Linear Algebra For B.SC Students
Linear Algebra For B.SC Students
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Linear
Algebra
K. A. Stroud
Formerly Principal Lecturer
Department of Mathematics
Coventry University
Dexter J. Booth
Formerly Principal Lecturer
School of Computing and Engineering
University of Huddersfield
a VITIIUUMIN
x (WWNRAAAOA
Library of Congress Cataloging-in-Publication Data
Booth, Dexter J. r
Linear algebra / Dexter Booth, K.A. Stroud.
p. cm.
Includes index.
ISBN 978-0-8311-3188-3 (softcover)
1. Algebras, Linear. 2. Matrices. I. Stroud, K. A. II. Title.
QA184.2.B66 2008
512'.5--de22 2008022573
1
Linear equations 2
Solution of simple equations 2
Simultaneous linear equations with two unknowns 5
Solution by substitution 5
Solution by equating coefficients 6
Simultaneous linear equations with three unknowns 8
Pre-simplification 10
Existence of solutions 14
Non-existence of solutions 17
Simultaneous equations in three variables 19
Summary 21
Review exercise 21
Can You? Checklist 1 24
Test exercise 1 24
Further problems 1 25
Learning outcomes 28
Determinants 29
Determinants of the third order 36
Evaluation of a third-order determinant 37
Simultaneous equations in three unknowns 40
Review exercise 43
Consistency of a set of equations 49
Properties of determinants 53
Can You? Checklist 2 58
Test exercise 2 58
Further problems 2 59
Learning outcomes 62
Matrices - definitions 63
Contents
Matrix notation 65
Equal matrices 65
Addition and subtraction of matrices 66
Multiplication of matrices 66
Scalar multiplication 66
Multiplication of two matrices 67
Transpose of a matrix 70
Special matrices del
Determinant of a square matrix 1)
Cofactors 74
Adjoint of a square matrix 75
Inverse of a square matrix 76
Product of a square matrix and its inverse joc)
Solution of a set of linear equations /9
Gaussian elimination method for solving a set of linear equations 82
Summary 85
Can You? Checklist 3 87
Test exercise 3 88
Further problems 3 89
Learning outcomes et
Functions 228
One-to-one correspondence ~ 228
Operators and transformations 230
Linear transformations 231
Some specific linear transformations 232
Bijective linear transformations 233
Invertible linear transformations 236
Linear transformations and bases 238
Invertible linear transformations and inverse matrices 242
Some specific linear transformations 244
The identity transformation 244
The zero transformation 245
Reflection in the x-axis 245
Reflection in the y-axis 246
Counterclockwise rotation about the origin through 6 247
Summary 248
Can You? Checklist 7 249
Test exercise 7 250
Further problems 7 250
Answers Zon
Index 257
Hints on using
this book
This book contains lessons called Programs. Each Program has been written in
such a way as to make learning more effective and more interesting. It is like
having a personal tutor because you proceed at your own rate of learning and
any difficulties you may have are cleared before you have the chance to
practise incorrect ideas or techniques.
You will find that each Program is divided into numbered sections called
frames. When you start a Program, begin at Frame 1. Read each frame carefully
and carry out any instructions or exercise that you are asked to do. In almost
every frame, you are required to make a response of some kind, testing your
understanding of the information in the frame, and you can immediately
compare your answer with the correct answer given in the next frame. To
obtain the greatest benefit, you are strongly advised to cover up the following
frame until you have made your response. When a series of dots occurs, you
are expected to supply the missing word, phrase, number or mathematical
expression. At every stage you will be guided along the right path. There is no
need to hurry: read the frames carefully and follow the directions exactly. In
this way, you must learn.
Each Program opens with a list of Learning outcomes which specify exactly
what you will learn by studying the contents of the Program. The Program
ends with a matching checklist of Can You? questions that enables you to rate
your success in having achieved the Learning outcomes. If you feel
sufficiently confident then tackle the short Test exercise which follows. This
is set directly on what you have learned in the Program: the questions are
straightforward and contain no tricks. To provide you with the necessary
practice, a set of Further problems is also included: do as many of these
problems as you can. Remember, that in mathematics, as in many other
situations, practice makes perfect — or more nearly so.
vii
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4 Laws of mathematics
(a) Associative laws — for addition and multiplication
a+(b+c)=(a+b)+c
a(bc)= (ab)c
(b) Commutative laws — for addition and multiplication
a+b=b+a
ab = ba
(c) Distributive laws — for multiplication and division
a(b+c) =ab+ac
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Linear equations and
simultaneous linear
equations
Learning outcomes
When you have completed this Program you will be able to:
Solve any linear equation
Solve simultaneous linear equations in two unknowns
Solve simultaneous linear equations in three unknowns
Determine whether or not a solution exists to a pair of simultaneous
equations in two unknowns
2 Linear Algebra
Linear equations
A linear equation in a single variable (unknown) involves powers of the
variable no higher than the first. A linear equation is also referred to as a
simple equation.
Example
If OX ok — 24 4X = 1 36-7 x
then 15x+4 = 7x+ 36
SO. 8X = 32 therefore x= 4
Similarly:
if 5(x — 1) + 3(2x + 9) — 2*= 4(3x — 1) + 2(4x+ 3)
then be eee
Because
5(x — 1) + 3(2x+9) — 2 = 4(3x— 1) + 2(4x
4+3)
so SXx-5+6x+27 —2=12x-4+8x+6
11x+ 20 = 20x42
SO, 18 == 9x therefore. — Z,
Equations which appear not to be simple equations sometimes develop into
simple equations during simplification. For example:
(4x + 1)(x + 3) — (x4 5)(x — 3) = (8x + 1)(x —- 4)
(4x7
+ 13x +3) — (x?+ 2x — 15) = 3x2 -11x-4
$0 3x7 11x 18 = 3x" —11x7— 4
3x? can now be subtracted from each side, giving:
Tbea ke} 5 — iiss — 2h
S022 therefore x = —1
Linear equations and simultaneous linear equations
It is always wise to check the result by substituting this value for x in the
original equation:
LHS = (4x + 1)(x + 3) — (x + 5)(x — 3)
= (—3)(2) — (4)(—4) = -6+ 16 = 10
RHS = (3x + 1)(x — 4) = (-2)(-5)=10 .°. LHS =RHS
So, in the same way, solving the equation:
(4x + 3)(3x — 1) — (5x — 3)(x + 2) = (7x + 9)(x — 3)
we have x =
x=-3
To solve ee
X=3)eXGex-=5
Here, the LCM of the denominators is x(x —3)(x—5S). So, multiplying
throughout by the LCM, we have
4x(x — 3)(x—S) ‘ 2x(x — 3)(x — 5) > 6x(x — 3)(x — 5)
x-3 x x-5
After cancelling where possible:
4x(x — 5) + 2(x — 3)(x — 5) = 6x(x — 3)
$6, HnisHing If Off, XS. en scenes
Rs eo Linear Algebra
9) 72
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é
Linear equations and simultaneous linear equations
5
1 Solution by substitution
To solve the pair of equations
ox + 2Zy = 14 (1)
3x — 4y = 24 (2)
5x
3x — 28 + 10x = 24
13 Se eee Se
If we now substitute this value for x in the other original equation, i.e. (1), we
Seu
5(4) + 2y = 14
20+2y=14 ©. 2y=-6 .. y=-3
Wehave
x = 4, y=—-—3
As a check, we can substitute both these values in (1) and (2):
(1) Sx+2y=5(4)+2(-3) =20-6 =14
(2) 3x—4y = 3(4) —4(-3) =124+12=24
x = 4, y = —3 is the required solution.
Another example:
To solve
3x+4y =9 (1)
2x+ 3y =8 (2)
Proceeding as before, determine the values of x and y and check the results by
substitution in the given equations.
TIE ese ibteyaieo> eS eee
i —__—___
Linear Algebra
Because
9) +230
(1) 3x+4y=9 ~ 4y=9-—32 So y=3->
Another example:
To solve 3x+y=18 (1)
4x+2y=21 . (2)
Working as before: 2'= <.<2.:.::... FOE deer eee
Linear equations and simultaneous linear equations —a
x=75,y=-45 9
§ hes "ey 6x + 2y = 36
(2) 4x-+2y = 21
Subtract: 2x =15 afer 75
Substitute x = 7.5 in (1):
3(7.5)+y =18 22.5 +y =18
y=18-22.5 =-45 y= 45
Check in (2): 4x + 2y = 4(7.5) + 2(-4.5) = 30-9 =21
x=7.5,y=-45
And one more — on your own. 10
Solve 7x-4y=23 (1)
4x —-3y=11 (2)
Working as beforenx 2195 0... Alea A Vat Be See
» hy y= 3 11
(1) x3 21x-12y=69
(2) x4 16x-12y=44
Subtract: 5x =25 ., x=53
Substitute in (2); 20-3y=11 .. 3y=9 ©. y=3
x=3,y=3
Check in (1): 7x — 4y = 35 — 12 = 23
8 Linear Algebra
Example 1
To solve 3x+2y— z=19 (1)
4x— y+2z= 4 (2)
2X ay —5z = 32 (3)
We take a pair of equations and eliminate one of the variables using the
method in Frame 7:
wa 2y > 2H 19 (1)
4x— y+2z= 4 (2)
(1) 32 6x + 4y — 2z = 38
(2) AX—y+2Z= 4
Add: 10x + 3y —42" (4)
We can now solve equations (4) and (5) for values of x and y in the usual way.
@
Linear equations and simultaneous linear equations
x=3,y=4 13
Subtract: 7X = 21 po A me
Substitute in (4): 30+ 3y=42 .. 3y=12 .. y=4
Then we substitute these values in one of the original equations to obtain the
value of z:
eg. (2) 4x-y+2z=12-4+2z=4
2z=-4 ., z=-2
x=3,y=4,z=-2
Finally, substitute all three values in the other two original equations as a
check procedure:
(1) 3x+2y- z=94+8+4+2=19
(3) 2x+4y-—5z=6+16+10=32 -—soall is well.
The working is clearly longer than with only two unknowns, but the method
is no more difficult.
Here is another.
Example 2
Solve 5x -3y-—2z=31 (1)
2x+6y+3z= 4 (2)
4x+2y— z=30 (3)
Work through it in just the same way and, as usual, check the results.
NO ee: Linear Algebra
14
CTS 15x -—9y-—6z= 93
(ay e2 4x+12y+6z= 8
19x + 3y == hGy! (4)
(1) 5x—3y-—2z= 31
(S)ex 2 8x+4y—2z= 60
3x + 7y = 29 (S)
Solving (4) and (S) and substituting back gives the results above:
X=5, y=2, zZ=-6
|15 Sometimes, the given equations need to be simplified before the method of
solution can be carried out.
Pre-simplification
Example 1
x=3,y=5 16
x=3,y=5
Example2
ee 1 X= 2p x41
COs (aan
Bye Pax — Sy _ Sx
| Z 4
20(2x — 1) F.20(x—2y) 20(x +1)
For (1) LCM = 20
5 10 4
4(2x — 1) + 2(x — 2y) = S(x + 1)
8x —4+2x-—4y =5x+5
5x-4y=9 (3)
Similarly for (2), the simplified equation is
9x —6y =4 17
Because
eye, sy _ ke
LCM = 12
a Z 4
12(3y + 2) Ss12(4x — 3y) >. 12(5x + 4)
a 2 4
4(3y + 2) + 6(4x — 3y) = 3(Sx + 4)
12y + 8 + 24x — 18y= 15x+ 12
24x — 6v +8 = 15x4+ 12
9x —6y =4 (4)
So we have 5x -—4y=9 (3)
9x -6y =4 (4)
x= —19/3, y=—61/6
Because
9 x (5x — 4y = 9) gives 45x — 36y = 81
5 x (9x — 6y = 4) gives 45x — 30y = 20
: : ‘ 61 ge }
Subtracting gives —6y = 61 so that y= ore Substitution then gives:
244 19 190 19
Sx = 9+ 4) a eS ee SO x= =
Example 3
S(x + 2y) — 4(3x + 4z) — 2(x+ 3y — Sz) = 16
2(3x —y) + 3(x — 2z) + 4(2x — 3y +z) =—-16
4(y — 2z) + 2(2x — 4y — 3) — 3(x+ 4y — 2z) = —62
Simplifying these three equations, we get
—9x+ 4y-—6z=16
17x — 14y —2z = -16
20|
Here is the working as a check:
—9x+4y-—6z= 16 (1)
17x — 14y —2z = -16 (2)
x — 16y — 2z = —56 (3)
(1) —9x+ 4y-6z= 16
(2) x3 51x — 42y — 6z = —48
Subtracting: 60x — 46y =-64 .. 30x-—23y =-32 (4)
(2) 17x — 14y -2z=—-16
(3) x — 16y — 2z = —56
Existence of solutions
o1 Consider the pair of simultaneous equations from Frame 7:
5x + 2y = 14
which have the solution x = 4, y = —3
3x — 4y = 24
There is a graphical interpretation of this solution. Each of the two
simultaneous equations can be re-written:
5x + 2y = 14 can be written as 2y = —5x+ 14
So that
ya-2x47
22 A.
3 eels
3x — 4y = 24 can be written as 4y = 3x — 24
Hence y = Sy —6 |
ar 4
The two equations, written as:
y= ~2x se
v= a —6
are clearly seen to be the equations of two straight lines, the first with slope
—S/2 and y-intercept 7 and the second with slope 3/4 and y-intercept —6
Vs
As can be seen from the figure the two lines intersect at the point with
coordinates x = 4, y=3 which is the solution of the two simultaneous
equations.
a
Linear equations and simultaneous linear equations
24
Trying to solve them by substitution produces from the first equation
2x + Sy = 10
Next frame
y=—Sx42
25
Because 2x + Sy = 10:
a
Sy=-2x+10 ©. y= Tgxtte
Therefore
?
4x + 10v = 5 becomes 4x + 10(- =x - 2)= 5
that is:
4x — 4x + 20 = S giving 1S’‘= 0 which is ............
The answer is in the next frame
27
But why does this happen?
The first equation 2x + Sy = 10 can be written as y= ............
The answer is in the next frame
28 2
ys——xt2
2 ,
where y= —sxt2 is the equation of a straight line of slope —2/5 and
y-intercept 2. *
ae
2 Le.
Now, y= agt+5 is the equation of a straight line of slope —2/5 and
y-intercept 1/2.
So the two lines are parallel and have no point in common. This means that
there are no values of x and y that simultaneously satisfy both equations — we
cannot simultaneously solve the two equations
2x+Sy = 10
4x+ 10y=5
and that is why we get nonsense when we try.
Next frame
Non-existence of solutions
Whether or not a solution exists to a pair of simultaneous linear equations in
two variables can be determined by inspecting the slopes of the lines that they
represent. For example:
2 1
ay Sok Le ey fo aes
meine ene can be re-written as > ae i that is - 4
4x —7y = -2 X+2=/Y yasxts
18 Linear Algebra
The first equation is the equation of a straight line of slope 2/3 whereas the
second equation is the equation of a straight line of slope 4/7. The two lines
are therefore not parallel and so intersect at a single point. The equations,
therefore, will have a common solution. On the other hand, the equations:
5x + 6y = 1 5x—1=-—6y
can be re-written as
—15x — 18y
= 20 —15x
— 20 = 18y
Wi 5
that is 6 6
eee we
6 9
In this case the two lines are parallel, each having a slope —125/6 so they
never intersect. The equations, therefore, have no common solution.
Check the existence of a solution to each of the following pairs of
equations:
(a) x—3y=6
—4x+12y=10
(bl) —x+4y=8
2x — Sy = 16
(c) 7x-y=14
3y = 21x -2
(d) —9x+2y=-18
36x — 8y = 72
‘ The answer is in the next frame
31 (a) non-existent
(b) existent
(c) non-existent
(d) identical equations
Because:
x
(a) x—3y ='6 Yogre
can be written as
4x + 12y =10 iS
eG
Same slopes so a solution does not exist
can be written as
2x — Sy =6 at ae: 16
5 5
Different slopes so a solution does exist
@
Linear equations and simultaneous linear equations 19
Both equations the same and so the coordinates of any point on the line
satisfy the equation there is an infinity of solutions.
Move to the next frame
33
So when each of the three equations are plotted against the same set of three
Cartesian axes, this will produce three planes.
When any two, non-parallel planes intersect they do soina............
The answer is in the next frame
34 |
A single plane intersects a non-parallel straight line ina............
Next frame
35 |
So three non-parallel planes can intersect in a single ............
The answer is in the next frame
Linear Algebra
Because any two of the non-parallel planes intersect in a straight line and the
third plane can intersect that straight line in a point, provided the third plane
is not parallel to the line of intersection of the other two planes.
The three planes represented by the equations
3x+2y—z=19
4x-—y+2z=4
2x + 4y — 5z = 32
AN Cs7 7 ee =
Next frame
@
Linear equations and simultaneous linear equations PERSE TE
|B) Summary
A linear equation involves powers of the variables no higher than the first.
A linear equation in a single variable is also referred to as a simple equation.
2 Simple equations are solved by isolating the variable on one side of the
equation.
3 A linear equation in two variables has an infinite number of solutions. For
two such equations there may be only one solution that satisfies both of
them simultaneously.
4 Simultaneous equations can be solved:
(a) by substitution
(b) by elimination.
5 For some sets of simultaneous equations a unique solution may not exist.
F Review exercise
1 Solve the following linear equations: 39
(a) 2(x-— 1) —4(x4+2) =3(x+
5) + (x—-1)
x—-1°> x+1 X+2
TESS Ea a Pega’
> 5 2
(<) Oy
i Se aa
2 Solve the following pairs of simultaneous equations:
(a) x-y=2 by elimination
2x+ 3y=9
(b) 4x+2y = 10 by substitution
3x —Sy=1
3 Solve the following set of three equations in three unknowns:
x+y+z=6
2x -y+3z=9
x+2y-—3z=-4
(b) x+y=1
x-y=3
(c) x+3y=5
y=2
(d) Sty
—15x+6y=11
?
Linear equations and simultaneous linear equations Pee Taal in Th
3 x+y+z=6 {1]
2x—-y+3z=9 [2]
x+2y—3z=-4 [3] Add [1] and [3] and subtract [2] to give
(2x + 3y — 2z) — (2x -y + 3z) = (6—4)
— 9.
That is
4y —Sz=-7 [4] Subtract [1] from [3] to give
y—4z=-10 [S] Multiply this by 4 to give
4y — 16z = —40 [6] Subtract [6] from [4] to give 11z = 33 so
that z = 3. Substitute this value in [5] to give
y =-10+ 12 =2 so from [1],
x=6-3-2=1.
4 2(x+2y) —3(x+2z) —-4(y—2z) =-1 [1]
3(2x — y) + 2(3y — 4z) — 5(3x —2z) =-7 [2]
—(x-y)+(x-—z)+(y+z)=-2 [3] Eliminate the brackets to give
—X%+2z=-1 [4]
—9x + 3y+2z=—-7 [S]
2y=-2 [6] Thus y=-—1. Substituting this
value in [5] gives
—9x+2z7=-4 Subtracting [4] gives —8x = —3 so that
3 Wet e
x= 3° Substitution in [4] gives z = — Té
—3x+7y=21 7y = 3x+21
5 (a) ae can be written as y ve
6x — 14y = 42 14y = 6x — 42
|
y= :sa +3
That is . They are parallel (both with slope 3/7) so a
y = 5X -—3
x+3y=5 ae a 5
(c) Y=» can be written as’ 3.3
Wwe y=2
They are not parallel (slopes —1/3 and 0 respectively) so a solution
exists.
5x -—2y=17
(d) —15x+ 6y=11
They are parallel (both with slope $/2) so a solution does not exist.
24 Linear Algebra
41 You have now come to the end of this Program. A list of Can You? questions
follows for you to gauge your understanding of the material in the Program.
You will notice that these questions match the Learning outcomes listed at
the beginning. Now try the Test exercise. Work through them at your own pace,
there is no need to hurry. A set of Further problems provides additional valuable
practice.
4 Can You?
|42 Checklist 1 :
Check this list before and after you try the end of Program test.
