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BITS Pilani

Mathematics-II
MATH F112
Dr. Ashish Tiwari

Pilani Campus

1/28/2015

BITS Pilani
Pilani Campus

Happy New Year


1/28/2015

Course Structure
Linear Algebra (Dr. Ashish Tiwari & Dr. Amit K. Verma)
Complex Variables Functions (Dr. B. Dubey/Dr. Trilok Mathur)
Quizzes: There will be four unannounced quizzes of 20 marks each to
be conducted in tutorial classes and out of 4, best 3 quizzes will be
considered.
Assignments: Two assignments will be given for your practice and
does not require submission. However, at least one question will be
asked from each assignment in mid-sem and comprehensive
examination.
Notices: All course notices will be posted on NALANDA and dept.
notice board.
Chamber Consultation Hour: To be announced in your tutorial
section. For Instructor-Incharge, it will be Friday, 3-4 PM.
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(i) det (AT) = det (A)


(ii) If C is determinant of matrix where two
rows of A are interchanged, then
C= -det (A)
(iii) If two rows or two columns of A are
identical then det (A)=0
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(iv) If D is obtained by multiplying a row or column


of A through a real constant c then
det (D)= c det (A)
(v) If D is the matrix in which ith row of matrix A is
replaced by ri + q rj
det (D)= det (A)

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BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Upper triangular Matrix :


if aij =0 for i>j , then

matrix is called upper


triangular.

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Determinant of a upper triangular matrix


is product of its diagonal elements.
Determinant of product of two matrices is
product of their determinants.
Similarly one can define lower triangular
Matrices.

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Solutions of System of
Linear Equations
(Section 2.1)

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System of Linear Equations

A general system of m linear equations, in n


unknowns, is written as

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System of Linear Equations

a x a x .....a x .....a x b
11 1 12 2
1j j
1n n 1
a x a x .....a x .....a x b
21 1 22 2
2j j
2n n
2
a x a x .....a x .....a x b
i1 1 i 2 2
ij j
in n i
a x a x .....a x .....a x b
m1 1 m2 2
mj j
mn n
m
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System of Linear Equations

If all bi are zero then the then the


system is said to be a homogeneous
system of linear equations otherwise it
will be a non-homogeneous system of
linear equations.

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System of Linear Equations

The above system of equation can be


written in matrix form as

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A X =B,

a11
a
21

ai1

am1
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a12
a22
ai 2
am 2

a1n

a2 n

ain

amn

x1
x
2


x
j


xn

b1
b
2


bi


bm
13

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System of Linear Equations

We know that the solution of the system of linear


equation does not change if we
1. Interchange any two equations
2. Multiply any equation by a non-zero scalar
3. Replace a equation by the sum of itself and a
scalar multiple of another equation.

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System of Linear Equations

Above three operations can be


Transformed for matrices and can be
called as row operations on
matrices

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System of Linear Equations

Our attention will be towards the


technique of solving the system of
linear equations, then conclude
whether the system
Has Unique solution
Has Infinitely many solutions
Fails to have solution
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Row operations on matrices

1. Multiplications of any row by a non-zero


number
2. Interchanging any two rows.
3. Replacing a row by sum of itself and a
scalar multiple of any other row.
Note: Above operations are similar to
three operations done on system of
equations.
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Row Equivalent Matrices


If two matrices A and C of same
order are obtained from each other
by performing finite number of row
operations of type 1,2 & 3,
then matrices A and C are called
row equivalent and
are denoted by A C.
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Leading entry of a row


First non zero entry of a non zero row is
called leading entry of that row .

