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Notes MMU218 00036
Notes MMU218 00036
Notes MMU218 00036
Reference textbook: Kreyszig, E., Advanced Engineering Mathematics, 10thEd.,John Wiley & Sons, 2011.
1
Chapter 1
Vectors in
Rn
and
C n,Spatial
Vectors
1.1
Introduction
w,
w1 , w2 , w3 , w4 , w5 , w6 , w7 , w8
Each subscript denotes the position of the numbers in the list, for example
w1 = 156 w2 = 125
w = w1
w2
...
w8
u+v
and
Furthermore, if
u= a v= a
then end point of the vector
b b
c c
u+v
is
a+a
b+b
c+c
Scalar Multiplication
The product
ku
of a vector
by a real number
is obtained as:
u= a
then
ku = ka
Mathematically, vector u is dened with its we write
kb
kc
c
be called a point or a vector
u= a
CHAPTER 1.
VECTORS IN
RN
AND
C N ,SPATIAL
VECTORS
1.2
Vectors in
Rn
called
n space.
a2
...
an
ai are called the coordinates, components, or elements of u u and v are equal, written u = v . If they have the same number of components, and if the corresponding components 0 ... 0
is called the zero vector.
Column Vectors
1 2 3 4 1 5 6
Row Vectors
1 2 3 4 1 5 6
1.3
in
Rn
u = a1
a2
and
...
an
v = b1
Their sum, written
b2
...
bn
u+v u + v = a1 + b1 a2 + b2 ... k, an + b n
written
by a real number
ku
ku = ka1 u+v
and
ka2
...
kan
ku
Rn Rn as
follows
u = (1) u
and
u v = u + (1) u
Given vectors
u1 , u2 , . . . , um
in
Rn
and scalars
k1 , k2 , . . . , km ,we
v = k1 u1 + k2 u2 + k3 u3 + + km um
Vector
u1 , u2 , . . . , um
CHAPTER 1.
VECTORS IN
RN
AND
C N ,SPATIAL
VECTORS
1.4
u = a1
a2
and
...
an
v = b1
The dot product or inner product or scalar product of
b2 v
...
bn
and
u v = a1 b1 + a2 b2 + a3 b3 + + an bn u
and
u v u v = 0
u Rn ,
denoted by
u = u = a1 u = uu= a2
uu
0 an R n
...
2 2 2 a2 1 + a2 + a3 + + an
u = 0 u = 0
Unit vector
u is called a unit v = 0 Rn
vector
u = 1 v 1 v= v v
v =
is called normalizing
v v
u, v Rn u = a1 a2 ... an
and
v = b1
Distance between
b2
...
bn
and
is denoted by
uv =
The angle between
u, v Rn
and
u, v = 0
CHAPTER 1.
VECTORS IN
RN
AND
C N ,SPATIAL
VECTORS
cos =
If
uv u v
u v = 0 = =
or
= u v 2 u v = 0 = = 2 or = = u v 2
onto vector
v=0
proj (u, v ) =
uv v v 2
1.5
n-tuple n-tuple
Rn
c2 ... cn
to the point
C c1
Located Vectors
A (ai ) Rn
and
B (bi ) Rn A B,
written as
AB b2 a2 ... bn an
u = AB = B A = b1 a1
A, B R3 A a1 a2 a3 B b1 b2 b3
u=BA P b1 a1 b2 a2 b3 a3
Hyperplanes
H Rn is
the set of points
x1
x2
...
xn a1 x1 + a2 x2 + + an xn = b u = a1 a2 ... an = 0
and
Q (qi ) H u H H u
P (pi ) H
and
Q (qi ) H
a1 p1 + a2 p2 + + an pn = b a1 q1 + a2 q2 + + an qn = b
Let
(1.5.1)
v = P Q = Q P = q1 p1
Then
q2 p2
...
qn pn
CHAPTER 1.
VECTORS IN
RN
AND
C N ,SPATIAL
VECTORS
Lines in Rn
The line points
...
bn
u = a1
a2
...
an = 0
consists of the
Curves in Rn
D [a, b] R F :DR
n
is a curve in
R .F (t)
is assumed to be continous.
t D
F (t) Rn Fn (t)
F (t)is V =
T (t) =
V (t) V (t)
1.6
Vectors,
Vectors in
u R3
R3 (Spatial
i= 1 j= 0 k= 0
Vectors),
ijk
Notation
0 1 0
0 0 1
denotes the unit vector in the x-direction denotes the unit vector in the y-direction denotes the unit vector in the z-direction
u R3
u= a
c = ai + bj + ck u=v u =1 uv
u, v i, j, k
and
u i, j, k
Suppose
u = a1 i + a2 j + a3 k v = b1 i + b2 j + b3 k
Then,
cR u v = a1 b1 + a2 b2 + a3 b3 u =
2 2 u u = a2 1 + a2 + a3
CHAPTER 1.
VECTORS IN
RN
AND
C N ,SPATIAL
VECTORS
Cross Product
There is a special operation for vectors
u, v R3 that
is not dened in
Rn
for
n = 3,
uv
a c
Suppose
b = ad bc d b = bc ad d
a c
u = a1 i + a2 j + a3 k v = b1 i + b2 j + b3 k
Then
Chapter 2
Algebra of Matrices
2.1
Introduction
The entries in our matrices will come *om some arbitrary, but xed, eld K. The elements of K are called numbers or scalars. Nothing essential is lost if the reader assumes that K is the real eld R.
2.2
Matrices
a12 a22
. . .
.. .
am2
are
row vectors
a11
a12 n
a1n
a21
a22
a2n
am1
am2
ann
column vectors
or
ij element,
and column
A = aij
A matrix with
m rows and n columns is called an m by n matrix, written as m n B are equal A = B size (A) = size (B ) and aij = bij if m = 1 and n > 1 matrix A is called a row matrix or row vector if m > 1 and n = 1 matrix A is called a column matrix or column vector A = aij = 0 is called a zero matrix A = aij and aij R = A is called a real matrix A = aij and aij C = A is called a complex matrix
and
where
and
2.3
Let
A = aij
and
B = bij
8
CHAPTER 2.
ALGEBRA OF MATRICES
and
B,
written
A+B a11 + b11 a21 + b21 A+B = . . . am1 + bm1 a12 + b12 a22 + b22
. . .
.. .
am2 + bm2 kA
.. .
by a scalar
k,
written
size (A + B )
Dene
and
size (kA)
are also
mn
A (1) A A B A + ( B )
The matrixA is called the negative of the matrix
and
A B
2.4
n k=1
Summation Symbol
(the
Greek capital letter sigma) the following meaning
Summation symbol
k k k k k 1
is called index
n2
2.5
Matrix Multiplication
A
and
matrix
B = bi
11
matrix
AB = a1
a2
an
b1 b2 . = a1 b1 + a2 b2 + a3 b3 + an bn . . bn
n
AB =
k=1
ak bk
AB AB
is a scalar or a
is not dened if
CHAPTER 2.
ALGEBRA OF MATRICES
10
Denition
A A = aij and B = bij are matrices such that the number of columns of A is equal to the number of rows of B ; say, m p matrix and B is an p n matrix. Then the product AB is the m n matrix whose ij entry is obtained by multiplying the ith row of A by the jth column of B . That is, b c11 c1n b1j b1n 11 a11 a1p . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . .. ai1 aip . . . . . = . . c . . . . ij . . . .. . . . . . .. . . . . . . . . . . . . . . . am1 amp cm1 cmn bp1 bpj bpn
Suppose is an where
cij =
k=1
aik bkj
product
is an
mp
matrix and
is an
qn
matrix
p = q =the
AB
is not dened
2.6
Transpose of a Matrix
A,
written
AT 1 4 2 5 3 6
T
1 = 2 3
T
4 5 6 1 = 3 5
m n matrix, then AT = bij is the n m matrix where bij = aij 1 n row matrix, then AT = bij is the n 1 column matrix m 1 column matrix, then AT = bij is the 1 m row matrix
2.7
An
Square Matrices
matrix
A = aij is a matrix with size m n. m = n = A is said to be a square matrix n nsquare matrix is said to be of order n and is sometimes called an n square
are
S = aij |i = j
by
In or
simply
is the
n square
matrix with
1s
AI = IA = A
If
is an
mn
matrix, then
BIn = Im B = B
For any scalar
k,
the matrix
kI
that contains
ks
0s
CHAPTER 2.
