Systems of Linear Algebraic Equations

Example Solve the system x + 2y 5z = 1 3x 9y + 21z = 0 x + 6y 11z = 1 x + 2y 5z = 1 y 2z = 1 z = 1 Solution set: x = 4, y = 1, z = 1

The Elementary Operations

The operations that produce equivalent systems are called elementary operations.

1. Multiply an equation by a nonzero number.

2.

Interchange two equations.

3.

Multiply an equation by a num-

ber and add it to another equation.

2

Example Solve the system x1 2x2 + x3 x4 = 2 2x1 + 5x2 x3 + 4x4 = 1 3x1 7x2 + 4x3 4x4 = 4

x1 2x2 + x3 x4 = 2 2x1 + 5x2 x3 + 4x4 = 1 3x1 7x2 + 4x3 4x4 = 4 x1 2x2 + x3 x4 = 2 x2 + x3 + 2x4 = 3 x3 + 1 x4 = 1 2 2
3

Solution set: x1 = 13 3 a, 2 2 x2 = 5 3 a, 2 2 x3 = 1 1 a, 2 2 x4 = a, a any real number.

Terms

A matrix is a rectangular array of numbers. A matrix with m rows and n columns is an m n matrix.

Systems of linear equations: matrix representation:

a11x1 + a12x2 + + a1nxn = b1 a21x1 + a22x2 + + a2nxn = b2 . . . . . . . . . . am1x1 + am2x2 + + amnxn = bm

5

Augmented matrix and matrix of coecients:

Augmented matrix:

a11 a12 a1n b1 a21 a22 a2n b2 . . . . . . . . . . am1 am2 amn bm

Matrix of coecients:

a11 a12 a1n a21 a22 a2n . . . . . . am1 a32 amn

Elementary row operations:

1.

Interchange row i and row j Ri Rj .

2.

Multiply row i by a nonzero

number k kRi Ri. 3. Multiply row i by a number k

and add the result to row j kRi + Rj Rj .

7

Examples

1.

Solve the system x + 2y 5z = 1 3x 9y + 21z = 0 x + 6y 11z = 1

Augmented matrix:

1 2 5 1 3 9 21 0 1 1 6 11

Row reduce to:

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

Corresponding (equivalent) system of equations: x + 2y 5z = 1 y 2z = 1 z = 1

Solution set: x = 4, y = 1, z = 1

2.

Solve the system: 3x 4y z = 3 2x 3y + z = 1 x 2y + 3z = 2

Augmented matrix:

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

Row reduce to:

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

10

Corresponding system of equations: x 2y + 3z = 2 0x + y 5z = 3 0x + 0y + 0z = 1

or x 2y + 3z = 2 y 5z = 3 0z = 1 Solution set: no solution.

11

3.

Solve the system x + y 3z = 1 2x + y 4z = 0 3x + 2y z = 7

Augmented matrix:

1 1 3 1 2 1 4 0 3 2 1 7

Row reduce to:

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

12

Corresponding system of equations: x + y 3z = 1 0x + y 2z = 2 0x + 0y + 0z = 0 or x + y 3z = 1 y 2z = 2 0z = 0 This system has innitely many solutions given by: x = 1 + a, y = 2 + 2a, z = a, a any real number.

13

Row echelon form:

1.

Rows consisting entirely of ze-

ros are at the bottom of the matrix.

2.

The rst nonzero entry in a

nonzero row is a 1. This is called the leading 1.

3.

If row i and row i + 1 are

nonzero rows, then the leading 1 in row i+1 is to the right of the leading 1 in row i.
14

NOTE:

1.

All the entries below a leading

1 are zero.

2.

The number of leading 1s is

less than or equal to the number of rows.

3.

The number of leading 1s is

less than or equal to the number of columns.

15

Solution method for systems of linear equations:

1.

Write the augmented matrix

(A|b) for the system.

2.

Use elementary row operations

to transform the augmented matrix to row echelon form.

3.

Write the system of equa-

tions corresponding to the row echelon form.

16

4.

Back substitute to nd the

solution set.

This method is called Gaussian elimination with back substitution.

17

Consistent/Inconsistent systems:

A system of linear equations is consistent if it has at least one solution.

That is, a system is consistent if it has either a unique solution or innitely many solutions.

A system that has no solutions is inconsistent.

18

Consistent systems:

A consistent system is said to be independent if it has a unique solution.

