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Linear Algebra Slide Beammer 2022 Oct 16
Linear Algebra Slide Beammer 2022 Oct 16
LINEAR ALGEBRA
September - 2022
Introduction
1. Introduction
Dang Le Quang, Ph.D
Example 1.1
The set of all FTU students passing the exam.
Example 1.2
Way 1: A = {2, 7, 3}, B = {1, 2, 3, . . .}.
Way 2: C = {x ∈ N | 2 | x}, D = x ∈ R | x 2 − 2x − 3 = 0 .
We have 3 ∈
/ C , 4 ∈ C , 3 ∈ D, 4 ∈
/ D.
Let A and B be two sets. The intersection of A and B, denote A ∩ B, is the set
of all elements belonging to both A and B, i.e.,
x ∈ A ∩ B ⇔ x ∈ A ∧ x ∈ B.
We can describle that set by the following Venn Diagram.
A∩B
Example 1.4
Let A = {1, 2, 3, 4}, let B = {0, 1}. Then A ∩ B = {1}.
Let A and B be two sets. The Unions of A and B, denote A ∪ B, is the set of all
elements belonging to either A or B, i.e.,
x ∈ A ∪ B ⇔ x ∈ A ∨ x ∈ B.
We can describle that set by the following Venn Diagram.
A∪B
Example 1.5
Let A = {1, 2, 3, 4}, let B = {0, 1}. Then A ∪ B = {0, 1, 2, 3, 4}.
Let A and B be two sets. The relative complement of B in A, denote A\B, is the
set of all elements that belong to A but don’t belong to B, i.e.,
x ∈ A\B ⇔ x ∈ A ∧ x ∈
/ B.
We can describle that set by the following Venn Diagram.
A∪B
Example 1.6
Let A = {1, 2, 3, 4}, let B = {0, 1}. Then A\B = {2, 3, 4}.
Example 1.7
Let A = {1, 2, 3}, let B = {0, 1}. Then
A × B = {(0, 1), (1, 1), (2, 0), (2, 1), (3, 0), (3, 1)} .
Basic properties
A∩B = B ∩ A,
Commutative law
A∪B = B ∪ A.
(A ∩ B) ∩ C = A ∩ (B ∩ C ),
Associative Law
(A ∪ B) ∪ C = A ∪ (B ∪ C ).
(A ∩ B) ∪ C = (A ∪ C ) ∩ (B ∪ C ),
Distribution law
(A ∪ B) ∩ C = (A ∩ C ) ∪ (B ∩ C ).
Definition of map
X is called to be a domain of f .
Example 1.8
f : R→R
x 7→ y = f (x) = x 2 .
That rule is the map because for every x ∈ R, there is only a value x 2 .
Example 1.9
IX : X → X
x 7→ x
Example 1.10
Let the following rule A = {1, 2, 3}, B = {a, b}, where a, b ∈ R; a ̸= b.
f :A→B
1 7→ a
1 7→ b
2 7→ a
3 7→ b
Definition 1.6
Let f : X → Y ; C ⊂ X ; D ⊂ Y .
• Image set C of f , denoted f (C ), is the set of all images of x ∈ C , i.e.,
f (C ) = {y ∈ Y | ∃x ∈ C : f (x) = y } ⊂ Y .
• Reverse image set D of f , denoted f −1 (D), is the set of all reverse images of
y ∈ D, i.e.,
f −1 (D) = {x ∈ X | f (x) ∈ D} ⊂ X .
Example 1.11
Let the following map.
a) f : R → R, f (x) = x 2 . Then
f ([−1, 2)) = y ∈ R : y = x 2 , x ∈ [−1, 2) = [0, 4).
f −1 ([−1, 1)) =
x ∈ R : x 2 ∈ [−1, 1) = (−1, 1).
Properties of map
Let f : X → Y ; A1 , A2 , A ⊂ X ; B1 , B2 , B ⊂ Y . Then
• f −1 (f (A)) ⊃ A,
f f −1 (B) ⊂ B.
Example
Example 1.12
Let f : R → R, f (x) = x 2 . By the example 1.8, f is neither injective nor
surjective map.
Example 1.13
The map given by the example 1.9 is a bijective map.
Example 1.14
Let X , Y ⊂ R, let f : X → Y , f (x) = sin(x).
If X = −π π
2 , 2 , Y = [−1, 1], then for all y ∈ Y , there is a unique reverse
image. Thus, f is a bijective map.
Commutation: a + b = b + a ; ab = ba.
Basic definition
Definition 1.9
A complex number z is given that z = a + bi, where
Definition 1.10
Two complex numbers are equal if and only if their both real part and
imaginary part are equal.
Definition 1.11
Let z = a + bi. Then z = a − bi is a complex conjugate number of z.
DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 23 / 178
Introduction Complex number field
• Multiplication:
i 2 b1 b2
z1 z2 = (a1 + ib1 )(a2 + ib2 ) = a1 a2 + ia1 b2 + ib1 a2 + |{z}
| {z }
=−1
= (a1 a2 − b1 b2 ) + i(a1 b2 + b1 a2 ).
• Division:
z1 a1 + ib1 (a1 + ib1 )(a2 − ib2 ) (a1 a2 + b1 b2 ) + i(−a1 b2 + b1 a2 )
= = =
z2 a2 + ib2 (a2 + ib2 )(a2 − ib2 ) a22 + b22
a1 a2 + b1 b2 b1 a2 − a1 b2
= 2 2 +i
a2 + b2 a22 + b22
a b
cos φ = , sin φ = . (1)
r r
If φ is a solution of (1), then Arg(z) = φ + k2π (k ∈ Z).
