Linear Algebra
Linear Algebra
[1 0]
[0 1] = I
[1 0 0]
[0 1 0] = I Identity matrix
[0 0 1]
To find A^-1
Use elementary row operations
I|A^-1
[2 3]
[7 8] = A
[2 3 | 1 0] x (1/2)
[7 8 | 0 1]
[1 3/2 | ½ 0]
[7 8 | 0 1 ] x 7
[1 3/2 | ½ 0]
[0 -5/2| -7/2 1] x (-2/5)
[1 3/2 ½ 0 ]
[0 1 7/5 2/5] x (-3/2)
[1 0 -1/10 3/5]
[0 1 7/5 -2/5]
[-16/10 3/5]
[7/5 -2/5 ] = A^-1
Determinants
[a b]
[c d] = ad-bc
[cos(theta) -sin(theta)]
[sin(theta) cos(theta)]
3x3 Determinant
Evaluate determinant A
[1 2 0]
[4 1 5] = A
[1 1 -1]
120|12
415|41
1 1 -1| 1 1
Example let A =
[1 -1 1]
[-1 1 1]
[1 1 -1]
Find A^-1
1 -1 1| 1 0 0
-1 1 1| 0 1 0
1 1 -1 | 0 0 1
---------------
1 -1 1| 1 0 0
002|110
0 2 -2| -1 0 1
1 -1 1 | 1 0 0
0 2 -2 | -1 0 1
002|110
__________
1 -1 1 | 1 0 0
0 1 -1 | -1/2 0 ½
002|110
__________
1 -1 1 | 1 0 0
1 1 -1 | -1/2 0 ½
001|½½0
1 -1 0| ½ 0 1/2
010|0½ ½
001|½½0
[1/2 0 ½]
[0 ½ 1/2 ] = A^-1
[1/2 ½ 0]
09-21-10
Determinant
Determinant of a square matrix A
|5 9|
|6 1| = 5(9) – 6(1) =39
Evaluating Determinant
Expanding by minor
125
271
418
1|7 1| |2 1| |2 7|
|1 8| - 2|4 8| + 5|4 1|
Ab
C d = ad-bc
1(56-1) – 2(16-4) +5(2-58)
= 55 – 24 – 130
55 -154 = 99
Stirlings formula
1 -1 1 5
0102
2378
1210
-1 1 5| |1 1 5|
3 7 8|( -0) + 1|2 7 8|
210| |1 1 0|
-0| \ | + 2|1 -1 1|
|2 3 7 |
|1 2 1 |
Let A =
135
271
418
Finda A^-1
55/99 = 0.55555
12/99 = 0.1212
09-23-10
Ch 7
Diagonalization
Power of a matrix
Cayley hamiloton thrm
Linear system of a differential equation
Def: consider a square matrix A. The column vector x is on high vector if and only if
equation Ax = (alpha)x has a non-trinial solution for x thrm x is the corresponding eign
values
(2-alpha)^2 – 9 = 0
4 – 4alpha – alpha^2 – 9 = 0
Alpha^2 – 4alpha – 5 = 0 characteristic polynomial
(alpha-5)(alpha+1) = 0
Problem: Let A= |2 3|
|3 2|
Veryify that A satisfies the cayley Hamilton thrm. Use cayley Hamilton thrm to find A^-
1. Also find A^4
A^2-4a-5I=0
A^2=4A+5I
A^3=4A^2+5A= 4(4a+5I)+5A = 21A+20I
A^4= 21A^2+20A= 21(4A+5I) +20A = 104A +105i
=104|2 3|+ 105|1 0|
|3 2| |0 1|
313 312
312 313
|2 3|x1 |x1|
|3 2|x2 = -1 |x2|
3x1+3x2=0
3x1+3x2=0
X1+x2=0
X2= -x1
|x1|=|x1 | =x1|1 |
|x2| |-x1| |-1|
Ax=5x
|2 3|x1 |x1|
|3 2|x2 = |x2| 5
Alpha^2 – (-1) = 0
Alpha^2 +1 = 0
Alpha = -1
X= +- 1
Sep 28th
Diagonalization
Power of a matrix
Orthogonal diagonalization
Symmetric matrix
Linear system of differential equations
dx/dt = -4x+3y
dy/dt= -2x+y
x(0)=4, y(0)=3
det(A-(lamda)I)=0
[4-lamda 3 ]
[-2 1-lamda] = 0
(-4-x)(1-lamda)+6=0
-4-lamda+4lamda+4(lamda)^2+6=0
Lamda^2 + 3lamda+2=0
Lamda1= -1
Ax=lamdaX
[-4 3]x1 [x1]
[-2 1]x2 = -1[x2]
{-4x1+3x2=-x1 >{-3x1+3x2=0
{-2x1+x2=-x2 >{-2x1+2x2=0
V1 v2
P=[1 1 ]
[1 2/3]
A^7= P(LAMDA^7)P^-1
[1 1][(-1^7) 0 ][1 1]^-1
[1 2/3][0 (-2)^7][1 2/3]
Characteristic polynomial
A=23
32
A^t = 2 3
32
B=422
242
224
B^t = 4 2 2
242
224
Example let A = 2 3
32
Lamda1 = 5
Lamda2 = -1
V1 = 1
1
V2 = 1
-1
Orthogonal v1 (perpendicular) v2
V1 (dot) v2 = 0
Def – A matrix P is orthogonal if and only if P^T = P^-1 That is P^T (P) = I
=1/(sqrt2) 1/(sqrt2)
1/(sqrt2) -1/(sqrt2)
09-30-10
Dx/dt = 4x – 9y +52
Dy/dt = x – 10y +72
Dz/dy = x – 17y +12z
d/dt[x ] [4 -9 5][x]
[y] = [1 -10 7][y]
[z] [1 -17 12][z]
X = [x]
[y]
[z]
A=[4 -9 5]
[1 -10 7]
[1 -17 12]
Characteristic polynomial
Long division
Lamda^2 – 5lamda +6
Lamda – 1 |x^3 -6lamda^2 + 11lamda – 6