On a scale of 1 to 5 how confident are you that you can: Frames
e Solve any linear equation? to (6)
Yes | ere No
e Solve simultaneous linear equations in two unknowns? to
Yes [a] [J LJ EJ No
e Solve simultaneous linear equations in three unknowns? to
Yer = lye) ey ee SING
e Determine whether or not a solution exists to a pair of
simultaneous equations in two unknowns? G1) wo
Yes L LJ LJ L] No
Test exercise 1
|43 1 Solve the following linear equations:
(a) 4(x+5S)—— 6(2x+3)
6( =3(x+ 14)eu2(S
—2(5 2x)a+ 9
2X+1 2x+5 x-1
Rescue caaes
ReFa Oeks
eyed
ie
(d) (4x — 3)(3x — 1) — (7x + 2)(x + 1) = (5x + 1)(x — 2) — 10
2
Linear equations and simultaneous linear equations 25
Further problems 1
Solve the following equations, numbered 1 to 15: 44 |
12 3X + 2y+5Z7=2
SX + 3y —-22=4
2X — Sy —3z=14
13 SX — 6y-+3z=—-9
2X — 3¥ +22 5-5
34 —/) +57 =—16
3x+2 x+2y x-3
14
4 2 12
2) oe eee tL
5 4 10
ban Ne Sa ae
15
seLeT
16 Simplify each side separately and hence determine the solution:
x-2 ,tee A, Sa | x-—3
Cy ee ee ee ak wee ee
17 Solve the simultaneous equations:
2 7 2
1 ee y
7 —- 6 Gan Wr
18 Writing u for wana BF and v for at solve the following equations for
x + 8y
u and v, and hence determine the values of x and y:
eed ag 1
x+8y 8x-y ,
x+8y | 8x—y
Learning outcomes in
When you have completed this Program you will be able to:
e Expand a 2 x 2 determinant
e Solve pairs of simultaneous linear equations in two variables using
2 x 2 determinants
e Expand a 3 x 3 determinant
e Solve three simultaneous linear equations in three variables using
3 x 3 determinants
e Determine the consistency of sets of simultaneous linear equations
e Use the properties of determinants to solve equations written in
determinant form
&
Determinants TAR 7 29
Determinants
You are quite familiar with the method of solving a pair of simultaneous
equations by elimination.
e.g. To solve 2x+3y+2=0 (a)
3x+4y+6=0 (b)
we could first find the value of x by eliminating y. To do this, of course, we
should multiply (a) by 4 and (b) by 3 to make the coefficient of y the same in
each equation.
So 8x+ 12y+8=0
9x+12y+18=0
ax+byy+d,;=0 (a)
a2X+boy+dz=0 (b)
then to eliminate y we make the coefficients of y in the two equations
identical by multiplying (a) by............ ANGHD) DY soovenn- ones
Subtracting, we get:
(a, b2 = azb,)x + body _- bid> = 0)
so that (a,
bz — azb,)x = b,d2 — b2d,
Then bi a Bae ee
ee
30 Linear Algebra
3 ; ve bide = bod
~ ay bz — azb,
In practice, this result can give a finite value for x only if the denominator is
not zero. That is, the equations:
ax+by+da, = ()
=—9—38.—.1
will
This is not zero, so there { }be a finite value of x.
will not
4
The expression dbz — dazb, is therefore an important one in the solution of
simultaneous equations. We have a shorthand notation for this:
b
abo = a2b, = is
indie
ae 1
ay b,
is called a determinant of the second order (since it has two rows and
a2 bo
two columns) and represents a;b2 — a2b,. You can easily remember this as
+\- 7.
Just for practice, evaluate the following determinants:
(a)
42 » (Db)
7 4 21
5 3 Gear “MORoe
Finish all three: then move on to Frame 6
A 52,3|=4x3-5x2=12-10= [2]
@ |§
Blo643\—
i=? xo-6x4=21124—(-3]
ie Feet faeces5| =
Zoe)1,|=2-3)-4«1=-6-4=[Eig
(c) 5
ayx+byy+d, =U
Now, in solving the equations ee + boy +
dz =0
b, dz — bod
we found that x = 2"! and the numerator and the denominator can
ayb2 — d2b,
each be written as a determinant.
bi d2 — bod, COT
IO aMa ; ayb2 = a2b, eeees) or
by dy|, |a, by 7
b> do f a2 bo
a2x + boy + dz = 0
and =
[b, d| Tag
ay By |
bz do a2 bz
: ax+byy+d,=0
mae lo =—\()
x nat as 1
ae (hyd,dy | ay “ay | la,
ay by!
b2 d> a2 do a2 bo
Each variable is divided by a determinant. Let us see how we can get them
from the original equations.
To form A, from the given equations, omit the x-terms and write down
the coefficients and constant terms in the order in which they stand:
elias eet rn
a2x + boy + dz =0 8 b2 d2
To form A2 from the given equations, omit the y-terms and write down
the coefficients and constant terms in the order in which they stand:
aqx+biy+d,=
#7 gives A, = a,
Gasdy
A2X + boy + do
2
Determinants
; 1
(c) For the expression Pe My denote the determinant by
Ao.
1 Dy
a2 b2
To form Ao from the given equations, omit the constant terms and write
down the coefficients in the order in which they stand:
ax+by+d,=0 a, by
da2x + boy +d, =0
gives Ss
Example 1 10
5x+2y+19=0
To solve the equations {
3x+4y+17=0
The key to the method is:
tt dy ed
Le TRS OLS
To find Ao, omit the constant terms:
a 2
: do=|3 4 =5x4-3x2=20-6=14
‘, oid {a)
eee) 11
et RS
—42 28 14
from which x =............ Pi en 2 eee re
34 Linear Algebra
Example 2
SOR ot ee
A; Az Ao -
(Note that the terms are alternately positive and negative.)
2te 3
Then Ao 3 3 |=-4-9=-13 (a)
13 Ay =e18a 92
Ate g| | al
3 ,-14 a —14
—2 5 5 —2
= 128 = 13. Ay 13
eee i mete
2 —14 2 -
3 = 5 3
= 10 — (—42) = 52 Oy es
+ Sillssteele
So that — =
ses Mh ast = Ao
and Ay
= =13; ~“A2
= 523" Ag
= =—13
A; —-13
Ae =13 1 a= Al
NY
Be SIC i ge
Do not forget the key:
per Laser
Ai Az Ao
with alternate plus and minus signs.
Example 3
Solve by determinants:
4x — 3y + 20 =0
3x+2y—2=0
First of all, write down the key.
Then off you go: find Ap, A; and A> and hence determine the values of x
and y.
When you have finished, move on to Frame 15
15
Here is the working in detail:
Pe eae x -y 1
3x+2y—2=0 Ai Az Ao
4 -3
Ao =
v3 >|= —9)=8+9=17
ee?
-3 20
= = 6-40= -34
ie 4
4 20
= —8 — 60 = —68
i i 4
Bie el 2 LX Se,
An S1Le
A2 —68 ,
in le
(b) a gee
() a fla
c et ae a
d P q a ae ee
Cre ee
Linear Algebra
16 Here are the results. You must have got them correct.
(a) 20-422
(b) —20—6=-—26
(c) ac — bd
(d) ps —rq
Each element in the determinant is associated with its minor, which is found
by omitting the row and column containing the element concerned.
ay by Cy
: : C2 P
e.g. the minor of a, is obtained a2 b2 C2
cm
a3 b3 C3
i a ay by Cy
: ; 2 :
the minor of b, is obtained a2 b2 C2
a3 C3
a3 b3 C3
ay Cj
a2 b
the minor of c, is 2 Pa obtained a2 C2
a3 b |
C3
So, in the same way, the minor of az is............
|18
Minor of a is bic
bz C3
Because, to find the minor of a2, we simply ignore the row and column
containing dz, i.e.
a bb
a2 b2 C3
Ge Ds) Ce
Similarly, the minor of b3 is ............
rr
Determinants reay an «
t
> Tew
.
Minor of b3 is |
c' 19
|}42 C2
Now on to Frame 20
az D3 G3
Then, of course, we already know how to expand a determinant of the second
order by multiplying diagonally, + \. — /
Example1
D1
Here is another.
Example2
J : a|° vf As rs S|. A
oa eae 2 2|*>|2 9
2 £9 2,
— 3(12 — 63) — 2(8 — 14) + 5(36 — 12)
= 3(—51) — 2(-6) + 5(24)
1593-12-00 21
Now here is one for you to do.
38 Linear Algebra
Example 3
PET EES
Evaluate 4A*6 3
Seon
Expand along the top row, multiply each element by its minor, and assign
alternate + and — signs to the products.
When you are ready, move on to Frame 22 for the result
22
Pa RE)
Because {4 6 3]= |
oe Sot|
= 2(6 — 27) — 7(4 — 24) + 5(36 — 48)
= 2(—21) — 7(—20) + 5(-—12)
= —42+ 140 — 60 = 38
We obtained the result above by expanding along the top row of the given
determinant. If we expand down the first column in the same way, still
assigning alternate + and — sighs to the products, we get:
22 L295
lo alle6 33
Cas Leas
4.4.6 3 = 2
he! Oat
Day et
= 2(6 — 27) — 4(7 — 45) + 8(21 — 30)
= 2.21) —4( 381 8(-9)
242 4159 72 38
which is the same result as that which we obtained before.
93 We can, if we wish, expand along any row or column in the same way,
multiplying each element by its minor, so long as we assign to each product
the appropriate + or — sign. The appropriate ‘place signs’ are given by
+ —- + - +
+ - + - +
Ct. <OLC.
The key element (in the top left-hand corner) is always +. The others are then
alternately + or —, as you proceed along any row or down any column.
So in the determinant:
‘te aens:
heey the place sien’ of the element.9 is. ops -ene
4720-3
Determinants 39
oe
3 es
SA 6 4 aa
ee esd eee
3.2
|I
Finish it off. Then move on for the result
~78 20
6) 4: 3) Sey
Because —/7 +8 _ q |
eS HOG 6 4
= —7(30 — 4) + 8(15 — 2) — 9(12 — 12)
= —7(26) + 8(13) — 9(0) = —182 + 104 = —78
So now you do this one:
Rew oa
Evaluate Set nee by expanding along the bottom row.
5 A 4
When you have done it, move to Frame 26 for the answer
119 26
ay Say
We have 6108 and remember
ee +141+ +1+
=5|ae
3 6 3
ee |
+2|6 11 |=8-4) - 76-24) + 202-18)
5(5) — 7(—18) + 2(-16) = 25 + 126 — 32 = 119
ive <a
One more: Evaluate ag TEP| by expanding along the middle row.
4 69
Result in Frame 27
ET ae ee en
40 ; Linear Algebra
27 | 143
1 2578
*3]a olla
Pda #3
Because ame | =-7 49 a te
679
A659
= —7(18 — 48) + 3(9 — 32) —1(6 — 8)
= —7(—30) + 3(—23) — 1(—2)
= 210 -69+2= 143
Example 1
epee 1
ieee desl
2 2 |
igp2es - G
= -184+51-5=28
(b) Now you find Aj, in the same way.
Ay se86 29
3 -1 -4
Because ose Wh 2 -—13| =3(22 — 65) + 1(11 + 26) — 4(—S — 4)
2 -5 11
= 3(—43) + 1(37) — 4(-9)
= —129+
37+ 36
= —129+
73 = —S6
x Aston X HiStd
sete WatRAO wiectighe 1628
56
X= 58 x
Note that by this method we can evaluate any one of the variables, without
necessarily finding the others. Let us do another example.
Example 2
Find y, given that:
2x+y—5z+11=0
x-y+z-—6=0
4x + 2y —3z+8=0
2x+y—5z+11=0
The equations are x-y+z-6=0
4x + 2y —-3z+8=0
To find Az, omit the y-terms. ig
2 -5 11
EO abs Berar ant +1], _
ieee mas bev kes ees oes oe 3
4 -3 8
= 2(8 — 18) + 5(8 + 24) + 11(-3 — 4)
= —20+ 160 —77 = 63
31 RE bi
4
Because
2 iL =§
oh ite | Li 1 -1
Agee dese beady beeed oy | zs
—3 4 -3 ay 2
482) ta3
= 2(3 — 2) — 1(-3 — 4) — 5(2 + 4)
=2+7-30=-21
2y owed ; A2_ 63
So we have AS? SL V= Bo 221
. y=-3
The important things to remember are:
: OY Re eee
F| Review exercise
Here is a short review exercise on the work so far.
32
Find the following by the use of determinants:
x+2y—3z-—3=0
1 (areata Find
y.
3x+2y+z+5=0
3x —4y+2z7+8=0
2 x+5y—3z2+2=0 Find
x and z.
5x+ 3y—-zZ+6=0
2x —-2y —-z-3=0
3 4x + Sy —-2Z+3=0 } Find x, y and z.
3x + 4y —-3z7+7=0
To fill in the missing terms, take each variable in turn, divide it by the
associated determinant, and include the appropriate sign.
So what do we get?
On to Frame 35
44 Linear Algebra
L.-3 -3
So Ao = 2-1 --11
3 seek S
Expanding along the top row, this gives:
-1 -11 2 -I1 +(-3)/2 a
raeheatian I| 5 — (-3) cna ea |
We now evaluate each of these second-order determinants by the usual
process of multiplying diagonally, remembering the sign convention that
+ \,and—- / 4
37 Ay = 120
Because
So ING lok
2
Determinants 45
Ao = -30 40
Because Ao = 1(—-1+ 2) — 2(2 + 3) — 3(44+ 3)
= 1(1) — 2(5) — 3(7) = 1 — 10 — 21 = —30
So Ao= —30
A2 120
oO we have y Ao ~30 4 4 4
x vo Ay
i ukaer ssinamenmely 7)
43
44
Because A; = —4(—18 + 2) — 2(30 — 6) + 8(-5 + 9)
= —4(—16) — 2(24) + 8(4)
= 64 — 48 + 32 = 96 — 48 = 48
aN = 48
(b) To find A3, form the determinant of coefficients omitting the z-terms.
% ao]
Determinants
47
45
On to Frame 47
47
Because A3 = 3(30 — 6) + 4(6 — 10) + 8(3 — 25)
= 3(24) + 4(—4) + 8(—22)
=72—16-176
= 72 — 192 = —120
.. 23 =-120
Now expand this along the top row as we have done before. Then evaluate the
second-order determinants which will appear and so find the value of Ao.
Work it right through: so that
Linear Algebra
49
eo ieee 1 5
Because Age 3 |
+ i |
+ 2
out eel 5 :
3 (5440) seA( Le 15) 218 — 25)
= 304) 494( 14) 2222}
= 12+ 56 — 44
= 68 —44 = 24
NG = oe
1 A3
= —— and z= —-—
0 Ao
SOlnatey —— eee BYvatel 4 = Pee
50
Well, there you are. The method is the same every time — but take care not to
make a slip with the signs.
Now what about review exercise 3. Did you get that right? If so, move on
straight away to Frame S52.
If not, have another go at it. Here are the equations again: copy them down
and then find x, y and z.
2x -—2y-—z—3=0
4x + S5y—2z+3=0
3x+ 4y —-3z+7=0
When you have finished this one, move on to the next frame and check your results
)
Determinants , — 3
iy =
Here are the main steps, so that you can check your own working:
Mie Vis 2 —1
Beis ha As
—2 -1 -3 2-1 -3
Bie) Ss —-2°.3 |= 54 As=14 —2 . 3 |=27
4 -3 7 a =a OF
2 -2 -3 2 —2 -1
Apt! 41 eS St 81 Bp =14.05 21-27
3. 4 7 3 4 -3
x 1 A
Simba =—7 mere ay
Eee
A2 Ao
Baie
Ag —27
as aie
Z 1 A3 81
Grn Ke Sy oe tO z=+3
If we solve equations (b) and (c) in the usual way, we find that x = 1 and y = 2.
If we now substitute these values in the left-hand side of (a), we obtain
3x -y—-4=3-—2-—4=-3 (and not 0 as the equation states).
The solutions of (b) and (c) do not satisfy (a) and the three given equations
do not have a common solution. They are thus not consistent. There are no
values of x and y which satisfy all three equations.
If equations-are consistent, they have a <...<.2..080".
5h \eee
50 Linear Algebra
53
Let us now consider the three equations:
3x+y—5S=0 (a)
2x + 3y —8=90 (b)
x-—2y+3=0 (c)
The solutions of (b) and (c) are, as before, x = 1 and y = 2. Substituting these
in (a) gives:
3x+y—-5=342-5=0
i.e. all three equations have the common solution x=1, y=2 and the
equations are said to be............
54
Now we will take the general case:
a,x+by+d,=0 (a)
Agx + boy +d2,=0 (b)
a3X-- b3y + d3=0 (c)
bo d> a2 do a2 bo
where Fa ge », A= , KK =
bz d3 a3 3 a3 bz
ipiAy ro uag
so that arn EOE Earae:
: : Ai —A2
If these results also satisfy equation (a), then a + a a +dy=0
0 0
i.e: ay;.A, = by.A2 ar d;.4o0 ea)
bo d a2 dz| a2 b
i.e. ay g : — b, 3 3 + dy 4 a =)
bz d3 a3:id3 a3 b3
aq by ay
i.e. a2 b2 do =a)
a3 bz d3
which is therefore the condition that the three given equations are consistent.
So three simultaneous equations in two unknowns are consistent if the
determinant of coeilicients:152 a2. <..5..
2
Determinants 51
55
Example 1
2 1 -S5
For the equations to be consistent |1 4 1) must be zero
3 -1 -10
oie eee 4 1 ie at
eer
cp) Pst)ee. =| ee 1 ae ;
. aolaie1
eo eAtae ye 11103) 5 (112)
= 2-39)\e-(13) —~5(—13)
== 79134 6h —78 +78 =0
The given equations therefore ............ consistent.
(are/are not)
are 56
Example 2
Find the value of k for which the following equations are consistent:
3x+yv+2=0 Pn bn oe
4x+2y—k=0 For consistency: |4 2 -—k|=0
2x —-y+3k=0 2 -1 3k
2 —k 4 -k 4: 2
Zz =0
if:
ne ind—1 é elt bg Pa
3(6k — k) — 1(12k + 2k) + 2(—4 — 4) =0
* 15k-14k-16=0 .. k-—16=0 .. k=16
Now one for you, done in just the same way.
Example 3
x+(k+1)y+1=0
Given 2kx+ Sy—3=0
3x+7y+1=0
ss |
Example 4
x+y-k=0
Find the values of k for consistency when <¢ kx —3y+11=0
2x+4y—-8=0
&
|58 k=lor
1
— 3
Because
1 1 -k
3, eT = 2)
2 4 -8
Ast! 11 1% 11 lk Fe a 6
4 -8 2 -8 2. AR
", (24 — 44) — (-8k — 22) — k(4k+ 6) =0
= 20 + 8k+-22 = 4k — 6k=0
—4k? + 2k+2=0
"2? —-k-1=0. .. (2k+1)(kK>1)=0
1
tee kal ork = 5
2
Determinants
53
Properties of determinants
Expanding a determinant in which the elements are large numbers can be a 59 |
very tedious affair. It is possible, however, by knowing something of the
properties of determinants, to simplify the working. So here are some of the
main properties. Make a note of them in your record book for future reference.
1 The value of a determinant remains unchanged if rows are changed to columns
and columns to rows.
a; a2|_|aq, by
by b * a2 bo
2 If two rows (or two columns) are interchanged, the sign of the determinant is
changed.
az bz} _ ja, by
ay b, x" a2 bo
3 If two rows (or two columns) are identical, the value of the determinant is zero.
ay ay
a2 a2
4 If the elements of any one row (or column) are all multiplied by a common factor,
the determinant is multiplied by that factor.
kay kbo a, by
a2 b» a2 bo
5 If the elements of any row (or column) are increased (or decreased) by equal
multiples of the corresponding elements of any other row (or column), the value of
the determinant is unchanged.
a,+kb, b, a, by ay by a, b,
a2+kbz bz a2 be a2 +ka, b2+kb, a2 bp
Note: The properties stated above are general and apply not only to second-
order determinants but to determinants of any order.
Move on for some examples
Linear Algebra
60 Example 1
Evaluate
427 429
2A
Of course we could evaluate this by the usual method
(427)(371) — (369)(429)
which is rather deadly! On the other hand, we could apply our knowledge of
the properties of determinants, thus:
427 2| >
369 Z
58 0
3 | (Rule 5) Subtract row 2 from row 1
369
= (58)(2) — (0) = 116
Naturally, the more zero elements we can arrange, the better.
61 Example 2
Evaluate
Bae De Te,
Evaluate 2 £02
2 2 24
You do that one, but by way of practice, apply as many of the listed properties
as possible. It is quite fun.
When you have finished it, move on to Frame 63
The answer is [32], but what we are more interested in is the method of
applying the properties, so follow it through. This is one way of doing it; not
the only way by any means.
Bez
aa) We can take out a factor 2 from each row, giving
a factor 2°, i.e. 8 outside the determinant
2a02, 74
RRA a |
Column 2 minus column 3 will give one zero in
= ro i Dene ae|
the top row
1S Lez,
22) —]
Column 1 minus twice(column 3) will give
= §)1 Led ;
another zero in the same row
1 -1 2
0 ea fe
cgay ae 4 Expanding along the top row will now reduce
og - this to a second-order determinant
-3 -1 2
—1 1
= 8 Now row 2 + row 1
-3 -l
-1 1
= 8
—4 0
oe
= = = —8(—4) = 32
4 0
ee
56 Linear Algebra
Example 4
x S >
Solve the equation |S x+1 tel
=3 =—4 x=2
In this type of question, we try to establish common factors wherever possible.
For example, if we add row 2 and row 3 to row 1, we get:
(x+2) (x+2) (x+2)
5 x+1 1 =Q)
—o ay y=)
65 1 0 0
We now have (x+2)} 5 x-4 -4 |=0
-3 -1 x+1
Expanding along the top row reduces this to a second-order determinant:
x-4 -4
= 0
(A+2) 507 4d
If we now multiply out the determinant, we get
(x + 2)[(x — 4)(x+ 1) —4] =0
=. (%+2)@7 —3x—8) =0
“stb 2 0.or xX — 3X58 = 0
which finally gives x = —2 or x = a
Example 5
@
Determinants
x=-40r1+V6
2 x3
x+2 2 11=0 Adding row 2 and row 3 to
jee ~~ row 1, gives
= x
X+4 x4+4 x44
x4+2 2 1 |=0 Taking out the common
3 9 » eedactor (x4)
=4 x
a ake column
Tak ] 33 ffrom column
|
4 —
oe ae : ‘ . 1 and from column 2
= x
0 0 1 ie
Ged ruxtil 1 ‘bean is now reduces to second
order
—-x—-3 2-x x
You have now reached the end of this Program on determinants except for the
Can You? checklist and Test exercise which follow. Before you work through
them, brush up on any parts of the work about which you are at all uncertain.
