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Vectors, Linear Algebra, And: Systems of Linear Differential Equations
Vectors, Linear Algebra, And: Systems of Linear Differential Equations
Vectors, Linear Algebra, And: Systems of Linear Differential Equations
Chapter 6
Vectors and Vector Spaces
Chapter 7
Matrices and Linear Systems
Chapter 8
Determinants
Chapter 9
Eigenvalues, Diagonalization,
and Special Matrices
Chapter 10 Systems of Linear Differential Equations
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Chapter 8 Determinants
(34쪽)
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Determinants
Determinants (행렬식 行列式)
Defined as a Square Array of Numbers and/or Symbols
enclosed by two vertical bars, or
a11 a12 ⋅⋅ ⋅⋅ ⋅⋅ a1n
a21 a22 ⋅⋅ ⋅⋅ ⋅⋅ a2 n Determinant (of A) of
Order n (n차 행렬식)
: : : : : :
A ≡ det ( A ) ≡ aij ≡
ai1 ai 2 ⋅⋅ aij ⋅⋅ ain
Value of : : : : : :
Determinant an1 an 2 ⋅⋅ ⋅ ⋅⋅ ann
(Scalar)
n2 Elements
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Determinants
Matrix Determinant
1×1 Matrix A = ( a11 ) 1차 행렬식 A = a11 =a11 Ex. π =π , −2 =−2
a a12 a11 a12 1 2
2 × 2 Matrix A = 11 2차 행렬식 A = =−
a11a22 a12a21 Ex. =
(1)(4) − (2)(3) =
−2
a21 a22 a21 a22 3 4
a11 a12 a13 a11 a12 a13
3 × 3 Matrix A = a21 a22 a23 3차 행렬식 A = a a a = a11a22a33 + a12a23a31 + a13a32a21
a
21 22 23
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Properties of Determinants
Properties of Determinants (9가지)
1 2 3 0 2 4
det( Α ) 0=0 0 =0, det( B) 0 3 6 =0
4 7 8 0 5 7
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Properties of Determinants
2. Multiplication by a Constant (상수배)
If all elements in any row (or column) are multiplied by
a scalar, det(A) is also multiplied by this scalar number.
a11 a12 ⋅⋅ ⋅⋅ a1n a11 a12 ⋅⋅ ⋅⋅ a1n
: : : : : : : : : :
det ( A ) ai1 ai 2 ⋅⋅ ⋅⋅ ain
= det ( A′ ) λ ai1 λ ai 2 ⋅⋅ =
= ⋅⋅ λ ain λ det ( A )
: : : : : : : : : :
an1 an 2 ⋅⋅ ⋅⋅ ann an1 an 2 ⋅⋅ ⋅⋅ ann
n n n
det ( A ) = ∑ aik Cik det ( A′ ) ∑
= = λ aik Cik λ ∑ aik Cik = λ det ( A )
=k 1 =k 1=k 1
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Properties of Determinants
3. Interchange of Rows and Columns
An interchange of any two rows (or columns) changes
the sign of the determinant.
(n times Change (-1)n)
2
6 4 1 3 0
det ( A )
= 3 0 = − 2 6 4 =12
1
−1 0 2 −1 0 2
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Properties of Determinants
4. Proportional (or Same) Rows and Columns
If any two rows (or columns) are the same or
proportional, det(A)=0.
Proof
det( Α) λ det( Α′) and det(Α′)= − det(Α′) when equal two rows are interchanged.
det(Α′)=0 ∴ det( Α)= λ det( Α′)= 0
2 6 4 2 6 4
1 3 0 =0 4 12 8 =0
2 6 4 1 3 0
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Properties of Determinants
5. Determinant of a Product of Matrices
If A and B are matrices of the same order,
then det(AB)=det(A)det(B)
2 −1 7 2
Α = , B
3 2 −3 4
2 −1 7 2 17 0
=
AB = → det(
= ΑB) 238
3 2 −3 4 15 14
2 −1 7 2
det( Α) = =7, det(B) = =34 → det( Α) det(B) =238
3 2 −3 4
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Properties of Determinants
6. If each element of a row (or column) of a determinant
is expressed as a binomial, the determinant can be
written as the sum of two determinants, e.g.
