 5b12 3b22 1
b11 3, b21 5, b12 1 and b22 2
b b 3 1
B 1 11 12 =
b21 b22 5 2
Infact, one can check that B B 1 I 2 B 1 B
Remarks
84
1. Non square matrices do not have inverses. To see this, note that if A is of order mxn
and B is of order nxm (where m n) , then the products AB and BA are of different
orders and therefore could not be equal to each other.
1 2
2. Not all square matrices possess inverse. For example, the matrix doesn't have
1 2
inverse
3. We will see later that square matrix A is invertible if there is a square matrix B such
that either one of the two relations AB I or BA I holds, or then B is the inverse
of A.
Theorem 2.25: Uniqueness of an Inverses Matrix
If A is an invertible matrix, then its inverse is unique
Proof:
Since A is invertible, we know that it has at least one inverse B such that AB I BA.
Suppose that A has another inverse C such that AC I CA, then
B I B (CA) B
C ( AB ); Why ?
CI j why ?
=C
B C And it follows that the inverse of a matrix is unique
Theorem 2.26: Properties of Inverse Matrices
Let A be an invertible matrix, K N and C is a scalar then the following are true
(a) ( A 1 ) 1 A
(b) ( A k ) 1 A 1 A 1 A 1 K factors
(c) (cA) 1 c 1 A 1 ; c 0
(d) ( At ) 1 ( A 1 ) t
Proof:
(a) Suppose A 1 is the inverse of A
A 1 A I A A 1
85
the inverse of A 1 is A ; by def int ion of an inverse
( A 1 ) 1 A
(c) Since (cA) (c 1 A 1 ) (cc 1 ) AA 1 ; by property of scalar multiplication.
(1) I
I
And c 1 A 1 cA c 1c A 1 A 1 I I we have cA c 1 A 1 I c 1 A 1 cA
And if follows that c 1 A 1 is the inverse of CA.
cA c 1 A1 .
1
As an exercise show property b& d.
Note: For nonsingular matrices, the exponential notion used for repeated
multiplication of square matrices can be extended to include exponents that are
negative integers. This may be done by defying A k to be
A k A 1 A 1 A 1 k factors
With this convention we can show that the following properties.
(a) A j A k A j k
(b) ( A j ) k A j k For any integers j and K.
Theorem 2.27: The inverse of a product
Let A and B be invertible matrices of order n, then AB is invertible and
(AB) 1 B 1 A 1
Proof:
Since ( AB ) B 1 A 1 A( BB 1 ) A 1
A( I ) A 1
( AI ) A 1
AA 1
I
And in a similar way we can show that
( B 1 A 1 ) ( AB) I we have ( AB) CB 1 A 1 ) I ( B 1 A 1 ) and hence we get B 1 A 1
is the inverse of AB.
86
B 1 A 1 ( AB ) 1 and AB is invertibe.
Remarks
1. The above Theorem says that the inverse of a product of two invertible matrices is
the product of their inverses taken in the reverse order. This can be generalized to
include the product of several invertible matrices.
( A1 A2 An ) 1 An1 An11 A31 A21 A11
2. The inverse of AB is usually not equal to A1 B 1 .
Theorem 2.28 : Cancellation Properties
Let C be an invertible matrix, then the following properties hold.
(a) If AC BC , then A B ------------- Right cancellation property
(b) If CA CB , then A B ------------- Left cancellation property
Proof:
(a) Suppose AC BC , then sin ce C is invertible we have ( AC ) C 1 ( BC ) C 1
A(C C 1 ) B(C C 1 )
AIBI
AB
(b) Similar to (a)
Note If C is not invertible then cancellation is not usually valid and hence theorem
2.28 can be applied only if C is an invertible Matrix.
Elementary Matrices and Non singularity
Recall that an elementary matrix is nonsingular as the inverse of the elementary operation
Ri R j , Ri CRi and Ri CR j Ri are Ri R j , Ri 1c Ri and
Ri Ri CR j respectively.
Theorem 2.29: Let A be an nxn matrix then A is row-equivalent to I n if and only if A is
nonsingular
Proof: suppose A I n then by corollary 3.1 we get I n PA ; where P is a product
row
of finite number of elementary matrices.
A 1 P
87
A is invertible or non singular.
row
() Suppose A is an invertible then by theorem 3.13 we have A B ; where B is a
reduced row-echelon matrix.
Claim B I n
Let B (bi j ) nxn
If bi i 0 i 1, 2, , n then the structure of a matrix of reduced echelon form
guarantes that B I n .
If bi i 0 for some i and i is the first such element on the diagonal of B
Case-1 i n then the nth row is a row of zeros
Case-2 i n
Consider the (i 1)th row B
It has at lest i 1 zeros before the first non-zero entry then one of the rows after the i th row
must be a row of zeros, Hence, in both cases, we have at least one row of zeros in B. But B
is invertible and hence B 1 exists. Thus BB 1 I n has at least one row of zeros; which is
contradiction. Therefore, B I n .
Corollary: A property of Invertible Matrices
A square matrix A of order n is invertible if and only if it can be written as a product of
elementary matrices.
Proof :Exercise
Corollary: Let A be an nxn matrix. If A can be reduced to I n by a sequence of
elementary row operations, then the same sequence of elementary row operations
performed on I n produces A 1 .
Proof: Exercise
Remark: Finding the Inverse of a Matrix by Gauss-Jordan Elimination
Let A be a square matrix of order n
1. Write the nx2n matrix that consists of the given matrix A on the left and the
nxn identity matrix I on the right to obtain A / I . Note that we separate the
matrices A and I by a line. We call this process adjoining the matrices A and I
88
2. If possible, row reduce A to I using elementary row operations on the entire
matrix A / I . The result will be the matrix I / A 1 . If this is not possible, then
A is not invertible
3. Check your work by multiplying to see that A A 1 I A 1 A .
Example-5: Finding the Inverse of a matrix
1 1 0
A 1 0 3 then find its inverse.
6 2 3
Solution
We begin by adjoining the identity matrix to A to form the matrix
2 3 1
Therefore, A is invertible and its inverse is A 3 3 1
1
2 4 1
Class Activity
1. Find the inverse of the following matrix by using Gauss-Jordan elimination
1 1 2 1
2 2 4 2 3 4 1
3 1
A 2 3 2 (b) (c )
2 2 3 3 3 1
1 1 1
1 2 3 1
2. Show that the following matrices have no inverses
89
1 2 0
3 1
(a) 3 1 2 b)
6 2
2 3 2
Note: - Using Gauss-Jordan elimination to find the inverse of a matrix works well
(even as a computer technique) for matrices of order 3x3 or greater. For 2x2
matrices, however, many people prefer to use a formula for the inverse, rather than find
the inverse by Gauss-Jordan elimination. The formula is given by:
d b a b
A1 1
ab bc c a where A c d with ad bc 0.
Thus A is invertible if and only if ad bc 0. . Why?
Consider a system of linear equations
ax by e
cx dy f
You recall that, one of the methods available to us to
solve such a system was the elimination method. In this
unit, using determinants, we shall exhibit a very
efficient computational method to solve system of linear
equations. We first define determinant and study its
properties.
Definition 2.30: To every square matrix A with elements from the set of real numbers
there is assigned a specific real number called the determinant of A. It is usually denoted
by de t ( A) or A .
a11 a12 a1n a11 a12 a1n
a a a a a a2n
Let A 21 22 2n
then det er min ant of A is denotedby 21 22
a n1 a n 2 a nn a n1 a n 2 a nn
Remarks:
90
(i). Observe that determinant is a function from the set of all square matrices to the set
of real numbers, and it is defined only for square matrix. In fact, if A (ai j ) is a
square matrix over a field F ai j F then A F . In particular for F The set
of complex numbers then det A . From now on wards unless we have stated we
consider matrices over R.
(ii).The determinant of an nxn matrix is called determinant of order n. Before we go to
the definition of determinant of order n(n N ) we shall consider determinants of
order 1, 2 and 3.
You recall that a single number a is considered as a 1x1 matrix. Hence if A=
a11 thendet er min ant of A is defined to be the number itself. That is, det( A) a11 a11 .
1) Determinant of order two
a b
Definition 2.31: The determinant of the 2x2 matrix A is defined to be the
c d
a b
number ad-bc. That is, det A= ad bc
c d
A convenient method for remembering the formula is to note that ad bc is just the
difference of the products of diagonally opposite entries.
a b
That is, A ad bc
c d
Example-1: Find the determinants of the following matrices
2 3 3 1 1 2
(a) A (b) B (c) C
1 2 6 2 6 4
Solution:
2 3
(a) A (2) (2) (3) (1) 4 3 7
1 2
3 1
(b) B (3) (2) (6) (1) 6 6 0
6 2
91
1 2
(c) C (1) (4) (6) (2) 4 12 8
6 4
Remark: Note that the determinant of a matrix A can be positive, zero, or negative.
Definition 2.32 : Definition of Minors and cofactors of a matrix
Let A ai j be a square matrix then
1-The determinant of the matrix obtained by deleting or removing the i th row and j th
column of A is called the minor of the element ai j and it is denoted by M i j .
That is, M i j Ai j ; where Ai j is a matrix in which the i th row and j th column of A are
removed.
2- The product of the minor of the element ai j and the number (1) i j is called the
cofactor of ai j and it is denoted by Ci j , That is, Ci j (1) i j M i j (1) i j Ai j
21 0
Example-2: Find all the minors and cofactors of A 1 1 4
3 2 5
Solution: To find the minor M i j of ai j , we delete the i th row j th column of A and
evaluate the determinant of the resulting matrix
14
Minor of a11 M 11 A11 (1( (5) (2) (4) 3
25
1 4
Minor of a12 M 12 A12 (1( (5) (4) (3) 17,
3 5
1 1
Minor of a13 M 13 A13 (1( (5) (1) (2) (1) (3) 5,
3 2
1 0
Minor of a21 M 21 A21 (1) (5) 0.2 5,
2 5
2 0
Minor of a22 M 22 A22 (2) (5) 0(3) 10,
3 5
2 1
Minor of a23 M 23 A23 (2) (2) (1) (3) 7,
3 2
92
1 0
Minor of a31 M 31 A31 (1) (4) (0) (1) 4,
1 4
2 0
Minor of a32 M 32 A32 (2) (4) (0) (1) 8,
1 4
2 1
Minor of a33 M 33 A33 (2) (1) (1) (1) 1,
1 1
Now, to find the cofactor Ci j of a i j , we multiply M i j with (1) i j
C11 (1)11 M 11 3 C21 (1) 21 M 21 5 C31 (1) 31 M 31 4
C12 (1)12 M 12 17 C22 (1) 22 M 22 10 C32 (1) 32 M 32 8
C13 (1)13 M 13 5 C23 (1) 23 M 23 7 C33 (1) 33 M 33 1
Remark
(i). The minors and cofactors of a matrix differ at most in sign. To obtain the cofactors of a
matrix, first find the minors and then apply the following checker board pattern of +‘s
and –‗s.
Sign Pattern for Cofactors
3x3 marix 4 x 4 matrix nxn matrix
Note that odd positions (where i+j is odd) have negative signs, and even positions
(where i+j is even) have positive signs.
ii) If A is an nxn matrix, then the order of Ai j is (n 1) x(n 1) )
2) Determinant of Order Three
Definition 2.33: The determinant of the 3x3 matrix
a11 a12 a13
A a 21 a 22 a 23 is defined to be the number A a11 C11 a12 C12 a13 C13
a31 a32 a33
93
= a11 (1)11 M 11 a12 (1)12 M 12 a13 (1)13 M 13
= a11 A11 a12 A12 a13 A13
a 22 a 23 a 21 a 23 a 21 a 22
= a11 a12 a13
a32 a33 a31 a33 a31 a32
= a11 a 22 a33 a12 a 23 a31 a13 a 21 a32 a11 a 23 a32 a12 a 21 a33 a13 a 22 a31
Remarks: The formula used to compute determinants is known as expansion by a row
(column). Thus, if we consider the first row, then the determinant of A will be equal to
the sum of the products obtained by multiplying the elements of the first row by their
respective cofactors.
0 2 1
Example-3 Let A 3 1 2 , then det er min e A
4 0 1
(a) By expanding along the first row
(b) By expanding along the second row
(c) By expanding along the first column
Solution:
1 2 3 2 31
(a) C11 1, C12 (5) 5, and C13 4
0 1 4 1 4 0
Thus, A a11 C11 a12 C12 a13 C13 , First row exp ansion
= 0(1) 2(5) 1(4) 14
2 1 0 1
(b) Since C21 2, C22 4,
0 1 4 1
0 2
And C23 (8) 8 we have
4 0
A a 21 C 21 a 22 C 22 a 23 C 23 , sec ond row exp ansion
= 3(2) (1) (4) 2(8)
=14
1 2 2 1 2 1
(c) Since C11 1, C21 2 and C31 5 we have
01 0 1 1 2
94
A a11 C11 a 21C 21 a31 C31 , First column exp ansion
= 0(1) 3(2) 4(5) 14
As an exercise try some other possibilities to see that the determinant of A can be evaluated
by expanding by any row or any column. This result is stated formally in the following
theorem 4.1, called Lap lace‘s Expansion of a determinant, after the French Mathematician
Pierre-Simon Laplace (1749-1827)
3) Determinant of order n
Definition 2.34: Definition of the Determinant of a Matrix
Let A be a square Matrix of order n where n>2, then the determinant of A is the sum of the
entries in the first row of A multiplied by their cofactors, That is,
n
A a1 j C1 j a11 c11 a12 c12 a1n c1n .
j 1
When this definition is used to evaluate a determinant, we say that we are expanding by
cofactors.
Theorem 2.35: Expansion by cofactor
Let A be a square matrix of order n, then the determinant of A is given
n
A ai j ci j ai1 ci1 ai 2 ci 2 ain cin (i th row exp ansion) or
j 1
n
A ai j ci j a1 j c1 j a2 j c2 j anj cnj ( j th column exp ansion)
i 1
Proof: Exercise
Note: when expanding by cofactors we do not need to evaluate the cofactors of zero
entries, because a zero entry times its cofactor is zero. That is, ai j ci j (0) ci j 0 .
Thus the row (or column) containing the most zeros is usually the best choice for
expansion by cofactors.
1 2 3 0
1 1 0 2
Example-4 Find the determinant of A
0 2 0 3
3 4 0 2
95
Solution:
Inspecting this matrix, we see that in third column of A we have more number of zeros than
the other rows and columns. Thus we can eliminate some of the work in the expansion by
using the third column.
Therefore,
A a13 C13 a 23 C 23 a33 C33 a 43 C 43
= 3 C13 0(C 23 ) 0(C33 ) 0(C 43 )
= 3 C 13
But
1 1 2 1 1 2
13
C 13 (1) 0 2 3 0 2 3
3 4 2 3 4 2
Again, expanding by cofactors in the second row we get
1 2 1 2 1 1
C13 (0) (1) 3 (2) (1) 4 (3) (1) 5
4 2 3 2 3 4
= 0 2(1) (4) 3(1) (7) = 13.
Thus we obtain A 3(13) 39
Theorem 2.36: Determinant of a Triangular matrix
Let A (ai j ) be a triangular matrix of order n, and then its determinant is the product of
the entries on the main diagonal.
Proof: We use mathematical induction to prove this theorem for the case in which A is an
upper triangular matrix. The case in which A is lower triangular can be proven similarly.
If A has order 1, then A= a11 and the determinant is given by A a11 .
Assuming that the theorem is true for any upper triangular matrix of order k-1, we now
consider an upper triangular matrix A of order k. Expanding by the k th row, we obtain
A o ck1 o ck 2 o ckk 1 akk ckk
= a kk c kk
96
akk (1) k k M kk akk (1) 2 k M kk
a kk M kk
= a kk Akk
akk a11 a22 a33 ak 1k 1 , Since Akk is
order k 1 we can apply induction assumptonto it
= a11 a 22 a33 a kk
This completes the proof
1 0 0 0 0
0 3 0 0 0
Example-5 (a) Let A 0
0 2 0 0 and B I n
0 0 0 4 0
0 0 0 0 2
Then since a diagonal matrix is both upper and lower triangular we have
A (1) (3) (2) (4) (2) 48 and B (1) (1) (1) 1 I n
Properties of Determinant
It should be clear that calculating the determinant of a large matrix from the definition can
be quite long and cumbersome. For instance, the determinant of a 6x6 matrix involves six
5x5 cofactors. Each of these in turn involves five 4x4 cofactors each of which involves
four 3x3 cofactors for a total of 120x3x3 cofactors to be calculated. Consequently other
methods are often used to compute determinants. These methods depend on the properties
of determinants which h are stated as follows.
Property-1: Elementary Row operations and Determinants
Let A and B be square matrices
(a) If B is obtained from A by interchanging two rows (or columns) of A, then B A
(b) If B is obtained from A by adding a multiple of a row (or a column)of A to another
row (or c column) A then the determinant is unchanged. That is, B A .
97
(c) If B is obtained from A by multiplying a row (or a column) of A by a non zero c
constant c, then B c A .
Proof: Exercise
Example-1: Show that the determinant of an elementary matrix E of
(i) First kind (add a multiple of one row to another) is 1
(ii) Second kind (row interchange) is -1
(iii) Third kind (multiply a row by anon zero constant c) is c
Solution: We know that I n 1. Thus, we have
(i) E I n , by property1 (b)
=1
(ii) (i) E I n , by property1 (a)
.
(iii) E c I n , by property1 (c)
=c.1=c
Example-2: Evaluating a determinant using elementary Row operations.
2 3 10
Let A 1 2 2 then find det er min ant of A .
0 1 3
Solution:
98
2 3 10 1 2 2
A 1 2 2 2 3 10 , by R1 R 2
0 1 3 0 1 3
1 2 2
0 7 14 , by R2 2 R 1 R2
0 1 3
Note: In the above solution we have changed the given matrix in to triangular
matrix.
