Lecture 1
Lecture 1
COURSE #: MT-502
1
Books
Text Book:
1) Elementary Linear Algebra Application Version
By
Howard Anton & Chris Rorres 9th edition
Reference Books:
1) Linear Algebra with Applications By Gareth
Williams
6th edition
2) Linear Algebra By B. Colman, David R. Hill 7th
edition
2
Marks Distribution
Sessional 40 Marks
Two one-Hour Test 50% of sessional
Two Assignments 30% of sessional
Class Participation 20% of sessional
End Semester Exam 60 Marks
3
Application of Linear Algebra
The broad utility of linear algebra in daily life and sciences
reflects the deep connection that exists between the discrete
nature of matrix mathematics and sciences. Following are few
examples of applications
1) Economics
2) Game Theory
3) Linear Programming
4) Genetics
5) Cryptography
6) Graph Theory
7) Image processing
etc.
4
Application of Linear Algebra in Real Life
• Example 1
Three people denoted by P1, P2, P3 intend to buy some
rolls, buns, cakes and bread. Each of them needs
these commodities in differing amounts and can buy
them in two shops S1, S2. Which shop is the best for
every person P1, P2, P3 to pay as little as possible? The
individual prices and desired quantities of the
commodities are given in the following tables:
5
Example-1(Con’d)
Demanded quantity of foodstuff Prices in shops S1 and S2
roll bun Cake bread S1 S2
roll 1.50 1.00
P1 6 5 3 1 bun 2.00 2.50
7
Example-1 (Con’d)
For example, the first row of the matrix
50 49
𝑅 = 𝑃𝑄 = 58.50 61
43.50 43.50
8
Example-2
9
Example-2(con’d)
ABC DE F G H I J K L M NO P Q R S T U V
8 7 5 13 9 16 18 22 4 23 11 3 21 1 6 15 12 19 2 14 17 20
W X Y Z
25 24 10 26
2 0 1
& 𝐶= 1 0 1
0 1 0
10
Example-2(con’d)
We put the text “BILA KOCKA” (a white cat) into the matrix A:
7 4 3
𝐴 = 8 11 6
5 11 8
and encode the text:
19 19 14
𝑍 = 𝐶𝐴 = 12 15 11
8 11 6
To decode the message we have to multiply the
matrix Z by the matrix C-1 on the left:
11
Example-2(con’d)
1 −1 0 19 19 14
𝐶 −1 𝑍 = 0 0 1 12 15 11 = 𝐴
−1 2 0 8 11 6
Since the matrix multiplication is not commutative, it is necessary to keep the
order of the matrices in the product. If we multiply the matrices C−1 and Z in
the opposite order, we obtain
19 19 14 1 −1 0 5 9 19
𝑍𝐶 −1 = 12 15 11 0 0 1 = 1 10 15
8 11 6 −1 2 0 2 4 11
and it means “CERNY PSIK”(a black dog).
12
Example-3
Let us consider a group of people P1, ..., Pn. We put aij = 1 if the
person Pi can send some information to the person Pj , and aij = 0
otherwise (for convenience, we put aii = 0 for all i = 1, ..., n).
Organizing this elements into a square matrix A, we obtain a so
called incidence matrix. Let Pi Pj denotes the fact that Pi can
send information to Pj . Thus, for example, the elements of the
matrix
0 1 0 1
𝐴= 0 0 1 0
1 0 0 1
1 1 0 0
13
Example-3(con’d)
tell us that P1P2, P1P4, P2P3, P3P1, P3P4, P4P1, P4P2
(since P1P4 and P4P1, it is obvious that P1 and P4 can send
information to each other). How may we interpret the matrix
1 1 1 0
𝐴2 = 1 0 0 1
1 2 0 1
0 1 1 1
Denoting the elements of A2 by (a2)ij , we obtain for example
(a2)32 = a31a12 + a32a22 + a33a32 + a34a42 = 1 + 0 + 0 + 1 = 2
and this result shows that the person P3 can send information to P2
in two stages by two ways:
P3P1 P1 P2 (because a31a12 = 1) and
P3P4 P4P2 (because a34a42 = 1).