Main Argument of z, denoted arg(z), is a Argument of z satisfied
Example
Example 1.15
Find the trigonometric form of z = 1 + i.
√ √ 1
Proof. We have |z| = r = 12 + 12 = 2 and cos φ = sin φ = √ .
2
One solution of that equation is φ = π4 . Thus
π
Arg(z) = 4 + k2π, k ∈ Z.
To imply arg(z), We select k ∈ Z to satisfy (2).
Therefore, by k = 0, we have arg(z) = π4 .
By (3), the trigonometric form of z is given that
√ h π π i
z = 1 + i = 2 cos + k2π + i sin + k2π , k ∈ Z.
4 4
Multiply z1 times z2 :
Let z1 = r1 (cos φ1 + i sin φ1 ), z2 = r2 (cos φ2 + i sin φ2 ). Then
z1 z2 = r1 r2 [cos(φ1 + φ2 ) + i sin(φ1 + φ2 )]
Moivre law:
Let z = r (cos φ + i sin φ). Then
z n = r n [cos(nφ) + i sin(nφ)], n ∈ N.
Example
Example 1.16
√
Find (1 − i 3)2010 .
√ q √
proof. Take z = 1 − i 3. We have |z| = 12 +√
(− 3)2 = 2 and
1 − 3
cos φ = , sin φ = . (4)
2 2
One solution of (4) is φ = −π −π
3 . Thus Arg(z) = 3 + k2π, k ∈ Z.
To imply arg(z), select k = 2 to satisfy (2). We have arg(z) = 5π
3 .
By (3), the trigonometric form of z is given that
z = 2 cos −π −π
3 + k2π + i sin 3 + k2π , k ∈ Z.
By Moivre law, we have
2010 −2010π −2010π
z = 2 cos + k.2.2010π + i sin + k.2.2010π , k ∈Z
3 3
= 2 [cos(−670π) + i sin(−670π)] = 2(1 + i.0) = 2 + 0i = 2
Example
Example 1.17
Find all n − th of 1.
Proof. We have
1 = 1 + 0i = 1 [cos(k2π) + i sin(k2π)] , k ∈ Z.
Solving equation
∆ = −12 = 12i 2
√
−4 + 2 3i √
x1 = = −2 + 3i
2 √
−4 − 2 3i √
x2 = = −2 − 3i.
2
Definition of Matrix
Definition 2.1
Let m, n ∈ N. A m × n matrix A in R consists of m.n numbers in R arranged
in the following m rows and n collums
Definition 2.2
• Transpose of matrix: Let m × n matrix A = (aij )m×n . Transpose of A,
denoted At or AT , is the n × m matrix that for each i-th row, j-th column
element of AT is the j-th row, i-th column element of A, i.e. At = (aji )n×m .
t
Remark: (At ) = A.
• Zero matrix: If aij = 0 ∀i = 1, m, j = 1, n, then A is a zero matrix, denoted
Om×n or O.
• Square matrix: If m = n, then A is n-square matrix, denoted A = (aij )n .
Example
Example 2.1
1 2 −5 0 0 0 0 0
A= :size 2 × 3. E = : O2×5 .
−7 3 8 0 0 0 0 0
1 2
B = −6 4 :size 3 × 2.
5 9
1 2 0
C = 4 7 −5 :size 3 × 3, square matrix.
0 0 0
0 0
D= :size 2 × 2, square matrix, O2×2 , O2 .
0 0
Definition 2.3
Let A = (aij )i,j=1,n is a n square matrix. Then
• All a11 , a22 , ..., ann are all elements above main diagonal.
• All a1n , a2(n−1) , ..., an1 are all elements above secondary diagonal.
• If all elements above main diagonal are zero, then A is a upper triangular
matrix.
• If all elements above secondary diagonal are zero, then A is a lower
triangular matrix.
• If all the elements outside the main diagonal are zero, then A is a diagonal
matrix.
• If all elements belonging to main diagonal are equal to 1, all other elements
are equal to 0, then A is a identity matrix of size n, denoted In .
Example
Example 2.2
1 2 0
A = 0 2 0 : upper triangular matrix.
0 0 0
1 0 0 0
0 0 1 0 1 0 0
B = 1 0 0 : square matrix, D = 0
: indentity matrix I4 .
0 1 0
0 0 0
0 0 0 1
−1 0 1 −5 −10
C= : lower triangular matrix, E = : matrix
1 0 3 7 4
Addition, subtraction
Let A = (aij )m×n , B = (bij )m×n . The sum (or subtraction) of A and B, denoted
A + B (or A − B) is the matrix m × n given that
(A + B)ij = (A)ij + (B)ij = aij + bij
(A − B)ij = (A)ij − (B)ij = aij − bij
Where i = 1, m, j = 1, n.
Remark: Two matrices are added/ subtraced if their sizes are equal.
Example 2.3
1 2 3 7 8 9 1 0 2 −8 0
Let A = , B= ,C= , D= .