Property-2: Determinant of a transpose
If A is a square matrix, then A At
Proof: Exercise (Hint: use mathematical induction and Laplace‘s expansion of
determinant)
3 1 2
Example-3: Show that A At for the matrix A 2 0 0
4 1 5
Solution: We expand by cofactors along the second row to find A
3 2 4
A 1 0 1 We expand by cofactors down the second
t
To find the determinant of
2 0 5
3 2 4
1 1
column to get A 1 0 1 2
t
23 6
2 5
2 0 5
Thus, A 6 At A At
Notation
Let A is a square matrix of order n with columns A1, A2, A3… Aj…and An
And rows A1, A2, A3…A j…and An then we can also denote det (A) by
det (A1, A2, A3,…Aj,…, An) or det (A1, A2, A3…A j…, An)
99
Remarks - property-1 can be expressed as
(1) a. det (A1, A2, A3,…cAj,…, An) = c det (A1, A2, A3,…Aj,…, An)
b. det (A1, A2, A3…cA j…, An) = c det (A1, A2, A3…A j…, An) where c is a non zero
constant
(2) a. det (A1, A2, A3,…Ai,…, Aj,…, An) = - det (A1, A2, A3,…Aj,…Ai…, An)
b. det (A1, A2, A3…Ai,…,A j…, An) = - det (A1, A2, A3…A j,…,Ai,…, An)
(3) a. det (A1, A2, A3,…,cAj+ Ai,…, Aj,…, An)
= det (A1, A2, A3,…, Ai,…, Aj,…, An)
b. det (A1, A2, A3… cAj+ Ai,…,A j…, An) = det (A1, A2, A3… ,Ai,…,A j…, An) where
c is constant number.
Property-3: Linearity of determinant
Let A be a square matrix of order n then
a. the function A is linear in the rows of the matrix . That is,
det (A1, A2, A3… cAi+ Ai‘|,…,A j…, An)
= c det (A1, A2, A3… Ai|,…,A j…, An) + det (A1, A2, A3… ,Ai‘|,…,A j…, An)
where c is a constant number.
b. the function A is linear in the columns of the matrix , That is,
det (A1, A2, A3… cAi+ Ai‘|,…,A j…, An)
= c det (A1, A2, A3… Ai|,…,A j…, An) + det (A1, A2, A3… ,Ai‘|,…,A j…, An)
where c is a constant number.
Proof: Exercise. Hint (use mathematical induction)
Property-4: Conditions that yield a zero determinant
Let A is a square matrix of order n and any of the following conditions is true, then
A0
(a) An entire row(or an entire column ) consists of zero
(b) Two rows ( or columns) are equal.
(c) One row(or two columns) is a multiple of other row (column )
Proof: Let A be an nxn matrix with rows A1, A2, A3… Ai|,…,A j…, An
100
(a) Without loss of generality suppose that the first row of A is a row of zeros then
det (A)=det (0, A2, A3…A j…, An) = det (0.0, A2, A3…A j…, An)
=0 det (0, A2, A3…A j…, An) = 0
Hence,the proof.
(b) Without loss of generality assume that A1=A2 then
det (A)=det (A1, A2, A3…A j…, An) = det (A1-A2, A2, A3…A j…, An)
= det (0, A2, A3…A j…, An), as A1=A2
= 0,by (a)
(c) Without loss of generality assume that A1= cA2 then
det (A)=det (A1, A2, A3…A j…, An) = det (cA2, A2, A3…A j…, An)
= c det (A2, A2, A3…A j…, An) = c.0=0, by (b)
2 4 5 1 2 4 1 2 3
Example- 4: Let A 0 0 0 B 0 1 2 and C 2 1 6 then
3 5 2 1 2 4 2 0 6
(a) Since A2 is a row of zeros we have A 0
(b) Since B1=B3 we have B 0
(c) Since C3= -3C1 we have C 0
Further Properties of determinant
Theorem 2.37: Determinant of a scalar multiple of a matrix
If A is an nxn matrix and c is a scalar, then the determinant of cA is given by cA c n A
Proof: cA detcA det cA1 , cA 2 , cA 3 ,..., cA n
c det A1 , cA 2 , cA 3 ,..., cA n
c 2 det A1 , A 2 , cA 3 ,..., cA n
c det A , A , A ,..., cA
3 1 2 3 n
c n det A1 , A 2 , A 3 ,..., A n
c n det A c n A
101
Example- 5: If A is a matrix of order 3 and At 5 then find determinant of 10A
Solution: 10 A 103 A 103 At 103 5 5000
Theorem 2.38: Let E be an elementary matrix and A be an arbitrary square matrix then
EA E A
In general, if E1, E2, E3… Ek are elementary matrix then
Ek E3 E2 E1 A Ek E3 E2 E1 A
Proof: If E is an elementary matrix obtained from identity matrix I by
I- interchanging two rows then
E I 1 and hence EA A , by property 1
1 A E A , sin ce E 1
EA E A
II. By multiplying a row of I by a non zero content c then
E = c and hence
EA C A , by property (1)
= E A , since E = C
III. By adding a multiple of one row of I to another row of I, then E =1 and hence
EA A , by property ( 1 )
=1 A
= E A , since E =1
Theorem 2.39: Determinant of a matrix product
If A and B are square matrices of order n, then AB A B . In general,
A1 A 2 Ak A1 A2 Ak .
Theorem 2.40: Determinant of an Invertible Matrix
A square matrix A is invertible (non singular ) if and only if A 0
102
Proof: Exercise
Theorem 2.41: Determinant of an Inverse Matrix
If A is invertible, then A 1 1
A
.
Proof: Suppose A is invertible le then AA-1 = I and
A 0 AA 1 I
A A1 1
A 1 1
A
Example-6: uses a determinant to decide whether A is singular or non-singular. If A is
invertible, then find A1 .
0 2 1 1 0 3
(a) A 3 2 1 (b) A 3 2 1
3 2 1 3 2 1
Solution:
(a) Because A 0 we conclude that A has no inverse
(b) Since A 4 0 we have A is invertible and A 1 1
A
1
4
Definition 2.42: systems of Linear equations
A system of m linear equations in n variables is a set of m-equations, each of which is
linear in the same n-variables:
a11 x1 a12 x 2 a13 x3 a1n x n b1
a 21 x1 a 22 x 2 a 23 x3 a 2 n x n b2
a31 x1 a32 x2 a33 x3 a3n xn b3
103
a m1 x1 a m 2 x 2 a m3 x3 a mn x n bm
Remark:
The double subscript notation indicates that ai j is the coefficient of x j in the i th
equation.
Definition 2.43: A solution of the above system of linear equations is a sequence of
numbers t1 , t 2 , t 3 , , t n that is a solution of each of the linear equations in the system.
It can happen that a system of linear equations has exactly one solution, an infinite number
of solutions, or no solution. A system of linear equations is called consistent if it has at
least one solution and inconsistent if it has no solution.
Note: Number of solutions of a system of linear equations
For a system of linear equations in n-variables, precisely one of the following is true.
(a) The system has exactly one solution (consistent system)
(b) The system has an infinite number of solutions (consistent system)
(c) The system has no solution (inconsistent system)
Notation: Matrix Notation of system of linear equations
One very common use of matrices is to represent a system of linear equations. Matrix
notation was introduced in the nineteenth century to provide a short-hand way of
writing linear equations. The system of m linear equations in n variables
a11 x1 a12 x2 a1n xn b1
a 21 x1 a 22 x 2 a 2 n x n b2
a m1 x1 a m 2 x2 a mn xn bm
Can be written in matrix notation as AX B
Where
a11 a12 a1 n x1
x
a a a2 n
A 21 22 , x
2
a m1 a m 2 a mn xn
104
b1
b
B 2,
bm
And AX is the matrix product
Here, in matrix notation AX B, we have the following definitions.
(1) A ai j mxn is called the coefficient matrix of the system.
(2) A and B are column vectors in R n and R m respectively. is unknown and B is a
given column vector.
(3) The matrix derived from the coefficients and constant terms of a system of linear
m equations is called the augmented matrix of the system. That is, the matrix
A B is called the augmented matrix of the system.
Example-1:Use matrix notation to denote the following system of linear equations. Also
find the coefficient matrix and the augmented matrix of the system.
x 2 2 x3 2
3x1 4 x2 6 x3 1
Solution:
x 2 2 x3 2
3x1 4 x2 6 x3 1
* +[ ] * +
is the matrix notation for the given system.
(ii) A 0 1 2
3 4 6
is the coefficient matrix of the given system and
105
0 1 2 2
(iii) A B
3 4 6 1
is the associated augmented matrix of the system.
2.6.1 Gaussian’s Method:
Gaussian Elimination and Gauss-Jordan Elimination
(I). Gausian Elimination
It is a procedure for solving a system of linear equations.
Rewriting a system of linear equations in row-echelon form usually involves a chain of
equivalent systems, each of which is obtained by using one of the three basic operations.
This process is called Gaussian elimination, after the German mathematician Carl Friedrich
Gauss (1777-1855)
Theorem 2.44: Let AX B be represent the system of linear equations and M A B be
the block matrix.
If m' A' B' is row equivalent to
m then the solutions of A‗ x B‗ are the same as those of Ax B.
Proof : Exercise
(II). GausIan Elimination with Back Substitution
The general procedure for using Gaussian elimination with back substitution to solve a
system of linear equations is summarized as follows:
Step-1 Write the augmented matrix of the system
Step- 2 Use elementary row operations to rewrite the augmented matrix in
Row-echelon form
Step- 3 Write the system of linear equations corresponding to the matrix in
Row-echelon form, and use back-substitution to find the solution.
Example-2
Use Gauss Ian elimination with back-substitution to solve the following system.
x 2 x3 2 x 4 3
106
x1 2 x 2 x3 2
2 x1 4 x 2 x3 3x 4 2
x1 4 x 2 7 x3 x 4 19
Solution:
Step-1: The augment matrix for this system is M A B where,
0 1 1 2 3
1 2 1 0 2
M A B =
2 4 1 3 2
1 4 7 1 19
Step-2: using the elementary operations
R1 R2 , R3 2 R1 R3 , R4 R1 R4 , R4 6 R2 R4 , R3 13 R3 and R4 13
1
R4
respectively we get the row-echelon form of the matrix M,
Which is M ' A' B'
Step-3: The corresponding system of linear equations to the matrix M‘ is
and using back substitution, we can determine that the solution is
x1 1, x 2 2, x3 1, x 4 3
(III). Gauss-Jordan Elimination
With Gaussian elimination, we apply elementary row operations to a matrix to obtain a row
equivalent row-echelon form. A second method of elimination called Gauss Jordan
elimination after Carl Gauss and Wilhelm Jordan (1842-1899), Continues the reduction
process until a reduced row-echelon form is obtained.
107
Example-3: use Gauss-Jordan elimination method to solve the system
x 2 y 3z 9
x 3 y 4
2 x 5 y 5 z 17
Solution
Step-1: The associated augmented matrix of the system is
Step-2: You can show that the reduced row-echelon form of the matrix M is given by
Step-3: The corresponding system of linear equations to the matrix M ' is
x 1, y 1 and z 2
Note:
(1) If in the elimination process, you obtain a row with zeros except for the last entry, it
is unnecessary to continue the elimination process. You can simply conclude that
the system is inconsistent.
(2) If in the row-echelon form system the number of equations and the number of
unknowns are equal then the system will have a unique solution.
(3) Observe that if in the row-echelon form system the number of equations is less than
the number of unknown, then the system will have infinitely many solutions.
Definition 2.45: Homogeneous system of linear equations
A system of linear equations in which each linear equation is equal to zero is called a
homogeneous system and it is denoted by Ax 0.
It is easy to see that a homogeneous system must have at least one solution. Specifically, if
all variables in a homogeneous system have the value zero, then each of the equations must
be satisfied. Such a solution is called trivial or obvious.
2.6.2 Cramer’s rule
108
Cramer’s Rule, named after Gabriel Cramer (17 04- 17 52), is a formula that uses determinants to
solve a system of n linear equations in n-variables. This rule can be applied only to systems of
linear equations that have unique solutions.
Theorem 2.46: Cramer’s Rule
If a system of n linear equations in n variables has a coefficient matrix A with a non-zero
determinant A , then the solution to the system
det ( A1, A2 , A j 1, B, A j 1, , An )
Ax B is given by x 1, 2, , n.
j A j
Proof: Exercise
Example: Use Cramer‘s Rule to solve the following system of linear equations
for x, y &z
1 2 3 x
Solution: Let A 2 0 1 , x y and [ ], then the system can be represented
3 4 4 z
by . And since
| | | |
Then by Cramer‘s rule the system Ax B has a unique solution given by
( B, A2 , A 3) (, A1, B,, A 2 ) (, A1, A 2 B)
x det , y det and z det
A A A
1 2 3 1 1 3 1 2 1
0 0 1 2 0 1 2 0 0
2 4 4 3 2 4 3 4 2
x , y , and z
10 10 10
x 4
5 , y 3
2 and z 8
5
Thus the solution set for is given by
109
Exercises:
Use Cramer’s Rule to solve the given system of linear equations
(a) 3x 5 y 13 (b) x yZ 3
2 x 7 y 81 2x y 4z 5
x 3 y 9 z 11
(c) 4 x1 x 2 x3 1 (d ) 4 x1 2 x 2 3x3 2
2 x1 2 x 2 3 x3 10 2 x1 2 x 2 5 x3 16
5 x1 2 x 2 2 x 3 1 8 x1 5 x 2 2 x3 4
2.6.3 Inverse matrix Method
Thus far, we have studied three methods for solving linear systems: Gaussian elimination ,
Gauss–Jordan elimination and Cramer‘s rule. The following theorem provides a new
method for solving certain linear systems.
Theorem 2.47: If A is an invertible matrix, then for each matrix b, the system
of equations has exactly one solution, namely,
Example: solve the following system of linear equation using inverse method
110
Definition 2.48: Eigenvalue and Eigenvector
Let A be an nxn matrix over a field F, then the scalar is called an Eigenvalue of A if
there is a non zero vector v F n such that The vector is called an Eigen vector
of A corresponding to .
Remarks:
1. The term Eigen value is derived from the German word eigenwerte, meaning
"proper value"
2. An eigenvector v cannot be zero. Allowing v to be the zero vector would
render the definition meaningless because A0 0 is true for all values of .
An Eigen value of 0, however, is possible.
3. A matrix can have more than one Eigen value.
Example-1:
2 0
Let A then verify that v1 (1, 0) and v2 (0, 1) are eigenvectors of A
0 1
corresponding to the Eigen values 1 2 and 2 1 respectively.
Solution:
111
2 0 1 2 1
Since Av1 0 0 20 2v1 , we have v1 (1, 0) is an eigenvector of A
0 1
corresponding to the Eigen values 1 2.
2 0 1 0 0
Also, since Av2 0 1 11 1v2
0 1
We have v2 (0, 1) is an eigenvector of A corresponding to the Eigen value 2 1.
Note
1. The sum of two Eigenvectors with the same Eigen value is also an
Eigenvector with Eigen value .
2. A nonzero multiple of an Eigenvector with Eigen value is also an
Eigenvector with Eigen value
Example:-2
1 0
Find the Eigen values and corresponding Eigen spaces of A
0 1
Solution
1 0 x x x
i. Let v1 ( x,0) then Av1 0 0 10 1 v1
0 1
The eigenvectors corresponding to 1 1 are the nonzero vectors on
the x-axis and hence
A1 ( x,0) : x 0 is eigenspace of A belonging to eigen value 1 1.
1 0 0 0 0
ii. Let v2 (0, y) then Av 2 y 1 y 1 v2
0 1 y
The eigenvectors on the corresponding to 2 1 are the non zero vectors on
the y-axis and hence
A1 (0, y) : y 0 is eigenspace of A belonging to eigenvalue 2 1.
iii. For v ( x, y ) 2 , we have
1 0 x x
Av y y , which is a reflection in the y-axis.
0 1
112
Thus, the eigenspace corresponding to 1 1 is the x-axis and the eigenspace
corresponding to 2 1 is the y-axis
Question: How do we determine eigenvalues and the corresponding eigenvectors of a
matrix?
Theorem 2.49: Eigenvalues and eigenvectors of a matrix
Let A be an nxn matrix over a field F
1-An eigenvalue of A is a scalar such that det(I n A) 0
2-The eigenvectors of A corresponding to are the non zero solutions x of
Proof:
Let x F n be an eigen vector of A with eigen value then
Ax x
Ax I n x, sin ce I n x x x F n
( A I n )x 0
A I n is sin gular, why ?
A I n det ( A I n ) 0
This completes the proof.
Note:
1. The equation A I n 0 is called the characteristic equation of A. And the
matrix A I n is called characterstic matrix of A
2. The determinantal polynomial A I n n cn1 n1 c1 c0 is
called the characteristic polynomial of A and it is denoted A . This definition
tells us that the eigenvalues of an nxn matrix A corresponds to the roots of the
characteristic polynomial of A. Because the characteristic polynomial of A is
of degree n, A can have at most n-distinct eigenvalues.
3. For each eigenvalue , the corresponding eigenvector is found by substituting
back in to the characteristic equation A I n 0 of A.
Example 3: Find the eigenvalues and corresponding eigenvectors of
113
1 6 2 12
(a) A (b) B
5 2 1 5
Solution:
(a) The characteristic equation of A is
A I2 0
1 6 1 0
5 0
2 0 1
1 6
0
5 2
2 3 28 0
( 7 ) ( 4) 0
7 or 4.
The corresponding eigenvectors are now found
Let 7 then ( A 7 I 2 ) x 0
1 6 1 0 x 0
7
5 2 0 1 y 0
6 6 x 0 6 x 6 y 0
0
5 5 y 5 x 5 y 0
yx
Hence, any vector of type (1, 1), where is a non zero scalar, is an eigenvector
corresponding to eigenvalue 7.
Let 4 then ( A 4 I 2 ) x 0
1 6 1 0 x 0
4
5 2 0 1 y 0
5 6 x 0 5 x 6 y 0
5 6 y 0 5 x 6 y 0
y 5 6 x
Hence, any vector of type (1, 5 6 ) ; where is a non zero scalar, is an eigenvector
corresponding to eigenvalue 4
Try checking that Ax i x for the eigenvalues and eigenvectors found in this example.
114
(b) Exercise
Remark:
Steps in Finding Eigenvalues and Eigenvectors
Let A be an nxn matrix over a field
Step-1: Form the characteristic equation A I n 0 . It will be a polynomial equation
of degree n in the variable .
Step-2: Find the real roots of the characteristic equation. These are the eigen values of
A.
Step-3: For each eigen value i , find the eigen vectors corresponding to i by solving
the homogeneous system
( A i I n ) x 0. This may requires row-reducing an nxn matrix. The resulting
reduced row-echelon form must have at least one row of zeros.