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Reduced Row Echelon (RRE)


form of a matrix

(i) All zero rows, if there are any, are at


the bottom of matrix
(ii) First nonzero entry from the left of a
nonzero row is 1 (such an entry is
called leading one of its row)
(iii)For each non-zero row, leading one
comes to the right and below any
leading ones in previous rows
(iv)If a column contains leading one the all
other entry in that column are zero
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Row Echelon (RE) form of a


matrix

An mn matrix satisfying properties


(i), (ii) & (iii) is said to be row echelon
form.
Note: Discuss point (ii) regarding
leading element need not be one .
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Example-1: Echelon Matrix :


1
0
0
0
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3
1
0
0

4
7
1
0
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Example-2: Echelon Matrix :


0
0
0
0
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1
0
0
0

4
1
0
0

5
6
1
0

6
5
9
0
23

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Ex: Reduced Row Echelon Matrix


01
00
00
00
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3
0
0
0

0
1
0
0

0
0
1
0

4
3
2
0

0
0
0
1
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Pivot position: is a position of a


leading entry in an echelon form of
the matrix.
Pivot: a nonzero number that
either is used in a pivot position to
create 0s OR is changed into a
leading 1, which in turn is used to
create 0s.
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Pivot row/column: a row/column


that contains a pivot position.

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PROBLEM : Find Reduced Row Echelon form of a


Matrix

0 3 6 4 9
1 2 1 3 1

A
2 3 0 3 1

1 4 5 9 7
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Step 1: Selecting Pivot column :


Begin with the leftmost nonzero column.

9
0 3 6 4
1 2 1 3

3 1
2 3 0

4
5 9 7
1
Pivot Column
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Step 2: Selecting Pivot Position:


Select a nonzero entry in the pivot column as
a pivot. If necessary interchange rows to
move this entry into the pivot position.
Pivot
Position

0
1

3
2

6
1

4
3

3
4

0
5

3
9

Pivot Column
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Step 2: (Continued):
Using the elementary row operation
4
5 9 7
1
1 2 1 3 1

R1 R4 2 3 0 3 1

0 3 6 4 9
Pivot

Pivot Column
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Step 3:
Use elementary row operations to create
zeros in all positions below the pivot.
Pivot

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1
1

4 5 9 7 Apply
row

2 1 3 1 operation

3 0 3 1 R R R
R R 2R

3 6 4 9
2

31

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Step 3: (Continued):
After a few computations we get

1 4 5 9 7
0 2 4 6 6

0 5 10 15 15

9
0 3 6 4

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Step 4:

Ignore the row containing the pivot position


and cover all rows, if any, above it.
Apply steps 1-3 to the remaining submatrix. Repeat the process until there are
no more nonzero rows to modify.

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Possible Pivots

1/28/2015

1
0

6
5 10 15 15

3 6 4 9
4
2

5
4

9
6

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Let us take pivot as

1 4 5 9 7
0 2 4 6 6

0 5 10 15 15

9
0 3 6 4
Make this pivot element to 1 by applying
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R2 12 R2

35

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R4 R4 3R2

R3 R3 5R2

1
0

0
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4
1

5
2

9
3

0
0

0
0

0
5

3
0

0
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1
0

0
1/28/2015

4 5 9 7 Apply

R
1 2 3 3 3
4
And this pivot -5
0 0 0 0 to 1

0 0 5 0
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1
0

4 5 9 7

1 2 3 3
0 0 1 0

0 0 0 0

Note: This is a
row echelon form
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Step 5: Beginning with the rightmost


pivot and working upward and to the
left, create zeros above each pivot.
1
0

0
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4 5 9 7

1 2 3 3
0 0 1
0

0 0 0
0

Pivot

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1
0

1/28/2015

4 5 9 7

1 2 3 3 R R 9 R
1
1
3
0 0 1 0 R R 3R
2
3
2
0 0 0 0

40
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1
0

0
1/28/2015

4 5 0 7

1 2 0 3
0 0 1 0

0 0 0 0

Pivot

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1
0

4 5 0 7

1 2 0 3
0 0 1 0

0 0 0 0

Pivot as this is
first non-zero
element in 2nd row

R1 R1 4R2
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1
0

1/28/2015

0 3 0 5

1 2 0 3
0 0 1 0

0 0 0 0

Reduced
Row
Echelon
Form
43

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Results :
1.Echelon form of a matrix may
not be unique.
Pivot
Position