ALGEBRA OF MATRICES
11
(kI ) A = k (IA) = kA
Kronecker delta function
ij is
dened by
ij
Thus identity matrix may be written
0 if i = j 1 if i = j
I = ij
2.8
Let
nn
matrix. Powers of
A2 = AA
A3 = A2 A
...
An+1 = An A
and ai R ai R
A0 = I
f (x)
2.9
A square matrix
such that
AB = BA = I
where
is the inverse of
A,
then
is the inverse of
B B
the inverse of
and denote it by
A 1 .
If
Suppose
and
AB
is invertible and
(AB )
= B 1 A1
More generally, if
A1 , A2 , . . . , Ak
(A1 A2 . . . Ak )
The product of the inverses in the reverse order.
1 1 1 = A k . . . , A2 A1
Inverse of a 2 2 Matrix
Let
be an arbitrary
22
matrix, say
A=
We want to nd a general formula for the inverse of
a c
b d
A, A1 A 1 = x1 y1 x2 y2
such that
AA1 = I AA1 = a c b d x1 y1 x2 1 = y2 0 0 1
CHAPTER 2.
ALGEBRA OF MATRICES
12
0 1
A = ab cd
A,
assuming
A = 0. d A c A
x1 , x2 , y1 , y2
x1 = y1 =
Thus
x2 = y2 =
b A a A
A 1 = A = 0 = A
is not invertible.
a c
b d
1 A
d b c a
Inverse of an n n Matrix
Suppose
is an arbitrary
n square
A1 reduces
nn
2.10
D = dij
is diagonal
Examples
3 0 0
A square matrix
0 7 0
0 0 diag (3, 7, 2) 2
is upper triangular
4 0
0 diag (4, 5) 5
0 9 diag (6, 0, 9, 8) 8
A = aij
= S aij = 0|i > j b11 b12 b22 b13 b23 b33 c11 c12 c22 c13 c23 c33 c14 c24 c34 c44
a11
a12 a22
A = aij
is upper triangular
symmetric if each
is symmetric if each
must be square if
A = AT
or
A = AT
CHAPTER 2.
ALGEBRA OF MATRICES
13
Orthogonal Matrices
A real matrix Now, suppose
Thus
b3
u3 = c1
c2
c3
(2.10.1)
Since
AAT = I a1 a2 b1 b2 c1 c2
a3 a1 b3 a2 c3 a3
b1 b2 b3
c1 1 c2 = 0 c3 0
0 1 0
0 0 = I 1
(2.10.2)
2 2 a2 1 + a2 + a3 = 1
a1 b1 + a2 b2 + a3 b3 = 0
2 2 b2 1 + b2 + b3 = 1
a1 c1 + a2 c2 + a3 c3 = 0 b1 c1 + b2 c2 + b3 c3 = 0
2 2 c2 1 + c2 + c3 = 1
a1 b1 + a2 b2 + a3 b3 = 0 a1 c1 + a2 c2 + a3 c3 = 0
Implies
b1 c1 + b2 c2 + b3 c3 = 0
u1 u1 = 1
u2 u2 = 1 f or
u3 u3 = 1 i=j
vectors are unit vectors and are orthogonal to
ui uj
The rows of Vectors,
u1 , u2 , u3 are unit vectors and they are orthogonal to each other u1 , u2 , . . . , un Rn are said to form an orthonormal set of vectors if the 0 1 i=j i=j
ui uj =
In other words, ui uj = ij ,where ij is the Kronecker delta function AAT = I =rows of A form an orthonormal set of vectors AT A = I =columns of A form an orthonormal set of vectors
2.11
Block Matrices
Aand B
into blocks is that the result of operations on
Using a system of horizontal and vectrical lines, we can partition amatrix of partition matrices, say block matrix Suppose computation with the blocks, just as if they were the actual elements
A into submatrices called blocks (cells). The convenience A and B can be obtained by carrying out the of the matrices. The notation A = Aij wilbe used for a
A with A = Aij
blocks and
Aij . B = Bij
are block matrices with the same number of row and column blocks and suppose that
.. .
Am2 + Bm2
kA12 kA22
. . .
.. .
kAm2
U = Uik
V = Vkj are block matrices, as long W11 W12 W1n W21 W22 W2n UV = . where . , . .. . . . . . . . Vm1 Wm2 Wmn
and
as product
CHAPTER 2.
ALGEBRA OF MATRICES
14
1.
2. The blocks form a square matrix 3. The diagonal blocks are also square The latter two conditions will occur if and only if there are the same number of horizontal and vertical lines and they are placed symmetrically.
M = Aij
be square block matrix such that nondiagonal blocks are all zero matrices, that
f (x)
is a polynomial and
Aij
is invertible, then
Chapter 3
Systems of Linear Equations
3.1
eld
Introduction
K.
There is almost no loss in generality if the reader assumes that all our scalars are real numbers, that is, that they come
All our systems of linear equations involve scalars as both coecients and constants, and such scalars may come from any number from the real eld
R.
3.2
x1 , x2 , . . . , xn
a1 x1 + a2 x2 + + an xn = b
where
a1 , a2 , . . . , an and b
ak
xk ,
and
x1 = k2
or
x2 = k2
,...
x n = kn
u = k1
such that
k2
...
kn
a1 k1 + a2 k2 + + an kn = b
is true, or we say
L1 , L2 , . . . , Lm
in
nunknowns x1 , x2 , . . . , xn can
aij
and
bi
aij is
xj
in the equation
Li ,
bi
Li .
m = n,
of unknowns. The system is said to be homogeneous if all the constant terms are zero. Otherwise the system is said
to be nonhomogeneous. The system of linear equations is said to be consistent if it has one or more solutions, and it is said to be inconsistent if it has no solution.
15
CHAPTER 3.
16
m equation in n unknowns. a11 a12 a1n b1 a21 a22 a2n b2 M = . . . . .. . . . . . . . . . am1 am2 amn bm
and
a12 a22
. . .
.. .
am2
M is the augmented matrix of the system and A is called the coecient M = A B where B denotes the column vector of constants.
b.
Specically:
kn
is a solution.
3.3
E1 E2 E3
Elementary Operations
L1 , L2 , . . . , Lm
are called elementary operations. : Interchange
Li Lj : Replace Li by kLi kLi Li : Replace Li by kLi + Lj kLi + Lj Lj Suppose a system of M of linear equations is obtained operations. Then M and L have the same solutions. Li
and
Lj
from a system
3.4
A2 A1 = B1 B2
The system has no solution
A1 B 2 A2 B 1 = 0
A1 B1 C1 = = A2 B2 C2
The system has innite solution
A1 B1 C1 = = A2 B2 C2
Determinant of order two
A1 A2
B1 = A1 B 2 A2 B 1 B2
CHAPTER 3.
17
Elimination Algorithm
Algorithm 3.1: The input consists of two nondegenerate linear equations
L1
and
L2
Multiply each equation by a constant so that the resulting coecients of one unknown are
negatives of each other, and then add the two equations to obtain a new equation L that has only one unknown. Solve for the unknown in the new equation L (which contains only one unknown), substitute this value of the unknown into one of the original equations, and then solve to obtain the value of the other unknown. Part A of Algorithm 3.1 can be applied to any system even if the system does not have a unique solution. In such a case, the new equation L will be degenerate and Part B will not apply.
3.5
Triangular Form
2x1 + 3x2 + 5x3 2x4 5x2 x3 + 3x4 7x3 x4 2x4 = = = = 9 1 3 8
Such a triangular system always has a unique solution, which may be obtained by back-substitution.
= = =
7 5 6
x2
and
x5 are
Consider a system of linear equations in echelon form, say with r equations in n unknowns. There are two cases. If there are as many equations as unknowns (triangular form). Then the system has a unique solution, If there are more unknowns than equations. Then we can arbitrarily assign values to the
nr
The general solution of a system with free variables may be described in either of two equivalent ways: One description is called the "Parametric Form" of the solution, and the other description is called the "Free-Variable Form".
Parametric Form
Assign arbitrary values, called parameters, to the free variables, and then use back-substitution to obtain values for the pivot variables
Free-Variable Form
Use back-substitution to solve for the pivot variables directly in terms of the free variables.
3.6
Gauss Elimination
Part A. (Forward Elimination) Step-by-step reduction of the system yielding either a degenerate equation with no solution
(which indicates the system has no solution) or an equivalent simpler system in triangular or echelon form.