SUMMARY OF CHAPTER TWO
A matrix is a rectangular array of numbers. The numbers in the array are called the
entries in the matrix.
Two matrices are defined to be equal if they have the same size and their
corresponding entries are equal. In matrix notation, if and have the
same size, then A =B if and only if , or, equivalently, aij bij for all i and
j.
If A and B are matrices of the same size, then the sum A B is the matrix obtained by
adding the entries of B to the corresponding entries of A, and the difference A B is
the matrix obtained by subtracting the entries of B from the corresponding entries of A.
Matrices of different sizes cannot be added or subtracted.
If A is any matrix and c is any scalar, then the product cA is the matrix obtained by
multiplying each entry of the matrix A by c. The matrix cA is said to be a scalar
multiple of A.
115
If A is an m r matrix and B is an r n matrix, then the product AB is the m n
matrix whose entries are determined as follows. To find the entry in row i and column j
of AB , single out row i from the matrix A and column j from the matrix B. Multiply
the corresponding entries from the row and column together, and then add up the
resulting products.
If A is any m n matrix, then the transpose of A, denoted by A t , is defined to be the
n m matrix that results from interchanging the rows and columns of A; that is, the first
column of A t is the first row of A, the second column of A t is the second row of A, and
so forth.
If A is a square matrix, then the trace of A, denoted by tr(A) , is defined to be the sum
of the entries on the main diagonal of A. The trace of A is undefined if A is not a square
matrix.
If R is the reduced row-echelon form of an n n matrix A, then either R has a row of
zeros or R is the identity matrix I n .
Miscellaneous Exercises
1. Find the determinant of the following matrices:
0 0 0 1 0 1 2 3
2 1 1 1 0 0 1 1 1 1
(a) 4 3 5
0
(b) (c )
0 1 0 0 2 2 1 3
2 1 2
0 0 1 0 1 2 2 3
1 1 1 1
1 5 20 2 1 2
(d ) 0 4 8
3
( e)
0 1 2 1
0 0 6
0 0 7 3
2. Let A and B be 3x3 matrices such that
det( A) 4 and det B 5 then find the value of :
(a) AB (c) 2 AB
(b) 3 A (d ) A 1 B
3. For each of the following compute A 1
116
1 3 1 1 1 1
1 2
(a) A (b) 2 1 1 (c) A 0 1 1
3 1
2 2 1 0 0 1
4. Use Cramer’s Rule to solve for each of the following systems
(a) x 2 y 3z 8
2x y z 7
y z 1
a 1 1 1 1
1 a 1 1 1
5. Evaluate 1 1 a 1 1
1 1 1 a 1
1 1 1 1 a
2 2 4
6. a) Find the ad joint of
2 3 2
1 1 1
b) If A is a triangular matrix, then show that adj ( A) is also triangular
a b 0 0
c d 0 0
7. (a) Let A , then find rank ( A)
e f g h
x y z w
(b) Let A be a square matrix of order n, then show that A is invertible if rank (A) = n
i j k
AxB a1 a2 a3 where i (1, 0, 0)
b1 b2 b3
j (0, 1 0)
k (0, 0, 1) are the s tan dard unit vectors in n
117
1 0 0 0 a b c d
0 1 0 0 e f g h
9. Let A = B
a b c d 0 0 1 0
e f g h 0 0 0 1
Then prove that
c d a b d
a) det A b) detB
g h e f h
10. Let A and B square matrices of order n then prove or disprove the following
a) det ( A B ) det ( A) det(B)
det ( A B)
b) det ( A B) 2
2
References
1. James Stewart, Calculus early trancedental, 6th ed., Prentice Hall, 2008
2. Howard Anton,Calculus a new horizon, 6th ed., John wiley and Sons Inc
3. Robert Ellis and Denny Gulick, Calculus with analytic geometry, 6th ed,
Harcourt Brace Jovanovich, Publishers, 5th ed, 1993
4. Adams, Calculus: A complete course, 5th ed, Addison Wesley, 2003
5. R. Wrede and M. R. Spiegel, Theory of advanced calculus, 2nd ed.,
McGraw-Hill, 2002.
6. A. E. Taylor and W. R. Mann, Advanced calculus, 3rd ed, John-Wiley and
Son, INC, 1995.
7. R. T. Smith and R. B. Minton, Calculus concepts and connections, McGram-
Hill book company, 2006
8. D. V. Widder, Advanced calculus, Prentice-Hall, 1979
9. Ross L. Finney et al, Calculus, Addison Wesley, 1995
10. E. J. Purcell and D. Varberg, Calculus with analytic geometry, Prentice-Hall
INC., 1987
11. Lynne, Garner: Calculus and Analytic Geometry, Dellen Publishing
Company
118
12. John A. Tierney: Calculus and Analytic, 4th edition, Allyn and Bacon, Inc. –
Boston.
13. Earl W. Swokowski: Calculus with Analytic Geometry, 2nd edition, Prindle,
Weber and Schmidt.
14. Goldstein, L. J., Lay D. C. , and Schneider D. I (1987). Calculus and its
applications, 4th, edn, Prentice-Hall, Inc, London
15. Kresying, Advanced Engineering Mathematics.
16. Alan Jeffry , Advanced Engineering Mathematics
CHAPTER 3
LIMITS AND CONTINUITY
Objectives:
By the end of this chapter, students will be able to:
Understand the formal definition of limit and continuity;
State some limit theorems;
Evaluate limits of functions;
Determine points of discontinuity of functions;
Apply Intermediate Value Theorem;
Introduction
The topic that we will be examining in this chapter is that of Limits. Limits are very
important in the study of calculus. We will be see limits in a variety of places once we
move out of this chapter. In particular we will see that limits are part of the formal
119
definition of the other two major topics. Here is a quick listing of the material that will be
covered in this chapter.
3.1 DEFINITION OF LIMIT
Objectives
At the end of this section, students should able to:
Define informal definition of limit;
Define formal definition of limit;
Use definition to show that the limit of at is L;
Find a non-existence of limit.
Definition 3.1: Let be defined on an open interval about except possibly at itself.
If gets arbitrarily close to (as close to L as we like) for all sufficiently close to
we say that approaches the limit as approaches and we write
which is read ―the limit of as approaches is ‖.
Essentially, the definition says that the values of ) are close to the number whenever x
is close to (on either side of ). This definition is ―informal‖ because phrases like
arbitrarily close and sufficiently close are imprecise: Their meaning depends on the
context.
Example 1: The behavior of a function near a point.
How does the function behave near x = 1?
Solution: The given formula defines ƒ for all real numbers except (since we
cannot divide by zero). For any x we can simplify the formula by factoring the
numerator and canceling common factors:
The graph of ƒ is thus the line with the point (1, 2) removed. This removed point is shown
as a ―hole‖ in Figure 3.1. Even though is not defined, it is clear that we can make the
120
value of ƒ as close as we want to 2 by choosing close enough to 1 and we say that
approaches the limit 2 as approaches 1 and we write,
The graph of is identical with the line except at where is not defined.
Example 2: The identity and constant functions have limits at every point. If is the
identity function , then for any value of (Figure 3. 2).
If is the constant function (function with the constant value k), then for any
value of (Figure 3.3)
121
Now that we have gained some insight into the limit concept, working intuitively with the
informal definition, we turn our attention to its precise definition. We replace vague
phrases like ―gets arbitrarily close to‖ in the informal definition with specific conditions
that can be applied to any particular example. With a precise definition we will be able to
prove conclusively the limit properties given in the preceding section, and we can establish
other particular limits important to the study of calculus.
To show that the limit of ) as equals the number L, we need to show that the gap
between ) can be made ―as small as we choose‖ if x is kept ―close enough‖ to
arbitrary number.
Definition 3.2 (Formal Definition of Limits)
Let be a function defined at each point of some open interval containing possibl at
itself,then umber L is the limit of as approaches (or is the limit of f at ) if for
every number there is a number such that
| | | | .
If is the limit of ) as approaches then we write
If such an can be found we say that the limit of at exists or that has a limit at or that
exists.
122
Let us look at the following graph and let us also assume that the limit does exist
What the definition is telling us is for any number that we pick we can go to our
graph and sketch two horizontal lines at as shown on the graph above.
Then somewhere out here in the world is another number 0. Which we will need to
determine that will allow us to add in two vertical lines to our graph at .
Now, if we take any in the vertical strip, between , then this will be
close to than either of and or | | . If we now identify the point on
the graph that our choice of gives, then this point on the graph will lie in the intersection
of the horizontal and vertical strip. This means that, this functional value of will be
close to than either of and or | | . So, if we take value of in the
horizontal strip then the graph for those values of will lie in the vertical strip.
Notice that there are actually an infinite number of ‘s that we can choose. In fact, if we go
back and look at the graph above it looks like we could have taken slightly large and still
gotten the graph from that horizontal strip to be completely contained in the vertical strip.
Example 1: Use the definition of limit to prove the following limit
Solution: We need to show that given then there exists such that
| | | |
To choose an appropriate we start with | | then we have
|5x- | | |
Now we can Choice
Assum | | and we have
123
| | | | =5| 2|
| |
Therefore,
Example 2: Show that
Solution: Let be given we need tofind a such that
| | | |
Equivalently,
if | | then | |
⁄
It is enough to let because
⁄ ⁄
if | | then | | |x|2 2
This proves that
Example 3: Prove that
Solution:
I. Guessing a value for .
Let be given, we have to find a number a >0 such that
if | | then | |
To connect | | with | | we write | | | | Then we want
if | | then | || | .
Notice that if we can find a positive constant C such that | | then
| || | | |
And we can make | | by taking | | . We can find such a number
if we restrict to lie in some interval centered at 3. Infact, since we are interested only
in values of that are close to 3, it is reasonable to assume that is within a distance 1
from 3, that is , | | then so Thus we have | |
, and so is a suitable choice for the constant But now there are two restrictions on
| | namely
| | and | |
To make sure that both of these inequalities are satisfied , we take to be the small of the
two numbers 1 and . The notation for this is , -
124
II. Showing that this works .
Given , let , - . If | |
Then | | | | (as in part I). We also have | |
, so
| | | || |
This shows that
Example 4: Show that θ θ θ
Solution: Referring to the quarter of the unit circle in figure 3.5, along with the
accompanying line segments, we see that | | . So that
| | | | for .
Since and hence | | | | it follows that | θ| |θ|
for .Consequently
| | | | …………………… (1)
Now let , let be any positive number less than both and . From (1), it follows
that if | | , then | | | | .
We conclude that
To show that , observe form figure 3.5 that
| | | | | | | | For . Since , it follows that
| | | | for ….…………………. (2)
Now let , let be any positive number less than both and . From (2) we find,
if | | , then | | | | . We conclude that
125
Next, we present an example of a function that does not have a limit at a certain point. For
a function f not to have a limit at a means that for every real number L, the statement ― is
the limit of at ‖ is false. What does it mean for that statement to be false?
Definition 3.3 (Negation of the Existence of a Limit)
― is the limit of at ‖ means that for every there is a number such that
if | | then | |
For this statement to be false there must be some such that for every it is false
that
if | | then | |
But to say that ( ) is false is the same, as to say that there must be a number such that
| | then | |
Thus to say that the statement is false is the same as to that there is some
such that for every there is a number satisfying
| | then | |
Example 5: Let be defined by
has no limit at 0.
Solution: Let be any number. We will prove that the statement ― is the limit of at ‖
is false by letting and showing that for any there is an satisfying
| | and | |
126
Let be any positive number. If , then we let and note that so
that
| | | | | |
If then we let ⁄ and note that so that
| | | | | || | | |
In either case we have shown that for any there is an satisfying
| | and | |
Therefore has no limit at .
Exercise
1. Use definition proves the following limits.
a)
b) √ =3 f)
c) √ √ If g)
d). h)
| |
i) * |√ √ | +
√ √
2. Find the number such that
a) If | | , then | | where
b) Repeat part (a) with
3.Let { . Prove that does not exist.
3.2 Basic Limit Theorems
Objectives
By the end of this section, students will able to:
State some limit theorems;
Find the limit of function by using limit theorems;
Apply Squeezing Theorem to find limits of some functions.
127
Even if we have developed important techniques of solving limit problems by using the
formal definition, by now we have realized that it is not that easy to use this definition to
solve each and every problem. Nevertheless, the student had encountered in his or her
earlier studies of calculus rather easy ways of evaluating limits by the help of different
rules. Here we state and prove some of them by using definition 3.2 and use those to
evaluate more complex limit cases.
Theorem 3.4:
i. If the limit of a function at exists, then this limit is unique.
ii. If and are both limits of at then
Theorem 3.5: Assume that l exist and c is any constant.
Then
1. [ ]
2. [ ]
3. .
4.
5. If exist then .
6. [ ] [ ] where n is a positive integer.
7.
8.
9. where n is a positive integer
10. √ =√ where n is positive integer (if n is even. We assume that a>0)
11. √ √ where n is positive integer (if n is even. We assume
that
Proof: We are going to proof only the first one the other properties are left as an exercise
to the reader.
Let
[ ]
Le t given. We want to find a positive number such that for all
| | |[ ]|
Regrouping terms, we get
|[ ] | | |
128
| | | |
By triangle inequality. Since there exists a number such that for
all x
| | then | |
Similarly, since , there exists a number such that for all x
| | then | | .
Let { } the smaller of if | | | |
So | | and | | hence | | . Therefore,
| | .
This shows that [ ]
Example 1: Evaluate the following limits and justify each step.
a. b.
Solution:
By law 1 and 2
=2 by 3
by 9,7 and 7
b. (by law 5)
(By 1, 2 and 3)
(By 9, 8 and 7
Direct substitution property
If is a polynomial or a rational function and is in the domain of . Then
A function with the direct substitution property is called continuous at However, not all
limits can be evaluated by direct substitution as the following examples show.
Example 2: Find
129
Solution: Let ⁄ . We can‘t find the limit by substitution
because isn‘t defined nor can we apply the quotient rule because the limit of the
denominator is 0. Instead, we need to do some preliminary algebra. We factor the
numerator as a difference of square:
The numerator and denominator have a common factor of . When we take the limit as
approaches 1, we have and so . Therefore, we can cancel the common
factor and compute the limit as follows:
=
Example 3: Find where
Solution: Here is defined at and but the value of a limit as
approaches 1 does not depend on the value of the function at 1, since
for , we have
Example 4: Evaluate the following limits.
a. √
Solution: a. by the sum theorem, we have
130
b. From the constant multiple theorems we find that.
√ √ √
c. By the product theorem and we conclude that
d. By the quotient Theorem along the results of part (a)and(c), we find that
Activitiy: Evaluate the following limits.
b) c) d)
Note:
Another widely used form equivalent to is
(1)
and this is obtained by replacing by .
Using the sum and constant multiple theorems and (1) we can show that the sine cosine
functions have limits at any number.
Example 5:Show that for any number a, and
Solution: Using the trigonometric identities
(2)
(3)
We will prove that and beginning with the sine
function, from (2) it follows that
For the cosine function we use (3) and find that
131
The other trigonometric functions also have the property that the limit at a point in the
domain by evaluating the function at . Thus
Although the quotient theorem does not guarantee the existence of , when
, sometimes it is still possible to evaluate such limits.
Theorem 3.6 (Substitution Theorem for limits)
Suppose for all in some open interval about with the
possible exception of itself. Suppose also that exists. Then
( ) .
Proof: Let Suppose =L, then there is a such that
if | | Then | | (1)
Since , there is a such that
if | | , then | |
By hypothesis, may be chosen so small that if | | , then f
Thus,
if | | | | .
Hence by (1) | ( ) |
Consequently ( )
Example 6: Find √
Solution: Let y is the expression since approaches 1 as x approaches 0, it
follows those y approaches 1, and we have
√ = √ 1.
Example 7:
Find
Solution: Let y is the expression . Since approaches as x approaches
. It follows that y approach , so we have
132
⁄ )= ⁄ = ⁄ =0
Activities :
Find the following limits
⁄ b) ⁄ √ c) √
Theorem 1.7 (squeezing theorem)
Assuming that for all x in the some open interval I about a
except possible itself. If , Then exists
Example 8: Show that .
Solution: We can consider as product of and , but we cannot use product
rule because does not exists, since the value of the function lies in the
interval [ ] it follows that
for
Multiplying by non negative number yeild
Let , and . Now,
and .
That is
.
Hence by Squeezing Theorem the limit of exists and
133
Therefore,
.
Example 9: Show that
=1
Solution: Using figure 3.8 we obtain the following equations which are valid for
.
Area of triangle OPA | || | .
Area of sector OPA (area of circle) .
Area of triangle OAT | || |
It is geometrically clear that
Area of triangle OAP area of sector OAP area of triangle OAT
Thus
so that
Separately, the first and the second inequalities yield
and (1)
Combining the inequality in (1) and use the fact that
and
we obtain
, for | |
Since it follows from the squeezing theorem that
exists and 1
134
Exercises
1. Given that
Find the limits if exist.If the limit does not exist, explain why.
a) [ ] d)
b) e) √
c) √ f)
2. Evaluate the limit and justify each step by indicating the appropriate limit laws.
√
a) e) √
b) f)
c) g) √
d) ( √ )
3. Evaluate the limit if it exists.
a) e)
b) f) √
c) g) ( )
√
d) h)
4. Find the limit, if it exists. If the limit does not exist, explain why.
135
a) | | e) ( | |
)
b) f) | |
| |
c) ( ) g) | |
and | |
| |
| |
d) h) | |
5. Let {
a) Find and
b) Does exist?
6. Let | |
. then find and
7. Use the squeeze Theorem to show that
√ b) c)
3.3. One Sided Limits
Objectives
At the end of this section, students will be able to:
Find one sided limit;
Find the right hand side limit;
Find the right hand side limit.
To have a limit L as approaches , a function f must be defined on both sides of and its
values f(x) must approaches L as approaches from either side. Because of
this,ordinary, limits are called two-sided.
If fails to have a two-sided limit at , it may still have a one sided limit, that is ,a limit if
the approaches is only from one side. If the approaches is from the right, the limit is right-
hand limit. From the left, it is a left-hand limit.
Example 1: one-side limit for simecircle
The domain of √ is [-2,2], its graph is the semicircle in figure 1.9, we have
√ and √
The function does not have a left hand limit at a right hand limit at x It
does not have ordinary two sided limits at either -2 or 2.
