Download as pdf or txt
Download as pdf or txt
You are on page 1of 19

CHAPTER TWO

MATRICES AND DETERMINANTS


2.1 DEFINITION OF MATRICES
Definition: A matrix is a collection of numbers, variables or functions arranged in rows and columns.
For example, the matrix
 2 1 0
A =  
 3 4 5
has two rows and three columns. It is therefore called a 2 x 3 matrix. (It would be an error to call it a 3 x
2 matrix because the number of rows is always mentioned before the number of columns.) A matrix
having only one row, such as (1, 3, 4), is a row vector. Likewise, a column vector such as
1
 
 2
 3
 
has only one column. The numbers that occur in a matrix are called its entries or components. We refer
to them by their row and column number, in that order. For example, the (2, 1) - entry of the matrix A is
3. If the name of a matrix is a capital letter, like “A”, it is customary to refer to its entries by the same
letter, but in lower case. Thus the entries of A are a11 = 2 , a12 = 1, a13 = 0 , a 21 = 3, a 22 = 4, a 23 = 5

 a11 a12 K a1n 


 
 a 21 a 22 K a 2 n 
Consider the matrix A=  . It can be denoted as A= (a i j ) m x n , where the entry a i j
M M M 
 
a a K a 
 m1 m2 mn 

lies on the ith row and the jth column. The above matrix is said to be size or order m x n.
 a1 j 
 
 a 2j 
Moreover Ai = (ai 1 a i 2 K ai n ) denotes the ith row of A .Where as A j =  denotes the jth column of A.
M 
 
a 
 mj 
TYPES OF MATRICES

1. A matrix A = (a i j ) m x n is called square matrix if and only if m = n.


2. A = (a i j ) m x n is the zero matrix if and only if a i j = 0 for all i = 1, 2, …, m and all j = 1, 2, …,
n
3. Given a square matrix A = (ai j ) n x n , a i i or a11 , a 2 2 , … , a n n are called the diagonals
(diagonal entries) of A. A square matrix is a diagonal matrix if and only if ai j = 0 for i ≠ j.
That is all except possibly the diagonal entries are zero.
1 for i = j
4. In = (ai j ) n x n where a i j =  is called the identity matrix.
0 for i ≠ j

___________________________________________________________________________________________________
Matrix & determinant Page 1 of 19
1 0 0 0
0 1 0 0
Example: I 4 = 
0 0 1 0
0 0 0 1 

5. A square matrix A = (ai j ) n x n is called:
(i) upper triangular matrix if and only if ai j = 0 for i > j,
(ii) lower triangular matrix if and only if ai j = 0 for i < j and
(iii) Strictly triangular matrix if and only if ai j = 0 for i = j . ( i.e. a i i = 0 )

Example: upper triangular matrix lower triangular matrix


 a11 a12 K a1n   a11 0 K 0 
   
 0 a 22 K a 2 n   a 21 a 22 K 0 
 M M M   M M M 
   
 0 0 K a   a n 1 a n 2 K a nn 
 nn   
- Two matrices A = (a i j ) m x n and B = (bi j ) m x n of the same order are equal iff ai j = bi j for all i and j.

2.2 Operations ON Matrices


Definition: (Addition)
Let A = (a i j ) m x n and B = (bi j ) m x n be two matrices, then their sum is defined as:
A + B = (a i j + bi j ) m x n .
 5 2  6 − 7  5 + 6 2 + 7  11 11
Example: Let A = − 3 0 and B = − 11 − 8 , then − 3 + −11 0 + −8  =
      − 14 − 8 
 4 1  10 2   4 + 10 1 + 2   14 3 
     
Definition: (Scalar multiplication)
Let A = (a i j ) m x n and α ε R , then α A = (α a i j ) m x n .

A =  − 1 3 2  , then -2 A =  2 − 6 − 4
5   0 14 − 10 
Example: 1Let
 0 − 7  

1 0 K 0 α 0 K 0 
0 1 K 0 0 α K 0
2. Let In =  M M M  , then α I n = M M M
   
0 0 K 1 0 0 K α
Note: Let A = (a i j ) m x n , then -1 A = (−1 a i j ) m x n and hence -1A = -A, the negative (additive inverse) of A

I. Transpose of Matrices

Definition: The transpose of the matrix A = (a i j ) m x n , denoted by A t is defined as:


A t = (bi j ) n x m , where bi j = a j i .

________________________________________________________________________________________________
Applied Mathematics I Page 2 of 19
 5 2
 
Example: Let A = − 3 0 , then A = 
t 5 − 3 4
 4 1 
2 0 1
 
Note: Taking transpose involves changing rows to columns and vice versa.

