CHAPTER 2

MATRICES
2.1 Operations with Matrices
2.2 Properties of Matrix Operations
2.3 The Inverse of a Matrix
2.4 Elementary Matrices
2.5 Applications of Matrix Operations

Elementary Linear Algebra 投影片設計編製者

R. Larson (7 Edition) 淡江大學 電機系 翁慶昌 教
 CH 2 Linear Algebra Applied

Flight Crew Scheduling (p.47) Beam Deflection (p.64)

Information Retrieval (p.58)

Computational Fluid Dynamics (p.79) Data Encryption (p.87)

2/75
 2.1 Operations with Matrices

Matrix:
 a11 a12 a13  a1n 
a a22 a 23  a2 n 
 21
A  [aij ]mn   a31 a32 a33  a3n   M mn
 
    
am1 am 2 am 3  amn  mn

(i, j)-th entry: aij

row: m
column: n
size: m×n

Elementary Linear Algebra: Section 2.1, p.40 3/75

 
i-th row vector
ri  ai1 ai 2  ain  row matrix


j-th column vector
 c1 j 
c 
cj   2j
 column matrix
 
c 
 mj 

Square matrix: m=n

Elementary Linear Algebra: Section 2.1, p.40 4/75

 
Diagonal matrix:
d1 0  0
0 d  0
A  diag (d1 , d 2 ,  , d n )   2
  M nn
   
0 0  d n 


Trace:

If A  [aij ]nn
Then Tr ( A)  a11  a22    ann

Elementary Linear Algebra: Section 2.1, Addition 5/75

 
Ex:
1 2 3  r1 
A   
4 5 6 r2 
 r1  1 2 3, r2  4 5 6

1 2 3
A   c1 c2 c3 
 4 5 6
1   2  3
 c1   , c2   , c3   
 4 5  6 

Elementary Linear Algebra: Section 2.1, Addition 6/75

 
Equal matrix:
If A  [aij ]mn , B  [bij ]mn
Then A  B if and only if aij  bij  1  i  m, 1  j  n


Ex 1: (Equal matrix)
1 2 a b 
A  B 
3 4   c d 

If A  B
Then a  1, b  2, c  3, d  4

Elementary Linear Algebra: Section 2.1, p.40 7/75

 
Matrix addition:
If A  [aij ]mn , B  [bij ]mn
Then A  B  [aij ]mn  [bij ]mn  [aij  bij ]mn


Ex 2: (Matrix addition)

 1 2  1 3  1  1 2  3  0 5
 0 1   1 2   0  1 1  2   1 3
       

 1  1  1  1  0 
  3   3    3  3   0 
       
 2  2  2  2 0

Elementary Linear Algebra: Section 2.1, p.41 8/75

 
Scalar multiplication:
If A  [aij ]mn , c : scalar
Then cA  [caij ]mn

Matrix subtraction:
A  B  A  (1) B


Ex 3: (Scalar multiplication and matrix subtraction)
 1 2 4  2 0 0
A   3 0  1 B   1  4 3
   
 2 1 2  1 3 2

Find (a) 3A, (b) –B, (c) 3A – B

Elementary Linear Algebra: Section 2.1, p.41 9/75
 Sol:
(a)
 1 2 4  31 32  34   3 6 12
3A  3 3 0  1  3 3 30  3 1   9 0  3
     
 2 1 2  32  31 32   6 3 6
(b) 0 0   2 0 0
 2
 B   1 1  4 3    1 4  3

 
 1 3 2  1  3  2
(c)
 3 6 12  2 0 0  1 6 12
3 A  B   9 0  3   1  4 3   10 4  6
     
 6 3 6  1 3 2  7 0 4

Elementary Linear Algebra: Section 2.1, p.41 10/75

 
Matrix multiplication:
If A  [aij ]mn , B  [bij ]n p
Then AB  [aij ]mn [bij ]n p  [cij ]m p

Size of AB
n
where cij   aik bkj  ai1b1 j  ai 2b2 j    ain bnj
k 1

 a11 a12  a1n  b  b

    11 1j  b1n   
     
b  b  b
 ai1 ai 2  ain    
21 2 j 2 n

       ci1 ci 2  cij  cin 

 
  bn1  bnj  bnn   

an1 an 2  ann   


Notes: (1) A+B = B+A, (2) AB  BA
Elementary Linear Algebra: Section 2.1, p.42 & p.44 11/75
 