136
Definition 3.8:
a ) Let be defined on some open interval A number L is the limit of as
approaches from the right (or the right-hand limit of at ) if for every there
is a number such that
then | | .
In this case, we write .
b) Let be defined on some open interval A number L is the limit of ) as
approaches a from the left (or the left-hand limit of at ) if for every there is
a number such that
if – then | |
In this case we write
Thus the symbol and means that we consider only
respectively.
Example 2: Prove that √ =0
Solution: Let be given, here xo 0 and L 0, so we want to find a such that for
all implices |√ |< or
then √
137
Squaring both sides of this last inequality gives if
If we choose we have implices √ or implices
that |√ |
According to definition, this shows that √ =
Example 3: Show that ⁄ has no limit as approaches zero from either side.
Solution: As approaches zero its reciprocal, ⁄ , grows without bound and the values
of ⁄ cycle repeatdly from to . There is no single number L such that
function`s values stay increasing close to approaches zero. This is true even if we restrict
to positive values or to negative values. The function has neither a right-hand limit nor a
left-hand limit at
From figure 1.12 we see that ⁄ has neither a right-hand nor a left-hand limit as
approaches zero.
138
Theorem 3.9: Let be defined on an open interval about except possible at it self.
Then if and only if both one sided
limits, exists and
In this case
Example 1: Show that | |
Solution: Recall that
| | ,
Since | | | |
For , we have | | and so | |
Therefore, by Theorem 3.9
| |
Example 2: Let {
find .
Solution: since and by theorem 3.9 we have
Hence =5
| |
Example 3: Prove that does not exist.
| | | |
Solution : . And
139
Since the right and the left limits are different, it follows that from theorem 1.9 that
| |
does not exist.The graph of the function | |⁄ is shown in Figure
3.14 supports the one-sided limits that we found.
Example 4: The greatest integer function is defined by ⟦ ⟧ the largest integer
that is less than or equal to . (For instance, ⟦ ⟧ ⟦ ⟧ ⟦ ⟧ ⟦√ ⟧
⟦ ⟧ ). Show that ⟦ ⟧ does not exist.
Solution: The graph of the greatest integer function is shown in Figure 3.15
For we have.
⟦ ⟧
Since ⟦ ⟧ for we have ⟦ ⟧
Because of one side limits are not equal. ⟦ ⟧ does not exist by Theorem 3.9.
Exercises
1. Let {
Then evaluate the limit,if it exists.
140
a) b) c)
d) f
2. If n is an integer ,evaluate.
a) ⟦ ⟧ b) ⟦ ⟧ c) ⟦ ⟧
3. Which of the following statements about the function sketched in figure 3.16
are true, and which are false?
e) i)
f) j)
c) exists g) k) does not exist.
d) h) l)
3.4- Infinite limits, limit at infinity and asymptotes
Objectives
At the end of this section, students will be able to:
Find infinite limits;
Find limits at infinity;
Find infinite limits at infinity;
Use the limit to find asympotes of function.
3.4.1 Limit at Infinity
Now we consider the limit of as becomes larger and larger in absolute value. Here we
see precise definition of limit.
Definition 3.10
a) if for every there is a number M such that
if then | |
b) if for every 0 there is a number N such that
if , 141 | |
The symbol for infinity does not reprsent a real number. We use to describe the
behavior of a function when the values in its domain or range out grow all finite bounds.
For example, the function ⁄ is define for all (Figure 3.17). When is
positive and becomes increasingly large, ⁄ becomes increasingly small. When is
negative and its magnitude becomes increasingly large. ⁄ again becomes small. We
summarize these observation by saying ⁄ at infinity and negatve infinity.
Example 1: Show that ⁄ b ⁄
Solution: a. Let be given. We must find a number M such that for all ,
implices ⟨ ⟨ ⟨ ⟨
The implication will hold if ⁄ or any large positive number.This proves
⁄
b. Let be given. We must find a number N such that for all implices
⟨ ⟨ ⟨ ⟨ This implication will hold if ⁄ or any less than ⁄ . This
prove ⁄
Example 2: Show that and
Solution: Let To show that we must find an M such that
142
If then ⟨ ⟨ ⟨ ⟨ , but then if then
√
Therefore we let and conclude that
√
To show that we simple choose then and thus
√
if then ⟨ ⟨ ⟨ ⟨
This proves that
Definition 3.11: Horizontal Asymptote
A line is a horizontal asymptote of the graph of a function if either
or
In the above examples that is the horizontal asymptote of the graphs of ⁄ and
⁄ .
Example 3:
Let‘s begin by investigating the behavior of the function defined by .
As grows larger and larger you can see that the values of get closer and closer to 1
(figure 3.18). In fact ,it seems that we can make the values of as close we like 1 by
taking sufficient large.This situation is expressed symolically by writing
The curve illustrated in Figure 18 has the line as a horizontal asymptote because
143
Theorem 3.12 If is a rational number, then
if is a rational number such that is defined for all , then
To determine the limit of a rational function as , we can divide the numerator and
denominator by the highest power of in the denominator.Then depends on the degrees of
the polynomails involved. Example 4 Numerator and denominator of the same degree.
Example 4: Evaluate
and indicate which properties of limits are used at each stage.
Solution:
To evaluate the limit at infinity of any rational function ,we first divide both the numerator
and denominator by the highest power of that occurs in the denominator. (We may
assume that , since we are interested only in large values of ).
In this case the highest power of in the denominator is , so we have
( )
(by limit law 5)
( )
(by limit laws1,2 and 3)
Example 5: Evaluate
(√ )
144
Solution: Because both √ and are large when is large, it is difficult to see what
happens to their difference, so we use algebra to rewrite the function. We first multiply
numerator and denominator by the conjugate radical.
√
(√ ) (√ )√
√ √
now divide numerator and denominator by √ for
√ √
145
Theorem 3.13
If L, M and K are real number and
and , then
1. Sum Rule:
2. Difference Rule:
3. Product Rule:
4. Constant Multiple Rule:
5. Quotient Rule: , M
6. Power Rule: if r and s are integers with no common factors,s .then
⁄ ⁄
⁄
provided that is real number.(If s is even we assume that .)
Example 6: Using theorem 3.13
a. Sum rule
known limits
√
b. √ x
√ product rule
3.4.2 Infinite Limits at Infinity
The notation
is used to indicate that the values of become large as becomes large. Similar
meanings are attached to the following symbols.
Example 7: Find and .
Solution: When x becomes large, also becomes large, For instance.
146
In fact ,we can make as big as we like by taking large enough.
Therefore we can write
Similarly, when is large negative, so is . Thus
Definition 3.14. Let be a function defined on some interval . Then
Means that for every positve number M there is a corresponding positve number N
such that
If
Similar definition apply when the symbol is replace by
3.4.3 Infinite Limits
Infinite limits can also be defined in a precise way. Let us look again at the function
as the values of grow with out bound, that is
And as , the values of become negative, that is
Example 8: Find and
Geomeric solution: The graph of is the graph of shifted 1 unit to the
right (see Figure 3.21) therefore be haves near 1 exactly the way y behaves
near 0.
147
=
Example 9: discuss the behavior of th functions
a. near
b. near
Solution:
a. As appraoches zero from either side,the values of are positive and
become arbitrarily large.We write
b. The graph of is the graph of shifted 3 units to the left
(Figure 3.22).Therefore behaves near exactly the way behaves near 0.
148
Instead of requiring to lie arbitrarily close to a finite for all sufficiently close to ,
the definition of infinte limits require to arbitrarily far from the origin. Except for this
change, the langauge is identical with what we have seen before.
Definetion 3.15 (Precise definition of infinite limits).
Let be a function defined on some open interval that contains the number except
possible at itself. Then
means that for vevery positve number M there is positve number such that
whenver | |
This says that the values of can be made arbitrarily large (larger than any given
Number taking close enough to (within a distance , where depends on , but
with ). A geometric illustration is shown in Figure 3.23.
Given any horizontal line , we can find a number such that if we restrict to lie in
the interval but , then the curve lies above the line .
You can see that if a larger is chosen, then a smaller may be required.
Example 10: Use the definition to prove that
Solution: 1. guessing a value for . Given that , we want to find such that
Whenever | |
That is whenever | |
or | | whenever | | work
√
This suggests that we should take ⁄√ .
2. Showing that this works. If is given. Let ⁄√ . If | |
Then | |
149
Thus Whenever | |
Therefore, .
Definition 3.16: Let be a function defined on some open interval that contains
the number except possibly at itself. Then
means that for every negative number here is a positive number such that
Notice that the distance between a point on the graph of ⁄ and the y-axis approaches
zero as the point moves vertically along the graph and away from the origin
We say the line is the vertical asympote of the graph of ⁄ .
Definition 3.17: A line is a vertical asymptote of the graph of the function
if either or .
Remark: If a function has a vertical asymptote at then is not continuous at
Exercises
1. Determine the infinite limit.
b) c)
150
e) f) ⁄
i)
√
√
( √ )
2. Let P and Q be polynomials. Find
a) If the degree of P is less than the degree of Q
b) If the degree of P is greater than the degreeof Q
3. Use the definition to prove that
4. Find all vertical asymptotes .
a) f b) f
√
d) f e) f f)
3.5. Continuity; one- sided continuity
Objectives
At the end of this section, students will be able to:
Define continuity of a function;
Define one-sided continuity of a function;
Distinguish continuous function on any given interval.
We noticed that the limit of a function as approaches can often be found simply by
calculating the value of the function at . Functions with this property are called continuous
at . We will see that the mathematical definition of continuity corresponds closely with
the meaning of the word continuity in everyday language. (A continuous process is one that
takes place gradually, without interruption or abrupt change).
Definition 3.18 A function is continuous at a number if
151
Notice that definition 3.18 requires three properties if is continuous at
1. is defined (that is , is in the domain of )
2. exists.
3.
If a function is not continuous at a point c, we say that is discontinuous at c and c is a
point of discontinuos of .
A function is right-continuous (continuous from the right) at point in its
domain if . It is left-continuous(continuous from the left )
at c if . Thus a function is continuous at a left end point of its
domain if it is right -continuous at and continuous at a right end point of it is domain
if it is left continuous at A function is continuous at an interior point of its domain if
and only if it is both right-continuous and left-continuous at .
Example 1:
The function √ is continuous at every point of its domain ,[ ]
,including . Where is right-continuous, and where is left-continuous.
Figure 3.26 shows an example of function that is continuous at every point on its domain
152
Example 2: Figure 3.27 shows the graph of a function At which number is
discontinuous?
Solution: It looks as if there is a discontinuity where because the graph has a break
there. The main reason that is discontinuous at 1 is that is not defined.The graph
also has a break when , but the reason for the discontinuity is different. Here, is
defined , but does not exist (because the left and right limits are different). So
is discontinuouts at 3. What about Here, is defined and exist
(because the left and right limits are the same). But, So is
discontinuous at 5
Class activity
Where are each of the following functions discontinuous?
a. b. { if c. {
Definition 3.19 (One Sided Continuity)
i. A function is continuous from the right at a number f .
ii. A function is continuous from the right at a number f .
Example 3: At each integer n, the function ⟦ ⟧ is continuous from the right but
Definition 3.20 A functions is continuous on an interval if it is continuous at every
number in the interval. (If is defined only on one side of an end point of the interval,
we understand continuous at the endpoint to mean continuous from the right or
continuous from the left ).
153
A continuous functions need not be continuous on every interval. For example ⁄ is
not continuous on [-1,1] (Figure 3.28), but it is continuous at its domain .
The function ⁄ is continuous at every values of except . It has a point of
discontiniuty at .
Theorem 3.21: properties of continuous function at
If the functions and are continuous at then the following combinations are
continuous at
1. Sum:
2. Differences:
3. Product:
4. Constant multiple: for any number k
5. Quotients : ⁄ provided
⁄
6. Power: , provided it is defined on an open interval containig c,
where and are integer.
Proof: by the limit rules
To proof the sum property we have
sum rule theorem.
= continuity of at
=
This show that is continuous.
154
It follows from theorem 3.21 and definition 3. 20 that if and are continuous on an
intervals, then so are the functions if g is never zero 0) ⁄
Theorem 3.22
a. Any polynomial is continuous every where, that is continuous on
b. Any rational function is continuous wherever it is defined, that is continuous on
its domain.
Proof:
a. A polynomail is a function of the form:
are constants. We know that
(by law 7)
And
(by law 9)
This equation is precisely the statement that the function is a continuous
function. Thus by part 3 of theorem 3.21 the function is continuous.Since
is a sum of function of this form and a constant funcition. It follow from part 1 of the
theorem 3.21 that is continuous.
b) A rational function is a function of the form
where P and Q are polynomails.The domain of is { | }. We know
from part ( a) that P and Q are continuous every where. Thus, by part 5 of Theorem
3.21 is continuous at every number in D.
Example 4: Find
Solution: The function
is rational, so by theorem 3.22 it is continuos on it domain, which is , | -.
155
Another way of combining continuous functions and to get a new continuous function
is to form the composite function this fact is a consequence of the following theorem.
Theorem 3.23 If is continuous at and
Theorem 3.24 tells us that the composite of two continuous functions at a given number is
continuous.
Theorem 3.24
If is continuous at and is continuous at , then the composite given
by is continuous at
Example 5: where are the following functions continuous?
a) b)
Solution:
a. Let and , we have
Now is continuous on since it is polynomial and is continuous everywhere. Thus
is continuous on by theorem 3.24.
b. We know from theorem 3.22 that is continuous and
(because and continuous). Therefore by Theorem 3.24
is continuous, where it is defined. Now is defined when . So it
is undefined when and this is happened when . Thus is
discontinuous when is an odd multiple of and is continuous on the intervals between
these values.
Definition 3.25
a) A function is continuous on ,if it is continuous at every point in
b) A function is continuous on [ ], if it is continuous on , and is also continuous
from the right at and continuous from the left at b.
Exercises
156
1.Write an equation that expresses the fact that a function if continuous at the number
4.
2. If is continuous on ,what can you say about its graph?
3. a) From figure 3.29. State the number at which is discontinuous and explain why.
b) For each of the numbers stated in part (a) determine whether is continuous from
the right, or from the left ,or neither.
4. Determine whether is continuous or discontinuous at .if is discontinuous, determine
whether is continuous from the left at , is continuous from the right at .
√ √
| |
{
5. Find the values for the constant k, that makesthe following functions are continuous at
or continuous every where.
a) { b) {
{ d) {
e) {
6. If and are continuous functions with and [ ]
157
3.6- Intermediate value theorem
Objectives
At the end of this section, students will be able to:
State Intermediate value Theorem;
Use the intermedaite value Theorem to show that there is a root of the given
equation in the specified interval.
Functions that are continuous on intervals have properties that make them particularly
useful in mathematics and its applications. One of these is the Intermediate Value Property.
A function is said to have the Intermediate Value Property if whenever it takes on two
values, it also takes on all the values in between.
Theorem 3.26 (Intermediate Value Theorem)
Suppose that is continuous on the closed interval [ ] and let N be any number
between where . Then there exists a number c in
such that
The intermediate value Theorem states that a continuous function takes on every
intermediate value between the functional values and It is illustrated by Figure
3.30 below. Note that the value N can be taken on once [as in part (a)] or more than once
[as in part (b)].
If we think of a continuous function as a function whose graph has no hole or break, then it
is easy to believe that the intermediate value theorem is true. In geometric terms it says that
if any horizontal line is given between and as in Figure 1.32,
then the graph of cannot jump over the line.it must intersect somewhere.
158
The intermediatevalue theorem is not true in general for discontinuous functions.
One use of the intermediate value theorem is in locating roots of equations as in the
following example.
Example 1: Show that the expression has at least one root between 1
and 2.
Solution: Let we are lookig for a solution of the given
equation , that is a number c between 1 and 2 such that . Therefore ,we take
and by the theorem, we have
Thus ; that is is a number between .Now is
continuous since it is polynomial, so the intermediate value theorem says there is a number
c between 1 and 2 such that .
In other words, the equation has at least one root c in the
interval ,
159
Summary
I. Let be a function defined at each point of some open interval containing possibly at
itself, then a number L is the limit of as approaches (or is the limit of at ) if
for every number there is a number such that
| | then | | .
If is the limit of ) as approaches then we write
If such an L can be found we say that the limit of at exists or that has a limit at or
that exists.
II. For real number and and function
, right-hand limit
, left-hand limit
If , then it is said that has limit at
or the limit of exists at and is expressed as
If the limit of a function exist, then it unique.
III. Limit at and infinite limit
limit at infinity
In this case, the line is a horizontal asymptote of the graph of
, infinite limit
In this case, the line is a vertical asymptote of the graph of If , we have
, and
IV. A function is continuous at a point if:
V. If is continuous on[ ], and have opposite signs, then there is at
least one number such that
160
Review Exercises
1. Using Prove the following limits
a) b) c)
d) If then e) ( √ )
f)
√
2. Find the limits of the following.
a) Where and and where
b) c) d)
e) (√ √ )
√
f) g) (√ )
h)
3. Find two function and such that does not exist but
exists.
4. [ ] [ ] Then find
[ ], provided that the limits exist at
5. Explain why the function is discontinuous at the given number
a) | |
b) {
c {
6. Show that the number at which the function
is discontinuous?At which of these points is continuous from the right, from the left.
7. For what value of the constant c is the function continuous on (
161
8. Find the values of and that make continuous every where.
{
9. Show that is continuous on (
a) {
√
b) {
10.Use the intermedaite value Theorem to show that there is a root of the given equation in
the specified interval.
a) b) c) ,
d) √ e)
References
1. James Stewart, Calculus early trancedental, 6th ed., Prentice Hall, 2008
2. Howard Anton,Calculus a new horizon, 6th ed., John wiley and Sons Inc
3. Robert Ellis and Denny Gulick, Calculus with analytic geometry, 6th ed, Harcourt
Brace Jovanovich, Publishers, 5th ed, 1993
4. Adams, Calculus: A complete course, 5th ed, Addison Wesley, 2003
5. R. Wrede and M. R. Spiegel, Theory of advanced calculus, 2nd ed., McGraw-Hill,
2002.
6. A. E. Taylor and W. R. Mann, Advanced calculus, 3rd ed, John-Wiley and Son, INC,
1995.
