2.

1
2.2
2.3
2.4
2.5
Elementary Linear Algebra
R. Larsen et al. (6 Edition)

2.1

(Matrix)

a11
a
21
A [aij ] a31

am1

(i,j)
:
: m

a12
a22
a32

am 2

a13
a 23
a33

am 3

a1n
a2 n

M m n
a3n

amn mn

aij

: n
: mn

: 2.1 p.58

2/95

i (row
vector)
ri ai1 ai 2 ain
j (column
vector)
c1 j
c
2j

cj

c
mj
:

(row matrix)

(column matrix)

m=n

: 2.1 p.59

3/95

(diagonal matrix)
d1 0
0 d
2
A diag (d1 , d 2 , , d n )

0 0

0
0
M nn

d n

(trace)
A [a ij ]nn
Tr ( A) a11 a22 ann

: 2.1

4/95

1 2 3
r1
A

4 5 6
r2

r1 1 2 3 ,
1 2 3
A

4
5
6

1
c1 ,
4

: 2.1

r2 4 5 6
c1 c2

2
c2 ,
5

c3
3
c3
6

5/95

(equal)

A [aij ]mn , B [bij ]mn

A B

A B aij bij 1 i m, 1 j n

1
1 2
A

3
4

a b
B

c
d

A B

a 1, b 2, c 3, d 4

: 2.1 p.58

6/95

(matrix
addition)
A [aij ]mn , B [bij ]mn

A B

A B [aij ]mn [bij ]mn [aij bij ]mn

1 2 1 3 1 1 2 3 0 5
0 1 1 2 0 1 1 2 1 3

1 1
11
0
3 3 3 3 0

2 2
0
2 2

: 2.1 pp.59-60

7/95

(scalar
multiplication)
A [aij ]mn , cA [caij ]mn

(matrix
subtraction)
A B A (1) B

1 2 4
A 3 0 1

2 1 2

c:

0 0
2
B 1 4 3

3 2
1

(a) 3A, (b) -B, (c) 3A-B

: 2.1 p.60

8/95

(a)

3A 3

(b)

1 2 4 3 1

3 0 1 3 3

2 1 2 3 2

3 2
3 0
3 1

3 4 3 6 12

3 1 9 0 3

3 2 6 3
6

0
0
0 0
2
2
4 3
B 1 1 4 3 1

1 3 2
3 2
1

(c)
3A B

: 2.1 p.61

1 6 12
3 6 12 2
0 0
9 0 3 1 4 3 10 4 6

7 0
4
6 3
6 1
3 2
9/95

120

250

305

2.00 ( )

207

140

419

3.00 ( )

29

120

190

2.75 ( )

= 120 2.00 250 3.00 305 2.75 1828.75

: 2.1 p.61

2.00
120 250 305 3.00 1828.75
2.75
10/95

 = 207 2.00 140 3.00 419 2.75 1986.25

=

29 2.00 120 3.00 190 2.75 940.50

120 250 305

207 140 419

29 120 190

2.00

3.00

2.75

120 2.00 250 3.00 305 2.75

207 2.00 140 3.00 419 2.75
29 2.00 120 3.00 190 2.75

1828.75

1986.25

940.50

11/95

120 250 305

207 140 419

29 120 190

2.00 1.80 2.10 2.00

3.00 2.75 3.05 2.80

2.75 2.5 2.80 3.00

1828.75 1666.00 1868.50 1855.00

1986.25 1805.10 2034.90 2063.00
940.50 857.20 958.90 964.00

12/95

(matrix
multiplication)
A [aij ]mn , B [bij ]n p

AB [aij ]mn [bij ]n p [cij ]m p

AB

cij aik bkj ai1b1 j ai 2b2 j ain bnj

k 1

a11 a12 a1n b b

b1n

11
1j

b21 b2 j b2 n

ai1 ai 2 ain
ci1 ci 2 cij cin

bn1 bnj bnn

an1 an 2 ann

: 2.1 p.62&p64

13/95

3
1
A 4 2

0
5

3 2
B

4 1

(1)(3) (3)(4) (1)(2) (3)(1)

AB (4)(3) (2)(4) (4)(2) (2)(1)

