Lecture 1 AlgebraicOperationsAndRelations

Bridging Module for FE5102, Part I
Chapter 1 Algebraic Operations and Relations

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01.1
Chapter 01
Algebraic Operations and Relations
CYM
01.2
1.1 Inequalities
If a < b and b < c, then a < c.
If a < b, then a + c < b + c.
If a < b and c > 0, then ac < bc.
If a < b and c < 0, then ac > bc.
Examples
1. 2 < 4 and 4 < x, implies 2 < x
2. 2 < 4 implies 1 < 3 (Subtract both sides by 1)
3. 2 < 4 implies 6 < 12 (Multiply both sides by 3)
4. 2 < 4 implies 6 > 12 (Multiplying both sides by 3)
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01.3
1.2 Absolute Value
Definition:
1.2.1 Some results
| a| = |a|
|ab| = |a| |b|
|a + b| |a| + |b|
Example: |3 + (2)| = |1| which is less than |3| + |2| = 5
|3 + 2| = |5| which is equal to |3| + |2| = 5
if 0
| |
if 0
a a
a
a a
=

<
a
a
b b
=
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01.4
Definition: a
n
= aaaa (n factors of a)
1.3.1 Rules of exponents
When n and m are integers,
a
m
a
n
= a
m + n
(a
m
)
n
= a
mn
(ab)
n
= a
n
b
n
(b 0)
a
0
= 1
m
m n
n
a
a
a
=
n
n
n
a a
b b
| |
=
|
\ .
1.3 Exponents
/
/
1
m n
m n
a
a
=
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01.5
Note: means a number multiplies n times equal to a,
i.e.
sometimes is called the n
th
root of a
Examples
1. (32)
1/5
= 2 since 2
5
= 32.
2. 64/16 = 2
6
/2
4
= 2
2
= 4.
Remark: Above formulas can be extended to non-
integers m and n.
1
n
a
( )
1/
n
n
a a =
1.3 Exponents (Continued)
1
n
a
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01.6
Definition: y = log
b
x if and only if x = b
y
.
Note: b must be > 0, hence x must be > 0. Therefore
log
b
x is not defined if x 0.
Example 1: log
10
100 = 2 (as 100 = 10
2
)
Example 2: log
5
125 = 3 (as 125 = 5
3
)
Example 3:
Example 4:
Example 5: log
10
4 = 0.602059991.
3
3
3
1 1 1
log 3 (as 3 )
27 27 3
= = =
1
2
9
1
log 3 (as 3 9 9 )
2
= = =
1.4 Logarithm of x to the Base b
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01.7
log
b
mn = log
b
m + log
b
n
log
b
m
n
= n log
b
m
log
b
1 = 0 (as b
0
= 1) for any b
log
b
b = 1 (as b
1
= b) for any b
Example
1. log
3
(279) = log
3
27 + log
3
9 = 3 + 2 = 5
2. log
2
(4
3
) = 3log
2
4 = 32 = 6
3. log
5
(0.04) = log
5
(1/25) = log
5
(5
2
) = 2log
5
(5) = 2
log log log
b b b
m
m n
n
=
1.4.1 Rules of logarithms
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01.8
1.5 The Number e
Consider the following expression
What is this value for different value of m?
When m is very large, this number is approximately
2.718281828459045235360287471352662497747247
09369995957496696762....
We call the limit of this number e.
m 10 100 100,000
2.59374246 2.704813829 2.718268237
1
1
m
m
| |
+
|
\ .
1
1
m
m
| |
+
|
\ .
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01.9
Remarks:
(a)
(Well see it again in the topics on differentiation.)
(b)
(Taylors series)
x x
d
e e
dx
=
2 3 4
1
2! 3! 4!
x
x x x
e x = + + + + +
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01.10
1.5.1 Logarithm to the Base e
Definition: y = ln x if and only if x = e
y
.
Note: In this course, we shall always use ln x to mean
base e logarithm.
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01.11
1.5.2 Some More Logarithmic Results
1. log
a
b log
b
c = log
a
c
Hence log
b
c = log
a
c / log
a
b
2. e
ln x
= x
3. ln e
x
= x
4.
Example
log
4
10 = log
e
10 /log
e
4 = 2.302585/1.386294 = 1.6610
Alternatively,
log
4
10 = log
10
10/log
10
4 = 1/0.60206 = 1.6610
1
ln ln x
x
=
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01.12
1.5.3 Expansion of ln(x)
The above series is very useful for approximations
For instance, for small values of x:
ln(1 + x) x
In particular, ,
where P
t
is a price measured at time t. Hence
the rate of return over very short periods can be
approximated by the difference in the log price.
1 1
1
ln ln ln
t t t
t t
t t
P P P
P P
P P
+ +
+
| |
=
|
\ .
2 3 4
ln(1 ) provided 1 1
2 3 4
x x x
x x x + = + + < <
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01.13
1.6.1 Definition of a Function
A function has the property that, for any value of the input(s)