0
1

3
2

6
1

4
3

3
4

0
5

3
9

Pivot Column
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Results :
2. Reduced row echelon form of a
matrix is unique
3. Every matrix is row equivalent
to its echelon form.
4. Every matrix is row equivalent
to its row reduced echelon form

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Now let us apply to the system of


linear equations

a11x1 a12 x2 ......... a1n xn b1


a21x1 a22 x2 ......... a2n xn b2

ai1 x1 ai 2 x2 ......... ain xn bi

am1 x1 am 2 x2 ......... amn xn bm


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System of linear equations can be


written in matrix form as

a11
a
21

ai1

am1

a12
a22
ai 2
am 2

a1n

a2 n

ain

amn

x1
x
2


xj


xn

b1
b
2


bi


bm

A X =B,
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Augmented Matrix

a11 a12 a1n b1


a

a
b
21
22
2
n
2

am1 am2 amn bm

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Graphical Approach to Solutions:

Example: Two equations in


two variables
x1 x2 10

x1 x2 0

1/28/2015

x1=5, x2=5
is the unique
Solution, as line
intersect at a
Unique point.
49

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Graphical Approach to Solutions:

Example: Two equations in


x1
two variables

x2 8

2 x1 2 x2 16

This linear system has


infinitely many solutions.
Lines intersect at every
point.
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Example: Two equations in


x1 2 x2 3
two variables
2 x1 4 x2 8

This linear system has no


solutions. Lines do not
intersect at any point.
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Example: Three equations in three variables. In this


case each equation determines a plane in the 3D
space.

This linear system has


a unique solutions. The
planes intersect at one
point.
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This linear system has


infinitely many solutions.
The planes intersect in one
line.
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This linear system has


no solutions. There is no
point in common to all
three planes.
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Definition
:

Consistent :

If solution exist

Inconsistent : If solution does not exist .

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Row-rank of matrix
Definition: Number of non-zero rows in
row echelon form (or row reduced

echelon form) of matrix is called rowrank of matrix .


Notation: Row-Rank of A = rank(A).
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Theorem: Let Ax = b be a system.


Then
1. rank(A) rank(A:b)

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Solution doesnt exists


i.e. INCONSISTENT
(Example 4, P-89)
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2. rank(A) = rank(A:b) = No. of


Unknowns
Implies
UNIQUE SOLUTION (Example 2, P-84)

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3. rank(A) = rank (A:b) < No. of


Unknowns
Implies
INFINITELY MANY SOLUTIONS
(Example 5, P-90)
Note : For consistency
rank (A) = rank (A:b)
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Ex: Consider Linear system of


equations

x1 2 x2 x3 0
2x2 8 x3 8
4 x1 5 x2 9 x3 9
Find the solution, if exists, reducing the
augmented matrix to (i) row echelon form
and (ii) row reduced echelon form
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The augmented matrix :

1
0

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2
2
5

8 8
9 9
1

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x1 2 x2 x3 0
1 2 1 0

2
x

8
x

8
or
0
2

8
8
2
3

4 x1 5 x2 9 x3 9
4 5 9 9
R3 R3 4R1

x1 2 x2 x3 0
1 2 1 0

2x2 8 x3 8 or 0 2 8 8
0 3 13 9
3x2 13x3 9
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x1 2 x2 x3 0
1 0
1 2

2x2 8 x3 8 or 0 2 8 8
0 3 13 9
3x2 13x3 9
Let us take 2 as a pivot

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1
R2 R2
2

x1 2 x2 x3 0
1 2 1 0

4
x

4
or
0
1

4
4
2
3

3x2 13x3 9
0 3 13 9
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R3 R3 3R2

x1 2 x2 x3 0 1 2 1 0

x2 4 x3 4 or 0 1 4 4
x3 3 0 0 1 3
(i) This is the row echelon form.