Ex 4: (Find AB)
 1 3
   3 2
A 4 2 B
   4 1
 5 0
Sol:
 (1)( 3)  (3)( 4) (1)( 2)  (3)(1) 
AB  (4)( 3)  (2)( 4) (4)( 2)  (2)(1)
 
 (5)( 3)  (0)( 4) (5)( 2)  (0)(1) 

 9 1 
 4 6
 
 15 10

Elementary Linear Algebra: Section 2.1, p.43 12/75

 
Matrix form of a system of linear equations:
 a11 x1  a12 x2    a1n xn  b1
 a x  a x  a x  b
 21 1 22 2 2n n 2
 m linear equations
 
am1 x1  am 2 x2    amn xn  bm


 a11 a12  a1n   x1   b1 
a a22  a2 n   x2   b2  Single matrix equation
 21 
          Ax b
     m  n n 1 m 1

am1 am 2  amn   xn  bm 

=

A x b
Elementary Linear Algebra: Section 2.1, p.45 13/75
 
Partitioned matrices:
submatrix
 a11 a12 a13 a14 
 A11 A12 
A  a21 a22 a23 
a24  
   A21 A22 
 a31 a32 a33 a34 

 a11 a12 a13 a14   r1 

A  a21 a22 a23 a24   r2 
   
 a31 a32 a33 a34   r3 

 a11 a12 a13 a14 

A  a21 a22 a23 a24   c1 c2 c3 c4 
 
 a31 a32 a33 a34 

Elementary Linear Algebra: Section 2.1, Addition 14/75

 
Linear combination of column vectors:

 a11 a12  a1n   x1 

a x 
a22  a2 n 
A   21   c1 c2  cn  x   2
      
a x 
 m1 am 2  amn   n

 a11 x1  a12 x2    a1n xn   a11   a12   a1n 

 a x  a x  a x  a  a  a 
 Ax   21 1 22 2 2n n
  x1  21   x2  22     xn  2 n 
        
a x  a x    a x  a  a  a 
 m1 1 m 2 2 mn n  m1  m1   m2   mn 
c1 c2 cn

Elementary Linear Algebra: Section 2.1, p.46 15/75

 Ex 7 ： (Solve a system of linear
equations) x  2 x  3x  0
1 2 3

4 x1  5 x2  6 x3  3 (infinitely many solutions)

7 x1  7 x2  8 x3  6

 1 2 3  x1  0   1  2  3
 A  4 5 6, x   x2 , b   3, c1  4, c2   5, c3  6
7 8 9  x3  6 7   8 9

 x1  2 x2  3 x3   1  2  3 0
 Ax  4 x1  5 x2  6 x3   x1 4  x2  5  x3 6   3  b
 7 x1  8 x2  9 x3  7  8 9 6

 1 2  3 0  1
 14  1 5  (1) 6   3 (one solution : x   1, i.e. x1  1, x2  1, x3  1)
7  8 9 6  1

Elementary Linear Algebra: Section 2.1, p.47 16/75

 Key Learning in Section 2.1
 Determine whether two matrices are equal.
 Add and subtract matrices and multiply a matrix by a scalar.
 Multiply two matrices.
 Use matrices to solve a system of linear equations.
 Partition a matrix and write a linear combination of column
vectors..

17/75
 2.2 Properties of Matrix Operations

Three basic matrix operators:
(1) matrix addition
(2) scalar multiplication
(3) matrix multiplication


Zero matrix: 0 mn


Identity matrix of order n: I n

Elementary Linear Algebra: Section 2.2, 52-55 18/75

 
Properties of matrix addition and scalar multiplication:

If A, B, C  M mn , c, d : scalar
Then (1) A+B = B + A
(2) A + ( B + C ) = ( A + B ) + C
(3) ( cd ) A = c ( dA )
(4) 1A = A
(5) c( A+B ) = cA + cB
(6) ( c+d ) A = cA + dA

Elementary Linear Algebra: Section 2.2, p.52 19/75

 
Properties of zero matrices:
If A  M mn , c : scalar
Then (1) A  0 mn  A
(2) A  ( A)  0 mn
(3) cA  0 mn  c  0 or A  0 mn


Notes:
(1) 0m×n: the additive identity for the set of all m×n matrices
(2) –A: the additive inverse of A

