Chapter 1
Chapter 1
Let us start with a review of some linear algebra concepts we have already
learned, such as matrices, determinants, etc. Also, we shall review the method of
solving systems of linear equations, as well as the geometric interpretation of the
solution set.
that is the element aij is the entry in the i0 th row and the j 0 th column. We write
A ∈ Mn×m . Sometimes, we denote the matrix that has elements aij using an older
convention: A = (aij )i=1,...,n
j=1,...,m or A = (aij )ij .
The elements aii are called the diagonal of A.
When a matrix has n rows and m columns we say that the matrix is of the
dimension (size) n × m. If the number of rows and columns is the same (i.e., if
m = n), the matrix is called a square matrix.
The square matrix
1 0 ... 0
0 1 ... 0
.. .. .. ..
. . . .
0 0 ... 1
is known as the identity matrix of dimension n, and is denoted by In .
Denition. Given a matrix
a11 a12 ··· a1m
a21 a22 ··· a2m
A= . .. .. .. ∈ Mn×m
.. . . .
an1 an2 ··· anm
i=1,...,n
A + B = (aij + bij )j=1,...,m
Example.
2 1 3 4 10
A= B=
9 6 5 −2 −3
5
2+1 1+4 3+0 3 5 3
A+B = =
9+5 6 + (−2) 5 + (−3) 14 4 2
Multiplication of a matrix by a real number is dened similarly. If
A = (aij )j=1,...,m and λ ∈ R, then
i=1,...,n
i=1,...,n
λA = (λaij )j=1,...,m
For example,
5 3 0 4 1 2 0 0 1
0 1 6 2 0 0 1 2 3
0 0 1 3 0 0 0 0 5
0 0 0 0 1 0 0 0 0
are matrices in echelon form. While,
2 0 0 1
0 1 2 3
0 0 0 0
0 0 0 1
is not.
The Gauss-Jordan elimination method gives us a systematic way of obtaining
an echelon form for any matrix by means of elementary matrix operations. We will
explain the method by means of an example. Consider the following matrix,
0 3 2 5 7
1 7 2 4 3
0 0 0 1 3
0 0 0 0 0
0 5 0 4 7
(1) Reorder the rows so that all the rows with all elements equal to zero, if any,
are below all other rows.
0 3 2 5 7
1 7 2 4 3
0 0 0 1 3
0 5 0 4 7
0 0 0 0 0
(2) Look for the rst column that doesn't have all zeros.
0 3 2 5 7
1 7 2 4 3
0 0 0 1 3
0 5 0 4 7
0 0 0 0 0
(3) Reorder the rows again, so that all the zeros in this column are below all
the non-zero elements.
1 7 2 4 3
0 3 2 5 7
0 0 0 1 3
0 5 0 4 7
0 0 0 0 0
(5) If not, we look for the rst element that violates the echelon condition (we
call it pivotal) and from now on forget all the rows above it.
1 7 2 4 3
0 3 2 5 7
0 0 0 1 3
0 5 0 4 7
0 0 0 0 0
(6) Repeat the previous step (ignoring the upper rows that have been already
dealt with). If the matrix is already in echelon form, we are done.
1 7 2 4 3
0 3 2 5 7
0 5 0 4 7
0 0 0 1 3
0 0 0 0 0
(7) If not, eliminate all the non-zero numbers that are in the same column as
the pivotal element (let it be aij ) and below it by adding multiples of row
i to the multiples of rows below it:
1 7 2 4 3
0 3 2 5 7
3 · row 3 − 5 · row 2
0 15 − 15 0 − 10 12 − 25 21 − 35
0 0 0 1 3
0 0 0 0 0
1 7 2 4 3
0 3 2 5 7
=
0 0 −10 −13 −14
0 0 0 1 3
0 0 0 0 0
(8) If the matrix is already in echelon form, we are done. Otherwise, repeat
the operations with the rows that are still not echelon form, until you are
done.
1.4. Determinants. To any square matrix one can assign a real number called
the determinant of the matrix. As we are going to see, this number is important
and useful. We shall dene it by induction.
Let A be a 1 × 1 matrix, i.e. it has a single row and column. In other words, A
is a scalar A = (a). The determinant in this case is simply dened to be a.
Let A be a 2 × 2 matrix. Then, the determinant is dened as
a b
det(A) = = ad − cb
c d
As you see from this example, the more zeroes there are, the easier it is to do the
calculations. We shall now explain how to make there as many zeroes as possible.
8
Proposition 4.
