MATRIX ALGEBRA

1.1 Introduction
Cayley a French mathematician, discovered matrices in the year 1860. But it was not until the
twentieth century was well – advanced that engineers heard of them. These days, however,
matrices have been found to be of great utility in many branches of applied mathematics, such as
algebraic and differential equations, mechanics, theory of electrical circuits, nuclear physics,
aerodynamics and astronomy. It is, therefore, necessary for the young engineer to learn the
elements of matrix algebra in order to keep up with the fast developments of physics and
engineering. It is with this aim, that the present chapter has been written.

Definition: A system of elements arranged in rows and columns within the square brackets is
called a matrix. Matrices are denoted by a single capital letter.
𝑎11 𝑎12 − − − 𝑎1𝑛
𝑎 𝑎22 − − − 𝑎2𝑛
Thus A = [ 21 ]
−− −− −−−−
𝑎𝑚1 𝑎𝑚2 − − − 𝑎𝑚𝑛

It has m-rows and n- columns. Each of the mn numbers is called an element of the matrix.

Elementary Row Operations

1. Interchange any two rows.
2. Multiply a row with a nonzero number.
3. Add a row to another one multiplied by a number.

Definition: Two matrices are row equivalent if and only if one may be obtained from the other
one via elementary row operations.

Elementary Transformations
Any one of the following operations on a matrix is called an elementary transformation.

(a) Interchanging of any two rows (/columns).

This transformation is indicated by 𝑅𝑖 ↔ 𝑅𝑗 , if the i-th and j-th rows are interchanged.
(b) Multiplication of the elements of any row (/column) by a non–zero scalar quantity, k.
It is denoted by 𝑅𝑖 → 𝑘𝑅𝑗 , if the i – th row is replaced by ‘k’ times the j – th row.
(c) Addition of constant multiplication of the elements of any row to the corresponding
elements of any other row.

It is denoted by (𝑅𝑖 + 𝑘𝑅𝑗 ), if the i – th row is replaced by sum of the i – th row and ‘k’ times of
j-th row.
Definition: Two matrices are said to be equivalent if one is obtained from the other by
elementary transformations.

Upper triangular matrix: If in a square matrix, all the elements below the principal diagonal
are zero, the matrix is called an upper triangular matrix.

1 2 3
Example: Reduce the matrix A= [2 5 7 ] to upper triangular matrix form.
3 1 2

1 2 3
Sol: -Let A= [2 5 7 ] R2→ 𝑅2 − 2𝑅1
3 1 2
1 2 3
≃ [0 1 1 ] 𝑅3 → 𝑅3 −3𝑅1
0 −5 −7

1 2 3
≃ [0 1 1] 𝑅3 → 𝑅3 +5𝑅2
0 0 −2
1 2 3
≃ [0 1 1]
0 0 −2
1 2 3
∴ Required upper triangular matrix is [0 1 1]
0 0 −2

1.2 Rank of a Matrix

The rank of a matrix is said to be ‘r ’ If

(a) It has at least one non – zero minor of order ‘ r’.

(b) Every minor of matrix of order higher than ‘r’ is zero.

∴ Rank of a matrix = Number of non – zero rows in an upper triangular matrix.

Note: Non – zero row is that row which does not contain all the elements zero.

Examples: Determine the rank of the following matrices:

 0 1 −3 − 1
1 2 3
(a) [1 4 2] (b) [ 0 0 1 1 ]
3 1 0 2
2 6 5 1 1 −2 0
Sol: - (a) Operate (𝑅2 - 𝑅1 ) and (𝑅3 - 2𝑅1 ) so that the given matrix
1 2 3
≃ [0 2 −1] = A (say)
0 2 −1
Obviously, the 3rd order minor of the matrix A vanishes. Also its 2nd order minor formed by its
1 3
2nd and 3rd rows are all zero. But another 2nd order minor is [ ] = -1≠0.
0 −1
Hence the rank of matrix A is 2.

Rank of a Matrix by using Echelon Form

1. Any row consisting of zeros is below any row that contains at least one nonzero number;
2. The first (from left to right) nonzero entry of any row is to the left of the first nonzero entry of
any lower row.
Now if we make sure that the first nonzero entry of every row is 1, we get a matrix in row
echelon form.
1 2 1 −1
For example [0 0 1 3 ]
0 0 0 0

This matrix is in echelon form.

Example1:

0 0 1 3
Consider the matrix [2 4 0 −8 ]
1 2 1 −1

First we will transform the first column via elementary row operations into one with the top
number equal to 1 and the bottom ones equal 0. Indeed, if we interchange the first row with the
last one, we get
1 2 1 −1
[2 4 0 − 8 ]
0 0 1 3
Next, we keep the first and last rows. And we subtract the first one multiplied by 2 from the
second one. We get
1 2 1 −1
[0 0 −2 − 6]
0 0 1 3
We are almost there. Looking at this matrix, we see that we can still take care of the 1 (from the
last row) under the -2. Indeed, if we keep the first two rows and add the second one to the last
one multiplied by 2, we get
1 2 1 −1
[0 0 −2 − 6]
0 0 0 0

Hence Rank of the matrix is 2.

Example2:

Consider the matrix

0 1 −3 −1
[1 0 0 0 ] Operating (𝑅 − 𝑅 ), (𝑅 − 𝑅 )
3 1 4 1
3 1 −3 −1
1 1 −3 −1

0 1 −3 − 1
~ [1 0 0 0] Operating (𝑅3 − 3𝑅2 ), (𝑅4 − 𝑅2 )
3 0 0 0
1 0 0 0

0 1 −3 −1
~ [1 0 0 0]
0 0 0 0
0 0 0 0

0 1 0 0
~ [1 0 0 0 ]= A (say)
0 0 0 0
0 0 0 0
Obviously, the 4 order minor of the matrix A is zero. Also every 3 rd order minor of A is
th

0 1
zero. But, of all the 2 nd order minor, only | | = -1 ≠0.
1 0
Hence the rank of matrix A is 2

Exercise1.1
(1) Determine the rank of the following matrices:

3 −1 2 2 −1 3 1
(a) [−6 2 4] (b) [1 4 −2 1 ]
−3 1 2 5 2 4 3
 1 2 3 0 2 3 −1 −1
(c ) [2 4 3 2] (d) [1 −1 −2 − 4]
3 2 1 3 3 1 3 −2
6 8 7 5 6 3 0 −7
1 2 3 −2
1 −1 −1
( f) [2 −2 1 3]
(e) [1 1 1]
3 0 4 1
3 1 1

3 4 1 1
1 2 10
(g) [−2 4 2 4 3 6]
30] (h) [
−1 −2 6 4
1 0 2−8 1 −1 2 −3
1 2 1 1 2 3
(i) [−1 0 2] (j) [2 4 7]
2 1 −3 3 6 10
1 4 3 −2 1 −1 2 3 −2
−2 −3 −1 4 3 2 −5 1 2]
(k)[ ] (l) [
−1 6 7 2 9 3 −8 5 2
−3 3 6 6 12 5 −12 −1 6
3 −4 −1 2
1 4 5
(m) [1 7 3 1] [
(n) 2 6 8]
5 −2 5 4
3 7 22
9 −3 7 7

Answers
(a) 2 (b) 2 (c) 3 (d) 3 (e) 2 (f) 2 (g) 3 (h) 4 (i) 3 (j) 2 (k) 3 (l) 2 (m) 3 (n) 3

1.3 Consistency of a system of linear equations

Consider the system of ‘m’ linear equations

𝑎11 𝑥1 + 𝑎12 𝑥2 + − − − + 𝑎1𝑛 𝑥𝑛 = 𝐾1

𝑎21 𝑥1 + 𝑎22 𝑥2 + − − − − + 𝑎2𝑛 𝑥𝑛 = 𝐾2

---------------------------------------------------------
---------------------------------------------------------
𝑎𝑚1 𝑥1 + 𝑎𝑚2 𝑥2 + − − − − + 𝑎𝑚𝑛 𝑥𝑛 = 𝐾𝑚
------------------------------------(1)
Containing the ‘n’ unknowns 𝑥1 , 𝑥2 , − − −−, 𝑥𝑛 . To determine whether the equations (1) are
consistent (i.e., possess a solution) or not, we consider the ranks of the matrices.
 𝑎11 𝑎12 − − − 𝑎1𝑛 𝑎11 𝑎12 − − − 𝑎1𝑛 𝐾1
𝑎21 𝑎22 − − − 𝑎2𝑛 𝑎 𝑎22 − − − 𝑎2𝑛 𝐾2
A= [ ] and K = [ 21 ]
−− −− −−−−−− −− −− −−−−−−
𝑎𝑚1 𝑎𝑚2 − − − − − 𝑎𝑚𝑛 𝑎𝑚1 𝑎𝑚2 − − − 𝑎𝑚𝑛 𝐾𝑚

A is the coefficient matrix and K is called the augmented matrix of the equations (1).