Elementary Linear Algebra: Section 2.2, p.53 20/75

 
Properties of matrix multiplication:

(1) A(BC) = (AB)C

(2) A(B+C) = AB + AC
(3) (A+B)C = AC + BC
(4) c (AB) = (cA) B = A (cB)

 Properties of identity matrix:

If A  M mn
Then (1) AI n  A
( 2) I m A  A

Elementary Linear Algebra: Section 2.2, p.54 & p.56 21/75

 
Transpose of a matrix:
 a11 a12  a1n 
a a22  a2 n 
If A   21   M mn
    
a am 2  amn 
 m1

 a11 a21  am1 

a a22  am 2 
Then AT   12   M nm
    
a a2 n  amn 
 1n

Elementary Linear Algebra: Section 2.2, p.57 22/75

 
Ex 8: (Find the transpose of the following matrix)
 1 2 3 0 1
 2
(a) A    (b) A   4 5 6 (c A   2 4
8    )  
7 8 9  1  1
Sol: (a)  2
A   AT  2 8
8 
(b)  1 2 3 1 4 7
A  4 5 6  AT  2 5 8
   
7 8 9 3 6 9 
(c
 0 1
) 0 2 1
A  2 4  AT  
  1 4  1
 1  1
Elementary Linear Algebra: Section 2.2, p.57 23/75
 
Properties of transposes:
(1) ( AT )T  A
(2) ( A  B )T  AT  B T
(3) (cA)T  c( AT )
(4) ( AB )T  B T AT

Elementary Linear Algebra: Section 2.2, p.57 24/75

 
Symmetric matrix:
A square matrix A is symmetric if A = AT

Skew-symmetric matrix:
A square matrix A is skew-symmetric if AT = –A

Ex:
 1 2 3
If A  a 4 5 is symmetric, find a, b, c?
 
b c 6
Sol:
 1 2 3 1 a b 
A  A T
A  a 4 5 AT  2 4 c 
     a  2, b  3, c  5
b c 6 3 5 6
Elementary Linear Algebra: Section 2.2, Addition 25/75
 
Ex:
 0 1 2
If A  a 0 3 is a skew-symmetric, find a, b, c?
 
b c 0
Sol:
 0 1 2  0  a  b
A   a 0 3  AT    1 0  c 
b c 0  
 2  3 0 

A   AT  a  1, b  2, c  3

Note: AAT is symmetric

Pf: ( AAT )T  ( AT )T AT  AAT

 AAT is symmetric
Elementary Linear Algebra: Section 2.2, Addition 26/75
 
Real number:
ab = ba (Commutative law for multiplication)

Matrix:
AB  BA
m n n p

Three
situations:
(1) If m  p, then AB is defined, BA is undefined.

(2) If m  p, m  n, then AB  M mm , BA  M nn (Sizes are not the

same)
(3) If m  p  n, then AB  M mm , BA  M mm
(Sizes are the same, but matrices are not equal)

Elementary Linear Algebra: Section 2.2, Addition 27/75

 
Ex 4:
Sow that AB and BA are not equal for the matrices.
 1 3 2  1
A  and B 
 2  1  0 2 
Sol:
 1 3 2  1 2 5
AB       
 2  1 0 2   4  4 

2  1  1 3 0 7
BA       
 0 2  2  1  4  2 


Note: AB  BA

Elementary Linear Algebra: Section 2.2, p.55 28/75

 
Real number:
ac  bc, c  0
 ab (Cancellation law)

Matrix:
AC  BC C0
(1) If C is invertible, then A = B

(2) If C is not invertible, then A  B (Cancellation is not

valid)

Elementary Linear Algebra: Section 2.2, p.55 29/75

 
Ex 5: (An example in which cancellation is not valid)
Show that AC=BC
 1 3  2 4  1  2
A  , B  , C 
 0 1  2 3   1 2 
Sol:
1 3  1  2  2 4
AC     
0 1  1 2   1 2


2 4  1  2   2 4
BC   
2 3  1 2    1 2
  

So AC  BC
But A B

Elementary Linear Algebra: Section 2.2, p.55 30/75

 Key Learning in Section 2.2
 Use the properties of matrix addition, scalar multiplication,
and zero matrices.
 Use the properties of matrix multiplication and the identity
matrix.
 Find the transpose of a matrix.

