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W7 Linear Equations

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    Centre for Computer Technology

    ICT114ICT114Mathematics forMathematics for

    ComputingComputing

    Week 7Week 7

    Linear System of EquationsLinear System of Equations

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    March 20, 2012March 20, 2012 http://mathworld.wolfram.comCopyright Box Hill Institute

    ObjectivesObjectives

    Determinant of a MatrixDeterminant of a Matrix

    Inverse of a MatrixInverse of a Matrix

    Inverse of a Matrix using Gauss JordanInverse of a Matrix using Gauss JordanMethodMethod

    Solution of Equations using GaussSolution of Equations using Gauss

    Elimination MethodElimination MethodSummarySummary

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    Determinant of a MatrixDeterminant of a Matrix

    Determinants are mathematical objects

    that are very useful in the analysis and

    solution of System of Linear EquationsOnly square matrices (no. of rows = no. of

    columns) have determinants.

    The determinant of a (square) matrix is ascalar.

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    March 20, 2012March 20, 2012 http://mathworld.wolfram.comCopyright Box Hill Institute

    Determinant of a MatrixDeterminant of a Matrix

    For a 2 X 2 matrix A with elementsFor a 2 X 2 matrix A with elements

    the determinant of the matrix isthe determinant of the matrix is

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    March 20, 2012March 20, 2012 http://mathworld.wolfram.comCopyright Box Hill Institute

    Determinant of a MatrixDeterminant of a Matrix

    For a 3 X 3 matrix (shown below) theFor a 3 X 3 matrix (shown below) the

    determinant of the matrix isdeterminant of the matrix is

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    March 20, 2012March 20, 2012 http://mathworld.wolfram.comCopyright Box Hill Institute

    Determinant of a MatrixDeterminant of a Matrix

    For a k X k matrix, A (expanded by

    minors) the determinant of the matrix is

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    March 20, 2012March 20, 2012 http://mathworld.wolfram.comCopyright Box Hill Institute

    Some PropertiesSome Properties

    det(I) = 1 for any identity matrix I.

    det(AB) = det(A) det(B)

    det(AT) = det(A) If the determinant of a matrix is 0, it is said

    to be singular.

    If the determinant is 1, the matrix is said tobe unimodular.

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    March 20, 2012March 20, 2012 http://mathworld.wolfram.comCopyright Box Hill Institute

    Inverse of a MatrixInverse of a Matrix

    The inverse of aThe inverse of a square matrix Asquare matrix A , is a, is a matrixmatrix

    AA-1-1 such thatsuch that

    wherewhere I is the identity matrixI is the identity matrix

    A square matrix A has an inverse only if it isA square matrix A has an inverse only if it is

    nonsingular i.e.nonsingular i.e. det IAI 0.det IAI 0.

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    March 20, 2012March 20, 2012 http://mathworld.wolfram.comCopyright Box Hill Institute

    Inverse of a MatrixInverse of a Matrix

    For a 2 X 2 matrix, A with elementsFor a 2 X 2 matrix, A with elements

    the determinant of the matrix isthe determinant of the matrix is

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    March 20, 2012March 20, 2012 http://mathworld.wolfram.comCopyright Box Hill Institute

    Inverse of a MatrixInverse of a Matrix

    For a 3 X 3 matrix A,For a 3 X 3 matrix A,

    the inverse is given bythe inverse is given by

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    March 20, 2012March 20, 2012 http://mathworld.wolfram.comCopyright Box Hill Institute

    Gauss Jordan MethodGauss Jordan Method

    One more method to find the Inverse of a matrixOne more method to find the Inverse of a matrixis by using the Gauss Jordan method.is by using the Gauss Jordan method.