Find the ranks of the coefficient matrix A and the augmented matrix, K by reducing A to the
triangular form by elementary row operations. Let the rank of A be r and that of K be r .

(i) If r = r , the equations are in – consistent, ie., there is no solution.

(ii) If r = r  =n, the equations are consistent and there is a unique solutions.
(iii) If r = r  <n, the equations are consistent and there are infinite number of solutions.

Example1:

Test for consistency and solve

5x + 3y + 7z = 4 ; 3x + 26y + 2z = 9 ; 7x + 2y + 10z = 5.

5 3 7 𝑥 4
Sol: - we have [3 26 2 ] [ 𝑦 ] = [ 9]
7 2 10 𝑧 5
Operate 𝑅1 → 3𝑅1 ; 𝑅2 → 5𝑅2

15 9 21 𝑥 12
[15 130 10] [𝑦] = [45]
7 2 10 𝑧 5
Operate 𝑅2 → (𝑅2 − 𝑅1 )

15 9 21 𝑥 12
[ 0 121 −11] [𝑦] = [33]
7 2 10 𝑧 5
7 1
Operate 𝑅1 → 𝑅1 ; 𝑅3 → 5𝑅3 ; 𝑅2 → 𝑅2
3 11

35 21 49 𝑥 28
[ 0 11 −1] [𝑦] = [ 3 ]
35 10 50 𝑧 25
1
Operate 𝑅3 → (𝑅3 − 𝑅1 + 𝑅2 ) ; 𝑅1 → 𝑅1
7

5 3 7 𝑥 4
[0 11 −1] [𝑦] = [3]
0 0 𝜆 𝑧 0
The ranks of coefficient matrix and augmented matrix for the last set of equations are both 2.
Hence the equations are consistent. Also the given system is equivalent to

5x + 3y + 7z = 4 ; 11y - z = 3
3 𝑧 7 16
∴ y = 11 + and x = 11 + 𝑧 ; where z is a parameter.
11 11

7 3
Here x = 11 ; y = 11 and z = 0 is a particular solution.

Example2:

Investigate the values of 𝜆 𝑎𝑛𝑑 𝜇 so that the equations 2x + 3y + 5z = 9 ; 7x + 3y – 2z = 8 ; 2x +

3y + 𝜆 z = 𝜇 have (i) no solution (ii) a unique solution and (iii) an infinite number of solutions.

2 3 5 𝑥 9
Sol: - We have [7 3 −2] [𝑦] = [8]
2 3 𝜆 𝑧 𝜇

The system admits of unique solution if and only if, the coefficient matrix is of rank 3. This
2 3 5
requires that | 7 3 −2| = 15 (5 – 𝜆) ≠0.
2 3 𝜆
Thus for a unique solution𝜆 ≠5 and 𝜇 may have any value. If 𝜆 = 5 , the system will have no
solution for those values of 𝜇 for which the matrices.

2 3 5 2 3 5 9
A = [7 3 −2] and K = [7 3 −2 8]
2 3 5 2 3 5 𝜇

Are not of the same rank. But A is of rank 2 and K is not of rank 2 unless 𝜇 = 9. Thus, if 𝜆 = 5
and 𝜇 ≠ 9, the system will have no solution. If𝜆 = 5 𝑎𝑛𝑑 𝜇 = 9, the system will have an infinite
no. of solutions.

Exercise1.2
1. Investigate for consistency of the following equations and if possible find the solutions
4𝑥 – 2𝑦 + 6𝑧 = 8 ;
𝑥 + 𝑦 – 3𝑧 = −1 ;
15𝑥 – 3𝑦 + 9𝑧 = 21.
2. For what values of 𝐾 the following system of equations
𝑥 + 𝑦 + 𝑧 = 1;
2𝑥 + 𝑦 + 4𝑧 = 𝐾 ;
4𝑥 + 𝑦 + 10𝑧 = 𝐾 2
are consistent. When will these equations have a unique solutions.
3. Find the values of a & b for which the equations
𝑥 + 𝑎𝑦 + 𝑧 = 3 ;
𝑥 + 2𝑦 + 2𝑧 = 𝑏 ;
𝑥 + 5𝑦 + 3𝑧 = 9
are consistent. When will these equations have a unique solutions.
4. Solve the simultaneous equations:
𝑥 + 𝑦 + 𝑧 = 3,
𝑥 + 2𝑦 + 3𝑧 = 4,
𝑥 + 4𝑦 + 9𝑧 = 6.
5. solve
3𝑥 + 𝑦 + 2𝑧 = 3,
2𝑥 − 3𝑦 − 𝑧 = 3,
𝑥 + 2𝑦 + 𝑧 = 4.
6. 𝑠𝑜𝑙𝑣𝑒 𝑥 + 2𝑦 + 3𝑧 = 1, 3𝑥 − 2𝑦 + 𝑧 = 2,4𝑥 + 2𝑦 + 𝑧 = 3.
7. 𝑠𝑜𝑙𝑣𝑒
9𝑥 + 4𝑦 + 3𝑧 = −1,
5𝑥 + 𝑦 + 2𝑧 = 1,
7𝑥 + 3𝑦 + 4𝑧 = 1.

8. Solve
5𝑥 + 3𝑦 + 3𝑧 = 48,
2𝑥 + 6𝑦 − 3𝑧 = 18,
8𝑥 − 3𝑦 + 2𝑧 = 21.
9. Solve the following equations :
𝑥 − 𝑦 + 2𝑧 = 3
𝑥 + 2𝑦 + 3𝑧 = 5,
3𝑥 − 4𝑦 − 5𝑧 = −13.
10. 𝐹𝑖𝑛𝑑 𝑎𝑙𝑙 𝑡ℎ𝑒 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛𝑠 𝑜𝑓 𝑡ℎ𝑒 𝑠𝑦𝑠𝑡𝑒𝑚 𝑜𝑓 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛𝑠
𝑥1 + 2𝑥2 − 𝑥3 = 1,
3𝑥1 − 2𝑥2 + 2𝑥3 = 2,
7𝑥1 − 2𝑥2 + 3𝑥3 = 5.
11. Express the following system of equations in matrix form and solve them
2𝑥1 + 𝑥2 + 2𝑥3 + 𝑥4 = 6,
6𝑥1 − 6𝑥2 + 6𝑥3 + 12𝑥4 = 36,
4𝑥1 + 3𝑥2 + 3𝑥3 − 3𝑥4 = −1,
2𝑥1 + 2𝑥2 − 𝑥3 + 𝑥4 = 10.
12. Show that the equations
 2𝑥 + 6𝑦 = −11,
6𝑥 + 20𝑦 − 6𝑧 = −13,
6𝑦 − 18𝑧 = −1 are not consistent.
13. Test for consistency and solve
5𝑥 + 3𝑦 + 7𝑧 = 4,
3𝑥 + 26𝑦 + 2𝑧 = 9,
7𝑥 + 2𝑦 + 10𝑧 = 5.
14. Test whether the following equations are consistent
𝑥 + 𝑦 + 𝑧 = 8,
𝑥 − 𝑦 + 2𝑧 = 6,
3𝑥 + 5𝑦 − 7𝑧 = 14,
if found consistent find the solution.
15. Determine the values of 𝑘 so that the equations
2𝑥 − 3𝑦 + 6𝑧 − 5𝑡 = 3,
𝑦 − 4𝑧 + 𝑡 = 1,
4𝑥 − 5𝑦 + 8𝑧 − 9𝑡 = 𝑘,
has (i) no solution, (ii) an infinite number of solutions.
16. Test the consistency of the following equations and solve them if possible.