a1 + d1 b1 c1 a1 b1 c1 d1 b1 c1 4x + 3 2 1 4x 2 1 3 2 1
a2 + d 2 b2 c2 =
a2 b2 c2 + d 2 b2 c2 Ex. x 3 4 = x 3 4 + 0 3 4
a3 + d3 b3 c3 a3 b3 c3 d3 b3 c3 2 x − 1 1 −1 2 x 1 −1 −1 1 −1
a1 b1 c1 a1 b1 c1 a1 b1 c1 3 2 1 3 2 1 3 2 1
a2 + d1 b2 + d=
2 c2 + d3 a2 b2 c2 + d1 d 2 d3 4 x + 3 x=2 x − 1 4 x x 2 x + 3 0 −1
a3 b3 c3 a3 b3 c3 a3 b3 c3 4 1 −1 4 1 −1 4 1 −1
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Properties of Determinants
6. If each element of a row (or column) of a determinant
is expressed as a binomial, the determinant can be
written as the sum of two determinants, e.g.
a11 a12 ⋅⋅ a + a ′ ⋅⋅ a1n a11 a12 ⋅⋅ a ′ ⋅⋅ a1n
1j 1j
a11 a12 ⋅⋅ a1 j ⋅⋅ a1n 1j
: : : : : : : : : : : : : : : : : :
Proof. = +
ai1 ai 2 ⋅⋅ a + a ′ ⋅⋅ ain ai1 ai 2 ⋅⋅ aij ⋅⋅ ain ai1 ai 2 ⋅⋅ a ′ ⋅⋅ ain
ij ij ij
: : : : : :
: : : : : : : : : : : :
an1 an 2 ⋅⋅ anj ⋅⋅ ann
an1 an 2 ⋅⋅ a + a ′ ⋅⋅ ann an1 an 2 ⋅⋅ a ′ ⋅⋅ ann
nj nj nj
∑( )
n n n
i 1
′ Cij
aij + aij= ij ij
=i 1 =i 1
∑a C + ∑ a ′C
ij ij
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Properties of Determinants
7. Addition of a row or Column
If a row (or column) is added by any constant multiple
of any other row (or column), det(A) is unchanged.
a11 + ka1 j a12 ⋅⋅ a1 j ⋅⋅ a1n a11 a12 ⋅⋅ a1 j ⋅⋅ a1n ka1 j a12 ⋅⋅ a1 j ⋅⋅ a1n a11 a12 ⋅⋅ a1 j ⋅⋅ a1n
a21 + ka2 j a22 ⋅⋅ a2 j ⋅⋅ a2 n a21 a22 ⋅⋅ a2 j ⋅⋅ a2 n ka2 j a22 ⋅ ⋅ a2 j ⋅⋅ a2 n a21 a22 ⋅⋅ a2 j ⋅⋅ a2 n
: : : : : : : : : : : : : : : : : : : : : : : :
= + =
ai1 + kaij ai 2 ⋅⋅ aij ⋅⋅ ain ai1 ai 2 ⋅⋅ aij ⋅⋅ ain kaij ai 2 ⋅⋅ aij ⋅⋅ ain ai1 ai 2 ⋅⋅ aij ⋅⋅ ain
: : : : : : : : : : : : : : : : : : : : : : : :
an1 + kanj an 2 ⋅⋅ anj ⋅ ⋅ ann an1 an 2 ⋅ ⋅ anj ⋅ ⋅ ann kanj an 2 ⋅⋅ anj ⋅⋅ ann an1 an 2 ⋅⋅ anj ⋅⋅ ann
0 (Proportional Two Columns)
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Properties of Determinants
8. Transposition
det(A) remains same if rows and columns are
interchanged.