Part B. (Backward Elimination) Step-by-step back-substitution to nd the solution of the simpler system.
a11 = 0.
x1
a11
as a pivot to eliminate
x1
from all equations except the rst equation. That is, for
i > j:
CHAPTER 3.
18
a11 x1 + a12 x2 + a13 x3 + + a1n xn a2j2 xj2 + + a2n xn amjm xj2 + + amn xn
where
= = = xj2
b1 b2 bm
denotes the rst unknown with a nonzero
x1
a11 = 0,
and
coecient in any equation other than the rst. 3. Examine each new equation (a) If
L.
with
L L
b = 0, L
then STOP
The system is inconsistent and has no solution. (b) If has the form or if is a multiple of another equation, then delete
Recursion Step:
rst equation.
Repeat the Elimination Step with each new "smaller" subsystem formed by all the equations excluding the
Output:
Finally, the system is reduced to triangular or echelon form, or a degenerate equation with no solution is obtained
indicating an inconsistent system. The next remarks refer to the Elimination Step in Algorithm 3.2. 1. The following number
m=
Li
by
ai1 L1 + a11 Li
This would avoid fractions if all the scalars were originally integers.
3.7
Elementary Matrices
A,
[F1 ] (Column Interchange): Interchange columns Ci and Cj . [F2 ] (Column Scaling): Replace Ci by kCi (where k = 0). [F3 ](Column Addition): Replace Cj by kCi + Cj .
We may indicate each of the column operations by writing, respectively. 1. 2. 3.
Ci Cj kCi Ci kCi + Cj Cj f denote an elementary column operation, and let F be the matrix obtained by applying f to the identity matrix I , F = f (I ) Then F is called the elementary matrix corresponding to the elementary column operation f . Note that F is
Theorem:
For any matrix by postmultiplying
A, f (A) = AF . That is, the result of applying an elementary column operation f A by the corresponding elementary matrix F .
on a matrix
A can be obtained
CHAPTER 3.
19
R1 , R2 , . . . , Rm
[E1 ] E2 E3
Let
(Row Interchange):
Ri
and
Rj
or
Ri Rj
(Row Scaling):
Ri Rj
bykRi or by
kRi Ri
or
(Row Addition):
kRi + Rj
kRi + Rj Rj . e(A)
denote the results of applying the operation
to a matrix
A.
Now let
I,
E = e (I ) Then E is called the elementary matrix corresponding to the elementary row operation e.
Theorem:
e be an elementary row operation e(A) = EA where A is any mxn matrix.
Let corresponding elementary matrix and let
be the corresponding
mxm
to a matrix
by the
E.
3.8
3.8.1 Introduction
a system of m linear equations
L1 , L2 , . . . , Lm
in
nunknowns x1 , x2 , . . . , xn can
a11 x2 + a12 x2 + + a1n x2 = b1 a21 x2 + a22 x2 + + a2n x2 = b2 am1 x2 + am2 x2 + + amn x2 = bm a11 a21 M = . . . am1 a12 a22
. . .
.. .
a1n a2n
. . .
am2
amn
b1 b2 . . . bm
and
a12 a22
. . .
.. .
am2
M is the augmented matrix of the system and A is called the coecient M = A B where B denotes the column vector of constants.
AX = 0.
0 = (0, 0, . . . , 0)
Accordingly, we are usually interested in whether or not the system has a nonzero solution. Since a homogeneous system
AX = 0
does have at least the zero solution, it can always be put in an echelon form; say
a11 x1 + a12 x2 + a13 x3 + a14 x4 + + a1n xn a2j2 x2 + a2j2 +1 xj2 + + a2n xn arjr xjr + arjr +1 xjr +1 + + arn xn
Here
= = =
0 0 0
nr
1. 2.
free variables. The question of nonzero solutions reduces to the following two cases:
r = n. r < n.
The system has only the zero solution, The system has a nonzero solution.
CHAPTER 3.
20
Accordingly, if we begin with fewer equations than unknowns, then, in echelon form, solution. The augmented matrix equations.
r < n,
determines the system completely because its contains all the given numbers appearing in system of
uv
of vectors
u = (a1 , . . . , an )
and
v = (b1 , . . . , bn )
in
is dened by
u v = a1 b1 + a2 b2 + an bn
Furthermore, vectors Suppose that
u and v are said to be orthogonal if their dot product u v = 0. u1 , u2 , . . . , un are in Rn nonzero pairwise orthogonal vectors. This means ui uj = 0 f or i = j
(3.8.1)
and
ui ui = 0
Then, for any vector next example.
f or each i u1 , u2 , . . . , un
which is illustrated in the
as a linear combination of
Theorem:
Suppose that
u1 , u2 , . . . , un
are in
Rn
v;
in
Rn ,
(3.8.2)
v=
We emphasize that there must be
v u1 v u2 v un u1 + u2 + + un u1 u1 u2 u2 un un ui
in
Rn
ui ui =
f or each i,
since each
ui
is a nonzero vector.
Remark:
The following scalar
ki
with respect to
ui .
ki =
v ui v ui = ui ui ui
CHAPTER 3.
21
a12 a22
. . .
... ...
.. .
am2
...
AX = B
where
A = aij
X = xj
B = bi
constants.The statement that the system of linear equations and the matrix equation are equivalent means that any vector solution of the system is a solution of the matrix equation, and vice versa. A system
AX = B
Theorem:
A square system
AX = B of linear equations has a unique solution if and only if the matrix A is invertible.
In such a case,
A1 B
R2 .
The theorem also has a geometrical description when the system consists of three nondegenerate equations
H1 , H2 , H3
in
R3 .
Consider a system of two nondegenerate linear equations in two unknowns x and y, which can be put in the standard form
A1 x + B1 y = C1 A2 x + B2 y = C2
The system has exactly one solution: Here the two lines intersect in one point. This occurs when the lines have distinct slopes or, equivalently, when the coecients of x and 3; are not proportional:
A1 B1 = A2 B2
A1 B 2 A2 B 1 = 0
The section gives two matrix algorithms that accomplish the following: 1. Algorithm 3.3 transforms any matrix A into an echelon form. 2. Algorithm 3.4 transforms the echelon matrix into its row canonical form. These algorithms, which use the elementary row operations, are simply restatements of Gaussian elimination as applied to matrices rather than to linear equations. The input is any matrix form of
0s
below each pivot, working from the "top-down".) The output is an echelon
A. j1
denote this column.
Step 1. Find the rst column with a nonzero entry. Let Arrange so that
a1j1 = 0.
That is, if necessary, interchange rows so that a nonzero entry appears in the rst row in column
j1 .
CHAPTER 3.
22
CHAPTER 3.
23
Use
a1j1
as a pivot to obtain
0s
below
a1j1 .
m=
Replace
i > 1:
Repeat Step 1 with the submatrix formed by all the rows excluding the rst row. Here we let subsystem with a nonzero entry. Hence, at the end of Step 2, we have Continue the above process until a submatrix has only zero rows. We emphasize that at the end of the algorithm, the pivots will be
a2j2 = 0.
Remark 1:
denotes the number of nonzero rows in the nal echelon matrix. The following number m in Step 1(Z?) is called the multiplier.
m=
Remark 2:
Replace
Ri
by
This would avoid fractions if all the scalars were originally integers. Algorithm 3.4 (Backward Elimination): The input is a matrix
A. Rj .
by
1 . arjr
i = r 1, r 2, . . . , 1
Step r. (Use row scaling so the rst pivot equals 1.) Multiply
1 a1j1
Puts Puts
0 s below each pivot, working from the top row R1 down. 0 s above each pivot, working from the bottom row Rr . up. R1
down. Although Gauss-Jordan
There is another algorithm, called Gauss-Jordan, that also row reduces a matrix to its row canonical form. The dierence is that
0s
both below and above each pivot as it works its way from the top row
may be easier to state and understand, it is much less ecient than the two-stage Gaussian elimination algorithm.
One way to solve a system of linear equations is by working with its augmented matrix M rather than the equations themselves. Specically, we reduce M to echelon form (which tells us whether the system has a solution), and then further reduce M to its row canonical form (which essentially gives the solution of the original system of linear equations).
CHAPTER 3.
24
Step 1. Elimination of x1
Step 2. Elimination of x2
The result
Backsubstitution: in this order x3 , x2 , x1 3.8.5.1 Gauss Elimination: The Three Possible Cases of Systems
The Gauss elimination can take care of linear systems with a unique solution, with innitely many solutions , and without solutions (inconsistent systems).
