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Lecture Notes 6-W13-15. Linear Algebra - v2

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Lecture Notes 6-W13-15. Linear Algebra - v2

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APPLIED

MATHEMATICS
in MECHANICAL
ENGINEERING

Lecture notes
Ha Le Nhu Ngoc Thanh, Ph.D.
Chapter 6:
LINEAR ALGEBRA

1. Matrix and Linear system


2. Determinant
3. Eigenvalues, Eigenvectors, Diagonalization
4. System of Linear Differential Equation

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 2 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation

MATRICES DEFINITION
Matrices definition
An n by m (or n × m) matrix is a rectangular array of objects arranged in n rows and m columns.

a11 a12 a1n


a21 a22 a2n
A aij , or A , A Rm n

am 1 am 2 amn
aij : called components or entries, with ith row, jth column
If n m, A is square matrix

Example:
2 1
A A R2 3
1 2 5
et 1 1 cos(t )
B B R2 4
0 4t 7 1 t

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 3 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
MATRICES DEFINITION
Matrices definition
Diagonal matrix is a square matrix with all entries which are not on the diagonal equal to zero. Meaning
that, a matrix A is diagonal if it is an matrix 𝑛 × 𝑛 and 𝑎𝑖𝑗 = 0, 𝑖 ≠ 𝑗

a11 0 0
0 a22 0 Diagonal
A

0 0 ann

3 0 0 0 0 0
2 0 0
Question: Which of these matrices are diagonal A 0 2 1 ,B 0 1 0 ,C
0 1 0
0 0 1 0 0 2
Solution: B is diagonal matrix

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 4 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
MATRICES DEFINITION
Equality of Matrices
Given two matrices A [aij ], and B [bij ],
A, B Rm n
A B
aij bij

Addition of Matrices

Given two matrices A [aij ], and B [bij ],


A B aij bij , A, B Rm n

Ex .
1 2 3 1 6 3 0 8 0
4 0 2 8 12 14 12 12 16

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 5 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
MATRICES DEFINITION
Multiplication by a Scalar

Given two matrices A [aij ], and c is a scalar cA [caij ]


Ex .

3 3 2
4 4 2 2 et 2 cos t et cos t
2 , cos t
2t 2t 2 sin t 4 sin t cos t 4 cos t
sin(2t ) 2 sin(2t )

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 6 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
MATRICES DEFINITION
Multiplication of matrices

Given two matrices Am n [aij ] Rm n , Bn p [bij ] Rm n

Am n Bn p C m p ai1b1j ai 2b2 j ainbnj

Explain :
b1j
b2 j
row i of A ai 1 ai 2 ain

bnj
Column j of B

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 7 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
MATRICES DEFINITION
Multiplication of matrices
Example:

1 1 1
3 0
2 0 1 𝑐11 = 1 3 +1 1 + 1 −1 = 3
A ,B 1 1
1 2 4 𝑐21 = 2 3 +0 1 + 1 −1 = 5
1 3 𝑐31 = 1 3 +2 1 + 4 −1 =1
2 2 1 𝑐41 = 2 3 +2 1 + (−1) −1 = 9

1 1 1 c11 c12
3 0 3 4 
2 0 1 c21 c22  
A4 B3 C 1 1  C( 42 ) =  5 3 
3 2 4 2 1 2 4 c31 c32 1 14
1 3  9 −1
2 2 1 c41 c42  

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 8 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
MATRICES DEFINITION
Multiplication of matrices
Example 2:

1 8
2 1 1 1 2 1
A ,B
1 1 4 1 6 2
12 6
Compute : AB, BA ?

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 9 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
MATRICES DEFINITION
Multiplication of matrices from another perspective

Example:

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 10 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
MATRICES DEFINITION
Properties of matrices

A B C A (B C) Zero matrix: Identity matrix:


AB A B 0 0 0 1 0 0
AB C A BC 0 0 0 0 1 0
O In In n

A B C AB AC 0 0 0 0 0 1

B C A BA CA A O A AI IA A
A A O
A B A B
OA O; AO O
Can we conclude: OA AO ?
Note that : AB BA

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 11 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
MATRICES DEFINITION
Properties of matrices

Question 1: if we have 𝐴𝐵 = 𝐴𝐶, can we conclude that B=C?