4 5 6 10 11 12 3 −7 1 0 0
Then
1 2 3 7 8 9 8 10 12
A+B = + =
4 5 6 10 11 12 14 14 18
Scalar multiplication
Let A = (aij )m×n and λ ∈ R. The product of λ and A, denoted λA, is the matrix
m × n given that
Example 2.4
0 1 −2 (−3).0 (−3).1 (−3).(−2) 0 −3 6
−3 = =
−5 0 0 (−3).(−5) (−3).0 (−3).0 15 0 0
Remark:
Matrix multiplication
Let A be a m × n matrix, let B be a n × p matrix. Then the product of A and B,
denoted AB, is the m × p matrix given that
n
X
(AB)ij = (A)ik (B)kj , i = 1, m, j = 1, p.
k=1
Example 2.5
7 0
1 2 3
Let A = , B = 1 −2. Then
4 5 6
−1 3
7 0
1 2 3 1.7 + 2.1 + 3.(−1) 1.0 + 2.(−2) + 3.3
AB = 1 −2 =
4 5 6 4.7 + 5.1 + 6.(−1) 4.0 + 5.(−2) + 6.3
−1 3
6 5
=
27 8
DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 40 / 178
Matrix and Determinants Basic caculation of matrix
Definition 2.4
For each n-square matrix A and each p ∈ N, we define
A0 = In
Ap = Ap−1 .A, p ≥ 1.
Example 2.6
1 2
Let A = 1 0 . Find A.AT ; A2 .
0 −1
Proof.
5 1 −2
1 2
T 1 1 0
A.A = 1
0 = 1 1 0
2 0 −1
0 −1 −2 0 1
1 2 1 2
2
A = A.A = 1 0
1 0 can’t calculate.
0 −1 0 −1
Property of calculation
1) A + B = B + A.
2) A + (B + C ) = (A + B) + C ; A(BC ) = (AB)C .
3) A + O = A.
4) A + (−A) = O.
5) λ(A + B) = λA + λB, λ ∈ R.
6) (λ + µ)A = λA + µA, λ, µ ∈ R.
7) (λµ)A = λ(µA), λ, µ ∈ R.
8) 1.A = A ; AI = IA = A.
= (a11 a22 a33 + a12 a23 a31 + a13 a21 a32 ) − (a11 a23 a32 + a12 a21 a33 + a13 a22 a31 ).
• n-square matrix:
or
n
X
detA = a1j A1j + a2j A2j + ... + anj Anj = aij Aij (7)
i=1
Example 2.9
1 1 1
Find determinant of matrix M = 1 2 2.
1 2 3
Proof. By (6), we expand determinant by row 3
1 1 1
1 1 3+2 1 1 3+3 1 1
2 2 = 1(−1)1+3
1 + 2(−1) + 3(−1)
1 2 2 1 2 1 2
2 3
det A = detAT .
if we swap the two rows (or columns) of determinant, then the determinant
is swaped sign.
If determinant has a row (or column) expanded to the sum of two rows (or
columns), then determinant is expanded to two corresponding determinant.
Definition
• Sub-determinant: Let A be a m × n matrix. Select the elements that lie on
the intersection of k rows and k columns of A, we get a k-square matrix. The
determinant of this k-square matrix is called k-sub-determinant of A.
• Rank of matrix: Let A be a none zero m × n matrix. Rank of A, denoted
rank(A) or r (A), is the highest level of the non-zero subdeterminators of the
matrix A. Thus, rank of A, rank(A) = r satisfied
- There exists at least one none zero sub-determinator r of A.
- All sub-determinators of A level greater than r (if exists) must be 0.
Convention: If A = O then r(A) = 0.
Example 2.12
Find rank of the following matrices.
1 0 3 −2 −2
2 0 1
A = 0 1 2 −1 ; B = 0 1 2 3
2 0 6 −4 5 0 6 4
DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 54 / 178
Matrix and Determinants Rank of matrix
Example 2.13
1 1 1 1 1 1 1 1 1
d2 →(−1)d2 d3 →d3 +d2
1 2 2 −−−−−−−→ −1 −2 −2 −− −−−−→ −1 −2 −2
1 2 3 1 2 3 0 0 1
−1 0
1 1 1 1 1 0 0
d2 ↔d3 d →d1 −d2 d1 →d1 +d3
−− −−→ 0 0 1 −−1−−− −−→ 0 0 1 −−− −−−−−→ 0 0 1
d3 →d3 +2d2 d3 →d3 +2d1new
−1 −2 −2 −1 −2 0 −1 −4 0
1 2 0 0
1 0 2 1 1 1 0 0 2 0
A= 0
1 0 ; B= 0
1 0 ; C =
0 0 0
is ladder matrix.
0
0 0 0 0 0 1
0 0 0 0
1 0 0
1 0 1 0 0 1 2 3 4
0 0
D= 0
0 1 0 ; E =
0
; F = 0 1 2 0 , isn’t ladder matrix.
0 1
0 2 0 0 0 −3 0 0
0 0 0
Theorem 2.1
The elementary transformations on the line do not change the rank of the matrix.
The rank of a row ladder matrix is equal to its number of non-zero rows.
1 2 3 1 2 3 1 2 3
d2 →d2 −4d1 d3 →d3 −2d2
A = 4 5 6 −− −−−−−→ 0 −3 −6 −− −−−−−→ 0 −3 −6 = A′ .
d3 →d3 −7d1
7 8 9 0 −6 −12 0 0 0
Definition
Theorem 2.2
A square matrix A has a inverse matrix if and only if detA ̸= 0. The inverse
matrix of A if exists is unique.
Which imply
−1 0 −1
2 2 0
C = −1 2 −1 ⇒ PA = C T = −1 2 −1
0 −1 1 0 −1 1
Thus
−1
2 0
1
A−1 = PA = −1 2 −1
detA
0 −1 1
Example 2.17
Find inverse matrix (if any) of the following matrix.