there is a unique value of output
It is defined by:
Its domain (i.e. the set of elements on which it operates).
For instance the domain of the logarithmic function is the set of
all positive real numbers. The domain is often not explicitly
stated since it can often be inferred from the context.
Together with its action (i.e. what it does).
This is usually specified by a rule, like f(x) = 3x + 5 but for finite
and small domains it may be specified by a list, e.g.,
x 1 2 3 4
f(x) 0.1 0.3 0.5 0.1
[The above list is an example where x is a random variable
and f(x) is its probability function]
1.6 Functions
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01.14
Linear functions, e.g. f(x) = 3x + 5 (for all x in R, where R
is the set of all real numbers)
Quadratic functions, e.g. f(x) = 3x
2
+ 5x 1 (for all x in R)
Polynomial functions,
f(x) = a
n
x
n
+ a
n1
x
n1
+ . + a
1
x + a
0
is a polynomial in x of order n, where n is a positive integer.
e.g. f(x) = 3x
5
+ 5x
3
x 1 (for all x in R)
Special functions: exp(x), ln(x) and trigonometric
functions such as sin(x)
Functions of several variables, e.g. f(x, y) = x
2
+ 5 ln(y)
(for all x in R and for all y > 0) is a non-linear function of
two variables, x and y.
1.6.2 Types of Functions
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01.15
1.6.2 Inverse Function
We say that a function g is the
inverse of a function f if
g(f(x)) = x
for all x in the domain
Then the graph of g is the
reflection of f in the 45line,
i.e. the line y = x
Example 6
f(1.5) = 4.481689, where f(x) =
exp(x)
g(4.481689) = 1.5, where g(x)
= ln(x)
Remark:
ln(x) is the inverse function of
exp(x)
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01.16
The graph of a function f is obtained by plotting points defined
by all values of x and their associated images f(x):
For the graph we write a function like f(x) = x
2
+ 2x 1 as y =
x
2
+ 2x 1.
x is called independent variable and y is called the dependent
variable.
1.7 Graphs
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01.17
Consider y = 3x + 4
The graph is the set of (x, y) such that the y coordinate is 3
times the x coordinate plus 4
For instance, the point (1, 7) lies on the line graph
In the above linear function,
Slope of the line = 3
Intercept of the line = 4
1.7.1 Linear Functions
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01.18
Quadratic Functions
f(x) = ax
2
+ bx + c, for all x in R
Graph of y = ax
2
+ bx + c has a parabolic shape
a > 0 implies a U shape
a < 0 implies a shape
c implies a vertical shift
c > 0 implies shifting up
c < 0 implies shifting down
c is the value of f(x)
when x = 0
1.7.2 Quadratic Curve and Sine Curve
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01.19
1.7.2 Quadratic Curve and Sine Curve (Continued)
Example 7: y = x
2
+2x + 4
Example 8: y = sin x
(an example of periodic
function)
-4 -2 2 4
5
10
15
20
25
-7.5 -5 -2.5 2.5 5 7.5
-1
-0.5
0.5
1
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01.20
1.7.3 Exponential Curve and Logarithmic Curve
Example 9: y = e
x
Example 10: y = ln x
-1 1 2 3 4 5
20
40
60
80
100
120
140
1 2 3 4 5
-8
-6
-4
-2
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01.21
1.8 Equations of a Straight Line
Vertical line:
x = a
Horizontal line:
y = b
General line:
y = mx + c,
where m is the slope of the line; when x increases
by one unit, y increases by m units.
c is the vertical intercept; when x is zero, y is c.
What is the horizontal intercept?
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01.22
1.9 Roots of Equations
Definition:
z is the root of the equation f(x) = 0 if f(z) = 0.
The graphical interpretation of a root is that it is a
horizontal intercept of f(x).
Or the interception of two curves represented by
the 2 equations
y = f(x) and y = 0.
Can you find two roots of sin x = 0?
How do we find roots of sin x = 0.5?
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01.23
1.9 Roots of Equations (Continued)
A quadratic equation ax
2
+ bx + c = 0 has at most 2
roots.
The number of roots depends on the quantity b
2