The answer is “No”

Example:

Question 2: if λ𝐵 = 𝜆𝐶, 𝑤ℎ𝑒𝑟𝑒 𝜆 𝑖𝑠 𝑠𝑐𝑎𝑙𝑎𝑟, can we conclude that B=C?

The answer is “Yes”

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 12 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
MATRICES DEFINITION
Transpose of matrices and its properties
If A=[aij ] is an n m matrix, the transpose of A is the m n matrix defined by: AT [a ji ]
Example :
1 0
1 6 3 4 6
A2 4 AT R4 2
0 12 5 3 12
4 5
Properties
T T
In In A AT
T T
T
A A A B AT BT
T 1 T
T T T 1
AB B A A A
Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 13 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
MATRICES DEFINITION
Powers of matrices
If A=[aij ] is an n n square matrix: Ar AA A
r times
Properties:
1 r
r 1
A A
Ar As Ar s

s
r
A Ars
Symmetric of matrices
a matrix A is symmetric if it is equal to its transpose, A=AT
Note that: Only square matrices can be a symmetric. If A is symmetric, then 𝑎𝑖𝑗 = 𝑎𝑗𝑖 . And all
diagonal matrix are symmetric.
1 4 5
A 4 2 7
5 7 3

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 14 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
MATRICES DEFINITION
Row operations

RO1: Multiply a row of A by a non-zero constant


RO2: Interchange two rows of A
RO3: Add a scalar multiple of one row to another row of A

Example :
2 1 6 2 1 6
RO 2: R2 R3
A 1 1 2 B 2 3 4
2 3 4 1 1 2 If A and B are m n matrices, we say that A
2 1 6
RO 1: 3R2 R2 is row equivalent to B if an only if there is a
B 3 3 6
sequence of elementary row operations to
2 3 4
2 1 6
transform A into B
RO 3: 2R1 R2 R2
B 3 3 14
2 3 4
Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 15 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
MATRICES DEFINITION
Reduced row echelon form (Reduced form)
An n m matrix A is in reduced row echelon form (reduced form) if it satisfies the
following condition:
1. The leading entry of each nonzero row is 1.
2. If any row has its leading entry in column j, then all other elements of column j are zero
3. If row i is a nonzero row, and row k is a zero row, then i k
4. If the leading entry of row r1 is in column c1, and the leading entry of row r2
is in column c2 , and r1 <r2 , then c1 <c2

Define the leading entry of a row of


a matrix to be its first nonzero
element, reading from left to right. 1 0 0 3
0 1 0 2
0 0 1 2
Leading entry
Leading entry must be 1
Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 16 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
MATRICES DEFINITION
Reduced row echelon form
Example :
2 0 1
Given matrix, C 0 4 6 , find reduced matrix?
2 2 5
Solution :
2 0 1 1 1 0 12 1 0 12
R R1 2R1 R3 R3
0 4 6 2 1 0 4 6 0 4 6
2 2 5 2 2 5 0 2 4
1 1 0 12 1 0 12 1 1 0 0
R R2 2R2 R3 R3 R1 R R1
4 2 0 1 32 0 1 32 2 3 0 1 32
0 2 4 0 0 1 0 0 1
3 1 0 0 1 0 0
R2 R R2
2 3 0 1 0 Reduced form : AR 0 1 0
0 0 1 0 0 1

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 17 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
MATRICES DEFINITION
Reduced row echelon form
Example :
0 0 0 0 0
0 0 2 0 0
A , find reduced matrix?
0 1 0 1 1
0 0 3 0 4

Solve :
0 0 0 0 0 R3 R1 0 1 0 1 1 0 1 0 1 1
R1 R4
0 0 2 0 0 R4 R3 0 0 2 0 0 1 2R2 R2 0 0 1 0 0
0 1 0 1 1 0 0 3 0 4 0 0 3 0 4
0 0 3 0 4 0 0 0 0 0 0 0 0 0 0
0 1 0 1 1 0 1 0 1 1 0 1 0 1 0 0 1 0 1 0
1
3R2 R3 R3 0 0 1 0 0 R
4 3
R3 0 0 1 0 0 R1 R3 R1 0 0 1 0 0 0 0 1 0 0
AR
0 0 0 0 4 0 0 0 0 1 0 0 0 0 1 0 0 0 0 1
0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 18 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
MATRICES DEFINITION
Reduced row echelon form
Theorem:
Let Am n be any matrix. Then there is a matrix m m such that: A AR
m n