(1) Let A and B be square matrices of the same size. Then,
det(A · B) = det(A) · det(B)
(2) If all elements of a row or a column of a matrix are equal to zero, then the
determinant also equals to zero.
The remaining properties are easily derived from those above and can be used
to increase the number of zeros.
Proposition 5.
(1) If we multiply a row or a column of a matrix by a number, then the deter-
minant is also multiplied by the same number.
(2) If we swap two rows (or two columns) the determinant changes sign.
(3) If we add to a row (or a column) a multiple of another row (respectively,
column) the determinant does not change.
(4) If two rows or columns are equal, then the determinant is equal to 0.
Using the rules above, we can simplify the computation of determinants by using
the same elementary operations we have used to put the matrix into its echelon
form.
Example. Consider the determinant:
1 2 3 4 1 2 3 4
2 3 5 1 0 −1 −1 −7
= =
3 1 4 2 0 −5 −5 −10
2 5 5 1 0 1 −1 −7
−1 −1 −7 1 1 7 1 1 7
= −5 −5 −10 = − −5 −5 −10 = 0 0 25 =
1 −1 −7 1 −1 −7 0 −2 −14
1 1 7
= − 0 −2 −14 = 50
0 0 25
1.5. Rank of a Matrix.
Remark. The echelon form obtained by the above procedure is not unique. That
is, when we apply the method above to reduce a matrix to an echelon form, the
nal matrix that we obtain, depends on the exact way the steps are carried out.
However, one can prove that the number of zero rows obtained is independent of
the procedure to nd the echelon form.
Denition 6. Given any matrix A we dene rank of A to be the number of rows
not all equal to zero that the matrix has in any of its echelon forms.
Example. Consider the matrix
0 3 2 5 7
1 7 2 4 3
A=
0 0 0 1 3
0 0 0 0 0
0 5 0 4 7
9
and since,
(CA)B = C(AB) = CIn = C
we see that B = C .
Proposition 8. A square matrix has an inverse if and only if its determinant is
not equal to zero. Equivalently, an n × n square matrix has an inverse if and only
if it has the rank n (that is, it has full rank )
Therefore, using the properties of determinants it is easy to derive the following:
1
Proposition 9. If A has an inverse, then det(A−1 ) = .
det(A)
Proof: Since, A · A−1 = In , we must have that det(A · A−1 ) = det(In ). One
checks easily that det(In ) = 1. And, since det(A · A−1 ) = det(A) det(A−1 ) we must
have that det(A) det(A−1 ) = 1 and the proposition follows.
1 t
A−1 = (Adj(A))
|A|
.
.
a x + · · · + a x = b
m1 1 mn n m
where aij and bk are known real numbers and x1 , . . . , xn are the unknowns (or
variables) of the system.
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It can be easily seen that the second equation is just the double of the rst, and
is, therefore, redundant. Thus, the set of solutions is the set of two-dimensional
vectors (x, y) that satisfy the condition y = 2 − x. If we choose a value of x we,
therefore, obtain the unique value of y that satises the system. This set,
{(x, 2 − x) : x ∈ R}
can be described by means of a single parameter. We say that it has one degree of
freedom.
The Rouché-Frobenius theorem tells us exactly how many parameters (degrees
of freedom) we need to describe a solution of any system. Consider the system of
linear equations,
13
a x + · · · + a1n xn = b1
11 1
.. ..
.
.
a x + · · · + a x = b
m1 1 mn n m
(2) Suppose the system is consistent (Hence, rank A = rank(A|b) ≤ n). Then,
(a) The system has a unique solution if and only if rank A = rank(A|b) =
n.
The reason that systems represented with equivalent matrices have the same
solutions are the following.
• If we multiply an equation by a real number dierent from zero, the solution
doesn't change.
• If we reorder the equations, the solution of the system doesn't change
• If we add (a multiple of) one of the equations to another the solution doesn't
change.
Thus, if two systems are represented by (row) equivalent matrices, their solutions
are the same. The Gauss-Jordan elimination method consists of transforming a
system into another one, representable by a matrix in echelon form. The solutions
of the new system are easy to calculate and are the same as those of the original
system.
2.3. Cramer's Rule. Suppose now we have a system of n equations in n un-
knowns. In this case the system can be represented by a square matrix. This
system has a unique solution if and only if it has full-rank, which, in turn, is equiv-
alent to having a non-zero determinant of the matrix. Cramer's rule provides a way
of nding solutions of the system using the determinants. This is how it works.
Consider the system:
a x + · · · + a1n xn = b1
11 1
.. ..
.
.
a x + · · · + a x = b
n1 1 nn n n