(5)(2) (0)(1)
(5)(3) (0)(4)
9 1
4 6

15 10

: 2.1 pp.62-63

14/95


1 2
1

3
4

1
0

0
1 2
1 0 1 2
1 3 4 0 1 3 4

1 0 0
1 2 3 1 0 0
4 5 6 0 1 0 0 1 0
2

7 8 9 0 0 1
0 0 1

1 2 3
1 2 3
4 5 6 4 5 6
7 8 9
7 8 9

3
3 1 2 1 3 2 4 11
4
3
3 6
4 1 2

4
4
8

: 2.1

15/95


1 2
1

3
4

5
7

6 19 22
8 43 50

5 6 1 2
23 34

7
8
3
4
31
46

: 2.1

AB BA
16/95

a11 x1 a12 x2 a1n xn b1

a x a x a x b
21 1 22 2
2n n
2

am1 x1 am 2 x2 amn xn bm

a11
a
21

am1

a12
a22

am 2

b1
b2

bm

: 2.1 p.66

a1n x1
a2 n x2

amn xn
A

Axb

m n n 1

m 1

17/95

(partitioned matrices)
a11
A a21

a31

a12
a22
a32

a13
a23
a33

a14
A11

a24
A21
a34

a11
A a21

a31

a12
a22
a32

a13
a23
a33

a14 r1
a24 r2

a34 r3

a11
A a21

a31

a12
a22
a32

a13
a23
a33

a14
a24 c1 c2

a34

: 2.1

A12
A22

c3

c4

18/95

A (linear combination)
a11
a
A 21

a
m1

a11 x1 a12 x2 a1n xn

a x a x a x
2n n

Ax 21 1 22 2

a x a x a x
m1 1 m 2 2
mn n

: 2.1

x1
x
x 2

x
n

a12 a1n
a22 a2 n
c1 c2 cn

am 2 amn
a11

x1 21 x2

m1

m1
c1

a21

a22
xn

am 2

c2

a1n
a2 n

amn
cn

(A )

19/95

 (2.1 )

row vector:

column vector:

diagonal matrix:

trace:

equality of matrices:

matrix addition:

scalar multiplication:

matrix multiplication:

partitioned matrix:

20/95

2.2

:
(1)
(2)
(3)

0 mn
(zero matrix)
n (identity matrix of order n) I n

: 2.1 pp.75-81

21/95

A, B, C M mn ,

c, d :

(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

: 2.1 p.75

22/95

A M mn ,

c :

(1) A 0 mn A
(2) A (-A) 0 mn
(3) cA 0 mn c 0 or A 0 mn

(1) 0 : mn
mn
(2) -A: A (additive inverse)

: 2.1 p.77

23/95

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

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

A M mn

(1) AI n A
(2) I m A A

: 2.1 p.78&p81

24/95


A M n n
A0 I n
A1 A
A2 A A
Ak 1
A 44A2 L4 43A
kA ' s

25/95

(transpose)
a11 a12 a1n
a

a
22
2n
M mn
A 21

a

a
m1
m2
mn
a11 a21
a
a22
12
T

A

a
1n a2 n

: 2.1 p.83

am1
am 2
M nm

amn

26/95

(a)
(b)
1 2
2

A
4 5
A

7 8
: (a)
2
T
A A 2 8
8
(b)
1 2 3
1
A 4 5 6 AT 2

7 8 9
3
(c
)
1
0
0
T

A 2 4 A

1
1 1

: 2.1 pp.83-84

3
6

(c
)

1
0
A 2 4

1 1

4 7
5 8

6 9
2 1
4 1
27/95

(1) A

T T

( 2) A B AT B T
T

(3) cA c AT

( 4) AB B T AT

: 2.1 p.84

28/95

(symmetric matrix)
A = AT A

1 2 3
A a 4 5

b c 6

: 2.1

1 2 3
A a 4 5

b c 6

A AT

a, b, c ?
1 a b
AT 2 4 c

3 5 6
a 2, b 3, c 5
29/95

(skew-symmetric matrix)
AT = -A

:
0 1
A a 0

b c
:

2
3

0 1 2
A a 0 3 ,

b c 0
A AT

: 2.1 p.86

a, b, c
?
0 a b
AT 1 0 c

2 3 0
a 1, b 2, c 3
30/95

:
AAT
:
( AAT )T ( AT )T AT AAT
AAT

31/95

ab = ba

AB BA
m n n p

AB
(1) m p
BA
AB M mn
(2) m p, m n
BA M nn

( )