Peete Linear Algebra
(4 Can You?
|67 Checklist2 )
Check this list before and after you try the end of Program test.
On a scale of 1 to 5 how confident are you that you can: Frames
e Expand a 2 x 2 determinant? to (6)
Yes ab ieee! seal searilzl No
e Solve pairs of simultaneous linear equations in two variables
using 2 x 2 determinants? to
mS rae AS a [| No 2
e Expand a 3 x 3 determinant? to
Yes Se be EBD gtSie SANS, No
e Solve three simultaneous linear equations in three variables
using 3 x 3 determinants? to (1)
Yes iF} CJ LJ LJ CJ No
e Determine the consistency of sets of simultaneous linear
equations? G2) to
:<2 epg Ba og ekeared ODaaa Pe wR IN
e Use the properties of determinants to solve equations written
in determinant form? to
Yes O aa A C] OC No
Test exercise 2
|68 _ !f you have worked steadily through the Program, you should have no difficulty
with this exercise. Take your time and work carefully. There is no extra credit for
speed. Off you go then. They are all quite straightforward.
1 Evaluate
it gale ees
(ayes sl (bDyerae Le
a 2k te ah owal|
fas
Determinants J = Stes ees
4 Further problems 2
ae SG 1 428 861 69
1 Evaluate: eNO ta iad * en (b) |2 S35 984
pW yewsWhee (2) 3 642 1107
dy Neat aero) 155 226 81
2 Evaluate: (a) |16 10 —18 (ob) | 77 11Z 39
34 6 38 74 111 37
3 Solve by determinants:
4x —-Sy+7z=-14
9x + 2y +3z=47
x-y-Sz=11
4 Use determinants to solve the equations:
4x —-3y+2z=-7
6x + 2y — 3z = 33
2x -4y-z=-3
5 Solve by determinants:
3x + 2y — 2z = 16
4x+3y+3z=2
2x-y+z=0
6 Find the values of \ for which the following equations are consistent:
5x+(A+1)y—S=0
(A—1)x+7y+5=0
3x+Sy+1=0 >
Linear Algebra
Determine the values of k for which the following equations have solutions:
4x —(k—2)y—S=0
2x-+y—-10=0
(k+1)x-—4y-9=0
(a) Find the values of k which satisfy the equation:
K> Y=
1k olie0
Os® Leak
(b) Factorize
‘Lee SLR
oh Ya) ie Bey
gait bBvec3
10
x 34+x 24+%x
3 -3 —1 |=0
2 -—2 —2
11 Express
1 1% 1
a b? ce
(b+c)? (c+a)> (a+b)
as a product of linear factors.
12 A resistive network gives the following equations:
2(i3 = iz) = 5(i3 = i) == 4
Simplify the equations and use determinants to find the value of iz correct to
two significant figures.
13 Show that (a+b-+c) is a factor of the determinant
bica @
Cta ip DP
Buby c =
and express the determinant as a product of five factors.
Determinants
61
1+x* yz 1
1S Express|1+y? zx 1| as a product of four linear factors.
bie ayy 1
peeAe Seay 3
16 Solve the equation 2 ne, pony == ()
x+3 1 x+2
18 Three currents, i, iz, iz, in a network are related by the following equations:
2h + 312 + 8i3 = 30
61, —i2 + 213 = 4
31, — 121g + 8i3 = 0
By the use of determinants, find the value of i; and hence solve completely the
three equations.
iL Saat: k(x —a)+2x—z=0
k(y-—a)+2y—z=0
k(z-—a) -x-y+2z=0
ak(k + 3)
show that x =
k2 + 4k+20
20 Find the angles between @ = 0 and 6 = x that satisfy the equation:
1+sin?@ cos?6 4sin 20
sin?@ 1+cos*@ 4sin26 |=0
sin? 0 cos?6 1+4:sin26
Matrices
Learning outcomes .
When you have completed this Program you will be able to:
Define a matrix
Understand what is meant by the equality of two matrices
Add and subtract two matrices
Multiply a matrix by a scalar and multiply two matrices together
Obtain the transpose of a matrix
Recognize special types of matrix
Obtain the determinant, cofactors and adjoint of a square matrix
Obtain the inverse of a non-singular matrix
Use matrices to solve a set of linear equations using inverse matrices
Use the Gaussian elimination method to solve a set of linear equations
Matrices . ic 63
Matrices — definitions
A matrix is a set of real or complex numbers (or elements) arrangedinrowsand 4
columns to form a rectangular array.
A matrix having m rows and n columns is called an m x n (i.e. ‘m by n’)
matrix and is referred to as having order m x n.
A matrix is indicated by writing the array within brackets
ae?
C8: 2 3 ;) is a 2 x 3 matrix, i.e. a ‘2 by 3’ matrix, where
Note that, in describing the matrix, the number of rows is stated first and the
number of columns second.
5 Ome:
2135 23| , F
7 g 7 | isa matrix of order 4 x 3, i.e. 4 rows and 3 columns.
6 und
6 4
Spotne. matrix |'O.° Wis Of Ofder 7..+. yesh. ss
23
3x2; 2x4 2
|5 @ an Oe
Mowe eet
a
a
Matrices
Matrix notation
Where there is no ambiguity, a whole matrix can be denoted by a single
general element enclosed in brackets, or by a single letter printed in bold type.
This is a very neat shorthand and saves much space and writing. For example:
x}
Similarly (:)can be denoted by (x;) or (x) or simply by x.
x3
For an (m x n) matrix, we use a bold capital letter, e.g. A. For a row or column
matrix, we use a lower-case bold letter, e.g. x. (In handwritten work, we can
indicate bold-face type by a wavy line placed under the letter, e.g. A or x.)
So, if B represents a 2 x 3 matrix, write out the elements bj in the matrix,
using the double suffix notation. This gives ............
B= (pi by2 ey 7
bo; b22_— —b23
Next frame
Equal matrices
By definition, two matrices are said to be equal if corresponding elements 8 |
throughout are equal. Thus, the two matrices must also be of the same order.
4 Ai, ay2 a3 ee enters
pout aa 22 as |= (2 3 3)
then.d31,.=4;. d12 = 6; ..413.=5;. a2 =2,;,.. etc.
TROT96 oases
xptte 7 ee eee ae nd ee ee ee
66 Linear Algebra
aha: ah Le eae 5
So,(a) ( 37 s)+(¢ iF on he ed hesa. wietenes
oud! G 1-323
(ees ‘|-(s Ofte ee
120 4 7 889
11 a (2 a
2 -7
Multiplication of matrices
sx (7 3 10) es
2 Multiplication of two matrices
Two matrices can be multiplied together only when the number of columns in
the first is equal to the number of rows in the second.
by
a4. a2 a
e.g. if A= (ay) = ( + en a and b = (bj)= | bo
421 422 423
b3
to a See by
then A-b= igs ay2 aa b>
421 422 423 b3
Example1
8
AY ATG ole! gen aiid D1 uel np one
ve ate WARE SA ER Rae oe a Mes Pees ea
ea ead ie 14
12+ 24+0+ 63
(ir)17 .
The same process is carried out for each row and column. b
Linear Algebra
Example 2
|
pal Mgeds
igo Rsos
lf A= (ay) =" 2a 7 and B= (bi) = (
DD eo
3 4
|
he 53
aes.)
then @A= B=) ie7e.7
2o SeSai6
a we
|
8+10 4425 3+40 1+30
=| 164+14 84+35 6+56 2+42
244+8 12+20 9432 3424
Reo AS oe: Nee eH
= | 30 43 «G2 44
pence 41e 27
Note that multiplying a (3 x 2) matrix and a (2 x 4) matrix gives a product
matrix of order (3 x 4)
i.e. order (3x2) x order (2 x 4) — order (3 x 4).
(same)
In general then, the product of an (/ x m) matrix and an (m x n) matrix has
order (Ixn). &
aL
2 6
lf A= dB=/]-2 9
3 5
4 3
thenA: B= a5 e.teacesad
16
2V4 6 as
since A-B= ( ) —2 9
54-975
4 3
a eae 2+36+18\ (30 56
T2118 20ers 8 lepdSis I NG in99
Matrices
Example 3
It follows that a matrix can be squared only if it is itself a square matrix, i.e. the
tan($ 2)
number of rows equals the number of columns.
Example
7 10
IA=(4 : 3)aman (5 1)
9 12
, de pest fA 10
then A B=(, 5 a) oe a
9 12
7+16+27 10+22+36\ / SO 68
<A ponent a
Se panes
andB-A=|8 11 Gi 5 >)
9 12
7440 14+50 21+60 47 64 81
—~ 18444 16455 24+66|=| 52 71 90
9+48 18460 27+72 57 78 99
Note that, in matrix multiplication, A. B # B.A, i.e. multiplication is not
commutative. The order of the factors is important!
In the product A- B, B is pre-multiplied by A
and_ A is post-multiplied by B.
70 Linear Algebra
shee
‘ 9 2 4
SOn eA Cs et and B = ( )
Se]
thenzA= B= ee andi BSA eee
18 AP 16. 32
A-B= {155 26 SZ]; BA=(Jo )
2a: opte 1S
Transpose of a matrix
19 If the rows and columns of a matrix are interchanged:
i.e. the first row becomes the first column,
the second row becomes the second column,
the third row becomes the third column, etc.,
then the new matrix so formed is called the transpose of the original matrix. If
A is the original matrix, its transpose is denoted by A or A’. We shall use the
latter.
4 6
if Tfiet{ 4a 2
was(7 »)een at(§ 9
bo
in
Ae ee
2
Matrices ” 79;
Special matrices
(a) Square matrix is a matrix of order m x m. 21
|
e.g. | 6 8 9] isa3 x3 matrix
7s 4
1
A square matrix (aj) is symmetric if ay = aj, e.g. | 2
~; Ww
©
oOome
OWN
Ss 2, 4 1 0 0
IfA={1T"s 8] andi= 10 YF 0] then A-I=............
i Ie «' 28 Oia |
22
72 Linear Algebra
Zi hicss ad 2
for if A= ~~ \andB=|4 -6
6 3 -9
: 2), 4
Pao
chen en Ayan
i ah unis
--
6.3 -9
2 4
= 2+4-6 Me te? | 0 0
ONG tal | G54
1s = 36). 09.0
That is, A- B= 90, but clearly
AA 0 and B90.
When you have completed them, check your results with the next frame
Matrices 73
Za0 a a2
3 A-B= [|4 («)is not possible since the number of columns in
4 1 2 3
the first must be equal to the number of rows in the second.
4 1
4 A= & 3 4 Al= 1298
6 7
art
a-at= (4 2 *\. naa A fogabh 4+16+42
ge ays Pa Nt 216 AD Paty,
eee
determinant of the transpose is |2 6 4) the value of which is
LS SF
5(42 — 12) — 0(14 — 4) + 8(6 — 6) = S(30) = 150.
That is, the determinant of a square matrix has the same value as that of the
determinant of the transposed matrix.
A matrix whose determinant is zero is called a singular matrix. »
SAX: ue Linear Algebra
3 a2
The determinant of the matrix . mn ) Tras (he Value eae ce
F 1 $26 200
and the determinant value of the diagonal matrix | 0 S 0 | has the
00 4
valué...s.<s6a9e
25
= 3(—30) — 2(15) + 5(25) =5
= 2(20) +0+0 = 40
Cofactors
If A = (aj) is a square matrix, we can form a determinant of its elements:
411 412 @43.—=«w-» SsGin Each element gives rise to a cofactor, which is
Q@21 422 423 .-- Gan ‘ simply the minor of the element in the
431 432 433 «-- G3n determinant together with its ‘place sign’,
: : : which was described in detail in the previous
Gni Q@n2 4n3_--- Ann program.
2h tau
For example, thé determinant of the matrix A = [|1 | is
1 —~4--0
ROSA IS
det A= |A|=/4 1 6} which has a value of 45.
Le 4.0
The place sign is +. Therefore the cofactor of the element 2 is +(—24) i.e. —24.
Similarly, the minor of the element 3 is (es
10 5) =0-6=-6.
i.e. 8—3=5S. The place sign is —. Therefore the cofactor of the element 6
is —5.
oe Wee
So, for the matrix |6 5 4 |, the cofactor of the element 3 is............
FikSs 6S
and that of the element 4 is
Cofactor of 3 is 4 — (—10) = 14
Cofactor of 4 is —(56 — 3) = —53
On = — 24 )=- 24
ye Plasto 0thee
\., A2 : =
he Olt (0O—6)=6
=
4 1
ABn=t
13 |; | =+(16-—1)=15
( )
a 7! |
A21 == y | = —(0
(0 — 20)
) = 20 ( )
A22 22 = + F 0 = +(0-5)=-S
yA.
Ao323 = — |: | = —(8
( —3)=-S
)
Anat|) g[et08-9=18
oy eS
Aw=-[,2 ||= -02-20)
An=+|, “ = +(2—12) = -10
—-24 6 15
The matrix of cofactors is C = 20 -S -S
13 8 -10
—-24 20 13
27
—24 20 13
and the adjoint of A, i.e. C' = 6 =5 8
15 -—5 -10
Then the inverse of A is given by
24 20 18
45 pp (49-5 4S 24205) 13
Es 6 5 8 1
A= = = Coe)
45 45 45 45
15 5 10 15 -—5 —-10
45 745. 5
)
Matrices Re aes
|Al= 28 | 29
Because
[a2 @
JAJ={4 1 5} =1(2-0)-2(8—30)+3(0-6)
=28
gaa
(b) Now form the matrix of the cofactors. C=............
30
Because
Au =+(2-0)=2; Ai=—-(8-30)=22; Az =+(0-6)
An = —(4-0) =-4; Az2=+(2—18)=-16; Az3 =—(O-—12)=12
A31 =+(10-—3)=7; A32 = —(S — 12) =7; A33 = +(1 — 8)
(c) Next we have to write down the transpose of C to obtain the adjoint of A.
31
(d) Finally, we divide the elements of adj A by the value of |Aj, i.e. 28, to arrive
at A~!, the inverse of A.
78 Linear Algebra
32
Every one is done in the same way. Work the next one right through on your
own.
33
Di Fone4
det A=|A|=|3 1 6|=2(8) —7(-6)+4(-5)
= 38
S00 rk
Cofactors: &
Ai = +(8 —0) =8; Ai2 = —(24—30)=6; Ay3=+(0—5)=-5
Az = —(56—-0) = —56; Az2 = +(16—20)=-—4; Az3 = —(0— 35) = 35
A31 = +(42—4)=38; A3.=-(12—12)=0; A33=+(2—21)=-19
ee eee EOS et.
Ce | =56. —4 > 35 hy 2ayGl= 6 LA 0
Scan O19 Samo 19
Sie SG oe a8
then A == paeeed 0
=a 1 35. <9
Now let us find some uses for the inverse.
Matrices 79
—6 12 —-7 ao FZ
i 2—16+442 4-—4+0 6—20+ 14
=5,| 22-64+42 44-16+0 66-—80+14
—-6+48—42 -124+12+0 -18+60-14
osx O.. 0 1 0 O
Finish it off
1 0 0 34
om Pet
Omit
AcAT = Aa A=]
That is, the product of a square matrix and its inverse, in whatever order the
factors are written, is the unit matrix of the same matrix order.
Example
37
Because
1 Yi 1
IAJ=|3 -4 -2|=-14-504+29=29-64 .. [A] = —35
5 3 5
Cofactors:
A11 = +(-20+ 6) = -14; Ayz = —(15 + 10) = —25; Ay3 = +(9 + 20) = 29
Az = —(10 — 3) = -7; A2z2 = +(5 — 5) =0; A23 = —(3 - 10) =7
A31 = +(—4+
4) =0; A32 = —(—2 — 3) = §; A33 = +(—4-—
6) = -10
38
xX] 2
So finally x = | x2 | = 3 eA = ee ee = oie eae
X3 —4
Once you have found the inverse, the rest is simply x =A™!-b. Here is
another example to solve in the same way:
iff} 24m 0—¥2' +3%3 a= 2
X1 +3xX2 —X3 =H IA
2x; —2x2 +5x3 =3
ye x1 2
1 Sle 23] A iecAcx=b => x=Al-b
2 -—2 5 X3 3
det A= |A| =9
19 27, =8 : beer ss
CH= |e) 4522 adj
A= Cla |--7 <4 5
ES EES Ege ee 7
ated s F
|A| 9
a he, oe eee
ter] eS D a9 =]
x=A) b=3 ey he er 11 |==] 45 | = 5
Sh etecg S07 3 Foie 3
X1 —]
Mise) Xo hs > Sete Lew, Xo = aS
X3 3
All the information for solving the set of equations is provided by the matrix
of coefficients A and the column matrix b. If we write the elements of b
within the matrix A, we obtain the augmented matrix B of the given set of
equations.
(a) We then eliminate the elements other than aj; from the first column by
subtracting d21/a,; times the first row from the second row and 43)/a),
times the first row from the third row, etc.
Matrices 83.
The process is then repeated to eliminate cj. from the third and subsequent
rows.
A specific example will explain the method, so move on to the next frame
3x1, + 2x2 + x3 = —5
1 2 —3 Xj 3
This can be written |2 -1 —-1 ]|- x2] = 11
3 Zz il X3 —5
12 3 3
The augmented matrix becomes | 2 —1 —1 11
ey tna | —5
Dae.
Now subtract I times the first row from the second row
1 2 —3 3
This gives | 0 —S 5 5
QO —4 10 —14
—4 4
Now subtract =’ i.e. 5! times the second row from the third row.
1 2 -3 3
The matrix becomes |0 —S 5 5
0 0 6 —18
Note that as a result of these steps, the matrix of coefficients of x has been
reduced to a triangular matrix.
Finally, we detach the right-hand column back to its original position:
1 2 -3 Xy 3
QO -S Sy Pe = 5
Ou abe cee 6 X3 —18
Note that when dealing with the augmented matrix, we may, if we wish:
(a) interchange two rows
(b) multiply any row by a non-zero factor
(c) add (or subtract) a constant multiple of any one row to (or from) another.
These operations are permissible since we are really dealing with the
coefficients of both sides of the equations.
Now for another example: move on to the next frame
42
43
DY Hates
se tees C66 Rees Ae
1 -4 -2 ZN
So the matrix now becomes |O0 9 = 6 —39
O 14 5 —65 ]
and the next stage is to subtract from the third row ............ times the
second row.
Matrices «Bs
14 45
1 —4 —2 | AA |
If we do this, the matrix becomes | 0 9 6 —39
0 O -4.33 | -—4.33
1 -4 —2 X1 21
Re-forming the matrix equation | 0 9 Galati xs | = —39
0 QO —4.33 X3 —4.33
Now, starting from the bottom row, you can finish it off.
Gp Se Se = Sr oe
Summary
1 Matrix — a rectangular array of numbers (elements). 48 |
2 Order — a matrix order of (m x n) denotes m rows and n columns.
3 Row matrix — one row only.
4 Column matrix — one column only.
5 Double suffix notation — a34 denotes element in 3rd row and 4th column.
6 Equal matrices — corresponding elements equal.
7 Addition and subtraction of matrices - add or subtract corresponding
elements. Therefore, for addition or subtraction, matrices must be of the
same order.
: oP ee a ae
/ al iy A aes a Linear Algebra
vi. aS ee
8 Multiplication ofmatrices
(a) Scalar multiplier - every element multiplied by the same constant,
i.e. k[ aj] = |kaj]. ;
(b) Matrix multiplier — product A-B possible only if the number of
columns in A equals the number of rows in B.
a ajA_c
|A| [Al
17 Product of a square matrix and its inverse
A-A'=A!-A=I
18 Solution of a set of linear equations
A-x=b x=A'!.b
19 Gaussian elimination method — reduce augmented matrix to triangular
form, then use ‘back substitution’.
Now for the Can You? checklist
Matrices
4 Can You?
Checklist 3 49
Check this list before and after you try the end of Program test.
On a scale of 1 to 5 how confident are you that you can: Frames
e Define a matrix?
Yes [ ]
CG)» @)
No
e Understand what is meant by the equality of two matrices?
Yes j
Z°@
| J No
e Add and subtract two matrices?
Yes kel bes LJ
(Go)
» G1)
] No
Multiply a matrix by a scalar and multiply two matrices
together?
C2)
» Ga)
Yes Se fh E) Np
Obtain the transpose of a matrix?
aoe
C2)
» ()
lie td). tg) GW? O/ No
e Recognize special types of matrix? (21)
» @)
Yaa eo Lo Lk dd ida ice
e Obtain the determinant, cofactors and adjoint of a square
matrix? (2)
» @)
Prmerte st AGI a te UND
e Obtain the inverse of a non-singular matrix? Gi)» G4)
Yes CL) C) CO C) CJ No
e Use matrices to solve a set of linear equations using inverse
matrices? (Gs)
» Ge)
Yes s C) OC) C) L) No
Use the Gaussian elimination method to solve a set of linear
equations? Ga)» &)
Foe te a LL) No
88 Linear Algebra
(a) A+
B and (b) A—B.