3 1 0
Example: find , and AR such that A AR , where A
4 2 1
Solve :
3 1 0 1 0
Consider a augmented matrix: A I 2
4 2 1 0 1
1 3R1 R1 1 13 0 13 0 4R1 R2 R2 1 13 0 13 0
4 2 1 0 1 0 2 3 1 4 3 1
3 2R2 R2 1 13 0 13 0 3 2R2 R2 1 13 0 13 0
0 1 32 2 32 0 1 32 2 32
1 3R2 R1 R1 1 0 12 1 12
0 1 32 2 32
1 0 12 1 12 1 12 3 1 0 1 0 12
AR , Check : A AR
0 1 32 2 32 2 32 4 2 1 0 1 32

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 19 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
MATRICES DEFINITION
Exercises of reduced form

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 20 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
MATRICES DEFINITION
Rank of matrix
Exercises: find the reduced form of the matrix and
Rank of matrix A given by: rank(A)
use this to determine the rank of the matrix
rank(A) = rank(AR )
= number of nonzero rows of AR
1 2 1 1
Example : Find rank of matrix M, where M= 2 3 0 5
3 5 1 6
Solve : 1 2 1 1 2R1 R2 R2 1 2 1 1
3R1 R3 R3
M= 2 3 0 5 0 1 2 3
3 5 1 6 0 1 2 3
1 2 1 1 1 2 1 1
R2 R3 R3
0 1 2 3 0 1 2 3
0 0 0 0 0 0 0 0
1 0 3 7
R1 2R2 R1
0 1 2 3 Rank (M ) 2
0 0 0 0
Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 21 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
LINEAR SYSTEMS
Linear system (system of linear equation)
A system of m linear equations in n unknowns x1, x 2 , , x n is a set of m equations of the form:
a11x1 a12x 2 a1n x n b1
a21x1 a22x 2 a2n x n b2

am1x1 am 2x 2 amn x n bm
This equation called a linear system
It can be re-written by: where
a11 a12 a1n x1 b1 T
A (aij )is the coeeficient matrix, x x 1, x 2 , , xn be the vector
a21 a22 a2n x 2 b2
of unknowns
am 1 am 2 amn x n bm
If b = 0: Homogeneous system
If b 0: Nonhomogeneous system
Ax b

PROBLEM : how to solve Ax b to find x


Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 22 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
LINEAR SYSTEMS
Method to find a solution of a linear system
1. Create a Augmented matrix
a11 a12 a1n b1 a11 a12 a1n
a21 a22 a2n b2 a21 a22 a2n
If b 0, Aug.Matrix : A b , b = 0, Aug.Matrix : Ag

am 1 am 2 amn bm am 1 am 2 amn

2. Using row operation to reduce a matrix become a reduced echelon form


* * * * 1 * * * 1 * * * 1 * * *
* * * * 0 * * * 0 1 * * 0 1 * *
Ab

* * * * 0 * * * 0 0 * * 0 0 1 *

Final form we have to obtain:

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 23 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
LINEAR SYSTEMS
Example 1
2x 12y 17z 32
3x 7y 8z 6
x 4y 6z 7
Solve 2 12 17 32 1 4 6 7 1 4 6 7
R1 R3 R2 3R1 R2
Ab 3 7 8 6 3 7 8 6 0 5 10 15
1 4 6 7 2 12 17 32 2 12 17 32
1 4 6 7 1 1 4 6 7 1 4 6 7
R3 2R1 R3 R R2 4R2 R3 R3
0 5 10 15 5 2 0 1 2 3 0 1 2 3
0 4 5 18 0 4 5 18 0 0 3 6
1 1 4 6 7 1 0 2 5 1 0 0 9
R R3 R1 4R2 R1
3 3 0 1 2 3 0 1 2 3 R1 2R3 R1 0 1 2 3
0 0 1 2 0 0 1 2 0 0 1 2
1 0 0 9 1 0 0 9 1 0 0 x1 9 x1 9
0 1 2 3 R2 2R3 R2 0 1 0 7 0 1 0 x2 7 x2 7
0 0 1 2 0 0 1 2 0 0 1 x3 2 x3 2
Reduced echelon form

