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ALA Module 1

The document provides a comprehensive overview of linear equations and matrices, covering topics such as Gaussian elimination, matrix inverses, LDU factorization, and eigenvalues. It discusses the classification of linear systems as homogeneous or nonhomogeneous, the conditions for solutions, and methods for solving these systems. Additionally, it introduces elementary row operations and the concept of row echelon form, along with the rank of a matrix.
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0% found this document useful (0 votes)
122 views244 pages

ALA Module 1

The document provides a comprehensive overview of linear equations and matrices, covering topics such as Gaussian elimination, matrix inverses, LDU factorization, and eigenvalues. It discusses the classification of linear systems as homogeneous or nonhomogeneous, the conditions for solutions, and methods for solving these systems. Additionally, it introduces elementary row operations and the concept of row echelon form, along with the rank of a matrix.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Linear Equations and Matrices

Dr. Juhi Kesarwani Dr. Ashish Kumar Kesarwany

Mathematics Division, School of Advanced Sciences and Languages


VIT Bhopal University, Bhopal-Indore Highway, Kothrikalan, Sehore, Madhya Pradesh, 466114, India

June 25, 2024

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 1 / 110
Table of Contents

1 Introduction

2 Geometric Interpretations

3 Gaussian and Gauss-Jordan Elimination method for finding solution of linear


equation AX = b

4 Gauss-Jordan Method for finding the inverse of a matrix

5 LDU factorization

6 Applications

7 Eigenvalues and Eigenvectors

8 Properties of Eigenvalues and Eigenvectors

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 2 / 110
Notation:
N: set of Natural numbers
Z: set of integers
Q: set of rational numbers
R: set of real numbers
C: set of complex numbers   
a
R2 : {(a, b) : a, b ∈ R} or {aiˆ + b jˆ : a, b ∈ R} or : a, b ∈ R
b   
 a 
R3 : {(a, b, c) : a, b, c ∈ R}or {aiˆ + b jˆ + c k̂ : a, b, c ∈ R} or b  : a, b, c ∈ R
c
 
  

 a1 

a2 
 

n
R :  ..  : a1 , a2 , . . . , an ∈ R
 

 . 

 
an
 

  

 a1 

a2 
 

Cn : : a , a , . . . , a ∈
 
 ..  1 2 n C

 . 

 
an
 
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 3 / 110
The classical problem of linear algebra is to find all solutions (if any exist) to a
system of m linear equations in n unknowns of the form

a11 x1 + · · · + a1n xn = b1 


a21 x1 + · · · + a2n xn = b2 


.. .. .. (∗)
. . . 




am1 x1 + · · · + amn xn = bm

Where aij and bi are scalars belonging to R and xj are variables which takes value
in R.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 4 / 110
A system of linear equations of the above form is homogeneous if and only if
bi = 0 for all 1 ≤ i ≤ m; otherwise it is nonhomogeneous.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 5 / 110
A system of linear equations of the above form is homogeneous if and only if
bi = 0 for all 1 ≤ i ≤ m; otherwise it is nonhomogeneous.

At this stage, we can ask the following questions:

1 Does a given system of linear equations has a solution?

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 5 / 110
A system of linear equations of the above form is homogeneous if and only if
bi = 0 for all 1 ≤ i ≤ m; otherwise it is nonhomogeneous.

At this stage, we can ask the following questions:

1 Does a given system of linear equations has a solution?

2 If it has a solution, is that solution unique?

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 5 / 110
A system of linear equations of the above form is homogeneous if and only if
bi = 0 for all 1 ≤ i ≤ m; otherwise it is nonhomogeneous.

At this stage, we can ask the following questions:

1 Does a given system of linear equations has a solution?

2 If it has a solution, is that solution unique?

3 If the solution is not unique, can we characterize the set of all solutions?

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 5 / 110
A system of linear equations of the above form is homogeneous if and only if
bi = 0 for all 1 ≤ i ≤ m; otherwise it is nonhomogeneous.