2 Given that A=
Ave and B= 8
a esO | determine
it Sp <4 its v7
product A’ -I.
aoe:
4 Show that the square matrix A = jee) ; is a singular matrix.
-1 8 2
1 4 3
5 TiA= (:ead )determine (a) |A| and (b) adj A.
eZ
Dies lars
6 Find the inverse of the matrix A = [ 5 7
2 OiaG
7 Express the following set of linear equations in matrix form:
2X1 + 4x2 — 5x3 = —7
X, — 3x2 +x3 = 10
3x1 + 5x2 + 3x3 =2
4 Further problems 3
4
a= (5 2 =(3 g)»determine:
baw
(5 5) >:\ ne
8=(4 0) e=(5 0) #(0 1):
ee Oudi =( 1
20 Cast Aa 0
where j = V—1, express (a) A- B, (b) B-C, (c) C- Aand (d) A’ in terms of other
matrices.
4x; + 3x2
— x3 = 0
7X1 — X2 — 3x3 a)
method:
In 6 to 10 solve, where possible, the sets of equations by a matrix
6 2i; +i2 + i3 = 8 7 3x+2y+4z=3
In 11 to 13 form the augmented matrix and solve the sets of equations by Gaussian
elimination: ;
11 5 —in +273
=3 12) i, + 2i2 + 3i3 = —4
2i, + 4i2 +i, = 8 2i; + 6i2 — 3i3 = 33
ij + 3i2 — 313 = 2 4i, — 2i2 +i3 = 3
13 7i, — 4i2 = 12
—4i, + 12i2 — 6i3 =O
—6i2 + 14i3 = 0
Zoi; — 2313 = €2 — 63
If Z; = 10; Zz = 8; Z3 = 3; e; — e2 = 65; e2 — e3 = 160; apply matrix methods
to determine the values of ij, iz, i3.
ij —i2 —i3 =O
Determine expressions for ij, iz, iz, in terms of Z;, Z2, Z3 and V.
4
Matrix algebra
Learning outcomes
When you have completed this Program you will be able to:
Determine whether a matrix is singular or non-singular
Determine the rank of a matrix
Determine the consistency of a set of linear equations and hence
demonstrate the uniqueness of their solution
Obtain the solution of a set of simultaneous linear equations by using
matrix inversion, by row transformation, by Gaussian elimination
and by triangular decomposition
Obtain the eigenvalues and corresponding eigenvectors of a square
matrix
e Demonstrate the validity of the Cayley-Hamilton theorem
Solve systems of first-order ordinary differential equations using
eigenvalue and eigenvector methods
Construct the modal matrix from the eigenvectors of a matrix and the
spectral matrix from the eigenvalues
Solve systems of second-order ordinary differential equations using
diagonalization
Use matrices to represent transformations between coordinate
systems
92 Linear Algebra
Example 1
: 2 )
IsA={4 7 6 | singular or non-singular?
Qasoeks
2s
(Ave 447° £6 a
DS" #3
Example 2
Ao Pah
Is A= {1 S 6) singular or non-singular?
2 / 4
URE an
|2 singular
Because
|3 O22.
IAl=41 5 36
Wy See Oh
= 3(20 — 42) —9(4-—12) + 2(7 — 10)
= —66+ 72-6
=a)
Exercise
Determine whether each of the following is singular or non-singular.
4 5 3 -4
1 jAl=| 2 3
2 |B\= -6 8
4 1 -2 s 2° 4
3 |Cj=/17 3 4 Dij=[:5 146
et: ae Se
1 non-singular 2 singular 3
3 singular 4 non-singular
Because
Straightforward evaluation of the relevant determinants gives
1 |Aj=2 2 |B) =0
3 |Cj=0 4 |D|=-5S
Closely related to the notion of the singularity or otherwise of a square matrix
is the notion of rank of a general n x m matrix.
Rank of a matrix
The rank of an n x m matrix A is the order of the largest square, non-singular
sub-matrix. That is, the largest square sub-matrix whose determinant is non-
zero. If n =m, so making A itself square, then this sub-matrix could be the
matrix A itself.
Example
ae: eee
To find the rank of the matrix A= {| 1 2 3 | we note that
a 5vG
aa Memes
1, Es 2 ee ed eee
4-5-0
94 Linear Algebra
|4 | .2|
Because
Sra
Als |e 2s
45526
= 3(12 — 15) —4(6 — 12) + 5(S — 8)
=—9+24—15=0
Therefore we can say that the rank of Ais............
5 Because
7
|A| = O and therefore A is singular.
Now try a sub-matrix of order 2.
|
3 4
|
=6—4= —2+ 0. Therefore the rank of Ais | ...........
ded.
6 ie
Because
The largest square, non-singular sub-matrix of A has order 2 therefore A has
rank 2.
This method of finding the rank of a matrix can be a very hit and miss affair
and a better, more systematic method is to use elementary operations and
the notion of an equivalent matrix.
Next frame
es
Matrix algebra
Example 1
604.
GivenA=|{1 2
Ain 5
Seta: 5 —2 -4
je ePALL sd baw 2 3 by subtracting 3 times each
7yaoi a 5 6 element of row 2 from row 1
—2, —4
2 | by subtracting 4 times each
element of row 2 from row 3
iaww eo)
nd
by multiplying each element of
row 1 by 3/2
Ao ae by subtracting corresponding
SIS)
GS
eS)
BPRS)
aby
tre
Le
0 O elements of row 1 from row 3
The row of zeros in matrix B means that its determinant is zero and so its rank
is not 3. The largest sub-matrix with non-zero determinant has order 2 and so
the rank of B is 2. Because matrix B is row equivalent to matrix A we can say
that the rank of A is also 2.
Example 2
Lies
Determine the rank of A= |4 7 6
OF Saas
By taking 4 times the elements of row 1 from row 2 we obtain the equivalent
Matti Xipysapicy®F
By taking 9 times the elements of row 1 from row 3 we obtain the equivalent
WISI A a tere occa
11
Because all the elements below the main diagonal of this matrix are zero we
call the matrix an upper triangular matrix. By inspection we can see that the
determinant of this triangular matrix is non-zero, being the product of its
three diagonal elements 1 x 13 x (—69) = —897. Therefore its rank is 3 and so
the rank of matrix A is also 3.
Try another one for yourself.
Example 3
eee ey
PeAerAn OL A =" Pk O ROut WSs ts cccce
se
2p 44.
12
4
Because
S892 —6 —16
Ae 6 Loss 5 6 Subtracting 3 times row 2
9 7 a 7 4 from row 1
ak
and oS $f =0. So the rank of this matrix is not 3. The largest
0 0 0
square sub-matrix of this matrix with non-zero determinant is, by inspection,
of order 2 and so the rank of this matrix, and hence the rank of the equivalent
matrix A is 2.
Finally try a non-square matrix.
Example 4
De ae
ihe rank Or A= 1'0 8 2 4.) isi....J.t-...
ae aes ae?
13
Because
Z'2ZEN3% 4 0 -12 -3 -3
Aerie 29 oA 10 g. pny Subtracting2 times
| a des 2 1 7 3 2 row 3 from row 1
0 -8 -2 -2
AAO” yp Ded Multiplying row1
ee eae A Mh
eet Sasa
ao lidiarR 2.4 Adding row
2 to
NEE ae Page row1
It is possible to find a 3 x 3 sub-matrix of this matrix that has non-zero
determinant, namely
OO 2 eZ
8 2 4 ]| where 8 2 4 = 2(24 — 14) = 20.
SSPE ee? fe tee?
Consequently, this matrix and hence matrix A has rank 3.
Linear Algebra
EES.
15 Example
ib # on X41 4
If = th
ie Ae (5) i
1 ure
A= ( ) and d= (5 ee
2 6 246-5
les
Rank of A: ; [= 6 = 0 ., rank
of A=1
5
Rank of Ap: = 0 as before
2b
3 4
but 6 «|=15 -24=-9 |. tank
of Ay = Z
Matrix algebra
no solution exists 16
Remember that, for consistency,
Fak OA ce tcc
17
Uniqueness of solutions
1 With a set of n equations in n unknowns, the equations are consistent if
the coefficient matrix A and the augmented matrix Ay are each of rank n.
There is then a unique solution for the n equations.
Note that if the rank of A = n then A is a non-singular sub-matrix of Ay
and so the rank of Ay = n also. Therefore there is no need to test for the
rank of A» in this case.
2 If the rank of A and that of A, is m, where m <n, then the matrix A is
singular, i.e. |A| = 0, and there will be an infinite number of solutions for
the equations.
3 As we have already seen, if the rank of A < the rank of Aj, then no solution
exists.
Copy these up in your record book; they are important
Example
—4 5 X1 ay —3
—-8 10/\x2/ \-6
Finding the rank of A and of Ay leads us to the conclusion that
100 Bee Linear Algebra
19 there is an infinite
number of solutions
Because
_ 5 by 8 4 3
Rank of Ay: = 0; = (): =")
zea > a 1 ra ihe sr
Rank of Ay = 1 =
Rank of A= rank of Ay = 1
20 4
Now for some examples for you to try. In each of the following cases, apply
the rank tests to determine the nature of the solutions. Do not solve the sets of
equations.
Example1
ee X41 1
ee a Xo ke | 2
1 4 3 X3 3
eZ. — 1 eZ. ak i
A= 1735 4 FZ and5An== [304 wee
1 AY 3 1 4 3 3
)
Matrix algebra 101°
Because
Example 2
vane Sema} x] Z
4 Lok et ee
3 il X3 1
no solution is possible 22
Because
2 -1 7 2 £102
Aree 4 eo te Ape |4 22°85
3 1. 3 3 Rae ee |
n=B: rank of A = 2; rank of Ap = 3
*. rank of A < rank of Ay
*. No solution exists
and finally
Example 3
Lees XxX 1
pees 4+ X2 = 2
2 35 1 X3 S
Because
1) 2a =5 lA 2 dad: 1
A= e738 aad and. Avieas| 1 G3 AN a Z
24. on A Zine 2S
Rank of A:
12243 1° 2 -3
‘Aca iid oO e414 Oe.1 © *7 Subtracting row 1 from row2
2aS eel PD |
12 -3
Ot Subtracting 2 times row 1
Oar from row2
1 Inverse method 24
Let us work through an example by way of explanation.
Example 1
To solve 3x,;+2x2-— x3=4
2X1 — X2+2x3=10
X1 — 3x2 — 4x3 =5.
We first write this in matrix form, which is
25
3 2 -1 Xj 4
Thenif A=|2 -1 2] then | x. ] =A?! 10
1 -—3 -4 X3 5
27 1621.31.35
c= (10 =}} <§
-S 11 7
As a check that all the calculations have been done correctly and without
error, the product of matrix A with its adjoint should be equal to the unit
matrix multiplied by the determinant of A. That is
AxadjA=detAxI
For this case
3 2 -1 oy rk eee
AxadjA=|]|2 -1 2 10 -11 -8
1 -3 -4 -§ ll —7
aa. ee
= fey oo: e
o 0S
=detAxlI
So | x2 | =A™'] 10 |becomes
X3 $
Xy a 31 3 o
Xe i= a 10 -ll =f 10.) seuieeis ie.
X3 S53] 7 $
Matrix algebra
105
Because
x1 10 11 3 4
1
X2 |= 55 10 =117 =s 10
X3 —5 11 —/7 5
40 +110 +15 3
1
=s5 40 -110 -40 |=] -2
Example 2
Ay Ai2 Ai3
C=] Agi Azo Az3
Az1 ~A32~ A33
— aS i) = 3 i =?
Au ie = 1 Aj2 ; 4 13 ; 1
5) 1 4 1 4 5
Anes
21 |1 % ECE ita
22 ; a 211 ofAgg23 = ; 3 =19
3 1 4 1 4 5
A31 = i a =—13 Az=
32 : 3 = 13 A33333 = “A= —13
1 —7 5 il 9 —13
C= O11 19 oS) Creat eee lel seme 3
—13 13, .~—13 S 19 .—13
i ty 1 9 —13
A a4 Riek T
SEER otal
26 peed Pe Pe ea
5
Xi 2 —13 2
1
bby || A= 9.N a= 6M a ae
6 = 141 13
X3 1 —13 il
+63 —-13
1
=-— —77
26 aa 13
10 +133 —-13
2
1
=-5-| -78 |=-| -3
5
x, = —2; Koes x3=
With a set of four equations with four unknowns, the method becomes
somewhat tedious as there are then sixteen cofactors to be evaluated and each
one is a third-order determinant! There are, however, other methods that can
be applied — so let us see method 2.
@
Matrix algebra | ee Yd
Example 1
2. 1 1 xy 5
This can be written | 1 3 y) ey | ]
3 —2 -4 X3 4
£ 50-6 5
where [«1 |may be regarded as the coefficient of (1
GO. 50s 4 —4
31 The rest of the working is mainly concerned with applying row transforma-
tions to convertthe left-hand half of the matrix to a unit matrix and the right-
hand side to the inverse, eventually obtaining
bree
ik AO Oy eFe Jae xe
QE OT ate
OF 0 “Liege Je dy
(8 2)(2)-2(a at 3)(4)
TOCA
1am 5
iene) 5
[ov
@
Matrix algebra 109°
X1 \ AO a — Fn ah 34 2
X2 | ==>] —5O0 +11 -12] = + —51 ]=]| -—3
7 17
X3 35 —7 +20 68 4
26 =F X2 = —3; x3=4
Of course, there is no set pattern of how to carry out the row transformations.
It depends on one’s ingenuity and every case is different. Here is a further
example.
Example 2
2X1 = X2 — 3x3 = 1
X,+2x2+ xX3=3
2X1 — 2X2 — 5x3 = 2.
First write the set of equations in matrix form — with the unit matrix included.
TS AY Orcas
35 ly 2h la Oo ee
PS ea Pe 2
O° =-6 —-7 0 =2 "1
Because
x1 1 8— 3—10 1 —5 =<
x2 mn —7+12+10 foe 1ST ee 3
X3 6— 6—10 —10 —2
Let us now look at a somewhat similar method with rather fewer steps
involved.
SO move on
ey)
Matrix algebra
111
Example 1
2X1 — 3X2 + 2x3 =9
2 —3 2 xX] 9
3 2 -1 Koei] =! [A
1 -4 2 X3 6
We then form the augmented coefficient matrix by including the constants as an
extra column on the right-hand side of the matrix
ine et 8
oe Cee we
Re a
Now we operate on the rows to convert the first three columns into an upper
triangular matrix
(I)~(3) /1 -4 2 6 (2)~(3) /1 -4 2 6
3 2a | Me 2 -3 ZZ aD
2 -3 Ziad 3 2-1 4
(2)—2(1)—-f-1- =4,-- 2 6 (2)+5 (1-4 2 -6
(3)-3(1) |O0 5 -2 -3 (3)+7 |O 1 -% -2
QO 14 -7 -14 0 2-1 -2
(3) 2/2) 71 34iae2y 6 (3)x(-S) /1 -4 2 6
0 1-2 -3 0 1 -% -3
0.46 -} —3 ages tenis Eee
The first three columns now form an upper triangular matrix which has been
our purpose. If we now detach the fourth column back to its original position
on the right-hand side of the matrix equation, we have
112 Linear Algebra
39
Example2
X1 + 3x2 —2x34+ X4=-1
2X1 —2X2+ X%3-—2xX%4= 1
Xi+ X2—3x%3+ X4= 6
3X1 — X2+2x3-— xX4= 3.
First we write this in matrix form and compile the augmented matrix which is
40
4
Matrix algebra 113,
Here is one way. You may well have taken quite a different route.
RE Re Aieste on
eae A et
io U3 SG
eT ROCHE e Ae
SO The YE os ere ae
(Qiajmeito #8 Sriey ft Use
Aaa wto 2 21), 6 bly
0 2°03! Lor? 73
yas fi Bh 1 ay
(3) Re en 74 LG
0 teen eo thy
Deak vol) 23
ONDER 5 PEL ees, ae
Bie 104 2 ote Ow 3
OF O=sie peed
060 serie eset 20
a7 ilk eee
Gm eed ott ua
yes ay Pelana ent
Lite Se Se
Returning the right-hand column to its original position
1 SH BA x1 —1
Ope 2.. 3 = 0 hd le 3
0 O -1 0 X3 x 1
0 O O -4 X4 —16
Expanding from the bottom row, we have
—4x, = —16 eS
—x3=1 eee al
—2x2+3x3=3 ©. —2x2=6 J. X2=-3
X,+3x2—2x34+X4=-1 |. x1 -9424+4=-1 See (pee
eeQ 2s to oN Xa— ta 4
114 Linear Algebra
Because
Ip1U12 + Io2U22 = 5 that is 3 x 2+h2x1=5 and sol. =—-1
Ip1U13 + 12223 = 8 that is 3 x 3+ (—1) x U3 = 8 and so 23 = 1
131412 + 132U22 = 9 that is 4 x 2+1]32 x 1=9 and so 132 = 1
13343 + 132U23 + 133433 = 10 that is 4x 34+1x1+h3x1=10
and so [33 = —3
Now we substitute all these values back into the upper and lower triangular
matrices and obtain
Matrix algebra
115
A=EGS3-=1 0 i ey ae |
4} 1 -3 eet
We have thus expressed the given matrix A as the product of lower and upper
triangular matrices. Let us now see how we use them.
Example 1
X1+2x2+ 3x3=16
oe + 5X2 + 8x3 = 43
Lees SS xy 16
test tf 3) ye! Soule G43 i.e. Ax = b.
49 10 X3 57
La Oe | Se
A=LU=/;3 -1 0 Se aa
4 1 -3 0 0 1
To solve Ax = b, we have LUx=b_ i.e. L(Ux) =b
Putting Ux = y, we solve Ly = b to obtain y
and then Ux = y to obtain x.
Lie es. 0 V1 16
(a) Solving Ly = b 3 -1 0O y2 | =] 43
4 1 -3 ¥3 a7
Expanding from the top ¥i=16; 3y,-—y2=43 .. y2=S; and
4y, + y2 — 3y3 35) ae 64+ 5 — 3y3 = ees y3=4
Loz <3 X1 16
(b) Solving Ux = y ae eS | x27 = 1 S
OP wee X3 +4
Note:
1 Ifd; = 0, then either decomposition is not possible, or, if A is singular, i.e.
A! = 0, there is an infinite number of possible decompositions.
2 Instead of putting uw); = ud: = uy3...=—1, we could have used the
alternative substitution /;; = 2 = /;3... = 1 and obtained values of 8),
U22, W433... etc. The working is as before.
3 One advantage of employing LU decomposition over Gaussian elimina-
tion is in the solution of a sequence of problems in which the same
coefficient matrix occurs.
Now for another example.
46 Example 2
X, + 3x2 + 2x3 = 19
ly lo b3/\0 0 1
Ii hatha hhiths
=] hn Inti2+h2 bniths + hates
In Ratha + he Its + bettas + bs
: ENS Pe
Fiat Neg
4°23
Now we have to find the values of the various elements. The usual order of
doing this is shown by the diagram.
Matrix algebra pte ae
a 3
etc.
That is, first we can write down values for 1;;, Io), Iz; from the left-hand
column; then follow this by finding u12, u;3 from the top row; and proceed for
the others.
So, completing the two triangular matrices, we have
47
Because
1 0 0\/y 19
2 =-5 0} y)= {13
os (ee on 31
Expanding from the top gives
¥7=195 yo=S; yz =5.
(b) Now solve Ux=y from which x,=............ ana) ie cn Sn Beeseun
Linear Algebra
Because we have
Ux >)
a X} 19
ie |Onde 2] [ae] =p 5
ys X3 5
SSeS aS S
We can of course apply the same method to a set of four equations.
Example 3
X, + 2x2 — X3
+ 3X4 9
2x; — X2+3x3+2xy = 23
2 -l 3:22 X2 23
i.e. = ~ Ax=b
sh eho 2 Fie cay
4 § =2 2 X4 =—2
iy’ OY UY 0 1 2 Wy3 Wye | re -ae? Ge}
A-LU= ln IpIle O O OQ 1 Ugg Ue: a 2 = 1 2
I3y I3> l33 0 Os 0 1 Uz4 be 3 ihe |
Y4
51
(b) Solving Ux =y
12 -1 3 xy 9
01-1 #¢/] x -1
00 1 -8]| x3] | -25
0 O 0 1 X4 5
Comparison of methods
Inverse method
An efficient method but each case is different and relies on ingenuity to see
the way forward. iS
The most efficient method and should be used in most cases. It must be used
when there is a singular or non-square system.
then simplifies to
(a1 — A) a\2 2 aie Gin xy 0
a2 (d22 — X) ee a2n X2 O
an An2 (Ann = X) Xn 0
the unit matrix I being introduced since we can subtract only a matrix from
another matrix.
For this set of homogeneous linear equations (right-hand side constant
terms all zero) to have non-trivial solutions
|A — \I| must be zero
This is called the characteristic determinant of A and |A—AI{=0 is the
characteristic equation, the solution of which gives the values of A , i.e. the
eigenvalues of A.
