Lecture Outline
Linear Equations
System of Linear Equations
Solution of System of Linear Equations
Solution of Linear Systems by Matrix Method
Characteristic Vector and Characteristic Root
Linear Equations
A linear equation does not involve any products or roots of variables. All variables occur
only to the first power and do not appear as arguments of trigonometric, logarithmic, or
exponential functions.
Linear Equations Non-Linear Equations
𝑥 + 3𝑦 = 7 𝑥 + 3𝑦 2 = 4
𝑥1 − 2𝑥2 − 3𝑥3 + 𝑥4 = 0 3𝑥 + 2𝑦 − 𝑥𝑦 = 5
0.5𝑥 − 𝑦 + 3𝑧 = −1 sin 𝑥 + 𝑦 = 0
2𝑎 + 4𝑏 = 6 𝑥1 + 2𝑥2 + 𝑥3 = 1
System of Linear Equations
A finite set of linear equations is called a system of linear equations or, more briefly,
a linear system. The variables are called unknowns. For example,
System 𝐴 has unknowns 𝑥 and 𝑦
5𝑥 + 𝑦 = 3
ൠ 𝐴
2𝑥 − 𝑦 = 4
System 𝐵 has unknowns 𝑥1 , 𝑥2 and 𝑥3
4𝑥1 − 𝑥2 + 3𝑥3 = −1
ൠ 𝐵
3𝑥1 + 𝑥2 + 9𝑥3 = −4
System 𝐶 has unknowns 𝑥, 𝑦 and 𝑧
𝑥 + 𝑦 + 2𝑧 = 9
2𝑥 + 4𝑦 − 3𝑧 = 1ቑ 𝐶
3𝑥 + 6𝑦 − 5𝑧 = 0
Solution of System of Linear Equations
A general linear system of 𝑚 equations in the 𝑛 unknowns 𝑥1 , 𝑥2 , … , 𝑥𝑛 can be written as
𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ + 𝑎1𝑛 𝑥𝑛 = 𝑏1
𝑎21 𝑥1 + 𝑎22 𝑥2 + ⋯ + 𝑎2𝑛 𝑥𝑛 = 𝑏2
⋮ ⋮ ⋮ ⋮
𝑎𝑚1 𝑥1 + 𝑎𝑚2 𝑥2 + ⋯ + 𝑎𝑚𝑛 𝑥𝑛 = 𝑏𝑚
A solution of a linear system in 𝑛 unknowns 𝑥1 , 𝑥2 , … , 𝑥𝑛 is a sequence of 𝑛 numbers
𝑠1 , 𝑠2 , … , 𝑠𝑛 for which the substitution
𝑥1 = 𝑠1 , 𝑥2 = 𝑠2 , … , 𝑥𝑛 = 𝑠𝑛
Makes each equation a true statement. For example,
❑ The system in 𝐴 has the solution 𝑥 = 1, 𝑦 = −2
❑ The system in 𝐵 has the solution 𝑥1 = 1, 𝑥2 = 2, 𝑥3 = −1
❑ The system in (𝐶) has the solution 𝑥 = 1, 𝑦 = 2, 𝑧 = 3
Solution of System of Linear Equations by Applying Matrices
Problem: Solve the following system of linear equations with the help of matrix
3𝑥 + 𝑦 + 2𝑧 = 3
2𝑥 − 3𝑦 − 𝑧 = −3
𝑥 + 2𝑦 + 𝑧 = 4
Solution: The above system of linear equations can be written in matrix form as:
3 1 2 𝑥 3
2 −3 −1 𝑦 = −3 ⇒ 𝐴𝑋 = 𝐵 … … … 1
1 2 1 𝑧 4
3 1 2 3 𝑥
where, 𝐴 = 2 −3 −1 , 𝐵 = −3 and 𝑋 = 𝑦 . Let 𝐷 be the determinant of the matrix 𝐴.