14
Example-3(con’d)
Similarly, since (a2)14 = 0, there is no possibility to send
information from P1 to P4 in two stages (but it is possible directly,
because a14 = 1). Hence, the element (a2)ij gives the number of
ways in which the person Pi can send information to Pj in two
stages.
Similarly, (a3)ij represents the number of ways in which the person
Pi can send information to Pj in three stages:
1 1 1 2
𝐴3 = 1 2 0 0
1 2 2 1
2 1 1 1
15
Example-3(con’d)
Hence, there are two ways to send information from P3 to P2 in
three stages: P3P4 P4P1 P1P2
(because (a2)31a12 = (a31a11+a32a21+a33a31+a34a41)a12 =
(0+0+0+1) ·1 = 1)
and P3P1 P1P4 P4P2
(because (a2)34a42 = (a31a14+a32a24+a33a34+a34a44)a42 =
(1 + 0 + 0 + 0) · 1 = 1).
In general, the number of ways in which Pi can send information
to Pj in at most k stages is given by the element in the i-th row
and j-th column of the matrix A+A2 +A3 + ... +Ak.
Thus, in the above example we deduce from the matrix
16
Example-3(con’d)
2 3 2 3
𝐴 + 𝐴2 + 𝐴3 = 2 2 1 1
3 4 2 3
3 3 2 2
that for example there are four ways in which P3 can send
information to P2 in at most three stages.
17
Example-4
Consider the following chemical equation
C2H6 + O2 → CO2 + H2O.
Balancing this chemical reaction means finding values of x, y, z
and t so that the number of atoms of each element is the same on
both sides of the equation:
xC2H6 + yO2 → zCO2 + tH2O.
This gives the following linear system:
18
Example-4(con’d)
The general solution of the above system is:
19
1.1 Introduction to System of
Equations
20
Linear Equations
• Any straight line in xy-plane can be represented
algebraically by an equation of the form:
a1 x a2 y b
• General form: define a linear equation in the n
variables: x1 , x2 ,..., xn
a1 x1 a2 x2 ... an xn b
– Where a1 , a2 ,..., an ,and b are real constants.
– The variables in a linear equation are sometimes
called unknowns.
21
Example-1: Linear Equations
1
• The equations x 3 y 7, y x 3z and x1 2 x2 3x3 x4 7
1,
are linear. 2
• Observe that a linear equation does not involve any products or
roots of variables. All variables occur only to the first power and do
not appear as arguments for trigonometric, logarithmic, or
exponential functions.
• The equations x 3 y 5, 3x 2 y z xz 4, and y sin x
are not linear.
– A solution of a linear equation is a sequence of n numbers
s1 , s2 ,..., snsuch that the equation is satisfied. The set of all
solutions of the equation is called its solution set or general solution
of the equation.
22
Example-2: Finding a Solution Set (1/2)
• Find the solution of (a ) 4 x 2 y 1
Solution(a)
we can assign an arbitrary value to x and solve for y , or
choose an arbitrary value for y and solve for x .If we follow
the first approach and assign x an arbitrary value ,we obtain
1 1 1
x t1 , y 2t1 or x t2 , y t2
2 2 4
– arbitrary numbers t1, t 2 are called parameter.
11 11
– for examplet1 3 yields the solution x 3, y as t2
2 2
23
Example-2: Finding a Solution Set (2/2)
• Find the solution of (b) x1 4 x2 7 x3 5.
Solution(b)
we can assign arbitrary values to any two variables and
solve for the third variable.
– for example
x1 5 4s 7t , x2 s, x3 t
– where s, t are arbitrary values
24
Linear Systems (1/2)
25
Linear Systems (2/2)
• Every system of linear equations has either no
solutions, exactly one solution, or infinitely
many solutions.
27
Elementary Row Operations
• The basic method for solving a system of linear equations is to replace
the given system by a new system that has the same solution set but
which is easier to solve.
