MA1311 Lecture Notes and Tutorials 2016 PDF

Sri Lanka Institute of Information Technology (SLIIT)
Faculty of Engineering
Engineering Mathematics ii MA1311

Lecture Note (2016)
Lecturer: Dr. Chandana Wijeratne (chandana.w@sliit.lk)
Prepared by: Ifaz (2016 Batch)

sliithands.blogspot.com, facebook.com/ajmifaz
FACULTY OF ENGINEERING
MODULE IDENTIFICATION
Module Name Engineering Mathematics II

Module Code MA1311 Version No. 2015 – 1
Year/Level 1 Semester 2
Credit Points 03
Pre-requisites MA1301 Engineering Mathematics I
Co-requisites None
Methods of Delivery Lectures (Face-to-face) 3 Hours/Week
Tutorials 1 Hour/Week
Course Web Site http://courseweb.sliit.lk/
Date of Original Approval April 2013
Date of Next Review February 2016
MODULE DESCRIPTION
Engineering Mathematics II module introduces students topics in linear algebra,

Introduction ordinary differential equations, complex numbers and basic concepts and methods
in statistics.
Learning At the end of the module student will be able to:

Outcomes
LO1: Carryout computations in complex numbers.
LO2: Carryout vector and matrix manipulations including inverse matrix,
eigenvalues and eigenvectors.
LO3: Solve systems of linear equations.
LO4: Solve, analytically and numerically, first and second order ordinary
differential equations.
LO5: Apply mathematical methods to solve engineering problems.
LO6: Apply probability and statistical methods to analyse data, and test validity.
Assessment Continuous Assessment Component (40%)

Criteria  Midterm Examination LO1 – LO3
 Assignments/Quizzes LO1 – LO6
End of the Semester Examination Component (60%)
 Final Examination LO1– LO6
Total 100%
Module To pass this module students are required to achieve an overall mark that would
Requirement qualify for a “C” grade or above.
Learning Recommended Texts
Resources
 Michael Greenberg, Advanced Engineering Mathematics, Pearson, 2nd
Edition, 1998
 Erwin Kreyszig, Advanced Engineering Mathematics, Wiley, 10th edition,
2011
 Jay L. Devore, Probability and Statistics for Engineering and the Sciences,
8th edition, 2011
MODULE ADMINISTRATION PROCEDURE
Contact Information
Lecturer-in-
charge
Telephone E-mail
Location
Consultation As stated on the 1st Lecture
Time
CONTENTS OF THE MODULE
1. Complex numbers: Cartesian, polar forms and complex arithmetic, Modulus, argument and
principal value, Regions of the complex plane, De Moivre’s Theorem, Complex exponentials
and Euler’s formula, Root extraction and roots of polynomials
2. Linear algebra
Vectors: Vectors and scalars, Linear independency and basis in R2 and R3 , Dot product:
orthogonal vectors and projections, Cross product: equation of lines and planes
Matrices: Matrix algebra, Rank and nullity of a matrix, Transpose, Inverse and orthogonal
matrices
System of linear equations: Row operations, Row echelon matrix, Gaussian elimination,
Solution of homogeneous and nonhomogeneous linear systems
Applications of vectors and matrices: Linear transformations, Matrix approach to system of
equations, Determinants, Eigenvalues, eigenvectors and their applications of diagonalization
3. Ordinary differential equations (ODEs)
First order ordinary differential equations: Direction fields, Integrating factor method,
separable equations, exact equations, Applications of the first ODEs, Numerical solutions:
Euler, Improved Euler and Runge-Kutta methods
Second order ordinary differential equations: Second order linear ODEs with constant
coefficients, Method of undermined coefficients, Method of variation of parameters,
Applications of second order ODEs
4. Statistics
Random variables and Probability distributions: Discrete random variables, Binomial,
Poisson distributions and their applications, Continuous random variables, Exponential and
normal distributions, Basic statistical indicators in data analysis, Introduction of SPSS
statistical software
Simple linear regression: Simple linear regression, Least square estimation, Correlation
coefficient
Test of hypothesis: Sampling distributions, Central limit theorem, Confidence intervals,
Hypothesis tests, Goodness-of-fit and contingency table
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8 Differential equations
8.1 Classification of differential equations
◦ A differential equation is an equation that contains an unknown function and one or more
derivatives of the function. The solution set of a given differential equation is a set of functions.
Remark: Regarding the domain and range of the unknown function; in general the independent
variable of the function may be real, complex, vector or a matrix while the dependent variable
too may be real, complex, vector or matrix valued. In this class we mainly focus on real valued
functions of a single variable.
dy d2 y
Remark: About the notation; we write or y 0 (x) for the first derivative, 2 or y 00 (x) for the second
dx dx
dn y
derivative · · · , n or y (x) for the nth derivative. Sometimes instead of y 0 (x), y 00 (x), · · · , y (n) (x)
(n)
dx
we may simply write y 0 , y 00 , · · · , y (n) when the independent variable is understood.
◦ Differential equations is a wide area of study and in order to facilitate the study and categorize
the solution methods several classifications can be introduced.
(i) Ordinary and partial differential equations
This is a main classification. An ordinary differential equation (ODE) is a differential equa-

tion in which the unknown function is a function of a single independent variable. A partial
differential equation (PDE) is a differential equation in which the unknown function is a func-
tion of more than one independent variables and the equation involves its partial derivatives. (In
this class we will study ODEs.)
d2 y dy
Example: (i)(a) x2 2
+ x + (x2 − ν 2 )y = 0. This is known as the Bessel’s equation. (An ODE.)
dx dx
∂ 2 u(x, t) ∂u(x, t)
Example: (i)(b) α2 uxx = ut or α2 = . This is the heat equation. (A PDE.)
∂x2 ∂t
(ii) Order
The order of a differential equation is the order of the highest derivative that appears in the
equation.
dy
Example: (ii)(a) (1 + t2 )+ 5y − 1 = 0. A first order ODE.
dt
d2 y dy
Example: (ii)(b) 2 2 − 3 + 4y = 0. A second order ODE.
dt dt
Remark: F (t, y, y 0 , y 00 , · · · , y (n) ) = 0. A nth order ODE and this is the general form of a nth order
ODE where F is a given function. However, most of the time we assume this can be solved for y(n)
and be written in the form y (n) = f (t, y, y 0 , y 00 , · · · , y (n−1) ).
1
(iii) Linear and nonlinear equations
This is a crucial classification. The ODE written in the form F (t, y, y 0 , y 00 , · · · , y (n) ) = 0 is called
linear if F is linear in y, y 0 , y 00 , · · · , y (n) . In other words, a linear ODE can be written in the form
0
an (t)y (n) (t) + an−1 (t)y (n−1) (t) + · · · + a1 (t)y (t) + a0 (t)y(t) = g(t).
If a differential equation is not linear it is called a nonlinear differential equation.
Example: (iii)(a) t2 y 00 + 3ty 0 − 2y = t3 + 1. (A linear ODE.)
d2 θ g
Example: (iii)(b) 2
+ sin θ = 0. (A nonlinear ODE-oscillating pendulum.)
dt L
Remark: When modeling certain phenomena in terms of differential equations we may encounter
more than one unknown function. In such situations we arrive at a system of differential equa-
tions.
Remark: Once we are given a differential equation the most important questions are (1) is there
a solution to the given differential equation (existence), (2) if there is a solution is that the only
solution (uniqueness) and (3) how to find the solution (methodology).
Exercises 1. In each of Problems determine the order of the given differential equation and state
whether the equation is linear or nonlinear.
(a) (1 + t2 )y 000 + (sin t)y 0 − y = e−t
d2 y dy 3
(b) x2 + (cos t) − y = cos t
dx2 dx
(c) y (4) + cos(t + y)y 00 + y 2 = 0.
Exercises 2. In each of Problems verify that the given function(s) is a solution of the differential
equation.
dy
(a) x − y = x2 ; y = x2 + 3x
dx
(b) y 00 + y = sec t (0 < t < π2 ) ; y = (cos t) ln cos t + t sin t
(c) y (4) + 4y (3) + 3y = x ; y1 = 31 x, y2 = e−x + 31 x

Z t
dy t2 2 2
(d) − 2ty = 1 ; y = e e−r dr + et
dt 0
Exercises 3. Determine the values of r for which the differential equation y 000 − 3y 00 + 2y 0 = 0 has
solutions of the form y = ert .
Exercises 4. Determine the values of r for which the differential equation t2 y 00 + 4ty 0 + 2y = 0 has
solutions of the form y = tr where t > 0.
2
8.2 Direction fields
Exercises 5. (a) Suppose that an object is falling in the atmosphere near sea level. Formulate a
differential equation that describes the motion.
Suppose t denotes time (measured is seconds) and v (measured in ms−1 ) represents the velocity of
the falling object. Assume that v is positive in the downward direction. Apply Newton’s second
law (F = ma) where m is the mass of the object (measured in kg), a is acceleration (measured in
ms−2 and F is the net force exerted on the object (measured in N ). Note that gravity exerts a
force equal to the weight of the object, or mg, downward direction where g is the acceleration due
to gravity (assumed to be 9.8ms−2 ). A drag force due to air resistance is present and we assume it
has magnitude γv where γ is a constant called the drag coefficient (with units kgs−1 ). Thus, the
mathematical model becomes;
dv
m = mg − γv.
dt
(b) Now suppose m = 10 and γ = 2. Then
dv v
= 9.8 − .
dt 5
Investigate the behavior of solutions of this equation without solving the differential equation.
For selected values of v calculate dvdt

. For instance, if v = 40, dv
dt
= 1.8. If v = 50, dvdt
= −.2.
dv dv
Solving dt = 0, v = 49. Calculate dt for v between 40 and 60 and plot the small line segments
to a scale for t between 0 to 10. This diagram is called a direction field or sometimes a slope field.
(c) Identify some solutions and comment on the behavior of solutions.
3
Exercises 6. Draw a direction field for differential equation y 0 = y + 2. Based on the direction
field, determine the behavior of y as t → ∞. If this behavior depends on the initial value of y at
t = 0, describe the dependency.
dy
Exercises 7. Write down a differential equation of the form dt
= ay + b whose solutions approach
y = 23 as t → ∞.
Exercises 8. Draw a direction field for differential equation y 0 = y(y − 2)2 . Based on the direction
field, determine the behavior of y as t → ∞. If this behavior depends on the initial value of y at
t = 0, describe the dependency.
4
8.3 First order differential equations
8.3.1 First order linear differential equations
Suppose P, Q and R are arbitrary functions of t. A first order linear differential equation
can be written in the form
dy
P (t) + Q(t)y = R(t) (general form.) (1)
dt
Q(t) R(t)
For P (t) 6= 0, taking q(t) = P (t)
and r(t) = P (t)
, equation (1) can be written in the form
dy
+ q(t)y = r(t) (standard form.) (2)
dt
Exercises 9. Solve
dy
(3 + t2 ) + 2ty = 4t. (3)
dt
Exercises 10. Given that y(0) = 1 find the solution of
dy 1 t
+ 2 y = 12 e 3 . (4)
dt
Exercises 11. By applying the method of integrating factor show that the general solution of
dy
+ ay = g(t) is given by
dt Z t
−at
y=e eas g(s)ds + ce−at
t0
for some t0 < t where a is a given constant, g is a given function and c is an arbitrary constant.
Exercises 12. Find the general solution of

dy
− 2y = 4 − t. (5)
dt
Using the method of integration factor, the gen-

eral solution can be written as y = − 47 + 12 t + ce2t
where c is an arbitrary constant. Direction field
and some integral curves of (5) are shown below.
Observe the behavior of solution of (5) as t → ∞
for different values of c.
5
Exercises 13. By applying the method of integrating factor show that the general solution of
dy
+ p(t)y = g(t) is given by
dt
1 h t
Z i
y= µ(s)g(s)ds + c
µ(t) t0
for some t0 < t where c is an arbitrary constant and p and g are a given functions.
Exercises 14. Solve the initial value problem ty 0 + 2y = 4t2 with y(1) = 2.
Using the method of integration factor, the re-

quired solution can be written as y = t2 + t12 . Di-
rection field and some integral curves of ty 0 +2y =
4t2 are shown below. Investigate the behavior of
solution as t → 0 and t → ∞ for different values
of y(1).
Exercises 15. Solve the initial value problem 2y 0 + ty = 2 with y(0) = 1.

Using the method of integration factor, the re-
quired solution can be written as
2
Z t 2
t2
− t4 s
y=e e 4 ds + e− 4 .
0
Direction field and some integral curves of ty 0 +

ty = 2 are shown below. For which value(s) y
approaches as t → ∞ for different values of y(0).
6
8.3.2 Separable equations
dy
• A differential equation in the form M (x) + N (y) = 0 or M (x)dx + N (y)dy = 0 (differential
dx
form) is known as a separable equation.
Exercises 16. Solve

dy x2
= . (6)
dx 1 − y2
Exercises 17. Solve the initial value problem
dy 3x2 + 4x + 2
= , y(0) = −1. (7)
dx 2(y − 1)
√
⇒ y = 1 − x3 + 2x2 + 2x + 4. (8)
In this case, we are able to solve for y explicitly.

Note that solution exists only for x > −2 or in-
terval of validity is (−2, ∞). Direction field
and integral curves of (7) are shown below. Note
the behavior of solution for the given nonlinear
equation.
Exercises 18. Solve

dy 4x − x3
= (9)
dx 4 + y3
and determine the interval of validity of the solution which passes through the point (0,1).
⇒ x4 + y 4 − 8x2 + 16y − 17 = 0. (10)
The interval of validity is (−3.35, 3.35) approxi-

mately. Direction field and integral curves of (9)
are shown below.
Exercises 19. Solve

dy x2 + 4xy + y 2
= . (11)
dx x2
7
8.3.3 Modeling with first order differential equations
Exercises 20. At time t = 0 a tank contains Q0 lb of salt dissolved in 100 gal of water. Assume
that water containing 14 lb of salt/gal is entering the tank at a rate of r gal/min and that the
well-stirred mixture is draining from the tank at the same rate.
(a) Set up the initial value problem that describes this flow process.
(b) Find the amount of salt Q(t) in the tank at any time, and also find the limiting amount QL
that is present after a very long time.
(c) If r = 3 and Q0 = 2QL , find the time T after which the salt level is within 2% of QL .
(d) Also find the flow rate that is required if the value of T is not to exceed 45 min.
Exercises 21. Consider a pond that initially contains 10 million gal of fresh water. Water con-
taining an undesirable chemical flows into the pond at the rate of 5 million gal/yr, and the mixture
in the pond flows out at the same rate. The concentration γ(t) of chemical in the incoming water
varies periodically with time according to the expression γ(t) = 2 + sin 2t g/gal. Construct a math-
ematical model of this flow process and determine the amount of chemical in the pond at any time.
Plot the solution and describe in words the effect of the variation in the incoming concentration.
Exercises 22. A body of constant mass m is projected away from the earth in a direction perpen-
dicular to the earthy surface with an initial velocity v0 . Assuming that there is no air resistance, but
taking into account the variation of the earthy gravitational field with distance, find an expression
for the velocity during the ensuing motion. Also find the initial velocity that is required to lift
the body to a given maximum altitude ξ above the surface of the earth, and find the least initial
velocity for which the body will not return to the earth; the latter is the escape velocity.
Exercises 23. Suppose that a sum of money is deposited in a bank or money fund that pays inter-
est at an annual rate r. The value S(t) of the investment at any time t depends on the frequency
with which interest is compounded for a given interest rate. Financial institutions have various
policies concerning compounding: some compound monthly, some weekly, some even daily.
(a) Find the amount in the account after 10 years if Rs. 1000 deposited at time t = 0 under the
annual rate of 8% and compounded m times per year for (i) m = 4 (ii) m = 12 (iii) m = 52 (iv)
m = 365. Describe the limiting behavior as m → ∞.
(b) If we assume that compounding takes place continuously, set up an initial value problem that
describes the growth of the investment and solve this equation.
8
8.3.4 Autonomous equations
◦ A first order equation in which the independent variable does not appear explicitly is called au-
dy
tonomous and have the form = f (y).
dt
◦ Our objective is to derive information about the solution without solving the equation. (Qualita-
tive Analysis)
Exponential Growth: Let y = φ(t) be the

population of the given species at time t. The
simplest hypothesis concerning the variation of
population is that the rate of change of y is
proportional to the current value of y; that is,
dy
= ry, y(0) = y0 where the constant of propor-
dt
tionality r is called the rate of growth or decline,
depending on whether it is positive or negative.
Here,we assume that r > 0, so the population is
growing. Solution is y(t) = y0 ert . (Show this.)
Discuss the advantages and drawbacks of this
model.
Logistic Growth: To take account of the fact

that the growth rate r actually depends on the
population, we replace the constant r by r − ay
where a is a positive constant and get
dy dy
= (r − ay)y. ⇒ = r(1 − Ky )y, y(0) = y0
dt dt
where K = ar is known as the logistic equation.
The constant r is called the intrinsic growth rate
that is, the growth rate in the absence of any lim-
iting factors. K is the upper bound that is ap-
proached, but not exceeded, by growing popula-
tions starting below this value. Thus it is natural
to refer to K as the saturation level, or the envi-
ronmental carrying capacity, for the given species.
Show that the solution is
y0 K
y(t) = .
y0 + (K − y0 )e−rt

model.
9
◦ The constant solutions of dy
dt
= f (y) are called equilibrium solutions. Thus for such solutions
dy
dt
= 0 and they correspond to no change or variation in the value of y as t increases. They can be
found solving f (y) = 0. The zeros of f (y) are also called critical points.
◦ When graphing f (y) vs y, the y−axis is known as phase line.
◦ For each y0 > 0, if the solution approaches the equilibrium solution y = K asymptotically as
t → ∞ we say that the constant solution y = K is an asymptotically stable solution of
y 0 = f (y) or that the point y = K is an asymptotically stable equilibrium or critical point.
◦ We say that y = K is an unstable equilibrium solution or that y = K is an unstable equi-

librium or critical point if the only way to guarantee that the solution remains near K is to make
sure its initial value is exactly equal to K.
◦ We say y = T is a threshold level , initial value below which growth does not occur.
Critical Threshold: Consider the equation

dy
= −r(1 − Ty )y, y(0) = y0
dt
where where r and T are given positive constants.
T is a threshold level. Solution is
y0 T
y(t) = . (Show this.)
y0 + (T − y0 )ert
model.
Logistic Growth with a Threshold: Consider

the equation
dy
= −r(1 − Ty )(1 − y
K
)y, y(0) = y0
dt
where where where r >0 and 0 < T < K.

