Professional Documents
Culture Documents
Notes On Linear Algebra
Notes On Linear Algebra
-Produces an upper triangular system --which can be solved with back substitution.
n equations n pivots for elimination. (Lie on the diagonal of the triangular matrix after
elimination)
{0 is never pivot}
When Elimination doesnt work
case:1 No solution
case:2 Infinitely Many Solutions
case:3 Fixable by row Exchange
Singular Linear Systems have infinitely many OR zero solutions. (For n equations, there
exists less than n valid pivots)
2 4 -2 | 2
4 9 -3 | 8
-2 -3 7 | 10
First pivot : 2 \\ First Multiplier (to eliminate 4 in row 2) : 4 / 2 = 2 .So, multiply equation 1 by 2 and
subtract eq 1 from 2 -- this eliminates the 4x term in the second equation. Find the multiplier l31 to
eliminate -2x from equation 3.
*Ax = b turns to (an equivalent linear system) Ux = c, where U is an upper triangular matrix. (Solve with
back substitution)
KEY : the elimination matrices Eij for all relevant i,j can be combined into a single matrix
E. -- this can be then used to transform A to U in a single matrix multiplication operation.
NEATEST way is to combine all inverses (Eij)-1 INTO A SINGLE MATRIX L = E-1
(WHY NEAT? ?)
All multipliers fall into their respective positions when the inverses of each elimination
matrix is multiplied in the right order to get E-1.
Ways to Matrix multiply :C = A*B
Row i of A times col j of B to get element Cij.
A * column i of B to get col i of C.
row i of A * B to get row i of C.
Each element Cij of C is a dot product of the row i of matrix A and column j of matrix B. So, in order to
obtain C, n2 dot products need to be computed. For each dot product there are n distinct multiplications
required. So, computing C costs n3 multiplications.
Inner Product Row Vector * Column Vector
This gives a single number.
Other Ways:
Column Picture. Each column of the product matrix AB
is the combination of the columns of the matrix A.
Row Picture : Each row of the product matrix AB is the
combination of the rows of the matrix B.
Sum of Outer Products of vectors in A and B.
column i of A multiplies row i of B to give a full
matrix. (For all is)...the product AB is the sum of all
these matrices (produced by the outer product).
If A and B are the same size :: for their product AB :: (AB)-1 = B-1A-1
Inverse of a PRODUCT
Gauss Jordan idea to find the inverse is to solve the linear system AA-
=I for each column of A-1.
1
A multiplies the first column of A1 (call that x1) to give the first
column of I (call that e1). This is our equation Ax1 = e1 = (1, 0, 0).
There will be two more equations. Each ofthe columns x1, x2, x3 ofA1 is
multiplied by A to produce a column of I:
The usual way to confirm if a matrix is invertible is to find the full set of nonzero pivots in
elimination.