4ac, which is known as discriminant.
If b
2
4ac < 0, then there are no real roots.
If b
2
4ac = 0 , then there is only one root
If b
2
4ac > 0, then there are two different real
roots.
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01.24
The roots of the quadratic equation ax
2
+ bx + c = 0
are given by
Examples:
1. Find the roots of 8x
2
10x + 3 = 0.
Solution:
a = 8, b = 10 and c = 3. Therefore
Hence x = or .
2
4
2
b b ac
x
a

=
2
( 10) ( 10) 4(8)(3)
10 2
2(8) 16
x

= =
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01.25
2. Solve 2x
2
+3x + 4 = 0.
Solution:
a = 2, b = 3 and c = 4. Therefore
In this case, the discriminant is negative, there are
no real root.
3. Solve 2x
2
+3x + 2 = 0
Solution:
2
3 3 4(2)(4)
3 23
2(2) 4
x

= =
2
4 4 4(2)(2) 4 0
1
2(2) 4
x

= = =
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01.26
1.9.1 Solving a Equation Using Excel
Input an initial estimate
of the root in a cell, e.g.
A1
Type the equation in
another cell, e.g. B1
Tool Goal Seek
Input as shown OK
One of the solutions is
given in cell A1
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01.27
1.10 Progressions
A progression is a sequence of numbers.
Sometimes a progression has a pattern. Here are two
common types of progressions: AP & GP
1.10.1 Arithmetic Progression (AP)
Each number differs from the previous one by a fixed
amount.
For example:
a, a + b, a + 2b, a + 3b, ....
The first term is a, and
b (may be positive or negative) is the common difference.
The n
th
term is a
n
= a + (n 1)b.
What is the 10
th
term in the sequence 1, 4, 7, 10, ....
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01.28
1.10.1 Arithmetic Progression (AP) (Continued)
Let S
n
denote the sum of the first n terms of the AP.
What is S
n
?
We first note that
Then
( 1)
1 2 3 ( 1)
2
n n
n

+ + + + =
{ }
1 1 1 1
( 1) ( 1)
( 1)
2
n n n n
n i
i i i i
S a a i b a b i
n n
na b
= = = =
| | | |
= = + = +
| |
\ . \ .
= +

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01.29
1.10.2 Geometric Progression (GP)
Each number is a constant multiple (the common ratio)
of the previous one.
For example:
a, ar, ar
2
, ar
3
, ....
The first term is a, and
r (may be positive or negative) is the common ratio.
The n
th
term is a
n
= ar
(n 1)
.
What is the 7
th
term of the sequence 3, 6, 12, 24, ....
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01.30
1.10.2 Geometric Progression (Continued)
Let S
n
denote the sum of the first n terms of the GP.
What is S
n
?
We first note that
Then
What is the sum of an infinite GP, i.e. S
?
S
is finite (well-defined, meaningful) only if |r| < 1,

in which case S
= a/(1 r).
2 1
1 1
1 or
1 1
n n
n
r r
r r r
r r
| |

+ + + + =
|

\ .
1 1
1 1 1
1
1
n
n n n
i i
n i
i i i
r
S a ar a r a
r

= = =
| |
= = = =
|

\ .