model.
Exercises 24. The logistic model has been applied to the natural growth of the halibut population
in certain areas of the Pacific Ocean. Let y, measured in kilograms, be the total mass, or biomass,
of the halibut population at time t. The parameters in the logistic equation are estimated to have
the values r = 0.71/year and K = 80.5 × 106 kg. If the initial biomass is y0 = 0.25K, find the
biomass 2 years later. Also find the time τ for which y(τ ) = 0.75K. (46.7 × 106 kg/3.095 years)
10
8.3.5 Exact equations
Definition: Let
M (x, y) + N (x, y)y 0 = 0 (12)
be given. Suppose that there is a function ψ(x, y) such that
∂ψ ∂ψ
(x, y) = M (x, y), (x, y) = N (x, y), (13)
∂x ∂y
and such that ψ(x, y) = c defines y = φ(x) implicitly as a differentiable function of x. Then we say
equation (12) is an exact differential equation.
Remark: In this case note that

∂ψ ∂ψ dy d
M (x, y) + N (x, y)y 0 = + = ψ(x, φ(x))
∂x ∂y dx dx
and the equation (12) becomes

d
ψ(x, φ(x)) = 0
dx
and hence the solutions of (12) are given implicitly by ψ(x, y) = c where c is an arbitrary constant.
Theorem: Let the functions M, N, My , and Nx , where subscripts denote partial derivatives, be
continuous in the rectangular region R : α < x < β, γ < y < δ. Then equation (12)
M (x, y) + N (x, y)y 0 = 0
is an exact differential equation in R if and only if
My (x, y) = Nx (x, y)
at each point of R.
Proof: (Omitted)
Exercises 25. Solve 2x + y 2 + 2xyy 0 = 0.
Exercises 26. Solve (y cos x + 2xey ) + (sin x + x2 ey − 1)y 0 = 0.
Exercises 27. Solve (3xy + y 2 ) + (x2 + xy)y 0 = 0.
Note: It is sometimes possible to convert a differential equation that is not exact into an exact
equation by multiplying the equation by a suitable integrating factor.
11
8.3.6 Existence and uniqueness
◦ So far,we have discussed a number of initial value problems, each of which had a solution and
apparently only one solution.That raises the question of whether this is true of all initial value
problems for first order equations. In other words, does every initial value problem have exactly
one solution? This may be an important question even for nonmathematicians. If you encounter
an initial value problem in the course of investigating some physical problem, you might want to
know that it has a solution before spending very much time and effort in trying to find it. Further,
if you are successful in finding one solution, you might be interested in knowing whether you should
continue a search for other possible solutions or whether you can be sure that there are no other
solutions.
Theorem 1: If the functions p and g are continuous on an open interval I : α < t < β containing
the point t = t0 , then there exists a unique function y = φ(t) that satisfies the differential equation
y 0 + p(t)y = g(t) for each t in I, and that also satisfies the initial condition y(t0 ) = y0 , where y0 is
an arbitrary prescribed initial value.
Proof: omitted.
Theorem 2: Let the functions f and ∂f ∂y

be continuous in some rectangle α < t < β, γ < y < δ
containing the point (t0 , y0 ). Then, in some interval t0 − h < t < t0 + h contained in α < t < β
there is a unique solution y = φ(t) of the initial value problem y 0 = f (t, y), y(t0 ) = y0 .
Proof: omitted.
Exercises 28. Find an interval in which the initial value problem ty 0 + 2y = 4t2 , y(1) = 2 has a
unique solution. (Apply Theorem 1.)
dy 3x2 + 4x + 2
Exercises 29. Consider = , y(0) = −1. Apply Theorem 2 to the initial value
dx 2(y − 1)
problem and comment on existence and uniqueness of solution.
dy 3x2 + 4x + 2
Exercises 30. Consider = , y(0) = 1. Comment on the existence of solution of
dx 2(y − 1)
the initial value problem and applicability of Theorem 2.
Exercises 31. Consider the initial value problem y 0 = y 1/3 , y(0) = 0 for t > 0. Apply Theorem 2
to this initial value problem.
Exercises 32. Solve the initial value problem y 0 = y 2 , y(0) = 1 and determine the interval in
which the solution exists.
Exercises 33. Explain the differences between linear equations and nonlinear equations related to
existence of solution, uniqueness of solution, general solution, implicit and explicit solution.
12
8.4 Second order linear equations (Methods)
◦ Let f be given. A second order ordinary differential equation has the form
y 00 (t) = f (t, y(t), y 0 (t)). (14)
◦ If f is linear in y and y 0 , equation (14) is known as a linear equation. A second order linear
differential equation has the form
P (t)y 00 + Q(t)y 0 + R(t)y = G(t). (15)
◦ If P (t) 6= 0, equation (15) has the form
y 00 + p(t)y 0 + q(t)y = g(t). (16)
◦ If equation (14) is not linear, it is called a nonlinear equation.
◦ If g(t) = 0 for all t (in the domain of the equation), equation (16) is known as homogeneous
equation. If it is not homogeneous, it is known as nonhomogeneous equation. The term g in equa-
tion (16) is known as nonhomogeneous term. Same terminology holds for equation (15).
◦ If P, Q and R are constant functions in equation (15), then it has the form
ay 00 + by 0 + cy = g(t). (17)
◦ We will study solution methods to solve equation (17) and when solving equation (17) the first
step will be to solve the associated homogeneous equation
ay 00 + by 0 + cy = 0. (18)
Exercises 34. Solve
y 00 − y = 0. (19)
We seek a solution of the form of exponential function y = et . (Why?)
Show that y1 = et is a solution of equation (19).
Show that any constant multiple of y1 , c1 et is also a solution equation (19) where c1 is an arbitrary
constant.
Show that y2 = e−t is a solution of equation (19).
Show that any constant multiple of y2 , c2 e−t is also a solution equation (19) where c2 is an arbitrary
constant.
Show that sum of y1 and y2 is also a solution of equation (19).
Show that y = c1 et + c2 e−t (linear combinations of et and e−t ) is also a solution of equation (19).
Is there any other solution of equation (19) which we can’t obtain from y = c1 et + c2 e−t ?
◦ The solution y = c1 et + c2 e−t is called the general solution of equation (19) if we can obtain all
the solutions of equation (19) by assigning suitable values to arbitrary constants. (It is possible to
prove this. See notes later.)
Exercises 35. Solve the initial value problem (IVP)

y 00 − y = 0, y(0) = 2, y 0 (0) = −1. (20)
Using the result in exercise 34, the general solution is y(t) = c1 et + c2 e−t . Show that the solution
of equation (20) is y = 21 et + 32 e−t .
13
Second order linear differential equation with constant coefficients
◦ Let a, b and c be given constants. Consider second order homogeneous linear differential equation
with constant coefficients;
ay 00 + by 0 + cy = 0. (21)
◦ We seek exponential solutions of the form y = ert where r is a parameter to be determined.
Calculate y 0 and y 00 and substitute in equation (21) and obtain ert (ar2 + br + c = 0) = 0. Since
ert 6= 0,
ar2 + br + c = 0. (22)
◦ Equation (22) is known as the characteristic equation for the differential equation (21).
◦ Note that if r is a root of the polynomial equation (22), then y = ert is a solution of the differential
equation (21).
◦ Three cases. (i) Equation (22) has two real distinct solutions (r1 6= r2 ). (ii) Equation (22)
has real repeated solutions (r1 = r2 ). (iii) Equation (22) has two complex (conjugate) solutions
(r1 , r2 = λ ± µi).
Case (i) : Characteristic equation ar2 + br + c = 0 has two real distinct solutions (r1 6= r2 )
In this case general solution of equation (25) is written as y(t) = c1 er1 t + c2 er2 t where c1 and c2 are
arbitrary constants.
Exercises 36. Find the general solution of y 00 + 5y 0 + 6y = 0. (answer. y = c1 e−2t + c2 e−3t .)
Exercises 37. Solve the initial value problem y 00 + 5y 0 + 6y = 0, y(0) = 2, y 0 (0) = 3. Comment on
the behavior of solution as t → ∞ (answer. y = 9e−2t − 7e−3t .)
Exercises 38. Solve the initial value problem 4y 00 − 8y 0 + 3y = 0, y(0) = 2, y 0 (0) = 21 . Comment
on the behavior of solution as t → ∞. (answer. y = − 12 e3t/2 + 52 et/2 .)
14
ay 00 + by 0 + cy = 0. (23)
Case (ii) : Characteristic equation ar2 + br + c = 0 has repeated solutions (r1 = r2 = r)
In this case general solution of equation (23) is written as y(t) = c1 tert + c2 ert where c1 and c2 are
arbitrary constants.
Exercises 39. Solve the differential equation
y 00 + 4y 0 + 4y = 0. (24)
Note that the characteristic equation is r2 + 4r + 4 = 0 ⇒ r = −2 and hence y1 = e−2t is one

solution. To find a second solution which is not a constant multiple of y1 we seek a solution of
the form y = v(t)y1 (t) where v(t) is a function of t to be determined. (This method is known as
reduction or order.) Calculate y 0 and y 00 and substitute in equation (24) and obtain v 00 (t) = 0.
Integrating twice obtain v(t) = c1 t + c2 . Thus y(t) = c1 te−2t + c2 e−2t .
Exercises 40. Find the solution of the initial value problem y 00 −y 0 +0.25y = 0, y(0) = 2, y 0 (0) = 31 .
Comment on the behavior of solution as t → ∞. (answer. y(t) = 2et/2 − 23 tet/2 .)
Exercises 41. Find the solution of the initial value problem y 00 −y 0 +0.25y = 0, y(0) = 2, y 0 (0) = 2.
Comment on the behavior of solution as t → ∞. (answer. y(t) = 2et/2 + tet/2 .)
Exercises 42. (Method of reduction of order ) Given that y1 (t) = t−1 is a solution of the
differential equation 2t2 y 00 + 3ty 0 − y = 0, t > 0 find the general solution.
Set y(t) = t−1 v(t). Calculate y 0 and y 00 and substitute in the given equation and obtain 2tv 00 −v 0 = 0.
Now let w = v 0 and arrive at 2tw0 − w = 0. Solve this for w(t) = ct1/2 and find v(t) = 23 ct1/2 + k
and thus y(t) = 32 ct1/2 + kt−1 where c and k are arbitrary constants.
15
ay 00 + by 0 + cy = 0. (25)
Case (iii) : Characteristic equation ar2 + br + c = 0 has two complex solutions
(r1 = λ + µi, r2 = λ − µi) (µ 6= 0)
In this case general solution of equation (25) is written as y(t) = c1 eλt cos µt + c2 eλt sin µt where c1
and c2 are arbitrary constants.
Note: Euler’s formula: eiµt = cos µt + i sin µt where µ and t are real numbers.
Note: If r1 = λ+µi, then y1 = er1 t = e(λ+µi)t = eλt eµit = eλt (cos µt+i sin µt) = eλt cos µt+ieλt sin µt.
(Similarly, if r2 = λ − µi, then y2 = eλt cos µt − ieλt sin µt.) In either case real part is eλt cos µt and
the imaginary part is eλt sin µt and in this case real and imaginary parts form a fundamental set
of solutions. Thus the general solution can be written as y(t) = c1 eλt cos µt + c2 eλt sin µt. (It is
possible to prove this. See notes later.)
Exercises 43. Solve the initial value problem y 00 + y 0 + 9.25y = 0, y(0) = 2, y 0 (0) = 8. Comment
on the behavior of solution as t → ∞. (answer. y = e−t/2 (2 cos 3t + 3 sin 3t)).
Exercises 44. Find the solution of the initial value problem 16y 00 − 8y 0 + 145y = 0, y(0) =
−2, y 0 (0) = 1. Comment on the behavior of solution as t → ∞. (answer. y = et/4 (−2 cos 3t +
1
2
sin 3t)).
Exercises 45. Find the general solution of y 00 + 9y = 0. Comment on the behavior of solution as
t → ∞. (answer. y = c1 cos 3t + c2 sin 3t).
16
8.5 Second order linear equations (Theorems)
Theorem 1: (Existence and uniqueness Theorem)
Consider the initial value problem
y 00 + p(t)y 0 + q(t)y = g(t) y(t0 ) = y0 , y 0 (t0 ) = y00 (26)
where p, q, and g are continuous on an open interval I that contains the point t0 . Then there is
exactly one solution y = φ(t) of this problem, and the solution exists throughout the interval I.
Proof: Omitted.
Exercises 46. Consider the initial value problem (t2 −3t)y 00 +ty 0 −(t+3)y = 0, y(1) = 2, y 0 (1) = 1.
Find the longest interval in which the solution is certain to exist.
Exercises 47. Find the unique solution of the initial value problem y 00 + p(t)y 0 + q(t)y = 0, y(t0 ) =
0, y 0 (t0 ) = 0 where p and q are continuous in an open interval I containing t0 .
Theorem 2: (Principle of superposition)
If y1 and y2 are two solutions of the differential equation y 00 + p(t)y 0 + q(t)y = 0 then the linear
combination c1 y1 + c2 y2 is also a solution for any values of the constants c1 and c2 .
Proof: Omitted.
Theorem 3: (Wronskian)
Suppose that y1 and y2 are two solutions of y 00 + p(t)y 0 + q(t)y = 0, and that the initial conditions
y(t0 ) = y0 and y 0 (t0 ) = y00 are assigned. Then it is always possible to choose the constants c1 , c2 so
that y = c1 y1 + c2 y2 satisfies the differential equation and the initial conditions if and only if the
Wronskian W = y1 y20 − y10 y2 6= 0 at t = t0 .
Proof: Omitted.
Exercises 48. Solve y 00 + 5y 0 + 6y = 0 and find the Wronskian W (y1 , y2 )(t).
Theorem 4: (General solution)
Suppose that y1 and y2 are two solutions of y 00 + p(t)y 0 + q(t)y = 0. Then the family of solutions
y = c1 y1 + c2 y2 with arbitrary coefficients c1 , c2 includes every solution if and only if there is a point
t0 where the Wronskian of y1 and y2 is not zero.
Proof: Omitted.
17
Remark: The expression y = c1 y1 + c2 y2 with arbitrary constant coefficients is known as the gen-
eral solution of y 00 + p(t)y 0 + q(t)y = 0. The solutions y1 and y2 are said to form a fundamental
set of solutions of y 00 + p(t)y 0 + q(t)y = 0 if and only if their Wronskian is nonzero.
Exercises 49. Suppose that y1 (t) = er1 t and y2 (t) = er2 t are two solutions of the differential
equation y 00 + p(t)y 0 + q(t)y = 0. Show that they form a fundamental set of solutions if r1 6= r2 .
Exercises 50. Show that y1 (t) = t1/2 and y2 (t) = t−1 form a fundamental set of solutions of
2t2 y 00 + 3ty 0 − y = 0, t > 0.
Theorem 5: (Fundamental set of solutions)
Consider the differential equation y 00 + p(t)y 0 + q(t)y = 0, (1) whose coefficients p and q are contin-
uous on some open interval I. Choose some point t0 in I. Let y1 be the solution of equation (1)
that also satisfies the initial conditions y(t0 ) = 1, y 0 (t0 ) = 0, and let y2 be the solution of equation
(1) that satisfies the initial conditions y(t0 ) = 0, y 0 (t0 ) = 1. Then y1 and y2 form a fundamental set
of solutions of equation (1).
Proof: Omitted.
Exercises 51. Find the fundamental set of solutions y1 and y2 specified by Theorem 5 for the
differential equation y 00 − y = 0, using initial point t0 = 0.
Theorem 6: (Complex solutions)
Consider the differential equation y 00 + p(t)y 0 + q(t)y = 0, (1) where p and q are continuous real-
valued functions. If y = u(t) + iv(t) is a complex valued solution of equation (1) then its real part
u and its imaginary part v are also solutions of this equation.
Proof: Omitted.
Theorem 7: (Abel’s formula)
If y1 and y2 are solutions of the differential equation y 00 + p(t)y 0 + q(t)y = 0, (1) where p and q are
continuous on an open interval I, then the Wronskian W (y1 , y2 )(t) is given by
h Z i
W (y1 , y2 )(t) = c exp − p(t)dt
where c is a certain constant that depends on y1 and y2 , but not on t. Further, W (y1 , y2 )(t) either
is zero for all t in I (if c = 0) or else is never zero in I (if c 6= 0).
Proof: Omitted.
Exercises 52.
Consider 2t2 y 00 + 3ty 0 − y = 0, t > 0. Calculate Wronskian W .
18
8.6 Nonhomogeneous equations; method of undetermined coefficients
Note: Let p and q be continuous functions on an open interval I and φ be a differentiable function.
We may define a differential operator L by the equation
L[φ] = φ00 + pφ0 + qφ.
The value of L[φ] at a point t ∈ I is
L[φ](t) = φ00 (t) + p(t)φ0 (t) + q(t)φ(t).