1 1
A=
2 3
Proof. We have
1 1 1 0 d2 →d2 −2d1 1 1 1 0 d1 →d1 −d2 1 0 3 −1
[A|I2 ] = −−−−−−−→ −−−−−−→ = [I2 |B ]
2 3 0 1 0 1 −2 1 0 1 −2 1
3 −1
Thus, A−1 = B = .
−2 1
Proof. We have
1 2 3 1 0 0 1 2 3 1 0 0
d3 →d3 −7d1
[A|I3 ] = 4 5 6 0 1 0 −− −−−−−→ 0 −3 −6 −4 1 0
d2 →d2 −4d1
7 8 9 0 0 1 0 −6 −12 −7 −1 1
... ... ... ... ... ...
d3 →d3 −2d2
−− −−−−−→ ... ... ̸ [I3 |B] .
... ... ... ... =
0 0 0 ... ... ...
Where
- if r < n, then (8) exists there are infinitely many solutions depending on
n − r parameters.
Example 3.1
Do the following linear system exist solution?
x1 + 2x2 + 3x3 = 1 x1 + 2x2 + 3x3 = 1
(
x + 2y = 1
a) 4x1 + 5x2 + 6x3 = 4 b) 4x1 + 5x2 + 6x3 = 4 c)
7x + 8x + 9x = 8
7x + 8x + 9x = 7 2x + 3y = −1
1 2 3 1 2 3
1 2 3 1 1 2 3 1 1 2 3 1
d2 →d2 −4d1 d3 →d3 −2d2
b) 4 5 6 4 −−−−−−−→ 0 −3 −6 0 −−−−−−−→ 0 1 2 0
d3 →d3 −7d1 d2
d2 → −3
7 8 9 7 0 −6 −12 0 0 0 0 0
Since rank(A) = 2 = rank(A) < number of variables = 3 then system has
infintely solutions depending on 3 − 2 = 1 paramaters.
1 2 1 d2 →d2 −2d1 1 2 1 d1 →d1 +2d2 1 0 −5
c) −−−−−−−→ −
− −−− −−→
2 3 −1 0 −1 −3 0 −1 −3
Since rank(A) = 2 = rank(A) = number of variables then system has unique
solution.
DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 76 / 178
Linear system Method to solve Cramer system
Solve
x1 + x2 + x3 = 1
x1 + 2x2 + 2x3 = −1
x + 2x + 3x = 2
1 2 3
AX = B
Where
1 1 1 x1 1
A = 1 2 2 ; X = x2 ; B = −1
1 2 3 x3 2
We have
−1 −1 x1 = 3
2 0 2 0 1 3
A−1 = −1 2 −1 ⇒ X = −1 2 −1 −1 = −5 ⇒ x2 = −5
−1 −1
0 1 0 1 2 3
x = 3
3
Solve
2x1 + x2 − x3 = 1
x2 + 3x3 = 3
2x + x + x = −1
1 2 3
1 2 1 1 2
= −10 ̸= 0.
Proof. a) Ta có A = ; B= ∆ = detA =
3 −4 2 3 −4
1 2 1 1
A1 = ⇒ ∆1 = detA1 = −8., A2 = ⇒ ∆2 = detA2 = −1.
2 −4 3 2
−8
∆1 4
x1 = = =
∆ −10 5
Thus system has unique solution
∆ −1 1
y = 2 =
= .
∆ −10 10
DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 81 / 178
Linear system Method to solve Cramer system
1 2 3 1
b) We have A = 4 5 6 ; B = 4
7 8 9 8
1 2 3
∆ = detA = 4 5 6 = 0 (using Sarrus law to find det).
7 8 9
1 2 3
A1 = 4 5 6 ⇒ ∆1 = detA1 = −3 ̸= 0.
8 8 9
Thus, system hasn’t solution.
Gauss’s method
Example (1)
Example 3.5
Proof.
a) Use Gauss’s method
1 1 1 1 2 d2 →d2 −d1 1 1 1 1 2
−−−−−−→
1 1 2 2 4 0 0 1 1 2
Example (2)
Thus
x1 = 2 − x2 − x3 − x4 = −a
x = a (a ∈ R)
2
3 = 2 − x4 = 2 − b
x
x4 = b (b ∈ R)
with the matrix form AX = O. They have solution since r (A) = r ([A|O]) .
Sets (0, 0, . . . , 0) is always solutions of (10), called to be a trivial solution.
Non-zero solutions, if any, are called non-trivial solutions of the system (10).
By the theorem(3.1) Kronecker-Caperrli, we have
Remark:
The homogeneous system (10) has a non-trivial solution if and only if the rank of
the coefficient matrix is less than the variable number (rank(A) < n).
If the homogeneous linear system has the same number of equations as the
variables (m = n), the coefficient matrix is square matrix. Then
x + y = (x1 + y1 , x2 + y2 , ..., xn + yn ).
Example 4.1
Is α a linear combination of α1 , α2 , α3 ?
Proof. The vector α is a linear combination of the vectors α1 , α2 , α3 because
α = −6α1 + 19α2 + 2α3 .
α = a1 α1 + a2 α2 + ... + am αm (11)
α = (b1 , b2 , ..., bn )
α1 = (a11 , a21 , ...., an1 )
α2 = (a12 , a22 , ...., an2 )
......