28
Example-3: Using Elementary row
Operations(1/4)
x y 2z 9
add -2 times x y 2z 9
2 x 4 y 3z 1 the first equation 2 y 7 z 1 7 add -3 times
to the second the first equation
3x 6 y 5 z 0 3x 6 y 5 z 0
to the third
29
Example-3: Using Elementary row
Operations(2/4)
30
Example-3: Using Elementary row
Operations(3/4)
31
Example-3: Using Elementary row
Operations(4/4)
Add - 11
2
tim es
the third equation
x 112 z 35
2 to the first and 72 tim es x 1
y 72 z 172 the third equation y 2
to the second
z 3
z 3
Add - 11
2
tim es
the third row
1 0 112 35
2 to the first and 72 1 0 0 1
0 1 7
17 tim es the third row 0 1 0 2
2 2
0 0 1 3
to the second
0 0 1 3
33
Echelon Forms
• This matrix which have following properties is in reduced row-echelon
form :
1. If a row does not consist entirely of zeros, then the first nonzero
number in the row is a 1. We call this a leading 1.
2. If there are any rows that consist entirely of zeros, then they are
grouped together at the bottom of the matrix.
3. In any two successive rows that do not consist entirely of zeros, the
leader 1 in the lower row occurs farther to the right than the leader 1
in the higher row.
4. Each column that contains a leader 1 has zeros everywhere else.
• A matrix that has the first three properties is said to be in row-echelon
form .
• A matrix in reduced row-echelon form is of necessity in row-echelon
form, but not conversely.
34
Example-1: Row-Echelon &
Reduced Row-Echelon form
• reduced row-echelon form:
0 1 2 0 1
1 0 0 4 1 0 0
0 1 0 7 , 0 1 0 , 0 0 0 1 3 0 0
0 0 0 0 0 0
0 ,
0 0 1 1 0 0 1
0 0 0 0 0
row-echelon form:
1 4 3 7 1 1 0 0 1 2 6 0
0 1 6 2 , 0 1 0 , 0 0 1 1 0
0 0 1 5 0 0 0 0 0 0 0 1
35
Example-2: Row-Echelon and Reduced
Row-Echelon form
• All matrices of the following types are in row-echelon form
( any real numbers substituted for the *’s. ) :
0 1 * * * * * * * *
1 * * * 1 * * * 1 * * *
0 0 0 1 * * * * * *
1 * * 0 1 * * 0 1 * *
0
, , , 0 0 0 0 1 * * * * *
0 0 1 * 0 0 1 * 0 0 0 0
0 0 0 0 0 1 * * * *
0 0 0 1 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 1 *
1 0 0 5
(a) 0 1 0 2
0 0 1 4
Solution (a)
x 5
the corresponding system
y -2
of equations is :
z 4
37
Example-3: Solutions of Four Linear Systems
(b1)
1 0 0 4 1
(b) 0 1 0 2 6
0 0 1 3 2
Solution (b)
free variables
1. The corresponding x1 4 x4 - 1
system of equations is : x2 2 x4 6
x3 3 x4 2
leading
variables
38
Example-3: Solutions of Four Linear Systems
(b2)
39
Example-3: Solutions of Four Linear Systems
(c1)
1 6 0 0 4 2
0 0 1 0 3 1
(c)
0 0 0 1 5 2
0 0 0 0 0 0
Solution (c)
1. The 4th row of zeros leads to x1 6 x2 4 x5 - 2
the equation places no
restrictions on the solutions. x3 3x5 1
Thus, we can omit this x4 5 x5 2
equation.
40
Example-3: Solutions of Four Linear Systems
(c2)
Solution (c)
x1 - 2 - 6 x2 - 4 x5
2. Solving for the leading
variables in terms of the free x3 1 - 3x5
variables: x4 2 - 5 x5
1 0 0 0
(d) 0 1 2 0
0 0 0 1
Solution (d):
the last equation in the corresponding system of
equation is
0 x1 0 x2 0 x3 1
42
Elimination Methods (1/7)
0 0 2 0 7 12
2 4 10 6 12 28
2 4 5 6 5 1
43
Elimination Methods (2/7)
• Step1. Locate the leftmost column that does not consist
entirely of zeros.