d
The operator L can also be written as L = D2 + pD + q, where D = dt
is the derivative operator.
◦ Let p and q be continuous functions on an open interval I. Consider the nonhomogeneous

equation
L[y] := y 00 + p(t)y 0 + q(t)y = g(t). (27)
The equation
L[y] := y 00 + p(t)y 0 + q(t)y = 0. (28)
in which g(t) = 0 and p, q are the same as in (27), is called the homogeneous equation corresponding
to (27).
Theorem: If Y1 and Y2 are two solutions of the nonhomogeneous equation (27), then their differ-
ence Y1 − Y2 is a solution of the corresponding homogeneous equation (28). If, in addition, y1 and
y2 are a fundamental set of solutions of (28), then Y1 (t) − Y2 (t) = c1 y1 (t) + c2 y2 (t), where c1 and c2
are certain constants.
Proof: Omitted.
Theorem: The general solution of the nonhomogeneous equation (27) can be written in the form
y = φ(t) = c1 y1 (t) + c2 y2 (t) + Y (t), where y1 and y2 are a fundamental set of solutions of the
corresponding homogeneous equation (28), c1 and c2 are arbitrary constants, and Y is some specific
solution of the nonhomogeneous equation (27).
Proof: Omitted.
◦ To solve the nonhomogeneous equation (27), we must do three things:
1. Find the general solution c1 y1 (t) + c2 y2 (t) of the corresponding homogeneous equation. This
solution is frequently called the complementary solution and may be denoted by yc (t).
2. Find some single solution Y (t) of the nonhomogeneous equation. Often this solution is referred
to as a particular solution.
3. Form the sum of the functions found in steps 1 and 2.
◦ To find a particular solution Y (t) of the nonhomogeneous equation (27) we use the method of
undetermined coefficients.
19
Exercises 53. Find a particular solution of y 00 − 3y 0 − 4y = 3e2t . (Assume Y (t) = Ae2t and find
A. Ans. Y (t) = − 12 e−2t .)
Exercises 54. Find a particular solution of y 00 − 3y 0 − 4y = 2 sin t. (Assume Y (t) = A sin t + B cos t
5 3
and find A, B. Ans. Y (t) = − 17 sin t + 17 cos t.)
Exercises 55. Find a particular solution of y 00 − 4y 0 − 12y = 2t3 − t + 3. (Assume Y (t) =

At3 + Bt2 + Ct + D and find A, B, C, D. Ans. Y (t) = − 16 t3 + 16 t2 − 19 t − 27
5
.)
Exercises 56. Find a particular solution of y 00 −3y 0 −4y = −8et cos 2t. (Assume Y (t) = Aet cos 2t+
10 t 2 t
Bet sin 2t and find A, B. Ans. Y (t) = 13 e cos 2t + 13 e sin 2t.)
Note: Suppose that g(t) is the sum of two terms, g(t) = g1 (t) + g2 (t), and suppose that Y1 and Y2
are solutions of the equations ay 00 + by 0 + cy = g1 (t) and ay 00 + by 0 + cy = g2 (t), respectively. Then
Y1 + Y2 is a solution of the equation ay 00 + by 0 + cy = g(t).
Exercises 57. Find a particular solution of y 00 − 3y 0 − 4y = 3e2t + 2 sin t − 8et cos 2t.
3
(Ans. Y (t) = − 21 e2t + 17 5
cos t − 17 10 t
sin t + 13 2 t
e cos 2t + 13 e sin 2t.)
Exercises 58. Find a particular solution of y 00 − 3y 0 − 4y = 2e−t . (Assume Y (t) = Ate−t and find
A. Ans. Y (t) = − 52 te−t .)
20
8.7 Numerical methods
◦ Let t ∈ [a, b]. Consider the initial value problem (IVP)


dy
= f (t, y)
dt (29)
y(0) = y0 .

b−a
We refer yn as an approximation to the exact value y(tn ) where tn = nh, h = n
, and n ≥ 1.
8.7.1 Eulers method (explicit method)
◦ We approximate the derivative in (29) using a forward difference formula

y(t + h) − y(t)
f (t, y) ≈ .
h
We denote f (nh, yn ) by fn . Then, the Eulers method is given by;
yn = yn−1 + hfn−1 .
Note: This is an explicit method.
Exercises 59. Let

dy 1 

=−
dt (t + y)2

y(0) = 0.9.
Carry out two time steps of Euler’s method with a step size of h = 0.125 so as to obtain approxi-
mations to y(0.125) and y(0.25). Give your answer to 6 decimal places.
Exercises 60. Let 

dy 2
= −y
dt
y(0) = 0.5.

Carry out two time steps of Euler’s method with a step size of h = 0.01 so as to obtain approxima-
tions to y(0.01) and y(0.02). Give your answer to 6 decimal places.

dy
=y
dt
y(0) = 1.

Approximate y(1) to 6 decimal places using Euler’s method with a step size of (a) h = 0.2 (b)
h = 0.1 (c) h = 0.05 (d) h = 0.025 (e) h = 0.0125. Compare your answer with exact answer (by
calculating difference.)
Note: The error |y(tn ) − yn | in Euler’s method is (approximately) proportional to the step size h.
This sort of behavior is called first-order. Thus, Euler’s method is first order. In other words, the
error it incurs is approximately proportional to h.
21
8.7.2 Eulers method (implicit method)
◦ Let t ∈ [a, b]. Consider the initial value problem (IVP)


dy
= f (t, y)
dt (30)
y(0) = y0 .

b−a
We refer yn as an approximation to the exact value y(tn ) where tn = nh, h = n
, and n ≥ 1.
Note that by integrating (30) from t = tn to t = tn+1 we get

Z tn+1
yn+1 − yn = f (t, y) dt.
tn
Now approximating the integral by trapezoidal rule we get

h
yn+1 = yn + (fn + fn+1 ).
2
Note: This is an implicit method. This is also known as trapezium method.

dy 1 
=
dt 1+t
y(0) = 1.

Carry out two time steps of trapezium method with a step size of h = 0.2 so as to obtain approxi-

dy 1
= − 2y 
dt 1 + t2
y(0) = 2.

Carry out two time steps of trapezium method with a step size of h = 0.1 so as to obtain approxi-

dy
=y
dt
y(0) = 1.

Approximate y(1) to 6 decimal places using trapezium method with a step size of (a) h = 0.2 (b)
h = 0.1 (c) h = 0.05 (d) h = 0.025 (e) h = 0.0125. Compare your answer with exact answer (by
calculating difference.)
Note: The error |y(tn ) − yn | in trapezium method is (approximately) proportional to the step size
h2 . This sort of behavior is called second-order. Thus, trapezium method is second order. In other
words, the error it incurs is approximately proportional to h2 .
22
8_Differential_equations
8_Differential_equations
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Statistics Table of Content
1. Random Variable
1.1. Discrete and Continuous Random Variables
2. Discrete Probability Distributions
- probability distribution or probability mass function (pmf)
- cumulative distribution function (cdf)
2.1. Expected Value
2.2. Expected Value of a Function
2.3. Variance
3. Binomial and Poisson Probability Distributions
3.1. Binomial Experiment
- Binomial random variable
3.2. Binomial Distribution – pmf
3.3. Binomial Distribution – cdf
3.4. Binomial Distribution - Cumulative Probabilities
3.5. Binomial Distribution - Mean and Variance
3.6. Poisson Distribution
3.7. Poisson Distribution - Binomial Approximation
3.8. Poisson Distribution - Mean and Variance
4. Continuous Probability Distributions
4.1. Probability Density Function
- Uniform distribution
4.2. Cumulative Distribution Function
4.3. Expected Value of a Continuous Random Variable
4.4. Variance of a Continuous Random Variable
5. Normal (Gaussian) Distribution
5.1. The Standard Normal Distribution
5.2. Nonstandard Normal Distribution
6. Linear Regression
6.1. The Simple Linear Regression Model
6.2. A Linear Probabilistic Model
6.3. Estimating Model Parameters
6.4. The Coefficient of Parameters
6.5. Sample Correlation Coefficient
6.6. Population Correlation Coefficient
2016 MA131 UGC STAT Page 2
2_Discrete_distributions_worksheet
Monday, July 11, 2016 1:27 PM
2_Discrete_distributions_worksheet

4_Continuous_distributions_worksheet
Monday, July 25, 2016 1:28 PM
4_Continuous_distributions_worksheet

668 Appendix Tables
Table A.3 Standard Normal Curve Areas Φ(z) P(Z z)

Standard normal density function
Shaded area = Φ(z)
0 z
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
3.4 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0003 .0002
3.3 .0005 .0005 .0005 .0004 .0004 .0004 .0004 .0004 .0004 .0003
3.2 .0007 .0007 .0006 .0006 .0006 .0006 .0006 .0005 .0005 .0005
3.1 .0010 .0009 .0009 .0009 .0008 .0008 .0008 .0008 .0007 .0007
3.0 .0013 .0013 .0013 .0012 .0012 .0011 .0011 .0011 .0010 .0010
2.9 .0019 .0018 .0017 .0017 .0016 .0016 .0015 .0015 .0014 .0014
2.8 .0026 .0025 .0024 .0023 .0023 .0022 .0021 .0021 .0020 .0019
2.7 .0035 .0034 .0033 .0032 .0031 .0030 .0029 .0028 .0027 .0026
2.6 .0047 .0045 .0044 .0043 .0041 .0040 .0039 .0038 .0037 .0036
2.5 .0062 .0060 .0059 .0057 .0055 .0054 .0052 .0051 .0049 .0038
2.4 .0082 .0080 .0078 .0075 .0073 .0071 .0069 .0068 .0066 .0064
2.3 .0107 .0104 .0102 .0099 .0096 .0094 .0091 .0089 .0087 .0084
2.2 .0139 .0136 .0132 .0129 .0125 .0122 .0119 .0116 .0113 .0110
2.1 .0179 .0174 .0170 .0166 .0162 .0158 .0154 .0150 .0146 .0143
2.0 .0228 .0222 .0217 .0212 .0207 .0202 .0197 .0192 .0188 .0183
1.9 .0287 .0281 .0274 .0268 .0262 .0256 .0250 .0244 .0239 .0233
1.8 .0359 .0352 .0344 .0336 .0329 .0322 .0314 .0307 .0301 .0294
1.7 .0446 .0436 .0427 .0418 .0409 .0401 .0392 .0384 .0375 .0367
1.6 .0548 .0537 .0526 .0516 .0505 .0495 .0485 .0475 .0465 .0455
1.5 .0668 .0655 .0643 .0630 .0618 .0606 .0594 .0582 .0571 .0559
1.4 .0808 .0793 .0778 .0764 .0749 .0735 .0722 .0708 .0694 .0681
1.3 .0968 .0951 .0934 .0918 .0901 .0885 .0869 .0853 .0838 .0823
1.2 .1151 .1131 .1112 .1093 .1075 .1056 .1038 .1020 .1003 .0985
1.1 .1357 .1335 .1314 .1292 .1271 .1251 .1230 .1210 .1190 .1170
1.0 .1587 .1562 .1539 .1515 .1492 .1469 .1446 .1423 .1401 .1379
0.9 .1841 .1814 .1788 .1762 .1736 .1711 .1685 .1660 .1635 .1611
0.8 .2119 .2090 .2061 .2033 .2005 .1977 .1949 .1922 .1894 .1867
0.7 .2420 .2389 .2358 .2327 .2296 .2266 .2236 .2206 .2177 .2148
0.6 .2743 .2709 .2676 .2643 .2611 .2578 .2546 .2514 .2483 .2451
0.5 .3085 .3050 .3015 .2981 .2946 .2912 .2877 .2843 .2810 .2776
0.4 .3446 .3409 .3372 .3336 .3300 .3264 .3228 .3192 .3156 .3121
0.3 .3821 .3783 .3745 .3707 .3669 .3632 .3594 .3557 .3520 .3482
0.2 .4207 .4168 .4129 .4090 .4052 .4013 .3974 .3936 .3897 .3859
0.1 .4602 .4562 .4522 .4483 .4443 .4404 .4364 .4325 .4286 .4247
0.0 .5000 .4960 .4920 .4880 .4840 .4801 .4761 .4721 .4681 .4641
(continued )
Appendix Tables 669
Table A.3 Standard Normal Curve Areas (cont.) (z) P(Z z)
z .00 .01 .02 .03 .04 .05 .06 .07 .08 .09
0.0 .5000 .5040 .5080 .5120 .5160 .5199 .5239 .5279 .5319 .5359
0.1 .5398 .5438 .5478 .5517 .5557 .5596 .5636 .5675 .5714 .5753
0.2 .5793 .5832 .5871 .5910 .5948 .5987 .6026 .6064 .6103 .6141
0.3 .6179 .6217 .6255 .6293 .6331 .6368 .6406 .6443 .6480 .6517
0.4 .6554 .6591 .6628 .6664 .6700 .6736 .6772 .6808 .6844 .6879
0.5 .6915 .6950 .6985 .7019 .7054 .7088 .7123 .7157 .7190 .7224
0.6 .7257 .7291 .7324 .7357 .7389 .7422 .7454 .7486 .7517 .7549
0.7 .7580 .7611 .7642 .7673 .7704 .7734 .7764 .7794 .7823 .7852
0.8 .7881 .7910 .7939 .7967 .7995 .8023 .8051 .8078 .8106 .8133
0.9 .8159 .8186 .8212 .8238 .8264 .8289 .8315 .8340 .8365 .8389
1.0 .8413 .8438 .8461 .8485 .8508 .8531 .8554 .8577 .8599 .8621
1.1 .8643 .8665 .8686 .8708 .8729 .8749 .8770 .8790 .8810 .8830
1.2 .8849 .8869 .8888 .8907 .8925 .8944 .8962 .8980 .8997 .9015
1.3 .9032 .9049 .9066 .9082 .9099 .9115 .9131 .9147 .9162 .9177
1.4 .9192 .9207 .9222 .9236 .9251 .9265 .9278 .9292 .9306 .9319
1.5 .9332 .9345 .9357 .9370 .9382 .9394 .9406 .9418 .9429 .9441
1.6 .9452 .9463 .9474 .9484 .9495 .9505 .9515 .9525 .9535 .9545
1.7 .9554 .9564 .9573 .9582 .9591 .9599 .9608 .9616 .9625 .9633
1.8 .9641 .9649 .9656 .9664 .9671 .9678 .9686 .9693 .9699 .9706
1.9 .9713 .9719 .9726 .9732 .9738 .9744 .9750 .9756 .9761 .9767
2.0 .9772 .9778 .9783 .9788 .9793 .9798 .9803 .9808 .9812 .9817
2.1 .9821 .9826 .9830 .9834 .9838 .9842 .9846 .9850 .9854 .9857
2.2 .9861 .9864 .9868 .9871 .9875 .9878 .9881 .9884 .9887 .9890
2.3 .9893 .9896 .9898 .9901 .9904 .9906 .9909 .9911 .9913 .9916
2.4 .9918 .9920 .9922 .9925 .9927 .9929 .9931 .9932 .9934 .9936
2.5 .9938 .9940 .9941 .9943 .9945 .9946 .9948 .9949 .9951 .9952
2.6 .9953 .9955 .9956 .9957 .9959 .9960 .9961 .9962 .9963 .9964
2.7 .9965 .9966 .9967 .9968 .9969 .9970 .9971 .9972 .9973 .9974
2.8 .9974 .9975 .9976 .9977 .9977 .9978 .9979 .9979 .9980 .9981
2.9 .9981 .9982 .9982 .9983 .9984 .9984 .9985 .9985 .9986 .9986
3.0 .9987 .9987 .9987 .9988 .9988 .9989 .9989 .9989 .9990 .9990
3.1 .9990 .9991 .9991 .9991 .9992 .9992 .9992 .9992 .9993 .9993
3.2 .9993 .9993 .9994 .9994 .9994 .9994 .9994 .9995 .9995 .9995
3.3 .9995 .9995 .9995 .9996 .9996 .9996 .9996 .9996 .9996 .9997
3.4 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9997 .9998
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MA1311 Problem set M2
These problems are intended to provide a basic understanding about topics; vectors, geometrical
representation of vectors, vector addition, scalar multiplication, dot product, norm of a vector, angle
between two vectors, projections, orthogonal vectors, orthonormal vectors, cross product, multiple
products, equation of line, equation of plane, and some applications.
[1] Given that kAk = 2kBk determine graphically