At this stage, we can ask the following questions:

1 Does a given system of linear equations has a solution?

2 If it has a solution, is that solution unique?

3 If the solution is not unique, can we characterize the set of all solutions?

4 If there are solutions, how do we compute them efficiently?

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 5 / 110
We can write the system of linear equations (∗) in the following form
    
a11 · · · a1n x1 b1
 .. ..   ..  =  .. 
 . .  .   . 
am1 ··· amn xn bm

AX = b

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 6 / 110
We can write the system of linear equations (∗) in the following form
    
a11 · · · a1n x1 b1
 .. ..   ..  =  .. 
 . .  .   . 
am1 ··· amn xn bm

AX = b

❃ The matrix A = [aij ] is called the coefficient matrix of the system.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 6 / 110
We can write the system of linear equations (∗) in the following form
    
a11 · · · a1n x1 b1
 .. ..   ..  =  .. 
 . .  .   . 
am1 ··· amn xn bm

AX = b

❃ The matrix A = [aij ] is called the coefficient matrix of the system.

❃ The matrix A∗ = [A | b] is called the augmented matrix of the system.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 6 / 110
 T
❃ A vector c = c1 ··· cn ∈ Rn is called the solution of the system if
Ac = b.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 7 / 110
 T
❃ A vector c = c1 ··· cn ∈ Rn is called the solution of the system if
Ac = b.

❃ Set of all vectors satisfying AX = b is called the solution set of the system.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 7 / 110
 T
❃ A vector c = c1 ··· cn ∈ Rn is called the solution of the system if
Ac = b.

❃ Set of all vectors satisfying AX = b is called the solution set of the system.

❃ If a system AX = b has a solution then it is called consistent otherwise it


is called inconsistent. A homogeneous system is always consistent because
 T
0 · · · 0 ∈ Rn is always a solution of AX = 0.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 7 / 110
Elementary row operations
There are three types of elementary row operations
Type-1: Swapping/Interchanging any two rows of a matrix, i.e.,

Ri ←→ Rj

Type-2: Multiplying a row by a non-zero constant,, i.e.,

Ri → αRi α ̸= 0

Type-3: Replacing a row with the sum of itself and a multiple of another row.
, i.e.,
Ri → Ri + αRj

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 8 / 110
Elementary row operations
There are three types of elementary row operations
Type-1: Swapping/Interchanging any two rows of a matrix, i.e.,

Ri ←→ Rj

Type-2: Multiplying a row by a non-zero constant,, i.e.,

Ri → αRi α ̸= 0

Type-3: Replacing a row with the sum of itself and a multiple of another row.
, i.e.,
Ri → Ri + αRj

Leading entry or Pivot element


The first non-zero element of a row of a matrix is called leading entry or leading
element or pivot element or pivot entry of that row.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 8 / 110
❃ Row Echelon Form: A matrix is in row echelon form (ref) when it satisfies
the following conditions.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 9 / 110
❃ Row Echelon Form: A matrix is in row echelon form (ref) when it satisfies
the following conditions.

1 Each leading entry is in a column to the right of the leading entry in the previous
row.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 9 / 110
❃ Row Echelon Form: A matrix is in row echelon form (ref) when it satisfies
the following conditions.

1 Each leading entry is in a column to the right of the leading entry in the previous
row.

2 Rows with all zero elements, if any, are below rows having a non-zero element.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 9 / 110
❃ Row Echelon Form: A matrix is in row echelon form (ref) when it satisfies
the following conditions.

1 Each leading entry is in a column to the right of the leading entry in the previous
row.

2 Rows with all zero elements, if any, are below rows having a non-zero element.

❃ Note: A matrix is either in row echelon form or can be converted into row
echelon form by applying elementary row operations on it.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 9 / 110
❃ Row Echelon Form: A matrix is in row echelon form (ref) when it satisfies
the following conditions.

1 Each leading entry is in a column to the right of the leading entry in the previous
row.

2 Rows with all zero elements, if any, are below rows having a non-zero element.

❃ Note: A matrix is either in row echelon form or can be converted into row
echelon form by applying elementary row operations on it.

❃ Rank of a Matrix: The rank of a matrix is defined to be the number of non-


zero rows in its row echelon form.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 9 / 110
❃ Row Echelon Form: A matrix is in row echelon form (ref) when it satisfies
the following conditions.

1 Each leading entry is in a column to the right of the leading entry in the previous
row.

2 Rows with all zero elements, if any, are below rows having a non-zero element.

❃ Note: A matrix is either in row echelon form or can be converted into row
echelon form by applying elementary row operations on it.

❃ Rank of a Matrix: The rank of a matrix is defined to be the number of non-


zero rows in its row echelon form.