0 0 2 0 7 12
2 4 10 6 12 28
2 4 5 6 5 1
Leftmost nonzero column
2 4 10 6 12 28
0 0 2 0 7 12 The 1th and 2th rows in the
preceding matrix were
2 4 5 6 5 1 interchanged.
44
Elimination Methods (3/7)
• Step3. If the entry that is now at the top of the column found in
Step1 is a, multiply the first row by 1/a in order to introduce a
leading 1.
1 2 5 3 6 14
0 0 2 0 7 12
The 1st row of the preceding
2 4 5 6 5 1 matrix was multiplied by 1/2.
• Step4. Add suitable multiples of the top row to the rows below
so that all entires below the leading 1 become zeros.
1 2 5 3 6 14
0 0 2 0 7 -2 times the 1st row of the
12 preceding matrix was added to
0 0 5 0 17 29 the 3rd row.
45
Elimination Methods (4/7)
• Step5. Now cover the top row in the matrix and begin again
with Step1 applied to the submatrix that remains. Continue
in this way until the entire matrix is in row-echelon form.
1 2 5 3 6 14
0 0 2 0 7 12
0 0 5 0 17 29 Leftmost nonzero
column in the submatrix
1 2 5 3 6 14
0 0 1 0 7 The 1st row in the submatrix
2 6 was multiplied by -1/2 to
0 0 5 0 17 29 introduce a leading 1.
46
Elimination Methods (5/7)
• Step5 (cont.)
-5 times the 1st row of the
1 2 5 3 6 14 submatrix was added to the 2nd
0 0 1 0 7 6 row of the submatrix to introduce
2 a zero below the leading 1.
0 0 0 0 2 1
1
1 2 0 3 0 7
0 0 1 0 0 1 5 times the 2nd row was added
0 0 0 0 1 to the 1st row.
2
The last matrix is in reduced row-echelon form.
48
Elimination Methods (7/7)
49
Example-4: Gauss-Jordan
Elimination(1/4)
• Solve by Gauss-Jordan Elimination
x1 3 x2 2 x3 2x 5 0
2 x1 6 x2 5 x3 2 x4 4 x5 3x6 1
5 x3 10 x4 15x6 5
2 x1 6 x2 8 x4 4 x5 18x6 6
Solution:
The augmented matrix for the system is
1 3 -2 0 0 2 0
2 6 - 5 - 2 4 - 3 - 1
0 0 5 10 0 15 5
2 6 0 8 4 18 6
50
Example 4
Gauss-Jordan Elimination(2/4)
• Adding -2 times the 1st row to the 2nd and 4th rows gives
1 3 - 2 0 2 0 0
0 0 - 1 - 2 0 - 3 - 1
0 0 5 10 0 15 5
0 0 4 8 0 18 6
• Multiplying the 2nd row by -1 and then adding -5 times the new
2nd row to the 3rd row and -4 times the new 2nd row to the 4th
row gives
1 3 -2 0 2 0
0
0 0 1 2 0 - 3 1
0 0 0 0 0 0 0
0 0 0 0 0 6 2
51
Example 4
Gauss-Jordan Elimination(3/4)
• Interchanging the 3rd and 4th rows and then multiplying the 3rd row of
the resulting matrix by 1/6 gives the row-echelon form.
1 3 - 2 0 2 0 0
0 0 - 1 - 2 0 - 3 - 1
0 0 0 0 0 1 13
0 0 0 0 0 0 0
• Adding -3 times the 3rd row to the 2nd row and then adding 2 times the
2nd row of the resulting matrix to the 1st row yields the reduced row-
echelon form.