Definition: A square matrix A is called symmetric matrix if A t = A and skew symmetric matrix
if A t = - A.
Note: For a skew symmetric matrix the diagonals are all zero. (Verify)
Proposition: If A and B are two m x n matrices, then
1. ( A + B) t = A t + B t
2. t (αA) = α A t ∀α∈R, where R is the scalar field, usually the set of real numbers.
3. ( A t ) t = A
Proof: Exercise.

Theorem: Let A be any square matrix. Then


i) A + A t is symmetric.
ii) A − A t is skew symmetric.
iii) A can be written as a sum of symmetric and a skew-symmetric matrices.
Proof: Exercise
 2 0 8
 
Example: Let A =  − 1 5 1 . Express A as the sum of symmetric and skew-symmetric matrices.
 4 6 − 3
 
II. Product of Matrices
Definition: Let A = (a i j ) m x n and B = (bi j ) n x p , then the product AB is defined as:
 b1 j 
  n
b
AB = (ci j ) m x p , where ci j = Ai ⋅ B j = (ai 1 a i 2 K ai n ) ⋅  2 j  = ∑a ik bk j .
 M  k =1
b 
 nj 
Or
 A1 ⋅ B 1
A2 ⋅ B 2 K A1 ⋅ B p 
 
A ⋅ B1
A2 ⋅ B 2 K A2 ⋅ B p 
AB =  2
 M M M 
 A ⋅ B1
Am ⋅ B K Am ⋅ B p  mxp
2
 m
Multiplication of matrices is then a generalization of the dot product. Moreover the product AB is
defined if B is conformable with A , in that order. That is the column number of A is equal to the row
number of B. (Or m x n n xp )
1424 3
conformable

 2 0 8
Example: Let A =  − 1 3 2  and B =
 −1 5 1 . Then AB =  3 27 − 11 .
 0 − 7 5  4 6 − 3  27 − 5 − 21
 

________________________________________________________________________________________________
Applied Mathematics I Page 3 of 19
Is BA defined?
1 1 −1 1 
Is Matrix multiplication commutative? No since let A =   and B =   . Then AB ≠ BA
 10 10   1 − 1 
Theorem: 1 Let A, B and C be matrices such that B and C are conformable with A, then

a. A ( B + C ) = AB + AC
b. A(αB) = α (AB)
Proof of (a)
Let A be an m x n matrix, B and C be n x p matrices, then AB and AC are m x p matrices, which
implies that AB + AC is of order m x p.
On the other hand the order of B + C is n x p and hence the order of A (B + C) is m x p.
Thus AB + AC and A (B + C) have the same order.

Let Ai B j be the ijth entry of AB and AiC j be the ijth entry of AC. Since the jth column of B + C
is B j + C j , the ijth entry of A (B + C) is Ai (B j + C j) = Ai B j + Ai C j which is the same as ijth
entry of AB + AC. This completes the proof.
Proof of (b): Exercise.
Theorem: 2. Let A, B, C be matrices such that A and B can be multiplied and B, C can be multiplied.
Then A, BC can be multiplied. So can AB, C and we have

(AB)C = A(BC).

Proof: Let A = (ai j ) m x n , B = (bi k ) n x p and C = (ci t ) p x r .


The product AB is an m x p matrix, whose ik-component is equal to the sum

a i 1 b1 k + ai 2 b2 k + K + a i n bn k .
Abbreviating this sum using sigma notation we have
n

∑a
j =1
ij bjk .

By definition, the it-component of (AB)C is equal to

p
 n  p
 n 
∑ ∑ a i j b j k  c k t =
k =1  j =1
∑ ∑ a i j b j k c k t 
 k =1  j =1 

The sum on the right can also be described as the sum of all terms a i j b j k c k t ,

where j, k range over all integers 1 ≤ j ≤ n and 1 ≤ k ≤ p respectively.

If we have started with the jt-component of BC and then computed the it-component of A(BC) we
would have found exactly the same sum, hereby proving the theorem.

Theorem: 3 If A and B are matrices such that B is conformable with A, then


( AB) t = B t A t

________________________________________________________________________________________________
Applied Mathematics I Page 4 of 19
n
Proof: Let A = (ai j ) m x n and B = (bi j ) n x p , then AB = (ci j ) m x p , where ci j = ∑a
k =1
ik bk j which implies that
n
( AB) t = (ci′ j ) p x m where ci′ j = c j i = ∑a
k =1
jk bk i . (*)

On the other hand t B = (bi′ j ) p x n and A = (a i′ j ) n x m , where bi′ j = b j i and ai′ j = a j i .


t

n n n
Hence B t A t = ( d i j ) p x m , where d i j = ∑ b′ a′
k =1
ik k j = ∑b
k =1
ki ajk = ∑a
k =1
jk bk i (**)

Therefore from (*) and (**) follows the claim of the theorem.