A + 3B − C.
~ + OB,
[2] If A ≡ (1, −1) and B ≡ (3, 4) find OA ~ kABk
~ and illustrate geometrically AB.
~
[3] If ~a = (2, −3) and ~b = (1, 5) find 2~a − 3~b and k~a − ~bk.
[4]
If kuk = kvk = 1 and u + v + w = 0, find w.
[5] If ~a and ~b are non parallel vectors and ~a + ~b = ~0 then show that ~a and ~b must be ~0.
[6] Find a vector that has same direction as (2, −3, 4) but has length 4.
[7] Find the unit vectors that are parallel to the tangent line to the parabola y = x2 at the point (2,4).
[8] If ~r = (x, y), r~1 = (x1 , y1 ) and r~2 = (x2 , y2 ), describe the set of all points (x, y) such that
k~r − r~1 k + k~r − r~2 k = k where k > kr1 − r2 k.
[9] Which of the following expressions are meaningful/meaningless? Explain.

(a) ~a · ~b · ~c (b) k~ak(~b · ~c) (c) (~a · ~b)~c (d) ~a · ~b + ~c (e) k~ak · (~b + ~c)
[10] If ~a = (2, −3) and ~b = (−1, 4), find ~a · ~b.
[11] If ~a = (2, −3, 1) and ~b = (−1, 0, 5), find θ, the angle between ~a and ~b.
[12] Consider the unit cube shown where P is the

midpoint of the right hand face. Evaluate P~B ·
~
CO.
[13] Find the acute angles between the curves y = x2 and y = x3 at their points of intersection.
1
[14] If ~a = (2, 0, −3) and ~b = (1, 4, 2) find the scalar projection and vector projection of ~b on ~a.
[15] A tow truck drags a stalled car along a road. The chain makes an angle of 30◦ with the road
and the tension in the chain is 1500 N. How much work is done by the truck in pulling the car 1 km?
~ = k~v k~u + k~uk~v bisects the angle between ~u and ~v .

[16] If ~u and ~v are nonzero, show that w
[17] Let ~a = (1, 2, 0, −1), ~b = (2, 0, 1, 3), and ~c = (5, 1, 1, 0). Evaluate 2~a − 3(~b − ~c).
[18] Let ~u = (1, 2, −4), ~v = (0, 1, 1) and w

~ = (2, −1, 1). Solve α~u + β~v + γ w
~ = (2, 0, 0) (if possible,)
where α, β, γ ∈ R.
[19] Normalize ~u = (2, 3, 0, −5). (i.e., find u

b or find a unit vector in the direction of ~u.)
[20] Find θ, the angle between ~u = (2, 1, 1, 0) and ~v = (1, 3, −1, 2).
[21] Find all nonzero orthogonal vectors to (2, 1, 1) and (1, 2, 3).
[22] Determine each set of vectors is orthogonal, orthonormal, parallel or neither.

(a) {(1,0,0,0), (0,1,0,0), (0,0,1,0), (0,0,0,1) }
(b) {(1,1,1,1), (1,-1,1,-1), (0,1,0,-1), (2,0,-2,0) }
(c) {(2,3,0), (-3,2,1), (1,-3,1), (1,1,1) }
(d) {(2,-1), (-4,2)}
(e) {(3,5), (0,0) }
[23] Prove or disprove. k~u + ~v k2 − k~u − ~v k2 = 4(~u · ~v ), for any two vectors ~u and ~v . (Note: To
disprove it is sufficient to give a counterexample.)
[24] Prove the Schwarz inequality |~u · ~v | ≤ k~ukk~v k, for any two vectors ~u and ~v .
[25] Prove the triangle inequality ~u and ~v , k~u + ~v k ≤ k~uk + k~v k, for any two vectors ~u and ~v .
[26] Let ~u, ~v and w~ ∈ R3 .

(a) If ~u × ~v = 2~u what can you conclude about ~u and ~v ?
(b) If ~u × ~v = ~0 and ~u · ~v = 0 what can you conclude about ~u and ~v ?
(c) If ~u × ~v = w~ and ~u · ~v = 0 what can you conclude about ~u, ~v and w?
~
~
(Hint: Think about 0 and orthogonal vectors as needed.)
[27] Find ~u × ~v and k~u × ~v k. State whether ~u × ~v

is directed into the page or out of the page.
[28] Let ~u = 2~i − ~j + ~k, ~v = ~i − 3~j − ~k, and w

~ = 3~i − 4~k. Calculate (a) ~u × ~v (b) k~u × ~v k (c)
~u × (2~v − w)
~ (d) k~u × (2~v − w)k.
~
2
[29] Suppose a plane contains the points P (1, 0, 0), Q(1, 1, 1), and R(2, −1, 3). Find a nonzero vector
that is orthogonal to the plane.
Note 1: Three non-collinear points (points not on a single line) define a plane.
~ = (b1 − a1 , b2 − a2 , b3 − a3 ).
Note 2: Given two points A(a1 , a2 , a3 ) and B(b1 , b2 , b3 ), the vector AB
[30] Find the area of the triangle with vertices P (1, 4, 6), Q(−2, 5, −1), and R(1, −1, 1).
[31] A bolt is tightened by applying a 40-N force

to a 0.25m wrench as shown in the figure. Find
the magnitude of the torque about the center of
the bolt.
[32] Consider the three forces; F~1 = 2~i + ~k with its tail at (2,1,-1), F~2 = ~i − ~j + ~k with its tail at
(0,0,0), and F~3 = ~i + 4~j with its tail at (1,1,1). Find the total moment M ~ about (a) (0,0,0) and (b)
(1,1,0).
[33] State each of the following is a scalar, vector or neither. (a) ~u · ~v × w

~ (b) ~u · (~v · w)
~ (c) ~u(~v × w)
~
(d) ~u × ~v × w
~
[34] Let ~u = 2~i − 3~j + ~k, ~v = ~i − ~j + ~k, and w

~ = 2~i + ~k. Calculate the scalar triple product ~u · ~v × w
~
and ~u × ~v · w.
~
[35] Find the volume of the parallelepiped with adjacent edges P Q, P R, and P S where P, Q, R, S
are the points P (−2, 1, 0), Q(2, 3, 2), R(1, 4, −1), and S(3, 6, 1).
[36] Determine if the three vectors ~u = ~i + 4~j − 7~k, ~v = 2~i − ~j + 4~k, and w
~ = −9~j + 18~k, lie in the
same plane or not.
[37] Let ~u = 2~i − 3~j + ~k, ~v = ~i − 2~j + ~k, and w

~ = ~i + 2~k. Calculate vector triple product ~u × (~v × w)
~
and (~u × ~v ) × w,
~ and k~u × (~v × w)k ~ and k(~u × ~v ) × wk. ~
[38] (a) Find the line through the point (1, 0, 6) and perpendicular to the plane x + 3y + z = 5. (b)
Find the line of intersection of the planes x + 2y + 3z = 1 and x − y + z = 1.
[39] The plane through the point (2, 4, 6) and parallel to the plane z = x + y.
[40] Sketch the plane 2x + 5y + z = 10.
3
These problems are intended to provide a basic understanding about topics; vector spaces, norm,
inner product, subspaces, linear combinations, span, linear dependence, linear independence, basis,
and dimension.
[1] Recall that

Rn = {~u = (u1 , u2 , · · · , un ) where u1 , u2 , · · · , un ∈ R} (1)
is a vector space with respect to the vector operations defined by
vector addition ~u+~v = (u1 , u2 , · · · , un )+(v1 , v2 , · · · , vn ) := (u1 +v1 , u2 +v2 , · · · , un +vn ) (2)
and, scalar multiplication α~u = α(u1 , u2 , · · · , un ) := (αu1 , αu2 , · · · , αun ). (3)
(Verify this by your own.) If we make the following changes, do we still have a vector space? (Justify
your answer.)
(a) Replace Rn in (1) by Rn+ = {~u = (u1 , u2 , · · · , un ) where u1 , u2 , · · · , un ≥ 0}.
(b) Replace Rn in (1) by S = {~u = (u, 2u, · · · , nu) where u ∈ R}.
(c) Replace vector addition in (2) by ~u + ~v := (u1 − v1 , u2 − v2 , · · · , un − vn ).
(d) Replace scalar multiplication in (3) by α~u =:= (α2 u1 , α2 u2 , · · · , α2 un ).
[2] Show that k~uk := |u1 | + |u2 | + · · · + |un | is a norm where ~u ∈ Rn .

Z 1
[3] Show that ~u · ~v := u(x)v(x)w(x) dx is an inner product where ~u, ~v ∈ S where S is the space
0
of real valued continuous functions defined on [0, 1] and w(x) > 0 on [0, 1].
[4] Show that the solutions of a linear homogeneous differential equation constitute a vector space,
(the solution space of that differential equation.)
[5] Express C as a linear combination of A and B, i.e., as

C = αA + βB. (Determine α and β graphically.)
[6] State each set of vectors span the given vector space. Justify your answer. (Hint: Use Gaussian
elimination.)
(a) {(1, 3, 0), (2, −1, 1), (1, 1, 4)} span R3 (b) {(−3, 1, 0), (1, 1, 1), (−1, 7, 5)} span R3
(c) {(1, 2), (2, 1)} span R2 (d) {(0, 0, 0, 1), (0, 0, 1, 1), (0, 1, 1, 1), (1, 1, 1, 1)} span R4
1
[7] Are the indicated subsets of R2 are subspaces
of R2 ? Justify your answer.
(a) L is the line that extends indefinitely from

the origin.
(b) The shaded region including its boundaries

extending indefinitely to both directions.
[8] Find the solution space of x1 − 2x2 = 0 for (x1 , x2 ) ∈ R2 .
Let x2 = α be arbitrary. Then x1 = 2α. Thus, for any α ∈ R, the solution can be given as
(x1 , x2 ) = (2α, α) = α(2, 1). Note that this is the span of (2, 1). Hence, the solution space =
span{(2, 1)}.
Find the solution space and give it as a span of a set of vectors.
x1 − x2 + x3 = 0
x1 + x2 + x3 = 0 in R3 .
[9] Find any two vectors in R3 that span the plane 2x1 + x2 − 6x3 = 0. (Note: ax + by + cz + d = 0
represents an equation of a plane in xyz−space where a, b, c, d are constants.)
[10] Is span{(1, 2, 3), (2, −1, 1)} = span{(1, 2, 3), (3, 1, 5)}? Explain.
[11] Show graphically that the indicated vectors

are linearly dependent.
[12] Determine each set is linearly dependent or linearly independent. Justify your answer.
(a) {(1, 3), (2, 0), (1, 2), (−1, 5)} (b) {(2, 3, 0), (1 − 2, 3), }
(c) {(7, 1, 0), (−1, 1, 4), (2, 3, 5)} (d) {(1, 3, 2, 0), (4, 1, −2, −2), (0, 2, 0, 3), (4, 7, 1, 2)}
[13] Determine each set is a basis.
(a) {(1, 3, 0), (1, 2, 5)} for R3 (b) {(3, 2), (−1, 5), } for R2
(c) {(5, −1, 2), (2, 0, 1), (1, −1, 1)} for R3 (d) {(1, 0, 0, 0), (1, 1, 0, 0), (1, 1, 1, 0), (0, 0, 0, 0)} for R4
[14] Expand ~u = (9, −2, 4) in terms of orthogonal basis {e~1 , e~2 , e~3 } where e~1 = (2, 1, 3), e~2 =
(1, −2, 0), e~3 = (6, 3, −5).
[15] Find dim[span{(1, 0, 0), (1, 0, 1), (1, 1, 1)}].
2
4 Matrices
4.0 Applications of Matrices
Solving systems of linear equations
Solving eigenvalue problems
Linear transformations
Probability ans statistics
4.1 An Introduction to Matrices
A matrix (plural matrices) is a rectangular array of mathematical objects (usually numbers).
The objects (usually, real or complex numbers), in the matrix are called its entries or its elements.
The horizontal lines of entries in a matrix are called rows and vertical lines of entries in a matrix
are called columns.
A matrix with m rows and n columns is said to be of size m × n (read m by n).
A matrix is usually denoted using upper-case letters (for example, A) while the corresponding lower-
case letters, with two subscript indices (for example, a12 , or a1,2 ), represent the entries. The entry
in the ith row and jth column of a matrix A is usually denoted by aij and called the (ij)th element
of the matrix.
 
a11 a12 . . . a1n
 a21 a22 . . . a2n 
For example, A =  .. .. .
 
.. . .
 . . . . 
am1 am2 . . . amn
If m = 1, A is known as a (n-dimensional) row vector and if n = 1, A is known as (m-dimensional)
column vector .
 
2 0 −1 −2
Exercise 1. Let A = −3 4 5 3  . What is the size of matrix A? What are the elements
1 1 6 7
a11 , a21 and a12 ?
 
2 + 3i 0
Exercise 2. Let A = −3 − i 2i  . What is the size of matrix A? What are the elements a11 ,
4 2 − 5i
a21 and a12 ?
1
4.2 Arithmetic of Matrices
4.2.1 Equality of two Matrices
Let A = (aij )m×n and B = (bij )p×q . A = B if and only if m = p, n = q, and aij = bij for all
1 ≤ i ≤ m and 1 ≤ j ≤ n. I.e., two matrices are equal if they are of same size and their corre-
sponding elements are the same.

2 0 2x + y 2 0 −1
Exercise 3. Let A = and B = . If A = B find x and y.
−3 4 5 −3 x − y 5
4.2.2 Matrices Addition
Let A = (aij )m×n and B = (bij )m×n . Then, the sum of two matrices A + B := (aij + bij )m×n .

2 0 3 1 −2 −1 5 3
Exercise 4. Let A = ,B= and C = .
−3 4 5 4 3 2 −3 1
Find (a) A + B (b) B + A (c) A + C if possible.
4.2.3 Scalar Multiplication for Matrices
Let A = (aij )m×n and α ∈ R. Then, αA := (αaij )m×n .

