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MA11010

FURTHER ALGEBRA AND CALCULUS

Dave Binding
Room: W11
Tel: 2775
E-mail: dmb

For access to module notes and


information:

http://users.aber.ac.uk/dmb/

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COURSE CONTENT
Background
Information sources.

Matrix Algebra
Matrix operations (addition, scalar multiplication, matrix
multiplication, transposition, inversion). Special types of
matrices (zero, identity, diagonal, triangular, symmetric, skew-
symmetric, orthogonal). Row equivalence.

Linear equations
Systems of linear equations. Coefficient matrix, augmented
matrix. Elementary row operations. Gaussian and Gauss-Jordan
elimination.

Determinants
Properties of determinants. Computation of determinants.

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COURSE CONTENT
Partial derivatives
Functions of several variables. Partial Derivatives.
Differentiability and linearisation. The chain rule. Critical points.
Change of variables - the Jacobian.

Multiple integrals
Riemann sums and definite integrals. Double integrals in
rectangular coordinates; areas. Substitution in multiple
integrals.

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LITERATURE AND OTHER INFORMATION
SOURCES

The Physical Sciences


Library

“Just the Maths”


Course notes by A J Hobson
(Ex University of Coventry)
http://www.mis.coventry.ac.uk/jt
m

‘mathcentre’ - Self-study
resources targetted at
individual courses
http://www.mathcentre.ac.uk

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CALCULATORS

Calculators are NOT permitted

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MATRICES
An m x n matrix A is an array of elements made up with m
rows and n columns:
 a11 a12 a13 . . . . a1n 
a . . . . a2n 
 21 a22 a23
 a31 a32 a33 . . . . a3 n 
 
A . . . . . . . . 
 . . . . . . . . 
 
 . . . . . . . . 
a . . . . amn 
 m1 am 2 am 3
aij is the element in i-th row and j-th column. That is, the
first index refers to the row number and the second index
refers to the column number.

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MATRICES
m x n is referred to as the shape of the matrix.
Short-hand notation: A = [aij]
If the entries belong to a field of scalars K, then A is said
to be defined over the field K.
The main diagonal consists of the elements aii.
If m = n the matrix is square.
If n = 1 the matrix is referred to as an m-vector.

Special matrices:
Zero matrix,
All-one matrix,
Identity matrix.

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ZERO MATRIX
The zero m x n matrix is an array of elements made up
with m rows and n columns with all elements being equal
to zero:

0 0 0 . . . . 0
0 0 0 . . . . 0

0 0 0 . . . . 0
 
0  . . . . . . . .
. . . . . . . .
 
. . . . . . . .
0 0 0 . . . . 0

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ALL-ONE MATRIX
The all-one m x n matrix is an array of elements made up
with m rows and n columns with all elements being equal
to 1:

1 1 1 . . . . 1
1 1 1 . . . . 1

1 1 1 . . . . 1
 
. . . . . . . .
. . . . . . . .
 
. . . . . . . .
1 1 1 . . . . 1

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ALL-ONE MATRIX
The identity n x n matrix is a square array of elements
made up with n rows and n columns with all elements on
the principal diagonal being equal to 1 and all other
elements being equal to zero:

1 0 0 . . . 0
0 1 0 . . . . 

0 0 1 . . . .
 
In   . . . . . . .
. . . . . . .
 
. . . . . . .
0 0 0 . . . 1

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MATRIX OPERATIONS

Equality:

If A is an m x n matrix and B is an p x q matrix, then A = B


if and only if m = p, n = q and aij = bij for all i,j.

That is, for two matrices to be equal, their shapes must


be the same and the corresponding elements must all be
equal.

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MATRIX OPERATIONS

Scalar multiplication:
If A is an m x n matrix and if  is a scalar then A = [aij]

i.e:  a11 a12 a13 . . . . a1n 


 a . . . . a2n 
 21 a22 a23
 a31 a32 a33 . . . . a3 n 
 
A   . . . . . . . . 
 . . . . . . . . 
 