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Properties of Determinants
9. Derivative of Determinant
f g h f ′ g ′ h′ f
g h f g h
d
p q r = p q r + p′ q′ r ′ + p q r
dx
u v w u v w u v w u ′ v′ w′
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Properties of Determinants
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Chapter 8 Determinants
(34쪽)
16 of 34
Evaluation of the Determinants by
Elementary Row
and Column Operations
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Evaluation of the Determinants by
Elementary Row
and Column Operations
Ex. 8.3 −6 0 1 3 2 −6 0 1 3 2 −6 0 1 3 2
−1 5 0 1 7 −1 5 0 1 7 −1 5 0 1 7
A =8 3 2 1 7 det(A)= 8 3 2 1 7 20 3 0 −5 3
0 1 5 −3 2 0 1 5 −3 2 30 1 0 −18 −8
1 15 −3 9 4 1 15 −3 9 4 −17
15 0 18 10
−1 5 1 7 −1 0 0 0
103 15 143 1153 0 1778
20 3 −5 3 20 103 15 143
( − 1)1+3 (1)
= = ( − 1)1+1 (−1) 151 12 202 =
= − 991 0 1510
30 1 −18 −8 30 151 12 202
−70 1 −109 −70 1 −109
−17 15 18 10 −17 −70 1 −109
1153 1778
=−( − 1)3+ 2 (1) =(1153)(1510) − (1778)(991) =−20968
991 1510
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Evaluation of the Determinants by
Elementary Row
and Column Operations
Ex. −2 6 5 −3
4 4 −8 2
−2 6 5 −3 −2 6 5 −3
4 4 −8 2 2 2 −4 1
A = det(A )= 2
6 3 3 −6 6 3 3 −6 6 3 3 −6
8 9 − 11 4 8 9 −11 4 8 9 −11 4
4 12 −7 0
4 12 −7 4 12 −67
2 2 −4 1 4 −67
= 2 = (2)( − 1)2+4 (1) 18 15 −21 = 2 18 15 −96 = (2)( − 1)3+2 (1)
18 15 −21 0 18 −96
0 1 5 0 1 0
0 1 5 0
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Chapter 8 Determinants
(34쪽)
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Cofactor Expansions
Minor, M ij (소행렬식)
Determinant of order (n-1) obtained by removing all
elements of the i th row and j th column.
Cofactor, C ij (餘因數,여인수, 여인자)
Cij = (−1)i + j M ij
a11 a12 a13
a a23
A = a21 a22 a23 (−1)1+1 M 11 =
C11 = (−1) 2 22
a32 a33
a31 a32 a33
a11 a12 a13
a a12
A = a21 a22 a23 (−1) 2+3 M 23 =
C23 = (−1)5 11
a31 a32
a31 a32 a33
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Cofactor Expansions
Cofactor Expansion (여인수 전개) or
Laplace Expansion
The value of the determinant is evaluated by summing
the products of the elements in any row (or column) by
their corresponding cofactors.
n
det ( A ) ∑a C
j =1
ij ij (Summing along row i ) i : Any single row (i =1 or 2 or ⋅⋅⋅ or n)
n
det ( A ) ∑a C
i =1
ij ij (Summing along column j ) j : Any single column (j =1 or 2 or ⋅⋅⋅ or n)
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Cofactor Expansions
−6 3 7
Ex. 8.4
= 12 −5 −9
A det(A)=?
2 4 −6
−6 3 7
Method 1 Expand by Row 1 A = 12 −5 −9
2 4 −6
3 −5 −9 12 −9 12 −5
det ( A ) ∑ a1 j C1 j = ( − 1)1+1 ( − 6)
= + ( − 1)1+ 2 (3) + ( − 1)1+3 (7)
j =1 4 −6 2 −6 2 4
=
(−6)(30 + 36) − (3)(−72 + 18) + (7)(48 + 10) =
172
−6 3 7
Method 2 Expand by Row 3 A = 12 −5 −9
2 4 −6
3 3 7 −6 7 −6 3
det ( A ) ∑ a3 j C3 j = ( − 1)3+1 (2)
= + ( − 1)3+ 2 (4) + ( − 1)3+3 ( − 6)
j =1 −5 −9 12 −9 12 −5
= (2)(−27 + 35) − (4)(54 − 84) + (−6)(30 − 36)= 172
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Determinants of Triangular
Matrices
Upper Triangular Matrix
Matrix whose elements below main diagonal are zero.