(a) 4𝑥 − 5𝑦 + 𝑧 = 2,

3𝑥 + 𝑦 − 2𝑧 = 9,
𝑥 + 4𝑦 + 𝑧 = 5.
(b) 3𝑥 + 3𝑦 + 2𝑧 = 1,
𝑥 + 2𝑦 − 𝑧 = 4,
10𝑦 + 3𝑧 = −2
2𝑥 − 3𝑦 − 𝑧 = 5.
(c) 𝑥 + 2𝑦 + 3𝑧 = 14,
3𝑥 + 2𝑦 + 𝑧 = 10,
𝑥+𝑦+𝑧 =6
2𝑥 + 3𝑦 − 𝑧 = 5,
𝑥 + 𝑦 = 3.
17. Determine the values of 𝑎 and 𝑏 for which the system
3𝑥 − 2𝑦 + 𝑧 = 𝑏,
5𝑥 − 8𝑦 + 9𝑧 = 3,
2𝑥 + 𝑦 + 𝑎𝑧 = −1,
(i) has a unique solution (ii) has no solution and (iii) has infinitely many solutions.
18. Show that the equations
3𝑥 + 4𝑦 + 5𝑧 = 𝑎,
4𝑥 + 5𝑦 + 6𝑧 = 𝑏,
5𝑥 + 6𝑦 + 7𝑧 = 𝑐,
 don’t have a solution unless 𝑎 + 𝑐 = 2𝑏. solve the equations when 𝑎 = 𝑏 = 𝑐 = −1.
19. Find the condition on 𝜆 for which the system of equations
3𝑥 − 𝑦 + 4𝑧 = 3,
𝑥 + 2𝑦 − 3𝑧 = −2,
6𝑥 + 5𝑦 + 𝜆𝑧 = −3 has a unique solution. Find the solution for 𝜆 = −5.
20. Find the value of 𝜆 for which the system of equations
𝑥 + 𝑦 + 4𝑧 = 1,
𝑥 + 2𝑦 − 2𝑧 = 1,
𝜆𝑥 + 𝑦 + 𝑧 = 1 will have a unique solution.
21. Choose 𝜆 that makes the following system of equations consistent and find the general
solution of the system for that 𝜆.
𝑥 + 𝑦 − 𝑧 + 𝑡 = 2,
2𝑦 + 4𝑧 + 2𝑡 = 3,
𝑥 + 2𝑦 + 𝑧 + 2𝑡 = 𝜆.

Answers
1. Consistent ; x = 1, y = 3k-2, z = k where k is arbitrary
2. If k = 1 then x = -3𝜆, y = 1+2 𝜆 , z = 𝜆; If k = 2 then x = 1-3 𝜆, y = 2𝜆, z = 𝜆 where where
𝜆 is arbitrary
3. If a= -1, b=6, equations will be consistent and will have an infinite no. of solutions
If a = -1, b ≠ 6 equations will be inconsistent
If a≠-1, b has any value equations will be consistent and have a unique solution
4. 𝑥 = 2, 𝑦 = 1, 𝑧 = 0.
5. 𝑥 = 1, 𝑦 = 2, 𝑧 = −1.
7 3 1
6. 𝑥 = 10 , 𝑦 = 40 , 𝑧 = 20.;
7. 𝑥 = 0, 𝑦 = −1, 𝑧 = 1.
8. 𝑥 = 3, 𝑦 = 5, 𝑧 = 6.
9. 𝑥 = −1, 𝑦 = 0, 𝑧 = 2.
10. 𝑁. 𝐴
11. 𝑥1 = 2, 𝑥2 = 1, 𝑥3 = −1, 𝑥4 = 3.
12. Inconsistent.
16 7 3 𝑘
13. 𝑥 = − 11 𝑘 + 11 , 𝑦 = 11 + 11 , 𝑧 = 𝑘.
5 4
14. 𝑥 = 5, 𝑦 = , 𝑧 = .
3 3
15. (i) 𝑘 ≠ 7, (ii) 𝑘 = 7, 𝑥 = 3 + 3𝑘2 + 𝑘, 𝑦 = 1 + 4𝑘2 − 𝑘1 , 𝑧 = 𝑘2 , 𝑡 = 𝑘1 .
16. (a) 𝑥 = 2, 𝑦 = 1, 𝑧 = −1.
(b) Consistent, 𝑥 = 2, 𝑦 = 1, 𝑧 = −4.
(c) 𝑥 = 1, 𝑦 = 2, 𝑧 = 3.
1 1
17. (i) 𝑎 ≠ −3 (ii) 𝑎 = −3, 𝑏 ≠ (iii) 𝑎 = −3, 𝑏 = .
3 3
 18. 𝑥 = 𝑘 + 1, 𝑦 = −2𝑘 − 1, 𝑧 = 𝑘.
5 4 13 9
19. 𝜆 ≠ −5, 𝑥 = − 7 𝑘 + 7 , 𝑦 = 𝑘 − 7 , 𝑧 = 𝑘.
7
7
20. 𝜆 ≠ .
10
7 1 3
21. 𝜆 = 2 , 𝑥 = 2 + 3𝑘2 , 𝑦 = 2 − 2𝑘2 − 𝑘1 , 𝑧 = 𝑘2 , 𝑡 = 𝑘1 .

1.4 System of Homogeneous Equations:

For a system of homogeneous linear equations AX = O

(a) If (A) = no. of unknowns, the system of equation has only the trivial solution.
(b) If (A) < no. of unknowns, the systems of equations has an infinite no. of non-trivial
solutions.

Example 1:
Determine ‘b’ such that the system of homogeneous equations 2x + y + 2z = 0 ;
x + y + 3z = 0 ; 4x + 3y + bz = 0 ; has (i) Trivial solution (ii) non – trivial solution. Also
find that non – trivial solution.
2 1 2
Sol: - The coefficient matrix A = [1 1 3] operate 𝑅1 ↔ 𝑅2
4 3 𝑏

1 1 3
≃ [2 1 2] operate (𝑅2 − 2𝑅1 ), (𝑅3 − 4𝑅1 )
4 3 𝑏

1 1 3
≃ [0 −1 −4 ] operate (𝑅3 − 𝑅2 )
0 −1 (𝑏 − 12)

1 1 3
≃ [0 1 4 ]
0 0 (𝑏 − 8)
Case (1): If b ≠8 then  (A) = 3 = 𝑛𝑜. 𝑜𝑓 unknowns. i.e., |𝐴| ≠ 0 system has only trivial
solution
x = 0, y = 0, z = 0.

Case (2): If b = 8 then  (A) = 2 < 3 = n. System has non – trivial solutions in terms of (n –r) =
3-2=1unknown.
Solving the system x + y + 3z = 0

Y + 4z = 0

Choose z as arbitrary constant z = K then y = -4K and x = K.

Thus the infinite number of non – trivial solutions are x = K ; y = -4K; z = K.

Example 2:

Solve x + y – 2z + 3w = 0; x - 2y +z – w= 0 ; 4x + y – 5z + 8w = 0 ; 5x – 7y - 2z – w = 0.

Sol: - The coefficient matrix, A is

1 1 −2 3 1 1 −2 3
A= [1 −2 1 − 1 ]≃[ 0 −3 3 −4 ]
4 1 −5 8 0 −3 3 − 4
5 −7 2 −1 0 − 12 12 − 16

operate (𝑅2 − 𝑅1 ), (𝑅3 − 4𝑅1 ), (𝑅4 − 5𝑅1 )

1 1 −2 3
≃ [0 +3 −3 4 ] operate (𝑅2 − 𝑅1 ), (𝑅3 − 𝑅2 ), (𝑅4 − 4𝑅2 )
0 0 0 0
0 0 0 0

∴ (A) = 2 < 4 = n = no. of unknowns. Non – trivial solutions exists in terms of (n – r) = 4 – 2 =

2 unknowns.
Choose z = 𝐾1 and 𝑤 = 𝐾2 . Then solving x + y - 2z + 3w = 0 ; 3y – 3z + 4w = 0.
4 5
We get y = (𝐾1 − 3 𝐾2 ) ; x = (𝐾1 − 3 𝐾2 ) ; Where 𝐾1 &𝐾2 are arbitrary constants.