Is the system consistent?


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The system is consistent since


rank(A) = rank(A:b) =3=
No. of Unknowns

(i) At this stage we can use back substitution


(Gauss-Elimination Method). Here row
echelon form will be enough
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1 2 1 0
0 1 4 4


0 0 1 3

x1 2 x2 x3 0

x2 4 x3 4
x3 3

x1, x2 , x3 29, 16, 3


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(ii) Gauss-Jordan Method:


Reduce the augmented matrix to reduced row
echelon form and then find the solution. i.e.
apply following operations to preceding matrix
in row echelon form:

R2 R2 4R3

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and

R1 R1 (1) R3

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x1 2 x2
x2

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x1
x2

-3
1 2 0 3

16 or 0 1 0 16
0 0 1 3
x3 3
R1 R1 2R2
29 1 0 0 29

16 or 0 1 0 16
x3 3 0 0 1 3
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This is the reduced row echelon form.

x1, x2 , x3 29, 16, 3

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Ex: Solve the system (if possible)

x2 4 x3 8
2 x1 3x2 2 x3 1
5 x1 8 x2 7 x3 1
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0 1 4 8
2 3 2 1 R1 R2

5 8 7 1
2 3 2 1
0 1 4 8
1
R1 R1

2
5 8 7 1
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1
0

3 / 2
1
8

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1 1/ 2

4
8
7
1
R3 R3 5R1
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1
0

3 / 2
1

1
4

1 2

1
0

3 / 2
1

1 1/ 2
Is the system

4
8
consistent ?
0 5 2

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1/ 2

8
3 2

1
R3 R3 R2
2

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2 x1 3x2 2 x3 1
x2 4 x3 8
0 5 2
The last equation is a Contradiction.
Hence the System has no solution
( INCONSISTENT)
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Ex: Solve the system of equations


x + 2y -3z = 6
2x y +4z = 2
4x + 3y -2z = 14

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1 2 3 6
2 1 4 2

4 3 2 14

R2 R2 2 R1

R3 R3 4 R1

1 2 3 6
0 5 10 10

0 5 10 10
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R2 1 R2
5

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1 2 3 6
0 1 2 2

0 5 10 10

1 2 3 6
0 1 2 2

0 0 0 0

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R3 R3 5R2

R1 R1 2 R2

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1 0 1 2
0 1 2 2

0 0 0 0
Is this system consistent? What is the value of n-r?
Here x + z = 2
y - 2z = 2
Let z=r (any real number) (variable corresponding to
non-pivot column in RREF )

x = 2 r, y = 2 + 2r
The solution can be written as {(2-r,2+2r,r):rR}
Conclusion: System has Infinitely many solutions
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Ex :
Find the values of a for which the
linear system has unique solution, no
solution and infinitely many solutions.
x + y + z
= 2
2x + 3y + 2z
= 5
2x + 3y + (a2-1)z = a + 1
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1
2
1 1
2 3

2
5

2 3 a 2 1 a 1
1
2
1 1
0 1

0
1

0 1 a 2 3 a 3

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R2 R2 2 R1

R3 R3 2 R1

R3 R3 R2

81
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1
2
1 1
0 1

0
1

0 0 a 2 3 a 4
unique solution if a 3
no solution if a 3

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AX=0
X = 0 is always a solution
called TRIVIAL SOLUTION
Homogeneous system is always consistent.
Results:
1. rank(A) = No. of Unknowns
Then there will be only Unique Solution as
X = 0.
2. rank(A) < No. of Unknowns
Then there will be Infinitely many Solutions.
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Exa :Find all the solutions to the given


system
x + 2y + 3z = 0
x + y + z =0
5x + 7y + 9z = 0

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84
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1 2 3 0