That is, aij=0 if i > j .
a11 a12 ⋅⋅ a1 j ⋅⋅ a1n a11 a12 ⋅⋅ a1 j ⋅⋅ a1n
0 a22 ⋅⋅ a2 j ⋅⋅ a2 n 0 a22 ⋅⋅ a2 j ⋅⋅ a2 n
: : : : : : : : : : : :
A = det( A) = a11a22 a33 ⋅⋅⋅ ann
0 0 ⋅⋅ aii ⋅⋅ ain 0 0 ⋅⋅ aii ⋅⋅ ain
n
: : : : : : : : : : : : =Π aii
i =1
0 0 ⋅⋅ 0 ⋅⋅ ann 0 0 ⋅⋅ 0 ⋅⋅ ann
n
cf tr ( A) = ∑ aii
i =1
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Determinants of Triangular
Matrices
Upper Triangular Matrix
a11 a12 ⋅⋅ a1 j ⋅⋅ a1n a22 a23 ⋅⋅ a2 j ⋅⋅ a2 n a33 a34 ⋅⋅ a3 j ⋅⋅ a3n
Proof
0 a22 ⋅⋅ a2 j ⋅⋅ a2 n 0 a33 ⋅⋅ a3 j ⋅⋅ a3n 0 a44 ⋅⋅ a4 j ⋅⋅ a4 n
: : : : : : : : : : : : : : : : : :
det(A) = a11 = a11a22 = a11a22 a33 ⋅⋅⋅ ann
0 0 ⋅⋅ aii ⋅⋅ ain 0 0 ⋅⋅ aii ⋅⋅ ain 0 0 ⋅⋅ aii ⋅⋅ ain
: : : : : : : : : : : : : : : : : :
0 0 ⋅⋅ 0 ⋅⋅ ann 0 0 ⋅⋅ 0 ⋅⋅ ann 0 0 ⋅⋅ 0 ⋅⋅ ann
Ex.
15 −7 4 7 3
0 12 −6 3 9
det(A) 0 0 = =
2 15 −4 (15)(12)( 2)π e 180 2π e
0 0 0 π 22
0 0 0 0 e
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Chapter 8 Determinants
(34쪽)
26 of 34
A Determinant Formula for a
Matrix Inverse
Determination of Matrix Inverse using Determinants
adj ( A)
A −1 = det(A) ≠ 0 ie Non-Singular Matrix
det( A)
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A Determinant Formula for a
Matrix Inverse
Determination of Matrix Inverse using Determinants
1. Calculate det(A)
2. Organize Adjoint Matrix, Remember Transpose and Signs
C11 C21 ⋅⋅ Ci1 ⋅⋅ Cn1 + M 11 − M 21 ⋅⋅ (−1)i +1 M i1 ⋅⋅ (−1) n +1 M n1
C12 C 22 ⋅⋅ Ci 2 ⋅⋅ C n 2 − M 12 + M 22 ⋅⋅ (−1)i + 2 M i 2 ⋅⋅ (−1) n + 2 M n 2
: : : : : : : : : : : :
adj ( A) =
C C ⋅⋅ C ⋅⋅ C
1+ j 2+ j
(−1) M 1 j (−1) M 2 j ⋅⋅ (−1)i + j M ij ⋅⋅ (−1) n +i M ni
1j 2j ij ni
: : : : : : : : : : : :
1n
C C ⋅⋅ C ⋅⋅ C nn
(−1)1+ n M (−1) 2+ n M 2 n ⋅⋅ (−1) M in ⋅⋅ (−1) M nn
i+n n+n
2n in 1n
adj ( A)
3. Determine A −1 = (M ij : Minor of Element aij )
det( A)
28 of 34
Ex. 8.6
−2 4 1
A =−
6 3 3 A -1 =
?