AB M mm
(3) m p n
(,)
BA M mm
4

: 2.1

32/95

4
AB BA

1 3
A

1 3
AB

2 1

2 1
B

0 2

5
2 1 2
0 2 4 4

7
2 1 1 3 0
BA

0
2
2

1
4

AB BA

: 2.1 pp.79-80

33/95

 (2.2 )

zero matrix:

identity matrix:

transpose matrix:

symmetric matrix:

skew-symmetric matrix:

34/95

2.3

(inverse matrix)
A M nn

B M nn

AB BA I n

(1) A (invertible) (nonsingular)

(2) B A

: (noninvertible)
(singular)

: 2.1 p.90

35/95

2.7

B C A B = C

AB I
C ( AB) CI
(CA) B C
IB C
BC
B=C

(1) A A

(2) AA1 A1 A I

: 2.1 pp.90-91

36/95

ac =
bc
a , b

AC BC

c0

C0

(1) C A=B
(2) C A B
)

: 2.1 p.80

37/95

AC=BC

1 3
2 4
1 2
A
, B
, C

0
1
2
3

1
2

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
AC BC
A B

: 2.1 p.80

38/95

-
A | I
I | A1
2
4
1
A

AX I
4 x11 x12 1 0
:
1

1 3 x

x
0
1

21

22
x11 4 x21
x12 4 x22 1 0

x 3x

3
x
0
1

11
21
12
22
x11 4 x21 1
x12 4 x22

x11

: 2.1 p.92

3 x21
1

x12

3 x22
2

0
1
39/95

4 1 1 0 3
x11 3, x21 1
r (1) ,r ( 4 )
1

12 21
1 3 0
0 1 1

1
4 0 1 0 4
x12 4, x22 1
r (1) , r ( 4 )
2

12
21
1 3 1
0 1 1

3 4
X A
1
1
1

: 2.1 p.92

40/95

4 1 0 1 0 3 4
1 3 0 1 r 12(1) ,r 21( 4 ) 0 1 1
1

A
I
I
A1

A I
A

: 2.1 p.93

41/95

1 1 0
1 0 1

6 2
3

1 1 0 1 0 0
A I 1 0 1 0 1 0
6 2 3 0 0 1

r12( 1)

: 2.1 p.94

1 1 0 1 0 0
0
1 1 1 1 0

6 2
3 0 0 1

R2+(-1)R1->R2

42/95

 1 1 0 1 0 0
r13( 6 )
0 1 1 1 1 0

0 4 3 6 0 1
1 - 1 0 1 0 0
(4)
r23
0 1 - 1 - 1 1 0

0 0 - 1 2 4 1
0 0
1 1 0 1
r3( 1)
0
1 1 1
1 0

1 2 4 1
0 0

0 0
1 1 0 1
r32(1)
0
1 0 3 3 1

0 0 1 2 4 1
: 2.1 p.94

R 3 (6)R1 - R 3

R3 4 R2 R3

- 1 R3 R3

R2 (1) R3 R2
43/95

 1 0 0 2 3 1
(1 )
r21
0 1 0 3 3 1

0 0 1 2 4 1

R1 R2 R1

[I A ]
A

2 3 1
A1 3 3 1

2 4 1

1
A A I

: 2.1 pp.94-95

44/95

(power)
(1) A0 I
(2) Ak AA A

(k 0)

(3) Ar A s Ar s
( Ar ) s Ars
d1 0
0 d
2
(4) D

0 0

: 2.1

r , s :
0
d1k

0
0
Dk

d n
0

0 0

d 2k 0

0 d nk
45/95

2.8
A :
(1) A1 ( A1 ) 1 A
1 1
1
1 k
k
(2) Ak ( Ak ) 1 1
A4
A
L
A

(
A
)

A
4 2 4 43
k A's

1 1
(3) cA (cA) A , c 0
c
1

(4) AT ( AT ) 1 ( A1 )T

: 2.1 p.97

46/95

 2.9

A B nxn
AB
:

AB 1 B 1 A1

AB B 1 A1 A BB 1 A1 A I A1 AI A1 AA1 I

B 1 A1 AB B 1 A1 A B B 1 I B B 1 IB B 1B I
AB

( AB) 1 B 1 A1

A1 A2 A3 An An1 A31 A21 A11

: 2.1 pp.99-100

47/95

 2.10

C
(1) AC=BC A=B ( )
(2) CA=CB A=B ( )
:

AC BC

AC C 1 BC C 1
A CC 1 B CC 1
AI BI
A B

C (C -1)