Exercise
1. Solve the system of homogeneous equations
x + 2y + 3z = 0 ; 3x + 4y + 4z = 0 ;7x + 10 y + 12z = 0.
2. Solve the system of equations
𝑋1 + 𝑋2 + 𝑋3 + 𝑋4 = 0 ; 𝑋1 + 3𝑋2 + 2𝑋3 + 4𝑋4 = 0 ; 2𝑋1 + 𝑋3 − 𝑋4 = 0
3. Determine the values of ‘b’ for which the system of equation has non – trivial solutions.
Find them(b – 1) x + (4b – 2) y + (b+3)z = 0 ; (b – 1) x + (3b + 1) y + 2bz = 0 ; 2 x + (3b
+ 1) y+3(b-1)z = 0 .
4. Find the general solution of the system of equations
3𝑥 + 2𝑧 + 2𝑡 = 0,
– 𝑥 + 7𝑦 + 4𝑧 + 9𝑡 = 0,
7𝑥 − 7𝑦 − 5𝑡 = 0.
5. Determine the values of 𝜆 so that the equations
2𝑥 + 𝑦 + 2𝑧 = 0,
𝑥 + 𝑦 + 3𝑧 = 0,
4𝑥 + 3𝑦 + 𝜆𝑧 = 0.have a non-zero solution.
6. Find the values of 𝑘 such that the system of equations
 𝑥 + 𝑘𝑦 + 3𝑧 = 0,
4𝑥 + 3𝑦 + 𝑘𝑧 = 0,
2𝑥 + 𝑦 + 2𝑧 = 0 has non-trivial solutions.
7. Test the consistency of the following equation and if possible solve it.
3𝑤 − 6𝑥 − 𝑦 − 𝑧 = 0,
𝑤 − 2𝑥 + 5𝑦 − 3𝑧 = 0,
2𝑤 − 4𝑥 + 3𝑦 − 𝑧 = 0
8. Find the value of k such that the system of equations
2𝑥 + 3𝑦 − 2𝑧 = 0,
3𝑥 − 𝑦 + 3𝑧 = 0,
7𝑥 + 𝑘𝑦 − 𝑧 = 0 ,
has non-trivial solutions. Find the solutions.
9. Find the value of 𝜆 for which the following system of equations has a non-trivial solution.
3𝑥 + 𝑦 − 𝜆 𝑧 = 0,
2𝑥 + 4𝑦 + 𝜆 𝑧 = 0,
8𝑥 − 4𝑦 − 6𝑧 = 0.
10. Find the value of k such that the system of equations has exactly two linearly independent
solutions. 𝑘𝑥 − 𝑦 − 𝑧 = 0,
– 𝑥 + 𝑘𝑦 − 𝑧 = 0, – 𝑥 − 𝑦 + 𝑘𝑧 = 0.

Answers
1. The equation have only a trivial solution; x=y=z=0
−𝑘1 k2 −𝑘1 3k2
2. Rank of A=2< no of unknowns = 4 If x3= k1, x4=k2 then x1= + x2= −
2 2 2 2
Where k1 and k2 are arbitrary constants
3. b = 3 is the only real value for which x=y=z
2 1
4. 𝑥 = − 3 (𝑎 + 𝑏), 𝑦 = − 21 (29𝑎 + 14𝑏), 𝑧 = 𝑏, 𝑡 = 𝑎.
5. 𝜆 = 8.
9
6. 𝑘 = 2 , 𝑘 = 0.
7. 𝑥 = 𝑘, 𝑦 = 1, 𝑧 = 2, 𝑤 = 2𝑘 + 1.
7𝑎 12𝑎
8. 𝑘 = 5, 𝑥 = − 11 , 𝑦 = , 𝑧 = 𝑎.
11
9. 𝜆 = 1.
10. 𝑘 = −1,2.

1.5 Solutions of Linear simultaneous equations

1.5.1 Gaussian Elimination method

The purpose of this article is to describe how the solutions to a linear system are actually found.
The fundamental idea is to add multiples of one equation to the others in order to eliminate a
variable and to continue this process until only one variable is left. Once this final variable is
determined, its value is substituted back into the other equations in order to evaluate the
remaining unknowns. This method, characterized by step‐by‐step elimination of the variables, is
called Gaussian elimination.

Example
consider the following system of algebraic equations:
x+y+z = 6
2x+y-z = 1
-x+2y+2z = 9
If the first equation is multiplied by -2 and is added to the second equation and if the first
equation is added to the third equation, the system of linear equation can be written as follows:
x+y+z = 6
0-y-3z = -11
0+3y+3z =15

The x’s coefficient of the last two equations has be eliminated. This technique can be used for the
last equation again. If the second equation is multiplied by 3 and is added to the third one, the
system of linear equation is transformed to the following one:
x+y+z = 6
0-y-3z = -11
0+0-6z = -18
Using the third equation, z can be evaluated easily and then y can be determined by the second
equation and x can be determined by using the first one.
x =1; y = 2; z = 3

1.5.2 LU- Decomposition Method

After reading this chapter, you should be able to:

1. identify when LU decomposition is numerically more efficient than Gaussian

elimination,
2. decompose a nonsingular matrix into LU, and
3. show how LU decomposition is used to find the inverse of a matrix.
Like Gauss elimination, LU decomposition method is a kind of exact solution of system of linear
algebraic equations. This method attempts to decompose coefficient matrix into two lower and
upper triangular matrices.
Let A be a square matrix. An LU factorization refers to the factorization of A, with proper row
and or column orderings or permutations, into two factors, a lower triangular matrix L and an
upper triangular matrix U,
A = LU
In the lower triangular matrix all elements above the diagonal are zero, in the upper triangular
matrix, all the elements below the diagonal are zero. For example, for a 3-by-3 matrix A, its LU
decomposition looks like this:
𝑎11 𝑎12 𝑎13 𝑙11 0 0 𝑢11 𝑢12 𝑢13
[𝑎21 𝑎23 𝑎24 ] = [𝑙21 𝑙22 0 ] [ 0 𝑢22 𝑢23 ] =
𝑎31 𝑎32 𝑎33 𝑙31 𝑙32 𝑙33 0 0 𝑢 33

This method is that any matrix A can be expressed as the product of a lower triangular matrix and
an upper triangular matrix provided all the principal minors of A are non-singular.
If and minors are non-singular i.e.

Then all these factors if exists is unique.

Let us now consider the equations
a11 x + a12 y + a13 z = b1
a21 x + a22 y + a23 z = b2
a31 x + a32 y + a33 z = b3.
This system of equations can also be written as

Now, let us suppose

Now (1) can be written

as (2)

Put, (3
)

Equation (2) becomes , which is equivalent to

This led to the solution of and hence V becomes available. Equation (3) becomes

From the above system of equations become available by back substitution.

Computation of L and U matrices

As
Now comparing the left hand multiplication with right hand matrix, we get

Multiplication of first row of L with U and thereafter comparison gives

Multiplication of first column of U with L and thereafter comparison gives

Multiplication of second row of L with U and thereafter comparison gives

Multiplication of second column of U with L and thereafter comparison gives

Multiplication of third row of L with U and thereafter comparison gives

Proceeding similar way for higher order matrices and generalizing the method, results in easily
computation of matrices L and U.

Example
Solve the following equations by using LU decomposition method
3x+2y+7z = 4; 2x+3y+z = 5; 3x+4y+z = 7
1 0 0 𝑢11 𝑢12 𝑢13 3 2 7
Let [𝑙21 1 0] [ 0 𝑢22 𝑢23 ] = [2 3 1]
𝑙31 𝑙32 1 0 0 𝑢33 3 4 1
𝑢11 𝑢12 𝑢13 3 2 7
[𝑙21 𝑢11 𝑙21 𝑢12 + 𝑢22 𝑙21 𝑢13 + 𝑢23 ] = [2 3 1]
𝑙31 𝑢11 𝑙31 𝑢12 + 𝑙32 𝑢22 𝑙31 𝑢13 + 𝑙32 𝑢23 + 𝑢33 3 4 1
𝑢11 =3 𝑢12 = 2 𝑢13 =7

𝑙21 𝑢11 =2 𝑙21 𝑢12 + 𝑢22 = 3 𝑙21 𝑢13 + 𝑢23 = 1

𝑙31 𝑢11 =3 𝑙31 𝑢12 + 𝑙32 𝑢22 = 4 𝑙31 𝑢13 + 𝑙32 𝑢23 + 𝑢33 = 1

𝑙21 = 2/3 𝑙31 = 1 𝑢22 = 5/3 𝑢23 = -11/3 𝑙32 = 6/5 𝑢33 = -8/5

1 0 0 3 2 7
Thus A = [ 2/3 1 0 ] [0 5/3 −11/3]
1 6/5 1 0 0 −8/5
Writing UX = V, the given system becomes
1 0 0 𝑣1 4
[2/3 1 0] [𝑣2 ] = [5]
1 6/5 1 𝑣3 7
Solving this system, we have
𝑣1 = 4 𝑣2 = 7/3 𝑣3 =1/5
Hence the original system becomes
3 2 7 𝑥 4
[0 5/3 −11/3] [𝑦] = [7/3]
0 0 −8/5 𝑧 1/5
3x+2y+7z = 4: (5/3) x-(11/3)z = 7/3; (-8/5)z = 1/5
By back substitution, we have
Z = -(1/8) y = 9/8; and x = 7/8

System of Linear Algebraic Equations:

Systems of equations arise in all branches of engineering and science. These equations
may be algebraic, transcendental (i.e., involving trigonometric, logarithmic, exponential, etc.,
functions), ordinary differential equations, or partial differential equations. The equations may be
linear or nonlinear. This section is devoted to the solution of systems of linear algebraic
equations of the following form:
a11 x1 + a12 x2 + … + a1n xn = b1
 a21 x1 + a22 x2 + … + a2n xn = b2
…………………………………
an1 x1 + an2 x2 + … + ann xn = bn.