2 9 −5
Solution
−2 4 1 −2 4 1
0 15
1. det(A) =
6 3 −3 =0 15 0 =(−1)1+3 (1) =
120
−8 29
2 9 −5 −8 29 0
3 −3 4 1 4 1
+ − +
9 −5 9 −5 3 −3
C11 C21 C31 + M 11 − M 21 + M 31 12 29 −15
6 −3 −2 1 −2 1
C32 = =
2. adj ( A ) = C12 C22 − M 12 + M 22 − M 32 =
−
2 −5
+
2 −5
−
6 −3
24 8 0
C
13 C23 C33 + M 13 − M 23 + M 33 48 26 30
+6 3 −2 4 −2 4
2 − +
9 2 9 6 3
1 29 1
10 120 −
− 8
12 29 15
1 1
0
−1 adj ( A) 1
3. A = = 24 8 0 =
5 15
det( A) 120
48 26 −30 2 13 1
−
5 60 4
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Chapter 8 Determinants
(34쪽)
30 of 34
Cramer’s Rule
Non-Homogeneous Linear Simultaneous Eqs
with n -eqs and n -unknowns
In matrix form
a11 x1 + a12 x2 + ⋅ ⋅ ⋅ + a1n xn = b1 a11 a12 ⋅⋅⋅ a1n x1 b1
a21 x1 + a22 x2 + ⋅ ⋅ ⋅ + a2 n xn = b2 a21 a22 ⋅⋅⋅ a2 n x2 b2 or=
= , X A −1B
AX B=
:
: : : : :
an1 x1 + an 2 x2 + ⋅ ⋅ ⋅ + ann xn = bn
an1 an 2 ⋅⋅⋅ ann xn bn
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Cramer’s Rule
Derivation of Cramer’s Rule
a11 ⋅⋅⋅
a12 a1i ⋅⋅⋅ a1n a11 a12 ⋅⋅⋅ a1i xi ⋅⋅⋅ a1n
a21 a22 ⋅⋅⋅ a2 i ⋅⋅⋅ a2 n a21 a22 ⋅⋅⋅ a2 i xi ⋅⋅⋅ a2 n
xi det( A) x=
i
: : : : : : : :
an1 an 2 ⋅⋅⋅ ani ⋅⋅⋅ ann an1 an 2 ⋅⋅⋅ ani xi ⋅⋅⋅ ann
32 of 34
A Determinant Formula for a
Matrix Inverse
x1 − 3x2 − 4 x3 =1
Ex. 8.7 Solve
− x1 + x2 − 3 x3 =14
x2 − 3 x3 =5
Sol.
1 −3 −4 1
The Coefficient Matrix A = −1 1 −3 , B =
14
−3
0 1 5
1 −3 −4 1 −3 −4
−2 −7
det( A ) =−1 1 −3 =0 −2=−7 = 13
1 −3
0 1 −3 0 1 −3
By Cramer's Rule Note that Gauss-Jordan
1
1 −3 −4
−117
Reduction Method is more
x1 = −3 = =−9
det( A )
14 1
13 efficient!
5 1 −3
1 1 −4 1 −3 1
1 −10 1 −25
=
x2 −1 14 =
−3 , =
x3 −1 1 =14
det( A ) 13 det( A ) 13
0 5 −3 0 1 5
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Permutations
Permutations (순열順列):
n 개 원소 중에서 r 개를 뽑아서 한 줄로 세우는 경우의 수
n!
=
n Pr P=
( n, r ) 계승(階乘):차례곱 0!=1 1!=1 2!=2 3!=6
( n − r )!
3!
(예) 1,2,3에 대한 6개의 순열 3 P3 = =3.2.1=6
(3 − 3)!
즉 1,2,3 1,3,2 2,1,3 2,3,1 3,1,2 3,2,1
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