A system with innitely many solutions is called dependent.

19

4.

Solve the system of equations

2x1 + 5x2 5x3 7x4 = 8 x1 + 2x2 3x3 4x4 = 2 3x1 6x2 + 11x3 + 16x4 = 0

Augmented matrix:

2 5 5 7 8 1 2 3 4 2 3 6 11 16 0

Transform to row echelon form:

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

20

Corresponding system of equations: x1 + 2x2 3x3 4x4 = 2 x2 + x3 + x4 = 4 x3 + 2x4 = 3

Solution set: x1 = 9 4a, x2 = 1 + a, x3 = 3 2a, x4 = a, a any real number.

21

5.

Solve the system of equations

x1 3x2 + 2x3 x4 + 2x5 = 2 3x1 9x2 + 7x3 x4 + 3x5 = 7 2x1 6x2 + 7x3 + 4x4 5x5 = 7

Augmented matrix:

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

Transform to row echelon form:

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

22

Corresponding system of equations: x1 3x2 + 2x3 x4 + 2x5 = 2 0x1 + 0x2 + x3 + 2x4 3x5 = 1 0x1 + 0x2 + 0x3 + 0x4 + 0x5 = 0. which is x1 3x2 + 2x3 x4 + 2x5 = 2 x3 + 2x4 3x5 = 1 Solution set: x1 = 3a + 5b 8c, x2 = a, x3 = 1 2b + 3c, x4 = b, x5 = c,

a, b, c arbitrary real numbers

23

6.

For what value(s) of k, if any,

does the system x+yz = 1 2x + 3y + kz = 3 x + ky + 3z = 2 have:

(a) a unique solution?

(b) innitely many solutions?

(c) no solution?
24

1 1 1 1 2 3 k 3 1 k 3 2

1 1 1 1 1 0 1 k+2 0 0 (k 3)(k 2) k 2

(a) Unique solution: k = 2, 3.

(b) Innitely many solns: k = 2.

(c) No solution: k = 3.
25

If an m n matrix A is reduced to row echelon form, then the number of non-zero rows in its row echelon form is called the rank of A.

Equivalently, the rank of a matrix is the number of leading 1s in its row echelon form.

26

Note:

1.

The rank of a matrix is less

than or equal to the number of rows. (Obvious)

2.

The rank of a matrix is also

less than or equal to the number of columns.

27

Consistent/Inconsistent Systems

Case 1: If the last nonzero row in the row echelon form of the augmented matrix is (0 0 0 0 | 1), then that row corresponds to the equation 0x1 + 0x2 + 0x3 + + 0xn = 1, which has no solutions. Therefore, the system has no solutions.
28

Note:

In this case, rank of aug-

mented matrix > rank of coecient matrix

Case 2: If the last nonzero row has the form (0 0 0 1 | b), where the 1 is in the kth, k n column, then the row corresponds to the equation

0x1+ +0xk1 +xk +()xk+1 + +()xn = b and the system either has a unique solution or innitely many solutions.

29

NOTE: In this case, rank of augmented matrix = the rank of coefcient matrix

30

Theorem: A system of linear equations is consistent if and only if the rank of the augmented matrix equals the rank of the coecient matrix.

31

Reduced Row Echelon Form

1. Rows consisting entirely of zeros are at the bottom of the matrix.

2. The rst nonzero entry in a nonzero row is a 1. This is called the leading 1.

3. If row i and row i + 1 are nonzero rows, then the leading 1 in row i + 1 is to the right of the leading 1 in row i. (This implies that all the entries below a leading 1 are zero.)

4. The leading 1 is the only nonzero entry in its column.

32

Examples

7.

Solve the system (c.f. Example 1) x + 2y 5z = 1 3x 9y + 21z = 0 x + 6y 11z = 1

Augmented matrix:

1 2 5 1 0 21 3 9 1 1 6 11 Row reduce to:

1 2 5 1 1 0 1 2 0 0 1 1 Corresponding (equivalent) system of equations:

33

x + 2y 5z = 1 y 2z = 1 z = 1

Back substitute to get: x = 4, y = 1, z = 1.

Reduced row echelon form:

1 2 5 1 1 0 0 4 1 0 1 0 1 0 1 2 0 0 1 1 0 0 1 1 Corresponding system of equations x = 4 y = 1 z = 1

34

8.