: C

: 2.1 p.101

48/95

2.11
A Ax=b

x A1b
Ax b
A1 Ax A1b

( A )

Ix A1b
x A1b
x1 x2 Ax=b
Ax1 b Ax2
x1 x2

( )

: 2.1 pp.101-102

49/95

:
Ax b

| b A1 A | A1b I | A1b

| b1 | b2 | | bn I | A1b1 | | A1bn

A 1

: 2.1

A 1

50/95

 (2.3 )

inverse matrix:

invertible:

nonsingular:

singular:

power:

51/95

2.4

(row elementary matrix)

nn I

(1) Rij rij ( I )

(2) Ri( k ) ri ( k ) ( I )
(3) Rij( k ) rij( k ) ( I )

(k 0)

: 2.1 p.107

52/95

(a)
1 0 0
0 3 0

0 0 1
(r2(3) (I3 ))
(e)

1 0 0
0 1 0

()
(f)

1 0
2 1

(r12(2) (I 2 ))

: 2.1 p.107

(c)

(b)

(d)

1 0 0
0 1 0

0 0 0
(
)

1 0 0
0 0 1

0 1 0
(r23 (I3 ))

1 0 0
0 2 0

0 0 1

()
53/95

2.12:
E Im

mn A

r(I ) E

EA
r ( A) EA

:
(1) rij ( A) Rij A
(2) ri ( k ) ( A) Ri( k ) A
(3) rij( k ) ( A) Rij( k ) A

: 2.1 p.109

54/95

0 1 0
(a ) 1 0 0
0 0 1
1

(b) 0
0

2
1 1 3 6
0
1 3 6 0
(r ( A) R A)
2
1
12

12
3
2 1 3
2 1

0 0

1
0
2
0 1

1 0 0
(c) 2 1 0
0 0 1

1 1 0 4
1
1 0 4
1
1
( )
( )
0 2
0 1
(r 2 ( A) R 2 A)
6

4
3

2
2

2
0 1
3
1 0 1
3
1
1
0 1 1
0 1
2 2
0 2
(r ( 2) ( A) R ( 5) A)
3
1
12

12
0
4 5 0
4 5

: 2.1 p.108

55/95

1 3 5
0
A 1 3 0 2

2 6 2 0
:

0 1 0
E1 r12 ( I 3 ) 1 0 0

0 0 1
1 0 0
1
( )
E3 r3 2 (I 3 ) 0 1 0

0 0 12

: 2.1 p.109

E2 r13( 2 ) ( I 3 )

1 0 0
0 1 0

2 0 1

56/95

 0 1 0
A1 r12 ( A) E1 A 1 0 0

0 0 1

0 1 3 5 1 3 0 2
1 3 0 2 0
1 3 5

2 6 2 0 2 6 2 0

1 0 0
A2 r13( 2 ) ( A1 ) E2 A1 0 1 0

2 0 1

2
1 3 0 2 1 3 0
0 1 3 5 0
1 3
5

0 2 4
2 6 2 0 0

1 0 0 1 3 0 2
2

1 3 0
1

( )
A3 r3 2 ( A2 ) E3 A2 0 1 0 0 1 3 5 0
1 3
5

0 1 2
0 0 2 0 0 2 4 0
B
()
1
( )
B E3 E2 E1 A B r3 2 r13( 2 ) r12 ( A)

: 2.1 p.110

57/95

(row-equivalent)

B Ek Ek 1 E2 E1 A

B A

: 2.1 p.110

58/95

 2.13
E
E 1

:
(1) (R ij ) 1 Rij
1
( )
k
i

(2) ( Ri( k ) ) 1 R

(3) (R ij( k ) ) 1 Rij( k )

: 2.1 p.111

59/95

0 1 0
E1 1 0 0 R12

0 0 1

E2

E3

1 0 0
0 1 0 R13( 2 )

2 0 1
1 0 0
1
( )
0 1 0 R3 2

1
0 0 2

: 2.1 p.111

0 1 0
( R12 ) 1 E11 1 0 0 R12

0 0 1
1 0 0
( R13( 2 ) ) 1 E21 0 1 0

2 0 1

R13( 2 )

1 0 0
( R ) E31 0 1 0 R3( 2 )

0 0 2
1
( )
2 1
3

60/95

 2.14:
A

:
(1) A

A
(2) A

Ax 0

( 2.11)