Example 1 54
Ax
= Ax where
A = ¥ “4?
Because
jue
O
20)
1 X2
X1
0
0
me “heed cand SD
A X1 0
é sean es)
Multiplying out the left-hand side, we get
from which we get x2 = — $x; i.e. not specific values for x; and x2, but a
relationship bettveen them. Whatever value we assign to x; we obtain a
o=(3)=(4)
=(8)e(a2)
corresponding value of x2.
By
3
This is now scaled up by multiplying by 3 to give
=O :
Because, with \2 = 5, (A — \I)x = 0 becomes
(G 1)-8( HC) =)
4 1
Ziad
Leipga f
5 0
X2
x,
0
0
iG wip 5) He) = bo)
—3 3 x1 0
( 4 Oa)
— 3X1 +3x2=0 x2 =x
ie.
1
with A2 = S, the corresponding eigenvector is x2 = a(1 )
1
Again, taking 6 = 1, for \2 =5, x2= (A)
1
» Gi (‘i corresponding to A2 = S.
Example 2
59 |
Because the equation is (3 — \)(4—A)-20=0 .. \*—7\—-8=0 |
. AFtYA=
8) =00 SAS—Lfors
2 Because
E@
( aN {(; 10 ( 0
A= A ={-1)
2. Wa ny 01
0
1
>
-. 4%,+10%2=0 ©. x2 =—=X1 X1= a( 2
: 5
‘with a=1 A,;=-—1 and x1 = ( )
‘ —2
(b) In the same way the corresponding eigenvector x2 for \2 = 8 is
Because
G2 a)-*0 3
2,
‘with, 6:=1,. Az—8.-and x2 = ( )
@
Matrix algebra
Example 3
Because
(1 —A){(2 = X\(=3 = A) — 0} 4+-4 (0 = 3(2 — A)} =0
(1—A)(2 ~ A)(=3 — A) — 12(2 =A) =0
* (2=A){((1=A\(-3 — A) — 12} =0
* \=2 or W4+2A-15=0 .. (A—3)(A4+5) =0
tA Shay
3) OL =O
0 0 O pe eo a8
3 1 -5 X3 0
63 4
xX, = —7
1
- - > 7 1 7 i
- X1, X2, X3 are in the ratio 1: —3:7 ie. 4:—7:1 XX,= | —7
(8 3)-a(o 49)(2)-(3)
from which a corresponding eigenvector is
64
Because 5
iu. Ss 3 0
02 Oj;-]0 0
3 1 -3 0 0
—2 0
0 0
3 0
J. —2x,+4x%3=0 -
2
Also —x2=0 .. x%2=0 gaxXo — 120
1
65
Cayley—Hamilton theorem
The Cayley—Hamilton theorem states that every square matrix satisfies its 66 |
characteristic equation. For example the matrix
Aaha a) 25 3
67 A2—-7A—81=0
Because
: S10 eG 29 70
Afi so that
Zee 14 36
29 70 3 10 1 0
A“ -7A-8I = =
14 36 4 ant
29 70 70 Sp neo
ye) 44.0436 28 oe) 1-0 6
Now on to something different
7)
Matrix algebra 129
(00_(2.3)(fi) =
That is
F(x) = AF(x)
where (fi)
F(x) _= Gl (A)
R(x)_ ESS and. A=
ie
(4 1) and
.
where
kCe = ACe* 70
Because
F(x) = Ce so F(x) = kCe™. Since F(x) = AF(x) then kCe* = ACe*
Dividing both sides by e gives
kC = AC that is AC = kC.
So, from Frame 53, k is an eigenvalue of A and C is the corresponding
eigenvector. Therefore, we must first find the eigenvalues of A and for this
matrix these have been found earlier in Frames 54 to 57. They are
3
\ = —2 (and so k = —2) with corresponding eigenvector ( ‘)
1
\ = 5 (and so k = 5) with corresponding eigenvector (;)
Because
F(x) =A 2\e™ 4B 7
Applying the boundary conditions gives F(0) =............
7 ro)= (in)=(7)
Because
3 1 3 1
F(x) nately le +B(, Je and so F(0) =4(. 4)+B(1)
—4A+B 1
Therefore
73 F(x) = ( re (117
—4/7 11/7
Summary
To solve an equation of the form
F (x) = AF(x)
1 Find the eigenvalues ;, A2,..., An of A (assuming they are all distinct)
2 Find the associated eigenvectors C;, Cz,..., C,
3 Write the solution of the equation as F(x) = >>", (A,e**)C, and use the
boundary conditions to find the values of a, for r= 1, 2,..., n.
Now you try one.
Next frame
Matrix algebra 131
Example 2 74
75
Because
That is
(fs)= S)(G3) i
F(x) = AF(x)
F(0) = eat
To solve the matrix equation we first need the eigenvalues and associated
eigenvectors of the matrix A. These have already been found in Frames 57 to
61 and they are
S
\ = —1 with corresponding eigenvector ( |
2
\ = 8 with corresponding eigenvector (:)
Because
fi(x) 5 = 2 xX
0) = (1)=(ico)) = Cana)
0 0 5A + 2B
1 f2(0) —2A +B
This gives the pait of simultaneous equations
SA +2B=0
which have solution
—2A+B=1
2
Matrix algebra 133
Diagonalization of a matrix
Modal matrix 80
We have already discussed the eigenvalues and eigenvectors of a matrix A of
order n. In this section we shall assume that all the eigenvalues are distinct. If
the n eigenvectors x; are arranged as columns of a square matrix, the modal
matrix of A, denoted by M, is formed
le. M= (X1, b, Neeae Sr,
Spectral matrix
Also, we define the spectral matrix of A, i.e. S, as a diagonal matrix with the
eigenvalues only on the main diagonal
Ati Owe Dee
Om tor) 3 0
Leo oes :
A ool 0Tn 6 ee Fe oO
So, in the example above, S=............
81
poate
QO. 3
M= fl 1 Die Soe 0
Gea 0 0 4
\ «OO 0
0 A2 0
Now S= y , t Pa (Aix \OD.GE moe Anda) = MS
OF OR aA,
“. AM = MS
83 Example 1
(Oe =12 84 |
M! = 3/8 1/4 1/4
1/Se 1/28. 1/4
Here is one way of determining the inverse. You may have done it by another.
ole 2 ny NG pa Orel O
tea 0 OF OX Oia |e ee) 04
beiesa! 0 041 i ae a sa LA
1 @.'0 40 —1 pmo 00) a DT u0e aype40
~ [°es Panel a egFas Eee [°Linsdhl Dei /Ee 4
OU Zeman s7 ad 0908 Billo af7e- 2
POP 0s Peetiye ae
~ [°eS tele cla 9 dalla |
eae hanes Wir enBee ae
1° 0 BO dels Clete erecal)
0 ! 3/8 7/28 1/4
0 0 ' 1/8 1/28 -1/4
O- 1/7 * 0
“ M1=1]3/8 1/4 1/4
18° 1/28" 174
1 Os ee a
So now A=|0 2 QO] and M=|] -7 O 0
3 1 =3 1 it 3
le 5 pam oe pe 8 6 -10
AM=|0"°2 O]|=7 0 O|}=/[-14'0° oO
3° 1as3 i bee ye eeu (-:
g* =1/7 "0 86210
Then M'AM=] 3/8 1/4 1/4]] -14 0 0
1/8 1/28 -1/4 7 ave 1S
136 Linear Algebra
85
Example 2
—-6 5
A= ( ), M =e. fara te Mie = i gto of:
4 2
and hence M-'AMe=]}............
Work through it éntirely on your own:
(1) Determine the eigenvalues and corresponding eigenvectors.
(2) Hence form the matrix M.
(3) Determine M “|, the inverse of M.
(4) Finally form the matrix products AM and M_!(AM).
Matrix algebra
137
: fA. 6 :
( ea
1/6 OY, a
eee
AM = (5 vg)
86
(a) 4; =4
White =(or)baa) (a)
4 2
=
QO 4
5
X2
-_
0
oes 0 a P99al
‘Spe wpe -—6 5 8 0 xX] é:
ts io)le)-(
LD Xj =
=,
EU alkitee Oxo Oo X2 = —2x x m= (>
i eas fa (5
Seedy 4)
: a 1 tae Reng8
To find M € Sp A
Cr ae eaiaiyed
Sl Oe) Car) a Ciiaety
aon. Ht EGY od
‘. M-'AM = o 3)
138 Linear Algebra
Example 1
= That is
(G8 Zea) (Ae)
F’ (x) = AF(x)
1
A= 5S with corresponding eigenvector (a
The modal matrix of A is the matrix M and the spectral matrix of A is the
matrix § where
m= (" = io s=(-- me
#
Matrix algebra 139
Because
If we now define the matrix G(x) by the equation F(x) =MG{(x), then
differentiating gives
F’(x) = [MG(x)|"= MG" (x) where
F’(x) = AF(x) = AMG(x)
and so, from Frame 85, M-'MG"(x) = G(x) = M-'AMG(x) = SG(x). That is
G" (x) = SG(x)
Therefore, in component terms
Mis |Sty Vn — 12 aN eee
e"(x) = (1) )= sew) & 5) \g0(x)
81 (x) = ...81(x) with solution gy (x) =
82 (X) =...82(X) with solution g2(x) =
and so |
Because
3k,e/¥2* te 3k, xe V2
= 3ki (cos V2x +jsin v2x) + 3ki2 (cos V2x —jsin v2x)
ko1eY* + ko2e~V5*
= Koy (cosh V5x + sinh v5x) + ko2 (cosh V5x — sinh v5x)
@
Matrix algebra 141
That is
FX =. reso
FHX) 4s saees
and so
fi(x) = 3P cos V2x + 3Q sin V2x + Rcosh V5x + Ssinh V5x
fo(x) = —4P cos V2x — 4Q sin V2x + Rcosh V5x + Ssinh V5x
Applying the boundary conditions, we find
Because
F(0)=
(2) (8)-(308na
F(0) = @ )- roe Gee
(0)
—4V2Q + V5S
This gives the two sets of simultaneous equations
3P+R=2 3V2Q+ V5S=4
an which have solution
—4P+R=1 —4/2Q
+ V5S=3
Pe cee De Sas atte 3:
142 Linear Algebra
Summary
To solve the system of coupled second-order differential equations
F’ (x) = AF(x)
1 Find the eigenvalues and eigenvectors of matrix A and construct the
modal matrix M and the diagonal spectral matrix $
2 Solve the equation G’(x) = SG(x)
(note that even though M | is used there was no need to
calculate it) :
3 Apply F(x) = MG(x) to find F(x).
Try one yourself.
Next frame
97 Example 2
Because
feneredDove) a
That is
wn = (0 (maa (5)
F’ (x) = AF(x)
2
\ = 8 with corresponding eigenvector € )
Because
F(x) = oe
) (ee
and so
fi(x) = 5Pcosx+5Qsinx + 2R cosh 2V2x + 2S sinh 2V2x
fo(x) = —2P cos x — 2Q sinx + Rcosh2V2x + Ssinh 2V2x
Applying the boundary conditions, we find
Because
The boundary conditions are f,(0) = 0, f2(0) = 1, f{(0) =1 and f5(0) =0,
ro=(})e(=f(Sarieeo))#8
therefore
ror=(3)=(=(Sfieagn))
This gives the two sets of simultaneous equations
5P+2R=0 5Q4+4V2S=1
and which have solution
—2P+R=1 ~2Q +2V25 =0
4 on 2) oer
fal x)= 9 COSx — 5 Sin x + 5 cosh 2V2x + 9pqsinh 2v2x
Matrix algebra 145
Matrix transformation
y x-y plane v | u-y plane 103 |
If for every point Q (u, v) in the u-v plane there is a corresponding point P
(x, y) in the x-y plane, then there is a relationship between the two sets of
coordinates. In the simple case of scaling the coordinate where
u = ax and v = by
we have a linear transformation and we can combine these in matrix form
¥ _ fa 0\(x
v) \O bj\y
vector (>) in one set of coordinates and the vector 4 in the other
set of coordinates.
Similarly, if we solve the two equations for x and y, we have
1 1
tmeu and saad “i
: 4 arwe a)
the x-y
which allows us to transform back from the u-v plane coordinates to
plane coordinates.
Now for an example.
146 Linear Algebra
Example
In this case
(=(2 G)=(3)
u-v plane
There are severak ways of finding the inverse of a matrix. One method is as
follows.
T=
(2
oa1)
eT ey x)
PaallaG 1 0 CO
- — e-
©
oe
Sire (cates ia
So we have U=TX |. X=T'U
of Nara. OF 8
cis) ee ee Ba
6-2) om
transforms into
Rotation of axes
A mote interesting case occurs with a degree of rotation between the two sets
of coordinate axes.
Let P be the point (x,y) in the x-y plane and the point (u,v) in the w-v plane.
Let 6 be the angle of rotation between the two systems. From the diagram we
can see that
x = ucosé —vsin#é
y =usin@
+ vcosé
(1)
‘ , x\ /cos@ —siné@\/u
In matrix form, this becomes (7) = ee:Q Ree ) fa
ut
cM
* i.
Linear Algebra
Sete &
So we have
(es = Boas sey eel
\y/ \sin@ cosé/\v
a) ( cos @ mon) (e)
and = :
Vv —sin@ cosé/\y
ie.X=TU and U=T'!X
where T is the matrix of transformation and the equations provide a linear
transformation between the two sets of coordinates.
Example
If the u-v plane axes rotate through 30° in an counterclockwise manner from
the x-y plane axes, determine the (u, v) coordinates of a point whose (x, y)
coordinates are x = 2, y = 3 in the x-y plane.
This is a straightforward application of the results above.
Matrix algebra 1490
u 34.3) 108
(") i ae BS a)
Because
Sr eet) eta
pyene 1/2 1@
-1/2 V3/2)\3
= ckon.69 w con
-14+3V3/2 1-60
As usual, the Program ends with the Summary, to be read in conjunction with
the Can You? checklist. Go back to the relevant part of the Program for any
points on which you are unsure. The Test exercise should then be
straightforward and the Further problems give valuable additional practice.
Bp Summary 4
1 Singular square matrix: |A| = O 109
Non-singular square matrix |A| # 0.
2 Rank of a matrix - order of the largest non-zero determinant that can be
formed from the elements of the matrix.
3 Elementary operations and equivalent matrices
Each of the following row operations on matrix A produces a row
equivalent matrix B where the order and rank of B are the same as those of
A. We write A ~ B.
(1) Interchanging two rows
(2) Multiplying each element of a row by the same non-zero scalar
quantity
(3) Adding or subtracting corresponding elements from those of another
row.
These operations are called elementary row operations. There is a
corresponding set of three elementary column operations that can be used
to form column equivalent matrices.
4 Sg gtSe
Linear Algebra
Nee =i oti tt
@
Matrix algebra 151
(a) Find the eigenvalues and eigenvectors of matrix A and construct the
modal matrix M and the diagonal spectral matrix $
Oi opine
A1, A2, -.+, An are the eigenvalues of A.
11 Solving systems of second-order ordinary differential equations
To solve an equation of the form
PF’ (x) = AF(x)
and use the boundary conditions to find the values of a, and b, for
(Pal erate Ue
12. Matrix transformation
(a) U = TX, where T is a transformation matrix, transforms a vector in
the x-y plane to a corresponding vector in the u-v plane. Similarly,
X = T-'U converts a vector in the u-v plane to a corresponding vector
in the x-y plane.
(b) Rotation of axes
u =( cos 6 aoaley
@ ~ \—siné cosé/\y
(*) a (am ea
y/ \sin@ cos@/\v
152 Linear Algebra
4 Can You?
|110 Checklist 4 | |
Check this list before and after you try the end of Program test.
On a scale of 1 to 5 how confident are you that you can: Frames
1) =2,-—4 —3
where A= | 2 1¥—3 | andb= rd ie
1 3 Zz 5
1 -—2 1 7
nn If Ax =b where A= ( 1 2) and b= (2). express A as the
5 3 3 5
product A = LU where L and U are lower and upper-triangular
matrices and hence determine the values of x;, X2, X3.
(a) M = (X,X2)
(b) M!
(c) M-'AM.
io Solve the system of first-order differential equations
f(x) = Sfi(x) — 2f2(x) where [1 (0) = —3 and f2(0) = 2.
f(x) = —filx) + 4f2(%)
| 154 ee Linear Algebra
Further problems 4
3X1 — X2 —2x3+2x4=6
X14+3xX2—-— x3+ x%4=8
(Cc) X1+2x24+5x3+ x =4
| 3x1 — 4X2 + 3x3 — 2x4 =7
4x, + 3x2 +2x3-— x4=1
X1 — 2X2
— 4x3 — xX4=2.
2
Matrix algebra Peay aD
i eo: 6 ee RS
—6 5 -5 9
() A=( 4 >) (a) A=( 1 3)
er 5 =o 81
fe, aati 3s I | (f) a-( 1 |
reall 0 Jini 3. O*1
6 4 10 -8
3 mae( 2 2 }
7 E| gk aba.
6 Solve each of the following systems of first-order differential equations.
(a) fi(x) = 2fi(x) — Sfa(x)
fa(x) = fix) — 4fa(x)
where f;(0) = 1 and f2(0) =
1 cy ie)
lias : 10 3) determine the three eigenvalues \;, A2, A3 of A
0 -3 9
~9 1 gt
and verify that if M=| 3 2 4] then M'‘'AM=S, where § is a
1 3 -3
diagonal matrix with elements 1, 2, A3.
8 10° 7
Invert the matrix A=|5 9 4 | and hence solve the equations
OFT ia
8h +10bh+71,= O
5h + 9+
413 = -9 =
97,+11,+4+88= 1.
T2503 —2 6 -4
If A=|4 6 7] and B={-1 -6 5S], verify that AB=kI
esse 2 2 -2
where I is a unit matrix and k is‘a constant. Hence solve the equations
X1 + 2x2
+ 3x3 =2
2
A force F acting at a point P is a vector
quantity, since to define it completely we
must give:
(a) its magnitude, and also
(ER) aS teresaache
3 %
So that:
(a) A temperature of 100°C is a....../..... quantity.
(b) An acceleration of 9.8 m/s” vertically downwards isa............ quantity.
(Cc). Tne weight ofa 7 Ke mass 1580 oro ee quantity.
(Ui The sui Of LOU aSudies. ce eee -G: quantity.
(e) A north-easterly wind of 20 knots isa............ quantity.
4 (a) scalar (b) vector (c) vector (d) scalar (e) vector
Since, in (b), (c) and (e) the complete description of the quantity includes not
only its magnitude, but also its ............
fe
Move on to Frame 6
Vectors 159
Vector representation
A vector quantity can be represented graphically by a line, drawn so that: 6
(a) the length of the line denotes the magnitude of the quantity, according to
some stated vector scale
(b) the direction of the line denotes the direction in which the vector quantity
acts. The sense of the direction is indicated by an arrowhead.
e.g. A horizontal force of 35 N acting to the right, would be indicated by a line
and if the chosen vector scale were 1cm=10N, the line would be
rr eee cm long
7
The vector quantity AB is referred to as B
AB ora
The magnitude of the vector quantity is
written |AB|, or |a|, or simply AB or a.
Note that BA would represent a vector quantity of the same magnitude but
with opposite sense.
On to Frame 8
To find the sum of two vectors a and b then, we draw them as a chain, starting
the second where the first ends: the sum c is given by the single vector joining
the start of the first to the end of the second.
e.g. if p =a force of 40 N, acting in the direction due east
q = a force of 30 N, acting in the direction due north
then the magnitude of the vector sum r of these will forces will be
12 Because
72 =p? dlg?
a+b=AC
AC+c=AD
a+b+c=AD
AD+d=AE
a+bic+d=AE
i.e. the sum of all vectors, a,b,c,d, is given by the single vector joining the
start of the first to the end of the last — in this case, AE. This follows directly
from our previous definition of the sum of two vectors.
R Similarly:
Q T PO'4/OR
2 RS STS ee.
13
Now suppose that in another case, we draw the vector diagram to find the sum
of a,b,c,d,e, and discover that the resulting diagram is, in fact, a closed
figure.
D What is the sum of the vectors
d a,b,c, d,e in this case?
E Cc
Cc
{=}
b
A a B
Because we said in the previous case, that the vector sum was given by the
single equivalent vector joining the beginning of the first vector to the end of
the last.
But, if the vector diagram is a closed figure, the end of the last vector
coincides with the beginning of the first, so that the resultant sum is a vector
with no magnitude.
162 Linear Algebra
Without drawing a diagram, we can see that the vectors are arranged in a
chain, each beginning where the previous one left off. The sum is therefore
given by the vector joining the beginning of the first vector to the end of the
last.
-, Sum = AF
In the same way:
AK >) KL LP=P PO 58a oo
15
Right. Now what about this one?
Find the sum of AB—CB+CD-—ED
We must beware of the negative vectors. Remember that —CB = BC, i.e. the
same magnitude and direction but in the opposite sense.
