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F2F Lecture 1 Slides

The document provides an overview of the topics to be covered in the first week of a Linear Algebra with Differential Equations course. The topics include linear systems of equations, solving systems using Gaussian elimination, and matrix algebra. Gaussian elimination involves using elementary row operations to transform the coefficient matrix into row echelon form. Row echelon form displays the structure of the solution to a linear system.

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0% found this document useful (0 votes)
97 views33 pages

F2F Lecture 1 Slides

The document provides an overview of the topics to be covered in the first week of a Linear Algebra with Differential Equations course. The topics include linear systems of equations, solving systems using Gaussian elimination, and matrix algebra. Gaussian elimination involves using elementary row operations to transform the coefficient matrix into row echelon form. Row echelon form displays the structure of the solution to a linear system.

Uploaded by

Tze Long Gan
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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MA1513

Linear Algebra with


Differential Equations
LECTURE 1

MA1513 LECTURE 1 1
Your Lecturer
 A/Prof Victor Tan (VT)
 Dept : Mathematics
 Office : Blk S17 #07-22
 Tel No. : 6516-7936
 Email: mattanv@nus.edu.sg

MA1513 LECTURE 1 2
Lesson Plan
Week Topic (Lecture) Sections/Video clips Tutorial
1 Jan 13-19 Chapter 1: Linear System and Matrix 1.1-1.5 NA
Algebra
2 Jan 20-26 Chapter 1: (Cont.) 1.6-1.8, 2.1-2.2 Tutorial 1
Chapter 2: Vector Spaces
3 Jan 27 – Feb 2 Chapter 2: (Cont.) 2.3-2.7 Tutorial 2
4 Feb 3-9 Chapter 2: (Cont.) 2.8, 3.1-3.4 Tutorial 3
Chapter 3: Linear Transformation,
Eigenvalues and Eigenvectors
5 Feb 10-16 Chapter 3: (Cont.) 3.5-3.6, 4.1-4.3 Tutorial 4
Chapter 4: System of Differential Equations
6 Feb 17-23 Chapter 4: (Cont.) 4.4-4.8 Tutorial 5

7 Mar 2-8 Revision Tutorial 6

MA1513 LECTURE 1 3
How to study for this module
Weekly process
• Cover the topics of the week (Self-paced)
 Overview notes
 Lecture notes/Video clips
• Attend the F2F Lecture
• Attend the tutorial class (the following week)
• Attempt the online quiz (before the deadline)

MA1513 LECTURE 1 4
Assessment
• Final Exam 70% (Week 8: 14 Mar, 2020 ~ Saturday 9am)
• Continuous Assessment 30%
 Online Quiz 15% (Weekly, after reading notes/watching video)
 Tutorial Assignment 15% (Weekly, during tutorial)

MA1513 LECTURE 1 5
Tutorial class starts next week
• Starts in week 2 (next week)
• Download tutorial set from LumiNUS
• Two parts
 Tutorial questions discussion
 Hands-on practice (submit after class)
• Install MATLAB to solve some tutorial questions
• Need to change tutorial groups:
 Email to engbox28@nus.edu.sg.
 Visit Office of Undergraduate Program EA 03-10

MA1513 LECTURE 1 6
What is Linear Algebra?
having the properties of lines
1 dimensional linear object: line
2 dimensional linear object: plane

The study of mathematical objects and properties that are


related to lines, planes and their generalization.

MA1513 LECTURE 1 7
Linear Systems
Linear system x + y = 1
2 x + 3y = 2
2 equations
2 variables
solution: x = __, y = __

x + y + z + w = 1
Linear system 2x − y + 3z + 5w = 2
5 equations x + 2y + 7z + 0w = 5
0x − 6y + 2z + 9w = 0
4 variables 5x + 2y − 4z + 7w = 8

MA1513 LECTURE 1 8
Heat Transfer Problem
Steady-State temperature distribution of 20 ° 20 °
a thin plate
Temperature around boundary is known.
T1, T2, T3, T4 are temperatures at the 4 T1 T2
internal nodes. 10 ° 40 °
Find T1, T2, T3, T4.
T3 T4
10 ° 40 °

Known fact: Temperature at a node is


approximately equal to the average of
30 ° 30 °
the 4 nearest nodes (on the left, right,
above, below).