 . . . . . . . . 
a . . . . amn 
 m1 am 2 am 3

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MATRIX OPERATIONS

Sum:
If A and B are m x n matrices (they must have the same
‘shape’), then A + B = [aij + bij]

 a11  b11 a12  b12 a13  b13 . . . . a1n  b1n 


 a b a2n  b 2n 
 21 21 a22  b 22 a23  b 23 . . . .
 a31  b 31 a32  b 32 a33  b 33 . . . . a3 n  b 3 n 
 
AB   . . . . . . . . 
 . . . . . . . . 
 
 . . . . . . . . 
a  b amn  b mn 
 m1 m1 am 2  b m 2 am 3  b m 3 . . . .

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MATRIX OPERATIONS

Difference:
If A and B are m x n matrices (they must have the same
‘shape’), then A  B = [aij  bij]

 a11  b11 a12  b12 a13  b13 . . . . a1n  b1n 


 a b a2n  b 2n 
 21 21 a22  b 22 a23  b 23 . . . .
 a31  b 31 a32  b 32 a33  b 33 . . . . a3 n  b 3 n 
 
A B   . . . . . . . . 
 . . . . . . . . 
 
 . . . . . . . . 
a  b amn  b mn 
 m1 m1 am 2  b m 2 am 3  b m 3 . . . .

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MATRIX OPERATIONS

Transpose: If A is an m x n matrix, the transpose of A is


an n x m matrix formed by interchanging the rows and
columns, i.e: [AT]ij = [aji]

i.e: a11 a21 a31 . . . . am1 


a a22 a32 . . . . am 2 
 12
a13 a23 a33 . . . . am 3 
 
AT   . . . . . . . . 
 . . . . . . . . 
 
 . . . . . . . . 
a a2n a3 n . . . . amn 
 1n

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MATRIX OPERATIONS

Product: If A is an m x n matrix and B is a n x p matrix,


then the product AB exists and is an m x p matrix defined
by:
n

 AB   aik bkj 
 k 1 

Note: The no. of columns of A must be the same as the


no. of rows of B

Often, a summation convention is used: When an index is


repeated in a given term it indicates a sum over the
relevant range of integers. Thus the summation sign can
be omitted:
 AB ij  aik bkj
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MATRIX OPERATIONS

Product: If A is an m x n matrix and B is a n x p matrix,


then the product AB exists and is an m x p matrix defined
by: n
 
 AB   aik bkj 
 k 1 

Written out more fully, the i,j element in the product is:

 AB ij  ai 1b1j  ai 2b2 j ai 3b3 j .....  ain bnj

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MATRIX OPERATIONS
 1 1 0 2 1 

Example: Let A  2 0 1 and
 0  1
  B  
3  1 2  1 2 

Then AB is a 3 x 2 matrix:
. .
AB  . .
. .

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MATRIX OPERATIONS
 1 1 0 2 1 

Example: Let A  2 0 1 and
 0  1
  B  
3  1 2  1 2 

Then AB is a 3 x 2 matrix:
. . 
AB  . . 
. 8
The entry (AB)32 is calculated by taking the scalar
product of the 3rd row vector in A with the 2nd column
vector in B:
i.e: (AB)32 = (3 x 1) + (-1 x -1) + (2 x 2) = 8.

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MATRIX OPERATIONS
 1 1 0 2 1 

Example: Let A  2 0 1 and
 0  1
  B  
3  1 2  1 2 

Then AB is a 3 x 2 matrix:
2 0 
AB  5 4
8 8 
Repeat the process for all elements.

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RULES OF MATRIX ALGEBRA

If A, B and C are matrices and  and  are scalars, then:

     A  A  A    A    A 
  A  B   A  B   AB   A  B  A B

1A  A,  1A   A

AB B A Commutative law.

 A  B  C  A   B  C Associative law for addition.

