Elementary Matrices Note
Elementary Matrices Note
[ ]
1 0 0
[10 ]
0 0
a. 0 3 0 b.
1 0
0 0 1
[ ] [ ]
1 0 0 1 0 0
c. 0 1 0 d. 0 0 1
0 0 0 0 1 0
[ ]
1 0 0
[ ]
1 0
e. f. 0 2 0
2 1
0 0 −1
SOLUTION
Copyright 2017 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part. Due to electronic rights, some third party content may be suppressed from the eBook and/or eChapter(s).
Editorial review has deemed that any suppressed content does not materially affect the overall learning experience. Cengage Learning reserves the right to remove additional content at any time if subsequent rights restrictions require it.
ELEMENTARY MATRICES 2
Elementary matrices are useful because they enable you to use matrix multiplication
to perform elementary row operations, as demonstrated in Example 2.
[ ][ ] [ ]
0 1 0 0 2 1 1 −3 6
1 0 0 1 −3 6 = 0 2 1
0 0 1 3 2 −1 3 2 −1
Note that the first two rows of A are interchanged when multiplying on the left by E.
b. In the matrix product below, E is the elementary matrix in which the second row of
I3 is multiplied by 12.
E A
[ ][ ] [ ]
1 0 0 1 0 −4 1 1 0 −4 1
1
0 2 0 0 2 6 −4 = 0 1 3 −2
0 0 1 0 1 3 1 0 1 3 1
Note that the second row of A is multiplied by 12 when multiplying on the left by E.
c. In the matrix product below, E is the elementary matrix in which 2 times the first
row of I3 is added to the second row.
E A
[ ][ ] [ ]
1 0 0 1 0 −1 1 0 −1
2 1 0 −2 −2 3 = 0 −2 1
0 0 1 0 4 5 0 4 5
Note that 2 times the first row of A is added to the second row when multiplying on
the left by E.
Most applications of elementary row operations require a sequence of operations. For instance, Gaussian
elimination usually requires several elementary row operations to row reduce a matrix. This translates
into multiplication on the left by several elementary matrices. The order of multiplication is important;
the elementary matrix immediately to the left of A corresponds to the row operation performed first. Example 3
demonstrates this process.
Copyright 2017 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part. Due to electronic rights, some third party content may be suppressed from the eBook and/or eChapter(s).
Editorial review has deemed that any suppressed content does not materially affect the overall learning experience. Cengage Learning reserves the right to remove additional content at any time if subsequent rights restrictions require it.
ELEMENTARY MATRICES 3
Find a sequence of elementary matrices that can be used to write the matrix A in
row-echelon form.
[ ]
0 1 3 5
A= 1 −3 0 2
2 −6 2 0
SOLUTION
Elementary Row Elementary
Matrix Operation Matrix
R1 ↔ R2
[ ] [ ]
1 −3 0 2 0 1 0
0 1 3 5 E1 = 1 0 0
2 −6 2 0 0 0 1
[ ] [ ]
1 −3 0 2 1 0 0
0 1 3 5 R3 + (−2)R1 → R3 E2 = 0 1 0
0 0 2 −4 −2 0 1
[ ] [ ]
1 −3 0 2 1 0 0
0 1 3 5 E3 = 0 1 0
0 0 1 −2 (12 )R3 → R3 0 0 1
2
The three elementary matrices E1, E2, and E3 can be used to perform the same elimination.
[ ][ ][ ][ ]
1 0 0 1 0 0 0 1 0 0 1 3 5
B = E3E2E1A = 0 1 0 0 1 0 1 0 0 1 −3 0 2
1
0 0 2 −2 0 1 0 0 1 2 −6 2 0
[ ][ ][ ]
1 0 0 1 0 0 1 −3 0 2
= 0 1 0 0 1 0 0 1 3 5
1
0 0 2 −2 0 1 2 −6 2 0
[ ][ ] [ ]
1 0 0 1 −3 0 2 1 −3 0 2
= 0 1 0 0 1 3 5 = 0 1 3 5
1
0 0 2 0 0 2 −4 0 0 1 −2
Copyright 2017 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part. Due to electronic rights, some third party content may be suppressed from the eBook and/or eChapter(s).