Solve the system (c.f. Example 4) 2x1 + 5x2 5x3 7x4 = 7 x1 + 2x2 3x3 4x4 = 2 3x1 6x2 + 11x3 + 16x4 = 0

Augmented matrix:
1

5 5 7 7 2 3 4 2 . 3 6 11 16 0

Row echelon form:

0 1

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

Corresponding system of equations: x1 + 2x2 3x3 4x4 = 2 x2 + x3 + x4 = 3 x3 + 2x4 = 3

35

Solution set: x1 = 11 4a, x2 = a, x3 = 3 2a, x4 = a, a any real number.

Alternative solution: elon form:

Reduced row ech

1 2 3 4 2 1 0 0 4 11 1 3 0 1 0 1 0 0 1 1 3 0 0 1 2 3 0 0 1 2 Corresponding system of equations: x1 + 4x4 = 11 x2 x4 = 0 x3 + 2x4 = 3 x1 = 11 4a, x2 = a, x3 = 3 2a, x4 = a, a any real number.
36

Homogeneous/Non homogeneous Systems

The system of m equations in n unknowns a11x1 + a12x2 + + a1nxn = b1 a21x1 + a22x2 + + a2nxn = b2 . = . . . am1x1 + am2x2 + + amnxn = bm

is homogeneous if b1 = b2 = = bm = 0, otherwise, the system is Non homogeneous.

c.f. linear dierential equations.

37

A homogeneous system

a11x1 + a12x2 + + a1nxn = 0 a21x1 + a22x2 + + a2nxn = 0 . . . . . . . . . . . . . . . am1x1 + am2x2 + + amnxn = 0 ALWAYS has at least one solution, namely x1 = x2 = = xn = 0, called the trivial solution

That is, homogeneous systems are always CONSISTENT.

38

9.

Solve the homogeneous system x 2y + 2z = 0 4x 7y + 3z = 0 2x y + 2z = 0

Augmented matrix:
4 7 3 0

1 2 2 0

2 1 2 0

Row echelon form:

1 2 2 0 0 1 5 0 0 0 1 0 Corresponding system of equations: x 2y + 2z = 0 y 5z = 0 z = 0.

39

This system has the unique solution x = 0, y = 0, z = 0. The trivial solution is the only solution.

40

10.

Solve the homogeneous system 3x 2y + z = 0 x + 4y + 2z = 0 7x + 4z = 0

Augmented matrix:

3 2 1 0 1 4 2 0 7 0 4 0 Row echelon form:

0 1 5/14 0

1 4

0 0

0 0

Corresponding system of equations: x + 4y + 2z = 0 5 z = 0 y+ 14

41

This system has innitely many solutions: x = 2 a, 7

5 y = 14 a, z = a, a

any real number.

42

Example 2x1 + 5x2 5x3 7x4 = 7 x1 + 2x2 3x3 4x4 = 2 3x1 6x2 + 11x3 + 16x4 = 0

Augmented matrix:
1

5 5 7 7 2 3 4 2 . 3 6 11 16 0

Reduced row echelon form:

0 1 0 1

1 0 0

0 0 1

11 0 3

Corresponding system of equations: x1 + 4x4 = 11 x2 x4 = 0 x3 + 2x4 = 3

43

Solution set: x1 = 11 4a, x2 = a, x3 = 3 2a, x4 = a, a any real number. Write as an ordered quadruple: (114a, a, 32a, a) = a(4, 1, 2, 1)+(11, 0, 3, 0).

What can you say about (4, 1, 2, 1) and (11, 0, 3, 0)?

44

ANSWER: (4, 1, 2, 1) is a solution of the corresponding homogeneous system 2x1 + 5x2 5x3 7x4 = 0 x1 + 2x2 3x3 4x4 = 0 3x1 6x2 + 11x3 + 16x4 = 0 and (11, 0, 3, 0) is a solution of the given Non homogeneous system 2x1 + 5x2 5x3 7x4 = 7 x1 + 2x2 3x3 4x4 = 2 3x1 6x2 + 11x3 + 16x4 = 0

That is, the set of solutions of the Non homogeneous system consists of the set of the solutions of the corresponding homogeneous system plus one solution of the Non homogeneous system.
45

Matrices and Vectors

A matrix is a rectangular array of objects arranged in rows and columns. The objects are called the entries of the matrix.