A0 I 0
Ek E3 E2 E1 A I

A E11 E21 E31 Ek1

A

: 2.1 pp.111-112

61/95

1 2
A

3
8

1 2
1
r1( 1)
A

8
3
3
1
( )
( 2 )
1 2
1
r2 2
r21

0 1
0

2
1 2
r12( 3 )

8
0
2

0
I

1
( )
2
2

R21( 2 ) R R12( 3) R1( 1) A I

: 2.1 p.112

62/95

1
( )
2 1
2

A ( R1( 1) ) 1 ( R12( 3) ) 1 ( R ) ( R21( 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

:
A
Ek E3 E2 E1 A I
A1 Ek E3 E2 E1
Ek E3 E2 E1[ AI ] [ I A1 ]

: 2.1 p.113

63/95

2.15:
A nn

(1) A
(2) n1 b Ax=b
(3) Ax=0
(4) A In
(5) A

: 2.1 p.113

64/95

LU- (LU-factorization)
nn A L
U A LU

A LU

L (lower triangular)
U (upper triangular)

:
A
U A LU-
Ek E2 E1 A U

: 2.1 p.114

A E11 E21 Ek1U

A LU
65/95

5
(a)

: (a)

LU-
(b)

1 2
A

1
0

1 2
A

1 0

1 3 0
A 0
1 3

2 10 2

1 2

U

0 2

r12(-1)

R12( 1) A U
A ( R12( 1) ) 1U LU
( 1) 1
12

L (R

: 2.1 p.114

) R

(1)
12

1 0

1 1
66/95

(b)
1 3 0
1 3 0
1 3 0
(4)
r13( 2 )
r23

A 0
1 3 0
1 3 0 1 3 U

2 10 2
0 4 2
0 0 14
R23( 4 ) R13( 2 ) A U
A ( R13( 2 ) ) 1 ( R23( 4 ) ) 1U LU
L ( R13( 2 ) ) 1 ( R23( 4 ) ) 1 R13( 2 ) R23( 4 )

: 2.1 p.114

1 0 0
0 1 0

2 0 1

1 0 0 1 0 0
0 1 0 0 1 0

0 4 1 2 4 1
67/95

A LU

Ax=b

Ax b
A LU
LUx b
y Ux
Ly b

(1) y=Ux Ly=b

(2) Ux=y x

: 2.1 p.116

68/95

LU-
x1
2 x1

3 x2
x2

10 x2

3 x3

2 x3

0 0
1 3 0 1
A 0
1 3 0
1 0

2 10 2 2 4 1

: 2.1 p.116

5
1

20

1 3 0
0
1 3 LU

0 14
0

69/95

(1) y Ux Ly b
0 0
1
0
1 0

2 4 1

y1 5
y 1
2

y3 20

y1 5
y 2 1

y3 20 2 y1 4 y2 20 2( 5) 4(1) 14

: 2.1 pp.116-117

70/95

(2) Ux y
1 3 0
0
1 3

0 14
0

x1 5
x 1
2

x3 14

x3 1
x2 1 3 x3 1 (3)(1) 2
x1 5 3 x2 5 3(2) 1

1
x 2

1

: 2.1 p.117

71/95

 (2.4 )

row elementary matrix:

row equivalent:

lower triangular matrix:

upper triangular matrix:

LU-factorization: LU

72/95

2.5

: 2.5 p.121

73/95

 : 2.5 p.121

74/95

 : 2.5 p.122

75/95

 : 2.5 p.122

76/95

 : 2.5 p.122-123

77/95

 : 2.5 p.124-125

78/95

 : 2.5 p.125

79/95

 : 2.5 p.125-126

80/95

 : 2.5 p.126

81/95

 : 2.5 p.127

82/95

 : 2.5 p.127

83/95

 : 2.5 p.128

84/95

 : 2.5 p.128

85/95

 : 2.5 p.129

86/95

 : 2.5 p.129-130

87/95

 : 2.5 p.130

88/95

 : 2.5 p.130-131

89/95

 : 2.5 p.131-132

90/95

 : 2.5 p.132

91/95

 : 2.5 p.132

92/95

 : 2.5 p.132-133

93/95

 : 2.5 p.133

94/95

 : 2.5 p.133

95/95

 : 2.5 p.134

96/95

 : 2.5 p.134

97/95

 : 2.5 p.134-135

98/95

 : 2.5 p.135

99/95

 : 2.5 p.136

100/95

 : 2.5 p.136

101/95

 : 2.5 p.137

102/95