Also —ED = DE
. AB—CB+CD-—ED=AB+BC+CD+DE
= Ar
Now you do this one:
Find the vector sum AB+BC—DC—AD
When you have the result, move on to Frame 16
|16 o
Because
When you have finished all four, check with the results in the next frame
a
Vectors 163
Now on to Frame 18
Example 1
ABCD is a quadrilateral, with G and H the mid-points of DA and BC
respectively. Show that AB + DC = 2GH. oe
We can replace vector AB by any chain of
B vectors so long as they start at A and end at B
e.g. we could say
Q 7
AB = AG + GH + HB
164 Linear Algebra
19 , DC = DG + GH + HC
So we have:
20 Example 2
Points L, M, N are mid-points of the sides AB, BC, CA of the triangle ABC.
Show that: ‘
(a) AB+BC+CA=0
(b) 2AB + 3BC + CA = 2LC
(c) AM+BN+CL=0
A (a) Wecan dispose of the first part straight away
without any trouble. We can see from the vector
diagram that AB + BC + CA = O since these three
vectOrs Foray allt ee
21 |closed figure |
Now for part (b):
2LC 22 |
Because
Che GA 4AL 23
So AM + BN + CL = AB+ BM + BC+CN+CA+AL
= (AB + BC + CA) + (BM + CN + AL)
= (AB + BC+CA) +5 (BC+ CA+ AB)
Finish it off
AM +BN+CL=0 24
a Thy arta ee ee ne Aopen gga
Because AM + BN + CL = (AB + BC + CA) +5 (BC + CA + AB)
Example 3
A D
CB = CP+PQ+
QB; CD =CP+PQ+QD
27 AP+CP=0
28
Since Q is the mid-point of BD... QD = —QB
“. QB+ QD = QB- QB=0
~, AB+AD+CB+CD
= 4PQ +040 = 4PQ
7)
Vectors 167
B Cc
Now express DA and AE in terms of BA and AC respectively and see if you can
get the required results.
Then on to Frame 30
Se (BA-+AC
taleg ee 25oN
SORA+<AC
es be
DE = —7 BC
33
Because Zz — Z = (444+ 35) — (i+ 2j)
= 41+ 3j — 3i - 2j
=li+lj
=i+j
Similarly, if z; = Si — 2j; Z2 = 31+ 3j; z3 = 41 - 1j
then (a) Zi Loc 23 — eee
and (b) Zi, AZo73 Severs
AB = 2i — 7j 35
Because we have
OA + AB = OB (from diagram)
* AB =OB-—OA
= (Si — 2j) — (3i + Sj) = 2i - 7j
On to Frame 36
Vectors in space
z The axes of reference are defined by 36 |
the ‘right-hand’ rule.
Ox, Oy, Oz form a right-handed set
if rotation from Ox to Oy takes a
right-handed corkscrew action
along the positive direction of Oz.
37 :
z Vector OP is defined by its comporients
5 eee espo a along Ox
cement ! b along Oy
c along Oz
Livy
Then OP = ai+bj+ck
Also OL? = a?.+ b* and OP? = OL? + 7
OP* =a? +b? +c?
So, if r = ai + bj + ck, then r= Va?
+ b? +c?
This gives us an easy way of finding the magnitude of a vector expressed in
terms of the unit vectors.
Now you can do this one:
IP PO = 4143j 4 2k, them (PO|=.........-..
[PQ| = 42 + 32+22
= V16+9+4
— /29 - -
== EE to
as
Vectors 171
Direction cosines
The direction of a vector in three dimensions is determined by the angles 39
which the vector makes with the three axes of reference.
Let OP = r= ai+bj+ck
Then
a
7 = COS a: * @=f1Tcosa
b
~ = Cos 8 b=rcos3
Cc
7 = COS c=Trcosy
Also a? + b? + c# =r?
. Pcos?a +7 cos? 3 +r? cos?
y = r*
cos? a + cos” 3 + cos? 7 = 1
If |= cosa
m= cos 3
r = 3i— 2j+6k 40
a=3, b=-2, c=6, Tr=V9+4+36
r= V49 =7
aes eee: ee
sags’ Be ~~ Fao?
Just as easy as that!
On to the next frame
ore ae Linear Algebra
la} Summary
41 1 A scalar quantity has magnitude only; a vector quantity has both
magnitude and direction.
2 The axes of reference, Ox, Oy, Oz, are chosen so that they form a right-
handed set. The symbols i, j, kK denote unit vectors in the directions Ox,
Oy, Oz, respectively.
Now you are ready for the Can You? checklist and Test exercise.
So off you go
es
Vectors 173
Further problems 5
The centroid of the triangle OAB is denoted by G. If O is the origin and 44
OA = 4i + 3j, OB = 6% — j, find OG in terms of the unit vectors, i and j.
Find the direction cosines of the vectors whose direction ratios are (3, 4, 5) and
(1, 2, —3). Hence find the angle between the two vectors.
Find the modulus and the direction cosines of each of the vectors 3i + 7j — 4k,
i — Sj — 8k and 6i — 2j + 12k. Find also the modulus and the direction cosines
of their sum.
If AB and BC are two adjacent sides of a regular hexagon, what are the other
sides?
Three vectors are directed along the diagonals of three adjacent faces of a cube
from the same vertex. Show that their sum is twice the vector from the same
vertex directed along the diagonal of the cube.
Show that the diagonals of a parallelogram bisect each other.
A point describes a circle, counterclockwise about the origin in the x-y plane
taking 24 seconds to complete one revolution. If the initial position vector of
the point is i, find the position vector of the point after 2, 6, and 10 seconds.
Given that
r= ai+ bj+ck
Show that the magnitude of r is given as:
r=V@+bh?+C?
Show that if vectors and do not lie in the same direction then:
6b = 0 implies that
aa+ a= 8=0
Vector spaces
Learning outcomes
When you have completed this Program you will be able to:
Define a vector space and develop proofs in general terms
Demonstrate how different mathematical objects can form vector
spaces
e Define a subspace of a vector space
Manipulate ordered n-tuples of real numbers within the context of a
vector space ‘
Define a linear combination of vectors
Define a spanning set of a vector space
Distinguish between linear dependence and linear independence
Apply the test for linear independence
Define the criteria for a basis
Deduce the dimension of a vector space
Vector spaces
175
Introduction
The two operations of the addition of a pair of two-dimensional geometric
vectors and the multiplication by a scalar of a single two-dimensional
geometric vector have certain properties that are retained when the operations
are applied to mathematical objects other than two-dimensional geometric
vectors. It is this commonality of properties that forms the foundation of a
vector space. In what follows, these properties will first be considered from
the viewpoint of two-dimensional geometric vectors before moving on to look
at other mathematical objects.
Next frame
|4 Commutativity _
If a and b stand for any pair of two-dimensional geometric vectors, then:
a+b=b+a
The order in which they are added makes no difference. This property is called
commutativity — we say that the addition of two-dimensional geometric vectors
is a commutative operation. A simple example will suffice to demonstrate
this.
Let a = 2i + 3j and b = 4i-+ Sj so that:
5
Because:
and
|6 Associativity
If a, b and c stand for any three two-dimensional geometric vectors, then:
a+(b+c)=(a+b)4+c
The order in which they are associated when they are added makes no
difference. This property is called associativity - we say that the addition of
two-dimensional geometric vectors is an associative operation. Again, a
simple example will suffice to demonstrate this.
Let a=i— 2j, b = —3i+ 7j, and c = 41 + 2j, then: -
as. (DC): ne. ee and (a+b)+c=............
The answer is in the next frame
Vector spaces 177
Because:
and
9|
Because, for example, if a = 2i + 3j, then:
a+0 = (2i+ 3j) + (Oi + Oj)
= 21+ 3j
=a
The two-dimensional geometric vector 0 — the zero geometric vector — is called
the identity element for addition because when it is added to any two-
dimensional geometric vector it leaves the two-dimensional geometric vector
unchanged.
Move to the next frame
178 Linear Algebra
Because if: z
a = 8i — 9j and a+ (—a) = O where —a = aii + aj, then
a+ (—a) = 81 — 9j + (a1 + aj)
= (8+ a1)i+ (a2 — 9)j
= Oi + Oj
So that:
8+a,=0 giving a;=-—8 and a,—9=0 giving a+2=9
Therefore —a = —8i + 9j
In summary, two-dimensional geometric vectors are closed under addition
and the addition of two-dimensional geometric vectors has the following
properties: z
a+b=b+ia addition is commutative
a+(b+c)=(a+b)+c addition is associative
There is a two-dimensional geometric vector that is denoted by 0 with the
property that, for any two-dimensional geometric vector a:
a+O=a
Again, we say that the collection of all two-dimensional geometric vectors is closed
under scalar multiplication.
Next frame
Properties 14
Given the two scalars (that is numbers) a and 3, then the scalar multiplication
of a two-dimensional geometric vector has the following properties:
a(a+b) = aa+ab
(a+ P)a=aa+ Ba
(a3) = a(a)
la=a
Don’t be put off by this jumble of equations, let’s look at each one in turn —- we
have plenty of time to see what exactly is going on here.
Move to the next frame
GABOs ee: Linear Algebra
16
Because:
a(a +b) = —7((3i + 8j) + (—Si + 2j)|
= —7[—2i + 10§]
= 14i — 70j
And again, with a = —7, a= 31+ 8j, and b = —Si+ 2 j:
17
Because:
aa + ab = —7(3i + 8j) + (—Si + 25)
= —21i — 56j + 35i - 14j
= 141 — 70j
=a(a+b)
So you have shown that with a = —7, a = 3i+ 8j, and b = —Si + 2j, then
a(a+b) =aa+ab
Vector spaces
181
The challenge now is to prove that this equation is true for any value of a and
any pair of two-dimensional geometric vectors a and b. When constructing a
proof we must ensure that each step made can be justified by known rules of
algebraic manipulation. To this end each step will be annotated with the
appropriate rule.
20
Because:
(a+ S)a
= (a+ B)(a,i + apj) writing a in its component form
= (a+ B)ayit+ (at B)agj multiplying by the scalar a +
= ad\i+ Ba,i+ ad2j+ Ba2j eliminating the brackets
= adi + ad2j + Gaji+ Gazj re-arranging the terms
= a(d1i+ doj) + B(a,i+ a2j) factorizing common scalars
=aa+ Ba recognizing the components of a and b
Notice how the left-hand side is first deconstructed into its component
parts by line 3 and then reconstructed in the format of the right-hand side. If
you are not used to this sort of manipulation it can be a bit daunting at first.
Read through those six lines to make sure you understand why each step was
taken when it was.
Another way to achieve the proof is to work backwards as well as forwards at
the same time. See what you can do with the third equation:
(a)a = a(Ga)
again, the left-hand side is:
21 a(a)
Because:
(aB)a= (aB)(a1i + aj) separating a into its component parts
= (af)a,i+ (aG)a2j multiplying by the scalar af
= aBa,i+ aaj eliminating the brackets
= a( Gai + Baj) factor out the scalar a
= a(GB[ayi + apj)) factor out the scalar 3
= a((a) recognizing a from its component parts
Move to the next frame
Vector spaces 183
Mathematical structures
A mathematical structure consists of: 23
This mathematical structure has a name - it is called a Vector Space over the
real numbers. However, as we shall see, the idea of a vector space is far wider
than a mathematical structure just involving two-dimensional geometric
vectors. Three-dimensional geometric vectors, matrices, real-valued contin-
uous functions defined on a closed interval, complex numbers, and more are
all candidates for the objects of a vector space. We shall find that by looking at
vector spaces in general, we shall learn more about specific vector spaces. But
before we move on, we must be more formal with the definition of a vector
space.
Move to the next frame
Vector space
24 A vector space S(V) over the real numbers (scalars) consists of a set V of objects
called vectors (denoted by bold lower case Latin x1, x2, ..., Xn, ... or by
x, y, ...), the set R of real numbers (denoted by lower case Greek a, @2,...,
Qn, --. Or by a, GB, ...)), and two defined operations of addition of vectors and
multiplication of a vector by a scalar which satisfy the following rules (referred
to as axioms): ¢
For every pair of vectors x; and x; in V there is a unique vector in V called
their sum and denoted by x; + xj. Furthermore:
Xj + Xj = Xj + Xj
Matrices
Given the pair of 2 x 3 matrices: 25
A= 1 -2 3 ¥ 7 6 -1
i 0 4) and B=( 7, 3 0 )
their sum is defined by adding their respective components as:
A+B=(/ —2 (2 6-1
=—50.4 —2 3 0
= 1+7 —2+6 3+(-1)
—5+(-2) 0+3 4+0 )
-(° te
a eet
=C
and the result of adding two 2 x 3 matrices together is another ............
The answer is in the next frame
Scalar multiplication 27
If a matrix is multiplied by a scalar, then each component of the matrix is
multiplied by that scalar. For example:
1 —2 3
If A = & 0 ‘) th en
1 2.3
SA =5
-5 0 4
EN ORO ee LAS
~\5x(-5) 5x0 5x4
SY iets
ets
=>
and the result of multiplying a 2 x 3 matrix by a number is another ............
Next frame
Se a es
Giada eka Linear Algebra
28 |
Because the multiplication of a 2 x 3 matrix by a scalar produces another 2 x 3
matrix we say that:
The set of 2 x 3 matrices is closed under ............
29 multiplication by a scalar
|30 Notation
To save space and to make our deliberations applicable to general rather than
specific matrices, we shall denote a typical n x m matrix A with the notation:
GF
P ‘ativi
32
Because:
A+{(B+C)
= (ay) + [(by)+(cy)| forl1<i<2and1<j<3
= (ay) + (by + cy) adding corresponding elements
= (ay + by + cy) adding corresponding elements
= ((ayj + by) + cy) addition of numbers is associative
= (ay + by) + (cy) from the definition of the addition of two matrices
= {(ay) + (by)| + (cy) from the definition of the addition of two matrices
={A+B)+C
Next frame
34 : e 0 iD
Ta 2a
Because, for example, if A = ( )then:
Coa)
Aicose ees eae
pees ra 000
tier:
ule Pate 7a
=,\
The matrix 0 is called the null matrix and the general n x m null matrix has
zero for all its elements.
Move to the next frame
Finally, for each matrix A = (aj) there is another matrix which is denoted by
—A = (—aj) and is such that:
A + [—A] = (ay) + (—ai)
= (aj — aj)
So we see that matrices satisfy the first four axioms governing the operation
of addition within a vector space, namely:
A+B=B+A
A+ {B+C]
= [A+B]}+C
A+O0O=A
A+ [-A] =0
We now need to show that they also satisfy the axioms dealing with the
operation of scalar multiplication.
Because:
a{A + B]= a[(ay) + (bj)| ‘from the notation for a matrix
= a(aj + bj) definition of the sum of two matrices
= (a[ay + by}) definition of the scalar multiple of a matrix
= (aaj + abj) from the distributive rule of algebra
= (aaj) + (abj) definition of the sum of two matrices
= a(aj) + a(bj) definition of the scalar product of a matrix
= aA +aB from the notation for a matrix
Did you manage all of the steps?
Next, the second axiom {a + {JA = aA + aB. Here,
la+ BIA =... 0.00000.
The answer is in the next frame
re
ee
os.) Beene Linear Algebra
aaj) + B(ai)
= aay) + B(ai)
=aA+ GA
Because:
[a + BJA= [a + ] (aj) matrix notation
= (fa + f]a;) scalar multiplication 2
= (aay + Baj) distributivity
= (aaj) + B(aj) matrix addition
=a(aj) + B(aj) scalar multiplication
=aA+ BA matrix notation
Because:
[a|A= [af] (aj) matrix notation
= ([aG]a,) scalar multiplication
= (aaj) removing the brackets
= (a|[Gaj]) factorizing a
= a(Baj) scalar multiplication
= a[B(a;)| scalar multiplication
= a[GA] matrix notation
ey
Vector spaces 497
1A = 1(a;;) forl<i<2and1<j<3
=5)(1<ay)
= (ay)=A
And that completes the demonstration that 2 x 3 matrices form a real vector
space. Notice that all that has been said for 2 x 3 matrices can equally be said
for general n x m matrices, provided that for any specific vector space of n x m
matrices the values of n and m are fixed values to ensure that addition can be
defined.
Next frame
Polynomials
Just to make sure that you are clear about what constitutes a real vector space, 42 |
we shall show that the set P,, of all nth degree polynomials form a real vector
space S(P,,). In this vector space the vectors are of the form:
and
= 2 n
ap, = a(do —— G1X s- AaX” wt nx )
4s |
Because the addition of two nth degree polynomials is another nth degree
polynomial and the product of a scalar and an nth degree polynomial is
another mth degree polynomial.
: 192 aca Linear Algebra
aa
Because:
Associativity
45 (P,+4,) +¥n
Because:
P, + (q,, +¥n)
= (do + 1X +... + dnxX") + ((bo + Bix +... + bp”) + (Co +010 +... + CnX"))
= (do + 1X +... + nx") + ([bo + Co] + [bi +1]x +... + [Dn + Gy]x”)
= ({do + [bo + Col} + {a1 + [bi +c1]}x +... + {Gn + [bn + Cn] }x”)
= ({4o + bo + co} + {41 +b +14 e1}X4+...+4
{Gy + Dp + Cy}x")
= ({[a0 + bo] + co} + {[a1 + bi] + cr}x+... + {[an + Bp] + cn} x")
I (lao + Do] + [a1 + By]x +... + [an + bn]x”) + (co + 1X +... + px")
((do + 41X + ...GnX") + (bo + Bix +... + Dnx")) + (Co +X +... + nx")
(P, +q,) +P n
Next frame
Vector spaces 193
Next frame
P, 47
Because:
Next frame
Because:
49 Scalar multiplication
The four axiom are, for vectors x and y and scalars a and (3:
a(x+y) =ax+ay
(a+ B)x = ax + Bx
(a3)x = a(x)
Ix =x
When the vectors are nth degree polynomials, these four axioms take the
form of:
Next frame
(a8)p, = o(6p,,)
1p, =P
then:
OL Dart Gy.) irae
a
Next frame
51 Because:
Next frame
Vector spaces =. 15
Because:
Next frame
a( Sp, 93
Because:
And, finally
tr eee ree
Next frame
54
Because:
1p,, = 1(ao + a1X +... + Gnx")
=1xadapt+1x ayxt+...4+1 x apx"
= dg +ayX+...+
yx"
=P,
enabling us to conclude that the set of nth degree polynomials forms a vector
space.
Let’s move on again
196 Linear Algebra
Subspaces
55 Let S(V) be a real vector space formed from the set of vectors V. A subset U of
V is said to form a subspace of S(V) if it forms a real vector space in its own
right. The subspace is then denoted by S(U).
To amplify, this means that S(U) is totally self-contained in the sense that
all sums and scalar multiplications of vectors in U result in further vectors in
U. So, for example, we have already seen that the set P, of all nth degree
polynomials of the form:
P,, = 40 + aiX +... + 4x"
forms a real vector space S(P,). This is true when n=m orn=m—1 for any
arbitrary value of m. So that P,, and P,-; form real vectorspaces S(P,) and
S(Pm-1) respectively. However, an element of P,,-; can be thought of as an
element of P,,, where the last coefficient is zero, that is:
Gg to oe ek Sa a ee ik ot OX”
Consequently, P;,_1 is a subset of P,,. Therefore S(Pm_1) is a subspace of S(Pm).
Important:
The use of the word vector when discussing vector spaces is historic, coming as
it does from a discussion of geometric vectors. From here on in whenever we
are discussing elements of a vector space, we shall refer to them as vectors, be
they geometric vectors, matrices, polynomials, functions continuous on a
closed interval, or whatever.
Next frame
7)
Vector spaces 197
This is the set of all ordered triples of real numbers (x, y, z) whose elements
can be represented by points in the three-dimensional space coordinated by
x-, y- and z-axes. To enable these ideas to be extended, we shall henceforth
denote an ordered pair by (x, X2) and an ordered triple by (x, x2, x3).
Then, following on from this notation, R” is used to denote all ordered
n-tuples real numbers of the form:
(hig 8a oXs ea)
It is only natural to then say that these can be represented by points in
n-dimensional space despite the fact that we are unable to demonstrate this by
drawing. However, the notion of an n-dimensional space in analogy with two-
and three-dimensional spaces is a useful one.
Now try the following exercises before we progress further
F| Review exercises
1 Show that the set of all ordered triples of real numbers, R”: 58 |
Mee (ey es ka)
where:
Solutions
539 1 First, it is clear that the sum of two ordered triples is another ordered triple
and that the scalar multiple of an ordered triple is another ordered triple.
Therefore, ordered triples are closed under addition and multiplication by
scalar. Consider now the axioms:
Addition
Scalar multiplication
3@
Vector spaces 199
(a + B)x = (a + B)(x1, X2, x3)
= ((a + B)x1, (a+ B)x2, (a + B)x3)
= a(X1, X2, X3) + B(X1, X2, X3)
= AX + ay
= a(3(X1,
a( X2, X3))
= a(x)
1X = 1(%1, X2, X3)
= (Le X EL x5, 1 x X3)
=X
Therefore the set of ordered triples R’ forms a real vector space S(R°).
Each ordered pair of real numbers can be thought of as an ordered triple
where, for example, the third component is zero:
X = (X1, X2) = (x1, X2, 0)
Consequently the set of ordered pairs R? is a subset of the set of ordered
triples R*. Furthermore, by repeating the solution to the previous
example with x3 = 0 it is easily shown that R* forms a real vector space
where the zero vector is 0 = (0, 0). Consequently, R? forms a subspace
S(R7) of S(R?).
