Linear systems of equations

Inverse of a matrix
Eigenvalues and eigenvectors

Chapters 7-8: Linear Algebra

Sections 7.5, 7.8 & 8.1

Chapters 7-8: Linear Algebra

Linear systems of equations

Definitions
Inverse of a matrix
Solutions
Eigenvalues and eigenvectors

1. Linear systems of equations

A linear system of equations of the form

a11 x1 + a12 x2 + · · · + a1n xn = b1

a21 x1 + a22 x2 + · · · + a2n xn = b2
···
am1 x1 + am2 x2 + · · · + amn xn = bm

can be written in matrix form as AX = B, where

⎡ ⎤ ⎡ ⎤ ⎡ ⎤
a11 a12 · · · a1n x1 b1
⎢ a21 a22 · · · a2n ⎥ ⎢ x2 ⎥ ⎢ b2 ⎥
⎢ ⎥ ⎢ ⎥ ⎢ ⎥
A=⎢ . . . . ⎥ , X = ⎢ . ⎥, B = ⎢ . ⎥
⎣ .. .. .. .. ⎦ ⎣ .. ⎦ ⎣ .. ⎦
am1 am2 · · · amn xn bm

Chapters 7-8: Linear Algebra

 Linear systems of equations
Definitions
Inverse of a matrix
Solutions
Eigenvalues and eigenvectors

Solution(s) of a linear system of equations

Given a matrix A and a vector B, a solution of the system
AX = B is a vector X which satisfies the equation AX = B.
If B is not in the column space of A, then the system
AX = B has no solution. One says that the system is not
consistent. In the statements below, we assume that the
system AX = B is consistent.
If the null space of A is non-trivial, then the system AX = B
has more than one solution.
The system AX = B has a unique solution provided
dim(N (A)) = 0.
Since, by the rank theorem, rank(A) + dim(N (A)) = n (recall
that n is the number of columns of A), the system AX = B
has a unique solution if and only if rank(A) = n.
Chapters 7-8: Linear Algebra

Linear systems of equations

Definitions
Inverse of a matrix
Solutions
Eigenvalues and eigenvectors

Solution(s) of a linear system of equations (continued)

A linear system of the form AX = 0 is said to be
homogeneous.
Solutions of AX = 0 are vectors in the null space of A.
If we know one solution X0 to AX = B, then all solutions to
AX = B are of the form
X = X0 + Xh
where Xh is a solution to the associated homogeneous
equation AX = 0.
In other words, the general solution to the linear system
AX = B, if it exists, can be written as the sum of a particular
solution X0 to this system, plus the general solution of the
associated homogeneous system.
Chapters 7-8: Linear Algebra
 Definitions
Linear systems of equations
Determinant of a matrix
Inverse of a matrix
Properties of the inverse
Eigenvalues and eigenvectors
Linear systems of n equations with n unknowns

2. Inverse of a matrix
If A is a square n × n matrix, its inverse, if it exists, is the
matrix, denoted by A−1 , such that
A A−1 = A−1 A = In ,
where In is the n × n identity matrix.
A square matrix A is said to be singular if its inverse does not
exist. Similarly, we say that A is non-singular or invertible if A
has an inverse.
The inverse of a square matrix A = [aij ] is given by
1
A−1 = [Cij ]T ,
det(A)
where det(A) is the determinant of A and Cij is the matrix of
cofactors of A.
Chapters 7-8: Linear Algebra

Definitions
Linear systems of equations
Determinant of a matrix
Inverse of a matrix
Properties of the inverse
Eigenvalues and eigenvectors
Linear systems of n equations with n unknowns

Determinant of a matrix

The determinant of a square n × n matrix A = [aij ] is the

scalar
n n

det(A) = aij Cij = aij Cij
i=1 j=1

where the cofactor Cij is given by

Cij = (−1)i+j Mij ,

and the minor Mij is the determinant of the matrix obtained

from A by “deleting” the i-th row and j-th column of A.
⎡ ⎤
1 2 3
Example: Calculate the determinant of A = ⎣ 4 5 6 ⎦.
7 8 9
Chapters 7-8: Linear Algebra
 Definitions
Linear systems of equations
Determinant of a matrix
Inverse of a matrix
Properties of the inverse
Eigenvalues and eigenvectors
Linear systems of n equations with n unknowns

Properties of determinants

If a determinant has a row or a column entirely made of zeros,

then the determinant is equal to zero.