MA1513 LECTURE 1 9
Known fact: Temperature at a node is
approximately equal to the average of
the 4 nearest nodes (on the left, right,
Heat Transfer Problem above, below).

Set up a Linear System in variables T1, T2, T3, T4. 20 ° 20 °

Node 1: 4T1 − T2 − T3 = 30

T1 T2
10 ° 40 °
Node 2: −T1 + 4T2 − T4 = 60

T3 T4
10 ° 40 °
Node 3: −T1 + 4T3 − T4 = 40

Node 4: −T2 − T3 + 4T4 = 70


30 ° 30 °

MA1513 LECTURE 1 10
Linear Systems – Different Expressions
x + y + z + w = 1
2x − y + 3z + 5w = 2
x + 2y + 7z + 0w = 5
0x − 6y + 2z + 9w = 0
5x + 2y − 4z + 7w = 8
standard form

1  1  1  1 1


1 1 1 1  x   1           
2 − 1 3 5  y   2  2
  −
 1 3
  5 2
1 2 7 0   =  5  x 1 + y  2  + z  7  + w 0 =
5
0 − 6 2
 9  z   0           
5 2 − 4 7  w   8  0
  −6
  2
  9 0
5  2   −4  7 8
         
matrix equation form vector equation form
MA1513 LECTURE 1 11
Topics for week 1
Chapter 1: Linear Systems and Matrix Algebra
1.1 Systems of Linear Equations
1.2 Solving System of Linear Equations Part I: Linear Systems
1.3 Gaussian Elimination
1.4 Matrices
Part II: Matrix Algebra
1.5 Matrix inverses 1

MA1513 LECTURE 1 12
Part I: Linear Systems
Linear Systems Augmented Matrix
Gaussian
elimination

Row Echelon Form


back
substitution
Exactly one solution
Consistent system Inconsistent system
Infinitely many solutions
general solution with parameters
No solution
MA1513 LECTURE 1 13
Elementary Row Operations
1. Multiply a row by a nonzero constant.
2. Interchange two rows.
3. Add a multiple of one row to another row.

MA1513 LECTURE 1 14
Elementary Row Operations
Interchange
0 0 1 2 row 1 and 3 3 3 6 -9
A = 2 3 0 -2 B= 2 3 0 -2
3 3 6 -9 0 0 1 2

Multiply row 3 -2 x row 2 and


by 1/3 add to row 3

0 0 1 2 0 0 1 2
C= 2 3 0 -2 D= 2 3 0 -2
1 1 2 -3 -1 -3 6 -5

MA1513 LECTURE 1 15
0 0 0 0 0 0 0 0 1 3 0 1 2 0 1
0 1 2 0 1 0 1 2 0 1 0 0 0 1 3
0 0 0 1 3 0 0 0 0 0 0 0 0 0 0
Row Echelon Form 0
 0 0 0 0  0
 0 0 0 0  0
 0 0 0 0 

columns that contain leading entries called pivot columns

 ⊗ ∗ ∗
 
 ⊗ ∗ ∗ nonzero rows
 0 O⋱ ∗
 
 ⊗ ∗ ∗
0 …L L … 0 0 zero rows (if any)
 
 
leading entries

MA1513 LECTURE 1 16
0 1 2 0 0 0 1 2 0 0 0 1 0 0 0
0 0 0 3 1 0 0 1 3 1 0 0 1 0 1
0 0 0 0 0 0 0 0 1 0 0 0 0 1 0
0 0 0 0 0  0 0 0 0 0  0 0 0 0 0 
Reduced Row Echelon Form
  