31/75
 2.3 The Inverse of a Matrix

Inverse matrix:

Consider A  M nn
If there exists a matrix B  M nn such that AB  BA  I n ,

Then (1) A is invertible (or nonsingular)

(2) B is the inverse of A


Note:
A matrix that does not have an inverse is called
noninvertible (or singular).

Elementary Linear Algebra: Section 2.3, p.62 32/75

 
Thm 2.7: (The inverse of a matrix is unique)
If B and C are both inverses of the matrix A, then B = C.
Pf: AB  I
C ( AB )  CI
(CA) B  C
IB  C
BC
Consequently, the inverse of a matrix is unique.

Notes:
(1) The inverse of A is denoted by A1
(2) AA1  A1 A  I

Elementary Linear Algebra: Section 2.3, pp.62-63 33/75

 
Find the inverse of a matrix by Gauss-Jordan
Elimination:
A | I  Gauss
   I | A1 
- Jordan Elimination


Ex 2: (Find the inverse of the matrix)
 1 4
A 
 1  3
Sol:
AX  I
 1 4  x11 x12   1 0
 1  3  x  
   21 x22  0 1
 x11  4 x21 x12  4 x22   1 0
 x  3 x  
 11 21  x12  3 x22  0 1

Elementary Linear Algebra: Section 2.3, pp.63-64 34/75

 x11  4 x21  1
 (1)
 x11  3 x21  0
x12  4 x22  0
(2)
 x12  3 x22  1
 1 4  1    1 0   3  x11  3, x21  1
( 4 )
r12(1) , r21
(1) 
 1  3  0 0 1  1

 1 4  0     1 0   4  x12  4, x22  1

( 4 )
r12(1) , r21
(2) 
 1  3  1 0 1  1

Thus
 x11
1
x12   3  4
X A      ( AX  I  AA -1
)
 x21 x22   1 1

Elementary Linear Algebra: Section 2.3, pp.63-64 35/75

 
Note:
 1 4  1 0 Gauss  JordanElimination  1 0   3  4
 1  3  0 1 r (1 ) 
, r (
4 )  0 1  1 1
  12 21
 
A I I A1
If A can’t be row reduced to I, then A is singular.

Elementary Linear Algebra: Section 2.3, p.64 36/75

 
Ex 3: (Find the inverse of the following matrix)
 1  1 0
A   1 0  1
 6 2 3

Sol:
 1  1 0  1 0 0
A  I    1 0  1  0 1 0
 6 2 3  0 0 1

 1  1 0  1 0 0
r12( 1 ) r13( 6 )
 1  1 0  1 0 0

  0 1  1   1 1 0  0 1  1   1 1 0 
  6 2 3  0 0 1 0  4 3  6 0 1

 1  1 0  1 0 0  1  1 0  1 0 0
r3( 1)
(4)
r23
 0 1  1   1 1 0 
 0 1  1   1 1 0
0 0  1  2 4 1 0 0 1   2  4  1

Elementary Linear Algebra: Section 2.3, p.65 37/75

  1  1 0  1 0 0
(1 )
r32 (1)  1 0 0   2  3  1
 0 1 0   3  3  1  0 1 0   3  3  1
r21

0 0 1   2  4  1 0 0 1   1  4  1

 [ I  A1 ]

So the matrix A is invertible, and its inverse is

 2  3  1
A1    3  3  1
 2  4  1

Check:
AA1  A1 A  I

Elementary Linear Algebra: Section 2.3, p.65 38/75

 
Power of a square matrix:
(1) A0  I

(2) Ak  AA
 
 A (k  0)
k factors

(3) Ar  A s  Ar  s r , s : integers
( Ar ) s  Ars
d1 0  0 d1k 0 0
0 d  0  k 
0 d2  0 
( 4) D   2
  Dk  
      
0 0  k
  d n  0 0  dn 

Elementary Linear Algebra: Section 2.3, Addition 39/75

 
Thm 2.8 ： (Properties of inverse matrices)

If A is an invertible matrix, k is a positive integer, and c is a scalar

not equal to zero, then

(1) A1 is invertible and ( A1 ) 1  A

(2) Ak is invertible and ( Ak ) 1  A1A1  A

 
1
 ( A 1 k
)  A k

k factors
1 1 1
(3) cA is invertible and (cA)  A , c  0
c
(4) AT is invertible and ( AT ) 1  ( A1 )T