A  0  A, A    A   0

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RULES OF MATRIX ALGEBRA

If A, B and C are matrices and  and  are scalars, then:

 AB C  A BC Associative law for product

 A  B C  AC  BC
Distributive laws
A B  C   AB  AC

AΙ  ΙA  A
A 
T T
 A,  A  T   AT

 A  B T  AT  BT

 AB T  BT AT
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SPECIAL TYPES OF MATRICES
Assume A is a square matrix:

A is symmetric if aij  a ji ,  i , j

A is anti-symmetric (skew-symmetric) if aij  a ji ,  i , j

A is upper triangular if aij  0,  i  j

A is lower triangular if aij  0,  i  j

A is diagonal if aij  0,  i  j

A is orthogonal if AT A  AAT  I

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EXAMPLES
 1 2  1  1 1 0
A  2  3 4  B  2 0 1
0  4 5  3  1 2

 1 2  1  1 1 0  2 3  1
A  B  2  3 4   2 0 1   4  3 5 
0  4 5  3  1 2 3  5 7 

 1 2  1  1 1 0  0 1  1
A  B  2  3 4   2 0 1   0  3 3 
0  4 5  3  1 2   3  3 3 

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EXAMPLES
 1 2  1 1 2 0
A  2 3 4  AT   2 3  4
0  4 5    1 4 5 
Notice that:
2 4  1
A  AT   4 6 0  (Symmetric)
  1 0 10 
0 0  1
A  AT  0 0 8  (Anti-symmetric)
 1  8 0 

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EXAMPLES
 1 1 0 1
 1 2 3
A  B  2 0 1 C    1
  1 0 1 3  1 2  2 

 1 1 0
 1 2 3   14  2 8
AB     2 0 1   
  1 0 1  2  2 2 
 3  1 2 

(The product BA does not exist)

 1 1 0  1  0 
BC  2 0 1   1   4
3  1 2  2  8 

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EXAMPLES

1 0 2   1 0 0  1 0 0
A  0 2  4 B  2 0 0 C  0 0 0
0 0  1 3  1 2 0 0 2

A is an upper triangular matrix and B is a lower triangular


matrix. C is a diagonal matrix.

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EXAMPLES
 1 0 2  1 1 0
A    3 2  4 B  2 0 1
 3  1 0  3  1 2

 1 0 2   1 1 0  7  1 4 
AB    3 2  4 2 0 1    11 1  6
 3  1 0  3  1 2  1 3  1
 1 2 3   1  3 3   7  11 1 
BT AT   1 0  1 0 2  1    1 1 3 
0 1 2  2  4 0   4  6  1

This verifies  AB T  BT AT for this particular example.


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INVERTIBLE MATRICES
Let A be an n x n matrix. If a matrix A-1 exists, such that
AA-1 = A-1A = I then A is said to be invertible (non-
singular) and A-1 is the inverse of A. If the inverse does
not exist then A is said to be singular.

An invertible matrix has a unique inverse.


Proof: Let B and C be inverses of A. Then:
AB = BA = I, AC = CA = I
Hence: B = BI = B(AC) = (BA)C = IC = C

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INVERTIBLE MATRICES

a b 
A 2 x 2 matrix A  is invertible if and only if:
 c d 

ad  bc  0

In this case, the inverse is:

1 1  d  b
A 
 ad  bc   c a 

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INVERTIBLE MATRICES

 d  b
Proof: Let M    and   ad  bc
 c a 
1 1  1 0
If   0 then: MA  AM  0 1 as required.
   
If 0 then MA  AM  0
Hence, if A is invertible:
MAA 1  0A 1  M  0  a  b  c  d  0  A  0
Therefore: I  AA 1  0A 1  0
This is a contradiction and so A is not invertible.
QED

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INVERTIBLE MATRICES
If A and B are invertible matrices then AB is invertible and
(AB)-1 = B-1A-1.