A matrix with m rows and n columns is called an mn matrix. The expression

m n is called the size of the matrix, and the numbers m and n are its dimensions. A matrix in which the number of rows equals the number of columns, m = n, is called a square matrix of order n. Well use upper case letters to denote matrices.
46

If A is an mn matrix, then aij denotes the element in the ith row and j th column of A: a11 a21 A = a31 . .

a12 a22 a32 . . am1 am2

a13 a23 a33 . . am3

a1n a2n a3n . . amn

The notation this display.

A = (aij )

also represents

47

Special Cases: Vectors A 1 n matrix

v = (a1 a2 . . . an )
also written as

v = (a1, a2, . . . , an)

is called an n-dimensional row vector. An m 1 matrix
=

a1 a2 . . am

is called an m-dimensional column vector. The entries of a row or column vector are often called the components of the vector. Well use lower case, boldface letters to denote vectors.
48

Arithmetic of Matrices DEFINITION (Equality) Let A = (aij )

be an m n matrix and let B = (bij ) be a p q matrix. Then A = B if and only if 1. m = p and n = q; that is, A and B must have exactly the same size; and 2. aij = bij for all i and j. That is, A = B if and only if A and B are identical. Example: a b 3 2 c 0 = 7 1 x 2 4 0 if and only if

a = 7, b = 1, c = 4, x = 3.
49

Matrix Addition

Let A = (aij ) and B = (bij ) be matrices of the same size, say m n. Then A + B is the m n matrix C = (cij ) where cij = aij + bij for all i and j.

That is, you add two matrices of the same size simply by adding their corresponding entries; A + B = (aij + bij ).

Addition of matrices is not dened for matrices of dierent sizes.

50

Examples: 2 4 3 2 5 0 4 0 6 1 2 0

(a)

2 4 3 1 7 0

(c)

2 4 3 2 5 0

1 3 + 5 3 0 6

is not dened.

51

Properties of Addition: Let A, B, and C be matrices of the same size. Then: 1. A + B = B + A Commutative Asso-

2. (A + B) + C = A + (B + C) ciative A matrix with all entries equal to called a zero matrix. For example, 0 0 0 0 0 0

is

and

0 0

0 0 0 0

are zero matrices. The symbol 0 will be used to denote the zero matrix of arbitrary size. 3. A + 0 = 0 + A = A. A zero matrix is an additive identity.
52

The

negative of a matrix

A,

denoted

by A is the matrix whose entries are the negatives of the entries of A. 4. A + (A) = 0. Subtraction Let A = (aij ) and B = (bij ) be matrices of the same size, say m n. Then A B = A + (B).

Subtraction of matrices is not dened for matrices of dierent sizes.

Example 2 4 3 2 5 0 4 0 6 1 2 0 = 6 4 9 3 3 0
53

Multiplication of a Matrix by a Number

The product of a number k and a matrix A, denoted by kA, is the matrix formed

by multiplying each element of A by the number k. That is, kA = (kaij ). This product is also called multiplication by a scalar.

Example
3 1

2 1 4 6 3 12 5 2 = 3 15 6 . 4 0 3 12 0 9

54

Properties Let A, B be m n matrices and let , be real numbers. Then 1. 1 A = A 2. 0 A = 0 3. (A + B) = A + B 4. ( + )A = A + A

55

Matrix Multiplication 1. The Product of a Row Vector and a Column Vector The product of a 1 n row vector and an n 1 column vector is the number given by
(a1, a2, a3, . . . , an)

b1 b2 b3 . . . bn

= a1b1 + a2b2 + a3b3 + + anbn. Also called scalar product (because the result is a number (scalar)), dot product, and inner product. The product of a row vector and a column vector (of the same dimension and in that order!) is a number.
56

The product of a row vector and a column vector of dierent dimensions is not dened.

Examples 1 (3, 2, 5) 4 1 = 3(1) + (2)(4) + 5(1) = 10

(2, 3, 1, 4)

2 4 3 5

= 2(2) + 3(4) + (1)(3) + 4(5) = 9

2. Matrix Multiplication If A = (aij ) is an m p matrix and B = (bij ) is a p n matrix, then the matrix product of A and B (in that order), denoted AB, is the

m n matrix C = (cij ) where cij is the product of the ith row of A and the j th column of B. NOTE: Let A and B be given matrices. The product AB, in that order, is dened if and only if the number of columns of A equals the number of rows of product AB B. If the

is dened, then the size of (no. of rows of A)(no.

the product is:

of columns of B). That is A B = C

mp pn

mn
57

Examples Let A= 1 4 2 3 1 5 and 3 0 B = 1 2 1 2

The product AB, is the 2 2 matrix. AB = 1 4 2 3 1 5

1

0 2 2

1 3 + 4 (1) + 2 1 1 0 + 4 2 + 2 (2 3 3 + 1 (1) + 5 1 3 0 + 1 2 + 5 (2) = 1 4 13 8

We can also calculate the product BA 3 0 BA = 1 2 1 2

1 4 2 3 1 5

3 12 6 = 5 2 8 . 5 2 8

Matrix multiplication is not commutative; AB = BA in general.