Editorial review has deemed that any suppressed content does not materially affect the overall learning experience. Cengage Learning reserves the right to remove additional content at any time if subsequent rights restrictions require it.
ELEMENTARY MATRICES 4
[ ] [ ]
0 1 0 0 1 0
E1 = 1 0 0 E1−1 = 1 0 0
0 0 1 0 0 1
[ ] [ ]
1 0 0 1 0 0
E2 = 0 1 0 E2−1 = 0 1 0
−2 0 1 R3 + (−2)R1 → R3 2 0 1 R3 + (2)R1 → R3
[ ] [ ]
1 0 0 1 0 0
E3 = 0 1 0 E3−1 = 0 1 0
0 0 1
2 (12 )R3 → R3 0 0 2 (2)R3 → R3
PROOF
The phrase “if and only if” means that there are actually two parts to the theorem.
On the one hand, you have to show that if A is invertible, then it can be written as the
product of elementary matrices. Then you have to show that if A can be written as
the product of elementary matrices, then A is invertible.
To prove the theorem in one direction, assume A is invertible. From Theorem
2.11 you know that the system of linear equations represented by Ax = O has only the
trivial solution. But this implies that the augmented matrix [A O] can be rewritten in
the form [I O] (using elementary row operations corresponding to E1, E2, . . . , and
Ek). So, Ek . . . E2E1A = I and it follows that A = E1−1E2−1 . . . Ek−1. A can be written
as the product of elementary matrices.
To prove the theorem in the other direction, assume A is the product of elementary
matrices. Every elementary matrix is invertible and the product of invertible matrices
is invertible, so it follows that A is invertible. This completes the proof.
Copyright 2017 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part. Due to electronic rights, some third party content may be suppressed from the eBook and/or eChapter(s).
Editorial review has deemed that any suppressed content does not materially affect the overall learning experience. Cengage Learning reserves the right to remove additional content at any time if subsequent rights restrictions require it.
ELEMENTARY MATRICES 5
[−13 −2
A=
8
. ]
SOLUTION
Begin by finding a sequence of elementary row operations that can be used to rewrite A in reduced row-echelon
form.
Matrix Elementary Row Operation Elementary Matrix
(−1)R1 → R1 −1
[3 ] [ ]
1 2 0
E1 =
8 0 1
[10 2
2 ] R2 + (−3)R1 → R2
E2 = [−31 0
1 ]
[10 2
1 ] ( )R2 → R2
1
2
E3 = [10 0
1
2
]
R1 + (−2)R2 → R1 −2
[0 ] [0 ]
1 0 1
E4 =
1 1
Now, from the matrix product E4E3E2E1A = I, solve for A to obtain
A = E1−1E2−1E3−1E4−1. This implies that A is a product of elementary matrices.
E1−1 E2−1 E3−1 E4−1
[−10 −1 −2
][13 ][10 ][10 ] [ ]
0 0 0 2
A= =
1 1 2 1 3 8
Copyright 2017 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part. Due to electronic rights, some third party content may be suppressed from the eBook and/or eChapter(s).
Editorial review has deemed that any suppressed content does not materially affect the overall learning experience. Cengage Learning reserves the right to remove additional content at any time if subsequent rights restrictions require it.
ELEMENTARY MATRICES 6
THE LU-FACTORIZATION
At the heart of the most efficient and modern algorithms for solving linear systems Ax = b is the LU-
factorization, in which the square matrix A is expressed as a product, A = LU. In this product, the square
matrix L is lower triangular, which means all the entries above the main diagonal are zero. The square
matrix U is upper triangular, which means all the entries below the main diagonal are zero.
[ ] [ ]
a11 0 0 a11 a12 a13
a21 a22 0 0 a22 a23
a31 a32 a33 0 0 a33
Definition of LU-Factorization
If the n × n matrix A can be written as the product of a lower triangular matrix
L and an upper triangular matrix U, then A = LU is an LU-factorization of A.
