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02 Introduction to Linear Systems-filled

The document discusses systems of linear algebraic equations, presenting their matrix form and the conditions for unique or multiple solutions based on the properties of the coefficient matrix. It explains the concepts of homogeneous and nonhomogeneous systems, as well as methods for solving them, including row reduction and finding inverse matrices. Additionally, it introduces eigenvalues and eigenvectors, detailing how to find them through characteristic equations and providing examples for clarity.

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Ali Ali
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0% found this document useful (0 votes)
16 views12 pages

02 Introduction to Linear Systems-filled

The document discusses systems of linear algebraic equations, presenting their matrix form and the conditions for unique or multiple solutions based on the properties of the coefficient matrix. It explains the concepts of homogeneous and nonhomogeneous systems, as well as methods for solving them, including row reduction and finding inverse matrices. Additionally, it introduces eigenvalues and eigenvectors, detailing how to find them through characteristic equations and providing examples for clarity.

Uploaded by

Ali Ali
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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Systems of linear algebraic equations

■ Consider 𝑛𝑛 linear algebraic equations in 𝑛𝑛 variables:


𝑎𝑎11 𝑥𝑥1 + 𝑎𝑎12 𝑥𝑥2 + ⋯ + 𝑎𝑎1𝑛𝑛 𝑥𝑥𝑛𝑛 = 𝑏𝑏1

𝑎𝑎𝑛𝑛1 𝑥𝑥1 + 𝑎𝑎𝑛𝑛2 𝑥𝑥2 + ⋯ + 𝑎𝑎𝑛𝑛𝑛𝑛 𝑥𝑥𝑛𝑛 = 𝑏𝑏𝑛𝑛 .
■ This can be written in matrix form as
𝐴𝐴𝒙𝒙 = 𝒃𝒃,
where
𝑎𝑎11 ⋯ 𝑎𝑎1𝑛𝑛 𝑥𝑥1 𝑏𝑏1
𝐴𝐴 = ⋮ ⋱ ⋮ , 𝒙𝒙 = ⋮ and 𝒃𝒃 = ⋮ .
𝑎𝑎𝑛𝑛𝑛 ⋯ 𝑎𝑎𝑛𝑛𝑛𝑛 𝑥𝑥𝑛𝑛 𝑏𝑏𝑛𝑛
■ Note that, the 𝑛𝑛 × 𝑛𝑛 matrix 𝐴𝐴 and the 𝑛𝑛-dimensional vector 𝑏𝑏 are given, and the
components of the 𝑛𝑛-dimensional vector 𝒙𝒙 are to be determined.
■ In this way, computers can be easily programmed to solve such systems.
Systems of linear algebraic equations

■ If 𝒃𝒃 = 0, the system is said to be homogeneous, otherwise, it is nonhomogeneous.


■ If the coefficient matrix 𝐴𝐴 is nonsingular, i.e., if det 𝐴𝐴 is not zero, then there is a
unique solution of the system for any vector 𝒃𝒃. Since 𝐴𝐴 is nonsingular, 𝐴𝐴−1 exists,
and the solution can be found by multiplying each side of equation on the left by
𝐴𝐴−1 :
𝒙𝒙 = 𝐴𝐴−1 𝒃𝒃.
■ Evidently, the homogeneous problem 𝐴𝐴𝒙𝒙 = 0, corresponding to 𝒃𝒃 = 0, has only the
trivial solution 𝒙𝒙 = 0.
■ If 𝐴𝐴 is singular, i.e., if det 𝐴𝐴 is zero and 𝐴𝐴−1 does not exist, then depending on the
specific right-hand side 𝒃𝒃, solutions of the equation either do not exist, or do exist
but are not unique.
■ In general, a system of linear algebraic equations has either no solutions, exactly
one solution, or infinitely many solutions
Systems of linear algebraic equations