Elementary Linear Algebra: Section 2.3, p.67 40/75

 
Thm 2.9: (The inverse of a product)
If A and B are invertible matrices of size n, then AB is invertible and

( AB) 1  B 1 A1
Pf:
( AB)( B 1 A1 )  A( BB 1 ) A1  A( I ) A1  ( AI ) A1  AA1  I
( B 1 A1 )( AB)  B 1 ( A1 A) B  B 1 ( I ) B  B 1 ( IB)  B 1 B  I
If AB is invertible, then its inverse is unique.
So ( AB ) 1  B 1 A1

Note:
 A1 A2 A3  An 1  An1  A31 A21 A11
Elementary Linear Algebra: Section 2.3, p.68 41/75
 
Thm 2.10 (Cancellation properties)
If C is an invertible matrix, then the following properties hold:
(1) If AC=BC, then A=B (Right cancellation property)
(2) If CA=CB, then A=B (Left cancellation property)
Pf:
AC  BC
( AC )C 1  ( BC )C 1 (C is invertible , so C -1 exists)
A(CC 1 )  B(CC 1 )
AI  BI
A B


Note:
If C is not invertible, then cancellation is not valid.
Elementary Linear Algebra: Section 2.3, p.69 42/75
 
Thm 2.11: (Systems of equations with unique solutions)
If A is an invertible matrix, then the system of linear equations
Ax = b has a unique solution given by
x  A1b
Pf: Ax  b
A1 Ax  A1b ( A is nonsingular)
Ix  A1b
x  A1b
If x1 and x2 were two solutions of equation Ax  b.
then Ax1  b  Ax2  x1  x2 (Left cancellation property)
This solution is unique.
Elementary Linear Algebra: Section 2.3, p.70 43/75
 
Note:
For square systems (those having the same number of equations
as variables), Theorem 2.11 can be used to determine whether the
system has a unique solution.


Note:
Ax  b (A is an invertible matrix)

A   
| b  A1 A | A1b  I | A1b
A 1

A | b1 | b2 |  | bn  I | A1b1 |  | A1bn 
A1

Elementary Linear Algebra: Section 2.3, p.70 44/75

Example 8
 Key Learning in Section 2.3
▪
Find the inverse of a matrix (if it exists).
▪
Use properties of inverse matrices.
▪
Use an inverse matrix to solve a system of linear equations.

46/75
 2.4 Elementary Matrices

Row elementary matrix:
An nn matrix is called an elementary matrix if it can be obtained
from the identity matrix In by a single elementary operation.

Three row elementary matrices:
(1) Rij  rij ( I ) Interchange two rows.
(2) Ri( k )  ri( k ) ( I ) (k  0) Multiply a row by a nonzero constant.
(3) Rij( k )  rij( k ) ( I ) Add a multiple of a row to another
row.

Note:
Only do a single elementary row operation.

Elementary Linear Algebra: Section 2.4, p.74 47/75

 
Ex 1: (Elementary matrices and nonelementary matrices)
1 0 0 1 0 0
(a ) 0 3 0 (b) 1 0 0 (c) 0 1 0
0 0 1 0 1 0
0 0 0

Yes (r2(3) ( I 3 )) No (not square) No (Row multiplication

must be by a nonzero constant)

1 0 0 1 0 0 
(d ) 0 0 1 (e) 1 0 ( f ) 0 2 0 
0 1 0 2 1
0 0 1
No (Use two elementary
Yes (r23 ( I 3 )) Yes (r12(2) ( I 2 ))
row operations)

Elementary Linear Algebra: Section 2.4, p.74 48/75

 
Thm 2.12: (Representing elementary row operations)

Let E be the elementary matrix obtained by performing an

elementary row operation on Im. If that same elementary row
operation is performed on an mn matrix A, then the resulting
matrix is given by the product EA.
r(I )  E
r ( A)  EA

Notes:
(1) rij ( A)  Rij A
(2) ri( k ) ( A)  Ri( k ) A
(3) rij( k ) ( A)  Rij( k ) A
Elementary Linear Algebra: Section 2.4, p.75 49/75
 
Ex 2: (Elementary matrices and elementary row
operation)
0 1 0  0 2 1  1  3 6
(a ) 1 0 0  1  3 6  0 2 1 (r12 ( A)  R12 A)
0 0 1  3 2  1  3 2  1