αm = (a1m , a2m , ...., anm )
Then
a11 α1 + a12 α2 + ... + a1m αm = b1
a α + a α + ... + a α = b
21 1 22 2 2m m 2
(11) ⇔ (12)
.......
an1 α1 + an2 α2 + ... + anm αm = bn
a11 a12 ... a1m b1
a21 a22 ... a2m b2
Matrixize the (12), we have
...
.
... ... ... .
an1 an2 ... anm bn
That mean
T
α2T T
| αT .
α1 ... αm
α = a1 α1 + a2 α2 + .... + am αm .
a1 α1 + a2 α2 + ... + am αm = 0 (14)
In other word
Recall: (review the remark in page 89) Let A be a square matrix of order n.
Then the following statements are equivalent:
i) rank(A) = n.
ii) detA ̸= 0.
iii) System AX = 0 only has a trivial solution.
Subsystem of vector system (α) is a vector system consisting of some (or all) of
the system’s vectors.
The subsystem {αi1 , αi2 , ..., αik } of the system (α) is called the maximally linearly
independent subsystem if the system {αi1 , αi2 , ..., αik } is linear independence, and
if we add any other vectors of the system (α) to that subsystem, we get a system
be a linear dependence.
Remark: A vector system can have many different maximally linearly
independent subsystems, but the number of vectors of the maximally linearly
independent subsystems are always equal. That number is called rank of the
system (α), denoted rank(α).
Then the rank of the system (α) is equal to the rank of the matrix A and the
maximally linearly independent subsystem of (α), consists of corresponding
vectors to the non-zero rows of the ladder matrix A′ .
DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 107 / 178
Vector space The rank of the vector system and the number of dimensions of the vector space
Example 4.4
In R5 , let α1 = (1, 2, −3, 5, 1); α2 = (1, 3, −13, 22, −1); α3 = (3, 5, 1, −2, 5).
Find rank of system (α) = {α1 , α2 , α3 } and point out their maximally linearly
independent subsystem.
Proof. Make
α1 1 2 −3 5 1 1 2 −3 5 1
d2 →d2 −d1
A = α2 = 1 3 −13 22 −1 −−−−−−−→ 0 1 −10 17 −2
d3 →d3 −3d1
α3 3 5 1 −2 5 0 −1 10 −17 2
1 2 −3 5 1
d3 →d3 +d2
−− −−−−→ 0 1 −10 17 −2 = A′
0 0 0 0 0
Then, the rank of the system (α) = rank(A) = 2 and the maximally linearly
independent subsystem of the system (α) is (1, 2, −3, 5, 1), (0, 1, −10, 17, −2).
Example 4.5
In R4 , let α1 = (1, 1, 2, 2); α2 = (2, 3, 6, 6); α3 = (3, 4, 8, 8); α4 =
(8, 11, 22, 22); α5 = (5, 7, 14, 14).
Find rank of system (α) = {α1 , α2 , α3 , α4 , α5} and point out their maximally
linearly independent subsystem.
Example 4.6
Find rank of system and their maximally linearly independent subsystem.
{β1 = (1, −1, 0, 1); β2 = (1, 0, −1, −2); β3 = (0, 1, −1, 2)} in R4 .
Example 4.7
In R3 , let
Is (α) a base in R3 ?
We have rank(A) = 3 (or detA = −1). It follows that (α) is linearly independent.
Next, put A = (x, y , z) ∈ R3 , we check if A is a linear combination of α1 , α2 , α3 ?
(review method in page 97). Make an extended matrix
T 1 1 2 x 1 1 2 x
α2T T T
α1 α3 |A = 1 2 3 y −→ 0
1 1 −x + y
1 1 1 z 0 0 −1 −x + z
Remark 4.1
- In Rn , consider system vector
e1 = (1, 0, ..., 0)
e2 = (0, 1, ..., 0)
..
.
en = (0, 0, ..., 1)
Remark 4.2
Example 4.8
In R3 , let (α) = {α1 = (1, 2, 1), α2 = (1, 3, 1), α3 = (2, 5, 3)}.
a) Show that (α) is a basis of R3 .
b) Find the coordinates of the vector u = (a, b, c) on the basis (α).
Proof. a) (do it yourself)
b) With u = (a, b, c) ∈ R3 , to find [u](α) we make a system of equations
0 4a − b − c
T 1 1 2 a 1 0
α2T α3T |u T
α1 = 2 3 5 b −→ 0 1 0 −a + b − c
1 1 3 c 0 0 1 −a + c
4a − b − c
So [u](α) = −a + b − c .
−a + c
Remark 4.3
If (α) = {α1 , α2 , ..., αn } is a base of Rn and
(Cn ) = {e1 = (1, 0, ..., 0), e2 = (0, 1, ..., 0), e3 = (0, 0, ..., 1)} is the canonical
basis of Rn then
Tαβ = α1T α2T ... αnT
Theorem 4.1
In Rn , let (α), (β), (γ) are the bases of Rn . Then
i) Tαα = In .
ii) [u](α) = Tαβ [u](β) , ∀u ∈ Rn .
−1
iii) Tβα = Tαβ .
iv) Tαθ = Tαβ .Tβθ .
DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 117 / 178
Vector space The rank of the vector system and the number of dimensions of the vector space
Example 4.9
In R3 , let
(α) = {α1 = (1, 1, 3), α2 = (1, −2, 1), α3 = (1, −1, 2)}
(β) = {(β1 = (1, −2, 2), β2 = (1, −2, 1), β3 = (1, −1, 2)}.
−1
0 0
Which implies Tαβ = −1
1 0.