columns that contain leading entries called pivot columns

 ⊗
1 ∗ 0 0∗
 
 0 ⊗
1 ∗ : ∗ nonzero rows


00 0 O⋱
0 ∗

 : : ⊗
1 ∗ ∗
0 0 L
… 0 …L 0 0 0  zero rows (if any)
 
 
leading entries

MA1513 LECTURE 1 17
Example 1
x1 − 2 x 2 − x 3 − x 4 = −4
3x1 + x 2 + x 3 − 2 x 4 = 11
x1 + 12 x 2 + 7 x 3 + x 4 = 31
The augmented matrix is:
1 -2 -1 -1 -4
3 1 1 -2 11
1 12 7 1 31

Lecture 22 6.6 SOLVING LINEAR SYSTEMS 18


Example 1 (Gaussian Elimination)
1 -2 -1 -1 -4 R2 – 3R1
1 -2 -1 -1 -4
3 1 1 -2 11 R3 –R1
0 7 4 1 23
1 12 7 1 31 0 14 8 2 35

R3 – 2R2
1 -2 -1 -1 -4
0 7 4 1 23
0 0 0 0 -11

The linear system has no solution


We say the system is inconsistent

Lecture 22 6.6 SOLVING LINEAR SYSTEMS 19


Example 2
− 2x 3 + 7 x 5 + 12 x 6 = 0
2 x1 + 4 x 2 − 10 x 3 + 6 x 4 + 12 x 5 + 28 x6 = 0
2 x1 + 4 x 2 − 5x 3 + 6 x 4 − 5x 5 − x6 =0

The augmented matrix


0 0 -2 0 7 12 0
2 4 -10 6 12 28 0
2 4 -5 6 -5 -1 0

MA1513 LECTURE 1 20
Example 2 (Free parameters)
A row echelon form is
1 2 -5 3 6 14 0
0 0 1 0 -7/2 -6 0
0 0 0 0 1 2 0
x1 + 2 x 2 − 5x 3 + 3x 4 + 6 x 5 + 14 x6 = 0
7
x3 −
2
x 5 − 6 x6 = 0
x 5 + 2 x6 = 0
3 equations, 6 variables
need to set 6 - 3 variables as free parameters

MA1513 LECTURE 1 21
Example 2 (Back substitution)
x1 + 2 x 2 − 5x 3 + 3x 4 + 6 x 5 + 14 x6 = 0
7
x3 −
2
x 5 − 6 x6 = 0
x 5 + 2 x6 = 0
Let x 6 = t x2 = r and x4 = s
Then x 5 = −2 x 6 = −2t
Then x 3 = 7
2
x5 + 6x 6 = - t
x1 = −2 x 2 + 5x 3 − 3x 4 − 6 x 5 − 14 x 6
= −2r + 5(−t ) − 3s − 6(−2t ) − 14t = -2r -3s –7t
MA1513 LECTURE 1 22
Example 2 (General Solution)
x1 = −2r − 3s − 7t
x2 = r
x 3 = −t
x4 = s r, s, t any real numbers
x 5 = −2 x 6 = −2t
x6 = t

The linear system has infinitely many solutions

MA1513 LECTURE 1 23
Homogeneous Systems
Linear Systems

Homogeneous system Non-homogeneous system


(always consistent) (may be inconsistent)

Trivial Solution Non-trivial Solutions


(zero solution) (with parameters)
(always exists) (may not exist)

MA1513 LECTURE 1 24
Part II: Matrix Algebra
a11 a12 … a1𝑛𝑛 Identity
matrix
a21 a22 … a2𝑛𝑛
A=
⋮ ⋮ ⋮
a𝑚𝑚1 a𝑚𝑚2 … a𝑚𝑚𝑚𝑚 Symmetric Zero
matrix matrix
Special
Terms associated to matrix
matrices
• rows (m)
• columns (n)
• size (m x n)
Triangular Diagonal
• entries (aij) matrix matrix

