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Linear Algebra

MATRICES

DETERMINANTS

Matrix Algebra Definitions & Notations 1) Two matrices A and B are equal if: a) They have the same dimensions b) All corresponding elements in the matrices are equal. 2) If A & B are both mxn matrices their Sum A+B is obtained by adding corresponding elements ofA and B. -Matrix addition is Commutative where: A+B=B+A, and Associative where: A+(B+C)=(A+B)+C 3) If A is an mxn matrix and s is a scalar, sA denotes Scalar Multiplication where every element in A is multiplied by s. -if A=[aij], then sA=[saij]. 4) The Difference of two matrices A-B, is obtained by subtracting corresponding elements. That is: - A-B=[aij-Bij] Further Prop. of Matrix add./ multip: a) 1.A = A; s(A+B)=sA+sB; (s+t)A=sA+tA; s(tA)=(st)A=(ts)A=t(sA) 5) The Zero Matrix has all elements zero. Properties: a) A+0=A , b) A-A=0, c) 0(A)=0 6) a) If A=[aij] is an mxn matrix and b=[bi] is a column vector, Ab is the column vector m with components: (Ab)i= aikbk
k=1 n

Elementary Row Operations: 1) Two rows of the matrix may be interchanged 2) All elements of a row may be multiplied by a nonzero constant. 3) A multiple of one row could be added to another row.

Determinants: -Consider the following 2x2 matrix; a b c d

Elementary Row Operations& RowEchelon Matrices

1)The rectangular array : a11 a12...a1n a21 a22...a2n , is called an mxn matrix.


am1 am2...amn

Its Determinant is given by: det(A) = ad-bc. - Consider the following 3x3 matrix; a b c d e f g h i

Row-Echelon Form (ref): Let A be an Augmented Matrix: This matrix is said to be (ref) if: 1) If there are any rows consisting entirely of 0's, they are grouped together at the bottom of the matrix. 2) The first non-zero element in any non-zero row is 1. This is called the Leading Entry. 3) The leading entry of any row (except the first row) is further to the right than the leading entry of the row above it.
#

2) A 1xn matrix is a row vector (a) 3)A mx1 matrix is a column vector (b) 4)The elements of a row and column vector are the components of the vector. 5) If the row and column vectors of an mxn matrix are interchanged, an mxn matrix is obtained its Transpose (AT). 6) a11, a22,...,amn is called the Main Diagonal of A 7) when m=n the matrix is a Square Matrix 8) The sum of main diagonal of a square matrix A is called, Trace of A [tr(A)]. 9) A square matrix is said to be Lower Triangular if there are zeros everywhere above main diagonal and Upper Triangular if zeros below main diagonal. 10) A square matrix with all zeros above and below main diagonal is called a Diagonal Matrix. 11) If AT=A this is called a Symmetric Matrix. 12) If AT=-A this is called a Skew or Anti Symmetric Matrix Systems of Linear Equations

Its determinant is given by: det(A)=(aei+bfg+cdh)(idb+afh+ceg) Where: Use ERO to get a matrix... a b c a b d e f d e g h i g h

Properties of Determinants 1) IAI = IATI. 2) If 2 rows/ columns of a matrix are equal then, IAI = 0. 3) If one row/ column is a multiple of another row/ column, IAI = 0. 4) If one row/ column consists entirely of zero's, IAI = 0. 5) If B is obtained from A by the interchanging of 2 rows or columns; IBI = -IAI. 6) If B is obtained from A by multiplying a row or column of A by a real # C then, IBI = CIAI. 7) If B is obtained by multiplying a row or column of A by C, and adding it to another row then, IBI = IAI. 8) IABI = IAI IBI. 9) An nxn matrix is nonsingular (has an inverse), i.f.f IAI 0. 10) If A is nonsingular then, IA-1I = 1/IAI, where: IAI 0. 11) If A is an nxn matrix, and C is a real # then, ICAI = CnIAI. 12) If A = [aij], is an upper or lower triangular matrix, then: IAI = a11 . a22 . ... . ann, is called the Product of the Main Diagonal. Cramer's Rule - If a system of n linear equations in n variables has a coefficient matrix A where IAI 0 the solution set is given by: x1=IA1I , x2=IA2I , ... , xn=IAnI IAI IAI IAI With system of equations: a11x1 a12x2...a1nxn=b1 a21x1 a22x2...a2nxn=b2 am1x1 am2x2...amnxn=bn IA1I = b1 a12...a1n b2 a22...a2n ,Replacing each row with the right bn am2...amn hand side vector

Reduced Row-Echelon Form (rref): A matrix A# is said to be in (rref) if: 1) Any rows consisting entirely of zero's, are grouped at the bottom of the matrix. 2) If row doesn't consist entirely of zeros, its leading entry is then 1. 3) If rows i & i+1 are 2 consecutive rows that don't consist entirely of zero's, the leading entry of row i+1 is to the right of the leading entry of row i.