2.3 Elementary row operations on Matrices


Definition: An elementary operation on a matrix A (over a field F) is an operation of the following three
types:
1. interchanging of two rows (or columns) of A
2. Multiplication of a row (or column) by a non zero scalar c.
3. Addition of scalar multiple of one row (or column) to another row (column

Remark:
When operations are applied to rows, the elementary operations are said to be elementary row operations
otherwise elementary column operations.
Notation:
 The interchanging of the i th row and j th row is denoted by Rij .
 Multiplication of the i th row by a non-zero scalar c is denoted by αRi
 Addition of a scalar α times the i th row to the r th row is denoted by
αRi + Rr .
Definition: A matrix B of order m x n is said to be row equivalent to matrix A of order m x n
If and only if B can be obtained by subjecting A to a finite number of elementary row operations.
(Notation: A ≡ r B or A ≅ r B ).
Remark: 1. A ≡ r A 2. A ≡ r B ⇒ B ≡ r A 3. A ≡ r B and B ≡ r C ⇒ A ≡ r C

 1 1 4 3  2 4 8 6
Example: Let A =  2 1 3 2  and B =  1 − 1 2 3  , one can show that A ≡ r B .
 1 − 1 2 3  4 − 1 7 8
   
Row reduced echelon form of Matrices
Definition: An m x n matrix A is said to be in row reduced echelon form iff it satisfies the following
4 properties:
1. All zero rows, if there are any, are at the bottom of the matrix.
2. The first non – zero entry of each non – zero row is 1, called the leading entry of its row.
3. If Ai and Ai+1 are successive non – zero rows of A then the leading entry of Ai+1 is to the right
of that of Ai.
4. If a column of A contains a leading entry of some row vector of A, then all the other entries
in that column is zero.
A matrix satisfying only conditions (1), (2), and (3) is said to be in row echelon form

________________________________________________________________________________________________
Applied Mathematics I Page 5 of 19
1 2 3 4
1 0 
3 4 
 1 0 0 0 1 0 1 2 0 4 0 1 − 2 5 ,
 0 1 − 2 5 
Example: 1.  0 0 0  ,  1 0 0  ,  0 2 − 2 5  , 0
 0 0 1  0 0 0  0 0  1 2 2
0 0 1 2
     1 2 0 0 0 
 
 0 0 0
 0 1
All the above matrices are not in row reduced echelon form. However the last one is in row
echelon form.

Example: 2 The following matrices in row echelon form.


1 4 3 9  1 0 0 0 1 2 3 0
 0 1 7 − 6 0 1 0 0 0 1 5 0
 0 0 1 − 1 0 0 0 0 0 0 0 1
     
Example:3. The following matrices are row reduced echelon form.

 0 1 − 2 0 1
 
 1 0 0 7  1 0 0 0 0 0 1 3
 0 1 0 5 0 1 0
 0 0 1 1  0 0 1 0 0 0 0 0
     
0 0 
 0 0 0 
Proposition: Every non – zero m x n matrix A is row equivalent to a matrix in row echelon form.

Proof: We proceed by induction on m. Assume the hypothesis is true for an (m-1) x n matrix.
Consider the first non – zero column vector A j of A. Let the first non – zero entry of column A j
occur at the ith row. Interchanging, if necessary this row, Ai with the 1st row, A1 we get a matrix
B = (bi j )
Now, since b 1 j ≠ 0 ( as b 1 j is assumed to be the first non – zero entry), multiply 1st row of B by
1
in order to get C = (ci j ) , where c 1 j = 1.
b1 j
If c 1 j ≠ 0 for some 1 < j ≤ n, then we can make it be zero by adding - c 1 j (C1) corresponding to
the each row Cj.

Next, ignoring the first row i.e. we consider the matrix of order (m-1) x n, but by our inductive
hypothesis we have that this new matrix is in row echelon form. Then in combination with the
above argument we see that the m x n matrix A is in row echelon form. The principle of
mathematical induction completes the proof.

0 2 3 −4 1
 
0 0 2 3 4
Example: Find a row echelon form of A =  , which is row equivalent to A.
2 2 −5 2 4
 
2 0 −6 9 7 

Proposition: Every non – zero m x n matrix A is row equivalent to a matrix in row reduced echelon
form.

________________________________________________________________________________________________
Applied Mathematics I Page 6 of 19
Proof: Let A be an m x n non – zero matrix. By the above proposition we can find a matrix in
row echelon form, which is row equivalent to A.

Suppose the leading entry of the the ith row occur in the Cj. By adding a suitable multiple of row to rows
i -1, i - 2, …, 1 all the entries of column Cj becomes zero except the leading entry of row i, which is 1.
This then completes the proof.

Exercise: Find the matrix in row reduced echelon form which is row equivalent to matrix A in the above
exercise.

This process of reducing using elementary row operations is called row reduction or Gaussian
elimination which can solve systems of linear equations, invert matrices, and reveal other useful
information about matrices.