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 24 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
LINEAR SYSTEMS
Example 2 x1 3x 2 2x 3 0 Example 3
2x1 x 2 3x 3 0 x1 3x 2 x 3 7x 4 4x 5 0
T x1 2x 2 3x 3 0
Find x x 1, x 2 , x 3
x 2 4x 3 x 5 0
Solution : T
Find x x 1, x 2 , x 3 , x 4 , x 5
1 3 2 1 0 7 5
A AR
2 1 3 0 1 15
Solution :
7
x1 x 0 1 3 1 7 4 1 0 0 35 16 13 16
Reduced system: AR x O 5 3
1 A 1 2 3 0 0 AR 0 1 0 28 16 20 16
x2 x 0
5 3 0 1 4 0 1 0 0 1 7 16 9 16
x1 7 5 35 13 x1 35 13
x1 x4 x
x3 t x2 15 t 16 16 5 x2 28 20
x3 1 28 20
x2 x4 x x3 7 t 9 v
16 16 5
x3 t : called free variable 7 9 x4 16 0
x3 x4 x5
16 16 x5 0 16

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 25 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
LINEAR SYSTEMS
Example 4 x1 x 2 2x 3 3 Example 5
4x1 x 2 7x 3 5
2x1 x 2 11x 3 14
T
Find x x 1, x 2 , x 3

Solution :
1 1 2 3
Augmented matrix : A b 4 1 7 5
2 1 11 14
1 0 3 0
Ab 0 1 5 0
R
0 0 0 1
0x1 0x 2 0x 3 1 No solution

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 26 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
LINEAR SYSTEMS
Exercises
Nonhomogeneous system
Homogeneous system

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 27 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
INVERSE MATRIX
Inverse matrix definition

Let A be an n n matrix. An n n matrix B is an inverse of A if: AB BA In


1
we denote the inverse matrix of A as A

Example :
2 1 4 7 17 2 1 4 7 17 1 0
A , B AB
1 4 17 2 7 1 4 17 2 7 0 1
4 7 17 2 1 1 0
and, BA
17 2 7 1 4 0 1
AB BA I A is inverse matrix of B, or B is inverse matrix of A

A matrix that has an inverse is called nonsingular.


A matrix with no inverse is singular

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 28 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
INVERSE MATRIX
Properties of Inverse matrix

Let A be an n n matrix. Then,


1. I n is nonsingular and is its own inverse
1
2. If A and B are nonsingular n n matrix, then so is (AB ) B 1A 1

3. If A is nonsingular, so is A 1, and (A 1 ) 1
A
4. If A is nonsingular, so is its transpose AT , and (AT ) 1 (A 1 )T
5. If A is nonsingular if and only if AR I n
6. If A is nonsingular if and only if rank(A) n
7. A consistent nonhomogeneous system AX B has a unique solution
if and only if A is nonsingular, and solution obtained by: X A 1B

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 29 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
INVERSE MATRIX
Example 1:

1 5 1
Find A , A
6 8
Solve :
5 1 1 0
Consider agumented matrix A I 2
6 8 0 1
1
R
5 1
R1 1 15 15 0 R2 6R1 R2 1 15 15 0
6 8 0 1 0 46 5 6 5 1
5 1
R
46 2
R2 1 15 15 0 R R1
5 2
R1 1 0 8 46 1 46
0 1 6 46 5 46 0 1 6 46 5 46
5 1 8 46 1 46 8 46 1 46 5 1 1 0 1 8 46 1 46
A
6 8 6 46 5 46 6 46 5 46 6 8 0 1 6 46 5 46

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 30 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
INVERSE MATRIX
Example 2:
1 2 4
Find A 1, A 1 3 6
1 0 1
Solve :