58

A=

1 2 3 4

B=

1 1 2 3 0 5 , BA does not exist

AB =

5 1 12 9 3 26

A=

2 1 4 2 0 0 0 0

B=

1 1 2 2 2 1 4 2

AB =

BA =

59

Properties of Matrix Multiplication: Let A, B, and C be matrices. 1. AB = BA in general; NOT COMMUTATIVE.

2. (AB)C = A(BC) matrix multiplication is associative.

3. Identity Matrices Let A be a square matrix of order n. The entries from the upper left corner of A to the lower right corner; that is, the entries a11, a22, a33, . . . , ann form the main diagonal of A. For each positive integer n > 1, let In

denote the square matrix of order n whose entries on the main diagonal are all 1, and
60

all other entries are is called the particular, I2 = 1 0 0 1

0.

The matrix

In In

nn

identity matrix.

I3 = 0 1 0 ,

1 0 0 0 0 1

I4 =

1 0 0 0

0 1 0 0

0 0 1 0

0 0 0 1

and so on.

If A is an m n matrix, then ImA = A and AIn = A.

If A is a square matrix of order n, then AIn = InA = A,

4. Inverse ?????

61

Distributive Laws:

1. A(B + C) = AB + AC the left distributive law.

This is called

2. (A + B)C = AC + BC the right distributive law.

This is called

3. k(AB) = (kA)B = A(kB)

62

Other ways to look at systems of linear equations.

A system of m linear equations in n unknowns: a11x1 + a12x2 + a13x3 + + a1nxn = b1 a21x1 + a22x2 + a23x3 + + a2nxn = b2 a31x1 + a32x2 + a33x3 + + a3nxn = b3 ......................................................... am1x1 + am2x2 + am3x3 + + amnxn = bm

63

We can write this system as

a 11 a21 a31 . .

a12 a22 a32 . . am1 am2

a13 a23 a33 . . am3

a1n a2n a3n . . amn

x1 x2 x3 . . xn

b 1 b2 = b3 . . bm

or in the vector-matrix form Ax = b c.f. ax = b. (1)

Solution: x = A1b ?????

64

Square matrices
1. Inverse

Let

be an

nn

matrix. An

nn

matrix B with the property that AB = BA = In is called the multiplicative inverse of A or, more simply, the inverse of A. If A has an inverse, then it is unique.

That is, there is one and only one matrix B such that AB = BA = I. B is denoted by A1. NOTE: Not every n n matrix A has an inverse!
65

Finding the inverse of A. Let A be an n n matrix. a. Form the augmented matrix (A|In ). b. Use elementary row operations to reduce (A|In ) to reduced row echelon form. If the reduced row echelon form is (In |B), then B = A1. If the reduced row echelon form is not (In |B), then A does not have an inverse.

66

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

1.

A=

1 2 1 0 3 4 0 1

A1 =

2
3 2

1 1 2

2.

B=

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

2 1 1 0 4 2 0 1

B does not have an inverse.

67

3.

1 0 2 C = 2 1 3 4 1 8

1 0 2 1 0 0 1 0 0 11 2 2 4 0 1 2 1 3 0 1 0 0 1 0 6 1 1 4 1 8 0 0 1 0 0 1

C 1 =

11 2 2 4 0 1 6 1 1

Solve the system x +2z = 3 2x y +3z = 5 4x +y +8z = 2 Written in matrix form:

1 0 2 x 3 2 1 3 y = 5 4 1 8 z 2

68

Solution: C x = b;

x = C 1b

x 11 2 2 3 29 0 1 5 = 14 y = 4 z 6 1 1 2 15

69

2.

Determinants

A.

Calculation

1. 2 2 a b = ad bc. c d

2. 3 3 (expansion across the rst row) a1 a2 a3 b1 b2 b3 c1 c2 c3 = a1 b2 b3 b b b b a2 1 3 + a3 1 2 c2 c3 c1 c3 c1 c2

3. 4 4 ...