1 0 0  1 0  4 1  1 0  4 1 1 1
 1 
6  4  0 1 3  2 (r2 2 ( A)  R2 2 A)
( ) ( )
(b) 0 0  0 2
0 2
 0 1 0 1 3 1 0 1 3 1

1 0 0   1 0  1  1 0  1
(c) 2 1 0  2  2 3  0  2 1 (r12( 2 ) ( A)  R12(5) A)
0 0 1  0 4 5 0 4 5

Elementary Linear Algebra: Section 2.4, p.75 50/75

 
Ex 3: (Using elementary matrices)
Find a sequence of elementary matrices that can be used to write
the matrix A in row-echelon form.
0 1 3 5
A   1  3 0 2
 
2  6 2 0
Sol:
0 1 0   1 0 0
E1  r12 ( I 3 )  1 0 0 E2  r13( 2 ) ( I 3 )   0 1 0
   
0 0 1  2 0 1
1  1 0 0
E3  r3 2 (I 3 )  0 1 0
( )

 
0 0 12 
Elementary Linear Algebra: Section 2.4, p.76 51/75
 0 1 0   0 1 3 5   1  3 0 2 
A1  r12 ( A)  E1 A  1 0 0 1  3 0 2  0 1 3 5
0 0 1 2  6 2 0 2  6 2 0

( 2 )
 1 0 0  1  3 0 2   1  3 0 2 
A2  r 13 ( A1 )  E2 A1   0 1 0 0 1 3 5  0 1 3 5
 2 0 1 2  6 2 0 0 0 2  4

 
1
( ) 1 0 0  1  3 0 2   1  3 0 2
A3  r3 2 ( A2 )  E3 A2  0 1 0  0 1 3 5   0 1 3 5  B
 1  0 0 2  4 0 0 1  2
0 0 
 2
row-echelon form
1
( )
 B  E3 E2 E1 A or B  r 3
2
(r13( 2 ) (r12 ( A)))

Elementary Linear Algebra: Section 2.4, p.76 52/75

 
Row-equivalent:

Matrix B is row-equivalent to A if there exists a finite number

of elementary matrices such that

B  Ek Ek 1  E2 E1 A

Elementary Linear Algebra: Section 2.4, p.76 53/75

 
Thm 2.13: (Elementary matrices are invertible)
1
If E is an elementary matrix, then E exists and
is an elementary matrix.


Notes:
(1) ( Rij ) 1  Rij
1
( )
(2) ( Ri( k ) ) 1  R i
k

(3) ( Rij( k ) ) 1  Rij(  k )

Elementary Linear Algebra: Section 2.4, p.77 54/75

 
Ex:
Elementary Matrix Inverse Matrix
0 1 0  0 1 0 
E1  1 0 0  R12 ( R12 )  E  1 0 0  R12
1
1
1
(Elementary Matrix)
0 0 1 0 0 1

 1 0 0 1 0 0 
E2   0 1 0  R13( 2 ) (R ( 2 ) 1
13
1
)  E  0 1 0  R13( 2 ) (Elementary Matrix)
2
 2 0 1 2 0 1

 1 0 0 1
( )
1
( ) 1 0 0
)  E  0 1 0  R3 (Elementary Matrix)
2 1 1 ( 2)
E3  0 1 0  R3 2 (R 3 3
0 0 12  0 0 2

Elementary Linear Algebra: Section 2.4, p.77 55/75

 
Thm 2.14: (A property of invertible matrices)
A square matrix A is invertible if and only if it can be written as
the product of elementary matrices.
Pf: (1) Assume that A is the product of elementary matrices.
(a) Every elementary matrix is invertible.
(b) The product of invertible matrices is invertible.
Thus A is invertible.
(2) If A is invertible, has only the trivial solution. (Thm.
Ax  0
2.11)
 A0  I 0
 Ek  E3 E2 E1 A  I
 A  E11 E21 E31  Ek1
Thus A can be written as the product of elementary matrices.
Elementary Linear Algebra: Section 2.4, p.77
56/75
 
Ex 4:
Find a sequence of elementary matrices whose product is

  1  2
A 
 3 8 
Sol:
 1  2 r1( 1) 1 2 r12( 3 ) 1 2
A  
   
3 8 3 8 0 2 
1
( )
r2 2 1 2 r21( 2 ) 1 0
    I
0 1  0 1
1
( )
( 2 )
Therefore R21 R R12( 3) R1( 1) A  I
2
2