■ When 𝐴𝐴 is singular, the homogeneous system has (infinitely many) nonzero


solutions in addition to the trivial solution.
■ The situation for the nonhomogeneous system is more complicated.
■ For solving particular systems, it is generally best to use row reduction to
transform the system into a much simpler one by forming the augmented matrix
(𝐴𝐴|𝑏𝑏).
■ However, 2 × 2 systems can be solved easier by finding the inverse matrix 𝐴𝐴−1
using the method we show earlier.
Systems of linear algebraic equations
■ Example. Solve the following system of equations using matrices
−𝑥𝑥1 + 5𝑥𝑥2 = 4,
4𝑥𝑥1 + 10𝑥𝑥2 = −4.
The system can be written in matrix form as
−1 5 𝑥𝑥1 4
= .
4 10 𝑥𝑥2 −4
The determinant of the coefficient matrix is
−1 ⋅ 10 − 4 ⋅ 5 = −30 ≠ 0.
Hence, the inverse exists, and it is
1 1
1 10 −
−5 3 6 .
=
−30 −4 −1 2 1
15 30
Finally, the unique solution is
1 1 1 1
𝑥𝑥1 − − ⋅ 4 + ⋅ (−4) −2
3 6 4 3 6
𝒙𝒙 = 𝑥𝑥 = = = 2 .
2 2 1 −4 2 1
⋅4+ −4 5
15 30 15 30
2
So, 𝑥𝑥1 = −2 and 𝑥𝑥2 = .
5
Systems of linear algebraic equations
■ Example. Solve the following system of equations using matrices
3𝑥𝑥 + 2𝑦𝑦 = 11,
2𝑥𝑥 + 𝑦𝑦 = 8.
The system can be written in matrix form as
3 2 𝑥𝑥 11
= .
2 1 𝑦𝑦 8
The determinant of the coefficient matrix is
3 ⋅ 1 − 2 ⋅ 2 = −1 ≠ 0.
Hence, the inverse exists, and it is
1 1 −2 −1 2
= .
−1 −2 3 2 −3
Finally, the unique solution is
𝑥𝑥1 −1 2 11 −1 ⋅ 11 + 2 ⋅ 8 5
𝒙𝒙 = 𝑥𝑥 = = = .
2 2 −3 8 2 ⋅ 11 + −3 ⋅ 8 −2
So, 𝑥𝑥 = 5 and 𝑦𝑦 = −2.
Systems of linear algebraic equations
■ Exercise. Solve the following system of equations using matrices
𝑥𝑥1 − 2𝑥𝑥2 + 3𝑥𝑥3 = 7,
−𝑥𝑥1 + 𝑥𝑥2 − 2𝑥𝑥3 = −5,
2𝑥𝑥1 − 𝑥𝑥2 − 𝑥𝑥3 = 4.
Bonus assignment.
Eigenvalues - Eigenvectors
■ The equation 𝐴𝐴𝒙𝒙 = 𝒚𝒚 can be viewed as a linear transformation that maps (or
transforms) a given vector 𝒙𝒙 into a new vector 𝒚𝒚.
■ Vectors that are transformed into multiples of themselves are important in many
applications, including finding solutions to systems of first-order linear differential
equations with constant coefficients.
■ To find such vectors, we set 𝒚𝒚 = 𝜆𝜆𝒙𝒙, where 𝜆𝜆 is a scalar proportionality factor, and seek
solutions of the equation
𝐴𝐴𝒙𝒙 = 𝜆𝜆𝒙𝒙 ⇒ (𝐴𝐴 − 𝜆𝜆𝐼𝐼𝑛𝑛 )𝒙𝒙 = 0.
■ This equation has nonzero solutions if and only if 𝜆𝜆 is chosen so that
det(𝐴𝐴 − 𝜆𝜆𝐼𝐼𝑛𝑛 ) = 0.
■ This equation is a polynomial equation of degree 𝑛𝑛 in 𝜆𝜆 and is called the characteristic
equation of the matrix 𝐴𝐴.
■ Values of 𝜆𝜆 that satisfy equation may be either real or complex- valued and are called
eigenvalues of 𝐴𝐴.
■ The nonzero solutions 𝒙𝒙 of equation that are obtained by using such a value of 𝜆𝜆 are
called the eigenvectors corresponding to that eigenvalue and determined only up to an
arbitrary nonzero multiplicative constant,
Eigenvalues - Eigenvectors
■ Example. Find the eigenvalues and eigenvectors of the matrix

3 −1
𝐴𝐴 = .
4 −2
3 − 𝜆𝜆 −1
Eigenvalues: 𝐴𝐴 − 𝜆𝜆𝜆𝜆 = 0 ⇒ = 0 ⇒ 3 − 𝜆𝜆 −2 − 𝜆𝜆 − 4 −1 = 0 ⇒
4 −2 − 𝜆𝜆
3 ⋅ −2 − 3𝜆𝜆 + 2𝜆𝜆 + 𝜆𝜆2 + 4 = 0 ⇒ 𝜆𝜆2 − 𝜆𝜆 − 2 = 0, characteristic equation. The
eigenvalues are 𝜆𝜆1 = 2 and 𝜆𝜆2 = −1.
Eigenvectors: For 𝜆𝜆1 = 2, we have to solve A − 𝜆𝜆1 𝐼𝐼 𝒙𝒙𝟏𝟏 = 𝟎𝟎 ⇒ A − 2𝐼𝐼 𝒙𝒙𝟏𝟏 = 𝟎𝟎 ⇒
3−2 −1 𝑥𝑥 0 1 −1 𝑥𝑥 0
𝑦𝑦 = ⇒ 𝑦𝑦 = . This will give us two equations
4 −2 − 2 0 4 −4 0
𝑥𝑥 − 𝑦𝑦 = 0
4𝑥𝑥 − 4𝑦𝑦 = 0.
Both these equations give: 𝑥𝑥 = 𝑦𝑦. Choosing 𝑥𝑥 = 1, we get 𝑦𝑦 = 1. Hence, the eigenvector
𝑥𝑥 1
that corresponds to the eigenvalue 𝜆𝜆1 = 2 is 𝒙𝒙𝟏𝟏 = 𝑦𝑦 = .
1
For 𝜆𝜆2 = −1 we have to solve A − 𝜆𝜆2 𝐼𝐼 𝒙𝒙𝟐𝟐 = 𝟎𝟎 ⇒ A − (−1)𝐼𝐼 𝒙𝒙𝟐𝟐 = 𝟎𝟎 ⇒
3+1 −1 𝑥𝑥 0 4 −1 𝑥𝑥 0
= ⇒ = . This will give us just one
4 −2 + 1 𝑦𝑦 0 4 −1 𝑦𝑦 0
equation
4𝑥𝑥 − 𝑦𝑦 = 0 ⇒ 𝑦𝑦 = 4𝑥𝑥.