Linear Algebraic Equations in Engineering and Science:

Many of the fundamental equations of engineering and science are based on conservation
laws. Some familiar quantities that conform to such laws are mass, energy, and momentum. In
mathematical terms, these principles lead to balance or continuity equations that relates system
behavior as represented by the levels or response of the quantity being modeled to the properties
or characteristics of the system and the external stimuli or forcing functions acting on the system.
Suppose that three jumpers are connected by bungee cords. They are held in place
vertically so that each cord is fully extended but unstretched. We can define three distances, x1,
x2, and x3, as measured downward from each of their unstretched positions. After they are
released, gravity takes hold and the jumpers will eventually come to the equilibrium positions.
Suppose that you are asked to compute the displacement of each of the jumpers. If we
assume that each cord behaves as a linear spring and follows Hooke’s law(states that the
restoring force of a spring is directly proportional to a small displacement. In equation form, we
write F = -kx, where x is the size of the displacement) can be developed for each jumper.
Using Newton’s second law, a steady state force balance can be written for each jumper;
m1 g + k2 (x2 – x1) – k1 x1 = 0
m2 g + k3 (x3 – x2) – k2 (x2 – x1) = 0
m3 g – k3 (x3 – x2) = 0
where mi is the mass of the jumper i (kg), kj is the spring constant for cord j (N/m), xi is the
displacement of jumper i measured downward from the equilibrium position(m) and g
gravitational acceleration(9.81 m/s2).
(k1 + k2)x1 – k2 x2 = m1 g
–k2x1 + (k2 + k3)x2 – k3x3 = m2 g
– k3x2 + k3x3 = m3 g.
Thus, the problem reduces to solving a system of three simultaneous equations for
the three unknown displacements. Because we have used a linear law for the cords, these
equations are linear algebraic equations.

Errors : Engineers and scientists constantly find themselves having to accomplish objectives
based on uncertain information. Although perfection is a laudable goal, it is rarely if ever
attained. For example, despite the fact that the model developed from Newton’s second law is an
excellent approximation, it would never in practice exactly predict the jumpers fall. A variety of
factors such as winds and slight variations in air resistance would result in deviations from the
prediction. If these deviations are systematically high or low, then we might need to develop a
new model. However, if they are randomly distributed and tightly grouped around the prediction,
then the deviations might be considered negligible and the model deemed adequate. Numerical
approximations also introduce similar discrepancies into the analysis.
The errors associated with both calculations and measurements can be characterized with
regard to their accuracy and precision. Accuracy refers to how closely a computed or measured
value agrees with the true value. Precision refers to how closely individual computed or
measured values agree with each other.
 Numerical errors arise from the use of approximations to represent exact mathematical
operations and quantities. For such errors, the relationship between the exact, or true, result and
the approximation can be formulated as
True value = approximation + error.
Therefore
True error = true value – approximation. (1)
For numerical methods, the true value will only be known when we deal with functions that
can be solved analytically. Such will typically be the case when we investigate the theoretical
behavior of a particular technique for simple systems. However, in real-world applications,
we will obviously not know the true answer a priori. For these situations, an alternative is to
normalize the error using the best available estimate of the true value that is, to the
approximation itself, as in
approximate error
εa  100% (2)
approximation
where the subscript ‘a’ signifies that the error is normalized to an approximate value. Note also
that for real-world applications, Eq(1) cannot be used to calculate the error term in the numerator
of Eq. (2). One of the challenges of numerical methods is to determine error estimates in the
absence of knowledge regarding the true value. For example, certain numerical methods use
iteration to compute answers. In such cases, a present approximation is made on the basis of a
previous approximation. This process is performed repeatedly, or iteratively, to successively
compute (hopefully) better and better approximations. For such cases, the error is often estimated
as the difference between the previous and present approximations. Thus, percent relative error is
determined according to
present approximation - previous approximations
εa  100% .
present approximation

Solutions of linear simultaneous equations :

Simultaneous linear equations occur in various engineering problems. These equations can be
solved by Cramer’s rule and matrix method. But these methods become tedious for large
systems. However, there exist other numerical methods of solutions which are well suited for
computing machines. We now discuss some iterative methods of solutions.
Iterative methods are started an approximate to the true solution and obtain better and
better approximations from a computation cycle repeated as often as may be necessary for
achieving a desired accuracy. Simple iterative methods can be devised for systems in which the
coefficient of the leading diagonal are large compared to others. We now discuss two such
methods.

1.5.3 Jacobi’s iterative method: Consider the linear system with three equations and three
unknowns;
a11 x + a12 y + a13 z = b1
a21 x + a22 y + a23 z = b2
a31 x + a32 y + a33 z = b3.
If a11, a22, a33 are absolutely large as compared to other coefficients, then the equations can be
written in the following form
x = (b1 – a12 y – a13 z)/ a11
 y = (b2 – a21 x – a23 z)/ a22
z = (b3. – a31 x – a32 y)/ a33.
The Jacobi’ iterative formula is
xn+1 = (b1 – a12 yn – a13 zn)/ a11
yn+1 = (b2 – a21 xn – a23 zn)/ a22
zn+1 = (b3 – a31 xn – a32 yn)/ a33, n = 0, 1, 2, …
Let us start with the initial approximations x0 = y0 = z0 = 0 for the values of x, y, z.
Substituting in iterative formula, we get first approximations. This process is repeated till the
difference between two consecutive approximations is negligible.

Example:1. Determine the solution of the following system of linear equations

20x + y – 2z = 17
3x + 20y – z = –18
2x – 3y + 20z = 25
using Jacobi method.

Sol. The diagonal coefficients are larger than the other coefficients, the equations expressed in
the following form;
1
x (17  y  2z)
20
1
y (18  3x  z)
20
1
z (25  2x  3y).
20
The Jacobi iterative formula is
1
x n 1  (17  y n  2z n )
20
1
y n 1  (18  3x n  z n )
20
1
z n 1  (25  2x n  3y n ), n  0, 1, 2, 
20
Taking the initial approximation x0 = y0 = z0 = 0. Therefore, the first approximate to the solution
is
1 1 17
x1  (17  y 0  2z 0 )  (17  0  0)   0.85
20 20 20
1 1 18
y1  (18  3x 0  z 0 )  (18  0  0)    0.9
20 20 20
1 1 25
z1  (25  2x 0  3y 0 )  (25  0  0)   1.25.
20 20 20
The second approximate to the solution is
 1 1
x2  (17  y1  2z1 )  [17  (0.9)  2(1.25)]  1.02
20 20
1 1
y2  (18  3x1  z1 )  [18  3(0.85)  1.25)  0.965
20 20
1 1
z2  (25  2x1  3y1 )  [25  2(0.85)  3(0.9)]  1.1515.
20 20
The third approximate to the solution is
1 1
x3  (17  y 2  2z 2 )  [17  (0.965)  2(1.1515)]  1.0134
20 20
1 1
y3  (18  3x 2  z 2 )  [18  3(1.02)  1.1515)  0.9954
20 20
1 1
z3  (25  2x 2  3y 2 )  [25  2(1.02)  3(0.965)]  1.003.
20 20
The fourth approximate to the solution is
1 1
x4  (17  y 3  2z 3 )  [17  (0.9954)  2(1.003)]  1.0009
20 20
1 1
y4  (18  3x 3  z 3 )  [18  3(1.0134)  1.003)  1.0018
20 20
1 1
z4  (25  2x 3  3y 3 )  [25  2(1.0134)  3(0.9954)]  0.9993.
20 20
The fifth approximate to the solution is
1 1
x5  (17  y 4  2z 4 )  [17  (1.0018)  2(0.9993)]  1.0000
20 20
1 1
y5  (18  3x 4  z 4 )  [18  3(1.0009)  0.9993)  1.0002
20 20
1 1
z5  (25  2x 4  3y 4 )  [25  2(1.0009)  3(1.0018)]  0.9996.
20 20
The fifth approximate to the solution is
1 1
x6  (17  y 5  2z 5 )  [17  (1.0002)  2(0.9996)]  1.0000
20 20
1 1
y6  (18  3x 5  z 5 )  [18  3(1.0000)  0.9996)  1.0000
20 20
1 1
z6  (25  2x 5  3y 5 )  [25  2(1.0000)  3(1.0002)]  1.0000.
20 20
The difference between fifth and sixth approximations is negligible. Therefore the solution of the
given system of equations are x = 1, y = –1, z = 1.

