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Session 1 2023

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16 views33 pages

Session 1 2023

Uploaded by

kobbywill2002
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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UGBS 301

QUANTITATIVE METHODS FOR


BUSINESS

Dr. Abeeku Sam Edu


Department of Operations and Management Information Systems
Session 1

A Review of Linear
Algebra
Session Overview

This session looks at matrices and systems of linear equations. Matrices allow for elegant
representation and solution of complex mathematical equations. Though matrices have
many properties similar to that seen in normal algebra, there are some properties that
are quite different and worth paying attention to. Knowing these properties, it is then
easier to formulate large problems with matrices for easier solution.

Slide 3
Session Outline

At the end of the session, the student should be able to:


– define matrices
– understand the properties of matrices
– perform matrix operations
– Add, Subtract, and transpose matrices
– Multiply matrices
– understand identity and inverse matrices
– transform a set of linear equations into a matrix form

Slide 4
MATRIX ALGEBRA

Definition
A matrix is any rectangular array of numbers.
For example, the following are all matrices:
2 4 3
2 4 5 4 6 2 4
4 6 ; ;
6. 1 8

Row
2 4 3
5 4 6
6 1 8

Column

Slide 5
MATRIX ALGEBRA

Definition
If a matrix A has m rows and n columns, we call A an m x n matrix.
We refer to m x n as the order of the matrix. In general, a typical m x n
matrix A may be written as

é a11 a12  a1n ù


êa ú n = # of columns
a22  a2 n ú m = # of rows
A = ( aij ) = ê 21
ê     ú dimensions = m × n
ê ú
ë am1 am 2  amn û
The number in the ith row and jth column of A is called the
ijth element of A and is written aij.

Slide 6
MATRIX ALGEBRA

Example
2 4 3 A 3x3 matrix
5 4 6 𝑎!! = 8
6 1 8

Slide 7
MATRIX ALGEBRA

Definition
A vector, v, of dimension n is an n × 1 matrix rectangular array of elements
é v1 ù
êv ú
v= ê 2ú

êú
ê ú
ë vn û
A vector of the form v is a column vector. (the transpose of a
column vector is a row vector)

Slide 8
MATRIX ALGEBRA

Any m-dimensional vector corresponds to a directed line segment in


the m-dimensional plane.

Example two-dimensional vectors

1 1
u=
2
v= w = -1
-3 -2

Slide 9
MATRIX ALGEBRA

Scalar Multiplication
Let A = (aij) denote an m × n matrix and let c be any scalar. Then cA is
the matrix:
é ca11 ca12  ca1n ù
ê ca ca22  ca2 n úú
cA = ( caij ) = ê 21
ê     ú
ê ú
ëcam1 cam 2  camn û
Example

2 4 3 6 12 9
A= 5 4 6 3A = 15 12 18
6 1 8 18 3 24

Slide 10
MATRIX ALGEBRA

Addition
Let A = (aij) and B = (bij) denote two m × n matrices. Then the
sum, A + B, is the matrix:
é a11 + b11 a12 + b12  a1n + b1n ù
êa +b a22 + b22  a2 n + b2 n úú
A + B = ( aij + bij ) = ê 21 21

ê     ú
ê ú
ë am1 + bm1 am 2 + bm 2  amn + bmn û

Note: The dimensions of A and B are required to be both m × n.


Slide 11
MATRIX ALGEBRA

Matrix multiplication
For two matrices A and B, the matrix AB is only possible if the number
of columns of A equals the number of rows of B
Let A = (aij) denote an n × m matrix and B = (bjl) denote an m × k
matrix. Then the n × k matrix C = (cil) where
m
cil = å aij b jl
j =1
is called the product of A and B and is denoted by
A∙B
Slide 12
MATRIX ALGEBRA

Example
2 4 3 1 2 2
A= 5 4 6 B= 4 2 3
6 1 8 2 3 1

2*1+4*4+3*2 2*2+4*2+3*3 2*2+4*3+3*1


A∙B = 5*1+4*4+6*2 5*2+4*2+6*3 5*2+4*3+6*1
6*1+1*4+8*2 6*2+1*2+8*3 6*2+1*3+8*1

24 21 19
A∙B = 33 36 28
26 38 23

Slide 13
MATRIX ALGEBRA

Transpose of a matrix
Given any m x n matrix
é a11 a12  a1n ù
êa a22  a2 n ú
A = ( aij ) = ê 21 ú
ê     ú
ê ú
ë am1 am 2  amn û

the transpose of A (written AT) is the n x m matrix


A11 a21 ⋯ am1
A12 a22 ⋯ am2
A = ⋮
T
⋮ ⋱ ⋮
A1n A2n ⋯ amn
Slide 14
MATRIX ALGEBRA

Transpose of a matrix
Given the 4 x 3 matrix
2 4 3
A= 5 4 6
6 1 8
4 5 7

the transpose of A (written AT) is the 3 x 4 matrix

2 5 6 4
AT = 4 4 1 5
3 6 8 7

Slide 15
MATRIX ALGEBRA

Definition: Identity Matrix


An identity matrix, I, is a square matrix of dimension n × n
where all elements on the diagonal are ones and all other elements
are zeros. é1 0  0 ù
ê0 1  0 ú
I = In = ê ú
ê    ú
Special Properties of I: ê ú
ë 0 0  1 û
1. AI = A
2. IA = A.
Slide 16
MATRIX ALGEBRA