7. R. T. Smith and R. B. Minton, Calculus concepts and connections, McGram-Hill book
company, 2006
8. D. V. Widder, Advanced calculus, Prentice-Hall, 1979
9. Ross L. Finney et al, Calculus, Addison Wesley, 1995
10. E. J. Purcell and D. Varberg, Calculus with analytic geometry, Prentice-Hall INC.,
1987
11. Lynne, Garner: Calculus and Analytic Geometry, Dellen Publishing Company
12. John A. Tierney: Calculus and Analytic, 4th edition, Allyn and Bacon, Inc. –Boston.
162
13. Earl W. Swokowski: Calculus with Analytic Geometry, 2nd edition, Prindle, Weber
and Schmidt.
14. Goldstein, L. J., Lay D. C. , and Schneider D. I (1987). Calculus and its applications,
4th, edn, Prentice-Hall, Inc, London
15. Kresying, Advanced Engineering Mathematics.
16. Alan Jeffry , Advanced Engineering Mathematics
CHAPTER-FOUR
DERIVATIVES AND APPLICATION OF DERIVATIVES
Objectives
At the end of this chapter, students will be able to:
Define the derivative and differntiability of a function;
Find the slope and the equation of the tangent line to the graph of a given function
at a given point;
State and prove some techniques of differntiation;
Compute the derivative of a given function;
To find higher order of derivative of functions.
Introduction
163
In this chapter,we will discuss the concept of tangent line and normal line to graph of a
function at a given point. With the concept of geometric interpretation of tangent line
to a curve at a point,we will see the formal definition of the derivative of a function at
point ,which will be followed by the derivative of a function at any point along with
the usual notations for the derivative. We will also duscuss the concept of
differentiablility and its relationship to continuity. We will also develop the Chain
Rule to find the derivative of composition of functions. we will also emphasize the
application of the derivative to graphing functions. We will learn how to determine
where the graph of a differentiable function rise and where it falls: where it has peak
and where it has valleys: where it curves upward and where it curves downward. The
concepts we will introduce have application not only to graphing functions but also to
problems in such widely varying areas.
4.1- Definition of derivatives; basic rules
Objectives:
At the end of this section, students will be able to:
Develop formulas to differentiate different types of functions;
Find the derivatives of functions using an appropriate method.
Definition 4.1: Let be a number in the domain of a function If
(1)
exists, we call this limit the derivative of at and write it , so that
(2)
If the limit in (2) exists, we say that has a derivative at and is defferentiable at or
that exists.
The derivative of a function at a point can also be defined as
if this limit exists.
Formula (3) is obtained by replacing by and by in formula (2).
Example 1: Find the derivative of the function at a number
Solution: From definition 2.1 we have
164
[ ] [ ]
Differentaible functions
The derivative of function may or may not exist at particular point . If the limit in (3) fails
to exist, say at we say is not differentaible at
Definition 4.2: Let a function be defined in open interval containig the point c. The
function is differentaible at c if and only if the derivative exists. If is differentaile
at every point of its domain we say simply that is differentaible.
Example 2: Let Then determine the set of values of for which is
differentaible.
Solution:
Let
Since this expression is defined for every real number , is defferentaible in the whole
real line.
Theorem 4.3: If differentaible at point , then it is continuous at
Proof: To prove that is continuous at , we have to show that .
We do this by showing that the difference approaches 0.
The given information is that is differentiable at , that is
exists. Now divide and multiply by (which we can do when )
165
Taking the limit on both side of equation, we get
[ ]
Therefore, is continuous at .
The converse of this theorem is not true ; that is ,there are functions that are continuous at a
point but not differentaible at that point.
Example 3: Show that the function | | is continuous at 0, but not differentiable at .
Solution: The function | | continuous at 0, since
| | | |
If we compute the derivetive, we obtain
| |
For
| |
And for
| |
| |
does not exists, because the right and the left hand side limits are not
equal. Therefore, is not differentaible at
Notation: Alternative notations for of a function , ,
etc.
Exircses
1. Find
a) b) c)
d) e) f) f(x
166
g)
√
h) √
2. Each limit represents the derivative of some function at some number . State such an
and in each case.
√
a) b) c) ⁄
d) e) f)
3. Determine whether
4. Given {
Show that :
a) is continuous for all values of
b) is differentiable for all value of
c) is not continuous at
Tangent Lines
Activity
Q1.What is a tangent line? a normal line?
Q2. Is any line that touches a curve at one point a tangent line?
For circle, tangency is striaght forward. A line L is tangent to a circle at a point P if L
passes through P perpendicular to the raduis at P (Figure 4.1). Such a line just touches the
circle. But what does it mean to say that a line L is tangent to some other curve C at a
Point P? Generalizing from the geometry of the circle, we might say that it means one of
the following:
1. L passes through P perpendicular to the line from P to the center of C.
2. L passes through only one point of C, namely P.
3. L passes through P and lies on one side of C only.
167
L Passes through P perpendicular to radius OP.
Most curves do not have centers, and a line we may want to call tangent may intersect C at
other points or cross C at point of tangency (Figure 4.2).
In this section, we make use of limit concept to find the equation of a line tangent to the
graph of a function at a given point.
Definition 4.4: The tangent line to the curve at the point is the line
through p with slope
(4)
provided that this limit exists.
Example 1:
Find an equation of the tangent line to the parabola at the point .
Solution: Here we have and , so the slope is
168
Using the point slope form of the equation of the line, we find that an equation of the
tangent line at is or
There is another expression for the slope of tangent line that is sometimes easier to use.
Let so that
So the slope of the secant line PQ is
See Figure 4.3 where the case is illustrated and Q is to the right of P. If it happened
that However, Q would be to the left of P.
Notice that as approaches approaches (because so that the expression
for the slope of the tangent line in definition 4.4 becomes
Example 2:
Find an equation of the tangent line to the hyperbola ⁄ at the point
Solution: Let ⁄ . Then the slope of tangent at is
169
=
Therefore, the equation of the tangent at the point (3,1) is
which simplifies to
Definition 4.5: The slope of the line tangent to the graph of the function at
is equal to
the derivative of at
The geometric interpretion of a derivative is shown in Figure 4.4.
If we use the point - slope form of the equation of a line, we can write an equation of the
tangent line to the curve at the point (
Example 3: Find the equation of the tangent line to the parabola at the
point (3,-6).
Solution: We know that the derivetive of at the number is
. Therefore, the slope of the tangent line at (3,-6) is
170
Thus, the equation of the tangent line to the parabola is:
Definition 4.6: Let be continuous at . If
Then we say that the graph of has a vertical tangent line at . In that case the
vertical line is called the line tangent to the graph of at .
Example 4:
⁄
Let . Show that the graph of has vertical tangent line at and find an
equation for it.
Solution: We observe that is continuous at 0 an d that
⁄
⁄
By definition 2.6 the graph has a vertical tangent line at and an equation of the
tangent is
Normal Lines
Definition 4.7: A line is said to be normal to a curve at point P, if it is perpendicular to the
tangent line at P.
If the tangent line has slope then the normal line will have slope , and the
equation of the normal line to the curve at is given by
171
It is clear that if the tangent line is horizontal then the normal lne will be vertical, and vice
varsa.
Example 5: Find the equation of the normal line to the function at
Solution: Let us compute the slope of the tangent line to the curve at . This is done in
the following ways.
= .
That is , so the normal line is will have slope , hence the equation
of normal line is
Or
Execises
1. Find the slope of the tangent line to the curve at the point
a) using definition 1
b) using equation 3
2. Find an equation of the tangent line to the curve given point.
a) ,
b) √ ,
c) ⁄ , (3,2)
d) ⁄ ,
3. a) Find the slope of the tangent to curve ⁄ at the point .
172
b) Find the slope of the tangent lines at the point whose x-coordinates ar
, and
4. Compute tangent line if it exists for each curve at the given value of a.
⁄
a) b) c) any
d) any e) f)
5. Find the equation of tangent line if it exists to the given curve at given point .
a) , b) , c) ,
d) √ , e) | |, f)
√
g) ,( )
6. Explian why there is no tangent line to the given curve at the given point.
| | ⁄
a) , b) √ , c)
d) | | e) | | f) ,
7. Find the equation for the normal line to the given curve at the given point.
⁄
a) , ( ⁄ ⁄ ) b) , c) √ , (
d) , e) ( f) √ , (√ √ )
Basic Rules of Derivatives
Here, we will discuss rules stated as theorems that help us differentiate combinations of
functions. The proofs of these theorems depend mainly on the appropriate limit theorems.
Rule 1 :Derivative of constant function.
If has the constant value , then
173
Example 1: Let
Similarly,
Rule 2: Power rule
If n is nonnegative integer and , then is defferentaible on the set of real
numbers and is given by
Proof: when , then thus is constant function , and
When n is any positive integer ,then we have form the definition of derivative
By the binomial expansion theorem, we have
so that [ ]
[ ]
[ ]
.
Therefore
Example 1: Let Then find .
Solution: By the power rule we obtain .
174
The power rule (general version)
If n is any real number , then .
Activities: Differentiate
a. b. √ c. d)
√
Rule 3: The constant multiple
If c is a constant and is differentaible function, then [ ] .
Proof: Let , then
[ ]
Example 2:
Rule 4 : Sum rule
If the functions and are differentiate at a point a, then so are and and
1 sum rule
difference rule
Proof
1. Using the limit theorem , we find that
Proof of 2 is similar with that of 1.
This can also be extended to finite number differetaible function as:
.
Class activities: Find the derivative of
175
a. b. c.
Rule 5 :The product rule
If are differentaible, then the product is differentailble, and
+
Proof: Let . We need to show that F is differentaible by finding its
derivative.
Now, and
Since is differentaible it is continuous so
Therefore by limit theorem ,we have +
Example 3:
a) Let then find
b) then find ,
Solution: a) Let and so that
By product rule, we have
+h = 2x
4 + =6
b) By product rule we have
Rule 6: The quotient rule
If are differentaibe at , and then ⁄ is differentaible at
⁄
[ ]
176
Proof : Since exists by hypothesis, it follows that is continuous at so that
, because by hypothesis.
Therefore, ⁄ is defined throught some open interval about , and the following limits
exist:
⁄ ⁄
⁄
. / . /
[ ] [ ] [ ]
Therefore,
⁄
[ ]
Example 4: . Then find .
Solution:
( )
Rule 7: Reciprocal rule
If is differentaible function, then is differentaible whenever it is defined, and
177
[ ]
Activities.
Differentaite the following function.
a. b. c.
We smmarize the differentiation formulas we have learned so far as follows.
1. 4. ( 7.
2.( 5. ( )
3.( f 6.
Exercises
1. Find the derivative of in two ways: by using the product Rule and
performing the multiplication first. Do your ansewrs agree?
2. Find the derivative of the function
√
√
In two ways:by using the Quotient Rule and by simplifing first. Show that your answers are
equivalent.Which method do you prefer?
3. Differentiate.
a) f)
b) g)
c) h) ( )
d) √ i) ( √ )
e) j)
4. Suppose that , and then find the following
values.
a) b) ⁄ c) ⁄
5. Suppose that . Find if
a) c)
178
b) d)
6. If , where ,Find .
7. If and find ( )⟨
8. Find equation of the tangent line and normal line to the given curve at the specified
point.
√
a) , b) , (
9. If f is a differentiable function, find an expression for the derivative of each of the
following functions.
a) c. b) d)
√
10. Let and ⁄ ,where F and G are the functions
whose graphs are shown.
Then find;
a) b)
11. Find equations of the tangent lines to the curve
That are parallel to the line .
12. a)Use the poduct Rule twice to prove that if and are differentiable,then
b) Taking in part (a), show that
[ ] [ ]
179
Derivatives of Polynomial Functions
The constant multiple rule, sum rule the difference rule can be combined with the power
rule to find any polynomial, as the following example.
Example 1: Given the polynomial function , its
derivative is given as
Example 2: Find the horizontal tangents of the curve
Solution: The horizontal tangent, if any, occurs at the points where
Now solve the equation
Thus, has any horizontal tangent at
the corresponding points on the curve are (0.2),(1,1) and (-1,1) see Figure 2.8.
Derivatives of Rational Functions
The Quotient Rule and the other differentiation formulas enable us to compute the
derivative of any rational function, as the next example illustrates.
180
Example 3: Let . Then
Derivatives of Trigonometric Functions
Activity
1. State and describe the basics of derivatives of trignometric functons.
2. Show that the derivative of is .
In this discussion, we will find the derivatives of all the trignometric functions. There are
six important formulas for differentiating trignometric functons.
Theorem 4.8:
The trignometric functons are differentiable whenever they are defined and
1. 4.
Proof:
1. Using the definition of derivative, we have ,
181
Notice that and
Therefore,
2. To show (3), we make use of the definition and the quotient rule.
3. similar with the proof of (3).
4. To prove (5),we use the fact that , and along with the reciprocal rule
( )
5. This can be shown in a similar manner as that of (5).
Example 4:
Differentiate the following functions.
a. b.
Solution:
a. Using the sum and product rule,we get,
(x)=2x
b. Use the product and the quotient rule , we have,
182
Exercises
1-24 Differentiate the given functions.
1. 2.
4. 5. 6.
7. 8. 9.
10. √ 11. 12.
13. 14 . 15.
16. 17. 18.
19. 20 . 21.
22. f(x)= 23. 24. √
25. prove that . 26. prove that .
27. prove that .
28. prove ,using the definitionof derivative,that if . Then
29-32 Find an equation of the tangent line to the curve at the given point.
29. , ⁄ 30. , 31. ,
32.
33. Let
a) Use the Quotient Rule to differentiate the function
b) Simplify the expression for f(x) by write it in terms of and and then find
c) Show that your answers to parts (a) and (b) are equivalent.
34. Suppose ⁄ and ⁄ and. Let and
. Then find ⁄ and ⁄ .
35. For what values of x does the graph of f have a horizontal tangent?
Derivatives of Exponential Functions
183
Let us try to find the derivative of the exponential function using the definition
of a derivative .
The factor does not depend on h, so we take it infront of the limit :
Notice that the limit is the value of derivative of at 0 . That is,
, we have shown that the exponential function is differentiable at 0,
and it is differntaible every where and
.
Example 5: Differentiate
Solution: Here the inner function is and the outer function is the
exponential function . So by Chain Rule ,
( )
We can use chain Rule to differentiate an exponential function with any base
let then and Chain Rule gives
( )
Because is a constant, we have the formula
Derivatives of Logarithmic Functions
In this section, we use implicit differentaition to find the derivatives of the logarithmic
function and in particular, the natural logarithmic function .
184
Proof: Let then Differentiating this equation implicity with
respect to and using formula (1) we get
and so
If we put in formula 1, then the factor on the right side becomes and
we get the formula for the derivative of the natural logarithmic function
By comparing formula 1 and 2 ,we see one of the main reasons that natural logarithms
(logarithms with base e) are used in calculus : The differentiation formula is simplest when
become In general , if we combine formula 2 with the chain rule we get
[ ]
Example 6: Differentiate
Solution: let and now by formula (3) we have
[ ]
Example 7: Find .
Solution: Using (3),we have
Example 8: Differentiate
Solution: Using formula 1 with , we have
Example 9: Find (x) if | |
Solution : Since {
It follows that
185
{
Thus (x) for all .
The result is
| |
Logarithmic differentiation
The calculation of deravative of complicated functions involving product, quotient, or
power can often be simplified by taking logarithms. The method used in the following
example is called logarithmic differntiation.
⁄ √
Example 10: differentiate
Solution : We take logarithms of both sides of the equation and use the law of logarithms
to simplify:
Diffentiating implicity with respect to gives
Solving for ⁄ , we get
( )
Because we have an explicit expression for , we can substitute and write
⁄
√
( )
Steps in logarithmic differentiation:
1. Take natural logarithms of both sides of an equation and use the laws of
logarithms to simplify;
2. Differentiate with respect to ;
3. Solve the resulting equation for
186
The Power Rule:
If n is any real number and , then
(x)
Proof: Let and use logarithmic differntiation:
| | | | | |
Therefore
Hence
Remark:
You should distinguish carefully between the Power Rule [ ] where the base
is variavble and the exponent is constant, and the rule for differentiating exponential
functions [ ] where the base is constant and the exponent is variable.
In general there are four cases for exponent and bases:
1. (a and b are constants)
2. [ ] [ ] (x)
3. [ ]
4. To find [ ] , logarithmic differentiation can be used, as in the next
example.
Example 11: Differenttiate √ .
Solution: Using logarithmic differentiation , we have
√
√
√
√
(√ ) √ (√ )
√ √
√ √
Another method is to write ( )
( √ ) ( √ ) √ (√ )
187
√ ( )
√
Activity:
⁄
Show that
Note:
If we put ⁄ in the above limit, then as and so an alternative
expression for is
( )
The Chain Rule
Suppose you are asked to differentiate the function
The differentiation formulas that we have learned so far do not enable us to
calculate . Observe that F is a composite function. In fact if we let
and and . We know how to differentiate both and , so it
would be useful to have a rule that tells us how to find the derivative of
in terms of the derivatives of and .
Theorem 4.9 (The chain rule)
If is differentiable at and is differentiable at . Then is differentiable at
, and
( )
188
The chain rule can be written in the form
( ( )) ( )
Example 1: Let . Find a formula for .
Solution: Let and Then , since
and we conclude that
Example 2 Find a formula for √ .
Solution: Let √ , √ and , so
and . By chain rule
√
√ ( ) √ √
Activity 3.10
Differentiate a) √ b) ( ) c)
The chain rule assumes a very suggestive form in the Leibniz notation.
Suppose the function and in the chain rule are already given and let
and . Then ( ) and .
Therefore
( ( ))
189
Or more concisely, (8)
If [ ] then we can write where . By using the chain
rule and the power rule we get
Therefore [ ]
If n is any real number and is differentiable then
(9)
Example 3: Let Find
Solution: Put and . Then from (8), it follows that
Example 4: Find if .
√
⁄
Solution: Let and √ . So, and
Then from (8) it follows that
( ) √
⁄
( )
⁄
( )
⁄
Example 5: Suppose the radius of a ballon varies with respect to time according to
the equation . Find the rate of change of the ballon‘s volume with respect to
time.
Solution: Let be the volume, then , while by assumption
Therefore (8) tells us that
190
The compound chain rule
Activity:
Find where √
Let ( ) and is differentiable at , differentiable
at and differentiable at . Since
first application of the chain rule yields
But
So,
Therefore,
(10)
In the formula, the derivative of at the number appears first, then the
derivative of at the number and finally the derivative of at the number .