1 1 1 0
5 7 9 0

Using R2 R2-R1 & R3 R3-5R1


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3 0
1 2

0 1 2 0
0 3 6 0

The RRE is

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1 0 1 0

0 1 2 0
0 0 0 0

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rank(A) = 2 < No. of Unknowns = 3


Hence Infinitely many solutions.
Equivalent system is
x-z=0 & y+2z=0
Let z=r ( any real number)
Then the solution is:
{(r,-2r,r):rR}
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Example: Solve
x + y + z =0
x + z
=0
2x +y -2z = 0
x + 5y +5z = 0
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Note: In both methods of solving linear


equations, we reduce matrix to REF or
RREF and then look at the augmented
matrix or reduced system of equations to
conclude about the solutions.

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Note on Gauss Jordan Method:

If there is a row having all zeros on the left side of


the augmentation bar of augmented matrix but its
last entry is non zero (on the right side of the bar)
then the system Ax=b will be inconsistent.
If not but on the left side of the augmentation bar
of augmented matrix there is a column having no
non zero pivot entry then the system will have
infinitely many solutions. The non pivot columns
correspond to independent variables and the
values of other variables are determined from
those independent variables.
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Otherwise, system will have unique solution. 90
BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Note: These conclusions are same as what


we have stated using rank of a matrix.
Note: Row space of a matrix will be
discussed after introducing the concept of
vector space.

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The Inverse of a Matrix

(Section 2.4)

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BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

An n x n matrix A is
NON-SINGULAR / INVERTIBLE
if there exists an n x n matrix B
such that
AB=BA=I
B is called inverse of A.
If there exists no such matrix B, Then
A is SINGULAR.
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BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

1 4
9 4
B

A
2 1

2
9

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since A B = B A = I
i.e. B is inverse of A
Hence A is NONSINGULAR
Th: Inverse of a matrix is
unique, if it exists.
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BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Properties of the Inverse


Let A and B be nonsingular matrices

Then 1. (A-1)-1 = A
2. (AB)-1 = B-1A-1
3. (AT)-1 = (A-1)T
Th: Let A1, A2, ... , Am are n x n
nonsingular matrices. Then
(A1A2 ... Am)-1 = Am-1 ... A1-1
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Th.: Let A and B are n x n matrices.


1. A.B = I implies B.A = I
2. B.A = I implies A.B = I
Th.: A is non-singular matrix and if m & n
are integer, then
m n

1. A

A A
m

2.( A ) ( A )
m n

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n m
97

BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Remarks:

(i) Reduced row echelon form of


a non-singular matrix is an
Identity Matrix
(ii) If at least one row of row
reduced echelon form of a
matrix is zero, then inverse of
that matrix does not exist
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BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Inverse for 2x2 matrix


a b
For A

c d
1 d b
1
A

provided ad - bc 0
ad bc c a

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BITS Pilani, Deemed to be University under Section 3 of UGC Act, 1956

Algorithm for finding

-1
A

Form the matrix [ A | In ]


Apply the row operations
to the [ A | In ]
Reduce A to reduced row
-1
echelon form: [ In | A ]
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Ex: Find inverse of A, if exists


1 1 1
A 1 2 3
0 1 1
Let us write

Same Operations
to this matrix

1 1 1 1 0 0

1 2 3 0 1 0 R2 R2 R1
0 1 1 0 0 1

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1 1 1 1 0 0

0 1 2 1 1 0 R3 R3 R2
0 1 1 0 0 1

1 1 1 1 0

0 1 2 1 1
0 0 1 1 1

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0 R3 1R3
1
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1 1 1 1 0 0

R2 R2 2 R3
0 1 2 1 1 0 R R R
1
1
3
0 0 1 1 1 1

1 1 0 2 1 1

0 1 0 1 1 2 R1 R1 R2
0 0 1 1 1 1

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1 0 0 1 0 1

0 1 0 1 1 2
0 0 1 1 1 1

1 0 1

1
A 1 1 2
1 1 1
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