MA1513 LECTURE 1 25
Part II: Matrix Algebra
Matrix
same sizes
addition/subtraction

Scalar multiplication any

compatible
Matrix multiplication
Matrix sizes
Operations
Matrix transpose any

square
Matrix power
matrix
non-
Matrix inverse
singular

MA1513 LECTURE 1 26
Matrix Multiplication
A AB
B  5 7 9 
a1 1 1   
  1 2 3
a2  2 3   =  14 19 24 
 − 1 − 2 4 5 6  − 9 − 12 − 15 
 
a3  
b1 b2 b3

MA1513 LECTURE 1 27
Example 3 (Matrix)
Three products A, B, C
Production cost per item
A B C
Raw materials 0.10 0.30 0.15
Labor 0.30 0.40 0.25
Overhead & Misc. 0.10 0.20 0.13

 0.10 0.30 0.15 


 0.30 0.40 0.25  Easier to manipulate the data
 0.10 0.20 0.13 
 
MA1513 LECTURE 1 28
Example 3 (Matrix Multiplication)
Production cost per item
A B C produce: 3000 of A
Raw materials 0.10 0.30 0.15 2000 of B
Labor 0.30 0.40 0.25
5000 of C

Overhead & Misc. 0.10 0.20 0.13

 3000   1650 
 0.10 0.30 0.15   =  
 0.30 0.40 0.25  2950
 0.10 0.20 0.13   2000   
   5000   1350 
   

MA1513 LECTURE 1 29
Example 3 (Matrix Inverse)
Production cost per item
Given budget:
A B C 2000 for raw material
Raw materials 0.10 0.30 0.15 2500 for labor
Labor 0.30 0.40 0.25 1500 for overhead cost
Overhead & Misc. 0.10 0.20 0.13 How many of A, B, C can be produce?

 0.10 0.30 0.15  a 2000


 0.30 0.40 0.25 
 0.10 0.20 0.13  b = 2500
  c 1500

MA1513 LECTURE 1 30
Example 4 (A simple model)
In a certain town, 30% of married women get divorced each year and 20% of
women get married each year.
There are 8000 married women and 2000 single women.
Assuming that the total population of women remains constant, how many
married women and how many single women will there be after n years?

M𝑛𝑛 = married women after n years M𝑛𝑛 =0.7M𝑛𝑛−1 + 0.2S𝑛𝑛−1


S𝑛𝑛 = single women after n years S𝑛𝑛 =0.3M𝑛𝑛−1 + 0.8S𝑛𝑛−1

M𝑛𝑛 0.7 0.2 M𝑛𝑛−1


=
S𝑛𝑛 0.3 0.8 S𝑛𝑛−1
MA1513 LECTURE 1 31
Example 4 (A simple model)
In a certain town, 30% of married women get divorced each year and 20% of
women get married each year.
There are 8000 married women and 2000 single women.
Assuming that the total population of women remains constant, how many
married women and how many single women will there be after n years?
After 1 year
M1 0.7 0.2 8000 = 6000
=
S1 0.3 0.8 2000 4000
After 2 year
M2 0.7 0.2 6000 = 5000
=
S2 0.3 0.8 4000 5000
MA1513 LECTURE 1 32
Example 4 (Matrix Power)
In a certain town, 30% of married women get divorced each year and 20% of
women get married each year.
There are 8000 married women and 2000 single women.
Assuming that the total population of women remains constant, how many
married women and how many single women will there be after n years?
After n year
M𝑛𝑛 = 0.7 0.2 … 0.7 0.2 0.7 0.2 8000
S𝑛𝑛 0.3 0.8 0.3 0.8 0.3 0.8 2000
𝑛𝑛
0.7 0.2 8000
=
0.3 0.8 2000
MA1513 LECTURE 1 33

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