3
0 1
−1 −2
0 0 2
c) We have [u](α) = Tαβ [u](β) = −1 1 0 −3 = −5 .
3 0 1 −2 4
Example 4.10
In R3 , let (C3 ) be the canonical basis and let the base
(β) = {(β1 = (1, −1, 1)), β2 = (2, 3, 1), β3 = (1, 2, 1)}
a) Find the base transfer matrix from (C3 ) to (β).
b) Find the base transfer matrix from (β) to (C3 ).
c) Let α = (1, 2, 3) ∈ R3 . Find [α](β) .
d) Find the vector β4 ∈ R3 whose coordinates in (β) are (2, 3, 5).
i) ∀α, β ∈ U then α + β ∈ U.
ii) ∀a ∈ R, α ∈ U then aα ∈ U.
Remark 4.4
In Rn , let U be a non-empty subset of Rn
Example 4.11
Let U = {(x1 , x2 , x3 ) ∈ R3 |x1 = 2x2 x3 }. Is U a subspace of R3 ?
Proof. With α = (2, 1, 1) and β = (4, 2, 1). We have α, β ∈ U but
α + β = (6, 3, 2) ∈ / U (because 6 ̸= 2.3.2). So U is not a subspace of R3 .
Example 4.12
Let U = {(x1 , x2 , x3 ) ∈ R3 |x1 + 3x2 + x3 = 1}. Is U a subspace of R3 ?
Proof. We have the vector 0 = (0, 0, 0) ∈ / U because 0 + 3.0 + 0 = 0 ̸= 1. So U
3
is not a subspace of R .
Example 4.13
Let U = {(x1 , x2 , x3 ) ∈ R3 | 2x1 + x2 − x3 = 0}. Is U a subspace of R3 ?
Example 4.16
In R3 , we consider
(α) = {α1 = (1, 2, 1), α2 = (−1, 2, 0)}.
Then
⟨α1 , α1 ⟩ = {tα1 + sα2 | t, s ∈ R} = {(t − s, 2t + 2s, t) |t, s ∈ R}.
Example 4.17
In R3 , find a base, the dimension numbers of the subspace generated by the
following vector system
{α1 = (1, 1, 1), α2 = (2, 3, 4), α3 = (4, 5, 6)}.
AX = 0 (15)
Example 4.18
Find the base and dimension numbers of the solution space of the linear system.
x1 + 2x2 − 3x3 + 5x4 = 0
x + 3x − 13x + 22x = 0
1 2 3 4
3x
1
+ 5x 2 + x 3 − 2x 4 = 0
2x1 + 3x2 + 4x3 − 7x4 = 0
1 2 −3 5 1 2 −3 5
1 3 −13 22 d2 →d2 −d1 , d3 →d3 −3d1 0
−−−−−−−−−−−−−−→ 1 −10 17
A=
3 5 1 −2 d4 →d4 −2d1 0 −1 10 −17
2 3 4 −7 0 −1 10 −17
1 0 17 −29
d1 →d1 −2d2 , d3 →d3 +d2 0 1 −10 17
−−−−−−−−−−−−−−→ 0
d4 →d4 +d2 0 0 0
0 0 0 0
- Intermediary demand from manufacturers who use that type of product for
the production process.
- The final demand from users to use the product for consumption or export,
including households the family, the state, the exporters.
DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 131 / 178
Linear Model in economic analysis Interdisciplinary equilibrium model (Input-Output Leontief)
(18)
X = AX + B or (I − A)X = B (5.3’)
Where
a11 a12 ... a1n
a21 a22 ... a2n
A=
...
;
... ... ...
an1 an2 ... ann
is the input cost factor matrix or the engineering coefficientmatrix
T
X = x1 x2 ... xn is the total demand matrix (or production vector);
T
B = b1 b2 ... bn is the terminal bridge matrix .
From (17), the element aik of A is the fraction of the cost of industry k paid for
the purchase of goods by industry i per unit value of the good of industry.
industry k (factorial cost of production).
DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 134 / 178
Linear Model in economic analysis Interdisciplinary equilibrium model (Input-Output Leontief)
Example aik = 0.2 means that to produce 1USD worth of its goods (on average),
industry k must buy 0.2USD of industry goods i.
Under assumption 2 we have aik constant. We call aik the factor cost factor or
technical coefficient, so 0 ≤ aik < 1.
In the matrix A, the elements of the line i are the coefficients of the value of
goods of industry i sold to all industries. intermediate goods (including industry
i), and column k is the coefficient of commodity value of industry k purchased by
industries for use used for themselves to produce their goods (including industry
k). Sum of all elements of column k is the cost level industry’s k has to pay for
the purchase of factors of production per 1 of its value, thus:
a1k + a2k + ... + ank < 1, k = 1, 2, ..., n.
The equation (5.3’) allows us to determine the aggregate demand for a good
across all industries. This has important implications for production planning to
ensure smooth running of the economy. Avoid excess or shortage of goods.
Example 5.1
Suppose in an economy, there are 3 manufacturing industries: industry 1,
industry 2, industry 3. Show the matrix of technical coefficients
0.2 0.3 0.2
0.4 0.1 0.2
0.1 0.3 0.2
Proof. b) We have
−0.3 −0.2
0.8 0.66 0.30 0.24
1
I − A = −0.4 0.9 −0.2 ⇒ (I − A)−1 = 0.34 0.62 0.24
0, 384
−0.1 −0.3 0.8 0.21 0.27 0.60
Thus, the aggregate demand for goods of industry 1 is 24.84; for goods of
industry 2 is 20.68; for goods of industry 3 is 18.36 (million USD).