Proof:
(AB) (B-1A-1) = A(BB-1)A-1 = A(IA-1) = AA-1= I
Similarly: (B-1A-1) (AB) = I
QED

More generally, if A1, A2, A3,.....,Ar are all invertible


matrices then:

 A1A 2 A 3 ......A r  1  A r1A r11A r12 ......A11

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INVERTIBLE MATRICES
If A is an invertible matrix then AT is invertible and:

A  T 1
 A 1 T

Proof:
Since  AA    A A   I , it follows that:
1 1

 AA    A A   I
1 T 1 T

and therefore: A  A  A A   I
1 T T T 1 T

Hence A 
1 T
is the inverse of AT .
QED

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CARTESIAN DECOMPOSITION
If A is an n x n matrix then it can be written as the sum of
a symmetric matrix and an anti-symmetric matrix. The
decomposition is unique.
Proof:
A   A  A    A  AT 
1 T 1
Write
2 2

Clearly
1
 A  AT  is symmetric and
1
2
 A  AT 
2
is antisymmetric.
For uniqueness, assume that A  A sm  A asm where
A sm ,A asm are symmetric and anti-symmetric,
respectively. It is then straightforward to show that:

  A  A  , A asm   A  AT 
1 T 1
A sm
2 2 QED 34
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ORTHOGONAL MATRICES
If A and B are n x n orthogonal matrices then AB is
orthogonal.

Proof: If A and B are orthogonal then:

AT A  AAT  I BT B  BBT  I
Hence:
 AB T AB  BT  AT A B  BT IB  BT B  I
Similarly

AB AB  T
I
QED

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SOME ‘UNEXPECTED’ RESULTS

2 1  2 3 
Let A    and B    4  6
6 3  
 2 1  2 3  0 0 
Then: AB       
 6 3   4  6   0 0 
Therefore: If AB = 0 this does NOT imply that either A =
0 or B = 0.

A consequence of this is that if AB = AC, then it is not


necessary that B = C.

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SOME ‘UNEXPECTED’ RESULTS

2 1  2 3 
Let A    and B    4  6
6 3  
 2 1  2 3  0 0 
Then: AB       
 6 3   4  6   0 0 

Notice also that:


 2 3  2 1  22 11 
BA       
  4  6  6 3    44 22 
Therefore: AB is NOT necessarily equal to BA.

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SYSTEMS OF LINEAR EQUATIONS
Consider the following system of m linear equations
involving n variables xi:

a11 x1  a12 x 2  a13 x3  .....  a1n x n  b1


a 21x1  a 22 x 2  a 23 x3  .....  a 2n x n  b2
a 31x1  a 32 x 2  a 33 x3  .....  a 3n x n  b3
. . . ..... . .
. . . ..... . .
a m1x1  a m 2 x 2  a m 3 x3  .....  a mn x n  bm

This may be written more precisely as:


j n

a x
j 1
ij j  bi , i  1,....., m

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SYSTEMS OF LINEAR EQUATIONS
The matrix representation of this system is:

 a11 a12 a13 . . . . a1n   x1   b1 


a a22 a23 . . . . a2n  x  b 
 21  2  2
 a31 a32 a33 . . . . a3 n   x3   b3 
     
 . . . . . . . .   .   . 
 . . . . . . . .   .   . 
     
 . . . . . . . .   .   . 
a am 2 am 3 . . . . amn  x  b 
 m1  m  m

or:
Ax  b

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SYSTEMS OF LINEAR EQUATIONS
The ‘augmented’ matrix for the system is defined as:

 a11 a12 a13 . . . a1n b1 


a b2 
 21 a22 a23 . . . a2n
 a31 a32 a33 . . . a3 n b3 
 
 . . . . . . . . 
 . . . . . . . . 
 
 . . . . . . . . 
a bm 
 m1 am 2 am 3 . . . amn

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SYSTEMS OF LINEAR EQUATIONS
Example:

5 x  7 y  13 5 7  x  13  5 7 13
4 x  5 y  10  4 5  y   10   4 5 10
      

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SYSTEMS OF LINEAR EQUATIONS
Example:

5 x  7 y  13 5 7  x  13 
4 x  5 y  10  4 5  y   10 
    
This may be written as: Ax  b where

5 7 x 13
A  , x   , b   
 4 5 y  10

Then: A 1Ax  A 1b i.e: x  A 1b

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SYSTEMS OF LINEAR EQUATIONS
Example:

5 x  7 y  13 5 7  x  13 
4 x  5 y  10  4 5  y   10 
    
This may be written as: Ax  b where

5 7 x 13
A  , x   , b   
 4 5 y  10
1 1  5  7
The inverse of A is: A    
3  4 5 
Hence: 1  5  7 13  5 3
x      
3   4 5  10   2 
 3
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SYSTEMS OF LINEAR EQUATIONS
Example: Augmented
matrix

5 x  7 y  13 5 7  x  13  5 7 13
4 x  5 y  10  4 5  y   10   4 5 10
      
Multiply 1st equation by 4 and 2nd equation 5:

20 x  28 y  52 20 28  x  52 20 28 52


20 x  25 y  50 20 25  y   50  20 25 50
      
Replace row2 with row2row1:

20 x  28 y  52 20 28   x   52  20 28 52 
 3y   2  0  3   y     2  0  3  2
      

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SYSTEMS OF LINEAR EQUATIONS
Example: Augmented
matrix
Multiply 1st equation by 3 and 2nd by 28:

60 x  84 y  156 60 84  x  156 60 84 156 


84 y  56  0 84  y    56   0 84 56 
      
Replace row1 with row1row2:
60 x  100 60 0  x  100 60 0 100 
3y  2  0 3  y    2  0 3 2 
      
Divide row1 by 60 and row2 by 3:

x  53  1 0  x  5 3  1 0 5 
3
y  23 0 1  y    2  
     3 0 1 2 3 
 

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SYSTEMS OF LINEAR EQUATIONS
Elementary row operations:

Multiply a row by a non-zero scalar: ri  ri

Add a multiple of one row to another row: ri  ri  r j

Interchange one row with another: ri  r j

If A is an m x n matrix, then all matrices that can be


obtained from A by applying a sequence of elementary
row operations, are said to be row equivalent to A.

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SYSTEMS OF LINEAR EQUATIONS
Example: Augmented
matrix

5 x  7 y  13 5 7  x  13  5 7 13
4 x  5 y  10  4 5  y   10   4 5 10
      

r1  4r1 r2  5r2
20 x  28 y  52 20 28  x  52 20 28 52
20 x  25 y  50 20 25  y   50  20 25 50
      

r2  r2  r1
20 x  28 y  52 20 28   x   52  20 28 52 
 3y   2  0  3   y     2  0  3  2
      

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SYSTEMS OF LINEAR EQUATIONS
Example: Augmented
matrix
r1  3r1 r2  28r2
60 x  84 y  156 60 84  x  156 60 84 156 
84 y  56  0 
 84  y   56 
    0 84 56 
 
r1  r1  r2
60 x  100 60 0  x  100 60 0 100 
3y  2  0 
 3  y   2 
   0 3 2 
 
r1  r1 / 60 r2  r2 / 3
x  53  1 0  x  5 3  1 0 5 
3
      
y  23 0 1  y   2 3 0 1 2 3 
 

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ECHELON FORM OF MATRICES

A matrix is said to be in (row) echelon form if it satisfies


the following conditions:

1. All zero rows are at the bottom of the matrix.

2. The first non-zero entry in a non-zero row is called


the leading entry for that row. For each non-zero row, the
leading entry appears below and to the right of any
leading entries in preceding rows.

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ECHELON FORM OF MATRICES
A matrix is said to be in reduced (row) echelon form if it
satisfies the following conditions:

1. All zero rows are at the bottom of the matrix.

2. The first non-zero entry in a non-zero row is 1. This is


called the leading one for that row.

3. For each non-zero row, the leading one appears below


and to the right of any leading ones in preceding rows.

4.If a column contains a leading one, then all other entries in


that column are zero.

Matrices in reduced echelon for are often referred to as Hermite


matrices.
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ECHELON FORM OF MATRICES
Example:

6 0 2 3 1 0 0 0 2 0 0 2 0
0 1 1 5 3 4  0 0 0 0 3 0 0 
 
A  0 0 0 3 0 0 B  0 0 0 0 0 1  3
   
0 0 0 0 1  1 0 0 0 0 0 0 4
0 0 0 0 0 0  0 0 0 0 0 0 0 

A and B are in row echelon form.