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01.31
1.11 Matrix Algebra
1.11.1 Matrix
A matrix is just an array of numbers, like
A 1n row vector is a row of n numbers, e.g.
a = (3, 1, 8, 0)
is a 14 row vector.
2 8 5
3 1 7
4 6 9
A
| |
|
=
|
|
\ .
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01.32
1.11.1 Matrix (Continued)
A m1 column vector is a column of m numbers, e.g.
is a 41 column vector.
7
7
4
1
b
| |
|
|
=
|
|
|
\ .
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01.33
1.11.2 mn Matrix and Square Matrix
A mn matrix is a rectangular array of m rows and n
columns of numbers, e.g.
A is a 43 matrix, B and C are 22 matrices.
A matrix with the same number of rows and columns
(i.e. m = n) is called a square matrix.
B and C are square matrices.
2 4 7
8 6 9
5 1 6
8 0 3
A
| |
|
|
=
|
|
|
\ .
3 5
8 4
B
| |
=
|
\ .
3 0
1 5
C
| |
=
|
\ .
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01.34
1.11.3 Addition and Subtraction
Matrices can be added and subtracted element by
element as ordinary (scalar) numbers, but their
dimensions (i.e. m and n) must be equal.
Let C = A + B where A and B are matrices with
dimension m n.
Then C is a m n matrix with
c
ij
= a
ij
+ b
ij,
where a
ij
, b
ij
and c
ij
are the (i, j)
th
element in A, B and C
respectively.
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01.35
1.11.3 Addition and Subtraction (Continued)
Example
Refer to matrices A, B and C on p.01-34
but A + B is not defined.
6 5
9 9
B C
| |
+ =
|
\ .
0 5
7 1
B C
| |
=
|
\ .
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01.36
1.11.4 Multiplication
Matrices can be multiplied, but the operation is now
quite different from scalars.
Suppose A is a mn matrix and B is a np matrix
and C = A B.
Then the (i,j)
th
element of C is the sum of the cross
products of the ith row of A with the jth column of
B, i.e.
1
n
ij ik kj
k
c a b
=
=

CYM
01.37
1.11.4 Multiplication (Continued)
Example:
and
Then
Can you work out B A? What is the dimension of the
product B A?
Multiplications may be chained together. Always check
each multiplication in terms of the dimensions.
Matrix multiplication is not commutative, i.e. AB BA
Division is not defined for matrices.
1 0 2
3 2 1
A
| |
=
|
\ .
2 1
5 3
0 2
B
| |
|
=
|
|
\ .
1 2 0 5 2 0 1 1 0 3 2 2 2 5
3 2 2 5 1 0 3 1 2 3 1 2 16 11
A B
+ + + +
| | | |
= =
| |
+ + + +
\ . \ .
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01.38
1.11.5 Transpose
You may flip a matrix along its diagonal to form a
new matrix. The result is a new matrix.
Suppose A = (a
ij
). Then the new matrix B = (a
ji
).
Thus, the transpose of A, denoted by A, is
for
If A is a m n matrix, then A is a n m matrix.
Sometimes the transpose of A is denoted by A
T
.
1 3
0 2
2 1
A
| |
|
=
|
|
\ .
1 0 2
3 2 1
A
| |
=
|
\ .
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01.39
1.11.6 Symmetric Matrix
Let A be a m m square matrix.
A is a symmetric if A = A'.
Example:
and
A is symmetric if a
ij
= a
ji
for all i, j, where A = (a
ij
).
1 2 3
2 4 5
3 5 6
A
| |
|
=
|
|
\ .
1 2 3
2 4 5
3 5 6
A
| |
|
=
|
|
\ .
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01.40
1.11.7 Identity Matrix
Consider the nn matrix
in which the diagonal elements are 1 and the off-
diagonal elements are 0.
This is called an nn identity matrix, denoted simply
by I
n
(sometimes the suffix n is deleted.)
1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 1
| |
|
|
|
|
|
|
\ .