2 0 3
Exercise 5. Let A = . Find (a) 3A (b) −2A (c) 0A
−3 4 5
Note: −A := (−1)A. Thus, A − B = A + (−B).
Note: The matrix whose all the entries are zero is called the zero matrix (or null matrix).
4.2.4 Properties of matrix Addition and Scalar Multiplication
Suppose A, B and C are m × n matrices, O is m × n zero matrix, and α, β ∈ R. Then,
1. α(βA) = (αβ)A
1. A + B = B + A (commutativity) 2. (α + β)A = αA + βA
2. (A + B) + C = A + (B + C) (associativity) 3. α(A + B) = αA + αB
3. A + O = A 4. 1A = A
4. A + (−A) = O 5. 0A = O
6. αO = O.
Exercise 6. Let m and n be fixed positive integers and V = {(aij )m×n : aij ∈ R}. Show that V is
a vector space over R with usual matrix addition and scalar multiplication.
2
4.2.5 Matrix Multiplication
p
X
Let A = (aij )m×p and B = (bij )p×n . Then, the product AB := aik bkj .
m×n
  k=1
2 −3 3 −2
2 0 3 2 5
Exercise 7. Let A = ,B= 1 4 5 2  and C = .
−3 4 5 −3 4
−3 2 1 4
Find each product if each product is defined. (a) AB (b) BA (c) CA (d) A2 (e) C 3

2 3 −2 3 2 3
Exercise 8. Let A = ,B= and C = .
3 0 3 −4 1 0
Find each product. (a) AB (b) BA (a) AC (a) CA (a) BC (a) CB

1 −2 2 3
Exercise 9. Let A = , and B = . Find each product. (a) AB (b) BA
2 −4 1 − 32
Exercise 10. State each statement is true or false. If true, prove it. If false, give a counter example.
(a) Suppose the products AB and BA are well defined. Then, AB = BA.
(b) Suppose the products AB and AC are well defined. If AB = AC then B = C.
(c) If AB = O, then A = O or B = O.
4.2.6 Properties of Matrix Multiplication
Suppose each product is well defined and α, β ∈ R. Then,
1. (αA)B = α(AB) (associativity)
2. (AB)C = A(BC) (associativity)
3. A(B + C) = AB + AC (distributivity)
4. (A + B)C = AC = BC (distributivity)
5. C(αA + βB) = αCA + βCB (linearity).
Exercise 11. Let A be 6 × 4,B be 4 × 4, C be 4 × 3, D be 3 × 1, and E be 3 × 1. Determine which

of the expressions are defined. Give the size of the resulting matrix of when it is defined.
(a) A5 (b) B 5 (c) ABCD (d) ACBD (e) C(D + E) (f) AB + AC
Exercise 12. Let A = (aij )n×n and B = (bij )n×n . State each statement is true of false. If true,
prove it. If false, give a counter example.
(a) (A + B)2 = A2 + 2AB + B 2 (b) (A + B)(A − B) = A2 − B 2 (c) (AB)2 = A2 B 2
Exercise 13. Do Exercise 12 with the added assumption that A and B commute (i.e., AB = BA.)
3
4.3 Transpose of a Matrix
If A = (aij )m×n , then the transpose of A, denoted by AT , is given by AT = (aji )n×m .

1 −2 3
Exercise 14. Let A = . Find AT .
2 4 0
4.3.1 Properties of Transpose of a Matrix
1. (AT ) = A where A is any matrix.
2. (A + B)T = AT + B T where A and B are of same size.
3. (αA)T = αAT where A is any matrix and α ∈ R.
4. (AB)T = B T AT where product AB is defined.
5. (ABC)T = C T B T AT where products are defined.

 
1 −2
4
Exercise 15. Verify the properties given in 4.3.1 if A = 1 −2 3 , B = 2 4  and C = .
7
3 5
Exercise 16. Prove the properties given in 4.3.1.

   
1 −3
2 1 T T T T
Exercise 17. Let A = 
0 and B =  5 . Find A B, B A, AB and BA .
  
4 2
 
3x1 − x3 + x4
Exercise 18. If Ax =  x2 + 4x3  where xT = [x1 , x2 , x3 , x4 ] find A.
x1 + 3x2 − 5x4
4.3.2 Quadratic forms
The expression ax21 + bx22 + cx1 x2 is known as quadratic form of x1 and x2 where a, b, c ∈ R.
The expression ax21 + bx22 + cx23 + dx1 x2 + ex1 x3 + f x2 x3 is known as quadratic form of x1 , x2 and
x3 where a, b, c, d, e, f ∈ R.
Exercise 19. If the quadratic form x21 − 3x22 + 6x1 x2 = xT Ax where xT = [x1 , x2 ] find A.
Exercise 20. If the quadratic form 4x21 + x22 − x23 + 8x1 x2 + 3x1 x3 − 2x2 x3 = xT Ax where
xT = [x1 , x2 .x3 ] find A.
4
4.4 Square Matrices
A matrix is a square matrix if it has same number of rows and columns. If A = (aij )n×n , A is
said to be of order n.
Let A = (aij )n×n . Then,
1. Ak = AA · · · A. (k times)
2. Ap Aq = Ap+q where p, q ∈ N
3. (Ap )q = Apq where p, q ∈ N.

 
1 −2 0
Exercise 21. Let A = 2 4 1 . Find A2 , and A3 .
3 5 −1
4.4.1 Diagonal Matrix
Suppose D = (dij )n×n

 where dij = 0 if i 6= j with not all djj = 0. Then, D is called a diagonal
d11 0 ... 0
 0 d22 ... 0 
matrix. I.e., D =  .. .. .
 
.. ...
 . . . 
0 0 . . . dnn
 
−2 0 0
Exercise 22. Let A =  0 3 0. Find A2 , A3 , and A10 .
0 0 1
Exercise 22. Let D = (dij )n×n where dij = 0 if i 6= j and djj = k. Let A = (aij )n×n . Show that
AD = DA = kA.
4.4.2 Identity Matrix
Suppose I = (aij )where aij = 0 if i 6= j with ajj = 1. Then, I is called a identity matrix of
n×n
1
0 ... 0
0
1 . . . 0
order n. I.e., I =  ..
.. . . ..  .
 
.. . .
0
0 . . . 1 n×n
 
−2 3 1
Exercise 22. Let A =  0 4 5. Find AI, IA, 2A + 3I, and (A − I)(A + I).
1 2 1
Exercise 23. If there is a positive integer p such that Ap = O where O is the zero matrix, then A
is called nilpotent. If A is nilpotent show that
(I + A + A2 + · · · + Ap−1 )(I − A) = (I − A)(I + A + A2 + · · · + Ap−1 ) = I.
5
4.4.3 Triangular Matrix
Let L = (lij )n×n wherelij = 0 if i < j. Then, L is known as a lower triangular matrix. I.e.,
l11 0 . . . 0
 l21 l22 . . . 0 
L =  .. .. .
 
.. . .
 . . . . 
ln1 ln2 . . . lnn
 
−2 0 0
Exercise 23. Let L =  0 4 0 . Find L2 , and L3 .
1 2 −1
Let U = (uij )n×n where uij = 0 if i > j. Then, U is known as an upper triangular matrix. I.e.,
u11 u12 . . . u1n
 0 u22 . . . u21 
U =  .. .. .
 
.. . .
 . . . . 
0 0 . . . unn
 
−2 3 0
Exercise 24. Let U =  0 4 5 . Find U 2 , and U 3 .
0 0 −1
Note: If a matrix is lower triangular or upper triangular, it is known as a triangular matrix.
Exercise 25. Suppose L1 , L2 are lower triangular matrices and U1 , U2 are upper triangular matrices
of order n. Comment on the matrices L1 + L2 , L1 L2 , U1 + U2 , and U1 U2 .
4.4.4 Symmetric Matrix
If A = AT , then A is known as a symmetric matrix.

 
−2 3 0 1
3 4 5 y 
Exercise 26. Let A =  . If A is symmetric find x and y.
0 x −1 7 
1 2 7 −3
4.4.5 Skew Symmetric Matrix
If A = −AT , then A is known as a skew symmetric matrix or anti symmetric matrix.

 
z 3 0 1
−3 0 5 y 
Exercise 27. Let A =  . If A is symmetric find x, y and Z.
0 x 0 −7
−1 2 7 0
6
Exercise 28. Let A = (aij )n×n and B = (bij )n×n and if A and B are symmetric then AB = BA.
State this statement is true of false. If true, prove it. If false, give a counter example.
Exercise 29. Show that any square matrix can be written as a sum of a symmetric matrix and a
skew symmetric matrix. Note that:
1 1
A = (A + AT ) + (A − AT ).
2 2
 
−2 3 9
Exercise 30. Let A = 3 4 5 . Decompose A into a sum of a symmetric matrix and a skew

5 0 −1
symmetric matrix.
4.4.6 Hermition Matrix
Suppose A is a complex matrix. If A = A∗ where A∗ denotes the transpose conjugate of A, then A

is called Hermition.  
−2 3 − 2i c − i
Exercise 30. Let A = 3 + di a + bi −4i . If A is Hermition, find a, b, c and d.
9+i 4i −1
4.4.7 Inverse Matrix
A square matrix A of order n is said to be invertible or non-singular if there is a matrix B such

that AB = BA = In where In is the identity matrix of order n. If such B exists, it is unique and
denoted by A−1 and called the inverse of A. If such B does not exist A is known as singular.
   
1 3 3 7 0 −3
Exercise 31. Show that A = 1 4 3 and B = −1 1 0  are inverse matrices of each
2 7 7 −1 −1 1
other.
Exercise 32. Show that if A−1 exists it is unique.
Theorem: Let A be a square matrix. A−1 exists if and only if detA 6= 0. (See 4.6 for determinant.)
4.4.7.1 Properties of Inverse Matrix
1. (A−1 )−1 = I
2. (AB)−1 = B −1 A−1
3. (AT )−1 = (A−1 )T
4. det(A−1 ) = 1
det(A)
5. If AB = AC then B = C provided A−1 exists.

6. If AB = O then B = O provided A−1 exists.
7
Exercise 32. Prove the properties in 4.4.7.1.

7 0
Exercise 33. If A = find A−1 . (See 4.7 for more on finding inverse matrices.)
−1 1
4.4.8 Orthogonal Matrix
If A−1 = AT then A is called orthogonal matrix. If A is orthogonal the rows and columns of A
are orthogonal unit vectors and det(A) = ±1.
 
1/3 −2/3 2/3
Exercise 34. Let A = 2/3 −1/3 −2/3. Is A orthogonal?

2/3 2/3 1/3
4.4.9 Unitary Matrix
A complex orthogonal matrix is called unitary matrix. I.e., if A−1 = A∗ where A∗ denotes congu-
gate transpose of A.

1 1+i 1−i
Exercise 35. Let A = 2 . Is A unitary?
1−i 1+i
4.4.10 Definite matrix
Let A be a square matrix of order n and ~o 6= x ∈ Rn .
A is called positive definite if xT Ax > 0.
A is called negative definite if xT Ax < 0.
A is called positive semi-definite if xT Ax ≥ 0.
A is called negative semi-definite if xT Ax ≤ 0.

2 0 1 1 1 2 1 2
Exercise 36. A = ,B= ,C= , and D = . Identify each
0 3 1 1 −2 1 −2 −1
matrix as positive definite, negative definite, positive semi-definite, negative semi-definite, or none
of them.
8
4.5 Trace of a Square Matrix
n
X
Let A = (aij)n×n . Then, the trace of A, denoted by Tr(A), is given by Tr(A) = aii .
  i=1
5 0 −3
Exercise 37. If A = 1 1 0  find Tr(A).
4 −1 1
4.5.1 Properties of Trace
Let A, B be square matrices of order n and α ∈ R.
1. Tr(A) =Tr(AT )
2. Tr(A + B) =Tr(A + B)
3. Tr(αA) = αTr(A)
4. Tr(AB) =Tr(BA)
Exercise 38. Prove the properties in 4.5.1.
4.6 Determinant of a Square Matrix
4.6.1 Determinant of a 2 × 2 Matrix

a b a b
= ad − bc.
Let A = . Then, det(A) =

c d c d

2 3 2 4
Exercise 39. Let A = and B = . Find det(A) and det(B).
4 −1 3 6
4.6.2 Determinant of a 3 × 3 Matrix

 
a11 a12 a13
Let A = a21 a22 a23 . Then,
a31 a32 a33

a11 a12 a13
a22 a23 a21 a23 a21 a22
det(A) = a21 a22 a23 = a11 − a12
a31 a33 + a13 a31 a32 .

a31 a32 a33 a32 a33
Note: This is using the “cofactor expansion of row 1.” The det(A) = a11 A11 + a12 A12 + a13 A13 where
Aij is the cofactor of aij given by Aij = (−1)i+j Mij where Mij is the minor of aij given by the
determinant of the matrix formed by removing row i and column j of the matrix A.
 
5 3 −3
Exercise 40. If A = 1 1 0  find det(A).
4 −1 1
9
4.6.3 Determinant of a n × n Matrix
X
Let A = (aij)n×n . Then, det(A) = aij Aij where summation is carried over i for fixed j or over
j for fixed i (1 ≤ i ≤ n, 1 ≤ j ≤ n).
Aij is the cofactor of aij given by Aij = (−1)i+j Mij where Mij is the minor of aij given by the
determinant of the matrix formed by removing row i and column j of the matrix A.
Note that det(aij ) := aij .

 
5 3 −3 2
1 1 0 4
Exercise 41. If A =  4 −1 1
 find det(A).
3
3 2 −2 5
 
5 0 0
Exercise 42. If A = 1 3 0 find det(A).
0 −1 2
 
5 0 0 0
1 −1 0 0
Exercise 43. If A = 
0 −1 2
 find det(A).
0
3 2 −2 3
4.6.4 Properties of Determinant
1. If two rows (or two columns) of a matrix are equal then it has zero determinant.
2. The determinant of a lower triangular matrix, an upper triangular matrix or a diagonal matrix
is the product of the elements on the leading diagonal.
3. If two rows (or two columns) of a determinant are interchanged then the value of the resulting
determinant is −1 times the given determinant.
4. If the elements of one row (or one column) of a determinant are multiplied by a constant k
then the value of the resulting determinant is k times the given determinant.
5. If we add a scalar multiple of one row (or column) to another, the value of the determinant is
unchanged.
6. det(A) =det(AT )
7. det(kA) = k n det(AT )
8. det(AB) =det(A)det(B)
9. det(A + B) 6=det(A)+det(B) (in general)
Exercise 43. Prove the properties in 4.6.4.
10
4.7 Finding Inverse Matrix
4.7.1 Adjoint Matrix Method
adj(A)
Let A = (aij)n×n and det(A) 6= 0. Then A−1 = where adj(A) is the adjoint matrix of A,
det(A)
given by adj(A) = (Aij )T where Aij is the cofactor of aij .

5 4
Exercise 44. If A = find A−1 .
1 3
 
7 2 1
Exercise 45. If A =  0 3 −1 find A−1 .
−3 4 −2
 
5 2 1 0
1 3 −1 4
 find A−1 . (Use a computing device.)
−3 0 −2 5
2 4 0 7
4.7.2 Row Operation Method
Elementary row operations:
1. Interchange two rows (ri ↔ rj )
2. Multiply a row by a nonzero constant α (rj → αrj )
3. Add a scalar multiple of one row to another row (rj → rj + αrk )
Two matrices A and B are said to be row equivalent, written A ∼ B, if one can be changed to
the other by a finite number of elementary row operations.
Let A = (aij)n×n . Then, to find A−1 , form the matrix A|I and perform the row operations to
obtain row equivalent matrix I|B. If this is possible, A−1 = B. If this is not possible (i.e., all zeros
in one row of left side), then A−1 does not exist.

5 4
Exercise 47. If A = find A−1 .
1 3
 
7 2 1
Exercise 48. If A =  0 3 −1 find A−1 .
−3 4 −2
 
5 2 1 0
1 3 −1 4
 find A−1 .
−3 0 −2 5
2 4 0 7
11
4.8 Rank of a Matrix
In a given matrix, The maximum number of linearly independent rows is known as row rank. The
maximum number of linearly independent columns is known as column rank.
Theorem: Row rank equals column rank.
The rank of a matrix, denoted rank(A), is the maximum number of linearly independent rows (or
columns.) Equivalently, it is the order of the largest sub-matrix with nonzero determinant.

