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SYSTEM OF LINEAR EQUATIONS & MATRICES
37

systems of linear equations & matrices

Oct 18, 2014

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Page 1: systems of linear equations & matrices

SYSTEM OF LINEAR EQUATIONS& MATRICES

Page 2: systems of linear equations & matrices

What is a matrix?

A matrix is a rectangular array of elements

The elements may be of any type (e.g. integer, real, complex, logical, or even other matrices).

In this course we will only consider matrices that have integer, real, or complex elements.

5 0 1 23 4 9 23 1 4 2

Page 3: systems of linear equations & matrices

Order of matrices…

Order 4  3:

Order 3  4:

3 columns

4 rows

5 0 1

2 3 4

9 2 6

3 1 4

4 columns

3 rows

5 0 1 2

3 4 9 2

3 1 4 2

Page 4: systems of linear equations & matrices

Specifying matrix elements

aij denotes the element of the matrix A on the ith row and jth column.

A

column j

row i

5 0 12 3 4 9 2 63 1 4

• a12 = 0

• a21 = 2

• a23 = -4

• a32 = 2

• a41 = 3

• a43 = 4

Page 5: systems of linear equations & matrices

Matrix operations: scalar multiplication

Multiplying an m n matrix by a scalar results in an m n matrix with each of its elements multiplied by the scalar.

e.g.

826

12418

864

2010

413

629

432

105

2

1239

18627

1296

3015

413

629

432

105

3

Page 6: systems of linear equations & matrices

Matrix operations: addition…

Adding or subtracting an m  n matrix by an m  n matrix results in an m  n matrix with each of its elements added or subtracted.

e.g.

431

8112

113

136

024

213

541

231

413

629

432

105

417

436

971

334

024

213

541

231

413

629

432

105

Page 7: systems of linear equations & matrices

…Matrix operations: addition

Note that matrices being added or subtracted must be of the same order.

e.g.invalid!

113

201

413

629

432

105

Page 8: systems of linear equations & matrices

Matrix operations: multiplication…

Multiplying an m  n matrix by an n  p matrix results in an m  p matrix

wsrom

columnsp

wsron

columnsp

wsrom

columnsn

Page 9: systems of linear equations & matrices

…Matrix operations: multiplication… Example 1…

1 0 2

3 1 1

2 1

3 2

1 4

0

( 12) (0 3) (2 1) 0

1 0 2

3 1 1

2 1

3 2

1 4

0 7

( 1 1) (0 2) (2 4) 7

1 0 2

3 1 1

2 1

3 2

1 4

0 7

10

(32) (13) (11) 10

1 0 2

3 1 1

2 1

3 2

1 4

0 7

10 9

(3 1) (1 2) (1 4) 9

Page 10: systems of linear equations & matrices

…Matrix operations: multiplication…

Example 2

i.e. the number of columns in the first matrix must equal the number of rows in the second matrix!

invalid!

113

201

124

862

351

Page 11: systems of linear equations & matrices

…Matrix operations: multiplication…

Matrix multiplication is NOT commutative In general, if A and B are two matrices then A B ≠ B A i.e. the order of matrix multiplication is important! e.g.

10

22

10

02

10

21

10

42

10

21

10

02

Page 12: systems of linear equations & matrices

…Matrix operations: transpose…

If B = AT, then bij = aji

i.e. the transpose of an m  n matrix is an n  m matrix with the rows and columns swapped.

e.g.

4641

1230

3925

413

629

432

105T

3925

3

9

2

5

T

Page 13: systems of linear equations & matrices

…Matrix operations: transpose…

(A B)T = BT AT

Note the reversal of order. Justification (not a proof):

e.g. if A is 3 2 and B is 2 4then AT is 2 3 and BT is 4 2so AT BT cannot be multipliedbut BT AT can be multiplied.

Page 14: systems of linear equations & matrices

Special matrices: row and column

A 1  n matrix is called a row matrix.e.g.

An m  1 matrix is called a column matrix.e.g.

1 columns

3 rows

3

1

5

6 columns1 rows

2 1 1 2 1 5

Page 15: systems of linear equations & matrices

Special matrices: square

An n  n matrix is called a square matrix.i.e. a square matrix has the same number of rows and columns.e.g.