Rank of a Matrix using elementary operations


Definition: The maximum number of linearly independent row vectors (or column vectors) of a matrix
A is called the rank of A and is denoted by rank (A).
Note: The rank of A is the dimension of the row space of A.
 1 0 0
Example: The rank of A =  0 1 0  is 3 since A1 = (1,0,0) , A2 = (0,1,0) and A3 = (0,0,1) forms a
 0 0 1
 
basis for the row space of A or simply, they are linearly independent.
−1 0 2 − 2
Example: The rank of A =  3 0 − 6 6  is 2 , since A2 = -3A1,which linearly dependent. The
 0 1 7 11
 
maximum number of linearly independent row vectors o matrix A is A1 or A2 and A3 .

Example: Given that the reduced row echelon form of

 1 1 5 1 4  1 0 2 0 − 1
A = 2 −1 1 2 2  equal to B =  0 1 3 0 2
 3 0 6 0 − 3  0 0 0 1 3
   
Find basis for the row space of A.

Solution: (1, 0, 2, 0, 1); (0, 1, 3, 0, 2) and (0, 0, 0, 1, 3) form a basis for the row space of A. Thus the
rank(A) = 3.

2.4 Definition of determinant


Definition: If A is an n x n matrix over a field K, then determinant of A is a specific scalar or
number in (k)
Notation: The determinant of a n-square matrix is defined by one of the ff notations:
Det (A) or D (A) or A or D (A 1 , A 2 , L A n ) , where A 1 , A 2 , L A n are column vector of A.

Remark:

________________________________________________________________________________________________
Applied Mathematics I Page 7 of 19
i) Det (A) defined only for square matrix.
ii) The determinant of an n-square matrix will be called determinant of order n.

Determinants of 2x2 and 3x3 matrices:


i) Determinants of 2x2 matrices:

a a12 
Definition : Let A =  11  be a 2 x 2 matrix. The determinant of A is defined to be
a 21 a 22 
a11 a12
Det (A) or D (A) or |A| or = a11 a 22 − a12 a 21
a 21 a 22
Example: Find the determinant of the following
− 2 1  − 2 − 3 3 − 2
i) A =  . ii) B = 4 . iii) C = 3 − 2 .
 1 4  5   
Solution :
−2 1
i) | A | = = − 8 − 1 = −9
1 4
−2 −3
ii ) | B | = = − 10 + 12 = 2
4 5
3 −2
iii ) | C | = = −6+6 = 0
3 −2

Note that: Determinant of a matrix can be positive, zero or negative.

Ex: Find the value of x for which


x x
=0 Ans x = 0 or x = 2
4 2x

ii. Determinant of 3x3 Matrices.


 a11 a12a13 
Definition: Let A = (aij )3x 3 a
 21 a 22 a 23 
a 31 a 32 a33 
Let Aij (i = 1, 2 , 3 and j = 1,2 , 3) be 2x2 matrix of A obtained by deleting the i th row and j th column of A.
det( A) = (−1)1+1 a11 D( A11 ) + (−1)1+ 2 a12 D( A12 ) + (−1)1+3 a13 D( A13 ). Where (a11 , a12 , a13 ) is called the
row expansion. It is known as expansion by first row.
Consider an n-square matrix A = (a ij ) . Let Aij denote the (n-1) square sub matrix obtained by deleting its
i th row and j th column.
1. The determinant, det( Aij ) is called the minor of the element of a ij of A.
2. (−1) i + j det( Aij ) is called the cofactor of a ij . cij = (−1) i + j det Aij .

________________________________________________________________________________________________
Applied Mathematics I Page 8 of 19
Remark:
i) One can use expansion by any row or any column to determine determinant of A. For instance, if we
fix second column of A, we can expand as :

 a11 a12 a13 


A = a 21 a 22 a 23 
 a31 a 32 a33 

Det ( A) = (−1)1+ 2 a12 Det ( A12 ) + Det ( A) = (−1) 2+ 2 a 22 Det ( A22 ) + Det ( A) = (−1) 3+ 2 a 32 Det ( A32 ) . It is
expansion by second column.
3
= ∑ (−1) i + 2 a i 2 det( Ai 2 ) .
i =1
ii) The sign + or - can be determined using the pattern:
+ − + 
− + −
 
+ − + 
1 2 0
Example: 1 Find the determinant of A, where A = 3 5 − 1
4 − 2 2 

Solution: Observe that the 1st row and the 3rd column A contain 0. So it is easier to use expansion by
first row or third column.
If we expansion by 1st row, we will use a11 = 1, a12 = 2 , a13 = 0 .
 5 − 1
And A11 =   by deleting the 1st row and 1st column.
− 2 2 
 5 − 1
⇒ det( A11 ) =  = 10 − 2 = 8
− 2 2
3 − 1
Similarity, A12 =   by deleting 1st row and 2nd column
4 2 
3 −1
⇒ det( A12 ) = = (3)(2) − (4)(−1) = 6 + 4 = 10.
4 2
3 5 
And A13 =   by deleting 1st row and 3rd column
4 − 2
3 5
⇒ det( A13 ) = = (3)(−2) − (5)(4) = − 26.
4 −2
Hence
det ( A) = (−1)1+1 a11 det( A11 ) + (−1)1+ 2 a12 det( A12 ) + (−1)1+3 a13 det( A13 )
= (1)(1)8 + (−1) (2) (10) + (1)(0)(−26)
= 8 − 20 + 0 = − 12 .