CYM
01.41
1.11.8 Inverse Matrix
Let A be an n n square matrix, the inverse of A,
denoted by A
1
is such that
A
1
A = A A
1
= I
n
.
Example: Let
Check that BA = AB = I
2
. Therefore B = A
1
.
4 2 0.25 0.5
and
0 1 0 1
A B

| | | |
= =
| |
\ . \ .
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01.42
1.11.8 Inverse Matrix (Continued)
Using Excel to find the
inverse of a given matrix
1. Select the range for the
inverse (e.g. highlight a6:c8
for a 3x3 product)
2. Type =minverse(a1:c3) in
one of the highlighted cells,
where the range a1:c3
consists of the entries of the
matrix A.
3. Press F2 and then Ctrl +
Shift + Enter.
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01.43
1.11.9 Solving a System of Equations Using
Matrix Notation
Solve 4x
1
+ 2x
2
= 4 and 2x
1
+ 2x
2
= 0
Rewrite the system of equations into a matrix form
Hence
1
2
4 2 4
2 2 0
x
x
| | | | | |
=
| | |
\ . \ . \ .
1
1
2
1 1
4 2 4 4 2
2 2
2 2 0 1 0 2
1
2
x
x
| |
|
| | | | | | | | | |
= = =
|
| | | | |
\ . \ . \ . \ . \ .
|
|
\ .
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01.44
1.11.9 Solving a System of Equations Using
Matrix Notation (Continued)
Using Excel to solve a system of equations
1. Input A and b (e.g. a1:b2 for A and d1:d2 for b),
where Ax = b
2. Select the range for the solution (e.g. highlight f1:f2)
3. Type =mmult(minverse(a1:b2),d1:d2) in one of the
highlighted cells.
4. Press F2 and then Ctrl + Shift + Enter.
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01.45
1.11.10 Quadratic Form
If a is m 1 and A is m m, aAa is a scalar called a
quadratic form.
Example:
What is a'Aa (this means a'Aa)? (Answer: 47)
2 2 3
and
3 2 1
a A
| | | |
= =
| |
\ . \ .
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01.46
1.11.10 Quadratic Form (Continued)
Can you write x
2
+ 2x + 4 as a quadratic form?
Note that the above expression is a quadratic expression in
two variables: (1) and x
Each term in the original expression is of second degree
(sum of the exponents of the components (1) and x = 2).
x
2
: exponent for x: 2, exponent for 1: 0, coefficient: 1
2x(1): exponent for x: 1, exponent for 1: 1, coefficient: 2
4(1)
2
: exponent for x: 0, exponent for 1: 2, coefficient: 4
CYM
01.47
1.11.10 Quadratic Form (Continued)
Here is the answer
and x
2
+ 2x + 4 = aAa.
You can see that we put a variable x as an element of a matrix,
a. (No problem with this!)
Note:
The diagonal elements in A are the coefficients of the square
terms (e.g. 1
2
and x
2
)
The sum of a
ij
and a
ji
of A is the coefficients of the cross-
product terms x
i
x
j
)
1 4 1
and
1 1
a A
x
| | | |
= =
| |
\ . \ .
CYM
01.48
Example 1
How do we write Q = x
1
2
+ 4x
2
2
+ 8x
1
x
2
as a
quadratic form?
Answer:
Then Q = xAx.
x
1
2
: exp for x
1
: 2, exp for x
2
: 0, coefficient: 1
4x
2
2
: exp for x
1
: 0, exp for x
2
: 2, coefficient: 4
8x
1
x
2
: exp for x
1
: 1, exp for x
2
: 1, coefficient: 8
1
2
1 4
and
4 4
x
x A
x
| | | |
= =
| |
\ . \ .
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01.49
Example 2
How do we write as a
quadratic form?
Answer:
Then Q = xAx.
Note: Q = (x
1
2x
2
)
2
and is always positive.
1
2
1 2
and
2 4
x
x A
x
| | | |
= =
| |
\ . \ .
2 2
1 2 1 2
4 4 Q x x x x = +
CYM
01.50
Example 3
How do we write
as a quadratic form?
Answer:
Then Q = xAx.
1
2
3
4 3 0
and 3 3 6
0 6 5
x
x x A
x
| | | |
| |
= =
| |
| |
\ . \ .
2 2 2
1 2 3 1 2 2 3
4 3 5 6 12 Q x x x x x x x = + + +
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01.51
1.11.11 Positive (Negative) Definite Matrix
Questions: When can we say a quadratic form is
always +ve (or ve, or sometimes +ve sometimes
ve)?
Definition: A quadratic form Q = xAx is said to be
positive definite (negative definitive) if
Q > 0 (Q < 0)
for all non-zero vectors of x.
Definition: If Q is positive definite, then A is said to
be a positive definitive matrix. (Likewise for ve
definitive)
CYM
01.52
1.11.11 Positive (Negative) Definite Matrix (Cont.)
Why is a positive definite matrix so important?
For any positive definite matrix A, there exists a
matrix such that A =
CYM
01.53
Example 4
Let . Is A a positive definite matrix?
Solution
Let u = (w, x, y)
Then Q = uA u
= (4y
2
8xy + 4x
2
) + (12x
2
12xw + 3w
2
) + 4w
2
= 4(y x)
2
+ 3(2x w)
2
+ 4w
2
> 0
Since Q > 0 for any values of w, x, and y, therefore
A is a positive definite matrix.
7 6 0
6 16 4
0 4 4
A
| |
|
=
|
|
\ .
CYM
01.54
Example 4 (Continued)
Alternatively, if the determinants of all the upper left
submatrices are positive, then the matrix is a
positive definite matrix.
Since A is a 3x3 matrix, therefore there are 3 upper left
submatrices. They are
7 6 0
7 6
7 , , 6 16 4
6 16
0 4 4