CHAPTER 3.
25
Step 1: Elimitaion of x1
x2 = 1 t1 + 4t2 x1 = 2 t 2
where
x3 = t 1
x4 = t2
since
x3 and x4 are
Step 1: Elimitaion of x1
0 = 12
CHAPTER 3.
26
r=n
and
br+1 . . . bm
and
r<n
br+1 . . . bm
r<m
br+1 . . . bm
CHAPTER 3.
27
3.9
CHAPTER 3.
28
x1 = 0; x2 = 0; . . . xn = 0.
3.9.1.2 Cramer's rule for solving linear systems of two equations in two unknowns
with
D = 0.
The value
D=0
appears for inconsistent nonhomogeneous systems and for homogeneous systems with nontrivial
solutions
CHAPTER 3.
29
where
D1 , D2 ,
and
D3
are given by
where
is given by
3.10
A determinant of order
nn
matrix
A = aij
which is written
for
n=1 n>1
for
or
and of
Mjk
in
is a determinant of order
ajk
n 1. namely, the determinant of the submatrix of A obtained from A by omitting the row jth row and the kth column. Mjk is called the minor of ajk in D, and Cjk the cofactor
ajk
D.
CHAPTER 3.
30
CHAPTER 3.
31
Example:
Find all submatricesof the following
23
matrix:
A=
Of course, one obvious submatrix is the Other submatrices are Three
a11 a21
a12 a22
a13 a23
[A]
22
submatrices
a11 a21
Two
a12 a22
a11 a21
a13 a23
a12 a22
a13 a23
13
submatrices
a11
Three
a12
a13
a21
a22
a23
21
submatrices
a11 a21
Six
a12 a22
a!3 a23
12
submatrices
a11
Six
a12
a11
a13
a21
a22
a21
a23
a22
a23
11
submatrices
a11
a12
a13
a21
a22
a23
Rank
A general matrix Example:
[ A]
is said to be of rank
[ A]
r r with r is zero.
a nonvanishing
4 A = 6 2
Matrix A contains four Matrix
2 3 1
1 4 0
3 7 1 [ A]
is not
3 3matrices.
3.
CHAPTER 3.
32
4 6
whose determinant is not zero. Therefore, the rank of For an an
1 4
Consequently,
[A] is 2. n n square matrix [A], if det[A] = 0, then its rank is less than n. In that case, [A] is called a singularmatrix. n n matrix [A] has a rank equal to n if and only if det[A] is not equal to zero; i.e., [A] is non-singular.
Example:
Show that matrix
is singular
1 A = 4 7 1 det A = A = 4 7 2 5 8
2 5 8
3 6 8 4 6 2 7 9 4 6 +3 7 9 5 8
3 5 6 =1 8 9
A = 45 48 2 36 42 + 3 32 35 = 3 + 12 9 = 0
The rank of
[ A]
is less than
n = 3.
2.
CHAPTER 3.
33
CHAPTER 3.
34
3.11
Example
Chapter 4
Matrix Eigenvalue Problems
Ax = x
where
A is an n n square matrix is an unknown scalar x is an unknown vector x = 0 is always a solution to the We seek solutions where x = 0
Terminology
's
Corresponding nonzero
x's
Now consider the following numeric examples Observe the inuence of multiplication the matrix on the given vectors
Case I:
6 4
3 7
5 33 = 1 27
In the rst case, we get a totally new vector with a dierent direction and dierent length when compared to the original vector.
Case II:
6 4
3 7
3 30 = 4 40
In the second case something interesting happens. The multiplication produces a vector
30 3 = 10 40 4
which means the new vector has the same direction as the original vector. The scale constant is
= 10
Formal denitiona of Eigenvalue problem Let
A = aij
nn
Ax = x
Find
x=0
and corresponding
x,
x. x,
a new vector that has the same or opposite
Ax
should be proportional to
3. Thus, the multiplication has the eect of producing, from the original vector (minus sign) direction as the original vector. 35
CHAPTER 4.
36
A A
n i=1
4.1
Example
All steps of eigenvalue problem is illustrated in terms of the matrix
A=
5 2
2 2
Eigenvalues
If we write eigenvalue problem that corresponds tot he givne matrix
Ax =
If we expand this vector equation we get
5 2
2 2
x1 x = 1 x2 x2
= =
x1 x2
5 x1 + 2x2 2 x 1 + 2 x 2
In matrix notation
= =
0 0
A I x = 0
This is a homogeneous linear system. determinant is zero, that is, By Cramer's theorem it has a nontrivial solution
x = 0
D = det A I =
5 2
2 2
D = 2 + 7 + 6 = 0
Below you may nd some more information about the terminology used in this chapter.
A D = 2 + 7 + 6 = 0
A. s
are
1 = 1
Eigenvector of A corresponding to
2 = 6
CHAPTER 4.
37
= 1
5 x 1 + 2 x 2 2x1 + 2 x2
Then we get
= =
0 0
4x1 + 2x2 2 x1 x2
= =
0 0
A solution to the above set of equations can be obtained from either of the equations as
x2 = 2x1
Note that since we set
= 1
and under these circumstances the determinant of the original vector equation
A I x = 0 D = det A = 1 I = 0
Number of independent equation is one and the above two equations are linearly dependent, so in fact we have only one independent equation. If we examine equations after we
= 1 4x1 + 2x2 2 x1 x2 = = 0 0
we see that we can get equation (1) if we multiply the equation (2) by a scalar which is equal to2 We can compute the rst eigenvector upto an unknown scalar multiplier, if we chose
x1 = 1,
x1 =
1 2
We can check the solution by substituting this eigenvector into the original eigenvalue problem
Ax1 =
Eigenvector of A corresponding to For
5 2
2 2
1 1 = = (1)x1 = 1 x1 2 2
= 2 = 6 5 x 1 + 2 x 2 2x1 + 2 x2 = = 0 0
reduces to
x1 + 2 x2 2x1 + 4x2
Solution of the above set homogenous sytem of equation is
= =
0 0
x2 =
One of the unknowns is arbitrary, set
x1 2
x1 = 2
we can compute
CHAPTER 4.
38
x 2 = 1
Eigenvector can be wtitten upto an unknown scale can be written as
x2 =
Lets check the result
2 1
Ax2 =
5 2
2 2
2 12 = = (6)x2 = 2 x2 1 6
4.2
nn
Matrix
nn
In the sequel we will investigate the general form of eigenvalue problem for a matrix
A = aij
= x1 = x2
an1 x1 + + ann xn
= xn
= =
0 0
A I x = 0
By Cramer's theorem , this homogeneous linear system of equations has a nontrivial solution if and only if the corresponding determinant of the coecients is zero:
D = det A I =
a11 a21
. . .
a12 a22
. . .
.. .
a1n a2n
. . .
=0
an1
Lets talk about terminology
an2
ann
Symbol
Name
Characteristic matrix Characteristic determinant Characteristic equation of matrix Characteristic polynomial of
Eigenvalues:
A A.
The eigenvalues must be determined rst. Once these are known, corresponding eigenvectors are obtained from the homogenous system of linear equations, for instance, by the Gauss elimination, where is the eigenvalue for which an eigenvector is wanted.
A 2 +2 3 A = +2 +1 6 1 2 +0
CHAPTER 4.
39
A I x = 0
the characteristic determinant gives the characteristic equation
D = det A I = 0 3 2 + 21 + 45 = 0
Eigenvalues of matrix
1 = 5
A which 2 = 3 = 3
A I x = 0
Set
= 1 7 +2 3 A I = A 5I = +2 4 6 1 2 5
Apply Gauss elimination to reduce the above system to echelon form note that we dont necessarily have to use the augmented matrix since the vector of constants are all zero The above matrix row-reduces to
7 0 0
Hence it has rank 2. Choose
2 24 7 0
3 48 7 0
x3 = 1,
then using
we can compute
24 48 x2 x3 = 0 7 7
x2 = 2,
then using
x1 = 1
Hence the eigenvector corresponding to
= 1 is 1 2 1
Set
= 2 1 A I = A + 3I = 2 1 2 3 4 6 2 3
Apply Gauss elimination to reduce the above system to echelon form note that we dont necessarily have to use the augmented matrix since the vector of constants are all zero The above matrix row-reduces to
1 0 0
2 0 0
3 0 0 x1
Hence it has rank 1. Use the only available equation which is the rst equation to compute
CHAPTER 4.