________________________________________________________________________________________________
Applied Mathematics I Page 9 of 19
1 0 2
Example 2: Fine the determinant of B, where A = 3 − 2 4
5 0 7 
Solution:
Because the second column of B contains two zeros, it is easier to use expansion by 2nd column.
b12 = 0 , b22 = −2 , a32 = 0
det ( B) = (−1)1+ 2 b12 det( B12 ) + (−1) 2+ 2 a 22 det( B22 ) + (−1) 3+ 2 a32 det( B32 )
3 4 1 2 1 2
= (−1)(0) + (1)(2) + (−1)(0)
Then 5 7 5 7 3 4
= 0 + (−2) (7 − 10) + 0
= (−2)(3) = 6 .

Note that: If a row or a column of a matrix is a zero vector, then the determinant of the matrix is 0.

Exercise: Evaluate A

1 2 34
0 3 1 2
A = 
1 3 2 1
 
4 2 − 1 0

Properties of determinants of matrices order 3


1. The determinant of a triangular matrix is the product of elements of the main diagonal.

Proof:
a11 a12 a13 
Let A =  0 a 22 a 23  , then
 0 0 a33 

a 22 a 23 a a13 a a13
| A | = a11 − 0 12 + 0 12
0 a33 0 a33 a 22 a 23
= a11 (a 22 a33 ) − 0 + 0
= a11 a 22 a 33
Therefore determinant of A the product of its diagonal elements.
1 2 3
Example : A = 0 4 5 , then | A | = 1x 4 x6 = 24
0 0 6
2. The determinant of a matrix and its transpose are equal. i.e. A = A t

________________________________________________________________________________________________
Applied Mathematics I Page 10 of 19
Proof: Let

 a11 a12 a13   a11 a 21 a31 


 
A = a 21 a 22 
a 23  , then A = a12 a 22 a32 
a 31 a32 a 33  a13 a 23 a3 3 

If we apply expansion by first row of A, we get.


a a 23 a a 23 a a 22
| A | = a11 22 − a12 21 + a13 21 = At (If we apply expansion by first column of A t ).
a32 a 33 a31 a 33 a31 a 32

Therefore, | A | = | A t |
3. If matrix B is formed from matrix A by interchanging two rows or two column, then
det(B) = −det( A) .
Proof: Exercise
4. If matrix B is obtain from matrix A by multiplying the elements of any row or column by scalar K,
Then B = k A
 a11 a12 a13 
 
Proof: Let A =  a 21 a 22 a 23  a new matrix B obtained by multiplying the second row of A by a
a 
 31 a32 a 33 
scalar k.
 a11 a12 a13 
 
i.e. B =  ka 21 ka 22 ka 23 
a a33 
 31 a 32
ka 22 ka 23 ka ka 23 ka ka 22
det( B) = a11 − a12 21 + a13 21 (Expansion by 1st row of B)
a32 a 33 a31 a33 a 31 a32
= a11 (ka 22 a 33 − ka 23 a 32 ) − a12 (ka 21 a33 − ka 23 a 31 ) + a13 (ka 21 a 32 − ka 22 a31 )

a 22 a 23 a a 23 a a 22
= k[a11 − a12 21 + a13 21 ] = kdet(A)
a32 a 33 a 31 a33 a31 a 32
5. The determinant of a matrix with two identical row vectors or two identical column vectors is zero.
 a11 a12 a12 
 
Proof: Let A =  a 21 a 22 a 22  be a matrix whose second and third columns are identical.
a 
 31 a32 a 32 
Let B be a matrix formed by interchanging second and third columns of A, then B = A and hence by
property (3), det(B) = −det( A)
From B = A , we have det(B) = det( A)
Therefore, det(B) = det( A) = −(detA)
⇒ 2det( A) = 0 ⇒ det( A) = 0

________________________________________________________________________________________________
Applied Mathematics I Page 11 of 19
6. If matrix B is obtained from matrix A by adding a multiple of a row (or a column) to another row
(or column), then det(B) = det( A) .