1.5.4 Gauss-Seidel iterative method: This is a modification of the Jacobi’s iterative method. In
this method the most recent approximation of the unknowns are used while proceeding to the
next step. Solution procedure is same as in Jacobi method. Here we use the following
Gauss-Seidel iterative formula
xn+1 = (b1 – a12 yn – a13 zn)/ a11
 yn+1 = (b2 – a21 xn+1 – a23 zn)/ a22
zn+1 = (b3 – a31 xn+1 – a32 yn+1)/ a33, n = 0, 1, 2, …
for the given system of three equation
a11 x + a12 y + a13 z = b1
a21 x + a22 y + a23 z = b2
a31 x + a32 y + a33 z = b3.

Example:1. Determine the solution of the following system of linear equations

20x + y – 2z = 17
3x + 20y – z = –18
2x – 3y + 20z = 25
using Gauss-Seidel iterative method.

Sol. The diagonal coefficients are larger than the other coefficients, the equations expressed in
the following form;
1
x (17  y  2z)
20
1
y (18  3x  z)
20
1
z (25  2x  3y).
20
The Gauss-Seidel iterative formula is
1
x n 1  (17  y n  2z n )
20
1
y n 1  (18  3x n 1  z n )
20
1
z n 1  (25  2x n 1  3y n 1 ), n  0, 1, 2, 
20
Taking the initial approximation x0 = y0 = z0 = 0. Therefore, the first approximate to the solution
is
1 1 17
x1  (17  y 0  2z 0 )  (17  0  0)   0.85
20 20 20
1 1
y1  (18  3x1  z 0 )  [18  3(0.85)  0]  1.0275
20 20
1 1
z1  (25  2x1  3y1 )  [25  2(0.85)  3(1.0275)]  1.0109.
20 20
The second approximate to the solution is
 1 1
x2  (17  y1  2z1 )  [17  (1.0275)  2(1.0109)]  1.0025
20 20
1 1
y2  (18  3x 2  z1 )  [18  3(1.0025)  1.0109]  0.9998
20 20
1 1
z2  (25  2x 2  3y 2 )  [25  2(1.0025)  3(0.9998)]  0.9998.
20 20
The third approximate to the solution is
1 1
x3  (17  y 2  2z 2 )  [17  (0.9998)  2(0.9998)]  1.0000
20 20
1 1
y3  (18  3x 3  z 2 )  [18  3(1.0000)  0.9998]  1.0000
20 20
1 1
z3  (25  2x 3  3y 3 )  [25  2(1.0000)  3(1.0000)]  1.0000.
20 20
The difference between second and third approximations is negligible. Therefore, the solution of
the given system of equations are x = 1, y = –1, z = 1.

Example:3. Suppose that three jumpers are connected by bungee cords. The parameters mass,
spring constant and cord lengths are given in the following table;
Jumper Mass (kg) Spring constant (N/m) Un-stretched cord length (m)
Top (1) 60 50 20
Middle (2) 70 100 20
Bottom (3) 80 50 20
Determine the displacement of each bungee jumper after they released to jump and find their
positions relative to the platform.

Sol. Let x, y, z be the displacement of jumpers

(1), (2), (3) respectively and is measured
downward from the equilibrium position. x=0
Since the system is in equilibrium, using the
steady state force balance for each jumper, y=0
we have the following system of equations;
(50+100)x – 100y = 60×9.81 z=0
–100x + (100+50)y – 50z = 70×9.81
–50y + 50z = 80×9.81. Un-stretched

After simplification, we have

150x – 100y = 588.6
–100x + 150y – 50z = 686.7
Stretched
–50y + 50z = 784.8
Solving these equations using Jacobi or Gauss-Seidel method, we get x = 41.2020, y = 55.9170
and z = 71.6130. Because jumpers were connected by 20 meters cords, their initial positions are
x0 = 20, y0 = 40, z0 = 60. Thus, their final positions
xf = x + x0 = 41.2020 + 20 = 61.2020
yf = y + y0 = 55.9170 + 40 = 95.9170
 zf = z + z0 = 71.6130 + 60 = 131.6130.

Example:4. A firm can produce three types of cloths A, B and C. Three kinds of wool are
required for it, say red, green and blue wool. One unit of type ‘A’ cloth needs 2 yards of red
wool, 8 yards of green and one yard of blue wool; one unit length of type ‘B’ cloth needs one
yard of red, 3 yards of green and 5 yards of blue wool; one unit length of type ‘C’ cloth needs 6
yards red, 2 yards of green and one yard of blue wool. The firm has only a stock of 9 yards red,
13 yards green and 7 yards of blue wool. If total stock is used, then determine the number of
units of cloth A, B and C.

Sol. Let x, y and z be the number of units of cloth types ‘A’, ‘B’ and ‘C’ produced by the firm.
Write the given data in the following form
Types of the cloth stock
A B C available
Red 2 1 6 9
Green 8 3 2 13
Blue 1 5 1 7
The total quantity of red wool required to prepare x, y and z yards of cloths A, B and C is
2x + y + 6z
Since the stock of red wool available is 9 and we used whole. Therefore
2x + y + 6z = 9.
Similarly total quantity of green and blue wool required
8x + 3y + 2z = 13,
x + 5y + z = 7.
Hence the problem of firm formulated as to find x, y and z which satisfies the following
equations
2x + y + 6z = 9
8x + 3y + 2z = 13,
x + 5y + z = 7.
Solving these equations using Jacobi or Gauss-Seidel method, we get x = y = z = 1.

Exercise
1.Determine an approximate solution of the following system of simultaneous linear equations,
using Jacobi iterative method starting with (0.5, 1.5, 2.5);
x + 2y + 5z = 20
5x + 2y + z = 12
x + 4y + 2z = 15.
2.Determine an approximate solution of the following system of simultaneous linear equations,
using Gauss-Seidel iterative method;
2x + 17y + 4z = 35
x + 3y + 10z = 24
28x + 4y - z = 32.
3.Solve by Jacob’s iteration method, the equations 20x+y-2z=17; 3x+20y-z=-18; 2x-3y+20z=25
4.Solve the equations 54x+y+z=110; 2x+15y+6z=72; -x+6y+27z=85 by Gauss-Seidel method.
5.Apply Gauss-Seidal iteration method to solve the equations 10x1-2x2-x3-x4=3;
-2x1+10x2-x3-x4=15; -x1-x2+10x3-2x4=27 and –x1-x2-2x3+10x4= -9.
6.A civil engineer involved in construction requires 4800, 5800 and 5700 m3 of sand, fine
gravel, and coarse gravel respectively for a building project. There are three pits from which
these materials can be obtained. The composition of these pits is;
Sand Fine gravel Coarse gravel
Pit 1 55 30 15
Pit 2 20 50 30
Pit 3 25 20 55
How many cubic meters must be hauled from each pit in order to meet the engineer’s need?
7.The following system of equations is designed to determine concentrations (the c’s in g/m3) in
a series of coupled reactors as a function of the amount of mass input to each reactor(the right-
hand sides in g/day);
15c1 – 3c2 – c3 = 3800
-3c1 + 18c2 – 6c3 = 1200
-4c1 – c2 + 12c3 =2350.

Determine the concentrations using Gauss-Seidel method, the approximate relative error fall
below 5%.

8.A civil engineer involved in construction requires 4800, 5800, 5700 m3 of sand, fine gravel,
coarse gravel respectively for a building project. There are 3 pits from which these materials can
be obtained. The composition of these pits is
Sand % Fine gravel % Coarse gravel %

Pit 1 55 30 15

Pit2 20 50 30

Pit3 25 20 55

How many cubic meters must be hauled from each pit in order to meet the engineer’s
needs using Jacobi’s iterative method starting with (24, 91, 46).
9.Apply Gauss-Seidel method to solve the following system of equations to a tolerance of  ’s =
5% starting with (5, 5, 1).
2 x1  6 x2  x3   38
 3x1  x2  7 x3   34
 8 x1  7 x2  2 x3   20.