40
x1 + 2x2 3x3 = 0
Solve for
x1 x1 = 2x2 + 3x3
Choose
x2 = 1 x3 = 0
and
x2 = 0 x3 = 1
we obtain two linearly independent eigenvectors of matrix
corresponding to
= 2 = 3
Because rank is equal to one and number of unknowns is three. These eignevectors are
2 x2 = 1 0
and
3 x3 = 0 1
A=
The characteristic equation of the skew-symmetric matrix
0 1
is
1 0
det A I =
1 = 2 + 1 = 0
1 = i =
Eigenvectors can be obtained from
2 = i
ix1 + x2 = 0 ix1 + x2 = 0
Choose arbitrarily
x1 = 1 x1 = 1 i and x2 = 1 i
CHAPTER 4.
41
4.3
4.3.1 Introduction
Denitions:
A real square matrix
A = ajk
is called symmetric
AT = A
A real square matrix
thus
akj = ajk
A = ajk
is called skew-symmetric
A = ajk
is called orthogonal
A AT = A1
Any real square matrix A may be written as the sum of a symmetric matrix
S,
where
R=
1 A + AT 2
and
S=
1 A AT 2
y = Ax
where
is an orthogonal matrix
is
an ortogonal transformation
y=
y1 cos = y2 sin
sin cos
x1 x2
It can be shown that any orthogonal transformation in the plane or in three-dimensional space is a rotation
and
in
Rn ,
dened by
a b = aT b = a1
That is, for any
an
b1 . . . bn
and
in
Rn ,
orthogonal matrix
n n A,
and
u = Aa v = Ab
we have
uv =ab
Hence the transformation also preserves the length or norm of any vector
in
Rn
given by
a =
aa
aT a
CHAPTER 4.
42
aj ak = aT j ak =
0 1
+1
or
4.4
4.4.1 Introduction
Eigenvectors of an
nn
matrix
Rn
eigenbasis (basis of eigenvectors)if it existsis of great advantage, because then we can write the following
x = c1 x1 + c2 x2 + + cn xn
where Since
x1 , x2 , . . . , xn are eignevectors that forms the eigenbasis i , xi is an eigenvalue, eigenvector pair of solution to the
Axj = j xj
we can write
on an arbitrary vector
A.
nn
matrix
has
x1 , x2 , . . . , xn
for
Rn
Rn
A.
This is done by
nn
matrix
is called similar to an
nn
matrix
if
= P 1 AP A
for some (nonsingular!)
nn
matrix
P.
from
CHAPTER 4.
43
similar to
Furthermore,
is an eigenvector of
A=
and
6 4
3 1
P =
Then
1 1
3 4
= A A
has the eigenvalues
4 1
3 1
6 4
3 1
1 1
3 3 = 4 0
0 2
1 = 3 and 2 = 2
The characteristic equation of
is
6
Roots of this charcteristic equation (the eigenvalue of
1 = 2 5 + 6 = 0 A)
is
1 = 3 and 2 = 2
which conrms the rst part of theory In order to compute th eigenvectors,we use the following matrix equation
A I x = 0
If we select the rst row, we get
6 x1 3x2 = 0
For
= 1 = 3,
this gives
3x1 3x2 = 0
so the rst eigenvector can be written as
x1 =
For
1 1
= 2 = 2,
this gives
4x1 3x2 = 0
so the second eigenvector can be written as
x1 =
Theorem states that
3 4
y1 = P 1 x1 = y2 = P 1 x2 =
Indeed, these are eigenvectors of the diagonal matrix We see that
4 1 4 1
3 1 3 1
1 1 = 1 0 3 0 = 4 1
A A
to a diagonal matrix
x1 and x2 A:
P D
whose diagonal entries are the
CHAPTER 4.
44
nn
matrix
D = X 1 AX
is diagonal, with the eigenvalues of scolumn vectors, also
Here
Dm = X 1 Am X
m = 2, 3, . . .
Example: Diagonalization
Diagonalize
A I = 0
This gives the characteristic equation
3 2 + 12 = 0
The roots (eigenvalues) of this characteristic equation are
1 = 3 2 = 4 3 = 0
We apply Gauss elimination to
A I x = 0
with
= 1 , 2 , 3
and nd the corresponding eigenvectors.
1 , x1
From these eigenvectors we form the transformation matrix
2 , x2 X x2
3 , x3
X = x1
Then we use Gauss-Jordan elimination to compute The results can be summarized as
x3
from
X. 2 3 = 0, x3 = 1 4
1 1 = 3, x1 = 3 1
Calculate
AX
and premultiply by
1 1 3
2 3 1 = 0 4 0
0 4 0
0 0 0
CHAPTER 4.
45
in the components
x1 , x2 , . . . , xn of
n n
a vector
Q = xT Ax =
j =1 k=1
when the above double summation is expanded
ajk xj xk
Q = a11 x2 1 + a12 x1 x2 + + a1n x1 xn +a21 x2 x1 + a22 x2 2 + + a2n x2 xn an1 xn x1 + an2 xn x2 + + ann x2 n A = ajk
is called the coecient matrix.
is assumed to be symmetric
from these
X = x1
we obtain a matrix
x2
xn
X 1 = X T
Then we can write
D = X 1 AX
or
A = XDX 1
or by using the orthogonal property of
that is
X 1 = X T
we can write
as
A = XDX T
If we substitute this form
Q Q = xT XDX T x
If we set
XT x = y
and use the orthogonal property of
that is
X 1 = X T ,
we have
X 1 x = y
or
x = Xy
Similarly
xT X = X T x
and
= yT
XT x = y
so
simply becomes
2 2 2 Q = y T Dy = 1 y1 + 2 y2 + + n yn
CHAPTER 4.
46
x = Xy
transforms a Quadratic form
Q = xT Ax
j =1 k=1
to the principal axes form or canonical form (10), where (symmetric!) matrix vectors.
ajk xj xk
akj = ajk
the (not necessarily distinct) eigenvalues of the
1 , 2 , . . . , n are
A,
and
x1 , x2 , . . . , xn
, respectively, as column
can be written as
Q = xT Ax
where
A=
First we must compute the transformation matrix an eigenvalue problem The characteristic equation of matrix
17 15 15 17
the columns of
x= X
x1 x2 A.
Hence we must solve
X,
A 17
2
152 = 0
are
1 = 2
2 = 32
Using theorem we know that if we solved the eigenvalue problem completely and found corresponding eigenvectors
1 , x1
then formed the orthogonal transformation matrix
2 , x2 x1 , x2
X = x1
Finally use the following tranformation
x2
x = Xy
together with the knowledge that of quadratic form, in
=X
because matrix
y
2 2 Q = 1 y1 + 2 y2
or
2 2 Q = 2y1 + 32y2
To calculate the direction of the principal axes in the The eigenvalue problem can be setup as
xy coordinates,
A I x = 0
The eigenvalue are
1 = 2
CHAPTER 4.
47
2 = 32
Solving
A I x = 0
with
= 1 2 1 x1 = 12 2 1 x1 = 1 2 2
we get
Hence
1 x = Xy = 12 2 y1 x1 = 2
1 2 y1 1 y2 2 y2 2
y1 y2 x1 = + 2 2
This is
45o
rotation
Chapter 5
Vector and Scalar Functions and Their Fields. Vector Calculus: Derivatives
5.1
Introduction
is dened as
v = v P = v1 (P ) v2 (P ) v3 (P )
Note tha
is a
3D
in space.
f = f (P )
that depends on
P.
Like vector functions, scalar function denes a scalar eld in that threedimensional domain or surface or curve in space
48
CHAPTER 5.
VECTOR AND SCALAR FUNCTIONS AND THEIR FIELDS. VECTOR CALCULUS: DERIVATIVES
49
v (P ),
we can write
P = x
f (P ),
we can write
f (P ) = f (x, y, z )
where
P = x
P,
(x x0 ) + (y y0 ) + (z z0 )
v (P )
of a rotating body
v (x, y, z ) = w r = w x
z = w xi
yj
zk
w = k
Then
i v= 0 x
j 0 y
k = y z
+x 0 = yi + xj
of mass
of mass
in space.
attracts
B. B
is
p = c
x x0 y y0 z z0 ic 3 jc 3 k 3 r r r
CHAPTER 5.