Note:

You can expand across any row or

down any column.

70

Cramers Rule

Given a system of n linear equations in n unknowns: (a square system) a11x1 + a12x2 + a13x3 + + a1nxn = b1 a21x1 + a22x2 + a23x3 + + a2nxn = b2 a31x1 + a32x2 + a33x3 + + a3nxn = b3 ......................................................... an1x1 + an2x2 + an3x3 + + annxn = bn

xi =

det Ai , det A Ai

(provided

det A = 0)

where

is the matrix

with the ith

column replaced by the vector b.

71

Example

Given the system x +2z = 3 2x y +3z = 5 4x +y +8z = 2 Use Cramers rule to nd the value of y

y=

1 3 2 2 5 3 4 2 8 1 0 2 2 1 3 4 1 8

14 = 14 = 1

72

B.

Properties

Let A be an n n matrix

1. If

has a row or column of zeros,

then det A = 0

2. If A is a diagonal matrix; A =

a1 0 0 0 b2 0 0 0 c3

then det A = a1 b2 c3

3. If A is a triangular matrix, e.g.,

A=

a1 a2 a3 0 b2 b3 0 0 c3 0 0 0

a4 b4 c4 d4

(upper triangular)

then det A = a1 b2 c3 d4
73

4. If B is obtained from by interchanging any two rows (columns), then det B = det A. 5. Multiply a row (column) of A by a

nonzero number k to obtain a matrix B. Then det B = k det A.

6.

Multiply a row (column) of

by

a number k

and add it to another row

(column) to obtain a matrix B. Then det B = det A. 7. Let A and B be n n matrices.

Then det [AB] = det A det B.

74

Equivalences:

1. The system of equations Ax = b has a unique solution.

2. The reduced row echelon form of A is In.

3. The rank of A is n.

4. A has an inverse.

5. det A = 0. A is nonsingular if det A = 0; A is singular if det A = 0.

75

Linear Dependence/Independence in Rn Let S = {v1 , v2 , , vk } be a set of vectors in Rn . The set S is linearly dependent if there exist k numbers c1, c2 , , ck NOT ALL ZERO such that c1v1 + c2v2 + + ck vk = 0. S is linearly independent if it is not linearly dependent. independent if c1v1 + c2v2 + + ck vk = 0 implies c1 = c2 = = ck = 0.
76

That is,

is linearly

The set S is linearly dependent if there exist k numbers c1, c2 , , ck NOT ALL ZERO such that c1v1 + c2v2 + + ck vk = 0.

Another way to say this:

The set

is linearly dependent if one

of the vectors can be written as a linear combination of the others.

77

Examples:

1.

Two vectors v1, v2.

Linearly dependent i one vector is a multiple of the other.

v1 = ( 1, 2, 4 ),
linearly dependent

1 v2 = ( , 1, 2 ) 2

v1 = ( 2, 4, 5 ),
linearly dependent

v2 = ( 0, 0, 0 )

v1 = ( 5, 2, 0 ),
linearly independent

v2 = ( 3, 1, 9 )

78

2.

v1 = ( 1, 1 ), v2 = ( 2, 3 )

v3 = ( 3, 5 )
linearly dependent

3.

v1 = ( 1, 1, 2 ),

v2 = ( 2, 3, 0 ),

v3 = ( 1, 2, 2 ),

v4 = ( 0, 4, 3 )

Dependent or independent??

a. {v1 , v2, v3, v4 } b. {v1, v2, v3} c. {v1, v2}

79

Answers:

3.

v1 = ( 1, 1, 2 ),

v2 = ( 2, 3, 0 ),

v3 = ( 1, 2, 2 ),
a. {v1 , v2, v3, v4 }

v4 = ( 0, 4, 3 )

linearly dependent (4 vectors in 3 space)

b. {v1, v2, v3} linearly independent

c. {v1, v2} linearly independent

80

4.

v1 = ( a, 1, 1 ),

v2 = ( 1, 2a, 3 ),

v3 = ( 2, a, 2 ),

v4 = ( 3a, 2, a )

For what values of a are the vectors linearly dependent?

For what values of a are the vectors v1 , v2, v3 linearly dependent?