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ECHELON FORM OF MATRICES
Example:

1 0 0 0 0 0 0 0 1 0 0 0 0
0 1 1 0 0 4  0 0 0 0 1 0 0
 
A  0 0 0 1 0 0 B  0 0 0 0 0 1 0
   
0 0 0 0 1  1 0 0 0 0 0 0 1
0 0 0 0 0 0  0 0 0 0 0 0 0

A and B are in reduced row echelon form. i.e A and B are


Hermite matrices

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PROCEDURES FOR SOLVING SYSTEMS OF
LINEAR EQUATIONS

Gaussian elimination:

Original Augmented Equivalent Solutions by


system matrix echelon back
matrix substitution

Gauss-Jordan elimination:
Equivalent
Original Augmented Hermite Write down
system matrix matrix solutions

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SOLVING SYSTEMS OF LINEAR EQUATIONS
Example: Find all solutions of the system:
x
5 x  7 y  5z  13 5 7  5   13
4 x  5 y  2z  10  4 5 2   y   10
    
z
The augmented matrix is:
5 7  5 13
4 5 2 10

r1  4r 1, r2  5 r 2 20 28  20 52
20 25 10 50

r2  r2  r1 20 28  20 52 
0  3 30  2

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SOLVING SYSTEMS OF LINEAR EQUATIONS

20 28  20 52 
0  3 30  2

r1  3r1 , r2  28r2 60 84  60 156 
0  84 840  56

r1  r1  r2 60 0 780 100 
 0  84 840  56
 
 1 0 13 5 
r1  r1 / 60, r2   r2 / 84  3
0 1  10 2 3
 
The general solution is therefore:

x  13z  5 3 , y  10z  2 3
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SOLVING SYSTEMS OF LINEAR EQUATIONS
Example: Find all solutions of the system:

2 x  3 y  2z  1 2 3 2  x   1
3 x  y  2z  5  3  1 2  y    5 
    
x  4y  z  4  1  4 1  z   4
2 3 2 1
The augmented 3  1 2 5 
matrix is:  
 1  4 1 4  1 0 0 16 
 11 
The equivalent Hermite matrix is: 0 1 0  7 11
 
 0 0 1 0 
Hence there is a unique solution:
x = 16/11, y = 7/11, z = 0.
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SOLVING SYSTEMS OF LINEAR EQUATIONS
Example: Find all solutions of the system:

2x  3y  z  2 2 3 1  x   2
3 x  y  2z  5  3  1 2  y    5 
    
x  4y  z  4  1  4 1  z   4
2 3 1 2
The augmented 3  1 2 5 
matrix is:  
 1  4 1 4
1  4 1 4 
The equivalent echelon matrix is: 0 11  1  7
 
0 0 0 1 
The last row implies that 0x+0y+0z = 1. Hence there are
no solutions to this system.
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SOLVING SYSTEMS OF LINEAR EQUATIONS
Example: Find all solutions of the system:

2x  3y  z  1 2 3 1  x   1
3 x  y  2z  5  3  1 2  y    5 
    
x  4y  z  4  1  4 1  z   4
2 3 1 1
The augmented 3  1 2 5 
matrix is:  
 1  4 1 4 1 0 7 16 
 11 11 
The equivalent Hermite matrix is: 0 1  111  7 11
 
 0 0 0 0 

x  7z  16 , y z  7
11 11 11 11
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DETERMINANTS
Consider the general linear system involving 2
parameters, x1 and x2:

a11 x1  a12 x 2  b1  a11 a12   x1   b1 


a21x1  a22 x 2  b2 a a   x    b  Ax  b
 21 22   2   2 
The solution is easily shown to be:
a22 b1  a12 b2 a11b2  a21b1
x1  x2 
a11a22  a12a21  a11a22  a12a21 
provided a11a22  a12a21  0

The parameter a11a22  a12a21 is called the determinant


of the matrix A and is denoted by det A.