❃ Remark:
1 REF of a matrix is not unique but # of non-zero rows and # zeros rows in any
two REFs is same.
2 We can apply any two elementary row operations simultaneously only if they
are not effecting each other.
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 9 / 110
Example
Find the rank of the matrix
 
2 3 0 1
1 0 1 2
A=
−1
.
1 1 −2
1 5 3 −1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 10 / 110
Solution
Reduce the given matrix A to a row echelon form by applying elementary row
operations. Given:
 
2 3 0 1
1 0 1 2
A= −1 1 1

−2
1 5 3 −1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 11 / 110
Solution
Reduce the given matrix A to a row echelon form by applying elementary row
operations. Given:
 
2 3 0 1
1 0 1 2
A=  R ↔ R2
−1 1 1 −2 1
1 5 3 −1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 11 / 110
Solution
Reduce the given matrix A to a row echelon form by applying elementary row
operations. Given:
   
2 3 0 1 1 0 1 2
1 0 1 2 2 3 0 1
A=  R ↔ R2 
−2 1

−1 1 1 −1 1 1 −2
1 5 3 −1 1 5 3 −1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 11 / 110
Solution
Reduce the given matrix A to a row echelon form by applying elementary row
operations. Given:
   
2 3 0 1 1 0 1 2
1 0 1 R2 → R2 − 2R1
2 2
 R ↔ R2  3 0 1 R3 → R3 + R 1
A= −1 1 1 −2 1 −1 1 1 −2
R4 → R4 − R 1
1 5 3 −1 1 5 3 −1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 11 / 110
Solution
Reduce the given matrix A to a row echelon form by applying elementary row
operations. Given:
   
2 3 0 1 1 0 1 2
1 0 1 R2 → R2 − 2R1
2 2
 R ↔ R2  3 0 1 R3 → R3 + R 1
A= −1 1 1 −2 1 −1 1 1 −2
R4 → R4 − R 1
1 5 3 −1 1 5 3 −1
 
1 0 1 2
0
 3 −2 −3
0 1 2 0
0 5 2 −3

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 11 / 110
Solution
Reduce the given matrix A to a row echelon form by applying elementary row
operations. Given:
   
2 3 0 1 1 0 1 2
1 0 1 R2 → R2 − 2R1
2 2
 R ↔ R2  3 0 1 R3 → R3 + R 1
A= −1 1 1 −2 1 −1 1 1 −2
R4 → R4 − R 1
1 5 3 −1 1 5 3 −1
 
1 0 1 2
0 3 −2 −3 R ↔ R3
0 2

0 1 2
0 5 2 −3

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 11 / 110
Solution
Reduce the given matrix A to a row echelon form by applying elementary row
operations. Given:
   
2 3 0 1 1 0 1 2
1 0 1 R2 → R2 − 2R1
2 2
 R ↔ R2  3 0 1 R3 → R3 + R 1
A= −1 1 1 −2 1 −1 1 1 −2
R4 → R4 − R 1
1 5 3 −1 1 5 3 −1
   
1 0 1 2 1 0 1 2
0 3 −2 −3 0
 R ↔ R3  1 2 0
0 2
 
0 1 2 0 3 −2 −3
0 5 2 −3 0 5 2 −3

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 11 / 110
Solution
Reduce the given matrix A to a row echelon form by applying elementary row
operations. Given:
   
2 3 0 1 1 0 1 2
1 0 1 R2 → R2 − 2R1
2 2
 R ↔ R2  3 0 1 R3 → R3 + R 1
A= −1 1 1 −2 1 −1 1 1 −2
R4 → R4 − R 1
1 5 3 −1 1 5 3 −1
   
1 0 1 2 1 0 1 2
0 3 −2 −3 0
 R ↔ R3  1 2 0 R3 → R3 − 3R2
0 2

0 1 2 0 3 −2 −3 R4 → R4 − 5R2
0 5 2 −3 0 5 2 −3

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 11 / 110
Solution
Reduce the given matrix A to a row echelon form by applying elementary row
operations. Given:
   
2 3 0 1 1 0 1 2
1 0 1 R2 → R2 − 2R1
2 2
 R ↔ R2  3 0 1 R3 → R3 + R 1
A= −1 1 1 −2 1 −1 1 1 −2
R4 → R4 − R 1
1 5 3 −1 1 5 3 −1
     
1 0 1 2 1 0 1 2 1 0 1 2
0 3 −2 −3 0
 R ↔ R3  1 2 0 R 3 → R 3 − 3R 2
0 1 2 0
0 2
   
0 1 2 0 3 −2 −3 R4 → R4 − 5R2 0 0 −8 −3
0 5 2 −3 0 5 2 −3 0 0 −8 −3

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 11 / 110
Solution
Reduce the given matrix A to a row echelon form by applying elementary row
operations. Given:
   