Inverse of an n × n matrix
Let A denote the n × n matrix
é a11 a12  a1n ù
êa a22  a2 n ú
A = ( aij ) = ê 21 ú
ê     ú
ê ú
ë an1 an 2  ann û

Let B denote an n × n matrix such that AB = BA = I.


If the matrix B exists, then A is called invertible . Also, B is called the
inverse of A and is denoted by A-1
In other words, A-1 is the inverse of A if: AA-1=A-1A=I
Slide 17
MATRIX ALGEBRA

Not every matrix has an inverse. If no inverse exists, then the


matrix is called singular (non invertible)

Non-square matrices are not invertible. Why?

Slide 18
MATRIX ALGEBRA

Rank of an m × n matrix
Let A denote an m × n matrix
é a11 a12  a1n ù
êa a22  a2 n ú
A = ( aij ) = ê 21 ú
ê     ú
ê ú
ë am1 am 2  amn û

The maximum number of linearly independent rows in a matrix A is called the row rank of A,
and the maximum number of linearly independent columns in A is called the column rank of A
Row rank of A ≤ m, and column rank of A ≤ n
If A is an m by n matrix, that is, if A has m rows and n columns, then Rank of A ≤
min(m,n)
Slide 19
BASIC PROPERTIES OF MATRICES

Suppose A, B, C, are regular matrices, I is an identity matrix, and


0 a matrix with zero for all entries. Then the following properties
hold.
Addition Properties
– Associative: (A + B) + C = A + (B+ C)
– Commutative: A + B = B + A
– Additive Identity: A + 0 = 0 + A = A
– Additive Inverse: A + (-A) = (-A) + A = 0

Slide 20
BASIC PROPERTIES OF MATRICES

• Multiplication Properties
– Associative Property: A(BC) = (AB)C
– Multiplicative identity: AI = IA = A
– Multiplicative inverse:
• Suppose A is a regular matrix, and I is an identity matrix. If there exist a matrix
B such that AB = I, then B is the inverse of A. The inverse of A is usually
denoted by the matrix A-1.
• If A is a square matrix and A-1 exists, then AA-1 = A-1A = I
• Combined Properties
– Left distributive: A(B + C) = AB + AC
– Right distributive: (B + C)A = BA + CA
Slide 21
BASIC PROPERTIES OF MATRICES

• Equality
– Addition: If A = B, then A + C = B + C
– Left multiplication: If A = B, then CA = CB
– Right multiplication: If A = B, then AC = BC
The use of these properties is best illustrated by an example of solving a
matrix equation.
Example: Given an n x n matrix A and an n x p matrix B and a third
matrix denoted by X, we will solve the matrix equation AX = B for X.
A-1 AX = A-1 B ⇒ IX = A-1 B ⇒ X = A-1 B
Slide 22
BASIC PROPERTIES OF MATRICES

Finding the Inverse of a matrix using left multiplication


Suppose B is any matrix that satisfies
AB = I
If we multiply the left side of both side by A-1 , we get
A-1AB = A-1I
IB = A-1I
IB = A-1
This means, B must be the inverse of A

Because of this, we can apply the Gauss-Jordan method to find the


inverse of a matrix. More on this in lecture 2
Slide 23
Systems of Linear Equations and Matrices

A linear equation is of the form 𝑎" 𝑥" + 𝑎# 𝑥# + 𝑎! 𝑥$ +…+ 𝑎% 𝑥% = 𝑏


ai and b are parameters, and xi is an unknown variable.
In business modeling, 𝑥𝑖 represent a decision to be made, and is termed a Decision
Variable. 𝒂𝒊 is a coefficient of 𝑥𝑖. 𝒃 is usually referred to as a Resource to be utilized.
Example:
A household has Ghc 300 to spend on rice and soda drinks. A bag of rice cost Ghc 20 and
a pack of soda drink cost Ghc 15. If the household should spend all of the Ghc 300, write
a mathematical expression relating number of rice and soda drinks to buy and the
available monitory resource.
Solution:
Let x1 and x2 be the number of bags of rice and packs of drinks to buy. Then,
20x1+15x2 = 300
Slide 24
Systems of Linear Equations and Matrices

Example:
Your mobile phone provider Django Mobile charges Ghc0.07 per minute of
talk, Ghc 0.005 per text and Ghc0.02 per minute of internet usage. If your
monthly total phone bill is 𝑇, formulate a linear equation to represent your
monthly mobile charge.