    For a n X n square matrix A, we consider theFor a n X n square matrix A, we consider the

    matrixmatrix

    where I is the identity matrixwhere I is the identity matrix

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    March 20, 2012March 20, 2012 http://mathworld.wolfram.comCopyright Box Hill Institute

    Gauss Jordan MethodGauss Jordan Method

    A series of row operations are performed toA series of row operations are performed to

    obtain the matrix in the formobtain the matrix in the form

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    March 20, 2012March 20, 2012 http://mathworld.wolfram.comCopyright Box Hill Institute

    Gauss Jordan MethodGauss Jordan Method

    The Matrix B is the inverse of AThe Matrix B is the inverse of A

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    March 20, 2012March 20, 2012 http://mathworld.wolfram.comCopyright Box Hill Institute

    Example Gauss Jordan MethodExample Gauss Jordan Method

    To find the Inverse of the matrix ATo find the Inverse of the matrix A

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    http://mathworld.wolfram.comCopyright Box Hill Institute

    matrix A, augmented by the

    3x3 identity matrix. The first

    pivot encircled in red

    row operations required

    for the first pivoting

    Next pivot on "3" in the (2,2)

    position below, encircled in red

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    the result of performing theprevious operation , so the

    pivot (2,2 position) is now "1"

    row operations required

    for the second pivoting

    The result of the second

    pivoting is below. We now pivot

    on the element in the (3,3)

    position, encircled in red below

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    http://mathworld.wolfram.comCopyright Box Hill Institute

    the result of performing the

    previous operation, so the

    pivot (3,3 position) is now "1"

    row operations required

    for the third pivoting

    The result of the third (and last)

    pivoting is below

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    March 20, 2012March 20, 2012http://mathworld.wolfram.comCopyright Box Hill Institute

    Therefore the inverse of the matrix ATherefore the inverse of the matrix A-1-1 isis

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    QuestionQuestion

    Find the inverse of the matrixFind the inverse of the matrix

    22 -1-1 00A =A = -1-1 22 -1-1

    00 -1-1 22

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    March 20, 2012March 20, 2012http://mathworld.wolfram.comCopyright Box Hill Institute

    The inverse of the matrix is AThe inverse of the matrix is A-1-1

    0.7500 0.5000 0.25000.7500 0.5000 0.25000.5000 1.0000 0.50000.5000 1.0000 0.5000

    0.2500 0.5000 0.75000.2500 0.5000 0.7500

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    March 20, 2012March 20, 2012http://mathworld.wolfram.comCopyright Box Hill Institute

    Solution of EquationsSolution of Equations

    Suppose, we have to solve the equations:Suppose, we have to solve the equations:

    2 x + 3 y = 7 .. (1)2 x + 3 y = 7 .. (1)

    3 x + 4 y = 10 .. (2)3 x + 4 y = 10 .. (2)

    By (1) * 3 .. 6 x + 9 y = 21By (1) * 3 .. 6 x + 9 y = 21

    and (2) * 2 .. 6 x + 8 y = 20and (2) * 2 .. 6 x + 8 y = 20

    By subtraction, y= 1By subtraction, y= 1

    On substitution value of y in (1), x=2On substitution value of y in (1), x=2

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    March 20, 2012March 20, 2012http://mathworld.wolfram.comCopyright Box Hill Institute

    Solution of EquationsSolution of EquationsAnother method to solve the equations:Another method to solve the equations:

    2 x + 3 y = 7 .. (1)2 x + 3 y = 7 .. (1)

    3 x + 4 y = 10 .. (2)3 x + 4 y = 10 .. (2)

    Divide (1) by 2 .. 1 x + 1.5 y = 3.5 . (3)Divide (1) by 2 .. 1 x + 1.5 y = 3.5 . (3)Multiply (3) by 3 and subtract from (2)Multiply (3) by 3 and subtract from (2)

    0 x - 0.5 y = - 0.5 . (4)0 x - 0.5 y = - 0.5 . (4)

    Divide (4) by 0.5 0 x + 1 y = 1 . (6)Divide (4) by 0.5 0 x + 1 y = 1 . (6)