Elementary Linear Algebra: Section 2.4, p.78 57/75

 1
( )
Thus A  ( R1( 1) ) 1 ( R12( 3) ) 1 ( R ) ( R21
2
2 1
( 2 ) 1
)
 R1( 1) R12( 3) R2( 2 ) R21
( 2)

 1 0 1 0 1 0 1 2
  3 1 0 2 0 1 
 0 1    

Note:
If A is invertible
Then Ek  E3 E2 E1 A  I
A1  Ek  E3 E2 E1
Ek  E3 E2 E1[ AI ]  [ I A1 ]

Elementary Linear Algebra: Section 2.4, p.78 58/75

 
Thm 2.15: (Equivalent conditions)
If A is an nn matrix, then the following statements are
equivalent.
(1) A is invertible.
(2) Ax = b has a unique solution for every n1 column matrix b.

(3) Ax = 0 has only the trivial solution.

(4) A is row-equivalent to In .
(5) A can be written as the product of elementary matrices.

Elementary Linear Algebra: Section 2.4, p.78 59/75

 
LU-factorization:
If the nn matrix A can be written as the product of a
lower
triangular matrix L and an upper triangular matrix U, then
A=LU is an LU-factorization of A
L is a lower triangular matrix
Note: A  LU

U is an upper triangular matrix
If a square matrix A can be row reduced to an upper triangular
matrix U using only the row operation of adding a multiple of
one row to another row below it, then it is easy to find an LU-
factorization of A.
Ek  E2 E1 A  U
A  E11 E21  Ek1U
A  LU
Elementary Linear Algebra: Section 2.4, p.79 60/75
 
Ex 5: (LU-factorization)
 1  3 0
(a ) A  1 2 (b) A  0 1 3
1 0
2  10 2
Sol: (a)

A  1 2   1 2   U
r12(-1)
1 0 0  2

 R12( 1) A  U

 A  ( R12( 1) ) 1U  LU

( 1) 1 1 0
 L  (R 12 ) R (1)
12  
1 1 

Elementary Linear Algebra: Section 2.4, pp.79-80 61/75

 (b)
 1  3 0  1  3 0 1  3 0 

A 0 
1 3 r13( 2 )
 0  1 3  0 1 3   U
 (4)
r23
     
2  10 2 0  4 2 0 0 14
( 4 ) ( 2 )
 R23 R13 A  U

 A  ( R13( 2 ) ) 1 ( R23
( 4 ) 1
) U  LU

 L  ( R13( 2 ) ) 1 ( R23
( 4 ) 1 ( 4 )
)  R13( 2 ) R23
 1 0 0  1 0 0   1 0 0 
  0 1 0  0 1 0    0 1 0 
2 0 1 0  4 1 2  4 1

Elementary Linear Algebra: Section 2.4, pp.79-80 62/75

 
Solving Ax=b with an LU-factorization of A

Ax  b If A  LU , then LUx  b
Let y  Ux, then Ly  b


Two steps:
(1) Write y = Ux and solve Ly = b for y

(2) Solve Ux = y for x

Elementary Linear Algebra: Section 2.4, p.80 63/75

 
Ex 7: (Solving a linear system using LU-factorization)
x1  3 x2  5
x2  3 x3   1
2 x1  10 x2  2 x3   20
Sol:
 1  3 0  1 0 0  1  3 0
A  0 1 3  0 1 0  0 1 3  LU
    
2  10 2 2  4 1 0 0 14
(1) Let y  Ux, and solve Ly  b

 1 0 0  y1    5  y1  5
0 1 0  y2     1   y2  1
2  4 1  y3   20 y3  20  2 y1  4 y2
 20  2(5)  4(1)  14
Elementary Linear Algebra: Section 2.4, p.81 64/75
 (2) Solve the following system Ux  y
 1  3 0  x1    5 
0 1 3  x2     1 
0 0 14  x3   14

So x3  1
x2  1  3 x3  1  (3)(1)  2
x1  5  3 x2  5  3(2)  1
Thus, the solution is
1
x2
 
 1

Elementary Linear Algebra: Section 2.4, p.81 65/75

 Key Learning in Section 2.5
 Write and use a stochastic matrix.
 Use matrix multiplication to encode and decode messages.
 Use matrix algebra to analyze an economic system
(Leontief input-output model).
 Find the least squares regression line for a set of data.

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