Exercise: Find determinants of the following matrices:


1 2 3 
a) A = 0 4 5 ,
0 0 6
 − 3 4 5
b) B =  2 8 7  ,
 − 3 4 5

2.5 Adjoint and Inverse of a matrix


Definition:
a) If A is a square matrix, then the minor of a ij , denoted by M ij , is the determinant of the sub
matrix formed by deleting the i th and the j th column of A .
b) If A is a square matrix, then the cofactor of a ij , denoted by C ij , is the number
C ij = (−1) i + j M ij
c) Let A be an nxn matrix and C ij be the cofactor of a ij . The matrix of cofactors from A is,
 C11 C12 L C1n 
 
 C 21 C 22 L C2n 
 M M O M 
 
C Cn2 L C nn 
 n1
The adjoint of A is the transpose of the matrix of cofactors and is denoted by Adj A .
 4 2 1
 
Example: 1 Find the adjoint of matrix A, where A =  − 1 3 3 
 − 2 0 5
 
Solution:
We need to find cofactors for each of the entries from this matrix.
3 3
C11 = (−1)1+1 det( A11 ) = (1) = 15 − 0 = 15
0 5
−1 3
C12 = (−1)1+ 2 det( A12 ) = (−1) = −(−5 − (−6)) = −1
−2 5
−1 3
C13 = (−1)1+ 3 det( A13 ) = (1) = (0 − (−6)) = 6
−2 0

________________________________________________________________________________________________
Applied Mathematics I Page 12 of 19
Similarity, C 21 = −10 , C 22 = 22 , C 23 = −4 , C 31 = 3 , C 32 = −13 , C 33 = 14
 15 − 1 6
 
Therefore, the matrix of cofactor is  − 10 22 − 4  .
 3 − 13 14 
 
 15 − 10 3
 
The adjoint is then, Adj(A) =  − 1 22 − 13 
 6 −4 14 

Definition: A square matrix A ∈ M n x n (R ) is called non - singular or invertible if there exists a matrix
B ∈ M n x n (R ) such that AB = I n = BA .
Any matrix B with the above property is called an inverse of A . If A does not have an inverse, A is
called singular.
Theorem (Inverses are unique)
If A has inverses B and C , then B = C .
Proof:
Let B and C be inverses of A .
Then AB = I n = BA and AC = I n = CA .
Then B ( AC ) = BI n = B and ( BA)C = I n C = C .
Hence because B ( AC ) = ( BA)C we deduce that B = C .

Remark: 1. If A has an inverse, it is denoted by A −1 . So AA −1 = I n = A −1 A . Also if A is non-singular, it


follows that is also non-singular ( A −1 ) −1 = A
2. If A is invertible, then A n is invertible and ( A n ) −1 = A −1 ( ) n
(Verify!)

Theorem: If A and B are non - singular matrices of the same size, then so is AB . Moreover
( AB ) −1 = B −1 A −1

Proof: ( AB ) ( B −1 A −1 )= A( BB −1 ) A −1 = AI n A −1 = AA −1 = I n :
Similarly ( B −1 A −1 ) ( AB ) = B ( A −1 A) B −1 = BI n B −1 = BB −1 = I n .
Remark: The above result generalizes to a product of m non-singular matrices: If A1 , A2 , L , Am are
non-singular n x n matrices, then the product A1 . A2 L . Am is also non-singular. Moreover
( A1 . A2 , L Am ) −1 = Am−1 .L A1−1 .
Thus the inverse of the product equals the product of the inverses in the reverse order.

Example: If A and B are n x n matrices satisfying A 2 = B 2 = ( AB ) 2 = I n , prove that AB = BA .


Solution: Assume A 2 = B 2 = ( AB ) 2 = I n
Then A, B, and AB are non - singular and A −1 = A ; B −1 = B ; ( AB ) −1 = AB . But
( AB ) −1 = B −1 A −1 and hence AB = BA .

________________________________________________________________________________________________
Applied Mathematics I Page 13 of 19
Determining inverse using adjoint of a matrix
1
Theorem: If A is an invertible matrix, then A −1 = adj ( A) .
det( A)
1 2 3
 
Example: Find the inverse of A , Where A =  3 2 3  .
1 1 2
 
Solution:
1 2 3
2 3 3 3 3 2
det ( A) = 3 2 3 = (1) − ( 2) + (1)
1 2 1 2 1 1
1 1 2
= (1)(4 − 3) − (2)(6 − 3) + (1)(3 − 2)
= 1− 4 +1
= −2 , Since det ( A) = −2 ≠ 0 , then A −1 exists.
To find adj ( A) , first determine cofactor of matrix A
2 3 3 3
C11 = (−1)1+1 det( A11 ) = (1) = 4 − 3 = 1 , C12 = (−1)1+ 2 det( A12 ) = (−1) = −(6 − 3) = −3
1 2 1 2
3 2
C13 = (−1)1+ 3 det( A13 ) = (1) = (3 − 2) = 1 ,
1 1
2 3 2 3
C 21 = (−1) 2+1 det( A21 ) = (−1) = −(4 − 3) = −1 , C 31 = (−1) 3+1 det( A31 ) = (1) = 6−6 = 0
1 2 2 3