****

Symmetric matrix: Symmetric matrix is a matrix equal to its transpose. So a symmetric matrix
must be a square matrix. For example, the following matrices are symmetric matrices.
 𝑎 𝑏 𝑐
𝑎 𝑏
( ) and (𝑏 𝑑 𝑒)
𝑏 𝑐 𝑐 𝑒 𝑓

Diagonal matrix: Diagonal Matrix is a symmetric matrix with all of its entries equal to zero
except may be the ones on the diagonal. So a diagonal matrix has at most n different numbers.
For example, the matrices

𝑎 0 0
𝑎 0
( ) and ( 0 0 0)
0 𝑏
0 0 𝑏

are diagonal matrices. Identity matrices are examples of diagonal matrices. Diagonal matrices
play a crucial role in matrix theory. We will see this later on.

Skew-Symmytric matrix:

Square Matrix A is said to be skew-symmetric if aij=−aji for all i and j. In other words, we can
say that matrix A is said to be skew-symmetric if transpose of matrix A is equal
to negative of Matrix A i.e (AT=−A).
Note that all the main diagonal elements in skew-symmetric matrix are zero.

1.6 Complex Matrices

We have considered matrices whose elements were real numbers. The elements of a matrix can,
however, be complex numbers also.

(1) Conjugate of a matrix: If the elements of a matrix A = [ars] are complex numbers
∝𝑟𝑠 + 𝑖𝛽𝑟𝑠 and 𝛽𝑟𝑠 being real, then the matrix 𝐴̅ = [𝑎̅𝑟𝑠 ] = [∝𝑟𝑠 − 𝑖𝛽𝑟𝑠 ]is called the
conjugate matrix of A.
(2) Hermitian matrix: A square matrix A such that A1 = 𝐴̅ is said to be a Hermitian Matrix.
The elements of the leading diagonal of a Hermitian matrix are evidently real , while
every other element is the complex conjugate of the element is the transposed position.
For instance

2 3 + 4𝑖 2 3 + 4𝑖 ̅
A=[ ] is a Herimitian matrix, since A1 = [ ]𝐴
3 − 4𝑖 −5 3 + 4𝑖 −5

(3) Skew – Hermitian Matrix : A square matrix A such thatA1 = -𝐴̅ is said to be a Skew –
Hermitian matrix. This implies that the leading diagonal elements of skew – hermitian
matrix are either all zeros or all purely imaginary.
Observation: A hermitian matrix is a generalization of a real symmetric matrix as every real
symmetric matrix is Hermitian. Similarly, a skew – Hermitian matrix is a generalization of a real
skew – symmetric matrix.

(4) Unitary matrix: A square matrix, U such that U1 = U-1 is called a Unitary matrix. This
is a generalization of the orthogonal matrix in the complex field.

Exercise
0 1 + 2𝑖
1. Given that A = [ ], show that (1-A) (1+ A)-1 is a Unitary matrix.
−1 + 2𝑖 0
2. Prove that :
(a) Every Hermitian matrix can be written as (A + iB), where A si real and symmetric
and B is real and skew – sysmmetric.
(b) If A is a Hermitian matrix, (iA) is a skew – Hermitian matrix.

3 7 − 4𝑖 −2 + 5𝑖
3. Show that [ 7 + 4𝑖 −2 3 + 𝑖 ] is a Hermitian matrix.
−2 − 5𝑖 3−𝑖 4

1 1 1
1
4. If S = [1 𝑎2 𝑎 ], where a = e2iπ/3, prove that S-1 = 3 𝑆̅.
1 𝑎 𝑎2
5. Show that :
(a) The inverse of a unitary matrix is Unitary
(b) The product of two n – rowed Unitary matrices is Unitary.

1.7 Characteristic Equation

If A is any matrix of order n, we can form the matrix (A- 𝜆𝐼), where 𝐼 is the n the order unit
matrix. The determinant of this matrix equated to zero Ie, (A- 𝜆𝐼) =
𝑎11−𝜆 𝑎12 − − − 𝑎1𝑛
𝑎21 𝑎22−𝜆 − − − 𝑎2𝑛
[ ] = 0 Is called the characteristic equation of A. on expanding the
−− −− −−−−−
𝑎𝑛−1 𝑎𝑛2 − − − 𝑎𝑛𝑚−𝜆
determinant, the characteristic equation taken the form

(-1) 𝜆𝑛 + 𝑘1 𝜆𝑛−1 + 𝑘2 𝜆𝑛−2 + − − − + 𝑘𝑛 = 0 where k’ s are expressible in terms of the

elements aij. The roots of this equation are called the characteristic roots or latent roots or eigen
values of the matrix A.

Eigen Vector
 𝑥1
𝑥2 𝑎11 𝑎12 − − − 𝑎1𝑛
𝑎 𝑎22 − − − 𝑎2𝑛
If X = − − and A = [ 21 ]then the linear transformation Y = AX
−− −− −− −−−−−
𝑎𝑛−1 𝑎𝑛2 − − − 𝑎𝑛𝑚
[ 𝑥3 ]
----- (i) carries the column vector, X into the column vector, Y by means of the
square matrix A. In practice, it is often required to find such vectors which transform into
themselves or to a scalar multiple of themselves. Let X be such a vector which transforms into
𝜆X by means of the transform (i) then 𝜆X = AX (or) AX – 𝜆𝐼X = 0 (or)(A- 𝜆𝐼) X = 0 ------- (ii) .

This matrix equation represents n homogeneous linear equations

( 𝑎11−𝜆 )𝑥1 + 𝑎12 𝑥2 − − + 𝑎1𝑛 𝑥𝑛 = 0

𝑎2 1 𝑥1 + 𝑎(22−𝜆) 𝑥2 + − − + 𝑎2𝑛 𝑥𝑛 = 0 } ------ ( iii)
−−−−−−−−−−−−−−−−−−
𝑎𝑛 1 𝑥1 + 𝑎𝑛2 𝑥2 + − + ( 𝑎𝑛𝑛 − 𝜆)𝑥𝑛 = 0

which will have a non – trivial solution only if the coefficient matrix is singular, i.e.,
if |𝐴 − 𝜆𝐼 | = 0.This is called the characteristic equation of the transformation and is same as the
characteristic equation of the matrix, A. It has n roots and corresponding to each root the
equation (ii) will have a non – zero solution X = [ 𝑥1 , 𝑥2 , -- 𝑥𝑛 ].which is known as the eigen
vector or latent vector.

Example:
8 −6 2
Find the eigen values and eigen vectors of the matrix A = [−6 7 −4].
2 −4 3
Sol: - The characteristic equation is

8−𝜆 −6 2
|𝐴 − 𝜆𝐼 | = | −6 (7 − 𝜆) −4 | = −𝜆3 + 18𝜆2 − 45𝜆 = 0
2 −4 (3 − 𝜆)

(or) 𝜆 (𝜆 − 3) (𝜆 − 15) = 0

𝜆 = 0, 3,15.

If x, y, z be the components of an eigen vectors corresponding to the eigen value, 𝜆 we have

8−𝜆 −6 2 𝑥
[𝐴 − 𝜆𝐼 ]𝑋 = | −6 (7 − 𝜆) −4 | [𝑦] = 0 − −(𝑖)
2 −4 (3 − 𝜆) 𝑧

Putting 𝜆 =0, we have 8x- 6y+ 2z = 0, -6x + 7y – 4z = 0, 2x – 4y + 3z = 0.

These equations determine a single linearly independent solution which may be taken as (1,2,2)
so that every non – zero multiple of this vector is an eigen vector corresponding to 𝜆 = 0.

Similarly, the eigen vectors corresponding to 𝜆 = 3 and 𝜆 = 15 are the arbitrary non – zero
multiples of the vectors (2,1,-2) and (2, -2, 1) which are obtained from (i)

Hence the three eigen vectors may be taken as (1,2,2), (2, 1, -2), (2, -2, 1).

Properties of Eigen values

(1) The sum of the eigen values of a matrix is the sum of the elements of the principal
diagonal.
(2) If 𝜆 is an eigen value of a matrix, A then 1/𝜆 is the eigen value of 𝐴−1 .
(3) If 𝜆 is an eigen value of an orthogonal matrix, then 1/𝜆 is also its eigen value.
(4) If 𝜆1 , 𝜆2 , − − −−, 𝜆𝑛 are the eigen values of a matrix A then 𝐴𝑚 has the eigen values
𝜆𝑚 𝑚 𝑚
1 , 𝜆2 , − − − 𝜆𝑛 .