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DETERMINANTS
Therefore, the 2-parameter linear system has a solution iff
det A  0. That solution is unique.

The solution is often written in the form:

b1 a12 a11 b1
b2 a22 a21 b2
x1  x2 
a11 a12 a11 a12
a21 a22 a21 a22

1 2
or: x1  , x 2 
0 0
This is known as Cramer’s rule.

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DETERMINANTS
Example: 3x  y  4
4 x  3y  2

3 1 4 1 3 4
0  5 1   10 2   10
4 3 2 3 4 2

Hence:
1 2
x  2, y   2
0 0

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DETERMINANTS

Consider the general linear system involving 3


parameters, x1, x2 and x3:

a11 x1  a12 x2  a13 x3  b1


a21x1  a22 x2  a23 x3  b2
a31x1  a32 x 2  a33 x3  b3

a11 a12 a13   x1   b1 


i.e: a a a   x   b  or: Ax  b
 21 22 23   2   2 
a31 a32 a33   x3  b3 

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DETERMINANTS

Eliminating x2 and x3:

x1 
 a22a33  a23a32  b1   a12a33  a13a32  b2   a12a23  a22a13  b3
a11  a22a33  a23a32   a12  a21a33  a23a31   a13  a21a32  a22a31 

We define the denominator to be the determinant of the


matrix A:

det A  a11  a22a33  a23a32 


 a12  a21a33  a23a31 
 a13  a21a32  a22a31 

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DETERMINANTS
Then, if det A  0, the solution to the 3-parameter system
is given by:
1 2 3
x1  , x 2  , x3 
0 0 0
where:
a11 a12 a13 b1 a12 a13
0  a21 a22 a23 1  b2 a22 a23
a31 a32 a33 b3 a32 a33

a11 b1 a13 a11 a12 b1


2  a21 b2 a23 3  a21 a22 b2
a31 b3 a33 a31 a32 b3

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DETERMINANTS
Note:

0 is the determinant of the coefficient matrix A.

To determine 1, start with the matrix A; replace column 1


with the column b and then evaluate the determinant.
To determine 2, start with the matrix A; replace column 2
with the column b and then evaluate the determinant.
Similarly for 3.

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DETERMINANTS
Example: 2 x1  x 2  x3  1
x1  2 x 2  x3  2
4 x1  5 x 2  2 x3  0

2 1 1 1 1 1
0  1 2  1  5 1  2 2  1  5
4 5 2 0 5 2

2 1 1 2 1 1
2  1 2  1  10 3  1 2 2  15
4 0 2 4 5 0

The solution is therefore:


x1  1, x 2  2, x3  3
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LAPLACE EXPANSION OF DETERMINANTS

Let A be an n x n matrix. The i,j -th minor of A is the (n-1)


x (n-1) matrix formed by removing the i-th row and j-th
column of A.

Example: 1 2 0 1
3 2  2 0 
A
1 0 0 1
 
 1 2 1 0
The 2,3 minor of A is:

 1 2  1
M 23  A    1 0 1 
 1 2 0 

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LAPLACE EXPANSION OF DETERMINANTS

Let A be an n x n matrix. The i,j -th cofactor of A is given


by:
c ij  A     1 det Mij  A 
i j

Example: 1 2  10
3 2  2 0 
A
1 0 0 1
 
 1 2 1 0
The 2,3 cofactor of A is:

1 2 1
  
c 23 A   1 5
1 0 1  6
1 2 0
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LAPLACE EXPANSION OF DETERMINANTS

Let A be an n x n matrix. The determinant of A may be


written as by:

n
det A   aik c ik  ai 1c i 1  ai 2c i 2  .....  ain c in
k 1

This is an expansion by the i-th row.


(Note that this formula is a recurrence relation.)