Example 6: Let . Find and calculate ⁄
Solution: Let and
Then ,
From (9) we have
( )
In particular,
( ⁄ ) ( ⁄ ) ( ⁄ )
√ √
⁄ ( )
191
Exercises
1. Find the derivative of the function
⁄ ⁄
a. d) √
b. √ e)
√
c. f)
2. Write the composite function in the form . Then find
⁄
a. d)
√
b. e) √
c. √
3. Write the composite in the form of ( ) . Then find
⁄
a.
b.
c. √
4. Find an equation of the tangent line to the graph of f at the given point
a. at the point (0,1)
b. √ , find
5. If , where f'(5)=32 and g'(5)=6,
2 find
6. If ( ) where
and 6 find .
7. If √ where and find
4.2. Derivatives of Inverse Functions
4.2.1. Inverse Trigonometric Functions
192
s
193
194
195
4.2.2. Hyperbolic and Inverse hyperbolic Functions
Derivatives of Hyperbolic Functions
Certain combinations of exponential functions and occur in advanced application of
calculus. Their properties are similar in many ways to those of and , they have
the same relationship to the hyperbola that the trigonometric function have to the circle. For
196
this reason they are collectivelly called hyperbolic functions and individually called
hyperbolic sine and hyperbolic cosine and so on. We also define the rest of the
hyperbolic functions interms of these functions.
Definition 4.10:
The graphs of hyperbolic sine and hyperbolic cosine can be sketched using graphical
addition as in the Figure belows.
Note that has domain and range . While has domain and range [ ]
The hyperbolic functions satisfy a number of identities that are similar to well - known
trigonometric identities. We list some of them here and leave most of the proof as an
exercises.
Hyperbolic Identities
4.
Proof:
1. Trivial!
197
2. By definition, we have
( ) ( )
3. Trivial!
4. Left as an exercise
Derivatives of hyperbolic functions
We list the differentiation formula for the hyperbolic functions below. We prove (1) and
(2). The remaining proof are left as exercise.Obserbe that the analogy with the
differentiation formulas for trigonometric functions, but be aware that the signs are
different in some cases.
1. 4.
2. 5.
3. 8.
Proof:
( )
( )
Inverse of hyperbolic functions
It can be seen from their graphs that and are one-to-one functions and so they
have inverse functions denoted by and . But, is not one –to-one.
However, when restricted to the domain [ ] it become one-to-one. The inverse
hyperbolic cosine function is defined as the inverse of this restricted function.
iff
iff
iff
The remaining invese hyperbolic functions are defined similarly.
198
We can sketch the graphs of ,
Since the hyperbolic functions are definded in terms of exponential funfions ,it is not
surprising to learn that the inverse hyperbolic functions can be expressed in terms of
logarithms. In particular,we have :
Theorem 4.11:
1. ( √ )
2. ( √ )
3. | |
√
4. ,
Proof: To pove (1):
In order to derive a formula for we note that ,then by definition
Our aim now is to write as a function of x. Using the quadratic formula and the fact that
,we deduce that
√
√
We can find by taking natural logarithms in ( ) this yeilds
( √ )
Thus our formula for is
199
( √ )
The remaining proofs are left as an exercise.
Exercises
1. Differentiate the following function.
a) b) c)
d) e) ( ) f) √
g) h) √ i) [ ]
2. Find an equation of the tangent line to the curve at the given point.
a) b) ,
3. find the numerical value of the expression.
a) b) c). d)
e) f) g) ( √ )
4.Prove following function:
(a). (b)
(c). (d)
4.3. Higher Order Derivatives
Objectives:
After completion of this section, students will be able to:
Define the higher order derivative of a function
Understand the method of finding the higher order derivative.
If the derivative of a function is itself differentiable, then the derivative of is
denoted by and is called the second derivative of . As long as we have
differentiability, we can continue the process of differentiating derivatives to obtain
third, fourth, fifth and even higher derivatives of . The successive derivatives of
are denoted by
200
These are called the first derivative, the second derivative, the third derivative and so
forth. The notation of a derivative of arbitrary order is
and is read as order derivative.
Activity : Find
a) , where
b) ⟨ , where
Example 1: If . Find the successive
derivatives of .
Solution:
.
.
.
Example 2: Find a general formula for if and and
are differentiable at .
Solution: using the product rule differentiate
( )
Therefore,
Successive derivatives can also be denoted as follows:
201
[ ]
[ [ ]] [ ]
[ [ ]] [ ]
In general, we write
[ ]
(11)
which is read "the nth derivative of with respect to . "
When a dependent variable is involved, say Then the successive derivatives
can be denoted by writing
or more briefly
Example 3: Find the 27th derivative of
Solution: the first few derivative of are as follows:
We see that the successive derivatives occur in a cycle of length 4 and, in
particular whenever n is a multiple of 4. Therefore
202
and , differentiating three more times, we have
Exercises
1. Show that satisfies
2. Show that if , then satisfies the equation
3. find and
a)
b)
c)
d)
4. a) Use the Quotient Rule to differentiate the function
b) Simplify the expression for by writing it in terms of and
nd then find
c) show that your answers to part (a) and (b) are equivalent.
5. Suppose ( ⁄ ) and ( ⁄ ) and let and
find
a) ( ⁄ ) ⁄ .
4.4. Implicit Differentiation
Objectives:
At the end of this section, students will be able to:
Understand the implicit differentiation
Differentiate the functions using implicit differentiation
Up to now, we have been concerned with differentiating functions that are expressed in
the form , that is, functions that can be expressed in one variable explicitly.
Because the variable appears alone on one side of the equation. However, sometimes
203
functions are defined by equations in which is not alone on one side: For example,
the equation
is not of the form . However, this equation still defined as a function of
since it can be rewritten as
Thus, we say that (1) defines implicitly as a function of , the function being
The method of implicit differentiation consists of differentating both sides of the
equation with respect to and then solving the resulting equation for . In the
examples and exercises of this section it is always assumed that the given equation
determines implicitly as a differentable function of so that the method of implicit
differentation can be applied.
Example 1:
a) If find
b) Find an equation of the tangent to the circle at the point (3,4)
Solution:
a) Differentiate both sides of the equation
Remembering that is a function of and using the chain rule, we have
Thus,
Now we solve this equation for
b) At the point ) we have and , so
204
An equation of the tangent to the circle at (3,4) is therefore
or
Alternatively, solving the equation , we get √ . The point
(3,4) lies on the upper semicircle √ and so we consider the function
√ . Differentiating using the Chain Rule, we have
⁄
√
So,
√
and an equation of the tangent is
Example 2: Use implicit differentiation to find if
Solution:
( )
Solving for we obtain
Activity.
a) Use implicit differentiation to find for the equation
b) Find an equation for the tangent line to the equation
at the point . 205
Example 3: Using implicit differentiation, find if
Solution: Differentiating both sides of with respect to x implicitly yields
Again applying implicit differentiation for the second time, we get
Example 4: Use implicit differentiation to find if
Solution: Differentiating both sides of implicitly yields
from which we obtain
(1)
Differentiating both sides of (1) implicitly yields
⁄
(2)
Substituting (1) into (2) and simplifying using the original equation, we obtain
⁄
Example 5: Find if
Solution: Differentiating implicitly we get
206
Exercises
1. Find
a) d)
b) e) √
c) √ f) √
2. Find by implicit differentiation.
a) f)
⁄
b) g)
c) h)
d) √ i) √
e)
3. Find the slope of the tangent line to the curve at the given points in two ways:
first by solving for interns of and differentiating and then by implicit
differentiation.
a) ( )
√ √ √ √
b)
4. Find an equation of the tangent line to the hyperbola
at the point
5. Find the value of a and b for the curve if the point (1,1) is on
its graph and the tangent line at (1,1) has the equation
207
4.5. Applications of Derivatives
Objectives:
On completion of the section, students will be able to:
Define the extreme value of a function
Differentiate the relative and absolute extreme value of a function
Calculate the relative maximum and minimum value of a function
Calculate the absolute maximum and minimum value of a function
Understand the Mean Value Theorem;
Solve problems using Mean Value Theorem.
Apply derivatives to determine the intervals on which a given function is
increasing and decreasing.
Apply derivatives to determine relative extremes
Define concavity of functions;
Identify where a graph of a function is concave upward and concave
downward;
Define inflection points.
Sketch the graph of a given function.
In this section , we will give emphasize the application of the derivative to graphing
functions. We will learn how to determine where the graph of a differentiable function
rise and where it falls: where it has peak and where it has valleys: where it curves
upward and where it curves downward. The concepts we will introduce have
application not only to graphing functions but also to problems in such widely varying
areas.
4.5.1. Extreme Values of Functions
Some of the most important applications of differential calculus are optimization
problems, on which we are required to find the optima (best) way of doing something.
Definition 4.12: A function is said to have an
a. Absolute maximum (or global maximum) at the point on an interval if
is the largest value of on : that is . The number
is called the maximum value of on
208 .
b. Absolute minimum (or global minimum) at the point on if is the
smallest value of on : that is for all in . The number
If has either an absolute maximum or absolute minimum on at , then is said to
have an absolute extreme on at .
As it is illustrated in figure 3.1, there is no guarantee that a function will have
absolute extrema on given interval.
209
Part (a)-(e) of figure 4.12 show that a continous function may or may not have relative
maximum or minimum on an infinite interval or on a finite open interval. However,
theorem 4.14 will show us that a continous function must have both an absolute
maximum and an absolute minimum on every finite closed interval(see part (f) of
figure 4.12)
Definition 4.13 A function has a local maximun (or relative maximum)
at if
when is near [this means that
for all in some open interval containing ]. Similarly,
Example 1. If then because for all therefore
has
is the absolute (and local) minimum value of . this corresponding to the
local minimum at if when is near .
fact that the origin is the lowest point on the parabola (see figure 4.13)
however, there is no highest point on the parabola and so this function has no
maximum value.
Figure 4.13 shows an example of a function which has minimum value and no
maximum value.
Example 2. the function is continous, and hence is guaranteed to have
both an absolute maximum and an absolute minimum on every finite closed interval
and, in particular, on the interval [ ] the absolute minimum occures at and the
absolute maximum occurs at at which points the absolute minimum and
maximum values are and .
Finding absolute extrema on finite closed intervals:
The Extreme Value Theorem is an example of what mathematicians call an existence
theorem. Such theorems state conditions under which something exists, in this case
210
absolute extrema. However, knowing that something exists and finding it are two
separate things, so we will now address the problem of finding the absolute extrema.
Theorem 4.14 (The Extreme Value Theorem)
If is continuous on a closed interval [ ], then attains an absolute maximum value
and an absolute minimum value at some numbers and in [ ].
Definition 4.15: A critical number of a function is a number in the
domain of such that or doesn‘t exist.
Example 3: Find the critical number of .
Solution: . Now,
.
Thus, is the only critical number of the given function.
Theorem 4.16: If has an absolute extremum on an open interval then it must
occur at a critical point of .
Steps to find the extreme value of a function on an interval (a, b):
1. Compute the value of at all the critical points in
2. Compute the value of at the end points snd .
3. Compare the results in and . The largest of those values is the
maximum value of on [ ] the smallest of those values is the
minimum value of on [ ].
Example 4: Let . Find the extreme value of on [ ] and determine at
which numbers in [ ] they occur.
Solution: First we find the critical point has extreme values because it is continuous
on [ ], since is differentiable,
√
.
211
√ √
Since is not in the interval [ ], the only critical number in our focus is .
We compute the corresponding value of ,
√
( ) √
Consequently, the minimum value of on [0,1] is 0 and it occurs at 0 and 1. The
√
maximum value of f on [0,1] is √ and it occurs at .
Example 5: Let Find the extreme value of on [2,4] and determine at
which numbers in [2,4] they occur.
√
Solution: From example 4, the critical point is , therefore for
all in . Hence the extreme value of on [2,4] must occur at the end points of the
interval. Since , we conclude that is the maximum value
and occurs at , whereas is the minimum value and occur at .
Example 6: Find the extreme value of , on [ ]
Solution:
or
or
But is not in [ ] so
We compute the corresponding value of
So, the maximum value of on [ ] is , and it occurs at and the minimum
value of on [ ] is , and it occurs at .
Activity
⁄
a) Find the critical number of the function:
b) Find the absolute maximum and absolute minimum value of f on the given
interval 212 [ ]
Example 7: A landowner wishes to use mile of fencing to enclose a rectangular
region of maximum area, what should the lengths of the sides be?
Solution: Any rectangular region the landowner could enclose must have a length
and width (figure 4.14)
since the perimeter is to be (miles), we have Rectangle with 2 miles
perimeter
for and .
Figure 4.14
Therefore, , so the area of the rectangle can be written as a function of
alone.
for
The problem has been reduced to finding the maximum value of on [ ], since
and thus only when , can have its maximum value
on [0,1] only at 0, or 1. But
( ) and
Thus the maximum value of occurs for (mile) (see figure 3.4 ); since
the value of y corresponding to is also (mile). Consequently, the fence
should enclose a square region of area ( ) (square miles).
Exercise .
1. Find all critical points (if any) of the given function
a) d)
b) e)
213
c) f)
2. Find all extreme values (if any) of the given function on the given interval.
Determine at which number in the interval these value occur
a) [ ]
b) [ ]
c) [ ]
d) [ ]
⁄
e) [ ]
3. If a and b are positive number , find the maximum value of
4. Assume that is defined on [ ] and that . prove that is the
maximum value of on [ ] if and only if is the minimum value of on
[ ]
4.5.2. Mean - Value Theorem
Theorem 4.17 (Rolle’s Theorem)
Let be continuous on [a, b], and differentiable on . If then there
is a number c in (a, b) such that
Theorem 4.18 (The Mean Value Theorem)
Let be a function that satisfies the following:
1. is continuous on the closed interval [ ]
2. is differentiable on the open interval
Then there is a number in such that
(1)
214
or, equivalently,
(2)
Proof: We introduce an auxiliary function that allows us to simplify the proof
by using Rolle‘s Theorem. The function is defined by
* +
(see figure 4.15), now is continuous on [ ] and differentiable , since is a
simple combination of , constant functions and a linear functions. Substituting in the
equation above, we find that
So, that by Roll‘s Theorem there is a number c in such that
However, for and thus
Solving for , we obtain
Example 1. Let . Find a number c in (-1,3) such that
215
Solution: since
We see a number c in (-1,3) such that . But
So that,
Since , we conculude that .
Applications of the Mean Value Theorem
The Mean Value Theorem is one of the most important results in calculus. We will
use it now to prove two very different theorems; the first implies that if two functions
have identical slopes at each number in an interval; then the functions differ by a
constant on that interval.
Theorem 4.19
a) Let be contionous on an interval . If for each interior point of ,
then is constant on .
b) Let and be contionous on an interval . If for each interior
point of , then is constant on . In other words, there is a constant such
that for all in
Proof:
To prove (a), let and be arbitrary numbers in with . By the Mean Value
Theorem there is a number in such that
(1)
by assumption and thus (1) reduce to
Therefore, .
216
It follows that assigns the same value at any two points in , so is constant on .
To prove (b), notice that
So satisfies the conditons of point (a). consequently is constant on . in
other words, there is a constant such that for all in .
If is a function defined on an interval , then any function such that
for each in is called an antiderivative of ( since f is the derivative
of on )
Example 2: Find the antiderivatives of the function .
Solution: tan x is an antiderivative of , so the antiderivatives of have the
form , where c is any constant.
Example 3. Let be suchthat and . Determine the function
Solution: Since and are both antiderivatives of , by theorem () (b) there
is a constant such that
For the appropriate constant c. to determine c, we use the assumption that ,
which yhields
therefore 2 and hence
Exercises:
217
1. Let , where A, B, and C are costants with . Show that
for any interval [a, b], the number c guaranteed by the Mean Value Theorem is
the mid point of [a, b].
2. Let | |. Show that , but there is no number c in (-2, 2) such
that . Does this result contradict Rolle’s Theorem? Explain.
Increasing and Decreasing Functions
The main singificance of the Mean Value Theorem is that it enables us to analyze the
nature of graphs of functions. Our immediate use of this principle is to prove the basic
fact concerning increasing and decreasing functinos. But, before stating the theorem let
us see the following definitions.
Definition 4.20: A function is said to be increasing on an interval provided that
whenever and are in I and
The function is strictly increasing on I provided that whenever x and z are
in I and .
Definition 4.21: A function is said to be decreasing on an interval provided that
whenever and are in I and
The function is strictly increasing on I provided that whenever x and z are
in I and .
Theorem 4.22: Let be continuous on an interval and differentiable at each interior
point of
a. If at each interior point of then is increasing on . Moreover, is
strictly increasing on I if for at most a finite number of points in I.
b. If at each interior point of then is decreasing on . Moreover, is
strictly decreasing on I if for at most a finite number of points in I
Definition 4.23: A function is either increasing or decreasing is called
monotonic function.
218
Example 1: Let On which interals is strictly increasing
and strictly decreasing.
Solution: For all x, we have
Thus, is positive except for . It follows that is strictly increasing on
.
Example 2: Let . On which interval is incerasing and
on which it is decerasing.
Solution: For all x, we have
Using sign chart Method to know where and where .this depends
on the sign of the three factors of , namely, .
From figure 3.6, we conclude that decreasing on and
and increasing on .
Exercises:
Find the intervals on which the given function is strictly increasing and those on
which it is strictly decreasing.
1.
2.
3.
4.
4.5.3. The First and Second Derivative Tests
219
i. If a continuous is increasing on the portion of an interval I to the left of c
and decreasing on the portion to the right of c, then is the maximum
value of on I.
ii. If a continuous is decreasing on the portion of an interval I to the left of c
and increasing on the portion to the right of c, then is the minimum
value of on I.
First Derivative Test
The derivative changes from positive to negative at c if there exists some number
such that for all in and for all in .
The definition of changes from negative to positive at c, results from replacing
by and vice versa.
⁄ ⁄
Example 1: Let . Determine where changes from positive to
negative and where it changes from negative to positive.