1.8 CAYLEY – HAMILTON THEOREM

Every square matrix satisfies its own characteristic equation.

i.e., If the characteristic equation for the nth order square matrix, A is |𝐴 − 𝜆𝐼 | = (−1)𝑛 𝜆𝑛 +
𝑘1 𝜆𝑛−1 + − − − + 𝑘𝑛 = 0 − −(1)

Example:

1 1 3
Find the characteristic equation of the matrix A = [ 1 3 −3] and hence find its inverse.
−2 −4 −4
Sol: - The characteristic equation is

(1 − 𝜆 ) 1 3
| 1 (3 − 𝜆 ) −3 | = 0
−2 −4 −4 − 𝜆
𝑖. 𝑒. , 𝜆3 − 20𝜆 + 8 = 0

By Cayley – Hamilton theorem, 𝐴3 − 20𝐴 + 8𝐼 = 0

5 1
where 𝐴−1 = 𝐼− 𝐴2 .
2 8

1 0 0 −4 −8 −12
5 1
= 2 [0 1 0] − [ 10 22 6 ]
8
0 0 1 2 2 22
 3
3 1
2
−5 −1 −3
=
4 4 4
−1 −1 −1
[4 4 4]

Exercise
1. Find the eigen values and eigen vectors of the matrices:
1 4 1 −2
(a) [ ] (b) [ ]
3 2 −5 4

|𝐴|
2. (a) If 𝜆 be an eigen value for a non – singular matrix, A show that is an eigen value
𝜆
of the matrix (Adj.A).

(b) Show that the eigen values of triangular matrix, A are equal to the elements of the
principal diagonal of A.
3. Using Cayley -Hamilton Theorem, find the inverse of
1 0 3
(i) [2 1 −1]
1 −1 1

1 1 3
(ii) [1 3 −3]
−2 −4 −4
2 1 1
4. Find the characteristic equation of the matrix A = [0 1 0] and hence find the matrix
1 1 2
represented by A8 − 5A7 + 7A6 − 3A5 + A4 − 5A3 + 8A2 − 2A + I.

1.9 Reduction of Quadratic form into Canonical form

A homogeneous expression of the second degree in any number of variables is called a quadratic
form

𝑎 ℎ 𝑔 𝑥
For instance, if A = [ ℎ 𝑏 𝑓 ] , 𝑋 = [𝑦] 𝑎𝑛𝑑 𝑋1 = [𝑥 𝑦 𝑧 ], 𝑡ℎ𝑒𝑛𝑋 ′ 𝐴𝑋 = 𝑎𝑥 2 + 𝑏𝑦 2 +
𝑔 𝑓 𝑐 𝑧
2
𝑐𝑧 + 2𝑓𝑦𝑧 + 2𝑔𝑧𝑥 + 2ℎ𝑥𝑦 --------- (1) which is a quadratic form.
 𝑥1 𝑥2 𝑥3
Let 𝜆1 , 𝜆2 , 𝜆3 be the eigen values of the matrix, A and 𝑋1 = [𝑦1 ] , 𝑋2 = [𝑦2 ] , 𝑋3 = [𝑦3 ] be its
𝑧1 𝑧2 𝑧3
corresponding eigen vectors in the normalized form (i.e., each element is divided by square root
of sum of the squares of all the three elements in the eigen vector).

𝜆1 0 0
−1
By the reduction to diagonal form, 𝑃 AP = [ 0 𝜆2 0 ].
0 0 𝜆3
𝑥1 𝑥2 𝑥3
where P = [𝑦1 𝑦2 𝑦3 ]
𝑧1 𝑧2 𝑧3

Hence the quadratic form (1) is reduced to a sum of squares (i.e., canonical form) 𝜆1 𝑥 2 +
𝜆2 𝑦 2 + 𝜆3 𝑧 2 .

and P is the matrix of transformation which is an orthogonal matrix. That is why the above
method of reduction is called the orthogonal transformation.

Example:

Reduce the quadratic form 3𝑥 2 + 5𝑦 2 + 3𝑧 2 − 2𝑦𝑧 + 2𝑧𝑥 − 2𝑥𝑦 to the canonical form. Also
specify the matrix of transformation.

3 −1 1
Sol: -The matrix of the given quadratic form is A = [−1 5 −1]
1 −1 3

(3 − 𝜆) −1 1
Its characteristic equation is |𝐴 − 𝜆𝐼 | = 0 i.e., | −1 (5 − 𝜆) −1 |=0
1 −1 (3 − 𝜆)

which gives 𝜆 = 2, 3, 6 as its eigen values. Hence the given quadratic form reduces to the
canonical form

𝜆1 𝑥 2 + 𝜆2 𝑦 2 + 𝜆3 𝑧 2 i.e., 2x 2 + 3y 2 + 6 z 2 .

To find the matrix of transformation

From [A − λI] X = 0 , we obtain the equations (3−λ) x − y + z = 0

− x + (5 − λ)y − z = 0
x − y + (3 − λ)z = 0

Now corresponding to λ = 2, we get x –y + z = 0, -x + 3y- z = 0 and x – y + z = 0

 x y z
Hence = =
1 0 −1

1 −1
∴ The eigen vector is (1,0, -1) and its normalized form is ( , o, ).
√2 √2

Similarly corresponding to λ = 3, the eigen vector is (1, 1, 1) and its normalized form
1 1 1
is( , , ).
√3 √3 √3

Finally, corresponding to λ = 6, the eigen vector is (1, -2, 1) and its normalized form is
1 −2 1
( , , )
√6 √6 √6

1 1 1
√2 √3 √6
−2 −2
Hence the matrix of transformation is P = 0 .
√3 √6
−1 1 1
[ √2 √3 √6 ]

Exercise
1. Write down the matrix of the Quadratic form x 2 + 2y 2 − 7z 2 − 4xy + 8xz + 5yz.
2. Reduce the Quadratic form 6x 2 + 3y 2 + 3z 2 − 4xy − 2yz + 4xz to the sum of squares
form and find the index and signature.
3. Reduce to sum of squares form Q=x12 + 2x22 − 7x32 − 4x1 x2 + 8x2 x3 .
4. Express the following Quadratic form as “sum of squares” Q =10x 2 + y 2 + z 2 − 6xy −
2yz + xz.

Answers
−1 −2 4 x
1. [x y z] [−2 2 5/2] [y].
4 5/2 −7 z
7 16
2. 6y12 + 3 y22 + y2 , index=3, signature = 3.
7 3
3. y12 − 2y22 + 9y32 .
1
4. 10y12 + 10 y22 .

1.10 Applications in Electrical Circuits:

One of the most important applications of linear algebra to electronics is to analyze
electronic circuits that cannot be described using the rules for resistors in series or parallel such
as the one shown in below. The goal is to calculate the current flowing in each branch of the
circuit or to calculate the voltage at each node of the circuit.

Knowing the branch currents, the nodal voltages can easily be calculated, and knowing the nodal
voltages, the branch currents can easily be calculated. Loop analysis finds the currents directly
and nodal analysis finds the voltages directly. Which method is simpler depends on the given
circuit. Nodal analysis is important because its answers can be directly compared with voltage
measurements taken in a circuit, whereas currents are not so easily measured in a circuit.

The steps involved in finding current in the circuit:

1. Count the number of loop currents required. Call this number n.

2. Choose ‘n’ independent loop currents, call them I1, I2, . . . , In and draw them on the circuit
diagram.
3. Write down Kirchoff’s Voltage Law for each loop. The result, after simplification, is a system
of n linear equations in the n unknown loop currents in this form:

R11 I1 + R12 I2 + … + R1n In = V1

R21 I1 + R22 I2 + … + R2n In = V2
…………………………………
Rn1 I1 + Rn2 I2 + … + Rnn In = Vn.
where R11, R12, . . . , Rnn and V1, V2, . . . , Vn are constants.
4. Solve the system of equations for the ‘n’ loop currents I1, I2, . . . , In.

Example#1. Determine the current flowing in each branch of the following circuit using Jacobi
method.
Sol. The number of loops in the given circuit is 3, therefore we have to determine 3 loop
currents. Let I1, I2, I3 be the current in the three loops and taking the direction of the current
towards right.

Applying Kirchoff‟s Voltage Law for each loop, we get the following system of equations;
1.I1 + 25(I1 – I2) + 50(I1 – I3) = 10
25(I2 – I1) + 30 I2 + 1 (I2 – I3) = 0
50(I3 –I1) + 1 (I3 – I2) + 55 I3 = 0.
Simplifying equations, we have
76 I1 – 25 I2 – 50 I3 = 10
– 25 I1 + 56 I2 – I3 = 0
– 50 I1 – I2 + 106 I3 = 0.

Solving equations, we get I1 = 0.245, I2 =0.111, I3 =0.117.