LU-Factorizations
[11 ] [ ][10 ]
2 1 0 2
a. = = LU
0 1 1 −2
is an LU-factorization of the matrix
[11 ]
2
A=
0
as the product of the lower triangular matrix
[11 ]
0
L=
1
and the upper triangular matrix
[10 ]
2
U= .
−2
[ ] [ ][ ]
1 −3 0 1 0 0 1 −3 0
b. A = 0 1 3 = 0 1 0 0 1 3 = LU
2 −10 2 2 −4 1 0 0 14
Copyright 2017 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part. Due to electronic rights, some third party content may be suppressed from the eBook and/or eChapter(s).
Editorial review has deemed that any suppressed content does not materially affect the overall learning experience. Cengage Learning reserves the right to remove additional content at any time if subsequent rights restrictions require it.
ELEMENTARY MATRICES 7
[ ]
1 −3 0
Find an LU-factorization of the matrix A = 0 1 3 .
2 −10 2
SOLUTION
Begin by row reducing A to upper triangular form while keeping track of the elementary
matrices used for each row operation.
Matrix Elementary Row Operation Elementary Matrix
[ ] [ ]
1 −3 0 1 0 0
0 1 3 E1 = 0 1 0
0 −4 2 R3 + (−2)R1 → R3 −2 0 1
[ ] [ ]
1 −3 0 1 0 0
0 1 3 E2 = 0 1 0
0 0 14 R3 + (4)R2 → R3 0 4 1
The reduced matrix above is an upper triangular matrix U, and it follows that
E2E1A = U, or A = E1−1E2−1U. The product of the lower triangular matrices
[ ][ ] [ ]
1 0 0 1 0 0 1 0 0
E1−1E2−1 = 0 1 0 0 1 0 = 0 1 0
2 0 1 0 −4 1 2 −4 1
is a lower triangular matrix L, so the factorization A = LU is complete. Notice that this
is the same LU-factorization as in Example 5(b).
Copyright 2017 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part. Due to electronic rights, some third party content may be suppressed from the eBook and/or eChapter(s).
Editorial review has deemed that any suppressed content does not materially affect the overall learning experience. Cengage Learning reserves the right to remove additional content at any time if subsequent rights restrictions require it.
ELEMENTARY MATRICES 8
[ ]
1 −3 0
A= 0 1 3
2 −10 2
[ ][ ]
1 0 0 1 −3 0
= 0 1 0 0 1 3
2 −4 1 0 0 14
First, let y = Ux and solve the system Ly = b for y.
[ ][ ] [ ]
1 0 0 y1 −5
0 1 0 y2 = −1
2 −4 1 y3 −20
Solve this system using forward substitution. Starting with the first equation, you have
y1 = −5. The second equation gives y2 = −1. Finally, from the third equation,
2y1 − 4y2 + y3 = −20
y3 = −20 − 2y1 + 4y2
y3 = −20 − 2(−5) + 4(−1)
y3 = −14.
The solution of Ly = b is
[ ]
−5
y = −1 .
−14
Now solve the system Ux = y for x using back-substitution.
[ ][ ] [ ]
1 −3 0 x1 −5
0 1 3 x2 = −1
0 0 14 x3 −14
From the bottom equation, x3 = −1. Then, the second equation gives
x2 + 3(−1) = −1
or x2 = 2. Finally, the first equation gives
x1 − 3(2) = −5
or x1 = 1. So, the solution of the original system of equations is
[ ]
1
x= 2 .
−1
Copyright 2017 Cengage Learning. All Rights Reserved. May not be copied, scanned, or duplicated, in whole or in part. Due to electronic rights, some third party content may be suppressed from the eBook and/or eChapter(s).
Editorial review has deemed that any suppressed content does not materially affect the overall learning experience. Cengage Learning reserves the right to remove additional content at any time if subsequent rights restrictions require it.