CHAPTER 1: BASIC LINEAR ALGEBRA

Content
1 1.1 1 Gauss-Jordan Method 1.2 The inverse of a matrix

1.1 Gauss-Jordan Method

Important method because many of manipulations used in this method are used when solving linear programming problems by the simplex algorithm. Solve a linear equation system by utilizing Elementary Row Operations (ERO) in a systematic fashion fashion.

Gauss-Jordan Gauss Jordan Elimination

Reduce an augmented matrix Ax=b to the identity to solve a system of linear equations. equations Example: Solve

2 x1 x2 + x3 = 4 x1 + x2 + x3 = 3 3 x1 x2 x3 = 1
4

2 x1 x2 + x3 = 4 x1 + x2 + x3 = 3 3 x1 x2 x3 = 1
In matrix form

Ax = b

2 1 1 x1 4 1 1 1 x = 3 2 3 1 1 x 3 1
5

We use the following steps, Write the given system of linear equations as augmented matrix Choose a pivot element on the main diagonal (start at top ( p left corner) ) Eliminate (set to zero) all elements above and below the main diagonal Move M to t the th next t column l Repeat until matrix is an Identity matrix.

A Augmented t d matrix ti : 2 1 1 4 A b = 1 1 1 3 3 1 1 1
Divide row 1 by 2: A1 ' refered to new row A1
1 A1 '= A1 2

1 1/ 2 1/ 2 2 1 1 1 3 1 1 3 1
7

1 1/ 2 1/ 2 2 1 1 1 3 1 1 3 1

2 1 1/ 2 1/ 2 new row 3 =row 3 - 3row1 0 3 / 2 1/ 2 1 A '= A A A '= A 3 A 0 1/ 2 5 / 2 5

new row 2=row 2 - row1
2 2 1 3 3 1

2 1 1/ 2 1/ 2 0 3 / 2 1/ 2 1 0 1/ 2 5 / 2 5

2 Multipy row 2 by : 3
2 A2 '= A2 3

2 1 1/ 2 1/ 2 0 1 1/ 3 2 / 3 0 1/ 2 5 / 2 5

2 1 1/ 2 1/ 2 0 1 1/ 3 2 / 3 0 1/ 2 5 / 2 5
1

new row 1 1=row1 row1 + row 2 2 1 new row 3 =row 3 - row 2 2

1 A1 '= A1 + A2 2 1 A3 '= A3 A2 2

7/3 1 0 2 / 3 0 1 1/ 3 2 / 3 0 0 8 / 3 16 / 3

10

7/3 1 0 2 / 3 0 1 1/ 3 2 / 3 0 0 8 / 3 16 / 3

3 py row 3 with : Multipy 8

3 A3 '= A3 8

1 0 2 / 3 7 / 3 0 1 1/ 3 2 / 3 2 0 0 1
11

 1 0 2 / 3 7 / 3 0 1 1/ 3 2 / 3 2 0 0 1
2 new row 1=row1 - row 3 3 1 new row 2 =row 2 - row 3 3
1 1

1 0 0 1 0 1 0 0 = A ' b ' 2 A '= A A 0 0 1 2 3 Solution : 1

3

A2 '= A2 A3 3

1 x= 0 2

x1 = 1 x2 = 0 x3 = 2. 2
12

Summary
Gauss-Jordan Gauss Jordan process
loop over rows i scale l row such h th that t di diagonal li is 1 1,0 0 subtract a multiple of row i from every other row in order to fill the rest of the column with zeroes. move to next row Final solution appears at the end of the the augmented matrix matrix.
13

14

Solution are x1 = 1, 1 x2 = 2 2, x3 = 3
15

Basic Variable and solution to linear equation systems After the Gauss-Jordan method has been applied to any linear system, a variable that appears with coefficient of 1 in a single equation and coefficient of 0 in all other equations is called a basic variable (BV). Any variable that is not a basic variable is called a nonbasic variable (NBV). The character of the solution to A A b b depends on which of the following cases occurs:

16

17

18

19

20

21

22

Try
1. Use the Gauss-Jordan method to find all the solutions to the following g linear equation system y b) a) 2 x1 + 3 x2 = 3 x1 x3 = 4 x2 + x3 = 2 x1 + x2 = 1 x1 + x2 = 5 x1 + 2 x2 = 2 2. Use the Gauss-Jordan method to find the inverse of the following matrices
1 0 2 0 1 0 a) 0 1 1 b) 0 2 1 3
23