Choosing 𝑥𝑥 = 1, we get 𝑦𝑦 = 4. Hence, the eigenvector that corresponds to the


𝑥𝑥 1
eigenvalue 𝜆𝜆2 = −1 is 𝒙𝒙𝟐𝟐 = 𝑦𝑦 = .
4
Eigenvalues - Eigenvectors
■ Example. Find the eigenvalues and eigenvectors of the matrix

1 2
𝐴𝐴 = .
4 3
1 − 𝜆𝜆 2
Eigenvalues: 𝐴𝐴 − 𝜆𝜆𝜆𝜆 = 0 ⇒ = 0 ⇒ 1 − 𝜆𝜆 3 − 𝜆𝜆 − 4 ⋅ 2 = 0 ⇒
4 3 − 𝜆𝜆
3 ⋅ 1 − 3𝜆𝜆 − 𝜆𝜆 + 𝜆𝜆2 − 8 ⇒ 𝜆𝜆2 − 4𝜆𝜆 − 5 = 0, characteristic equation. The eigenvalues
are 𝜆𝜆1 = 5 and 𝜆𝜆2 = −1.
Eigenvectors: For 𝜆𝜆1 = 5, we have to solve A − 𝜆𝜆1 𝐼𝐼 𝒙𝒙𝟏𝟏 = 𝟎𝟎 ⇒ A − 5𝐼𝐼 𝒙𝒙𝟏𝟏 = 𝟎𝟎 ⇒
1−5 2 𝑥𝑥 0 −4 2 𝑥𝑥 0
𝑦𝑦 = ⇒ 𝑦𝑦 = . This will give us two equations
4 3−5 0 4 −2 0
−4𝑥𝑥 + 2𝑦𝑦 = 0
4𝑥𝑥 − 2𝑦𝑦 = 0.
Both these equations give: 𝑦𝑦 = 2𝑥𝑥. Choosing 𝑥𝑥 = 1, we get 𝑦𝑦 = 2. Hence, the
𝑥𝑥 1
eigenvector that corresponds to the eigenvalue 𝜆𝜆1 = 5 is 𝒙𝒙𝟏𝟏 = 𝑦𝑦 = .
2
For 𝜆𝜆2 = −1 we have to solve A − 𝜆𝜆2 𝐼𝐼 𝒙𝒙𝟐𝟐 = 𝟎𝟎 ⇒ A − (−1)𝐼𝐼 𝒙𝒙𝟐𝟐 = 𝟎𝟎 ⇒
1+1 2 𝑥𝑥 0 2 2 𝑥𝑥 0
= ⇒ = . This will give us two equations
4 3 + 1 𝑦𝑦 0 4 4 𝑦𝑦 0

2𝑥𝑥 + 2𝑦𝑦 = 0
4𝑥𝑥 + 4𝑦𝑦 = 0.
Both these equations give: 𝑦𝑦 = −𝑥𝑥. Choosing 𝑥𝑥 = 1, we get 𝑦𝑦 = −1. Hence, the
eigenvector that corresponds to the
𝑥𝑥 1
eigenvalue 𝜆𝜆2 = −1 is 𝒙𝒙𝟐𝟐 = 𝑦𝑦 = .
−1
Eigenvalues - Eigenvectors
■ Example. Given the matrix
−6 3
,
4 5
find the eigenvalue that corresponds to the eigenvector
1
.
4

−6 − 𝜆𝜆 3 1 0
A − 𝜆𝜆𝐼𝐼 𝒙𝒙 = 𝟎𝟎 ⇒ = ⇒
4 5 − 𝜆𝜆 4 0
−6 − 𝜆𝜆 ⋅ 1 + 3 ⋅ 4 = 0 ⇒ 𝜆𝜆 = 6
4 ⋅ 1 + 5 − 𝜆𝜆 ⋅ 4 = 0 ⇒ 4 + 20 − 4𝜆𝜆 = 0 ⇒ 𝜆𝜆 = 6.

1
So, the eigenvalue that corresponds to the eigenvector is 𝜆𝜆 = 6.
4

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