1 3 1 3
C 22 = (−1) 2+ 2 det( A22 ) = (1) = 2 − 3 = −1 , C 32 = (−1) 3+ 2 det( A32 ) = (−1) = −(3 − 9) = 6
1 2 3 3

1 2 1 2
C 23 = (−1) 2+ 3 det( A23 ) = (−1) = −(1 − 2) = 1 , C 33 = (−1) 3+ 3 det( A33 ) = (1) = 2 − 6 = −4
1 1 3 2

 1 −3 1  1 −1 0
   
Cofactor of matrix A is  − 1 − 1 1  . Then, Adj(A) =  − 3 − 1 6
 0 6 − 4  1 1 − 4 
  

 1 −1 0   −1 2 1 2 0 
1 1    
Thus, A −1 = adj ( A) = − 3 −1 6 =  3 2 12 − 3
det( A) −2   
 1 1 − 4  −1 2 −1 2 2 

2.6 System of linear equations


Definition: An arbitrary system of m − linear equations in n − unknowns will be written
a11 x1 + a12 x 2 + L + a1n x n = b1

________________________________________________________________________________________________
Applied Mathematics I Page 14 of 19
a 21 x1 + a 22 x 2 + L + a 2 n x n = b2
(1)
M M M M
a m1 x1 + a m 2 x 2 + L + a mn x n = bm
Where x1 , x 2 , L , x n are the unknowns a ij and b j are real numbers, i = 1, 2 , L , m and
j = 1, 2 , L , n .
An equation (1) is called a non-homogeneous system of linear equations. If b1 = b2 = L = b m = 0 , then
system (1) is called homogenous system of linear equations.
Matrix form of system (1) is written:
 a11 a12 L a1n  x1   b1 
    
 a 21 a 22 L a 2 n  x 2   b2 
Ax = b ⇒  =
M M M  M   M 
    
a    
 m1 a m 2 L a mn  x n   bm 
 a11 a12 L a1n b1 
 
 a 21 a 22 L a 2 n b2 
The matrix  is called augmented matrix of the system.
M M M M 
 
a a L a b 
 m1 m2 mn m

Remark: The homogenous system ( i.e. with b1 = b2 = L = bm = 0 ) has always a solution namely the
zero n-tuple (0 , 0 , L , 0) called the zero or trivial solution. Any other solution, if it exists called a non-
zero or non-trivial solution.
2.6.1 Gauss-Jordan Reduction
We now describe the GAUSS-JORDAN ALGORITHM. This is a process which starts with a given
matrix A and produces a matrix B in reduced row-echelon form, which is row-equivalent to A. If A is
the augmented matrix of a system of linear equations, then B will be a much simpler matrix than A from
which the consistency or inconsistency of the corresponding system is immediately apparent and in fact
the complete solution of the system can be read.

Example: To solve
x + y - 2z = -2
y + 3z = 7
x - z = -1

Solution: The augmented matrix of the system is

1 1 −2 − 2
0 1 3 7
 1 0 −1 − 1

We can start by going to echelon form as usual:

1 1 −2 − 2 r ← r −r  1 1 − 2 − 2 r ← r + r  1 1 − 2 − 2
0 1 3 7  
3  1→  0
3  1 3 7  
3 
3 
 2→  0 1 3 7
 1 0 −1 − 1 0 −1 1 1 0 0 4 8 
  

________________________________________________________________________________________________
Applied Mathematics I Page 15 of 19
We can keep going to a second stage by making the leading entries into ones

r3 ← 1 r3 1 1 − 2 − 2
 2 →  01 3 7
0 0 1 2 

And then we use the leading entries to eliminate all of the other entries in each column by pivoting
upwards in order to get a reduced echelon form.
The elementary row operations are then r2 ← r2 − 3r3 , r1 ← r1 + 2r3 and r1 ← r1 − r2 , which results in
the row reduced echelon form

1 0 0 1
0 1 0 1
0 0 1 2 

The answer is then x = 1, y = 1, and z = 2.

Gaussian elimination coupled with back-substitution solves linear systems, but it’s not the only method
possible.

2.6.2 Cramer’s rule for solving system of linear equations

Let A1 , A 2 , L , A n be column vectors such that D( A) ≠ 0 and let B be a column vector. If x1 , x 2 , L , x n


are numbers such that
x1 A1 + x 2 A 2 + L + x n A n = B

That is

a11 x1 + a12 x 2 + L a1n x n = b1


a 21 x1 + a 22 x 2 + L a 2 n x n = b2
...
a n1 x1 + a n 2 x 2 + L a nn x n = bn
Then for each j = 1, 2 , L , n we have:

a11 L b1 L a1n
a12 L b2 L a 2n
M M M
D( A 1 , K , B, K , A n ) a n1 L bn L a nn
xj = Or xj = .
D( A ) a11 L a1 j L a1n
a12 L a2 j L a 2n
M M M
a n1 L a nj L a nn

________________________________________________________________________________________________
Applied Mathematics I Page 16 of 19
Theorem: (Cramer’s rule)
Suppose that A is an nxn invertible matrix. Then the solution to the system AX = B is given by:
det( A1 ) det( A2 ) det( An )
x1 = , x2 = , L, xn = .
det( A) det( A) det( A)
Where Ai is the matrix formed by replacing the i th column of A by B .