4705

7350

0523

5031

211

010

210

21

321

Page 16: systems of linear equations & matrices

Special matrices: diagonal A square matrix is diagonal if non-zero elements only occur on the leading diagonal.

i.e. aij = 0 for i ≠ je.g.

Premultiplying a matrix by a diagonal matrix scales each row by the diagonal element.

Postmultiplying a matrix by a diagonal matrix scales each column by the diagonal element.

4000

0300

0020

0001

200

010

000

20

021

Page 17: systems of linear equations & matrices

Special matrices: triangular

A lower triangular matrix is a square matrix having all elements above the leading diagonal zero.e.g.

An upper triangular matrix is a square matrix having all elements below the leading diagonal zero.e.g.

4705

0350

0023

0001

1 20 1

Page 18: systems of linear equations & matrices

Special matrices: null

The null matrix, 0, behaves like 0 in arithmetic addition and subtraction.

Null matrices can be of any order and have all of their elements zero.

0000

0000

0000

0000

00

00

00

00

00

0000

00

00

Page 19: systems of linear equations & matrices

Special matrices: identity…

The identity matrix, I, behaves like 1 in arithmetic multiplication. Identity matrices are diagonal. They have 1s on the diagonal and 0s

elsewhere.e.g.

In the world of the matrix the identity truly is ‘the one’.

1000

0100

0010

0001

100

010

001

10

011

II

II

Page 20: systems of linear equations & matrices

…Special matrices: identity

The identity matrix multiplied by any compatible matrix results in the same matrix.i.e. I A = Ae.g.

Any matrix multiplied by a compatible identity matrix results in the same matrix.i.e. A I = Ae.g.

Multiplication by the identity matrix is thus commutative.

51

13

51

13

10

01

51

13

10

01

51

13

Page 21: systems of linear equations & matrices

Determinant of a 22 matrix… Matrices can represent geometric transformations, such

as scaling, rotation, shear, and mirroring. 2 2 matrices can represent geometric transformations

in a 2–dimensional space, such as a plane. Determinants of 2 2 matrices give us information

about how such transformations change the area of shapes.

Determinants are also useful to define the inverse of a matrix.

Page 22: systems of linear equations & matrices

…Determinant of a 22 matrix… The determinant of a 2 2 matrix is the product

of the 2 leading diagonal terms minus the product of the cross- diagonal.

i.e. if A is a 2 2 matrix, then the determinant of A is denoted by det(A) = |A| = a11 a22 – a21 a12

e.g.

det3 1

2 6

3 1

2 6 36 2 1 20

det 2 5

1 3

2 5

1 3 2 3 15 11

Page 23: systems of linear equations & matrices

…Determinant of a 22 matrix

|A B| = |A| |B| Note the order is not important. Justification (not a proof):

We will shortly see that A and B can represent geometric transformations, and A B represents the combined transformation of B followed by A. The determinant represents the factor by which the area is changed, so the combined transformation changes area by a factor |A B|. Looking at the individual transformations, the area of the first is changed by a factor |B|, and the second by |A|. The overall transformation is thus changed by a factor |B| |A|, which is the same as |A| |B|.

Page 24: systems of linear equations & matrices

Inverse of a matrix

In arithmetic multiplication the inverse of a number c is 1/c sincec 1/c = 1 and 1/c c = 1

For matrices the inverse of a matrix A is denoted by A-1

A A-1 = IA-1 A = Iwhere I is the identity matrix.

Multiplication of a matrix by its inverse is thus commutative.

We shall only consider the inverse of 2 2 matrices.

Page 25: systems of linear equations & matrices

Inverse of a 22 matrix…

The inverse of a 2 2 matrix A is given by

Note:The leading term is 1/determinant;The diagonal elements are swapped;The cross-diagonal elements change their sign.

a11 a12

a21 a22

1

1

a11 a12

a21 a22

a22 a12

a21 a11

Page 26: systems of linear equations & matrices

…Inverse of a 22 matrix… Example 1

Note that A A-1 = I (right inverse)

and A-1 A = I (left inverse)

11

24

6

1

11

24

41

211

41

211

10

01

11

24

6

1

41

21

10

01

41

21

11

24

6

1

Page 27: systems of linear equations & matrices

…Inverse of a 22 matrix…

Example 2

Note that the determinant is zero so the inverse does not exist for this matrix.