1 3 0 4 2 0 0
0 0 1 2 0 0 0
0 0 0 0 0 1 13
0 0 0 0 0 0 0
52
Example 4
Gauss-Jordan Elimination(4/4)
• The corresponding system of equations is
x1 3x2 4 x4 2 x 5 0
x3 2 x4 0
x6 13
• Solution
The augmented matrix for the system is
x1 3x2 4 x4 2x 5
x3 2 x4
x6 13
• We assign the free variables, and the general solution is given
by the formulas:
x1 3r 4s 2t , x2 r , x3 2s, x4 s, x5 t , x6 13
53
Back-Substitution
• It is sometimes preferable to solve a system of linear equations by
using Gaussian elimination to bring the augmented matrix into row-
echelon form without continuing all the way to the reduced row-
echelon form.
• When this is done, the corresponding system of equations can be
solved by solved by a technique called back-substitution.
• Example 5
54
Example 5
ex4 solved by Back-substitution(1/2)
• From the computations in Example 4, a row-echelon form from the
augmented matrix is
1 3 -2 0 2 00
0 0 - 1 - 2 0 - 3 - 1
0 0 0 0 0 1 13
0 0 0 0 0 0 0
• To solve the corresponding system of equations
x1 3x2 4 x4 2 x 5 0
x3 2 x4 0
x6 13
• Step1. Solve the equations for the leading variables.
x1 3 x2 2 x3 2 x 5
x3 1 2 x4 3 x6
x6 1
3
55
Example5
ex4 solved by Back-substitution(2/2)
• Step2. Beginning with the bottom equation and working upward,
successively substitute each equation into all the equations above it.
– Substituting x6=1/3 into the 2nd equation
x1 3 x2 2 x3 2 x 5
x3 2 x4
x6 13
– Substituting x3=-2 x4 into the 1st equation
x1 3x2 2 x3 2x 5
x3 2 x4
x6 13
• Step3. Assign free variables, the general solution is given by the formulas.
x1 3r 4s 2t , x2 r , x3 2s, x4 s, x5 t , x6 13
56
Example 6
Gaussian elimination(1/2)
x y 2z 9
• Solve by Gaussian elimination and
2 x 4 y 3z 1
3x 6 y 5 z 0
back-substitution. (ex3 of Section1.1)
• Solution 1 1 2 9
2 4 3 1
– We convert the augmented matrix
3 6 5 0
1 1 2 9
– to the ow-echelon form 0 1 72 172
0 0 1 3
– The system corresponding to this matrix is
x y 2 z 9, y 72 z 172 , z 3
57
Example 6
Gaussian elimination(2/2)
• Solution
– Solving for the leading variables x 9 y 2 z,
y 172 72 z ,
z 3
– Substituting the bottom equation into those above
x 3 y,
y 2,
z 3
– Substituting the 2nd equation into the top
x 1, y 2, z 3
58
Homogeneous Linear Systems(1/2)
59
Homogeneous Linear Systems(2/2)
• In a special case of a
homogeneous linear
system of two linear
equations in two
unknowns: (fig1.2.1)
60
Example 7
Gauss-Jordan Elimination(1/3)
2 x1 2 x2 x3 x5 0
Solve the following
homogeneous system of linear x1 x2 2 x3 3 x4 x5 0
equations by using Gauss- x1 x2 2 x3 x5 0
Jordan elimination. x3 x4 x5 0
Solution
2 2 1 0 1 0
The augmented matrix 1 1 2 3 1 0
1 1 2 0 1 0
0 0 0 1 0 0
64
Computer Solution of Linear System
65
Matrix Products as Linear
Combinations (1/2)
66
Matrix Products as Linear
Combinations (2/2)
67
Example 8
Linear Combination
68
Example 9
Columns of a Product AB as Linear
Combinations
69
Matrix form of a Linear System(1/2)
The m×1 matrix on the left side a11 a12 ... a1n x1 b1
a a ... a x b
of this equation can be written 21 22 2n 2
2
as a product to give:
m1 m 2
a a ... a mn xm bm 70
Matrix form of a Linear System(1/2)
71