Example: using Cramer’s rule solve the system of linear equations:


3x + y – z = 0
x+y+z=0
y–z=1

 3 1 − 1  x
   
Solution: The above equation can be written as AX = B , where A =  1 1 1 , X =  y 
 0 1 − 1 z
   
 0
 
and B =  0  .
1
 
1 2 1
Thus, since D( A) = −6 , we have x = − , y = and z = − . (Verify?)
3 3 3

2.7 Eigen values and Eigen vectors

Definition: Let A be a square matrix of order n having elements a ij ( i = 1, 2 , L , n , j = 1, 2 , L , n ).


Now, to find a vector X and a constant λ such that the equations:
AX = λX L (1)
Then λ is called eigenvalue and X is an eigenvector.
Equation (1) can be written as
( A − λI ) X = 0 L ( 2)
Equation (2) represents a set of homogenous linear equations
(a11 − λ ) x1 + a12 x 2 + L + a1n x n = 0
a 21 x1 + (a 22 − λ ) x 2 + L + a 2 n x n = 0
M M M
a n1 x1 + a n 2 x 2 + L + (a nn − λ ) x n = 0
A non-trivial solution to system (2) exists if and only if det ( A − λI ) = 0

i.e.

________________________________________________________________________________________________
Applied Mathematics I Page 17 of 19
a11 a12 L a1n
a a 22 L a2n
det ( A − λI ) = 21 =0 L (3)
M M O M
a n1 an 2 L a nn
(3) is a polynomial equation of degree n in λ .
Note:
i. .The matrix A − λI is called characteristic matrix of A which is obtained by subtracting λ from
matrix A
ii. The determinant A − λI when expanded will give a polynomial of degree n in λ which is
called the characteristic polynomial of matrix A.
iii. the equation A − λI = 0 is called characteristic equation of matrix A.
iv. The roots λ1 , λ 2 , L , λ n of the characteristics equations are called characteristics roots or
eigenvalues.
v. Corresponding to each characteristics root λ , there corresponds non-zero vector X which
satisfies the equation ( A − λI ) X = 0 . The non-zero matrix X are characteristics vectors or
eigenvectors.
 3 2
Example: 1 Find the eigenvalues and the corresponding eigenvectors of the matrix A =   .
 − 1 0 
Solution: The characteristic equation A − λI = 0
3−λ 2 3−λ 2
A − λI = = = −λ (3 − λ ) + 2 = 0
−1 0−λ −1 −λ
⇒ λ2 − 3λ + 2 = 0 ⇒ (λ − 1)(λ − 2) = 0 or ⇒ λ = 1 or λ = 2
Therefore, the solution of this equations are λ = 1 or λ = 2 .
Thus, λ = 1 and λ = 2 are eigenvalues of A.
 2 2  x1   0 
For λ = 1 , ( A − λI ) X = 0 becomes    =  
 − 1 − 1 x 2   0 
2 x1 + 2 x 2 = 0
⇒ ⇒ x1 = − x 2
− x1 − x 2 = 0
 x1   − x 2   − 1
Then X =   =   = x 2  
 x2   x2   1
For x 2 = 1 , the eigenvector corresponding to λ = 1 is X = (− 1,1)
t

1 2  x1   0 
For λ = 2 , ( A − λI ) X = 0 becomes    =  
 − 1 − 2  x 2   0 
x1 + 2 x 2 = 0
⇒ ⇒ x1 = −2 x 2
− x1 − 2 x 2 = 0
 x   − 2 x2   − 2
X =  1  =   = x 2  
 x2   x 2   1
For x 2 = 1 , the eigenvector corresponding to λ = 2 is X = (− 2 ,1)
t

________________________________________________________________________________________________
Applied Mathematics I Page 18 of 19
 − 2 1 1
 
Exercise: Find the characteristic equation of the matrix A =  − 6 1 3  . Also, find the eigenvalues
 − 12 − 2 8 
 
and eigenvectors.
Properties of eigenvalues and eigenvectors
1. The sum of an eigenvalue of a matrix A is the sum of the elements of its principal diagonal.
2. If λ is an eigenvalue of a matrix A, then 1 λ is the eigenvalue of A -1 .
3. Eigenvectors corresponding to distinct eigenvalues of a matrix are linearly independent.

________________________________________________________________________________________________
Applied Mathematics I Page 19 of 19

You might also like