CYM
01.55
Example 4 (Continued)
The determinants are
Since all the determinants of upper left submatrices are
greater than 0, therefore A is a positive definite matrix
=mdeterm(range) is the command to find a determinant
1 1 1 2
7 7 0
7 6
( 1) 7 16 ( 1) ( 6) 6 76 0
6 16
7 6 0
16 4 6 4 6 16
6 16 4 7 ( 6) 0
4 4 0 4 0 4
0 4 4
7(48) ( 6)( 24) 0 192 0
+ +
= >
= + = >

= +

= + = >
CYM
01.56
Theorem and Example
Theorem: Let X be a m n matrix with n < m, then A
= XX is a positive definite matrix.
Example: Let .
Then
1 1
1 2
1 3
X
| |
|
=
|
|
\ .
1 1
1 1 1 3 0
1 2
1 2 3 0 14
1 3
A X X
| |
| | | |
|
= = =
| |
|
\ . \ .
|
\ .
CYM
01.57
Example (Continued)
Check: Let
Then
Hence A is a positive definite matrix.
1
2
x
a
x
| |
=
|
\ .
( )
1 2 2
1 2 1 2
2
3 0
3 14 0
0 14
x
a Aa x x x x
x
| | | |
= = +
| |
\ .\ .

Lecture 1 AlgebraicOperationsAndRelations

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Lecture 1 AlgebraicOperationsAndRelations

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Bridging Module for FE5102, Part I

Chapter 1 Algebraic Operations and Relations

is finite (well-defined, meaningful) only if |r| < 1,

Bridging Module for FE5102, Part I

Bridging Module for FE5102, Part I

Bridging Module for FE5102, Part I

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