The value of a determinant does not change if one replaces

one row (resp. column) by itself plus a linear combination of
other rows (resp. columns).

If one interchanges 2 columns in a determinant, then the

value of the determinant is multiplied by −1.

If one multiplies a row (or a column) by a constant C , then

the determinant is multiplied by C .

If A is a square matrix, then A and AT have the same

determinant.
Chapters 7-8: Linear Algebra

Definitions
Linear systems of equations
Determinant of a matrix
Inverse of a matrix
Properties of the inverse
Eigenvalues and eigenvectors
Linear systems of n equations with n unknowns

Properties of the inverse

Since the inverse of a square matrix A is given by
1
A−1 = [Cij ]T ,
det(A)
we see that A is invertible if and only if det(A)
= 0.

a11 a12
If A is an invertible 2 × 2 matrix, , then
a21 a22

1 a22 −a12
A−1 = ,
det(A) −a21 a11
and det(A) = a11 a22 − a21 a12 .
If A and B are invertible, then
−1
(AB)−1 = B −1 A−1 and A−1 = A.

Chapters 7-8: Linear Algebra

 Definitions
Linear systems of equations
Determinant of a matrix
Inverse of a matrix
Properties of the inverse
Eigenvalues and eigenvectors
Linear systems of n equations with n unknowns

Linear systems of n equations with n unknowns

Consider the following linear system of n equations with n

unknowns,

a11 x1 + a12 x2 + · · · + a1n xn = b1

a21 x1 + a22 x2 + · · · + a2n xn = b2
···
an1 x1 + an2 x2 + · · · + ann xn = bn

This system can be also be written in matrix form as

AX = B, where A is a square matrix.

If det(A)
= 0, then the above system has a unique solution X

given by
X = A−1 B.
Chapters 7-8: Linear Algebra

Definitions
Linear systems of equations
Determinant of a matrix
Inverse of a matrix
Properties of the inverse
Eigenvalues and eigenvectors
Linear systems of n equations with n unknowns

Linear systems of equations - summary

Consider the linear system AX = B where A is an m × n matrix.

The system may not be consistent, in which case it has no

solution.

To decide whether the system is consistent, check that B is in

the column space of A.
If the system is consistent, then
Either rank(A) = n (which also means that dim(N (A)) = 0),
and the system has a unique solution.
Or rank(A) < n (which also means that N (A) is non-trivial),
and the system has an infinite number of solutions.

Chapters 7-8: Linear Algebra

 Definitions
Linear systems of equations
Determinant of a matrix
Inverse of a matrix
Properties of the inverse
Eigenvalues and eigenvectors
Linear systems of n equations with n unknowns

Linear systems of equations - summary (continued)

Consider the linear system AX = B where A is an m × n matrix.

If m = n and the system is consistent, then

Either det(A)
= 0, in which case rank(A) = n,
dim(N (A)) = 0, and the system has a unique solution;
Or det(A) = 0, in which case dim(N (A)) > 0, rank(A) < n,
and the system has an infinite number of solutions.

Note that when m = n, having det(A) = 0 means that the

columns of A are linearly dependent.
It also means that N (A) is non-trivial and that rank(A) < n.

Chapters 7-8: Linear Algebra

Linear systems of equations Eigenvalues

Inverse of a matrix Eigenvectors
Eigenvalues and eigenvectors Properties of eigenvalues and eigenvectors

3. Eigenvalues and eigenvectors

Let A be a square n × n matrix. We say that X is an

eigenvector of A with eigenvalue λ if

X
= 0 and AX = λX .

The above equation can be re-written as

(A − λIn )X = 0.

Since X
= 0, this implies that A − λIn is not invertible, i.e.

that det(A − λIn ) = 0.

The eigenvalues of A are therefore found by solving the

characteristic equation det(A − λIn ) = 0.

Chapters 7-8: Linear Algebra

 Linear systems of equations Eigenvalues
Inverse of a matrix Eigenvectors
Eigenvalues and eigenvectors Properties of eigenvalues and eigenvectors

Eigenvalues

The characteristic polynomial det(A − λIn ) is a polynomial of

degree n in λ. It has n complex roots, which are not
necessarily distinct from one another.