VECTOR AND SCALAR FUNCTIONS AND THEIR FIELDS. VECTOR CALCULUS: DERIVATIVES
50
Gravitational eld
5.2
Vector Calculus
of vector functions.
Denition: Convergence
An innite sequence of vectors
a(n) , n = 1, 2, . . .
lim a n a = 0
lim a
=a a
Every component of this sequence of this vectors which is expressed in Cartesian coordinates, must converge to
Denition: Limit
A vector function (possibly except at
v (t) of t0 )
a real variable
as
approaches
t0
if
v (t)
tt0
Then
lim v t l = 0
tt0
lim v t = l
Denition: Neighborhood
A neighborhood of
t0
t axis
containing
t0
Denition: Continuity
A vector function
v (t)
is said to be continuous at
t = t0
t0 (including
at
t0
itself !) and
tt0
In Cartesian coordinates
lim v t = v t0
t0 then
v (t)
is continous at
t0
CHAPTER 5.
VECTOR AND SCALAR FUNCTIONS AND THEIR FIELDS. VECTOR CALCULUS: DERIVATIVES
51
v (t)
v t = lim
This vector
t0
v t + t v t t
v t
v (t).
v (t)
Dierentiation Rules
cv u+v uv uv u v w = u v = cv =u +v
=u v+uv =u v+uv w + u v w + u v w
5.3
Suppose,
v = v1
are dierentiable functions of
v2
v3 = v1 i + v2 j + v3 k
variables
t1 , t2 , . . . , tn .
Then
v tm
v1 v2 v3 v = i+ j+ k tm tm tm tm
Second partial derivatives can be written as
2v 2 v1 2 v2 2 v3 = i+ j+ k tl tm tl tm tl tm tl tm
5.4
The application of vector calculus to geometry is a eld known as dierential geometry. Bodies that move in space form paths that may be represented by curves of
with parameter
t,
CHAPTER 5.
VECTOR AND SCALAR FUNCTIONS AND THEIR FIELDS. VECTOR CALCULUS: DERIVATIVES
52
t is the parameter x, y, z are the Cartesian coordinates To each t = t0 , there corresponds a point C
r(t0 )
The use of parametric representations has key advantages over other representations that involve projections into the xy-plane and xz-plane or involve a pair of equations with y or with z as independent variable. the parametric representation induces an orientation on certain direction. The sense of increasing sense on
C . This means that as we increase t, we travel along the curve C in a t is called the positive sense on C . The sense of decreasing t is then called the negative
C.
x2 + y 2 = 4, z = 0
in the
xy plane
with center
and radius
r(t) = 2cos(t)
or simply by
2sin(t)
r(t) = 2cos(t)
where
2sin(t)
0
Indeed
x2 + y 2 = 2cos t
For For
+ 2sin t
= 4 cos2 t + sin2 t = 4
The positive sense induced by this representation is the counterclockwise sense. If we replace
t=0 t= 2
we have we
r(0) = 2 0 2 have r ( ) = 0 2
with
t = t
we have
t = t
and get
r t = 2cos (t )
2sin (t ) = 2cost
2sint
This has reversed the orientation, and the circle is now oriented clockwise.
CHAPTER 5.
VECTOR AND SCALAR FUNCTIONS AND THEIR FIELDS. VECTOR CALCULUS: DERIVATIVES
53
Example: Ellipse
The vector function
r(t) = acost
represents an ellipse in the fact, since ,
y axes.
In
y2 x2 + = 1, a2 b2
if
z=0
b = a,
L through a point A with position vector a in the direction of a constant vector b can be represented parametrically
r(t) = a + tb = a1 + tb1
a2 + tb2
a3 + tb3
the distance of the points of
If b is a unit vector, its components are the direction cosines of L. In this case, t measures A. For instance, the straight line in the xy plane through A : (3, 2) having slope 1 is
from
r(t) = 3
1 0 +t 2
1 2
0 =
t 3+ 2
t 2+ 2
A plane curve is a curve that lies in a plane in space. A curve that is not plane is called a twisted curve.
r(t) = acost
is called a circular helix. It lies on the cylinder looks like a left-handed screw. If
asint
2 2
x +y = a
c>0
c<0
it
c=0
then it is a circle
CHAPTER 5.
VECTOR AND SCALAR FUNCTIONS AND THEIR FIELDS. VECTOR CALCULUS: DERIVATIVES
54
A simple curve is a curve without multiple points, that is, without points at which the curve intersects or touches itself. Circle and helix are simple curves. An arc of a curve is the portion between any two points of the curve.
Tangent to a Curve
The next idea is the approximation of a curve by straight lines, leading to tangents and to a denition of length. Tangents are straight lines touching a curve. The tangent to a simple curve through If
and a point
of
as
is given by
r(t),
and
and
C at a point P of C is the limiting Q approaches P along C . Q correspond to t and t + tthen a vector in the direction of L is 1 r t + t r t t
r (t) = lim
provided If
1 r t + t r(t) t0 t
vector of
at
because it has the direction of the tangent. The corresponding unit vector is
u=
1 r r
and
t.
C.
It is reversed
at
is given by
q (w) = r + wr
This is the sum of the position vector variable
of
of
at
P.
P.
The
is the parameter.
CHAPTER 5.
VECTOR AND SCALAR FUNCTIONS AND THEIR FIELDS. VECTOR CALCULUS: DERIVATIVES
55
1 2 x + y2 = 1 4
at
P :
Solution
1 2
r(t) = acost
represents an ellipse in the fact, since ,
y axes.
In
y2 x2 + 2 = 1, 2 a b
Thus we can identify the constants of ellipse as
z=0
a=2
This gives
b=1
r(t) = 2cost
The derivative is
sint
r (t) = 2sint
We must nd
cost
that corresponds to
P r 4 = 2cos 4 sin 4 = 2 1 2
t=
4 4 = 2 1 2
r
Thus, we get the answer
q w =
1 +w 2 2
1 = 2 1w 2
1 2
1+w
Length of a Curve
Length
n.
Let
r(t), a
represent
C.
For each
n = 1, 2, . . .
by points
t0 (= a), t1 , t2 , . . . , tn1 , tn (= b)
This gives a broken line of chords with endpoints
where
r(t0 ), . . . r(tn ). We do this arbitrarily but so that the greatest approaches tm = tm tm1 aprooaches zero as n The l1 , l2 , . . . lengths of these chords can be obtained from the Pythagorean theorem. If r (t) has a continuous derivative it can be shown that the sequence l1 , l2 , . . . has a limit, which is independent of the particular choice of the representation of C and of the choice of subdivisions. This limit is given by the integral l=
a b
r r dt
r =
dr dt
C,
and
is called rectiable. The actual evaluation of the integral will, in general, be dicult. However,
CHAPTER 5.
VECTOR AND SCALAR FUNCTIONS AND THEIR FIELDS. VECTOR CALCULUS: DERIVATIVES
56
with a variable
t,
t,
denoted by
s(t)
and called the arc length function or simply the arc length of
C.
Thus
s(t) =
a
Geometrically, of
r r dt
r =
dr dt
with parametric values
(the point
s(t0 ) with some t0 is the length of the arc of C between the points s = 0) is arbitrary; changing a means changing s by a constant.
and
t0 .
The choice
ds dt
We can write
dr dr = r (t) dt dt
dx dt
dy dt
dz dt
dr = dx
Then we can write
dy
ds2 = dx2 + dy 2 + dz 2 ds
is called the linear element of
C.
in
u(t) =
we simply obtain
1 r (t) r (t)
u(s) = r (s)
Indeed,
r (s) =
shows that
ds ds
=1
r (s)
is a unit vector.
r(t) = acost
has the derivative
asint
ct
r (t) = asint
Hence
acost
r r = a2 + b2
which is a constant denoted by Hence the integrand in
K2
CHAPTER 5.