Matrices with zero determinant can have no inverse. Such matrices are called singular.

2 2

3 3

1

1

2 2

3 3

3 2

3 2

1

0

3 2

2 2

invalid!

Page 28: systems of linear equations & matrices

…Inverse of a 22 matrix…

(A B)-1 = B-1 A-1

Note the reversal of order. Justification (not a proof):

B-1 A-1 A B = B-1 (A-1 A) B = B-1 B = Iso B-1 A-1 is the inverse of A Bi.e. (A B)-1 = B-1 A-1

Page 29: systems of linear equations & matrices

29

Matrix Solution of Linear SystemsWhen solving systems of linear equations, we can represent a linear system of equations by an augmented matrix, a matrix which stores the coefficients and constants of the linear system and then manipulate the augmented matrix to obtain the solution of the system.

Example:

x + 3y = 5

2x – y = 3

1 3 5

2 1 3

The augmented matrix associated with the above system is

Page 30: systems of linear equations & matrices

30

Generalization

Linear system: Associated augmented matrix:

11 12 1

21 22 2

a a k

a a k

2222121

1212111

kxaxa

kxaxa

Page 31: systems of linear equations & matrices

Operations that Produce Row-Equivalent Matrices 1. Two rows are interchanged:

2. A row is multiplied by a nonzero constant:

3. A constant multiple of one row is added to another row:

i jR R

i ikR R

j i ikR R R

Page 32: systems of linear equations & matrices

Augmented Matrix MethodExample 1Solve x + 3y = 5 2x – y = 3

1. Augmented system 2. Eliminate 2 in 2nd row by

row operation3. Divide row two by -7 to

obtain a coefficient of 1. 4. Eliminate the 3 in first

row, second position. 5. Read solution from matrix

:

1 2

2 2

2 1 1

1 3 5

2 1 3

2

1 3 5

0 7 7

/ 7

1 3 5

0 1 1

3

10 22, 1;(2,1)

01 1

R R

R R

R R R

x y

R2

Page 33: systems of linear equations & matrices

Augmented Matrix MethodExample 2Solve

x + 2y = 4x + (1/2)y = 4

1. Eliminate fraction in second equationby multiplying by 2

2. Write system as augmented matrix. 3. Multiply row 1 by -2 and add to row 24. Divide row 2 by -3 5. Multiply row 2 by -2 and add to row

1. 6. Read solution : x = 4, y = 0 7. (4,0)

2 4

14 2 8

2

1 2 4

2 1 8

1 2 4

0 3 0

1 2 4

0 1 0

1 0 4

0 1 0

x y

x y x y

Page 34: systems of linear equations & matrices

Augmented Matrix MethodExample 3Solve

10x - 2y = 6

-5x + y = -3

1. Represent as augmented matrix.

2. Divide row 1 by 2

3. Add row 1 to row 2 and replace row 2 by sum

4. Since 0 = 0 is always true, we have a dependent system. The two equations are identical, and there are infinitely many solutions.

10 2 6

5 1 3

5 1 3

5 1 3

5 1 3

0 0 0

Page 35: systems of linear equations & matrices

Augmented Matrix MethodExample 4 Solve

Rewrite second equation Add first row to second row The last row is the equivalent

of 0x + 0y = -5 Since we have an impossible

equation, there is no solution. The two lines are parallel and do not intersect.

5 2 7

51

2

x y

y x

5 2 7

5 2 2

5 2 7

5 2 2

5 2 7

0 0 5

x y

x y

Page 36: systems of linear equations & matrices

Barnett/Ziegler/Byleen Finite Mathematics 11e 36

Possible Final Matrix Forms for a Linear System in Two Variables

Form 1: Unique Solution (Consistent and Independent)

1 0

0 1

m

n

Form 2: Infinitely Many Solutions (Consistent and Dependent)

1

0 0 0

m n

Form 3: No Solution (Inconsistent)1

0 0

m n

p

Page 37: systems of linear equations & matrices