81

5.

v1 = (1, 1, 2, 1),

v2 = (3, 2, 0, 1)

v3 = (1, 4, 4, 3),
a. {v1 , v2, v3, v4 }

v4 = (2, 3, 2, 2)

dependent or independent?

b. What is the maximum number of independent vectors?

82

Tests for independence/dependence

Let S = v1, v2 , , vk be a set of vectors in Rn . Case 1: k > n : S is linearly dependent.

83

Case 2:

k = n : Form the n n matrix

A whose rows are v1, v2, , vn

1. Row reduce A: if the reduced matrix has n rows independent; one or more zero rows dependent. Equivalently, solve the system of equations c1v1 + c2 v2 + + ck vk = 0. Unique solution: c1 = c2 = = cn = nonzero

0 independent; innitely many solutions dependent.

84

2. Calculate det A: det A = 0 independent; det A = 0 dependent.

Note:

If v1, v2, , vn is a linearly indethen each

pendent set of vectors in Rn,

vector in Rn has a unique representation as a linear combination of v1, v2 , , vn .

Case 3: k < n : Form the k n matrix A whose rows are v1 , v2, , vk

1. Row reduce A: if the reduced matrix has rows independent; one or more zero rows dependent. Equivalently, solve the system of equations c1v1 + c2 v2 + + ck vk = 0. Unique solution: c1 = c2 = = cn = k nonzero

0 independent; innitely many solutions dependent.

85

Linear Dependence/Independence of Functions

Let S = {f1(x), f2(x) , fk (x)} be a set of functions dened on an interval I. S is linearly dependent if there exist k

numbers c1, c2, , ck NOT ALL ZERO such that c1 f1(x) + c2f2(x) + + ck fk (x) 0 on I. S is linearly independent if it is not linearly dependent. That is, S is linearly independent if c1f1(x) + c2f2 (x) + + ck fk (x) 0 on I implies c1 = c2 = = ck = 0.
86

Examples f1 (x) = 1, f2 (x) = x, f3(x) = x2

1.

2.

f1 (x) = sin x, f2(x) = cos x

3.

f1 (x) = sin x, f2(x) = cos x,

f3(x) = cos (x + /3)

87

Test for independence/dependence

Suppose that the functions f1(x), f2(x) , fk (x) are (k 1)-times dierentiable on I. If the determinant

f1 (x) W (x) = f1 f1 (x)

(k1)

f2(x) f2(x)
(k1)

fk (x) fk (x)
(k1)

=0

(x) f2

(x) fk

(x)

for at least one x I, then the functions are linearly independent on I. If W (x) 0 in I, then ?????? W (x) is called THEEEEEE
88

WRONSKIAN

89

Interpretations of a system of linear equations

Given the system of m linear equations in n unknowns: a11x1 + a12x2 + a13x3 + + a1nxn = b1 a21x1 + a22x2 + a23x3 + + a2nxn = b2 a31x1 + a32x2 + a33x3 + + a3nxn = b3 ......................................................... am1x1 + am2x2 + am3x3 + + amnxn = bm

90

The coecient matrix from Rn to Rm

is a mapping

a11 a21 a31 . .

a12 a22 a32 . . am1 am2

a13 a23 a33 . . am3

a1n a2n a3n . . amn

1 2 3 . . n

1 2 = 3 . . m

A is a linear transformation! A[x + y] = Ax + Ay and A[ x] = Ax

Example: A= 1 2 1 3 0 2

is a linear transformation from R3 to R2.

91

Write the system as

a 11 a21 a31 . .

a12 a22 a32 . . am1 am2

a13 a23 a33 . . am3

a1n a2n a3n . . amn

x1 x2 x3 . . xn

b 1 b2 = b3 . . bm

or in the vector-matrix form Ax = b

Given a vector b in Rm, nd a vector x in Rn such that Ax = b.

92

Write the system as

x1

a11 a21 . . . am1

+x2

a12 a22 . . . am2

+ +xn

a1n a2n . . . amn

b1 b2 . . . bn

That is, express b as a linear combination of the columns of A.

93

Eigenvalues/Eigenvectors
Example: Set 1 3 1 A = 1 1 1 . 3 3 1 A is a linear transformation from R3 to

R3 .