VECTOR AND SCALAR FUNCTIONS AND THEIR FIELDS. VECTOR CALCULUS: DERIVATIVES
57
s(t) =
a
is constant and is equal to
r r dt
K,
s = Kt
Thus,
t=
so that a representation of the helix with the arc length
s K
as parameter is
r (s) = r
A circle is obtained if we set
s s s asin c , K = a2 + b2 K K K s c = 0.Then K = a, t = and a representation with arc length s as parameter a s s s s r (s) = r = acos asin c a a a a = acos
s K
is
C v
should be
r(t)
with time
because, being tangent, it points in the instantaneous direction of motion and its length gives the, speed
v = r =
see below
r r =
ds dt
2 2
ds dt
The second derivative of motion. Thus
dr dr = r (t) dt dt
dx dt
dy dt
+ a.
dz dt
r(t)
Its length
v (t) = r (t),
a = atan + anorm
where the tangential acceleration vector
atan
anorm
is normal (per-
pendicular) to the path. Expressions for the vectors are obtained from
v (t) = r (t),
by the chain rule.
v (t) =
where
dr ds ds dr = = u(s) dt ds dt dt
u(s)
u(s) = r (s)
Another dierentiation gives
a(t) =
Note that
dv d = dt dt
u(s)
ds dt
du ds
ds dt
+ u(s)
d2 s dt2
dr dr ds ds = = u(s) dt ds dt dt
CHAPTER 5.
VECTOR AND SCALAR FUNCTIONS AND THEIR FIELDS. VECTOR CALCULUS: DERIVATIVES
58
u(s)
u(s).
the right side is the normal acceleration vector, and the second term on the right side is the tangential acceleration vector.
atan
in the direction of
v ,that
is,
atan =
Hence
av v v,
that is,
atan is
atan =
Also
av v vv
anorm = a atan
r(t) = Rcost
(with xed small body
i and j ) represents a circle C of radius R with center at the origin of the xy plane B counterclockwise around the circle. Dierentiation gives the velocity vector v = r = Rsint Rcost = Rsint i + Rcost j
v is
tangent to
C.
v = r =
Hence it is constant. The speed divided by the distance
r r = R ,
so that it is
constant, too. Dierentiating the velocity vector, we obtain the acceleration vector
a = 2 r ,
so that there is an acceleration toward the center, called the centripetal acceleration of the motion.
It occurs because the velocity vector is changing direction at a constant rate. Its magnitude is constant,
a = 2 r = 2 R.
by the mass
of
B,
ma.
ma
each instant these two forces are in equilibrium. We see that in this motion the acceleration vector is normal (perpendicular) to
C;
Solution
Let
x, y, z
i, j, k
b,
z axis
> 0.
Since
CHAPTER 5.
VECTOR AND SCALAR FUNCTIONS AND THEIR FIELDS. VECTOR CALCULUS: DERIVATIVES
59
and
> 0.
Then its
and
is
R = Radius of Earth b
with respect to
Next, we apply vector calculus to obtain the desired acceleration of the projectile. Our result will be unexpectedand highly
are
r(t)
with respect to
are
v = r (t) = Rcostb Rsintb + Rcostk a = v = Rcostb 2Rsintb 2 Rcostb 2 Rsintk a = Rcostb 2Rsintb 2 r
By analogy;b
= 2 b,
(involving
in
b)
of the Earth. Similarly, the third term in the last line (involving projectile on the meridian that
!)
of the rotating Earth. The second, unexpected term in a is called the Coriolis acceleration and is
sint > 0 (for t > 0 ; also > 0 by assumption), so b , that is, opposite to the rotation of the Earth. acor is maximum at the North Pole and zero at the equator. The projectile B of mass m0 experiences a force m0 acor opposite to m0 acor which tends to let B deviate from M to the right (and in the Southern Hemisphere, where sint < 0, to the left). This deviation has been observed for missiles,
due to the interaction of the two rotations. On the Northern Hemisphere,
acor has
the direction of
u(s)
at
(s) of a curve C : r(s) (s the arc length) at a point P P . Hence (s) measures the deviation of C at P from (s) = u (s) = r (s) ,
of
u (s)
P ).
d ds
(s) of C at P measures the rate of change of the osculating plane O of curve C at point P . Note that this plane u and u . Hence (s) measures the deviation of C at P from a plane (from O at P ). Now the rate of change is also measured by the derivative b of a normal vector b at O . By the denition of vector product, a unit normal vector of O is 1 1 b=u u = u p. Here p = u is called the unit principal normal vector and b is called the unit binormal vector of C at P . The vectors are labeled in Figure. Here we must assume that = 0 ; hence > 0. The absolute value of the torsion is
The torsion is spanned by now dened by
(s) = b (s)
Whereas
(s)
is nonnegative, it is practical to give the torsion a sign, motivated by right-handed and left-handed. Since
is
to
b.
Now
is also perpendicular to
=0
that is
b u+bu =b u+0=0
Hence if this by
b =0
at
and using
the direction of
or
p ,
b = p
CHAPTER 5.
VECTOR AND SCALAR FUNCTIONS AND THEIR FIELDS. VECTOR CALCULUS: DERIVATIVES
60
The minus sign is chosen to make the torsion of a right-handed helix positive and that of a left-handed helix negative. orthonormal vector tripleu, p, b is called the trihedron of directions of
The
C.
Figure also shows the names of the three straight lines in the
u, p, b,
which are the intersections of the osculating plane, the normal plane, and the rectifying plane.
5.5
Chain Rules
Figure shows the notations in the following basic theorem.
In calculus, variable
x, y, z
are often called the intermediate variables, in contrast with the independent variables
u, v
w.
w = f (x, y )
and
x = x(u, v ), y = y (u, v ),
then
CHAPTER 5.
VECTOR AND SCALAR FUNCTIONS AND THEIR FIELDS. VECTOR CALCULUS: DERIVATIVES
61
If
w = f (x, y, z )
andx
, then
If
w = f (x, y )
and
x = x(t), y = y (t)
, then
If
w = f (x)
and
x = x(t)
, then
w = f (x, y, z )
and let
z = g (x, y )
represent a surface
in space. Then on
w x, y = f x, y, g x, y
Hence, the partial derivatives are
w f f g = + x x z x f f g w = + y y z y z = g (x, y )
Special Cases
For a function
f (x, y )
of two variables
f (x)
of a single variable
is a segment of the
x axis
x0
and
x0 + h
CHAPTER 5.
VECTOR AND SCALAR FUNCTIONS AND THEIR FIELDS. VECTOR CALCULUS: DERIVATIVES
62
5.6
Some of the vector elds that occur in applicationsnot all of them! can be obtained from scalar elds. It is the gradient that allows us to obtain vector elds from scalar elds.
Denition: Gradient
Notation:
Dierentia operator
is dened by
Use of Gradients:
Gradients are useful in several ways, notably in giving the rate of change of in any direction in space, in obtaining surface normal vectors, and in deriving vector elds from scalar elds
Directional Derivative
From calculus we know that the partial derivatives give the rates of change of in the directions of the three coordinate axes. It seems natural to extend this and ask for the rate of change of
f (x, y, z )
CHAPTER 5.
VECTOR AND SCALAR FUNCTIONS AND THEIR FIELDS. VECTOR CALCULUS: DERIVATIVES
63
xyz coordinates
and for
is given by
b =1 s
of
p0
P . Db f =
assuming that
df ds
L.
Hence,
Db f =
where primes denote derivatives with respect to
df f f f = x + y + z ds x y z s = 0)
. But here, dierentiating
b =1
r (s) = x i + y j + z k = b
. Hence
Db f =
is simply the inner product of
f f f df = x + y + z ds x y z
grad f
and
b;
that is,
Db f =
If the direction is given by
df = b grad f ds
0)
, then
Da f =
df 1 = a grad f ds a
f.
CHAPTER 5.
VECTOR AND SCALAR FUNCTIONS AND THEIR FIELDS. VECTOR CALCULUS: DERIVATIVES
64
be a
f (x, y, z ) = c, C
where
f,
be a curve on
through a point
. For
S,
the components of
representation
is
r (t) = x (t
generally form a plane, called the tangent plane of to the tangent plane) is called the surface normal vector of
) y (t) z (t) . And the tangent vectors of all curves on S passing through P will S at P . The normal of this plane (the straight line through P perpendicular normal to S at P . A vector in the direction of the surface normal is called a surface
at
P.
t.
f f f x + y + z = grad f r = 0 x y z
Hence
grad f
at
P.
CHAPTER 5.
VECTOR AND SCALAR FUNCTIONS AND THEIR FIELDS. VECTOR CALCULUS: DERIVATIVES
65
5.7
Some vector elds have the advantage that they can be obtained from scalar elds. Such a vector eld is given by a vector function , which is obtained as the gradient of a scalar function, say
v (P ) = grad f (P ) The function f (P ) is called a potential function or a potential of v (P ). Such a v (P )and the corresponding vector eld are called conservative
because in such a vector eld, energy is conserved; that is, no energy is lost (or gained) in displacing a body from a point P to another point in the eld and back to P.