1 2 0 −3
Exercise 50. If A = find rank(A).
−3 −6 0 9
 
1 2 1
Exercise 51. If A = −2 −3 1 find rank(A).
3 5 0
Theorem: Row equivalent matrices have same rank.
♣ The rank of a matrix, is equal to the number of nonzero rows after it has been reduced to the
row echelon form by elementary row operations (or the number of pivots or basic columns).
4.8.1 Row echelon form of a Matrix
A zero row of a matrix is a row that all entries of that row are zero. A nonzero row of a matrix
is a row that does not contain all zeros. The leading entry or pivot element of a nonzero row of a
matrix is defined to be the leftmost nonzero entry in the row.
A matrix is said to be in echelon form (or row echelon form) if it has the following properties:
1. All nonzero rows are above any zero rows.
2. Leading entry of a each nonzero row is in a column to the right of the leading entry of the
row above it.
3. In each column that contains a leading entry, each entry below the leading entry is zero.
A matrix is said to be in reduced echelon form (or reduced row echelon form) if it has the
following properties:
1. All nonzero rows are above any zero rows.
2. Leading entry of a each nonzero row is in a column to the right of the leading entry of the
row above it.
3. Each leading 1 is the only nonzero entry in its column.
4. The leading entry in each nonzero row is 1.
12
Exercise 52. Determine each matrix is in echelon form or reduced echelon form or neither.
   
  0 2 1   1 0 0 0
1 2 1 1 −3 1 1 0 1 0 0 1 1 0
A = 0 −3 1, B =    , C = 0 1 1 0, D = 0 1 0 0.

0 1 0
0 0 0 0 0 0 1
0 0 1 0 0 0 0
Exercise 53. Find rank of each matrix. (Find echelon form or reduced echelon form of each matrix.)
   
  0 2 1   2 0 0 1
1 2 1 1 −3 1 1 0 −1 0
, D =  0 1 1 0

A = 0 −3 1 , B = 
    , C = 0 −1 1 0  0 −1 0 0.

0 1 0
0 1 0 1 1 0 −1
0 0 1 −1 0 2 0
13
5 Systems of linear equations
5.0 Introduction
◦ A linear equation is an polynomial equation of degree one. (I.e., each term is a constant or a
product of a constant and a single variable of power one.) A nonlinear equation is an equation
which is not linear.
Exercise 1. Give examples for linear equation of one variable, linear equation of two variables,
nonlinear equation of one variable, and nonlinear equation of two variables.
Exercise 2. Discuss the solutions of linear equation ax = b of one unknown where a, b ∈ R.
◦ A collection of linear equations or two or more unknowns is known as a system of linear equa-
tions.
Consider the system of two linear equations of two unknowns:

)
a11 x1 + a12 x2 = b1
(1)
a21 x1 + a22 x2 = b2 .
◦ A solution of system (3) is an ordered pair (or 2-tuple) (s1 , s2 ) such that each number s1 , s2
satisfy all the equations in the system.
◦ A system of equations is called consistent if there is at least one solution. A system of equations
is called inconsistent if there is no solution.
Exercise 3. Recall that ax + by = c where not both a and b are zero, represents a straight on xy-
plane. Discuss the solutions of the system (3) of two linear equations of two unknowns, graphically.
Exercise 4. Discuss the solutions of the system (3) of two linear equations of two unknowns,
algebraically.
Exercise 5. Show that the system (3) of two linear equations of two unknowns is consistent if and
a11 a12
only if 6= 0.
a21 a22
Exercise 6. Solve each system algebraically and graphically.
)
2x1 − 3x2 = 5
3x1 + 4x2 = 1.
) )
x1 − 2x2 = 4 2x1 − 3x2 = 5
3x1 − 6x2 = 1. 6x1 − 9x2 = 15.
1
Exercise 7. )
x1 − 2x2 = 5
3x1 + kx2 = 7.
For which value(s) of k system has (a) no solution (b) unique solution (c) infinitely many solutions?
Consider the system of two linear equations of two unknowns:


a11 x1 + a12 x2 + a13 x3 = b1 
a21 x1 + a22 x2 + a23 x3 = b2 (2)

a31 x1 + a32 x2 + a33 x3 = b3 .

Exercise 8. Recall that ax + by + cz = d where not all a, b and c are zero, represents a plane
in xyz-space. Discuss the solutions of the system (2) of three linear equations of three unknowns,
graphically. Identify when there will be no solution, only one solution, and infinitely many solutions.
Note: The equation ax1 + bx2 + cx3 + dx4 = e defines a hyperplane in 4 dimensional space.
2
5.2 Solution Methods
5.2.1 Cramer’s Rule
If )
a11 a12
a11 x1 + a12 x2 = b1 and ∆ = =6 0 then
a21 a22
a21 x1 + a22 x2 = b2

b 1 a12 a11 b1

∆x1 b 2 a22 ∆x2 a21 b2
x1 = = , x2 = = .
∆ a11 a12 ∆ a11 a12
a21 a22 a21 a22
Exercise 9. Solve each system using Cramer’s rule.
(a) ) (b) )
2x1 − 3x2 = 4 2.3x1 − 3.5x2 = 5
x1 − 4x2 = 1 1.7x1 − 0.4x2 = 1
If 
a11 x1 + a12 x2 + a13 x3 = b1  a11 a12 a13

a21 x1 + a22 x2 + a23 x3 = b2 6 0 then
and ∆ = a21 a22 a23 =
 a31 a32 a33
a31 x1 + a32 x2 + a33 x3 = b3 .


b1 a12 a13 a11 b1 a13 a11 a12 b1

b2 a22 a23 a21 b2 a23 a21 a22 b2

∆x1 b3 a32 a33 ∆x2 a31 b3 a33 ∆x3 a31 a32 b3
x1 = = , x2 = = , x3 = = .
∆ a11
a12 a13 ∆ a11
a12 a13 ∆ a11
a12 a13
a21 a22 a23 a21 a22 a23 a21 a22 a23

a31 a32 a33 a31 a32 a33 a31 a32 a33
Exercise 10. Solve each system using Cramer’s rule.
(b) (c)
(a) 
x1 + 2x2 = 3  
 x1 − 2x2 + x3 = 3  x1 − 3x2 + x3 = 0 
2x1 − 3x3 = 1
 
 2x1 + 2x2 − x3 = 5 x1 − 4x2 = −1
x1 − 5x2 = 1
  
3x1 − x2 + 2x3 = 12 2x1 − 3x2 + x3 = 4 
3
5.2.2 Inverse Matrix Method
◦ Suppose A = (aij )n×n , detA 6= 0, and x and b are n × 1 vectors. Then, Ax = b has unique solution
given by x = A−1 b where A−1 is the inverse of A.
Exercise 11. Solve each system using inverse matrix method.
)
2x1 + 3x2 = b1
x1 + 4x2 = b2
(a) b1 = 3, b2 = 5 (b) b1 = 0, b2 = 5 (a) b1 = 3, b2 = 0
Exercise 12. Solve each system using inverse matrix method.

x1 − 3x2 + x3 = b1 

x1 − 4x2 = b2

2x1 − 3x2 + x3 = b3 
(a) b1 = 3, b2 = 5, b3 = −1 (b) b1 = 0, b2 = 1, b3 = −1 (a) b1 = 4, b2 = 2, b3 = −1
4
5.2.3 LU Factorization Method
◦ Suppose A = (aij )n×n , x and b are n × 1 vectors. To solve Ax = b we factor the coefficient matrix
A into two triangular matrices. Thus, A = LU where L = (lij )n×n a lower triangular matrix and
U = (uij )n×n is an upper triangular matrix. Thus, LU x = b. Let U x = y. Thus, Ly = b. After
determining l and U , first solve Ly = b for y and then solve U x = y for x.
Exercise 13. Solve system using LU factorization method.
)
2x1 + 3x2 = 2
x1 + 4x2 = −3
Exercise 13. Solve system using LU factorization method.

x1 − 2x2 + x3 = 3 

2x1 + 2x2 − x3 = 5

3x1 − 1x2 + 2x3 = 12
5
5.2.4 Gauss Elimination Method
◦ Suppose A = (aij )m×n , and x and b are n × 1 vectors. To solve Ax = b, we form the augmented
matrix A|b and perform row operations to reduce it to echelon form. Then back substitute and
solve for x. This method is known as Gauss elimination.
◦ Suppose A = (aij )m×n , and x and b are n × 1 vectors. To solve Ax = b, we form the augmented
matrix A|b and perform row operations to reduce it to reduced echelon form. Then back substitute
and solve for x. This method is known as Gauss-Jordan elimination.
Exercise 14. Solve each system using Gauss elimination.
(a) ) (b) ) (c) )

x1 − 3x2 = 4 x1 − 2x2 = 3 x1 − 2x2 = 3
x1 − 2x2 = −1 2x1 − 4x2 = 6 2x1 − 4x2 = 5
Exercise 15. Solve each system using Gauss-Jordan elimination.
(a) (b) (c)

  
x1 + 3x2 + 5x3 = 14
 x1 + x2 − 3x3 = 3 
 2x1 + 3x2 − 2x3 = 4

2x1 − x2 − 3x3 = 3 2x1 − 3x2 + 4x3 = −4 x1 − 2x2 + x3 = 3
  
4x1 + 5x2 − x3 = 7  x1 − x2 + x3 = −1 7x1 − x3 = 2
Exercise 15. Solve each system using Gauss elimination.
(b)
(a)  (c)
x1 + x2 − 3x3 =3 

)  2x1 − 2x3 = 4


2x1 − x2 − 3x3 = 3 2x1 − 3x2 + 4x3 = −4 2x2 + x3 = 3
4x1 + 5x2 − x3 = 7 x1 − x2 − 3x3 =3 


 7x1 − x2 = 2
x1 − 4x2 + x3 = −1

Exercise 16. Solve system using Gauss-Jordan elimination.

2x2 + x3 + 4x4 + 3x5 + x6 = 2


x1 − x2 + x3 + 2x6 = 0
x1 + x2 + 2x3 + 4x4 + x5 + 2x6 = 3


x1 − 3x2 − 4x4 − 2x5 + x6 =0

6
5.3 Homogeneous Systems
◦ Suppose A = (aij )m×n , and x and o are n × 1 vectors. The system Ax = o is known as homoge-
neous system where o is zero vector. (The system Ax = b is called a non-homogeneous system
where b is a nonzero vector.)
◦ The zero vector is always a solution of Ax = o and this solution is known as trivial solution of
Ax = o. Any nonzero vector which solves the system Ax = o is known as nontrivial solution.
Exercise 16. Solve each homogeneous system using Gauss elimination (or Gauss-Jordan elimina-
tion.).
(a) (b) (c)

  
2x1 + 4x2 + 6x3 = 0
 x1 + x2 − x3 = 0
 x1 − 2x2 + x3 + x4 = 0
2x1 + 4x2 + 6x3 = 0 3x1 − 3x2 + 2x3 = 0 −x1 + 2x2 + 4x4 = 0
  
3x1 + x2 − 2x3 = 0 −x1 + 11x2 + 6x3 = 0 2x1 − 4x2 + x3 = 0
  
Exercise 17. Solve homogeneous system using Gauss elimination (or Gauss-Jordan elimination.)

x1 − 2x2 + 4x3 − x4 + 5x6 = 0


−2x1 + 4x2 − 7x3 + x4 + 2x5 − 8x6 = 0
3x1 − 6x2 + 12x3 − 3x4 + x5 + 15x6 = 0


2x1 − 4x2 + 9x3 − 3x4 + 3x5 + 12x6 =0

7
5.4 Rank and System of Equations
Theorem: Suppose A = (aij )m×n , and x and b are n × 1 vectors. The system Ax = b has no
solution, unique solution or infinitely many solutions.
Theorem: Suppose A = (aij )m×n , and x and b are n × 1 vectors. If m < n, the system Ax = b has
a p-parameter family of solutions where n − m ≤ p ≤ n.
Theorem: Suppose A = (aij )m×n , and x and o are n × 1 vectors. The homogeneous system Ax = o
admits either unique trivial solution or infinitely many nontrivial solutions together with the triv-
ial solution. If m < n there are infinitely many nontrivial solutions together with the trivial solution.
◦ If A = (aij )m×n , then the row space of A is the subspace of Rn spanned by its rows.
◦ If A = (aij )m×n , then the column space of A is the subspace of Rn spanned by its columns.
Theorem: Let A = (aij )m×n and E = (eij )m×n be the row echelon form of A. Then, the rows of E
containing leading ones form a basis for the row space. The columns of A corresponding to columns
of E with leading ones form a basis for the column space.
Theorem: Rank(A)=dim[row space (A)]=dim[column space (A)].
◦ Suppose A = (aij )m×n , and x and o are n × 1 vectors. The null space (or kernel) of A is defined
as {x ∈ Rn : Ax = o}. (Null space is a sub space.) Its dimension is called nullity.
Theorem (Rank-Nullity Theorem): Let A = (aij )m×n . Then, rank(A)+ nullity(A) = n.
Theorem: Suppose A = (aij )m×n , and x and b are n × 1 vectors. The system Ax = b has
1. no solution if and only if rank(A|c) 6= rank(A).
2. a unique solution if and only if rank(A|c) = rank(A) = n.
3. a (n − r) parameter family of solution if and only if rank(A|c) = rank(A) < n.

Theorem: Let A = (aij )m×n , and x and o are n × 1 vectors. The homogeneous system Ax = o has
1. a unique trivial solution if and only if rank(A) = n.
2. a (n − r) parameter family of solution if and only if rank(A) < n.

Theorem: Suppose A = (aij )n×n , and x and o are n × 1 vectors. The homogeneous system Ax = o
has nontrivial solutions if and only if det(A) 6= 0.
Theorem: Suppose A = (aij )m×n , x and b are n × 1 vectors, and rank(A) < n. Then the general
solution of nonhomogeneous system Ax = b has the form x = xp + xc where xp is any particular
solution of Ax = b and xc is the complementary solution of Ax = b.
◦ The solution xc = α1 x1 + α2 x2 + · · · + αn−r xn−r where {x1 , x2 , · · · , xn−r } is a basis for null space
of A (i.e., xc is the general solution to the homogeneous system.)
8
Exercise 18. Determine the vectors are linearly independent or linearly dependent:
     
1 2 0
−1 1 1
u1 = 
 2  , u2 =  1  , and u3 = −1 .
    
1 −1 −1
(Hint: Form the matrix A = [u1 , u2 , u3 ], find echelon form of A, and find rank(A).
 
1 −1 1 3 2
2 −1 1 5 1
Exercise 19. Let A = 3 −1 1
 . (a) Find a basis for row space. (b) Find a basis for
7 0
0 1 −1 −1 3
column space.
Exercise 20. For which values of λ the (homogeneous) system has nontrivial solutions? Find
nontrivial solutions corresponding to each λ.

x1 + x2 + x3 = λx1 

x2 + x3 = λx2

2x3 = λx3 
Exercise 21. Solve the non linear system of equation.


x21 + 2x22 − x23 = 29

x21 + x22 + x23 = 19
3x21 + 4x22 = 67

Hint: (Make it a linear system.)
Exercise 22. Suppose a linear system of equation has 20 equations and 14 unknowns.
(a) Can this be inconsistent?

(b) Can this have a unique solution?
(c) Can this have a 2 parameter family of solutions?
(d) Can this have a 14 parameter family of solutions?
9
These problems are intended to provide a basic understanding about topics; eigenvalues, eigenvec-
tors, eigenspaces, dimension of eigenspaces, and their applications.
[1] (a) Find all the eigenvalues of A. Corresponding to each eigenvalue find (b) eigenvectors, (c)
eigenspace, (d) basis for eigenspace, and (e) dimension of eigenspace.
       
0 0 0 4 4 4 2 0 0 2 1 4
1 2
(a) A = (b) A = 0 0 0 (c) A = 4 4 4 (d) A = 0 −3
     0 (e) A = 0 −3 6
3 4
0 0 0 4 4 4 0 0 5 0 0 5
[2] Let ~x and A~x be as shown. Is ~x an eigen-

vector of A? If so, estimate the corresponding
eigenvalue? If not, explain why not.
[3] Is it possible a square matrix to have no eigenvalues? Explain.
[4] Suppose λ1 is an eigenvalue of a given matrix A. Can there be more than one linearly indepen-
dent eigenvectors corresponding to λ1 ? Explain.
[5] Suppose x~1 is an eigenvector of a given matrix A. Can x~1 correspond to more than one eigenvalue
of A? Explain.
[6] Show that the eigenvalues of kA, for any scalar k, are k times those of A. Are the corresponding
eigenspaces same? Explain.
[7] If (λ, ~e) is an eigenvalue and a corresponding eigenvector of a matrix A, give an expression for
λ.
[8] Show that if A is triangular, its eigenvalues are the diagonal entries of A.
[9] If (λ, ~e) is an eigenvalue and a corresponding eigenvector of a matrix A, show that λn is an
eigenvalue of An with the same eigenvector.
1
 
5 8 16
[10] Let A =  4 1 8 . Find eigenvalues, eigenvectors corresponding to each eigenvalue,
−4 −4 11
eigenspace corresponding to each eigenvalue, basis for each eigenspace, and dimension of each
eigenspace of A10 . (Hint: Apply [9].)
[11]*Do Later* Given the coupled system of ordinary differential equations
x0 = x + 4y (1)
y0 = x + y (2)
where x, y are functions of t and 0 stands for dtd , solve the system for x(t) and y(t).
 