If λ is a root of order k of the characteristic polynomial

det(A − λIn ), we say that λ is an eigenvalue of A of algebraic
multiplicity k.

If A has real entries, then its characteristic polynomial has real

coefficients. As a consequence, if λ is an eigenvalue of A, so
is λ̄.

It A is a 2 × 2 matrix, then its characteristic polynomial is of

the form λ2 − λ Tr(A) + det(A), where the trace of A, Tr(A),
is the sum of the diagonal entries of A.
Chapters 7-8: Linear Algebra

Linear systems of equations Eigenvalues

Inverse of a matrix Eigenvectors
Eigenvalues and eigenvectors Properties of eigenvalues and eigenvectors

Eigenvalues (continued)

Examples: Find the eigenvalues of the following matrices.


−1 0
A= .
0 5

−1 9
B= .
0 5

−13 −36
C= .
6 17
⎡ ⎤
4 −1 1
⎣
D = −1 4 −1 ⎦.
−1 1 2

Chapters 7-8: Linear Algebra

 Linear systems of equations Eigenvalues
Inverse of a matrix Eigenvectors
Eigenvalues and eigenvectors Properties of eigenvalues and eigenvectors

Eigenvectors

Once an eigenvalue λ of A has been found, one can find an

associated eigenvector, by solving the linear system

(A − λIn ) X = 0.

Since N (A − λIn ) is not trivial, there is an infinite number of

solutions to the above equation. In particular, if X is an
eigenvector of A with eigenvalue λ, so is αX , where α ∈ R (or
C) and α
= 0.

The set of eigenvectors of A with eigenvalue λ, together with

the zero vector, form a subspace of Rn (or Cn ), Eλ , called the
eigenspace of A corresponding to the eigenvalue λ.

The dimension of Eλ is called the geometric multiplicity of λ.

Chapters 7-8: Linear Algebra

Linear systems of equations Eigenvalues

Inverse of a matrix Eigenvectors
Eigenvalues and eigenvectors Properties of eigenvalues and eigenvectors

Eigenvectors (continued)

Examples: Find the eigenvectors of the following matrices.

Each time, give the algebraic and geometric multiplicities of
the corresponding eigenvalues.

−1 0
A= .
0 5

−13 −36
C= .
6 17
⎡ ⎤
4 −1 1
⎢ −1 4 −1 ⎥
D=⎢
⎣
⎥.
⎦
−1 1 2

Chapters 7-8: Linear Algebra

 Linear systems of equations Eigenvalues
Inverse of a matrix Eigenvectors
Eigenvalues and eigenvectors Properties of eigenvalues and eigenvectors

Properties of eigenvalues and eigenvectors

The geometric multiplicity mλ of an eigenvalue λ is less than

or equal to its algebraic multiplicity Mλ .

If Mλ = 1, then mλ = 1.

If mλ is not equal to Mλ , then one can find Mλ − mλ linearly

independent generalized eigenvectors of A, by solving a
sequence of equations of the form

(A − λIn ) Ui+1 = Ui , i ∈ {1, · · · , Mλ − mλ }

where U1 = Xλ is a genuine eigenvector of A with eigenvalue

λ.

Chapters 7-8: Linear Algebra

Linear systems of equations Eigenvalues

Inverse of a matrix Eigenvectors
Eigenvalues and eigenvectors Properties of eigenvalues and eigenvectors

Properties of eigenvalues and eigenvectors (continued)

Examples: Find the genuine and generalized eigenvectors of

the following matrices
⎡ ⎤
4 1 0 0
⎢ 0 4 0 0 ⎥
M=⎢
⎣ 0
⎥.
0 4 1 ⎦
0 0 0 4
⎡ ⎤
0 1 0 0
⎢ 0 0 1 0 ⎥
N=⎢
⎣ 0
⎥.
0 0 1 ⎦
0 0 0 0
If A has k distinct eigenvalues and B1 , · · · , Bk are bases of
the corresponding generalized eigenspaces, then {B1 , · · · , Bk }
is a basis of Rn (or Cn ).
Chapters 7-8: Linear Algebra