5.8
From a scalar eld we can obtain a vector eld by the gradient. Conversely, from a vector eld we can obtain a scalar eld by the divergence or another vector eld by the curl. Let
v (x, y, z )be
x, y, z
v1 , v2 , v3
be the components of
v.
v.
div v ,
whereas
means the
v1 in x vector grad f
v1 . x
Note that
means
Let
f (x, y, z )
Hence we have the basic result that the divergence of the gradient is the Laplacian
CHAPTER 5.
VECTOR AND SCALAR FUNCTIONS AND THEIR FIELDS. VECTOR CALCULUS: DERIVATIVES
66
5.9
Let
v (x, y, z ) = v1
be a dierentiable vector function of the Cartesian coordinates Then the curl of the vector function
x, y, z . v
CHAPTER 5.
VECTOR AND SCALAR FUNCTIONS AND THEIR FIELDS. VECTOR CALCULUS: DERIVATIVES
67
Chapter 6
Vector Integral Calculus. Integral Theorems
surfaces
and solids,
We can transform these dierent integrals into one another We will learn
to transform line integrals into double integrals, or conversely, double integrals into line integrals
68
CHAPTER 6.
69
6.1
Line Integrals
The concept of a line integral is a simple and natural generalization of a denite integral
f (x)dx
we integrate the function also known as the integrand,
from
x=a
x = b.
Now, in a line integral,
along a curve C
by a parametric representation
A: is its initial point and B: is its terminal point. C is now oriented. The direction from A to B, in which t increases is called the positive direction on C.
F (r )
over a curve
C : r(t)
is dened by
where
CHAPTER 6.
70
If we write
dr
in terms of components
dr =
and
dx
dy
dz
=
we get
d dt
t2 = 2
cos2 t sint dt
t1 =0
do the following transformation
=0 2
u2 =0
cos2 t sint dt =
u2 (du)
u1 =1
t1 =0
CHAPTER 6.
71
Integration by parts
udv = uv
In order to integrate
vdu
3
0
set
tsintdt
u=t du =1 dt dv = sintdt
Then
dv = sint dt du = dt v = cost
3
0
2pi
tsintdt = 3
0 2pi
2 3 [tcost]0
costdt
tsintdt = 6 0
cos2 t =
The third integral can be evaluted easily
1 [1 cos2t] 2
CHAPTER 6.
72
6.2
a line integral takes on the same value no matter what path of integration is taken (in that domain).
if for every pair of endpoints A, B in domain D, it has the same value for all paths in D that begin at A and end at B.
We shall see that path independence of (1) in a domain D holds if and only if:
Theorem-I:
F = grad f
curl F = 0
is analogous to
CHAPTER 6.
73
of a dierentiable function
f (x, y, z )
everywhere in
D,
Comparing these two formulas, we see that the form is exact if and only if there is a dierentiable function that everywhere in
f (x, y, z )
in
such
D,
CHAPTER 6.
74
CHAPTER 6.
75
CHAPTER 6.
76
6.3
Here y = g (x) and y = h(x) represents g (x( to h(x). The result is a function of x Similarly
R and keeping x x = a to x = b
constant, we integrate
f (x, y )
over
from
is now represented by
p(y ) to q (y )
f (x, y )
over
from
CHAPTER 6.
77
A=
R
The volume
dxdy R
in the
z = f (x, y )and
above a region
xy plane
is
V =
R
f (x, y )dxdy
let
f (x, y )be
xy plane.
in
is
M=
R
the center of gravity of the mass in
f (x, y )dxdy
Ix and Iy of
the mass in
about the
y axes,
respectively, are
Ix = Iy =
R
polar moment of inertia
y 2 f (x, y )dxdy
R
Io about
Io = Ix + Iy =
CHAPTER 6.
78
to
is
a
such that
f (x)dx =
f x(u)
dx du du
x( ) = a
The formula for a change of variables in double integrals from
x( ) = b x, y
to
u, v
is
f (x, y )dxdy =
R
that is, the integrand is expressed in terms of
f x(u, v ), y (u, v )
R
and
and
v,
dxdy
is replaced by
Jacobian
x (x, y ) J= = u y (u, v ) u
x x y x y v y = u v v u v
polar coordinates
and
x = rcos
Then
y = rsin
J=
and
rsin =r rcos
f x, y dxdy =
R
CHAPTER 6.
79
where
R is
r plane
corresponding to
in the
xy plane
6.4
6.4.1 Introduction
Double integrals over a plane region may be transformed into line integrals over the boundary of the region and conversely.
CHAPTER 6.
80
Setting
F = F1 F2 = F1 i + F2 j curlF kdxdy = C F dr
CHAPTER 6.
81
6.5
line integrals, we integrate over curves in space surface integrals we integrate over surfaces in space. curve in space is represented by a parametric equation parametric representations for the surfaces in space.
CHAPTER 6.
82
z = f (x, y )
For example
or
are
z = + a2 x2 y 2
For surfaces
represents a hemisphere of
in surface integrals, it will often be more practical to use a parametric representation. two-dimensional. Hence we need two parameters;
Surfaces are
and
v.
r(u, v ) = x(u, v ) y (u, v ) z (u, v ) = x(u, v )i + y (u, v )j + z (u, v )k where (u, v ) varies in some region R of the uv plane. This mapping maps every point (u, v ) in R onto the point of S with position vector r (u, v ).
CHAPTER 6.
83
ru and rv at P
are tangential to
of
S at P . S at P .
N = ru rv = 0
The corresponding unit normal vector
at
is
1 1 n= N= ru rv N ru rv
S is represented by g (x, y, z ) = 0 then, 1 n= gradg gradg A surface S is called a smooth surface if its surface normal depends continuously S is called piecewise smooth if it consists of nitely many smooth portions.
Also, if
on the points of S.
CHAPTER 6.
84
6.6
Surface Integrals
To dene a surface integral, we take a surface S, given by a parametric representation as just discussed
r(u, v ) = x(u, v ) y (u, v ) z (u, v ) = x(u, v )i + y (u, v )j + z (u, v )k where (u, v ) varies over a region R in the uv plane S has a normal vector 1 N = ru rv n= n N For a given vector function F we can now dene the surface integral F ndA = A F r(u, v ) N (u, v )dudv S
Here
over
by
N = ru rv N= N n N is the area of the parallelogram with sides ru and rv , by the ndA = n N dudv = N dudv And we see that dA = N dudv is the element of area of S . Also F n is the normal component of F.
We can write in components, using Here,
F = F1 F2 F3 ; ; are the
N = N1
angles between
N2 N3 n and the
n = cos
cos
cos
coordinate axes.
we can write
cosdA = dydz
cosdA = dzdx
cosdA = dxdy
We can use this formula to evaluate surface integrals by converting them to double integrals over regions in the coordinate planes of the xyz-coordinate system
CHAPTER 6.
85
CHAPTER 6.
86
6.7
6.7.1 Introduction
The divergence theorem, transforms surface integrals into triple integrals. A triple integral is an integral of a function taken over a closed bounded, three-dimensional region We subdivide
T 1
in space. to
Then we consider those boxes of the subdivision that lie entirely inside Here each box consists of a rectangular parallelepiped. In each such box we choose an arbitrary point, say, in box
T,
n.
We now form the sum
k.
we denote by
V k .
arbitrarily
approaches innity.
Then it can be shown that the sequence converges to a limit. This limit is called the triple integral of
f (x, y, z )over
the region
and is denoted by
Triple integrals can be evaluated by three successive integrations. This is similar to the evaluation of double integrals by two successive integrations
CHAPTER 6.
87
Such a transformation is of practical interest because one of the two kinds of integral is often simpler than the other. The transformation is done by the divergence theorem, which involves the divergence of a vector function
F = F1
F2
F3 = F1 i + F2 j + F3 k
CHAPTER 6.
88
CHAPTER 6.
89
6.8
Stokes's Theorem
Double integrals over a region in the plane can be transformed into line integrals over the boundary curve of that region and conversely, line integrals into double integrals. This important result is known as Green's theorem in the plane We can transform triple integrals into surface integrals and vice versa, that is, surface integrals into triple integrals. This big theorem is called Gauss's divergence theorem. Another big theorem that allows us to transform surface integrals into line integrals and conversely, line integrals into surface integrals. It is called Stokes's Theorem
CHAPTER 6.
90
CHAPTER 6.
91