Solution
Let 𝑥! , 𝑥" , 𝑥# be the amount of talk, text and internet usage in a month.
0.07𝑥! + 0.005𝑥" + 0.02𝑥# = 𝑇

Slide 25
Systems of Linear Equations and Matrices

A system of linear equations is of the form

a11 x1 + a12 x2 +  + a1n xn = b1


a21 x1 + a22 x2 +  + a2 n xn = b2

am1 x1 + am 2 x2 +  + amn xn = bm
aij and bi are parameters (constants), and x1, x2, x3,…, xn are
variables or unknowns.
Slide 26
Systems of Linear Equations and Matrices

Example:
A household has Ghc 400 to spend on rice, soda drinks and soap, and Ghc 40 to spend on
transporting them to the house. A bag of rice sells for Ghc 20 and cost Ghc 1 to transport,
a pack of soda drink sells for Ghc 15 and cost Ghc 2 to transport, and a box of soap sells
for Ghc 10 and cost Ghc 1 to transport. If the household should buy exactly 5 bars of
soap, write a relation detailing how the available money is spent on the items. Assume it
must spend all the Ghc 400 and Ghc 40 on shopping and transportation respectively.
Solution:
Let x1, x2, and x3 be the number of bags of rice, packs of soda drinks, and bar of
soap bought. Then,
20x1+15x2+10x3 = 400
x1 + 2x2 + x3 = 40
x3 = 5
Slide 27
Systems of Linear Equations and Matrices

Example:
Copico farm company owns 50 acres of land that is reserved for growing wheat and corn.
3 workers and 2 tons of fertilizer are always needed to grow an acre of wheat, where as
an acre of corn requires 2 workers and 4 tons of fertilizer. If Copico has available 100
workers and 120 ton of fertilizer available, how many acres of wheat and corn should be
grown that best utilize Copico’s resources? Assume Copico utilizes all of its resources.
What is the decision to be made?; What are Copico’s resources?
How much of each resource is available?
Solution
Let 𝑥" , 𝑥# be the acres of land allocated to wheat and corn respectively.
𝑥" + 𝑥# = 50
3𝑥" + 2𝑥# = 100
2𝑥" + 4𝑥# = 120
Slide 28
Systems of Linear Equations and Matrices

Example:
An oil company manufactures three types of gasoline: premium unleaded, regular
unleaded, and regular leaded by mixing three types of crude oil: crude oil 1, 2, and 3.
The number of gallons of crude oil required to manufacture 1 gallon of gasoline is given
in the table below.
Gallons of crude oil required to produce 1 gallon of gasoline
Premium Regular leaded Regular Unleaded
Crude Oil 1 3 1 1
Crude Oil 2 1 1 1
Crude Oil 3 4 3 1
If the company has available 40, 30, and 60 gallons of crude oil 1, 2, and 3
respectively, write a relation to show how the available crude oil are used for the
production of the three types of gasoline . Assume all available crude oil must be
utilized.
Slide 29
Systems of Linear Equations and Matrices

Solution
Let x1, x2, and x3 be the gallons of gasoline type 1, 2, and 3 resp. Then,
3x1 + x2 + x3 = 40
x1 + x2 + x3 = 30
4x1 + 3x2 + x3 = 60

Slide 30
Systems of Linear Equations and Matrices

Matrix form of systems of equations

a11 x1 + a12 x2 +  + a1n xn = b1 a11 a12 ⋯ a1n x1 b1


a21 x1 + a22 x2 +  + a2 n xn = b2 a21 a22 ⋯ a2n x2 b2
 ⋮ ⋮ ⋱ ⋮ ⋮ = ⋮
am1 x1 + am 2 x2 +  + amn xn = bm am1 an2 ⋯ amn xn bm

A X B

Slide 31
Systems of Linear Equations and Matrices

Example:
3x1 + x2 + x3 = 40 3 1 1 x1 40
x1 + x2 + x3 = 30 1 1 1 x2 = 30
4 3 1 x3 60
4 x1 +3x2 + x3 = 60
A X B

A solution to a linear system of m equations in n unknowns is a set of


values for the unknowns ( that is x1, x2, x3 or X in the example above)
that satisfies each of the system’s m equations.

Slide 32
Reference

Winston, W.L. & Goldberg, J.B. (2004). Operations Research: Applications and
Algorithms. 4th Edition, Cengage Learning, Belmont.

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