Solution: First we find the derivative of f
⁄ ⁄
Since when and doesn‘t exist when or . To
determine where changes sign, we assemble the chart
Consequently, changes from negative to positive at 0 and from positive to negative
at 4. But at 6 the sign doesn‘t change (negative to negative)
Theorem 4.24 (First Derivative Test)
Suppose that is a critical number of a continuous function on an interval
220
a. if changes from positive to negative at , then has a relative maximum at
b. If changes from negative to positive at , then has a relative minimum
value at .
c. If doesn‘t change sign at , (that is is positive on both sides or negative
on both sides), then has no relative maximum or minimum at .
Example 2: Let . Show that has a relative maximum
at -2 and a relative minimum value at .
Solution: First we find the derivative of
( )
To determine where changes the sign
Consequently, changes frome positive to negative at -2 and frome negative to
positive at ⁄ . Thus the first derivative test implies that f has a relative maximum
value at , similarly, has a relative minimum value at ⁄ .
Together, the First Derivative Test and theorem (4.22) can help us sketch the graph of
a function . The procedure is as follows. We compute the derivative of and
examine it:
1. From theorem 4.24, if for all in an interval , then is increasing
on , whereas if for all in an interval then is decreasing on the
interval (figure 4.18(a))
2. From the First Derivative Test, if changes from positive to negative at ,
then has a relative maximum value at , if changes from negative to
positive at , then has a relative minimum value at . (figure 4.18(b)).
221
Example 3: Let . Sketch the graph of .
Solution: First we find the derivative of
[ ]
Since when or we determine the sign change at each of
these points.
From figure 4.19, is strictly increasing on the interval [ ] and [ and strictly
decreasing on the intervals ] and [ ]. We also find that changes from
negative to positive at 1 and 3 and from positive to negative at 2. As a result, the first
derivative test implies and are relative minimum value and
is relative maximum value. Figure 4.20 shows the graph of .
222
Theorem 4.25 (Second Derivate Test )
Assume that
a. If then is a relative maximum value of .
b. If then is a relative minimum value of .
If then from this test alone we cannot draw any conclusion about a
relative exterme value at .
Example 4: Let . Using the Second Derivative Test, find the
relative exteme value of .
Solution: By differentiation we obtain
and
Therfore when or . Since
an
We know from the second derivative test that is a relative maximum value
of , whereas is relative minimum value of .
Example 5: Use the Second Derivative Test to determine the relative extreme values
of the function
Solution: Differentiating with respect to we get
and
Now,
223
Thus is the only critical number of . More over, . Therefore,
by the Second Derivative Test relative maximum value.
⁄ ⁄
Example 6: Sketch the graph of the function
Solution: changes from negative to positive at 0, is a relastive
⁄
minimum. Since changes from positive to negative at 4, is a relative
maximum. The sign of doesn‘t change at 6, so there is no minimum or maximum
there.
⁄
And ⁄ ⁄
, for all we have for and
0for all .
Figure 4.21
Exercise
1. Determine the value of c at which changes from positive to negatiove or
frome negative to positive.
a.
b.
c.
d.
224
2. Use the first derivative test to determine the relative extreme values(if any)
of the function
a.
b.
c.
e.
3. Use the second derivative test to determine the relative extreme value of
the function
a.
b.
d.
c.
4. Suppose is contionous on
a. If and . What cann you say about ?
b. If and . What cann you say about ?
Applications of Extreme Values
To solve many applied problems, one needs to find a maximum or minimum value of a
suitable function on an interval I. Recall from the Extreme Value Theorem that if is
continuous on a closed, bounded interval [ ], assumes a maximum and a
minimum value. Moreover thes values can be assumed only at the end points a and bof
the interval or at critical points in . The following examples illustrate this idea.
Example 1: A farmer has 2400 ft of fencing and wants to fence off a rectangular field that
borders a straight river. He needs no fence along the river. What are the dimensions of the
field that has the largest area?
Solution: In order to get a feeling for what is happening in this problem, let‘s experiment
with some special cases.
We see that when we try shallow, wild fields or deep, narrow fields, we get relatively small
areas. It seems plausible that there is some intermediate configuration that produces the
225
largest area. Figure 4.22 shows the general case. We wish to maximize the area A of the
rectangle. Let and be the depth and width of the rectangle in feet. Then we express A in
terms of and :
We want to express A as a function of just one variable, so we eliminate by expressing it
in terms of x. To do this we use the given information that the total length of the fencing is
2400 ft. Thus
From this equation, we have , which gives
Figure 4.22
Note that and (otherwise A < 0). So the function that we wish to
maximize is
The derivative is , so to find the critical numbers we solve the equation
Which gives . The maximum value of A must occur either at this critical number
or at an end point of the interval. Since , , and ,
the closed interval method gives the maximum value as .
Therefore, the rectangular field should be 600 ft deep and 1200 ft wide.
Example 2: Find the two nonnegative numbers whose sum is 18 and whose product is as
large as possible.
Solution: Let and be positive numbers such that with
. Let the product be . Then,
226
.
Now, is the critical number of A. From this we have
and
Thus, by the closed interval method, we have that is the largest possible
product of the numbers and
Related Rates
In this subtopic, we are going to study problems involving variables that are changing with
respect to time. If two or more such variables are related to each other, then their rates of
change with respect to time are also related.
For instance, suppose that and are related by the equation . If both variables
are changing with respect to time then their rates of change will also be related by the
equation
Example 3: Given .Find
a. The rate of change of with respect to
b. The rate of change of with respect to .
Solution:
a. In this case we assume is differentiable with respect to .
Thus,
b. Similarly
227
Example 4: A ladder 10 ft long rests against a vertical wall. If the bottom of the ladder
slides away from the wall at a rate of 1 ft per second, how fast is the top of the ladder
sliding down the wall when the bottom of the ladder is 6 ft from the wall?
Solution:
We first draw a diagram and label it as in the figure. Let feet be the distance from the
bottom of the ladder to the wall and y feet the distance from the top of the ladder to the
ground. Note that x and y are both functions of time t measured in seconds.
We are given that ⁄ and we are asked to find when . In this problem,
the relationship between x and y is given by the Pythagorean Theorem:
Differentiating each side with respect to t using the chain rule, we have
and solving this equation for the desired rate, we obtain
When , the Pythagorean Theorem gives and so, substituting these values we
have
⁄ ⁄ .
228
The fact that is negative means that the distance from the top of the ladder to the
ground is decreasing.
Example 5: A water tank has the shape of an inverted circular cone with base radius 2m
and height 4m . If water is being pumped in to the tank at a rate of 2 ⁄ , find the rate
at which the water level is raising when the water is 3m deep.
Solution:
Let V, r, and h be the volume of the water, the radius of the surface, and the height of the
water at a time t, where t is measured in minutes.
We are given that 2 ⁄ and we are asked to find when h is 3m. The given
quantities are related by the equation
V=
Now, implies that . Thus,
V= ( ) .
Now we can differentiate each side with respect to t:
so
Substituting h = 3 and 2 ⁄ , we have
The water level is rising at a rate of ⁄ .
229
Example 6: Air is being pumped into a spherical balloon at the rate of 4.5 ⁄ . Find
the rate of change of the radius when the radius is 2cm.
Solution: Let r be the radius of the sphere, then the volume V of the sphere is given by
Example 7: The radius r of a circle is increasing at a rate of 3cm/min. Find the rate of
change of the area when r = 8cm.
Solution: If A is the area of the circle and r is its radius, then
A=
Exercises
1. Find two real numbers whose difference is 16 and whose product is as small as
possible.
2. Find the area of the largest rectangle that can be inscribed in a semicircle.
3. A metal box (without top) is to be constructed from a square sheet of metal that is
10m on a side by first cutting square pieces of the same size from each corner of the
sheet and then folding the sides. Find the dimensions of the box with largest
volume.
4. A cylindrical can is to be made to hold 1 L of oil. Find the dimensions that will
minimize the cost of the metal to manufacture the can.
5. A ladder 5m long rests against a vertical wall. If the bottom of the ladder slides
away from the wall at a rate of 0.25m/sec, how fast is the top of the ladder sliding
down the wall when the bottom of the ladder is 3m from the wall?
4.5.4. Concavity and Inflection Points
Definition 4.26: Let be differentiable at and let be the line tangent to the graph
of at ( )
230
a. The graph of is concave upward at ( ) if there is an open interval
about c such that if is in and then lies above .
b. The graph of is concave downward at if there is an open interval
about c such that if is in and , then lies below .
c. The graph of a function is concave upward (respectively concave
downward) on an open interval I if it is concave upward (respectively concave
downward) at for each in I.
Notice from figure 4.25 (a) that the graph of lies below all its tangents and the slopes
of the tangents decrease from left to right. Thus, the graph is concave down ward.
Similarly, the graph of in figure 4.25 (b) lies above all its tangents. Thus it is
concave upward.
A point where a curve changes its direction of concavity is called an inflection point.
Theorem 4.27 (concavity test)
Assume that exist on an open interval I
a. If for all in , then the graph of is concave upward on .
b. If for all in , then the graph of is concave downward on .
Example 1: Let . Find the interval on which the graph of is
concave upward and those on which it is concave downward. Then sketch the graph of
f.
Solution:
231
and that is a relative minimum value of f. Now we determine the sign
of .
From figure 4.26 and theorem 4.27 we deduce that the graph of is concave upward
on and ⁄ and is concave downward on ⁄ . From this information
we conclude the graph of is as shown in figure 4.27.
Activity
Discuss the curve with respect to concavity,
inflection point and relative maximum and minimum. Use this information
to sketch the curve.
Assume that exists and is continuous on an interval containing c. Assume also that
the graph of f has an inflection point at ( ) there is a change of concavity at
( ). Because of the continuity of it is possible to show that . Thus
we are led to the following method of finding inflection points:
1. Find the values of c for which .
232
2. For each value of c found in step 1, determine whether changes sign at c.
3. If changes sign at c, the point ( ) is an inflection point.
Example 2: Let . Find the inflection points of the graph of .
Solution: The derivatives of are
Since and changes sign at 0, the point ( ) is the only
inflection point of the graph of f.
Exercises
1. Find the interval on which the graph of the function is concave upward
and those on which it concave downward. Then sketch the graph of the
function.
a.
b.
c.
d. √
e.
2. Find the interval of concavity and the inflection points
a.
b.
c.
3. Let with . Show that the graph of f
has exactly one inflection point and find it.
4. Suppose is continuous on
a. If and . What can you say about ?
b. If and . What can you say about ?
233
5. Suppose the derivative of function is
.
On which interval is f increasing?
Curve sketching
As we have seen throughout chapter three, a knowledge of derivatives is very
important in sketching graphs of functions. In this section we collect the method we
have encountered for sketching graphs and we illustrate their uses.
Table 4.1 lists the items that are must important in graphing a function.
Table 4.1
Property Test
has intercept
has intercept
Graph of is symmetric with
respect to {
has a relative maximum value at
{
has a relative minimum value at
{
is strictly increasing on an open for all except finitely many in
interval
is strictly decreasing on an open for all except finitely many in
interval
Graph is concave upward on an for all in
open interval
Graph is concave downward on for all in
an open interval
is an inflection point of changes sign at ( and usually )
the graph of
has a vertical asymptote or
has a horizontal asymptote or
Example 1: Let . Sketch the graph of
234
Solution:
intercept
, so the y –intercept is 2.
intercept
it is false for all so has no intercept.
Symmetry:
so the graph of is symmetric with respect to −axis.
Extreme
and
Since for all and for all , it follows that is
strictly increasing on and strictly decreasing on , so that
is the maximum value of .
Concavity
Now we display the sign of
From figure 4.28 , the graph is concave upward on √ and on √
and it is concave downward on ( √ ) and √ .
Asymptote
235
Which means that - axis is a horizontal asymptote of the graph.
We are now ready to sketch the graph of shown in figure 3.20
Activity
Skecth the graph of
Exercises
1. Skecth the graph of the given function noting all relevant proberties listed
in table3.1.
a.
b.
c.
d.
2. Skecth the graph of the given equation
a.
b. c.
Summary
The function is said to have a derivative at point if
or exists.
The slope of a function means the derivative of a function.
The equation of a tangent line to the curve at a point
is where is the slop.
236
If the derivative of a function is exist at each point in its domain then
we say that a function is differentiable.
If is differentiable at then f is contionous.
A function is differentiable on [ ] if it is differentiable on
and if the left and right sided limit are exist.
Differentiation rule: if and are differentiable function and c be any
constant number then:
( )
A function is said to have an absolute maximum on an interval at
the point if , is called the maximum value of
on .
A function is said to have an absolute minimum on an interval at
the point if , is called the minimum value of
on
If has either an absolute maximum or minimum at then is said
to have an absolute extremum on at .
A function is called increasing on an interval if
whenever in
A function is called decreasing on an interval if
whenever in
A function is monotonic if it is either increasing or decreasing function.
A critical number of a function is a number in the domain of such
that doesn‘t exist.
If on an interval then is increasing on .
237
If on an interval then is decreasing on .
If changes from positive to negative at , then has a relative
maximum at Were c is a critical number.
If changes from negative to positive at , then has a relative
minimum value at . Where c is a critical number.
If then is a relative maximum value of . Where c is a
critical number.
If then is a relative minimum value of . Where c is
a critical number.
If for all in , then the graph of is concave upward on .
If for all in , then the graph of is concave downward on .
Review exercises
1. Find the derivative of the following function at
⁄
a. √ c. ⁄
b. d.
2. Find
a. √ c.
b. √ d.
3. Find the equation of the tangent line at the given point.
⁄
a. c.
b. d.
4. Find by implicit differentiation
a. (√ )
b.
c. √ √
238
5. Assume that and are differentiable function of . find in terms of
and
a. b.
6. Let be differentiable at and let . Show that
7. What is the equation of a tangent line to the parabola at
8. If √ , find
9. If , find
10. If find
11. Find the relative extreme value of the function on the given interval.
Determine at which numbers in the interval they are assumed.
a. [ ]
b. √ [ ]
⁄
c. [ ]
d. [ ]
12. Find the critical points of the given function
a. √
⁄
b.
13. Use the first derivative test or the second derivative test to determine the
relative extreme value of the function
a.
b.
c. √ √
d. √
14. For what value of the constant and is a point of inflection of the
curve ?
15. Determine the intervals on which f is increasing and those on which f is
decreasing,
a.
⁄
b.
239
c.
16. Let
a. Show that , but that there is no number c in
such that
b. Why does this not contradict Rolle’s Theorem
17. Determine the intervals on which the graph of f is concave upward and the
intervals on which the graph is concave downward
a. √
b.
c.
18. Sketch the graph of the function, indicating all relevant properties listed in
table3.1
a. d.
b. e.
c. √
19. Suppose the distance a car can travel on one tank of gas at a velocity
of v miles per hour is given by
√ ⁄ ⁄
for
What velocity maximizes (and hence minimizes fue)
20. Evaluate the limit
a.
b.
c.
21. A 10 cm ladder is leaning against a house. The base of the ladder is pulled
away from the house at a rate of 0.25m/sec. How fast is the top of the
ladder moving down the wall when the base is
a. 6 m from the house
240
b. 8 m from the house
c. 9 m from the house
22. A water tank is in the shape of an inverted circular cone with base radius
3m and height 5m. If water is being pumped in to the tank at a rate of
2 , find the rate at which the water level is raising when the water
is 3m deep.
23. Find assuming that y is differentiable wrt x and x is
differentiable wrt y.
24. The radius r of a sphere is increasing at a rate of 3cm/min. Find the rate of
change of the volume when
a) r = 2 cm b) r = 3 cm.
References
241
1. James Stewart, Calculus early trancedental, 6th ed., Prentice Hall, 2008
2. Howard Anton,Calculus a new horizon, 6th ed., John wiley and Sons Inc
3. Robert Ellis and Denny Gulick, Calculus with analytic geometry, 6th ed, Harcourt
Brace Jovanovich, Publishers, 5th ed, 1993
4. Adams, Calculus: A complete course, 5th ed, Addison Wesley, 2003
5. R. Wrede and M. R. Spiegel, Theory of advanced calculus, 2nd ed., McGraw-Hill,
2002.
6. A. E. Taylor and W. R. Mann, Advanced calculus, 3rd ed, John-Wiley and Son, INC,
1995.
7. R. T. Smith and R. B. Minton, Calculus concepts and connections, McGram-Hill book
company, 2006
8. D. V. Widder, Advanced calculus, Prentice-Hall, 1979
9. Ross L. Finney et al, Calculus, Addison Wesley, 1995
10. E. J. Purcell and D. Varberg, Calculus with analytic geometry, Prentice-Hall INC.,
1987
11. Lynne, Garner: Calculus and Analytic Geometry, Dellen Publishing Company
12. John A. Tierney: Calculus and Analytic, 4th edition, Allyn and Bacon, Inc. –Boston.
13. Earl W. Swokowski: Calculus with Analytic Geometry, 2nd edition, Prindle, Weber
and Schmidt.
14. Goldstein, L. J., Lay D. C. , and Schneider D. I (1987). Calculus and its applications,
4th, edn, Prentice-Hall, Inc, London
15. Kresying, Advanced Engineering Mathematics.
16. Alan Jeffry , Advanced Engineering Mathematics
CHAPTER-FIVE:
INTEGRATION
242
UNIT OBJECTIVES:
At the end of this unit each student will able to:
Know antidifferentiation
Understand indefinite and definite integrals.
Realize and apply techniques of integration.
Understand the Fundamental Theorem of Calculus.
Know properties of indefinite and definite integrals
Learn about improper integrals.
Introduction
In this chapter we will look integrals. As with derivatives, this
chapter will be devoted almost exclusively to finding and
computing integrals. Applications will be given in the following
chapter. There are really two types of integrals that we‘ll be
looking at in this chapter : Indefinite Integrals and Definite
Integrals. The first half of this chapter is devoted to indefinite
integrals and the second half is devoted to definite integrals. As we will see in the second
half of the chapter if we don‘t know indefinite integrals we will not be able to do definite
integrals.
5.1- Antiderivatives; indefinite integrals
In the past chapter we‘ve been given a function, , and asking what the derivative of this
function was. Starting with this section we are not going to turn things around. We now
want to ask what function we differentiated to get the function .
Definition 5.1
Question: What function did we differentiate to get the following function.
243
Solution :
244
Theorem 5.2 : If F(x) is an antiderivative of f(x) on an interval I, then for any constant C
the function F(x) + C is also an antiderivative of f(x) on that interval. Moreover, each
antiderivative of f(x) on the interval I can be expressed in the form F(x) + C by choosing
the constant C appropriately.