    Multiply ((6) by 1.5 and subtract from (3)Multiply ((6) by 1.5 and subtract from (3)

    1 x + 0 y = 2 . (5)1 x + 0 y = 2 . (5)

    Hence, x=2 and y =1Hence, x=2 and y =1

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    March 20, 2012March 20, 2012

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    Linear System of EquationsLinear System of Equations

    Consider the system of equationsConsider the system of equations

    aa1111xx11+a+a1212xx22+a+a1313xx33 = b= b11

    aa2121xx11+a+a2222xx22+a+a2323xx33 = b= b22

    aa3131xx11+a+a3232xx22+a+a3333xx33 = b= b33

    The above can be represented in the formThe above can be represented in the form

    of a matrix Ax = bof a matrix Ax = b

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    March 20, 2012March 20, 2012

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    Linear System of EquationsLinear System of Equations

    A x = bA x = b

    aa1111 aa1212 aa1313 xx11 bb11aa2121 aa2222 aa2323 xx22 = b= b22

    aa3131 aa3232 aa3333 xx33 bb33

    The solution of the above system ofThe solution of the above system ofequations isequations is x = Ax = A-1-1bb

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    Gauss Elimination MethodGauss Elimination Method

    For a system of equations with k variables theFor a system of equations with k variables the

    matrix will be of the formmatrix will be of the form

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    Gauss Elimination MethodGauss Elimination Method

    The Augmented Matrix is of the formThe Augmented Matrix is of the form

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    Gauss Elimination MethodGauss Elimination Method

    A series of elementary row operations are performed onA series of elementary row operations are performed on

    the augmented matrix to obtain a matrix in the formthe augmented matrix to obtain a matrix in the form

    Solve the equation of the kSolve the equation of the kthth row for xrow for xkk, then substitute, then substitute

    back into the equation of the (k-1)back into the equation of the (k-1)stst row to obtain arow to obtain a

    solution for xsolution for xk-1k-1, etc., etc.

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    Solution of EquationsSolution of Equations

    Find the solution to the following set ofFind the solution to the following set of

    equationsequations

    x + y + 2z = 8x + y + 2z = 8

    -1x - 2y + 3z = 1-1x - 2y + 3z = 1

    3x - 7y + 4z = 103x - 7y + 4z = 10

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    Therefore the solution to the set ofTherefore the solution to the set of

    equations isequations is x = 3, y = 1, z = 2x = 3, y = 1, z = 2

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    QuestionQuestion

    Find the solution to the system ofFind the solution to the system of

    equations using gauss elimination methodequations using gauss elimination method

    -3x + 2y - 1z = -1-3x + 2y - 1z = -1

    6x 6y + 7z = -76x 6y + 7z = -7

    3x 4y + 4z = -63x 4y + 4z = -6

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    The solution of the system of equations isThe solution of the system of equations is

    x = 2, y = 2, z = -1x = 2, y = 2, z = -1

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    SummarySummary

    For the above matrix,For the above matrix,perform a series of rowperform a series of rowoperations to obtain theoperations to obtain thematrix in the formmatrix in the form

    The matrix B is theThe matrix B is theinverse of the matrixinverse of the matrix

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    SummarySummary

    A x = bA x = b

    aa1111 aa1212 aa1313 xx11 bb11

    aa2121 aa2222 aa2323 xx22 = b= b22

    aa3131 aa3232 aa3333 xx33 bb33

    The solution of the above system ofThe solution of the above system of

    equations isequations is x = Ax = A-1-1bb

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    ReferencesReferences

    Gerald W. Recktenwald, NumericalGerald W. Recktenwald, Numerical

    Methods with MATLAB, ImplementationMethods with MATLAB, Implementation

    and Application, Prentice Halland Application, Prentice HallSolving Linear Systems of Equations,

    Gerald Recktenwald, Portland State

    University, Mechanical Engineering

    Department, [email protected]

    http://mathworld.wolfram.comhttp://mathworld.wolfram.com