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 31 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
INVERSE MATRIX
Example 3:
Solve equation

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 32 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
INVERSE MATRIX
Exercises

GUIDE:

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 33 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
LU FACTORIZATION (A=LU)
Matrix U (Upper triangular matrix)
A matrix is upper triangular if its only nonzero elements lie on or above the main diagonal
Diagonal
Note: In the case that the matrix is not square.
2 1 5 2 1 1 3 5
The main diagonal is 1,1; 2,2; 3,3; …; n,n
U 0 2 7 , U 0 2 5 4 1
0 0 3 0 0 12 10 37 2

Matrix L (Lower triangular matrix)


A matrix is lower triangular if its only nonzero elements lie on or below the main diagonal
Diagonal

2 0 0 2 0 0 0 0
U 1 2 0 , U 1 2 0 0 0
5 7 3 7 3 12 0 0

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 34 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
LU FACTORIZATION (A=LU)
Factorization A=LU
Matrix A can be decomposed into a product of a lower and upper triangular matrix. This
process is called LU Factorization
Example 1: Let find a matrix L and U from matrix A Matrix L is obtaied from matrix D,
2 1 1 3 5 by a muliplication of each column of
A 2 3 6 1 4 matrix D by a scalar to obtain
6 2 1 1 3 1 along the main diagonal.
Solution:
Matrix U is obtained by a row operation
2 1 1 3 5 R2 R1 R2 2 1 1 3 5 2 0 0 1 0 0
R3 3R1 R2
A 2 3 6 1 4 0 2 5 4 1 L 2 2 0 1 1 0
6 2 1 1 3 0 1 2 8 18 6 1 12 3 12 1

1 2 1 1 3 5 2 0 0 12 12 2
R R3 R3
2 2 U 0 2 5 4 1 let D 2 2 0 Check LU = A ?
0 0 12 10 37 2 6 1 12
Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 35 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
LU FACTORIZATION (A=LU)
Exercises
GUIDE:

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 36 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
DETERMINANT
Determinant of matrix Solve: 6 3 7
5 9
Deterinant of matrix using row i Using row 12 5 9 a11M11 6
4 6
n i j 2 4 6
Choose row i, j A 1 aij M ij
j 1
n i j 3 6 3 7
Using row i 1 1 j 12 9
A= 1 a ij M ij A 1 a1j M1j 12 5 9 a12M12 3
2 6
j 1 2 4 6
j 1 1 1 1 2 1 3
1 a11M11 1 a12M12 1 a13M13
Deterinant of matrix using column j
5 9 12 9 12 5
Choose column j, i 6
4 6
3
2 6
7
2 4
6 30 36 3 72 18 7 48 10 172

n i j Using column:
A= 1 a ij M ij n i j 6 3 7
A 1 aij M ij 5 9
i 1 12 5 9 a11M11 6
i 1 4 6
3 2 4 6
Ex1: Find deterinant of matrix Using column j 1
A 1
i 1
ai1M i1 6 3 7
i 1 3 7
6 3 7 1
1 1
a11M11 1
1 2
a21M 21 1
1 3
a 31M 31
12 5 9 a21M 21 12
4 6
2 4 6
A 12 5 9 6
5 9
12
3 7
2
3 7
4 6 4 6 5 9
2 4 6 6 30 36 12 18 28 2 27 35 172

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 37 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
DETERMINANT
Exercises:

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 38 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
DETERMINANT
Inverse Matrix from determinant 1 1 2 1 4 1 29
b12 1 M 21
120 120 9 5 120
Let An n 0, A has an inverse or A is nonsingular 1 1 3 1 4 1 1
b13 1 M 31
1 120 3 3
Let B=[bij ] is an inverse matrix of A, B=A 120 8
1 2 1 1 6 3 1
1 i j b21 1 M12
bij = 1 M ji 120 120 2 5 5
A 1 2 2 1 2 1 1
b22 1 M 22
120 120 2 5 15
Ex.2 1 2 3 1 2 1
b23 1 M 32 0
2 4 1 120 120 6 3
A 6 3 3 A 120 1 3 1 1 6 3 2
b31 1 M13
2 9 5 120 120 2 9 5
1 3 2 1 2 4 13
b11 b12 b13 b32 1 M 23
120 120 2 9 60
1
A B b21 b22 b23 1 3 3 1 2 4 1
b33 1 M 33
b31 b32 b33 120 120 6 3 4