0 1 0
[12] Let A = 1 0 0. Form the eigenvectors of A to find an orthogonal basis for R3 .
0 0 0
 
2 −2 1
[13] Let A = −1 3 −1. Diagonalize A.
2 −4 3

2 4
[14] Let A = . Is A diagonalize A? Explain.
−1 −2
[15] Describe applications of eigenvalues and eigenvectors in your field of engineering.
2
These problems are intended to provide a basic understanding about topics; Linear transformations
and their applications.
[1] Determine whether each transformation is linear.
(a) T [(x, y)] = (sin x, x + y), (x, y) ∈ <2 (b) T [(x, y)] = (2y, 3x + y), (x, y) ∈ <2
~v · ~u
[2] Let ~v ∈ <3 be given. Consider proj~v (~u) = ~v for all ~u ∈ <3 . Is proj~v (~u) a linear transforma-
k~v k2
tion?

2 2 2 0
[3] Suppose a linear transformation T : < → < is given by A = . Describe this transfor-
0 14
mation.

3 2 2 −6 4
[5] Suppose a linear transformation T : < → < is given by A = . Find the kernel of
1 −1 2
T.

3 2 2 1 1
[5] Suppose a linear transformation T : < → < is given by A = . Find nullity(T ) and
1 1 1
rank(T ). Is T an isomorphism?
1
MA1311 Problem set S1
These problems are intended to provide a basic understanding about topics covered in lesson 1; ran-
dom experiments, outcomes, random variables, discrete random variables, and continuous random
variables.
[1] A concrete beam may fail either by shear or flexure. Suppose that four failed beams are ran-
domly selected and the type of failure is determined for each one. Let X be the number of beams
among the four selected that failed by shear. List each outcome in the sample space along with the
associated value of X.
[2] Starting at a fixed time, each car entering an intersection is observed to see whether it turns left
(L), right (R), or goes straight ahead (A). The experiment terminates as soon as a car is observed to
turn right. Let X = the number of cars observed. What are possible X values? List ten outcomes
and their associated X values.
[3] Each time a component is tested, the trial is a success (S) or failure (F). Suppose the component
is tested repeatedly until a success occurs on three consecutive trials. Let Y denote the number of
trials necessary to achieve this. List all outcomes corresponding to the five smallest possible values
of Y , and state which Y value is associated with each one.
[4] The number of pumps in use at both a six-pump station and a four-pump station will be deter-
mined. Give the possible values for each of the following random variables:
(a) T = the total number of pumps in use.
(b) X = the difference between the numbers in use at stations 1 and 2.
(c) U = the maximum number of pumps in use at either station.
(d) Z = the number of stations having exactly two pumps in use.
[5] For each random variable defined here, describe the set of possible values for the variable, and
state whether the variable is discrete or continuous.
(a) X = the tension (psi) at which a randomly selected tennis racket has been strung.
(b) Y = the total number of coin tosses required for three individuals to obtain a match (HHH or
TTT). (For instance, if the first outcome was HTH, then the total number of tosses is 3.)
(c) Z = the time you will wait at bus stop for the next bus
(d) W = the points you get for the final exam in this course
1
MA1311 Problem set S2
These problems are intended to provide a basic understanding about topics covered in lesson 2 and
3; probability distributions for discrete random variables, probability mass functions, cumulative
distribution functions, expected values, variance, standard deviation, binomial distribution, and
Poisson distribution.
[1] Caustic stress corrosion cracking of iron and steel has been studied because of failures around
rivets in steel boilers and failures of steam rotors. Consider the accompanying observations on x =
crack length (µm) as a result of constant load stress corrosion tests on smooth bar tensile specimens
for a fixed length of time. (The data is consistent with a histogram and summary quantities from
the article “On the Role of Phosphorus in the Caustic Stress Corrosion Cracking of Low Alloy
Steels, Corrosion Science, 1989: 53-68.)
16.1, 9.6, 24.9, 20.4, 12.7, 21.2, 30.2, 25.8, 18.5, 10.3, 25.3, 14.0, 27.1, 45.0, 23.3, 24.2, 14.6, 8.9,
32.4, 11.8, 28.5
(a) Find sample mean x, median x e, variance s2 , and standard deviation s.

(b) Replace 45 by 295 in the above data set and redo (a).
(c) Compare and contrast your answers in (a) and (b).
[2] An automobile service facility specializing in engine tune-ups knows that 45% of all tune-ups
are done on four-cylinder automobiles, 40% on six-cylinder automobiles, and 15% on eight-cylinder
automobiles. Let X = the number of cylinders on the next car to be tuned.
(a) What is the pmf of X?
(b) What is the probability that the next car tuned has at least six cylinders?
(c) What is the probability that the next car tuned has more than six cylinders?
[3] Many manufacturers have quality control programs that include inspection of incoming mate-
rials for defects. Suppose a computer manufacturer receives computer boards in lots of five. Two
boards are selected from each lot for inspection. We can represent possible outcomes of the selec-
tion process by pairs. For example, the pair (1, 2) represents the selection of boards 1 and 2 for
inspection.
(a) List the ten different possible outcomes.
(b) Suppose that boards 1 and 2 are the only defective boards in a lot of five. Two boards are to be
chosen at random. Define X to be the number of defective boards observed among those inspected.
Find the probability distribution of X.
(c) Let F (x) denote the cdf of X. First determine F (0) = P (X ≤ 0), F (1), and F (2); then obtain
F (x) for all other x.
1
[4] An appliance dealer sells three different models of upright freezers having 13.5, 15.9, and 19.1
cubic feet of storage space, respectively. Let X = the amount of storage space purchased by the
next customer to buy a freezer. Suppose that X has pmf;
x 13.5 15.9 19.1
p(x) .2 .5 .3
(a) Compute E(X), E(X 2 ), and V (X).

(b) If the price of a freezer having capacity X cubic feet is 25X − 8.5, what is the expected price
paid by the next customer to buy a freezer?
(c) What is the variance of the price 25X − 8.5 paid by the next customer?
(d) Suppose that although the rated capacity of a freezer is X, the actual capacity is
h(X) = X − .01X 2 . What is the expected actual capacity of the freezer purchased by the next
customer?
[5] The n candidates for a job have been ranked 1, 2, 3, · · · , n. Let X = the rank of a randomly
selected candidate, so that X has pmf;
1
n
: x = 1, 2, 3, · · · , n
p(x) =
0 : otherwise
(this is called the discrete uniform distribution). Compute E(X) and V (X).
[6] Let X = the outcome when a fair die is rolled once. If before the die is rolled you are offered either
(1/3.5) dollars or h(X) = x1 dollars, would you accept the guaranteed amount or would you gamble?
[7] (i) Compute the following binomial probabilities directly from the formula for b(x; n, p) :
(a) b(3; 8, .35)
(b) b(5; 8, .6)
(c) P (3 ≤ X ≤ 5) when n = 7 and p = .6
(d) P (1 ≤ X) when n = 9 and p = .1
(ii) Find the following probabilities from a table or otherwise:

(a) B(4; 15, .3)
(b) b(4; 15, .3)
(c) b(6; 15, .7)
(d) P (2 ≤ X ≤ 4) when X ∼ Bin(15, .3)
(e) P (2 ≤ X) when X ∼ Bin(15, .3)
(f) P (X ≤ 1) when X ∼ Bin(15, .7)
(g) P (2 < X < 6) when X ∼ Bin(15, .3)
[8] A company that produces fine crystal knows from experience that 10% of its goblets have cos-
metic flaws and must be classified as ‘seconds.’
(a) Among six randomly selected goblets, how likely is it that only one is a second?
(b) Among six randomly selected goblets, what is the probability that at least two are seconds?
(c) If goblets are examined one by one, what is the probability that at most five must be selected
to find four that are not seconds?
2
[9] A particular type of tennis racket comes in a midsize version and an oversize version. Sixty
percent of all customers at a certain store want the oversize version.
(a) Among ten randomly selected customers who want this type of racket, what is the probability
that at least six want the oversize version?
(b) Among ten randomly selected customers, what is the probability that the number who want
the oversize version is within 1 standard deviation of the mean value?
(c) The store currently has seven rackets of each version. What is the probability that all of the
next ten customers who want this racket can get the version they want from current stock?
[10] (i)Suppose that only .10% of all computers of a certain type experience CPU failure during
the warranty period. Consider a sample of 10,000 computers.
(a) What are the expected value and standard deviation of the number of computers in the sample
that have the defect?
(b) What is the (approximate) probability that more than 10 sampled computers have the defect?
(c) What is the (approximate) probability that no sampled computers have the defect?
(ii) Suppose small aircraft arrive at a certain airport according to a Poisson process with rate α = 8
per hour, so that the number of arrivals during a time period of t hours is a Poisson random variable
with parameter λ = 8t.
(a) What is the probability that exactly 6 small aircraft arrive during a 1-hour period? At least 6?
At least 10?
(b) What are the expected value and standard deviation of the number of small aircraft that arrive
during a 90-min period?
(c) What is the probability that at least 20 small aircraft arrive during a 2 12 -hour period? That at
most 10 arrive during this period?
3
MA1311 Tutorial S3
These problems are intended to provide a basic understanding about topics covered in lesson 4 and
5; probability distributions for continuous random variables, probability density functions, cumu-
lative distribution functions, expected values, variance, standard deviation, and normal distribution.
1. The error involved in making a certain measurement is a continuous random variable X with
pdf (
.09375(4 − x2 ) : −2 ≤ x ≤ 2
f (x) =
0 : otherwise.
(a) Sketch the graph of f (x).
(b) Compute P (X > 0).
(c) Compute P (−1 < X < 1).
(d) Compute P (X < −.5 or X > .5).
2. Let X denote the vibratory stress (psi) on a wind turbine blade at a particular wind speed
in a wind tunnel. The article “Blade Fatigue Life Assessment with Application to VAWTS”
(J.Solar Energy Engr., 1982: 107-111) proposes the Rayleigh distribution, with pdf

 x · e− 2θx22 : x > 0
f (x; θ) = θ2
0 : otherwise.
as a model for the X distribution.
(a) Verify that f (x; θ) is a legitimate pdf.

(b) Suppose θ = 100 (a value suggested by a graph in the article). What is the probability
that X is at most 200? Less than 200? At least 200?
(c) What is the probability that X is between 100 and 200 (again assuming θ = 100)?
(d) Give an expression for P (X ≤ x).
3. A college professor never finishes his lecture before the end of the hour and always finishes his
lectures within 2 min after the hour. Let X = the time that elapses between the end of the
hour and the end of the lecture and suppose the pdf of X is
(
kx2 : 0 ≤ x ≤ 2
f (x) =
0 : otherwise.
(a) Find the value of k and draw the corresponding density curve.
(b) What is the probability that the lecture ends within 1 min of the end of the hour?
(c) What is the probability that the lecture continues beyond the hour for between 60 & 90
sec?
(d) What is the probability that the lecture continues for at least 90 sec beyond the end of
the hour?
1
4. In commuting to work, I must first get on a bus near my house and then transfer to a second
bus. If the waiting time (in minutes) at each stop has a uniform distribution with A = 0 and
B = 5, then it can be shown that my total waiting time Y has the pdf

1
 25 y
 :0≤y<5
2 1
f (x) = 5 − 25 y : 5 ≤ y ≤ 10

0 : y < 0 or y > 10.

(a) Sketch a graph of the pdf of Y .

(b) Verify that f (y) is a legitimate pdf.
(c) What is the probability that total waiting time is at most 3 min?
(d) What is the probability that total waiting time is at most 8 min?
(e) What is the probability that total waiting time is between 3 and 8 min?
(f) What is the probability that total waiting time is either less than 2 min or more than 6 min?
Obtaining f (x) from F (x);
• If X is a continuous random variable with pdf f (x) and cdf F (x), then at every x at which
d
the derivative F (x) exists, then F (x) = f (x).
dx
5. Let X denote the amount of time for which a book on 2-hour reserve at a college library is
checked out by a randomly selected student and suppose that X has cumulative distribution
function 
0
 :0≤x<0
1 2
F (x) = 4 x : 0 ≤ x < 2

1 : x ≥ 2.

Use this to compute the following:

(a) P (X ≤ 1) (b) P (.5 ≤ X ≤ 1) (c) P (X > .5)
(d) The median µ̃ (e) Density function f (x) (f) E(X), V (X) and σx
6. The error involved in making a certain measurement is a continuous random variable X with
cdf 
0
 : x < −2
F (x) = 21 + 323
(4x − 13 x3 ) : −2 ≤ x < 2

1 : x ≥ 2.

(a) Compute P (X < 0). (b) Compute P (−1 < X < 1). (c) Compute P (X > .5).
(d) Find pdf f (x) and compare your answer with the pdf given in Question#1.
7. (i) Let Z be a standard normal random variable. Calculate the following probabilities and
draw a diagram indicating the area associated with Z−curve.
(a) P (0 ≤ Z ≤ 2.17) (b) P (−2.50 ≤ Z ≤ 0) (c) P (−1.75 ≤ Z)
(d) P (−1.50 ≤ Z ≤ 2.00) (e) P (|Z| ≤ 2.50)
(ii) In each case, determine the value of the constant c that makes the probability statement
correct.
(a) P (0 ≤ Z ≤ c) = .291 (b) P (−c ≤ Z ≤ c) = .668
2
(iii) If X is a normal random variable with mean 80 and standard deviation 10, compute the
following probabilities by standardizing:
(a) P (X ≤ 100) (b) P (65 ≤ X ≤ 100) (c) P (70 ≤ X)
8. Suppose the force acting on a column that helps to support a building is normally distributed
with mean 15.0 kips and standard deviation 1.25 kips. What is the probability that the force
(a) Is at most 18 kips? (b) Is between 10 and 12 kips?
9. There are two machines available for cutting corks intended for use in wine bottles. The first
produces corks with diameters that are normally distributed with mean 3 cm and standard
deviation .1 cm. The second machine produces corks with diameters that have a normal dis-
tribution with mean 3.04 cm and standard deviation .02 cm. Acceptable corks have diameters
between 2.9 cm and 3.1 cm. Which machine is more likely to produce an acceptable cork?
10. The distribution of resistance for resistors of a certain type is known to be normal, with
10% of all resistors having a resistance exceeding 10.256 ohms and 5% having a resistance
smaller than 9.671 ohms. What are the mean value and standard deviation of the resistance
distribution?
3
MA1311 Tutorial S4
These problems are intended to provide a basic understanding about topics; linear regression analysis (least
square line), correlation coefficient, and coefficient of determination.
[1] The article “Exhaust Emissions from Four-Stroke Lawn Mower Engines” (J. of the Air and Water
Mgmnt. Assoc., 1997: 945-952) reported data from a study in which both a baseline gasoline mixture and
a reformulated gasoline were used. Consider the following observations on age (yr) and N Ox emissions
(g/kWh):
Engine 1 2 3 4 5 6 7 8 9 10
Age 0 0 2 11 7 16 9 0 12 4
Baseline 1.72 4.38 4.06 1.26 5.31 .57 3.37 3.44 .74 1.24
Reformulated 1.88 5.93 5.54 2.67 6.53 .74 4.94 4.89 .69 1.42
Construct scatter plots (use some software) of N Ox emissions versus age. What appears to be the nature
of the relationship between these two variables?
[2] Bivariate data often arises from the use of two different techniques to measure the same quantity. As an
example, the accompanying observations on x = hydrogen concentration (ppm) using a gas chromatography
method and y = concentration using a new sensor method were read from a graph in the article “A New
Method to Measure the Diffusible Hydrogen Content in Steel Weldments Using a Polymer Electrolyte-
Based Hydrogen Sensor” (Welding Res., July 1997: 251s-256s).
x 47 62 65 70 70 78 95 100 114 118