1< i < m

b) If B= [b1, b2, ..., bp] is an nxp matrix, the product of A & B is the mxp matrix defined by: AB= [Ab1, Ab2,..., Abp]. 7) If A= [aij] is an mxn matrix, B=[bij] is an nxp matrix, and C=AB, then: cij =
k=1

aikbkj

1< i < m, 1<j<p

Consider a System of Linear Equations a11x1 a12x2...a1nxn=b1 a21x1 a22x2...a2nxn=b2 am1x1 am2x2...amnxn=bn -[aij] is the Coefficient Matrix -[bi] is the Right Hand Side Vector If [bi] = 0, homogenous If [bi] 0 , non-homogenous

called the Index Form of the matrix product. 8) The Identity Matrix is an nxn matrix with 1's on the leading diagonal and 0's everywhere else. -Properties of the Identity Matrix:: a) Amxn In= Amxn b) ImAmxp=Amxp 9) Properties of the Transpose: a) (AT)T = A b) (A+C)T = AT+CT c) (AB)T = BTAT

The Rank of a matrix A is the # of non-zero rows in the matrix ref(A#)

Cofactor Expansion

Terms & Definitions - If A is a square matrix, the Minor Mij, of the entry aij is the determinant obtained by deleting the ith row and the jth column. - The Cofactor Cij, of entry aij is given by; Cij = (-1)i+jMij. Where Mij is the minor of aij. - Let A be a nxn matrix. IAI is the sum of the entries in any 1 row or column multiplied by their respective cofactors. i.e Expansion along 1st row: IAI=a11C11+...+a1nC1n. - If all elements in an nxn matrix are replaced by their respective cofactors, it is its Matrix of Cofactors, (MC)T. - (MC)T = adj(A), The Adjoint of A. - If IAI 0, then A-1 = adj(A)/IAI

Guassian Elimination

Vector Equation: Ax=b, where: A=coefficient matrix b=right hand side vector x=Vector of unknowns

A Solution to the system is defined by an ordered ntuple of scalars (c1, c2,..., cn) when substituted for (x1, x2,..., xn) yields the right hand side vector. Homogenous System (Ax=0)

-The process of reducing an augmented matrix (A#) to ref is called Gaussian Elimination. -Reducing A# using ERO to rref is called Gauss-Jordan Elimination.

The set is: -Consistent if there is at least 1 solution -Inconsistent if there is no solution -Dependent if there are an infinite # of solutions Inverse of a Square Matrix

Consider system of equations: a11x1 a12x2...a1nxn=0 a21x1 a22x2...a2nxn=0 am1x1 am2x2...amnxn=0 -The solution x1=x2=...=xn is called a Trivial Solution. -The solution x1, x2,..., xn in which not all of xi are zero's is called a Non-trivial Solution. -System has infinitely many solutions if m < n. . If m > n then, a) if R# < n; non-trivial b) if R# = n; tivial solution

Consider an mxn linear system, Ax=b where m is the # of equations and n, is the # of unknowns. Let R be the rank(A) and R# the rank(A#): 1) If R < R#, system is inconsistent. 2) If R=R#, system is consistent a) unique solution i.f.f R#=n b) Infinite # of solutions i.f.f R#<n.

VECTOR SPACES
Definition of a Vector Space

Vector Algebra Let v=(v1,v2), and u=(u1,u2) & k= scalar

- Let A, B, C, be nxn matrices. if: AB = BA = In AC = CA = In, Then B=C. - Let A be an nxn matrix. If there exists a matrix, A-1 satisfying, AA-1 = A-1A = In Then A-1 is the Inverse Matrix. - A is Nonsingular if A-1 exists. - A is Singular if A-1 doesn't exist.

Vectors in Rn 1) u + v = (u1 + v1 , u2 + v2) 2) u - v = (u1 - v1, u2 - v2) 3) ku = (ku1 , ku2), scalar multiplication Vectors in Rn Definitions & Terminology 1) A Directed Line Segment PQ has initial point P and terminal point Q. - Its length is denoted by IIPQII. - 2 directed line segments of the same length & direction are Equivalent. - the set of all directed line segments that are equivalent to a given directed line segment PQ, is a Vector V in a plane, V=PQ - The directed line segment whose initial point is (0,0) is said to be in Standard Form. 2) The Component Form of a vector with initial point P (P1,P2) and terminal point Q (Q1,Q2), is: PQ = (Q1-P1,Q2-P2) = V and, V = (V1, V2) = [V1,V2] = V1 V2 3) The magnitude of V is given by:

Definition of a Vector Space Let V be set of elements with 2 operations called Vector Addition & called Vector Multiplication. If the following properties are satisfied, by all elements in V, V is then called a Vector Space and all elements in V vectors: I) If x & y are elements of V then x y is in V, (V is said to be closed under addition). a) x y = y x; x,y V b) x (y z) = (x y) z; x,y,z V c) Exists a unique element 0 V, such that ; x + 0 = 0 + x = x; x V d) For each x V, there exists a unique element opposite in sign of x (-x V) such that x -x = 0. II) If x V, & c is any real # then c x is in V (V is said to be closed under multiplication). e) c (x y) = c x c y f) (c d) x = c x d x g) c (d x) = (cd) x h) 1 x = x

If A-1 exists, the nxn system of linear equations Ax=b, has a Unique Solution given by: x=A-1b

Vector Properties Let u, v, w be vectors & c, d be scalars: 1) u + v = v + u 2) (u + v) + w = u + (v + w) 3) u + 0 = u 4) u + (-u) = 0 5) c(du) = cd(u) 6) (c+d)(u) = cu + du 7) c(u + v) = cu + cv 8) 1(u) = u 0(u) = 0 9) IIcuII = IcI IIuII

Properties of Inverses: 1) A-1 is nonsingular and (A-1)-1=A. 2) AB is nonsingular and : (AB)-1 = B-1A-1. 3) AT is nonsingular and: (AT)-1 = (A-1)T -An nxn matrix A is nonsingular i.f.f rank(A) = n. - Let A be an nxn matrix. If Ax=b has a unique solution, A-1 exists. - Let A & B be nxn matrices. If AB=In, both A & B are nonsingular and B=A-1. * If AB is nonsingular, both A & B are nonsingular.

IIVII =

V12+V22