Proof: Exercise
245
The process of finding antiderivatives is called antidifferentiation or integration
EXAMPLE 3: Find the general antiderivative of each of the following functions.
Definition 5.3
246
Note that often we will just say integral instead of indefinite integral (or definite integral
for that matter when we get to those). It will be clear from the context of the problem that
we are talking about an indefinite integral (or definite integral).
The process of finding the indefinite integral is called integration or integrating f(x). If
we need to be specific about the integration variable we will say that we are integrating
f(x) with respect to x.
EXAMPLE 4: Evaluate the following indefinite integral.
A couple of warnings are now in order. One of the more common mistakes that students
make with integrals (both indefinite and definite) is to drop the dx at the end of the integral.
This is required! Think of the integral sign and the dx as a set of parenthesis. You already
know and are probably quite comfortable with the idea that every time you open a
parenthesis you must close it. With integrals, think of the integral sign as an ―open
parenthesis‖ and the dx as a ―close parenthesis‖.
If you drop the dx it won‘t be clear where the integrand ends. Consider the following
variations of the above example.
You only integrate what is between the integral sign and the dx.
Knowing which terms to integrate is not the only reason for writing the dx down. In the
Substitution Rule section we will actually be working with the dx in the problem and if we
aren‘t in the habit of writing it down it will be easy to forget about it and then we will get
247
the wrong answer at that stage. The moral of this is to make sure and put in the dx! At this
stage it may seem like a silly thing to do, but it just needs to be there, if for no other reason
than knowing where the integral stops.
On a side note, the dx notation should seem a little familiar to you. We saw things like this
a couple of sections ago. We called the dx a differential in that section and yes that is
exactly what it is. The dx that ends the integral is nothing more than a differential. The next
topic that we should discuss here is the integration variable used in the integral. Actually
there isn‘t really a lot to discuss here other than to note that the integration variable doesn‘t
really matter. For instance,
Changing the integration variable in the integral simply changes the variable in the answer.
It is important to notice however that when we change the integration variable in the
integral we also changed the differential (dx, dt, or dw) to match the new variable. This is
more important that we might realize at this point.
Another use of the differential at the end of integral is to tell us what variable we are
integrating with respect to. To see why this is important take a look at the following two
integrals.
The first integral is simple enough.
The second integral is also fairly simple, but we need to be careful. The dx tells us that we
are integrating x‘s. That means that we only integrate x‘s that are in the integrand and all
other variables in the integrand are considered to be constants. The second integral is then,
So, it may seem silly to always put in the dx, but it is a vital bit of notation that can cause
us to get the incorrect answer if we neglect to put it in.
248
Now, there are some important properties of integrals that we should take a look at.
Properties of the Indefinite Integral
Not listed in the properties above were integrals of products and quotients. The reason for
this is simple. Just like with derivatives each of the following will NOT work.
249
With derivatives we had a product rule and a quotient rule to deal with these cases.
However, with integrals there are no such rules. When faced with a product and quotient in
an integral we will have a variety of ways of dealing with it depending on just what the
integrand is.
We can now answer this question easily with an indefinite integral.
EXAMPLE 5: If f ' x x 4 3x 9 then find f x
Computing Indefinite Integrals
The table below shows list of indefinite integrals of some functions
EXAMPLE 6: Find the general indefinite integral
250
Solution:
cos
EXAMPLE 7: Evaluate d
sin 2
Solution:
t 2 2t 4
EXAMPLE 7: Evaluate dt
t4
Solution:
Activity:
Evaluate each of the following indefinite integrals
Evaluate each of following integrals
5.2- Techniques of integration
Objectives:
251
By the end of this section, students will be able to:
Evaluate indefinite integrals using integration by substitution
Find indefinite integrals using integration by parts & by partial fraction
Determine the value of trigonometric integrals
Apply integration by trigonometric substitution to calculate integrals
Over view: In this section, we are going to discuss Integration by substitution, by parts and by
partial fraction, Trigonometric integrals, Integration by trigonometric substitution.That is we
develop techniques for using the basic integration formulas
To obtain indefinite integrals of more complicated functions. Integration is not as
Straightforward as differentiation; there are no rules that absolutely guarantee obtaining an
indefinite integral of a function. Therefore we discuss a strategy for integration.
5.2.1: Integration by substitution, by parts and by partial fraction
Integration by substitution method
Our antidifferentiation formulas don‘t tell us how to evaluate integrals such as
2x x 2 1 dx , sin 3x dx but powerful method for changing the variable
of integration so that these integrals (and many others) can be evaluated by using the basic
integration formulas which are given in section 5.1.
Theorem 5.4 : The substitution Rule
252
2. Integrate with respect to u.
3. Replace u by g(x) in the result.
253
254
The success of the substitution method depends on finding a substitution that changes
an integral we cannot evaluate directly into one that we can. If the first substitution fails,try
to simplify the integrand further with an additional substitution or two. Alternatively, we
can start fresh. There can be more than one good way to start,as in the next example.
Solution:
255
Integration by Parts
xe dx , and ln x dx
x
If we try to evaluate integrals of the type by using the method of
substitution we obviously fail. But don‘t worry the next theorem will enable us to evaluate
not only these, but also many other types of integrals.
Every differentiation rule has a corresponding integration rule. For instance, the
Substitution Rule for integration corresponds to the Chain Rule for differentiation. The rule
that corresponds to the Product Rule for differentiation is called the rule for integration by
parts.
Integration by parts is a technique for simplifying integrals of the form f xg xdx It is
useful when ƒ can be differentiated repeatedly and g can be integrated repeatedly without
difficulty.
Theorem 5.5 : Integration by parts
If and are differentiable and f ' and g ' are continous then
Proof:
256
257
258
259
Example 6 : A Reduction Formula
260
Example 7 : Using a reduction formula evaluate
Solution: From the result in example 6
261
Integration by Partial fraction
262
263
264
265
266
Note : we can determine the constants that appear in partial fractions using different
methods such as differentiation method and assigning numerical Values to x
Example 6 : Find A, B, and C in the equation using differentiation method
267
Example 7: Find A, B, and C in the equation using assigning numerical value for x
Exercise
268
I- Evaluate the following integrals using integration by substitution
5.
1
1ln x4dx 6. tan x dx
x
7. sec x dx
II- Evaluate the following integrals using integration by Parts
III- Evaluate the following integrals using integration by Partial fractions
5.2.2 Trigonometric Intergals
269
In this subsection we use trigonometric identities to integrate certain combinations of
trigonometric functions. We start with powers of sine and cosine.Trigonometric integrals
involve algebraic combinations of the six basic trigonometric functions. In principle, we
can always express such integrals in terms of sines and cosines,but it is often simpler to
work with other functions, as in the integral
The general idea is to use identities to transform the integrals we have to find into integrals
that are easier to work with.
270
271
272
Example 5 Evaluate
∫
273
EXAMPLE 7 Evaluate
274
∫
EXAMPLE 8 Evaluate
∫
275
EXAMPLE 9 Evaluate
Exercise:
Evaluate the following integrals
276
5.2.3. Integration by Trigonometric Substitution
The functions in these substitutions have inverses only for selected values of . For
reversibility,
277
278
∫
( )
√
( )
( ) √
279
EXAMPLE 4 :Evaluate
280
Exercise
Evaluate the following Integrals
5.3- Definite Integrals; Fundamental Theorem of Calculus
281
Objectives:
By the end of this section, students will be able to:
Define Definite Integral
Evaluate definite integral
Apply properties of definite integrals to calculate integrals
State fundamental theorem of calculus and apply it.
Over view: In this section we will formally define the definite integral and give many of the
properties of definite integrals ,then we will present Fundamental Theorem of Calculus ,which is
central theorem of integral calculus. Let‘s start off with the definition of a definite integral.
Definite Integral
The number ―a‖ that is at the bottom of the integral sign is called the lower limit of the
integral and the number ―b‖ at the top of the integral sign is called the upper limit of the
integral. Also, despite the fact that a and b were given as an interval the lower limit does
not necessarily need to be smaller than the upper limit. Collectively we‘ll often call a and b
the interval of integration.
282
283
284
Formulas
EXAMPLE 4: Using the formulas and properties from above determine the value of the
following summation.
Solution:
The first thing that we need to do is square out the stuff being summed and then break up
the summation using the properties as follows,
EXAMPLE 5: Using the definition of the definite integral compute the following.
285
We can now compute the definite integral.
Properties of Definite Integral
286
287
EXAMPLE 6: Evaluate each of the following.
288
EXAMPLE 7: Evaluate the definite integral.
EXAMPLE 8:
289
EXAMPLE 9
290
291
EXAMPLE -10 : Differentiate each of the following
292
293
Using the chain rule as we did in the last part of this example we can derive some general
formulas for some more complicated problems.
Next, we can get a formula for integrals in which the upper limit is a constant and the lower
limit is a function of x. All we need to do here is interchange the limits on the integral
(adding in a minus sign of course) and then using the formula above to get,
Finally, we can also get a version for both limits being functions of x. In this case we‘ll
need to use Property 5 above to break up the integral as follows,
294
EXAMPLE -11 : Differentiate the following integral
Computing Definite Integrals
EXAMPLE -12 : Evaluate each of the following
Solution:
295
296
EXAMPLE -13 : Evaluate the following definite integral
EXAMPLE -13 : Evaluate the following definite integral
297
Exercise
1. In each part, evaluate the integral,given that
2.
5.4- Improper Integrals
298
Objectives:
By the end of this section, students will be able to:
Define Improper Integral
Evaluate Improper integral
Over view: In this section we will formally define the improper integral and evaluate improper
integrals.
we define the integral of f (not necessarily a positive function) over an infinite interval as
the limit of integrals over finite intervals.
299
300
Therefore,
301
302
303
Exercise
304
SUMMARY OF CHAPTER-FIVE
1.The table below shows list of Basic Integration formulas
2. To find an integral of a function we can follow the following strategies
Simplify the Integrand if Possible
305
Look for an Obvious Substitution
Classify the Integrand According to Its Form (Trigonometric functions,
Rational functions, Integration by parts., Radicals.)
Miscellaneous Exercises
Evaluate the integral
References
1. James Stewart, Calculus early trancedental, 6th ed., Prentice Hall, 2008
306
2. Howard Anton,Calculus a new horizon, 6th ed., John wiley and Sons Inc
3. Robert Ellis and Denny Gulick, Calculus with analytic geometry, 6th ed, Harcourt Brace
Jovanovich, Publishers, 5th ed, 1993
4. Adams, Calculus: A complete course, 5th ed, Addison Wesley, 2003
5. R. Wrede and M. R. Spiegel, Theory of advanced calculus, 2nd ed., McGraw-Hill, 2002.
6. A. E. Taylor and W. R. Mann, Advanced calculus, 3rd ed, John-Wiley and Son, INC,
1995.
7. R. T. Smith and R. B. Minton, Calculus concepts and connections, McGram-Hill book
company, 2006
8. D. V. Widder, Advanced calculus, Prentice-Hall, 1979
9. Ross L. Finney et al, Calculus, Addison Wesley, 1995
10. E. J. Purcell and D. Varberg, Calculus with analytic geometry, Prentice-Hall INC.,
1987
11. Lynne, Garner: Calculus and Analytic Geometry, Dellen Publishing Company
12. John A. Tierney: Calculus and Analytic, 4th edition, Allyn and Bacon, Inc. –
Boston.
13. Earl W. Swokowski: Calculus with Analytic Geometry, 2nd edition, Prindle,
Weber and Schmidt.
14. Goldstein, L. J., Lay D. C. , and Schneider D. I (1987). Calculus and its
applications, 4th, edn, Prentice-Hall, Inc, London
15. Kresying, Advanced Engineering Mathematics.
16. Alan Jeffry , Advanced Engineering Mathematics
CHAPTER-SIX
APPLICATION OF INTEGRATION
307
UNIT OBJECTIVES:
At the end of this unit each student should able to:
Apply integration to find area
Apply integration to find volume
In this chapter, we will see some applications of integration such as: Area of a region
bounded by curves of continuous defined on a closed interval [a, b] and volume of a solid
of revolutions.
6.1. Area
Let f be a non-negative continuous function on [a, b], then the area of the region R
bounded by f and the x-axis between x =a & x = b (as shown in the fig. below) is given by:
∫ …………………………….(*)
Example:
1) Find the area of the region bounded by the graph of the function
and the x-axis between x=0 & x=3.
Solution: The region R is the shaded region as shown below.
Now let R1, R2 and R3 be the sub-regions b/n x=0 and x=1, x=1 and x=2, and x=2 and
x=3, respectively. Then, using (*):
Where,
308
∫ ∫ ⟨
∫ ⟨
Since the sub-region R2 is below the x- axis, the negative sign is important. Similarly,
∫ ⟨ .
Thus, area of the region is:
We can see that the area of a region bounded by a continuous curves y = f(x), y = g(x) and
the lines x = a, x = b such that for all x in [a, b] is:
∫ [ ] ……………………(*)
Example 2: Find area of the region enclosed by the parabolas and .
Solution: The sketch of the region is shown below. So, using (**):
∫ [ ] ∫ [ ] ∫
⟨ .
309
Note that the intersection points can be obtained as: .
Solving this equation for x, we get , then , as indicated in
the graph above.
Example 3: Find the area of the region bounded by the curves y = sin x and y = cos x,
between x = 0 & x = .
Solution: The region R with its parts is as shown below:
The points of intersection occur when sin x = cos x, that is, when (since ).
Observe that cos x sin x when but cos x sin x when . Therefore,
area of the region is:
∫ [ ] ∫ [ ]
[ ]| [ ]| √ .
Exercise:
1. Find the area of the region enclosed by the graph of f(x) = sin x and the x-axis
between and .
2. Find the area of the region in the first quadrant which is enclosed by the y-axis and
the curves of f(x) = cos x and g(x) = sinx.
3. Determine the area of the region enclosed by the graphs of and
4. Find the area of the region enclosed by the graphs and the line .
310
6.2. Volume
In section, we will apply integral calculus to determine the volume of a solid region by
considering cross sections.
Suppose a region rotates about a straight line, then a solid figure called a solid of
revolution, is formed. The volume of such a solid is said to be a volume of revolution and
the line about which the region rotates is an axis of symmetry.
Now consider the solid of revolution generated by revolving the region between the curve
and the x-axis from to as shown below.
Every cross section which is perpendicular to the x-axis at x a circular region with radius, r =
f(x). Thus, the area of the cross section A(x) is .
Thus, we define the volume of revolution V as by:
∫ ∫ ……………………..( )
Example 1: Find the volume of the solid obtained by rotating about the x-axis the region
under the curve √ from 0 to 1.
Solution: The region and the solid figure rotated about the x-axis from 0 to 1 are shown in
fig.(a) and fig.(b) below.
Now, the area of the cross section is √ . So, using ( ), the
volume of revolution V is given by:
∫ ∫ ⟨ .
311
Note that if f and g are continuous, non-negative on [a, b] such that for all x in
[a, b]. let R be a region bounded by f(x) and g(x), on [a, b] as in the following figure. Then,
the volume of the solid of revolution generated by revolving the region R about the x-axis is
given by:
∫ , where [( ) ( ) ].
Example 2: The region R enclosed by the curves and is rotated about the x-
axis. Find the volume of the resulting solid.
Solution:
The curves y = x and y = x2 intersect at the points (0,0) and (1, 1). The region and solid of
rotation are shown in the fig. above. The cross-section in the plane has the shape of annular
ring with inner radius x2 and outer radius x. So, [ ] .
Therefore, we have
∫ ∫ [ ]|
Consider again the case where a region R is rotated about the y-axis: where, either R is a
region bounded by the curve x = u(y) and the y-axis, between the lines y = c & y = d or R is a
region between two curves v(y) and w(y) on [c, d] as in following figures:
312
Then the corresponding volume of revolution is given by:
∫ [ ] and ∫ [ ] [ ] respectively.
Example 3: Find the volume of the solid obtained by rotating the region bounded by y = x3, y
= 8, and x = 0 about the y-axis.
Solution: The rotation of the region is shown as:
Here, u(y) = x = √ . So, the area of the cross-section is [ ] . Thus, the
volume V of revolution is:
∫ [ ] ∫ .
Exercises:
1. Find the volume of solid of revolution about the x-axis generated by revolving the
area between the lines y = x and y = 4 from x = 1 to x = 3.
2. Find the volume of the solid of revolution about the y-axis generated by revolving the
region enclosed by the curve x = √ and the y-axis from y = 0 to y = 4.
3. The area bounded by the graph of y = x2+1 and the line y = 4 rotates about the y –
axis, find the volume of the solid generated.
4. Find the volume of the solid obtained by rotating the region bounded by the curves y2
= x and x = 2y about y-axis.
313
References
1. James Stewart, Calculus early trancedental, 6th ed., Prentice Hall, 2008
2. Howard Anton,Calculus a new horizon, 6th ed., John wiley and Sons Inc
3. Robert Ellis and Denny Gulick, Calculus with analytic geometry, 6th ed,
Harcourt Brace Jovanovich, Publishers, 5th ed, 1993
4. Adams, Calculus: A complete course, 5th ed, Addison Wesley, 2003
5. R. Wrede and M. R. Spiegel, Theory of advanced calculus, 2nd ed., McGraw-
Hill, 2002.
6. A. E. Taylor and W. R. Mann, Advanced calculus, 3rd ed, John-Wiley and
Son, INC, 1995.
7. R. T. Smith and R. B. Minton, Calculus concepts and connections, McGram-
Hill book company, 2006
8. D. V. Widder, Advanced calculus, Prentice-Hall, 1979
9. Ross L. Finney et al, Calculus, Addison Wesley, 1995
10. E. J. Purcell and D. Varberg, Calculus with analytic geometry, Prentice-Hall
INC., 1987
11. Lynne, Garner: Calculus and Analytic Geometry, Dellen Publishing Company
12. John A. Tierney: Calculus and Analytic, 4th edition, Allyn and Bacon, Inc. –
Boston.
13. Earl W. Swokowski: Calculus with Analytic Geometry, 2nd edition, Prindle,
Weber and Schmidt.
14. Goldstein, L. J., Lay D. C. , and Schneider D. I (1987). Calculus and its
applications, 4th, edn, Prentice-Hall, Inc, London
15. Kresying, Advanced Engineering Mathematics.
16. Alan Jeffry , Advanced Engineering Mathematics
314
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