y 38 62 53 67 84 79 93 106 117 116
x 124 127 140 140 140 150 152 164 198 221
y 127 114 134 139 142 170 149 154 200 215
Construct a scatter plot. (Use some sofatware.) Does there appear to be a very strong relationship between
the two types of concentration measurements? Do the two methods appear to be measuring roughly the
same quantity? Explain your reasoning.
[3] The article “Some Field Experience in the Use of an Accelerated Method in Estimating 28-Day Strength
of Concrete” (J. Amer. Concrete Institute, 1969: 895) considered regressing y = 28-day standard-cured
strength (psi) against x = accelerated strength (psi). Suppose the equation of the true regression line is
y = 1800 + 1.3x and that the standard deviation of the random deviation is 350 psi.
(a) What is the expected value of 28-day strength when accelerated strength is 2000?
(b) By how much can we expect 28-day strength to change when accelerated strength increases by 1 psi?
(c) By how much can we expect 28-day strength to change when accelerated strength decreases by 2 psi?
(d) What is the probability that the observed value of 28-day strength will exceed 5000 psi when the value
of accelerated strength is 2000?
(e) Consider making two independent observations on 28-day strength, the first for an accelerated strength
of 2000 and the second for x = 2500. What is the probability that the second observation will exceed the
first by more than 1000 psi?*
(f) Let Y1 and Y2 denote observations on 28-day strength when x = x1 and x = x2 , respectively. By how
much would x2 have to exceed x1 in order that P (Y2 > Y1 ) = .95?*
* Recall that E(aX ± bY ) = aE(X) ± bE(Y ) and V (aX ± bY ) = a2 V (X) + b2 E(Y ) where a and b are
constants, and X and Y are two independent random variables.
1
[4] Let
n
X
f (b0 , b1 ) = [yi − (b0 + b1 xi )]2 . (1)
i=1
Show that the minimum value of (1) occurs when
Sxy
b1 = and b0 = y − βˆ1 x
Sxx
where
X X 1 X X
Sxy = (xi − x)(yi − y) = xi yi −
xi yi ,
n
X X 1 X 2
Sxx = (xi − x)2 = x2i − xi ,
n
P P
xi yi
x= , and y = .
n n
(Hint: Take partial derivatives of f (b0 , b1 ) with respect to both b0 and b1 , equate them both to zero, solve
the system of equations (normal equations) for b0 and b1 .)
Note: These are the least squares estimates of the slope coefficient β1 and intercept β0 of the true regression
line. (b1 = βˆ1 and b0 = βˆ0 .)
[5] The error sum of squares, (equivalently, residual sum of squares) denoted by SSE, is
X X
SSE = (yi − yˆi )2 = [yi − (β̂ + βˆ1 xi )]2 .
Explain SSE in words.
[6] The total sum of squares is

X X 1 X 2
SST = Syy = (yi − y)2 = yi2 − yi . (2)
n
Explain why does SSE ≤ SST and when the equality holds.
[7] A study to assess the capability of subsurface flow wetland systems to remove biochemical oxygen
demand (BOD) and various other chemical constituents resulted in the accompanying data on x = BOD
mass loading (kg/ha/d) and y = BOD mass removal (kg/ha/d) (“Subsurface Flow Wetlands-A Performance
Evaluation,” Water Envir. Res., 1995: 244-247).
x 3 8 10 11 13 16 27 30 35 37 38 44 103 142
y 4 7 8 8 10 11 16 26 21 9 31 30 75 90
(a) Construct a scatter plot of the data (use some software), and comment on any interesting features.
(b) Obtain the equation of the least squares line.
(c) Predict the value of BOD mass removal for a single observation made when BOD mass loading is 35,
and calculate the value of the corresponding residual.
(d) Calculate SSE and then a point estimate of σ.
(e) What proportion of observed variation in removal can be explained by the approximate linear relation-
ship between the two variables?
(f) The last two x values, 103 and 142, are much larger than the others. How are the equation of the least
squares line and the value of r2 affected by deletion of the two corresponding observations from the sample?
2
X X 1 X X
[8] Consider Sxy = (xi − x)(yi − y) = xi yi − xi yi . Discuss when Sxy > 0 or Sxy < 0.
n
[9] The article “Behavioural Effects of Mobile Telephone Use During Simulated Driving” (Ergonomics,
1995: 2536-2562) reported that for a sample of 20 experimental subjects, the sample correlation coefficient
for x = age and y = time since the subject had acquired a driving license (yr) was .97. Why do you think
the value of r is so close to 1?
[10] The Turbine Oil Oxidation Test (TOST) and the Rotating Bomb Oxidation Test (RBOT) are two
different procedures for evaluating the oxidation stability of steam turbine oils. The article “Dependence
of Oxidation Stability of Steam Turbine Oil on Base Oil Composition” (J. of the Society of Tribologists
and Lubrication Engrs., Oct. 1997: 19-24) reported the accompanying observations on x = TOST time
(hr) and y = RBOT time (min) for 12 oil specimens.
x 4200 3600 3750 3675 4050 2770 4870 4500 3450 2700 3750 3300
y 370 340 375 310 350 200 400 375 285 225 345 285
(a) Calculate and interpret the value of the sample correlation coefficient.
(b) How would the value of r be affected if we had let x = RBOT time and y = TOST time?
(c) How would the value of r be affected if RBOT time were expressed in hours?
3
Tutorial M2 Answers
Tutorial M3 Answers
MA1311 Assignment 1 (August 03)
INSTRUCTIONS:
Answer all the question. (All or only a selected number of question will be graded.)
Write answers clearly, in an organized manner, with justifications, and showing all your work.
This is due on Wednesday, August 10 by 4:00PM.
Write your tutorial class day and time on the front page.
This is an individual assignment and answers must be written individually. However, if you
get help from other students disclose their names and ID numbers under Group names.
(3 − 2i)4i + 3
[1] Simplify and write in the polar form: .
|1 + i|(2i5 − 5)
[2] Find all complex solutions and graph them on complex plane: z 5 = (2 + i)6 .
[3] Find the angle between the vectors (1, −2, 3, −4) and (2, 3, 7, −2).
[4] Find the scalar projection and vector projection of 2i − 4j + 3k on 3i − j − k.
[5] Find equation of the plane through the points (2, 1, 3), (4, −1, −1), and (5, 2, 1).
[6] Do the set {(2, 1, 2), (3, −1, 0), (−2, 2, 1)} span R3 ? Justify your answer.
[7] Is the set {(1, 1, 2), (4, −1, 5), (−2, 3, 1)} linearly dependent or linearly independent? Justify your
answer.
[8] Expand ~u = (4, 5, 7) in terms of orthogonal basis {e~1 , e~2 , e~3 } where e~1 = (2, 1, 3), e~2 = (1, −2, 0), e~3 =
(6, 3, −5).
[9] An appliance dealer sells three different models of upright freezers having 13.5, 15.9, and 19.1
cubic feet of storage space, respectively. Let X = the amount of storage space purchased by the
next customer to buy a freezer. Suppose that X has pmf;
x 13.5 15.9 19.1
p(x) .2 .5 .3
(a) Compute E(X), E(X 2 ), and V (X).

(b) If the price of a freezer having capacity X cubic feet is 25X − 8.5, what is the expected price
paid by the next customer to buy a freezer?
(c) What is the variance of the price 25X − 8.5 paid by the next customer?
(d) Suppose that although the rated capacity of a freezer is X, the actual capacity is
h(X) = X − .01X 2 . What is the expected actual capacity of the freezer purchased by the next
customer?
1
[10] Let X denote the vibratory stress (psi) on a wind turbine blade at a particular wind speed in
a wind tunnel. The article “Blade Fatigue Life Assessment with Application to VAWTS” (J.Solar
Energy Engr., 1982: 107-111) proposes the Rayleigh distribution, with pdf

 x · e− 2θx22 : x > 0
f (x; θ) = θ2
0 : otherwise.
as a model for the X distribution.
(a) Verify that f (x; θ) is a legitimate pdf.

(b) Suppose θ = 100 (a value suggested by a graph in the article). What is the probability that X
is at most 200? Less than 200? At least 200?
(c) What is the probability that X is between 100 and 200 (again assuming θ = 100)?
(d) Give an expression for P (X ≤ x).
2
MA1311 Assignment 2 (September 21)
INSTRUCTIONS:
Answer all the question. (All or only a selected number of question will be graded.)
Write answers clearly, in an organized manner, with justifications, and showing all your work.
This is due on Wednesday, September 28 by 4:00PM.
Write your tutorial class day and time on the front page.
This is an individual assignment and answers must be written individually. However, if you
get help from other students disclose their names and ID numbers under Group names.

T 2 3 −4
[1] (a) Let A = . Find (AAT )2 .
1 0 5
(b) If the quadratic form 4x21 +x22 −x23 +8x1 x2 +3x1 x3 −2x2 x3 = xT Ax where xT = [x1 , x2 .x3 ] find A.
[2] Find A−1 if it exists. If A−1 does not exist explain why. (Show your work. Verify your answer
with a computing device.)
   
  −3 1 2 8 2 3 1 4
2 −3 1
2 −3 2 0 3 4  1 1 1 0
(a) A = (b) A = 0 −3 1 (c) A =   (d) A =  
1 0 1 2 7 −4 −1 2 3 5
0 0 1
5 −1 2 0 1 2 1 3
[3] Find detA for each matrix given in [2]. (Show your work. Verify your answer with a computing
device.)
 
  1 0 −2 1 0
1 −2 3 9
2 −3  0 −1 −3 1 3 
[4] Let A = , B = −1 3 0 −4 ,
 and C =  −2 −1 1 −1 3  .

1 0
2 −5 5 17
0 3 9 0 12
(a) Find row echelon form of each matrix.
(b) Find reduced row echelon form of each matrix.
(c) Find rank of each matrix.
(d) Find row space of each matrix.
[5] Solve the nonhomogeneous system of linear equations.
x1 + 2x2 − 4x3 − x4 = 16
x1 + 3x2 − 7x3 − x5 = 9
x1 + 2x2 − 2x4 + 3x5 = 10
[6] Solve the homogeneous system of linear equations.
x1 + 4x2 + 3x3 − x4 = 0
x1 − x2 + x3 + 2x4 = 0
4x1 + x2 + 6x3 + 5x4 = 0
1
 
2 −1 0
[7] Let A = −1 2 −1.
0 −1 2
(a) Find all the eigenvalues of A.
Corresponding to each eigenvalue find (b) eigenvectors, (c) eigenspace, (d) basis for eigenspace, and
(e) dimension of eigenspace.
(f) Find all the eigenvalues of A2 .
(g) Diagonalize A.

3 2 2 5 4
[8] Suppose a linear transformation T : R → R is given by A = . Find the kernel (null
1 −1 2
space) of T .
[9] A study to assess the capability of subsurface flow wetland systems to remove biochemical
oxygen demand (BOD) and various other chemical constituents resulted in the accompanying data
on x = BOD mass loading (kg/ha/d) and y = BOD mass removal (kg/ha/d) (“Subsurface Flow
Wetlands-A Performance Evaluation,” Water Envir. Res., 1995: 244-247).
x 3 8 10 11 13 16 27 30 35 37 38 44 103 142
y 4 7 8 8 10 11 16 26 21 9 31 30 75 90
(a) Construct a scatter plot of the data (use some software), and comment on any interesting fea-
tures.
(b) Obtain the equation of the least squares line.
(c) Predict the value of BOD mass removal for a single observation made when BOD mass loading
is 35, and calculate the value of the corresponding residual.
(d) Calculate SSE and then a point estimate of σ.
(e) What proportion of observed variation in removal can be explained by the approximate linear
relationship between the two variables?
(f) The last two x values, 103 and 142, are much larger than the others. How are the equation of
the least squares line and the value of r2 affected by deletion of the two corresponding observations
from the sample?
[10] The Turbine Oil Oxidation Test (TOST) and the Rotating Bomb Oxidation Test (RBOT) are
two different procedures for evaluating the oxidation stability of steam turbine oils. The article
“Dependence of Oxidation Stability of Steam Turbine Oil on Base Oil Composition” (J. of the
Society of Tribologists and Lubrication Engrs., Oct. 1997: 19-24) reported the accompanying
observations on x = TOST time (hr) and y = RBOT time (min) for 12 oil specimens.
x 4200 3600 3750 3675 4050 2770 4870 4500 3450 2700 3750 3300
y 370 340 375 310 350 200 400 375 285 225 345 285
(a) Calculate and interpret the value of the sample correlation coefficient.
(b) How would the value of r be affected if we had let x = RBOT time and y = TOST time?
(c) How would the value of r be affected if RBOT time were expressed in hours?
2
MCQ options
 First order, linear equation

 First order, nonlinear equation
 Second order, linear equation
 Second order, nonlinear equation
 Third order, linear equation
 Third order, nonlinear equation
 Second order, linear, homogeneous equation
 Second order, linear, nonhomogeneous equation
 Second order, linear, constant coefficient
homogeneous equation
 Second order, linear, constant coefficient
nonhomogeneous equation
 Separable equation
 Exact equation
2.

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Sri Lanka Institute of Information Technology (SLIIT)

Engineering Mathematics ii MA1311

Prepared by: Ifaz (2016 Batch)

Module Name Engineering Mathematics II

Engineering Mathematics II module introduces students topics in linear algebra,

Learning At the end of the module student will be able to:

Assessment Continuous Assessment Component (40%)

MODULE ADMINISTRATION PROCEDURE

CONTENTS OF THE MODULE

2016 MA131 UGC MATH Page 1

2016 MA131 UGC MATH Page 1

2016 MA131 UGC MATH Page 1

2016 MA131 UGC MATH Page 1

2016 MA131 UGC MATH Page 1

New Section 2 Page 1

MA131 SLIIT Page 1

MA131 SLIIT Page 1

(i) Ordinary and partial differential equations

This is a main classification. An ordinary differential equation (ODE) is a differential equa-

If a differential equation is not linear it is called a nonlinear differential equation.

Example: (iii)(a) t2 y 00 + 3ty 0 − 2y = t3 + 1. (A linear ODE.)

(a) (1 + t2 )y 000 + (sin t)y 0 − y = e−t

(c) y (4) + 4y (3) + 3y = x ; y1 = 31 x, y2 = e−x + 31 x

(b) Now suppose m = 10 and γ = 2. Then

For selected values of v calculate dvdt

(c) Identify some solutions and comment on the behavior of solutions.

8.3.1 First order linear differential equations

Exercises 10. Given that y(0) = 1 find the solution of

Exercises 12. Find the general solution of

Using the method of integration factor, the gen-

Using the method of integration factor, the re-

Exercises 15. Solve the initial value problem 2y 0 + ty = 2 with y(0) = 1.

Direction field and some integral curves of ty 0 +

Exercises 16. Solve

In this case, we are able to solve for y explicitly.

Exercises 18. Solve

⇒ x4 + y 4 − 8x2 + 16y − 17 = 0. (10)

The interval of validity is (−3.35, 3.35) approxi-

Exercises 19. Solve

Exponential Growth: Let y = φ(t) be the

Logistic Growth: To take account of the fact

Discuss the advantages and drawbacks of this

◦ When graphing f (y) vs y, the y−axis is known as phase line.

◦ We say that y = K is an unstable equilibrium solution or that y = K is an unstable equi-

Critical Threshold: Consider the equation

Logistic Growth with a Threshold: Consider

Discuss the advantages and drawbacks of this

Remark: In this case note that

and the equation (12) becomes

M (x, y) + N (x, y)y 0 = 0

is an exact differential equation in R if and only if

Exercises 25. Solve 2x + y 2 + 2xyy 0 = 0.

Exercises 26. Solve (y cos x + 2xey ) + (sin x + x2 ey − 1)y 0 = 0.

Exercises 27. Solve (3xy + y 2 ) + (x2 + xy)y 0 = 0.

Theorem 2: Let the functions f and ∂f ∂y

Exercises 35. Solve the initial value problem (IVP)

Exercises 36. Find the general solution of y 00 + 5y 0 + 6y = 0. (answer. y = c1 e−2t + c2 e−3t .)

Exercises 39. Solve the differential equation

Note that the characteristic equation is r2 + 4r + 4 = 0 ⇒ r = −2 and hence y1 = e−2t is one

(r1 = λ + µi, r2 = λ − µi) (µ 6= 0)

Theorem 1: (Existence and uniqueness Theorem)

Consider the initial value problem

Table A.3 Standard Normal Curve Areas Φ(z) P(Z z)

Table A.3 Standard Normal Curve Areas (cont.) (z) P(Z z)