Notice that the ordered pairs can be represented by points on a plane
but, because a vector space must contain the zero vector, only those
planes that pass Giough the origin (thereby containing the point (0, 0))
form subspaces of S(R”) .
Let’s move on
200 Linear Algebra
is called a linear combination of the n vectors Xj, X2, ..., Xn. Furthermore, if set
V forms a real vector space §(V) and U is a subset of V then the set W of all
linear combinations of the vectors of U also forms a vector space S(W). That is,
if two arbitrary linear combinations w; and wz in W are given as:
n n
w= So aux: and w2 = 5 Bx
1 i=1
then their sum w) + W2 is alsoa............ of vectors in W.
61
Because:
n n
=) lei + Gx:
i=1
n
linear combination 62
Because:
n
AW, = A yy jXj
i=1
n
= > AQGX;
al
n
63
Because:
I £ a
and
Next frame
ne ah elle I ai Mt tlie Bi nh ik lh RT
i Linear Algebra
x37=0xx,+0xX2+1xxX3+...4+0XXp
Example 1
Next frame
65 ‘
Because:
—= (fi oe 6,0)
so that and so
a+ PB=b a+ B=b B=b-a
Example 2
Show that the vectors x; = (1, 1, 1) and x2 = (1, 2, 0) do not span S(R?) but
do span a subspace.
The general vector of R? is of the form (a, b, c). If x; and x2 span S(R°) then it
must be possible to find unique values for a and ( such that:
al) it) BO 270) = (4a; b,'c)* that is (a46 "a4 20; a) = (a rc)
That is it must be possible to solve the simultaneous equations ............
Next frame
3
Vector spaces 203
66
Next frame
a=2a—b=c 67
Because:
The equations are not consistent without imposing the additional condition
that c = 2a — b. Therefore, the two vectors x; = (1, 1, 1) and x2 = (1, 2, 0) do
not span S(R°). However, they do span a subspace of S(R*) formed of vectors
of the form:
Next frame
(a, b, 2a —b) 68
Example 3
Show that the vectors x; = (1, 1) and x2 = (—1, —1) span a subspace of S(R?).
The general vector of R? is of the form (a, b). If x; and x2 span S(R*), then it
will be possible to find unique values for a and 3 such that:
a(1, 1)+ 6(-1, —1) =(a, b) thatis (a— 6, a— 8) =(a4, b)
That is it will be possible to solve the simultaneous equations:
a—-GZ=a
a—-B=b
69 r dexD
This means that x; = (1, 1) and x2 = (1, —1) span a subspace of vectors of
the form (a, a) which consists of all the points that lie on a line in the x-y
plane, through the origin, and inclined at a 45° angle to the axes.
Notice that either one of x; Or X2 will span this subspace on their own. For
example:
a(1,1)=(a,a) and —a(~1, —1)=(4, 4)
which demonstrates that spanning sets are not unique.
Example 4 =
70 (a) Yes
(b) No
Because:
(a) The subspace spanned by (0, 1, 1) and (1, 1, 0) contains vectors of the
form a(0, 1, 1) + @(1, 1, 0) = (G, a+, @). That is where the second
component is the sum of the first and third components. The vector
(1, 3, 2) is of this form and so it belongs to the subspace spanned by
(Omt, 1) and (1, 1,0).
(b) The subspace spanned by (1, 0, 1) and (1, 1, 0) contains vectors of the
form a(1, 0, 1) + G(0, 1, 0) = (a, 6, a). That is where the first and third
components are the same. The vector (1, 3, 2) is not of this form and so
it does not belong to the subspace spanned by (1, 0, 1) and (0, 1, 0).
Let’s move on
=
Vector spaces
205
Example 1
In the vector space of second degree polynomials, to show that the quadratic
P2(x) = 4 — 3x + 2x is linearly dependent on the three quadratics:
qo (x) =1—x+x?
r2(x) = 1- x?
So(x) = x — 4x?
it is only necessary to write p,(x) as the linear combination:
p2(x) = 4 — 3x +4 2x?
= aG,(X) + Br2(x) + yS2(x)
Next frame
P2(x) = 4 — 3x + 2x? 72
= (a+ B) + (-a+7)x + (a — 8 — 4y)x?
Because:
p2(x) = 4 — 3x + 2x
= a(1—x+x*) + B(1 — x”) +(x — 4x”)
= (a+) +(-a+7)x
+ (a — B— 4y)x?
This gives rise to the three simultaneous equations ............
Next frame
73
Because
a+G=4 1lxa+1x6@+0x7=4
—a+y=-3 canbe writtenas -—1xa+0x@4+1xy=-3
a—-p—4y=2 . lxa-1x6B-4x7v=2
= Next frame
Because:
1 1 0)
= alt Cal = ries in 1,|=1-3=-240
LY =i —4 :
Example 2
In the vector space of second degree polynomials, show that the quadratic
P2(x) = 4 — 3x + 2x? is not linearly dependent on the three quadratics:
qo(x) =1—x+x
r2(x) = —2 + 2x — 2x”
S2(x) =x — 4x?
it is only necessary to write p,(x) as the linear combination:
Next frame
Vector spaces 207
P2(x) = 4 — 3x + 2x? 76
= (a — 28) + (-a+ 28y)x+ (a -— 26 - 4y)x?
Because:
p2(x) = 4 -—3x+ 2x?
= a(1—x +x?) + B(—2 + 2x — 2x?) + 7(x — 4x?)
= (a — 28) + (-a+28+-)x + (a — 28 — 4y)x?
a-—-2pB=4 77
—a2By = —3
a—260-4y=2
pdr
ee at
a—-28-—4,=2
78
Because
a—-2@G=4 lxa-2x6+0xy7y=4
—a+26+7=-3 can be writtenas -lxa+2x@+1xy=-3
a—26-—4y=2 lxa-2xB-4xy=2
Next frame
208 Linear Algebra
79 |0|
Because:
Thule? a0
ei: 4 ade 1 \-cal7 1j)=-6+6=0
Oy ee
Since the determinant of the coefficient matrix is zero, the three equations are
inconsistent and, therefore, do not have a unique solution. This means p,(x)
cannot be written as a linear combination of the vectors q,(x), r2(x), and s2(x)
and so is not linearly dependent on them.
Let’s move on
Linear independence
80 Given the linear combination:
aX + 9X9 +... + On Xn =0 ; 7
that is:
then:
1 Because division by 0 is not defined. This means that, provided a; #0, the
dependence of x; can be explicitly given as:
1
= 7. (a1X] +a2K2+...+ aj;-1Xj_-1 + O441XKi41 --- AnXn)
i
Vector spaces 209
If a; = 0, then this is not possible and this statement is true for any value of
the subscript i from 1 to n. This gives rise to the following test for linear
independence.
If the linear combination:
Q1X1 + a2%2+...+anX;, =0
implies that a; = az =... =a, = 0, then the vectors x;, X2, ..., X, are linearly
independent of each other — no one of the x; can be written as a linear
combination of the rest.
Example 1
To show that in the real vector space of ordered triples the three triples
(1, 0, 1), (1, 1, 0) and (0, 1, 0) are linearly independent of each other, we first
write them as a linear combination equated to zero as:
Next frame
a+Z=0 83 |
Because:
and so
a+B=0
B+a=0
a=0
a=0, 8@=0andy7y=0
Because a = 0 from the third equation, so 6 = 0 from the first equation, and
then 7 = 0 from the second equation.
Therefore, the three ordered triples are linearly independent of each other
and no one of the ordered triples can be written as a linear combination of the
other two.
Let’s move on
(a) a(1, 0, 1) + @(1, 1, 0) + 7(0, 1, 0) = (a, b, c), which gives rise to three
simultaneous equations which give further rise to a coefficient
determinant:+
Next frame
Because:
yields:
(a 478, 0+ 4, a) = (a) B, 6)
that is:
i ihe Qa a LO 10
Le oo | a|=[b] where Jo 1 1/=[} 9)=1
Om y (é Om O
mr)
Vector spaces 211
This means that the three simultaneous equations are consistent and a
unique solution to them can be found. Consequently, the general vector
of R° can be written as a linear combination of the three vectors (1, 0, 1),
(1, 1, 0) and (0, 1, 0) which, therefore, do span S(R3).
Next frame
1 87 |
Because:
yields:
(a+f+y7,
8+ 7) = (4, b,c)
that is:
Next frame
. _- wecior soa has the Ciresiot: 1. oie eee Oe SN een
212 Linear Algebra
88 y a+déd=a
B+6=b
a+ y+é=Cc
Because:
a(1, 0, 1) + (0, 1, 0) + 7(0, 0, 1) + (1, 1, 1) = (a, B, c)
yields:
(a+ 6, B+6,a+7+56)
=(a4, D, c)
that is: 7
a+é=a
B+é=b
a+ y+é=c
89
Because:
a=a’
A=y
at y=c
becomes
Oss Q a’ it Oe @ wt
O>- Lael B}={b | where |0O 1 O =| he
it Key a ay G iO al:
?
Vector spaces 213
We have just seen that S(R*) can be spanned by a set of three vectors as well as 90
by a set of four vectors. However, the spanning set of four vectors is not a
linearly independent set. For example, if:
a(1, 0, 1) + A(0, 1, 0) + 6(0, 0, 1) + (1, 1, 1) = (0, O, 0)
then a solution is found from:
a+é6=0
B+é6=0
a+y+é6=0
with a possible solution 1=a=6=-6 and y=0O. That is, not all are
necessarily zero because they are linearly dependent. The question then arises
as to the minimum number of vectors required for a spanning set.
Next frame
The numbers 4}, d2, 43, ..., dn are called the coordinates of x with respect to the
basis e;, €2, €3, ..., €, and the basis vectors constitute a coordinate system. The
vector space has the dimension n, where n is the number of basis vectors.
Next frame
Example 92
Show that each of the following sets of vectors forms a basis for R? and find
their respective coordinates:
Solution
(a) Ur 11,0,0), (11, 0), Cll Dspars S(R?) then unique values can be found
for a, 3, and y so that the general ordered triple (a, b, c) can be written as:
a(1, 0, 0) + A(1, 1, 0) = 7(1, 1, 1) = (a, B, ©)
giving rise to three equations with coefficient determinant
Next frame
93
Because:
Therefore:
a+B+y=a t { “1 a
B+y=b thatis |O 1 1 = | 5p
y=C RU ee | Cc
4 a Ag
Uae 3 Af=a abe
Oo | aa
Since the coefficient determinant has a non-zero value, the three equations
do have a unique solution and are, therefore, a spanning set for S(R®).
Furthermore, if (a, b, c)=(0, 0, 0), the three equations become:
a+@6+7=0
B+7=0 with solution a=B=7=0
m0
Therefore the three vectors (1, 0, 0), (1, 1, 0), (1, 1, 1) are
Next frame
94 linearly independent
95
And the coordinates of (1, 2, 3) against this basis are ............
Next frame
Because:
a+@6+y7=1 seers
B+y=2 hassolution B=2-—y=-1
y=3 a=1-6-y=-1
And now for the next one
(b) If (1, 0, 1), (0, 1, 0), (0, 1, 1) spans S(R?), then values can be found for a, 97
B, and ¥ so that the general ordered triple (a, b, c) can be written as:
a(1, 0, 1)+ (0, 1, 1)+7(0, 1, 1) = (4, b,c)
giving rise to three equations with coefficient determinant ............
Next frame
98
Because:
Therefore:
= a QpcOul a a
B+y=b thatis 101 1)[6]=|[0
Since the coefficient determinant has a non-zero value the three equations
do have a solution and, therefore, are a spanning set for S(R*). Furthermore, if
(a, b, c) = (0, 0, 0) the three equations become:
a=08+a=0a+7y=0 with solution a=G=y=0
Therefore the three vectors (1, 0, 1), (0, 1, 0), (O, 1, 1) are............
Next frame
99 linearly independent
100
And the coordinates of (1, 2, 3) against this basis are ............
Next frame
Because:
a= 1 &
102 (c) If (1, 0, 0), (0, 1, 0), (0, 0-1) spans S(R3), then values can be found for a,
G, and y so that the general ordered triple (a, b, c) can be written as:
a(1, 0, 0) + B(0, 1, 0) + (0, 0, 1) = (a, b, c)
giving rise to three equations with solution ............
Next frame
2
Vector spaces
217
103
Because:
Therefore the three vectors (1, 0, 0), (0, 1, 0), (0, 0, 1) are............
Next frame
105
And the coordinates of (1, 2, 3) against this basis are ............
Next frame
218 Linear Algebra
106 r a= 1 Ge 277S3
Because the coefficients of (1, 2, 3) are the same as the coordinates against this
basis, that is:
1(1, 0, 0)+2(0, 1, 0) +3(0/07 1) = (1, Z, 3)
this basis is called the standard basis for R*. Note that if ordered triples are
identified with geometric vectors, then the standard basis for R? is identified
with the Cartesian triple i, j, k that is:
is (is O00)
j = (0, 1, 0) *
k=0,092)
Next frame
Solution spaces
|
107 Consider the simultaneous equations:
—x;, + 4x3 = 0
3X1 + X2 — 5x3 =0
Because:
The first equation yields:
X, = 4x3
Next frame
Because:
3X1 + 2x2 — x3 =0 [1]
4X1 — X2 + 2x3 =0 [2]
X1 + 8x2 — 7x3 =0 [3]
[1] x 2+ [2]:
6X1 + 4x2 — 2x3 = 0 bie oe:
4x; — X2 + 2x3 =0 [2]
yields
10x; + 3x2 =0 so x; = —0.3x2
Because:
Every solution is given by the components of
(—0.3a, a, 1.1a) = a(—0.3, 1, 1.1)
each one of which is contained in the subspace of S(R*) spanned by
(.0:3,015.1.1),
Notice that this subspace has (—0.3, 1, 1.1) as its basis and is, therefore, of
dimension:
Next frame
111
Because:
The basis only has 1 element, namely (—0.3, 1, 1.1).
Let’s try another just to make sure. The solution space of the matrix equation:
Le22 =3. X1 0)
tees 4 X2 = 0
in iao | X3 0
Checking in [3]: 2x; + 5x2 + x3 yields 34x3 — 35x3 + x3 =0. Therefore, the
solution is given by the components of the ordered triple (17a, —7a, a).
Consequently, the solution space is a subspace of S(R*) spanned by
(17, —7, 1)
Notice that the three ordered triples (1, 2, —3), (1, 3, 4) and (2, 5, 1) are
linearly dependent.
Be aware: The solution space to Ax = 0 is a vector space (called the null space
of A). In general, however, the solution space to the equation Ax = b where
b #0 is not a vector space because it typically does not include the zero
vector.
Summary
1 Vector space 113 |
A vector space S(V) consists of a set V of objects called vectors, a set of
numbers, and two defined operations of addition of vectors and multi-
plication of a vector by a scalar which satisfy the following axioms:
V is closed under addition of vectors and:
Xj + Xj = Xj + Xj
Xj + (x; + Xx) = (Ki+ xj) + Xx
xj +0=x; where 0 in sin V
x; + (—x;) =0 where — x; is in V whenever x; is in V
V is closed under multiplication of a vector by a scalar and:
a(Xj + Xj) = ax; + ax;
(aj + aj)X = ajX + aX
(ajaj)X = aj(ajX)
ix.=x >
Linear Algebra
If the scalars are real numbers, the vector space is called a real vector space
and if the scalars are complex numbers, the vector space is called a
complex vector space.
Subspaces
Let S(V) be a real vector space formed from the set of vectors V. A subset U
of V is said to form a subspace of S(V) if it forms a real vector space in its
own right.
Ordered n-tuples
An ordered n-tuple consists of a collection of nm numbers in strict order
(X1, X2, X3, ++) Xn)
The set of all ordered n-tuples is denoted by R”.
Linear combinations
Given the set U of vectors xX), X2, ..., X, then if a1, a2, ..., @, are n scalars
the construct:
n
ayXy + A2%2 +... + AnXn y OGXj
—
implies that a; = a2 =... =a, =0, then the vectors x1, x2, ..., X, are
linearly independent of each other.
Basis and dimension
A minimal spanning set of a vector space S(V) is a spanning set B of
linearly independent vectors and is called a basis for the vector space S(V).
The number of vectors in the basis is called the dimension of the vector
space.
Vector spaces
The numbers aj, a2, ..., dn are called the coordinates of x with respect to
the basis ej, @2, ...,@, and the basis vectors constitute a coordinate
system.
4 Can You?
Checklist 6
Check this list before and after you try the end of Program test.
On a scale of 1 to 5 how confident are you that you can: Frames
1, Fnac ESR
is linearly independent. If the set is linearly dependent, write the third element
listed as a linear combination of the other two.
form a basis for the vector space of all 2 x 3 matrices and define the dimension
of the vector space.
Further problems
116 1 Find the value of ip, + a2p, + a3p; in S(P3) when:
p, = 1x42? a, =4
eas), ety es and a2=-—5
Pp; =4+ 6x a3 =2
2 Solve for x:
9(3¢5,.—7).— 3x = (2,..—1,.0)
2
Vector spaces 225
3 In R? let x = (X1, ¥1) and y = (yj, y2). Define addition and scalar multiplication
as:
x+y =(0, X2+y2) and ax = (ax, ax2)
Does this define a vector space?
Let addition and scalar multiplication of positive real numbers be re-defined as:
xX+y=xxy and ax=x*
where a is a real number and x and y are positive real numbers. Show that with
these re-defined operations the positive real numbers R+ form a vector space.
Show that the set V of all numbers of the form a+bV3 where a and b are
rational numbers when coupled with the real numbers R from a real vector
space S(V).
Given a real vector space S(V) show that the zero element 0 is unique.
How many linearly independent vectors are there among the collection:
(1, 0), (0, —3),.(4, 5), (0, 6), (—2, 0), (5, —1)
Test for linear independence:
1S0oy,
2 eax 224 42) 8 Foe 1077) 2s
; 1 at Rede nt ea la ' ;
Show that the matrices |. 0 0 |1 0 |
1 1/47 linearly independent.
ye A Ca: fa PP os
10 Show that the matrices |) 9|, | 9) | 1 0 |1 1|5pan the vector space of
all 2 x 2 matrices.
11 Which of the following vectors belong to the subspace of S(R*) spanned by
(1, 0, 2) and (1, —1, 1)?
(a) (0, 0, 0)
(b) (3, —2, 4)
(c) (2, 0, 1)
(d) (1, S, 3)
12 Which of the following vectors belong to the subspace of S(P2) spanned by
1—x+x? and 1+x-—x??
(a) 14+x+2x?
(b)) l=2x—2x*
(c) —3 + 4x — 4x?
(d) 5+5x— 2x?
13 If S(V;) and S(V2) are two vector spaces, show that the set that contains those
elements that are common to both V; and V2 forms a vector space.
Linear Algebra
18 Let S(V) be a subspace of S(P3) the vector space formed from all third degree
polynomials that is spanned by (1 — x)(1 +x), x(1 — x)(1+x), 1+ 2x — x? - 2x3
and —5x + 5x°. Find a basis for S(V) and determine the dimension of S(V).
19 Find the coordinates of (2, 6, 9) with respect to the basis (1, 0, 0), (1, 1, 0) and
(1, 1, 1) of a subspace of S(R?).
20 Find the solution space for each of the following:
(a) xX, —3x2+x3=0
5X1 + X2 — 3x3 =0
3X1 + 7X2 — 5X3,= 0)
=3*. O81 X1 0
(an eee Pd Pe poet ae
WRF ae: X3 0
(c) —2x, +X2-—x3—-—xX4
=0
2x1 + 4x2 — 3x4 =0
4x, + 3x2 + x3 —2x4=0
5X2 — X3 — 4x4 =0
oe © ee aman ahye 0
2. (88? to-Fosakthlel sx bt slid
Oy eta 8 a ecg | xa |eal
ster arayNiG. 0
@
Linear
transformations
Learning outcomes
When you have completed this Program you will be able to:
Define and identify a bijective function
Recognize an operator and define a linear transformation
Identify some specific linear transformations
Define and identify a bijective linear transformation
Derive the inverse of a bijective linear transformation
Appreciate the effect of linear transformations on a basis
Obtain the matrix associated with a linear transformation
Appreciate the relationship between an invertible linear
transformation and the invertibility of its associated matrix
228 Linear Algebra
Functions
|1 You are familiar with the notation for a real function such as:
3
f(x) =x
with the diagrammatic form:
Xx
This indicates that the function f can be considered as a precess that accepts
the real number input x and processes it to produce the real number output
f(x).
The collection of permitted input values of x is called the domain of the
function and the collection of output values of f(x) is called the range (or
co-domain) of the function. In this example, where f(x) = x, the domain is the
entire collection of real numbers R as is the range.
For the real function whose output is given as:
f(x) = vx
both the domain and the range are............
The answer is in the next frame
Because:
As we are restricted to real numbers, the square root is only defined for
positive real numbers (and zero) so the domain is restricted to the non-
negative real numbers. Furthermore, the surd sign in \/x indicates the
positive square root so the range is also restricted to the non-negative real
numbers.