1 3 1 1 12 1 1 3 = 2 3 3 1 2 13

1 3 1 3 6 3 1 1 2 = 4 = 2 2 1 3 3 1 3 6 3
1

1 3 1 1 2 1 1 1 0 = 0 = 2 0 3 3 1 1 2 1
94

Let A be an n n matrix. A number is an eigenvalue of A if there is a non-zero vector v such that Av = v To nd the eigenvalues of values of that satisfy det (A I) = 0. A, nd the

95

Terminology:

det (A I) is a polynomial of degree n, called the characteristic polyno-

mial of A.

The zeros of the characteristic polynomial are the eigenvalues of A

The equation det (A I) = 0 is called the characteristic equation of A.

A non-zero vector v that satises Av = v is called an eigenvector corresponding to the eigenvalue .

96

Examples:

Find the eigenvalues and the

eigenvectors of A 1. A = 2 2 2 1

Characteristic polynomial: det (A I) = 2 2 2 1

= 2 6

Characteristic equation: 2 6 = 0 Eigenvalues: 1 = 3, Eigenvectors: 2 = 2

97

2. A =

4 1 4 0

Characteristic polynomial: det (A I) = 4 1 4

= 2 4 + 4

Characteristic equation: 2 4 + 4 = 0 Eigenvalues: 1 = 2 = 2 Eigenvectors:

98

3. A =

5 3 6 1

Characteristic polynomial: det (A I) = 5 3 6 1

= 2 4 + 13

Characteristic equation: 2 4 + 13 = 0 Eigenvalues: 1 = 2 + 3i, Eigenvectors: 2 = 2 3i

NOTE: It

a + bi

is an eigenvalue of

with eigenvector + i, then a b i is also an eigenvalue of A and i is a corresponding eigenvector.

99

4.

A = 1

4 3 5 2 1 1 3 2

Characteristic polynomial: 4 3 5 det (A I) = 1 2 1 1 3 2 = 3 + 42 6 Characteristic equation: 3 42 + + 6 = ( 3)( 2)( + 1) = 0.

Eigenvalues: 1 = 3, Eigenvectors:

2 = 2,

3 = 1

100

5.

2 5 2 A=

4 1 1

1 1

Characteristic polynomial: 4 1 1 det (A I) = 2 5 2 1 1 2 = 3 + 112 39 + 45 Characteristic equation: 3 112 + 39 45 = ( 3)2( 5) = 0.

Eigenvalues: 1 = 2 = 3, Eigenvectors:

3 = 5

101

3 1 1 6. A = 7 5 1 6 6 2 Characteristic polynomial: 3 1 1 det (A I) = 7 5 1 6 6 2 = 3 + 12 + 16 Characteristic equation: 3 12 16 = ( + 2)2( 4) = 0.

Eigenvalues: 1 = 2 = 2, Eigenvectors:

3 = 4

102

Some Facts

THEOREM If v1 , v2, . . . , vk are eigenvectors of a matrix distinct eigenvalues A corresponding to

1 , 2, . . . , k , then

v1, v2, . . . , vk are linearly independent.

THEOREM Let A be a (real) nn

matrix. If the complex number = a + bi is an eigenvalue of A with correspond-

ing (complex) eigenvector = a bi,

u + iv ,

then is

the conjugate of

a + bi,

also an eigenvalue of A and u iv is a corresponding eigenvector.

103

THEOREM Let A be an n n matrix with eigenvalues 1, 2, . . . , n . Then det A = (1)n 1 2 3 n . That is, det A is the product of the

eigenvalues of A. (Note: the s here are not necessarily distinct, one or more of the eigenvalues may have multiplicity greater than 1, and they are not necessarily real.)

104

Equivalences:

(A an n n matrix)

1. The system of equations Ax = b has a unique solution.

2. The reduced row echelon form of A is In.

3. The rank of A is n.

4. A has an inverse.

5. det A = 0. A is nonsingular if det A = 0; A is singular if det A = 0.

6. 0 is not an eigenvalue of A
105

Let A be an n n matrix. 1. Suppose det A = 0. What can you say

about the rank of A? less than n

2.

Suppose A has an inverse. What is

the reduced row echelon form of A?

In

106

3. Suppose that A is nonsingular. Does the homgeneous system of equations Ax =

0 have a unique solution or innitely many

solutions?

unique solution

4. Suppose that the nonhomogeneous system of equations Ax = b has innitely

many solutions. Is A singular or nonsingular?

A is singular

107

0 2 0 2 3 4 2 7 0 3 0 2 3 2 0 5

0 2 2 = 2 0 3 2 3 2 5

= 6 = 12

2 2 3 2

108