1 2 1 4 𝑧
3 1 2
−3 −1 2 −1 2 −3
Then 𝐷 = 𝐴 = 2 −3 −1 = +3 −1 +2
2 1 1 1 1 2
1 2 1
= 3 −3 + 2 − 1 2 + 1 + 2 4 + 3 = −3 − 3 + 14 = 8
Solution of System of Linear Equations by Applying Matrices
Since 𝐷 = 𝐴 = 8 ≠ 0, so the matrix 𝐴 is non-singular and hence 𝐴−1 exists. We multiply both sides of
equation (1) by 𝐴−1 on the left. Then we get 𝐴−1 𝐴𝑋 = 𝐴−1 𝐵 ⇒ 𝐼𝑋 = 𝐴−1 𝐵 ⇒ 𝑋 = 𝐴−1 𝐵 … … … (2)
Now the cofactors of 𝐷 are
−3 −1 2 −1 2 −3
𝐴11 = + = −3 + 2 = −1 𝐴12 = − = − 2 + 1 = −3 𝐴13 = + =4+3=7
2 1 1 1 1 2
1 2 3 2 3 1
𝐴21 = − =− 1−4 =3 𝐴22 = + =3−2=1 𝐴23 = − = − 6 − 1 = −5
2 1 1 1 1 2
1 2 3 2 3 1
𝐴31 = + = −1 + 6 = 5 𝐴32 = − = − −3 − 4 = 7 𝐴33 = + = −9 − 2 = −11
−3 −1 2 −1 2 −3
−1 −3 7
∴ Cofactor matrix of 𝐴, 𝑐𝑜𝑓 𝐴 = 3 1 −5
5 7 −11
Solution of System of Linear Equations by Applying Matrices
𝑇
−1 −3 7 −1 3 5
𝑇
∴ Adjoint matrix of 𝐴, 𝑎𝑑𝑗 𝐴 = 𝑐𝑜𝑓 𝐴 = 3 1 −5 = −3 1 7
5 7 −11 7 −5 −11
−1 3 5
1 1
Thus 𝐴−1 = 𝐷 𝑎𝑑𝑗 𝐴 = 8 −3 1 7
7 −5 −11
Now from equation 2 , we get
𝑋 = 𝐴−1 𝐵
𝑥 1 −1 3 5 3 1 8
𝑦 = −3 1 7 −3 = 16
𝑧 8 8
7 −5 −11 4 −8
𝑥 1
𝑦 = 2
𝑧 −1
which gives 𝑥 = 1, 𝑦 = 2, 𝑧 = −1
Solution of System of Linear Equations by Applying Matrices
Problem: Solve the following system of linear equations with the help of matrices:
𝑥1 + 2𝑥2 + 3𝑥3 = 5
2𝑥1 + 5𝑥2 + 3𝑥3 = 3
𝑥1 + 8𝑥3 = 17
Solution: The above system of linear equations can be written in matrix form as:
1 2 3 𝑥1 5
2 5 3 𝑥2 = 3 ⇒ 𝐴𝑋 = 𝐵 … … … 1
1 0 8 𝑥3 17
1 2 3 5 𝑥1
where, 𝐴 = 2 5 3 , 𝐵 = 3 and 𝑋 = 𝑥2 . Let 𝐷 be the determinant of the matrix 𝐴.
1 0 8 17 𝑥3
1 2 3
5 3 2 3 2 5
Then 𝐷 = 𝐴 = 2 5 3 = +1 −2 +3
0 8 1 8 1 0
1 0 8
= 1 40 − 0 − 2 16 − 3 + 3 0 − 5 = 40 − 26 − 15 = −1
Solution of System of Linear Equations by Applying Matrices
Since 𝐷 = 𝐴 = −1 ≠ 0, so the matrix 𝐴 is non-singular and hence 𝐴−1 exists. We multiply both sides of
equation (1) by 𝐴−1 on the left. Then we get 𝐴−1 𝐴𝑋 = 𝐴−1 𝐵 ⇒ 𝐼𝑋 = 𝐴−1 𝐵 ⇒ 𝑋 = 𝐴−1 𝐵 … … … (2)
Now the cofactors of 𝐷 are
5 3 2 3 2 5
𝐶11 = + = 40 − 0 = 40 𝐶12 = − = − 16 − 3 = −13 𝐶13 = + = 0 − 5 = −5
0 8 1 8 1 0
2 3 1 3 1 2
𝐶21 = − = − 16 − 0 = −16 𝐶22 = + =8−3=5 𝐶23 = − =− 0−2 =2
0 8 1 8 1 0
2 3 1 3 1 2
𝐶31 = + = 6 − 15 = −9 𝐶32 = − =− 3−6 =3 𝐶33 = + =5−4=1
5 3 2 3 2 5
40 −13 −5
∴ Cofactor matrix of 𝐴, 𝑐𝑜𝑓 𝐴 = 𝐶 = −16 5 2
−9 3 1
Solution of System of Linear Equations by Applying Matrices
𝑇
40 −13 −5 40 −16 −9
𝑇 𝑇
∴ Adjoint matrix of 𝐴, 𝑎𝑑𝑗 𝐴 = 𝑐𝑜𝑓 𝐴 = 𝐶 = −16 5 2 = −13 5 3
−9 3 1 −5 2 1
1 1 40 −16 −9 −40 16 9
Thus 𝐴−1 = 𝑎𝑑𝑗 𝐴 = −13 5 3 = 13 −5 −3
𝐷 −1
−5 2 1 5 −2 −1
Now from equation 2 , we get
𝑋 = 𝐴−1 𝐵
𝑥1 −40 16 9 5 1
𝑥2 = 13 −5 −3 3 = −1
𝑥3 5 −2 −1 17 2
𝑥1 1
𝑥2 = −1
𝑥3 2
which gives 𝑥1 = 1, 𝑥2 = −1, 𝑥3 = 2
Characteristic Vector and Characteristic Root
A non-zero vector 𝑋 is defined as a characteristic vector of a matrix 𝐴 if there exists a number 𝜆
such that 𝐴𝑋 = 𝜆𝑋, where 𝜆 is defined as a characteristic root corresponding to the
characteristic vector 𝑋.
The characteristic roots characteristic vectors can also be written as 𝐴𝑋 = 𝜆𝐼𝑋, where 𝐼 being the
unit matrix of order 𝑛 & 𝐴 = 𝑎𝑖𝑗 be a matrix of order 𝑛 × 𝑛. Now
(a) The matrix 𝐴 − 𝜆𝐼 or 𝜆𝐼 − 𝐴 is called the characteristic matrix of 𝐴.
(b) The determinant 𝐴 − 𝜆𝐼 or 𝜆𝐼 − 𝐴 is called the characteristic polynomial of 𝐴.
(c) 𝐴 − 𝜆𝐼 = 0 is called the characteristic equation of 𝐴.
(d) 𝜆 is called characteristic root or eigenvalue (proper value) of 𝐴.
Next Lecture
➢ Matrix Polynomials
➢ Characteristic Polynomials
➢ Characteristic Roots and Vectors