Next frame
|3 One-to-one correspondence
For the real function with output f(x) = x3, there is said to be a one-to-one
correspondence between domain and range elements because to each domain
element there corresponds a unique range element and vice versa — to each
range element there corresponds a unique domain element.
The domain and the range of the real function with output f(x) = x? are not
in one-to-one correspondence because, for example, f(2) = 4 and f(—2) = 4so
while to each domain element there is a unique range element, it is not the
case the other way round, as is shown in the example given where the single
range element 4 is associated with two domain elements 2 and —2.
4
Linear transformations
229
For which of the following outputs from real functions is there a one-to-one
correspondence between the domain and range elements?
Next frame
Because:
(a) The domain is the entire collection of real numbers R but the range is
restricted to —1 < f(x) < 1. To each domain element there is a unique
range element, but not vice versa. For example, f(0) = f(x) = 0. In fact,
to each range element, there corresponds an infinity of domain
elements.
(b) The domain is the entire collection of real numbers R but the range is
restricted to R* — the positive real numbers. To each domain element
there is a unique range element and vice versa. To each range element,
there corresponds a unique domain element x = In(e*) = Inf (x).
(c) The domain is restricted to —5 < x < 4 which restricts the range to
—125 < f(x) < 64. To each domain element, there is a unique range
element and vice versa. To each range element, there corresponds a
unique domain element.
(d) The domain is the entire collection of real numbers R as is the range. To
each domain element there is a unique range element, but not vice
versa. For example, f(0) = f(1) = f(—1) = 0 because
f(x) =x8 —x =x(x+1)(x- 1)
If a function possesses a domain and a range that are in one-to-one
correspondence with each other, then the function is said to be a bijection.
Therefore, the functions given by (b) and (c) above are bijections whereas the
functions given by (a) and (d) are not bijections.
Next frame
230 Linear Algebra
Because:
In this example the differential operator has transformed one function into
another. Here the domain of the. operator is the collection of differentiable
functions as is the range, but there isn’t a one-to-one correspondence between
them. For instance:
D(x° + C) = 5x* where C is any constant.
Therefore there is no one-to-one correspondence between the range and the
domain so this operator is not a bijection.
a /2
Similarly, if /(f(x)) = | f (x)dx defines an integral operator J, then:
x=0
Next frame
Linear transformations 231
7
Because:
n/2
If f(x) = cosx, then J(f(x)) = J(cosx) = | cos
xdx = [sin
x]” :aa &
1) _
Next frame
Linear transformations
A linear transformation L is an operator that acts upon the elements of one 8 |
vector space S(V;) to produce elements of another vector space S(V2) while
preserving addition and scalar multiplication. That is:
If S(V;) is a vector space where x; and x2 are elements of V; and if L is a linear
transformation, then for real numbers a; and a2:
L(ayX1 + a2X2) = aL (x1) + aL (Xz)
where L(x,) and L(xz2) are elements of V2, which forms another vector space
S(V2). For example, the integral operator J where:
m |2
(f(x) = | f(x)dx
x=0
x/2 x/2
= ay |BE doe+ a2 | flayax
9 Ves
Because:
10
Because:
Dilation or contraction
There are many different types of linear transformation, but we are only
going to consider a restricted subset of them. We are going to restrict ourselves
to bijective linear transformations and the notation will indicate both the
domain and the range thus:
10 V1 ag V2
Next frame
Because:
L(a,X + azy)
= L(ay (x1, X2) + a2(¥1, ¥2))
= L((a1%1, a2X2) + (21, a2Y2))
= L(a1X1 + azy2, a1X2 + a2y2)
= (2(a1X1 + a2y1) — (1X2 + a2y2), 1X1 + a2y1 — 2(a1xX2 + a2y2))
= ((2a1x1 — a4 X2] + [202V1 — a2y2], [a1xX1 — 204X2] + [a2y1 — 2a2y2))
= ((2a1%1 — aX], [a1X1 — 2a1X2]) + ([2Za2v1 — azy2] + [a2zy1-— 2a2y2])
= 04(2X1 — X2], [x1 — 2X2]) + a2([2y1 — yo] + [v1 — 2y2])
= a4L(x1, X2) + a2L(y1, y2)
= a,L(x) + a2L(y)
which proves that L is a linear transformation. To show that L is a bijection,
we consider the consequence of. demanding that:
L(x) = L(y) that isL(x1, x2) = L(1, yz)
it
L(x1, X2) = L(y1, v2) then (2x1 — x2, X1 — 2x2) = (2y1 — y2, yi — 2y2)
2X1 — X2 = 2y1 — y2
and
X4 — 2x2 =hy1 — 2y2
Because:
and
Next frame
Linear transformations
235
15
Because:
2X1 — X2 = 2y; —y2 [1]
X1 — 2X2 =y — 2y2 [2]
4x1 — 2x2 = 4y; — 2y2 ZCtRI
Next frame
Because:
L(a1X1 + a2X2) = L(a1(a1x? + a1Xx + ao) + a2(b2x* + byx+ bo))
= L((aa2x* + aya + 010) + (a2b2x? + arb,x+ a2bo))
= L([a1a2 + agb2]x” + [ara1 + a2b;)x + [140 + a2bo))
= [a1
dao+ azbo]x? + [a1a1 + a2b]x = [a1a2 + a2b2]
= 01 d0X? + a141X + aa2 + a2box” + a2b1x + arbz
= a1 (aox” + a,x + dz) + a2(box” + bi x + bz)
= a, L(x) + a2L(x2)
So L is a linear transformation. To prove that it is a bijection, we let
L(x1) = L(xXz)so that:
Next frame
236 Linear Algebra
17 : x) =X2
Because:
If L(x,) = L(x2), then L(a2x? + a,x + do) = L(b2x? + byx + bo). That is:
Aox? + aX + dz = box? +b1x+ bp
Next frame
L(y) =x
Note: If the linear transformation L is not bijective, then no such inverse exists.
For example, we have already seen that the linear transformation L ‘R?R?
defined by:
L(x1, X2) = (2X1 & X2, X1 — 2X2)
is a bijection. To find the inverse transformation we first let
L(x1, X2) = (a, b) where (a, b) = (2x, — X2, X1 — 2x2)
Now, L~!(a, b) = (x1, X2) so to find the form of the inverse transformation we
need to find x; and x2 in terms of a and b. This we do from the equations:
2X1 —X2 =a pity e 4x, — 2x2 = 2a 2 x [1]
PE eS ae Fi heea beac eos EP denial71
Subtracting yields 3x; = 2a — b giving x, = seca) Substituting in [2]:
s
Therefore:
2a—b
ic1 (a, ») == ( Orea-—2b ) that isso 1 Teel (1, 2) ma 2X Ao
= (A —Xo
3Xp Ky — xX 2
).
2
Linear transformations
237,
Let’s try another. Given the bijective linear transform L :-R?—R? defined by:
L(X1, X2) = (2X1 — x2, X1 — 2x2)
then the inverse transform is given by:
Next frame
Because
Given L(x1, X2) = (x1 + X2, 3x2) = (a, b) where L~'(a, b) = (x;, x2) then:
i-(a/pys
‘ a 3° 2)
(a2,eR 2). he Thats reite LsiZ)x2) = (x1 see 3
Next frame
Because
Given L(x1, X2, X3) = (X1 + X2 + X3, X1 + X2, X1) = (a, b, c) then:
Xi +X2+%3=a x1, =C
X1 +X2=b. Therefore x27 =b—c. Hence:
xT=C X3=a-—b
L7 (a, b,c), = (x1, X2, X3) = (c, b—c, a—b). That is:
L-*(x1, X2, X3) = (X3, X2 — X3, X1 — X2)
Let’s move on.
Next frame
(238 Linear Algebra
Now consider the effect of this transformation on a specific ordered pair. Let
Ke Ai kt) = 2
Then
Next frame
22 L(2, 3) = (=9,. 8)
Because:
L(x) = L(x1, X2) = (2x1 — 3x2, 4X1). So that:
TA2513 EZ Bets x3; 4x2)
= (4-9, 8)
=(—S, 8)
If we now consider the transformation of the vector (2, 3) when it is given in
terms of the standard basis for R’, namely:
e; = (1, 0) andi e=(0, 1)
Then x = (2, 3) = 2e; + 2e2 = 2(1, 0) + 3(0, 1) so that:
L(2, 3) = L(2e, + 3e2)
= 2L(e;) + 3L(e2)
= 2L(1, 0) + 3L(0, 1)
Next frame
23 L(2, 3) = (—S, 8)
Because:
L(2, 3) = L(2e, + 3e2)
= 2L(e1) + 3L(e2)
= 2L(1, 0) + 3L(0, 1)
= (2, 4) + 3(-3, 0)
= (4, 8) + (—9, 0)
= (=, 8)
Linear transformations 239°
This last result obtained via the basis vectors can be replicated by a matrix
equation. We write the ordered pairs x and y as column matrices denoted by X
and Y respectively:
2 a
x= (3) and v= (8 )
and construct the 2 x 2 matrix from the effect of the transformation on the
basis vectors, namely:
Lil, Oye (2,4)
L(O0, 1) = (—3, 0)
from which the matrix L = (a ie) can be constructed where each ordered
pair on the right-hand side becomes a column of the matrix then the operator
equation
L(x) =y
has an equivalent matrix equation LX = Y. That is:
MS \ fa \ [=O
4 0 eh dlls GR
Next frame
TAt hei) 24
Because:
Next frame
re
Linear Algebra
LG )G)-Cs)
The linear transformation L(x) = y can be effected between elements of the
two vector spaces by each element being written as a column vector and the
transformation being operated via the matrix equation LX = Y where:
t=(4 0) 2 -3
which is formed purely from the effect of the transformation on the basis vectors.
This means that as soon as we know how the basis vectors are transformed,
then we know how any vector will be transformed. ia
Example 1
The matrix that is associated with the linear transformation from L -R2R?
against the standard basis defined by:
L)(x) = L(x1, X2) = (5X2, 7X1 — X2) is L=
Next frame
Because:
eet)
As a check to verify correctness with x = (—1, 3), it is found that:
Lixe lL], aye es and LX =
Because:
L(x = L(x1, X2) = (5X2, 7X1 — X2) so L(—1, 3) = (18, —7 — 3) = (15, —10)
Tae 4) =(88)
Linear transformations
241
Example 2
The matrix that is associated with the linear transformation from L -R?—R°
against the standard bases defined by:
L(x) = L(x, X2, X3) = (—x3, Xj + X2) is
Next frame
L=($ 0 a 28
Because:
L(x) = L(x, X2, X3) = (—x3, X1 + X2) and the effect of the linear transforma-
tion on the standard basis for R? is:
Because:
Next frame
242 Linear Algebra
x = L~*(y)
and the matrix equation:
X=L"Y
For example, consider the linear transformation from L -R?=R? defined by:
Next frame
Because:
2
Linear transformations
243
nd _ (*A1+X%2 X1— X2 32
L~"(X1, X2) ( 7? 5 )
Because:
That is:
Aix X41 =~?)
Lie ap) = ( ow * 2
ae eee 33
~\ 1/2 —-1/2
Because:
e ‘ ‘ 2 Xz, +X 2X —X2
inverse linear transformation L~'(x;, x2) = ( =e ).
Next frame
i
244 Linear Algebra
34 ; aK § Gs 1/2 )
L/2t 1/2
Because:
it eet!
Since Mi ( )then |L| = —2 and so:
1 =1
Ptah oT (iets)
This is the same matrix that is associated with the inverse linear
transformation
I(x, Xx
x2) = (7 2 x4 1 2)
Pyke ae?
which permits us to say that:
If the linear transformation given by L where L(x) = y has the associated
matrix equation LX=y, then the inverse transformation L~! where
x = L~!(y) has the associated matrix equation X = L"'Y.
Next frame
35 What follows are some commonly met linear transformations from R” to R’.
™ (1 al
Because:
L(x) =x and so:
L(e;), = L(1,,0)= (1,0 and
1
L(e2) =L(0, 1) giving rise to the identity matrix I = € i)
ce ==—(
Because:
Up
fe |) and so jf .= 1 therefore I Tw+7(6
t= (5 Fat1)=(6Wal1)=1
0- &
Because:
L(x) = 0 and so:
L(e;) =L(1, 0) = (0, 0) and
0 0
L(e2) = L(O, 1) = (0, 0) giving rise to the null matrix 0 = 6 6
39 |
Because:
1
The inverse matrix is not defined because |0| = 0 and 0) is not defined.
Because:
hesinversesmatt sol. — =a ee
Next frame
Because:
se AL o ee le ae fil Os ye -
L=(4 2°.)and [Lj = 1 and so L =3(6 DEAG Zr
uaa)-1 0
Because:
43
Because:
ih ee to mm AE Ee COR PY A at Sa
L=(% |) and Li =—1 and so L =4(4 =( ‘dete
eee ms Ae}
sin@ cosé
Because:
ee
p= (96% 9 ) —6| sin[-0
Because:
cos@ —siné
)and |L| = cos?@+ sin*@=1
sin@ cosé
and so
cos@ —sin@\
L i=
sind cosé
1 cos@ sind
~ cos26+sin?6\ —sin@ cosé
cos@ sing
Ee —sin@ cosé
However, since
cos|[—6] = cos 6
and
sin|[—6] = —sind@
we see that:
Summary
46 1 One-to-one correspondence
The domain and range of a function are said to be in one-to-one
correspondence if, to each domain element, there corresponds a unique
range element and vice versa — to each range element, there corresponds a
unique domain element.
2 Bijection
If a function possesses a domain and range that are in one-to-one
correspondence, then the function is called a bijection.
Linear transformations 249
4 Can You?
Checklist 7 47
Check this list before and after you try the end of Program test.
On a scale of 1 to 5 how confident are you that you can: Frames
e Define and identify a bijective function? Ga)» (4)
Yastint hele Sul deheplelgnisl tell i eNO
e Recognize an operator and define a linear transformation? (5) to
Yesnow (ebett ls an lelver rtd inelsdleren sie
e Identify some specific linear transformations? G1)
Veg ee lhel edlinl anole ie iviletated| Caen’
e Define and identify a bijective linear transformation? G2) to
Yes EC) oO Clenoledenelen ae
e Derive the inverse of a bijective linear transformation? to (20)
es aif lee OT5) Ve TES Es} % 1a). * Ne
e Derive and appreciate the effect of linear transformations on a
basis? GD » G4)
vy aS We ae) Ce se, 0d a |
e Obtain the matrix associated with a linear transformation? to (29)
Yes Gi vey J. No
e Appreciate the relationship between an invertible linear
transformation and the invertibility of its associated matrix? to (45)
Yes eee) Co LL.” No
Linear Algebra
250
Test exercise 7
|48 1 Which of the following are linear transformations:
34R?
(a) L:R3—R? where L(x1, X2, X3) ae
= (%41 — X3, 0, x2 )
(b) L :R3—R? where L(x1, X2, X3) = (—%3, 9, |x2l)
(c) L .R3—R? where L(x1, X2, X3) = (3X1, 1+ 5x3, 2x2)
Further problems
49 1 Which of the following are linear transformations:
(a) L: Py — Py where L(p) = p(x)°
(b) L:P, — Py, where L(p) = 2p"(x) + p(x)
2 Show that L : P2 —R is a linear transformation where:
1
L(?-+bx +c) = | (ax” + bx +c) dx
x=-1
2
Linear transformations
251
Find the linear transformation L :R’— P2 from the standard basis for R* to the
2 -2
basis 1, x, x* for second order polynomials for which L = (: 2 is the
Lew
associated matrix L.
[Hint: use the column elements to find the effect of the transformation on the
basis for R”].
Show that if L is an invertible linear transformations then so is its inverse L~'.
10 Find the condition satisfied by a1, a2, 3; and (2 that ensures that the following
linear transformation is invertible:
3
7 x=-75,y=-14 8 Rs 9° x= 21910, 2 y=2,.2=3
Ll 226,97 =7,2=5 12) 2=2,7 ——2, 2—0° 13 "25, S0,2=2
3 1 35 l l
14 x =-— a — 5
te 158 x =-—6 16 x=4
— we" Ty Fx
x=5 »yo=4
ak 18 *x
x=-——, is )¥ 30
=
@
Answers
253
W) +4 —5 X\ —7
7 1 -3 1 ‘ X2 = 10 8 Ky = 23 Xo = —33' X2=5
ey 5 3 X3 2
1 -2 -1 3 xX, 10
PE foe” Kon © al Aaa, 8 righ is. bee
(b) 1 Oy ed hee TN | eae 3 oe A aeSee he |
0 -1 3 1 X4 —7
7 x=), y=2;z=-1 8 i, =2;i2=1;i3=0 9 no unique solution
10 4 = 2) x%2= 15; %3=-35 11 f=05;5b=1.5713—10
12 4, =3.0; i =2.5;i3=-4.0 13: i; = 2.26; ip = 0.96; iz = 0.41
LA 2 Ong 0s = —20
15 ey oN peta bee where Z = 2122 + 2223 + 232)
Zi Zi Zz
9 SCRE et Me RE
bP as 3/5 3 3
+ 1
(x)= -=700s V5xpe
35sign ex te3 cosh
2x + r—sinh 2x
-8 7.196
ett |‘ (b) aig
Further problems 4 (page 154)
1 x, =1,%2.=-4,x%3=3 2 (a) 1 =3,xX2=1,%3=-4 (0) 1 =4,%2=-2,
x3=-1 3 (a) x1 =4, X%2 =2, x3 =S,X%=3 (b) 1 =S, X2=-4,%3 =1,
X4=3 (C) X%1 =3, Xo = —2, X3 = 0, % =5
254
(a) xx7=—3,
% =1,%3=3 (Dee 5, Xo. = 2, X39 == —-1 TS) Xi 4h Xo = 3,
r 3 1
x3=-l, Xy»=-—2 5 (a) Ni 25, \2 = 7; X1 = [jl | (b) Nea
5 iit 5 1
Ar 4
X%1 =
(d) A1 = 4, A2 = —6; 0, =9
(e)' Ay = 1, 22 =3323
ELL
() A= =k =3, 772X= - |-At2 (h) As —2, 497;
0 10 =
9 il
10 a x cosh V2x + —- sinh V2x+5adie Ge ee sinh os
@) A= 5/2 5 5V7
2 6 2 tt
x cosh /2x ——=sinh V2x + cosh V7x +—=sinh V7x
fa(x) = 5V2 5V7
R) 5 1
(b) ec: ae >,cosh 2x + = sinh 2x;
1 i s) dy,
Pie sie E08 yon an 2V2x + et 2X. + g sinh 3
(c) nh (x)=
—
1 cosh x + 1
—
12
Sh
sinh x + — V3x —_—
1 Nees
——_—— ]
V3x
13 7 5 Tee, 5
+ Gg cosh 3x + Taq Sinh 3x; (x)= Te coshx — 7g sinh x + 75cosh v3x
ea: 13 a ZS 5
— Fagg sinh v3x+ 4g Cosh 3x + 77; sinh 3x; AB) = Tg cosh — 7, sinhx
7 OBS te & 65 a
Eien ee
Answers
255
9 ae
(d) fix) = ~ gcosx + Fsinx +77
Cchad are aqiin V3x + Z cosh 7x
3 , : 15 15 = =.
+
sinh V7x; f2(x) = 16 605% 3 sinx — 55.0 V3x + sin v31
20V7
81 oF, : 3 3 =
+ —cosh V7x + sinh V7x; fa(x) = — 3 COSx +$sinx +3 cosh V7X
80 40/7
1
4 apes
sinh /7x
4/7
1 Mp al Sachs
elite
4 otal =) me (1 =I | @u=(] as a
heey
5 (a) Not invertible (b) Not invertible (c) Invertible
257
Index
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Fi
re 2
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Pap ’ : -
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hee ~
eT wu P one fk : wriiser »
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a. TEV ier rer A , he °
é 4 i 7 fs wir a4
-_"
fi é STVTISIUIG
- f } J
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Yt!
Lis 7760
JESS {3s teres) et. sien inte:
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;
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orl arid c ; : ural 7
/ a sila (ual oro. nen slaids a Lin —s : vel ssompuor
» a : a eat rowelr to rettraye-s to oud
; 7 ™ Off” palenvetiC Cintierisite
pen tiiertsbyo teil toetrateye
- P hl=e ine i ; get paphiah + a
Bot antileepy
- » percent tony ‘pills bain JAttpretiifepstibys ino hrwease to eimoreye.
“A
Distinctive Features |
® Uses a unique and proven “programmed” approach that takes you through
each topic in a step-by-step fashion with a wealth of worked examples and exercis
© Serves as a "personal tutor", allowing you to proceed at your own rate of learning —
and master each topic before going on to the next. ©
© Provides many opportunities for self testing through numerous Quizzes, Learning2b
Outcomes, and Can You? checklists. 4 a)
® Equally effective as a classroom texthook or a self-study tutorial. : i| |
ee
of ™
Dexter J. Booth formerly was principal lecturer at the University of Huddersfield, UK.
He is the author of several mathematics books, including with Stroud, Engineering
Mathematics, Advanced Engineering Mathematics, Differential Equations (ISBN 978-0-
8311-3187-6) Vector Analysis (ISBN 978-0-8311-3208-8), and Complex Variables
(ISBN 978-0-8311-3266-8), all available from Industrial Press.
a ee
ISBN 978-08311-3188-3
||
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