1 1 1 1 3 3 1 1 10 29 120 18
b11 1 M11 A 1
15 1 15 0
120 120 9 5 10
2 5 13 60 14
Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 39 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
DETERMINANT
Inverse Matrix from determinant

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 40 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
DETERMINANT
Cramer’s rule for nonhomogeneous
(Cramer ' s rule) :If A is n  n matrix, A  0, b  n , then the solution x = ( x1 , x2 ,..., xn ) of the
T

linear system Ax = b is the given by:


A
xi = i ,
A
where Ai is matrix obtained form A by replacing the ith column with the vector b

Example:

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 41 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
DETERMINANT
Cramer’s rule for nonhomogeneous
Example 2: Exercises:

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 42 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
EIGENVALUE & EIGENVECTOR
Eigenvalue (trị riêng) & Eigenvector (vector riêng)
Let A is a square matrix n by n. The number 𝜆 is said to be an eigenvalue of A if for some non-
zero vectors x such that: 𝑨𝒙 = 𝝀𝒙
Any non-zero vector x in this equation is called an eigenvector of A.
• To find the eigenvalues, we solve the characteristic equation of A: 𝐴 − 𝜆𝐼 = 0
• To find the eigenvectors, we have to find a nontrivial solution of the equation of A:
𝐴 − 𝜆𝐼 𝐱 = 0, meaning that a solution other than the zero vector.

7 −15
Example: Let find the eigenvalues and eigenvector of the matrix: 𝐴 =
2 −4

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 43 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
EIGENVALUE & EIGENVECTOR
Eigenvalue (trị riêng) & Eigenvector (vector riêng)
Solution:

The matrix A has two eigenvalues: = 1, 2

(
*With = 1: ( A − I ) x = 0  7 −
2 ) ()
−15  x1  = 0 ⎯⎯⎯
−4 −  x2  0
=1
( ) ()
→ 6 −15  1  = 0
x
2 −5  x2  0
Aug .M .
⎯⎯⎯⎯ (
2 −5 ) (0 0 ) ()
→ 6 −15 → 1 −5 2   1  = 5 t , t 
x
 2 2
x

(
*With = 2 : ( A − I ) x = 0  7 −
2 ) ()
−15  x1  = 0 ⎯⎯⎯
−4 −  x2  0
=2
( ) ()
→ 5 −15  1  = 0
x
2 −6  x2  0
Aug .M .
⎯⎯⎯⎯ (
0 0 )  2 1
x ()
→ 1 −3 →  1  = 3 t , t 
x

x
 2 ()
2 ()
→ Eigenvalue : x =  1  = 5 t , and x =  1  = 3 t
x x
 2 1
x

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 44 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
EIGENVALUE & EIGENVECTOR
Eigenvalue (trị riêng) & Eigenvector (vector riêng)
Example: T
Let x x1 x 2 x3
Find eigenvalue and eigenvector of A 1
1 1 0 0 1 0 x1 0 0x1 x 2 0x 3 0
where A 0 1 1 I A x 0 0 0 1 x2 0 0x1 0x 2 x 3 0
0 0 2 x3 0 0x1 0x 2 2x 3 0
0 0 1
x1 t
Solution: x2 0
1 1 0 x3 0
I A 0 0 1 1 0 1

0 0 1 2 1 0 x1 0 2x1 x 2 0x 3 0
I A x 0 0 2 1 x2 0 0x1 2x 2 x3 0
2
1 1 0 0 0 0 x3 0 0x1 0x 2 0x 3 0
1 x1 t
1 x2 2t
x3 4t

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 45 Mechanical Engineering
Matrix and Linear system
Determinant
Eigenvalues, Eigenvectors, Diagonalization
System of Linear Differential Equation MATRICES AND LINEAR SYSTEM
EIGENVALUE & EIGENVECTOR
Exercises

Applied Mathematics in
Ph.D. Ha Le Nhu Ngoc Thanh 46 Mechanical Engineering

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