The above formula may be written as:  det A  I  AcT


1 1
from which A  cT
det A
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LAPLACE EXPANSION OF DETERMINANTS

Example  2 3 2
A  3  1 2
 1  4 1
The minors are:
1 2 3 2 3  1
M11   M12   M13   
 4 1 1 1  1  4 
3 2 2 2 2 3 
M21   M22   M23   
 4 1 1 1  1  4 
 3 2 2 2 2 3 
M31    M32   M33   
  1 2  3 2  3  1

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LAPLACE EXPANSION OF DETERMINANTS

Example  2 3 2
A  3  1 2
 1  4 1
The corresponding cofactors are:
c11  7, c12  1, c13  11
c 21  11, c 22  0, c 23  11
c31  8, c32  2, c33  11

Hence, det A is (using rows 1, 2 and 3, respectively):

det A  a11c11  a12c12  a13c13   2  7    3  1   2  11  11


det A  a21c 21  a22c 22  a23c 23   3  11    1 0    2  11  11
det A  a31c31  a32c32  a33c33   1 8     4  2   1 11  11

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LAPLACE EXPANSION OF DETERMINANTS

The Adjoint of an n x n matrix is the transpose of the


matrix of cofactors.

For the previous example:


 2 3 2
A  3  1 2
 1  4 1
The matrix of cofactors is:  7  1  11
c ij    11 0 11 
 8 2  11

The adjoint of A is:  7  11 8 


adj A    1 0 2 
  11 11  11
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LAPLACE EXPANSION OF DETERMINANTS

 7  11 8 
Hence: 1  1 
A   1 0 2
11  
  11 11  11

To confirm this:

2 3 2  7  11 8   1 0 0
1  1   1   0 1 0 
AA  3  1 2 0 2
11     
 1  4 1   11 11  11 0 0 1

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GENERAL PROPERTIES OF DETERMINANTS

Let A and B be n x n matrices and let I denote the n x n


identity matrix .
Then:
det I = 1.
det A = 0, if A has a row of zeros.
det B = det A, if B is obtained from A by an elementary
row operation of the form ri  ri .
det B = det B, if B is obtained from A by an elementary
row operation of the form ri  rj.

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GENERAL PROPERTIES OF DETERMINANTS

Let A and B be n x n matrices and let I denote the n x n


identity matrix .
Then:
det A = 0 if and only if A does not have an inverse .
det A  0, if and only if is invertible.
det AB = det A det B
det (A) = n det A
det (I) = n
det AT = det A
If A is an upper (or lower) triangular matrix then det A is
the product of the entries on the main diagonal.

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DETERMINING THE INVERSE USING GAUSS-
JORDAN ELIMINATION

Let A be n x n matrix. If A is invertible (i.e non-singular)


then it is row equivalent to the identity matrix In. Indeed,
the inverse is also row equivalent to the identity matrix In.
Form a partitioned matrix by placing In alongside A:
A In 

Now, if Gauss-Jordan elimination is applied until the left-


hand partition becomes In , then the right-hand partition
will become the inverse of A.

A 
In   In A 1 

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DETERMINING THE INVERSE USING GAUSS-
JORDAN ELIMINATION
1 0 2 
Example: Find the inverse of: A  0 1  1
 1 2  1
det A = 1 ( 0) and so the inverse exists.

Form the following 3 x 6 matrix:.

 1 0 2 1 0 0
 A In   0 1  1 0 1 0
 1 2  1 0 0 1

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DETERMINING THE INVERSE USING GAUSS-
JORDAN ELIMINATION
Apply the following reduction:
1 0 2 1 0 0
r3  r3  r1 0 1  1 0 1 0 
 
0 2  3  1 0 1

 1 0 2 1 0 0
r3  r3  2r2 0 1  1 0 1 0 
 
0 0  1  1  2 1

1 0 0  1  4 2 
r1  r1  2r3 0 1 0 1 3  1
r2  r2  r3  
0 0  1  1  2 1 
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DETERMINING THE INVERSE USING GAUSS-
JORDAN ELIMINATION
Finally:
1 0 0  1  4 2 
r3   r3 0 1 0 1 3  1
 
0 0 1 1 2  1

This has the form: I n A 1 


 1  4 2 
A 1   1 3  1
and so

 1 2  1
 1 0 0
It is easily confirmed that: AA 1  A 1A  0 1 0
0 0 1
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