Solving the (19) system we get the equilibrium price of n of the good, from
which the equilibrium supply and demand are found.
DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 139 / 178
Linear Model in economic analysis Market equilibrium model n related goods
Example 5.2
The market consists of three types of goods. The supply and demand
functions at prices are determined by:
QD1 = 8 − 2P1 + P2 + P3
QD2 = 10 + P1 − 2P2 + P3
QD3 = 14 + P1 + 2P2 − 2P3
QS1 = −5 + 4P1 − P2 − P3
QS2 = −2 − P1 + 4P2 − P3
QS3 = −1 − P1 + P2 + 4P3
Solving the (21) system we get the equilibrium level of national income,
consumption and tax rates.
DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 142 / 178
Linear Model in economic analysis Market equilibrium model n related goods
Example 5.3
Let gross national income Y , consumption C and tax rate T determine by
Y = C + I0 + G0
C = 15 + 0.4(Y − T )
T = 36 + 0.1Y .
Proof. We have
Y = C + 500 + 20 C = Y − 520
C = 15 + 0.4(Y − T ) ⇔ T = 0.1Y + 36
T = 36 + 0.1Y . Y − 520 = 15 + 0.4(Y − 0.1Y − 36)
C = Y − 520 C = 293.4375
⇔ T = 0.1Y + 36 ⇔ T = 117.34375
0.64Y = 520.6 Y = 813.4375
L = a2 Y − b2 r , a2 , b2 > 0.
Assume that the money supply is fixed at M0 . The money market equilibrium
condition is
M0 = a2 Y − b2 r ⇔ b2 r = a2 Y − M0 (24)
The equation (24) representing the equilibrium condition of the money market is
called the LM equation.
IS-LM model is a model that combines IS and LM into one system
IS
LM
From the model you determine the level of income Y and the interest rate r that
ensures equilibrium in both markets goods and currency.
For example, solve the system
(
b1 r = a + a1 + G0 − (1 − b)Y
b2 r = a2 Y − M0
We found
(a + a1 + G0 )b2 + b1 M0
Y =
b1 a2 + (1 − b)b2
(a + a1 + G0 )a2 + (1 − b)M0
r=
b1 a2 + (1 − b)b2
Example 5.4
Let
c) The equilibrium level of income Y and the interest rate r are the solution of
the system of equations
( (
15r = 294 − 0.7Y 15(0.11Y − 22.5) = 294 − 0.7Y
⇔
200r = 22Y − 4500 r = 0.11Y − 22.5
( (
2.35Y = 631.5 Y = 268.72
⇔ ⇔
r = 0.11Y − 22.5 r = 7.06.
So Y = 268.72 ; r = 7.06.
DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 149 / 178
Linear mapping and Quadratic form
Definition (1)
Definition (2)
Example 6.1
Let the map f : R2 → R2 be defined by
f (λ1 x + λ2 y ) = f (λ1 x1 + λ2 y1 , λ1 x2 + λ2 y2 )
= (3(λ1 x1 + λ2 y1 ) − 2(λ1 x2 + λ2 y2 ), λ1 x1 + λ2 y1 )
= λ1 (3x1 − 2x2 , x1 ) + λ2 (3y1 − 2y2 , y1 )
= λ1 f (x) + λ2 f (y ).
So f is a linear mapp.
Definition (3)
Example 6.2
Let A be a square matrix of order n in R, denoted Mn (R). Let Map
ϕ : Mn (R) → Mn (R) defined by ϕ(X ) = XA + AX , with X ∈ Mn (R). Prove
that ϕ is a linear map
Proof. For all X , Y ∈ Mn (R); λ1 , λ2 ∈ R. We have
So ϕ is a linear map.
Definition (4)
Example 6.3
Let the map f : R2 → R2 defined by
√ √
f (x, y ) = ( 3 x, 3 y ), ∀x, y ∈ R2
Definition (5)
Example 6.4
a b a b
Let a map f : M2 (R) → R defined by f =det . Is f a linear
c d c d
map?
Proof. For all λ ∈ R, we have
a b λa λb 2 a b a b a b
f λ = det = λ .det ̸ λ.det
= = λf
c d λc λd c d c d c d
the ”=” sign occurs when λ = 1, but by definition, we must consider ∀λ ∈ R.
Example 6.5
Let f : R3 → R2 ; f (x1 , x2 , x3 ) = (x1 + x2 + x3 , x1 − x2 − x3 ) and bases
Proof. We have
[f ](A),(B) = [f (e1 )](B) [f (e2 )](B) [f (e3 )](B)
= [(1, 1)](B) [(1, −1)](B) [(1, −1)](B)
1 1 1
= (see Comments 4.2 page 114)
1 −1 −1
[f ](α),(β) = [f (α1 )](β) [f (α2 )](β) [f (α3 )](β)
= [(3, −1)](β) [(5, −3)](β) [(6, −4)](β) (∗)
X = a1 β1 + a2 β2 = a1 (1, 1) + a2 (1, 2)
(
a1 + a2 = x1
⇔(x1 , x2 ) = (a1 , a1 ) + (a2 , 2a2 ) = (a1 + a2 , a1 + 2a2 ) ⇔
a1 + 2a2 = x2
(
a1 = 2x1 − x2
⇔
a2 = x2 − x1
2x1 − x2
⇒[X ](β) = [(x1 , x2 )](β) =
x2 − x1
2.3 + 1 2.5 + 3 2.6 + 4 7 13 16
⇒[f ](α),(β) = =
−1 − 3 −3 − 5 −4 − 6 −4 −8 −10
Example 6.6
Let f : R3 → R3 ; f (x1 , x2 , x3 ) = (x1 − x3 , x1 + x2 , −x2 − x3 ), and let bases
Example 6.7
Let f : Rn → Rm ; f (x1 , x2 , ..., xn ) =
(a11 x1 +a12 x2 +...+a1n xn , a21 x1 +a22 x2 +...+a2n xn , ..., am1 x1 +am2 x2 +...+amn xn ).
Find the matrix of f in the canonical base pair (Cn ), (Cm ).
Definitions (1)
• Eigenvalues and eigenvectors of matrix: Let A be a square matrix of order n
a11 a12 a1n
...
a21 a22 ... a2n
A=
...
... ... ...
an 1 an 2 ... ann
The number λ ∈ R is the eigenvalue of A if there exists a vector
x = (x1 , x2 , ..., xn ) ̸= 0 satisfied
T T
A = x1 x2 . . . xn = λ x1 x2 . . . xn
Definitions (2)
How to find eigenvectors, eigenvalues:
Step 1: Solve the characteristic equation Pa (λ) = 0. All solutions of this equation
are eigenvalues of the matrix A.
Step 2: Assume λ0 is an eigenvalue of A. Then all non-trivial solutions of a
homogeneous linear system
T T
(A − λ0 In ) x1 . . . xn = 0 . . . 0
is the eigenvector of the matrix A corresponding to the eigenvalue λ0 .
Theorem 6.1
If u1 , u2 , ..., uk are eigenvectors corresponding to distinct eigenvalues λ1 , λ2 , ..., λk
of A then {u1 , u2 , ..., uk } are linearly independent.
Example 6.8
2 1 0
3 5
Find eigenvalues, eigenvectors of a matrix A = ;B = 0 1
−1
0 7
0 2 4
DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 161 / 178
Linear mapping and Quadratic form Eigenvalues and eigenvectors
Example 6.9
Check if the following matrices are diagonalizable? If possible, diagonalize
them
−3 −1
2 1 0 1
3 5
A= ; B= 0 1 −1 ; C = −7
5 −1
0 7
0 2 4 −6 6 −2
Definitions (1)
A quadratic form in Rn is a map q : Rn → R defined by
n
aij xi xj ; x = (x1 , x2 , ..., xn ) ∈ Rn
P
q(x) =
i,j=1
Definitions (2)
Example 6.10
Give the quadratic form in R3
q(x) = 2x12 + 3x22 − x32 − x1 x2 + 4x2 x3 + 6x1 x3 .
Find the matrix A of q(x).
Proof. The coefficients x12 , x22 , x32 are the elements on the main diagonal of A.
The coefficients of the product xi xj (i ̸= j) are twice the value of aij of A. Thus
−1
2a12 = −1 ⇒ a12 = = a21
2
Definitions (3)
• Canonical form of the quadratic form: The canonical form of the quadratic
form in Rn is the quadratic form containing only the squares of the variables
Example 6.12
Return the following quadratic form to the canonical form
q(x) = 2x1 x2 + 2x1 x3 − 6x2 x3 .
Proof. Changing the variable, we set
x1 = y1 + y2 , x2 = y1 − y2 , x3 = y3 .
Then
Change
q = (2y12 − 4y1 y3 ) − 2y22 + 8y2 y3 = 2 y12 − 2y1 y3 + y32 − 2y22 + 8y2 y3 − 2y32
z1 = y1 − y3 y1 = z1 + z2 + z3
Put z2 = y2 − y3 ⇔ y2 = z2 + z3
z = y y = z
3 3 3 3
The quadratic form q has the canonical form q = 2z12 − 2z22 + 6z32 .
• Jacobi Method: This method applies to all quadratic form having square
matrix of order n
Which satisfy
a11 ... a1k
a a12
̸ 0, D2 = 11
D1 = a11 = ̸
= 0, ..., D k = ... ̸ 0,
... ... = k = 1, 2, ..., n −
a21 a22
a
k1 ... akk
Where
Dj−1,i
bji = (−1)i+j , (j > i)
Dj−1
Dj−1,i is the determinant of a matrix whose elements lie on the intersection
of rows 1, 2, ..., j − 1 and columns 1, 2, . . . , i − 1, i + 1, . . . , j (remove column
i ) of matrix A.
Then
D2 2 Dn 2
q = D1 y12 + y2 + ... + y .
D1 Dn−1 n
DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 172 / 178
Linear mapping and Quadratic form Quadratic form
We calculate bji
−3
D1,1 −3
b21 = (−1)2+1 = 2 =
D1 2 4
3
2 2
D2,1 ten
b31 = (−1)3+1 = −1 =8
D2 4
2 2
− 3
D2,2 2 0
b32 = (−1)3+2 = −1 = −12
D2 4
Change variable
3
x1 = y1 − y2 + 8y3
4
x2 = y2 − 12y3
x3 = y3
we get
−1 −17
1
q = 2y12 + 4
y22 + 4
−1 y32 = 2y12 − y22 + 17y32
2 4
8
−2 −7
1 1 0 0
⇒ T = 0 1 2 ; T T AT = 0 1 0 .
0 0 1 0 0 −5
x1 = y1 − 2y2 − 7y3
Put x2 = y2 + 2y3 , we get q = y12 + y22 − 5y32 .
x = y
3 3