2 3 0 1 1 0 1 2
1 0 1 R2 → R2 − 2R1
2 2
 R ↔ R2  3 0 1 R3 → R3 + R 1
A= −1 1 1 −2 1 −1 1 1 −2
R4 → R4 − R 1
1 5 3 −1 1 5 3 −1
     
1 0 1 2 1 0 1 2 1 0 1 2
0 3 −2 −3 0
 R ↔ R3  1 2 0 R 3 → R 3 − 3R 2
0 1 2 0
0 2
   
0 1 2 0 3 −2 −3 R4 → R4 − 5R2 0 0 −8 −3
0 5 2 −3 0 5 2 −3 0 0 −8 −3

R4 → R4 − R3

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 11 / 110
Solution
Reduce the given matrix A to a row echelon form by applying elementary row
operations. Given:
   
2 3 0 1 1 0 1 2
1 0 1 R2 → R2 − 2R1
2 2
 R ↔ R2  3 0 1 R3 → R3 + R 1
A= −1 1 1 −2 1 −1 1 1 −2
R4 → R4 − R 1
1 5 3 −1 1 5 3 −1
     
1 0 1 2 1 1 0 2 1 0 1 2
0 3 −2 −3 0
 R ↔ R3  2 1 0 R 3 → R 3 − 3R 2
0 1 2 0
0 2
   
0 1 2 0 −2 3 −3 R4 → R4 − 5R2 0 0 −8 −3
0 5 2 −3 0 2 5 −3 0 0 −8 −3
 
1 0 1 2
0 1 2 0
R4 → R4 − R3  
0 0 −8 −3
0 0 0 0
which is in row echelon form and therefore

rank(A) = # non-zero rows in its row echelon form = 3.


Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 11 / 110
Exercise 1:
Compute the rank of the following matrices
 
  1 2 3 4
  1 2 3
1 2 5 6 7 8
A2 = A3 = 4 5 6 A4 = 
 
3 4 9 10 11 12
7 8 9
13 14 15 16

Can you generalize this and guess the rank of An for n ≥ 2? Justify your
argument.

Exercise 2:  
1 2 3
Find the rank of the matrix A = 2 3 4 . Ans: rank(A) = 3.
3 5 7

Exercise 3:  
1 2 3 −4
Find the rank of matrix : A = −2 3 7 1 . Ans: rank(A) = 2.
1 9 16 −11

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 12 / 110
The following theorem answers the questions, we have asked previously.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 13 / 110
The following theorem answers the questions, we have asked previously.

Theorem
Let AX = b be system of m linear equations in n variables. Then

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 13 / 110
The following theorem answers the questions, we have asked previously.

Theorem
Let AX = b be system of m linear equations in n variables. Then

(1). The system AX = b is consistent iff rank(A) = rank(A∗ ).

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 13 / 110
The following theorem answers the questions, we have asked previously.

Theorem
Let AX = b be system of m linear equations in n variables. Then

(1). The system AX = b is consistent iff rank(A) = rank(A∗ ).

(2). The system Ax = b has a unique solution iff rank(A) = rank(A∗ ) = n.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 13 / 110
The following theorem answers the questions, we have asked previously.

Theorem
Let AX = b be system of m linear equations in n variables. Then

(1). The system AX = b is consistent iff rank(A) = rank(A∗ ).

(2). The system Ax = b has a unique solution iff rank(A) = rank(A∗ ) = n.

(3). The system Ax = b has infinitely many solutions iff rank(A) = rank(A∗ ) < n.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 13 / 110
Example
Consider the following system of linear equations

2y + z = −8
x − 2y − 3z = 0
−x + y + 2z = 3

The augmented matrix of given system is

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 14 / 110
Example
Consider the following system of linear equations

2y + z = −8
x − 2y − 3z = 0
−x + y + 2z = 3

The augmented matrix of given system is


 
0 2 1 −8
A∗ =  1 −2 −3 0 
−1 1 2 3

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 14 / 110
Example
Consider the following system of linear equations

2y + z = −8
x − 2y − 3z = 0
−x + y + 2z = 3

The augmented matrix of given system is


 
0 2 1 −8
A∗ =  1 −2 −3 0  R1 ↔ R2
−1 1 2 3

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 14 / 110
Example
Consider the following system of linear equations

2y + z = −8
x − 2y − 3z = 0
−x + y + 2z = 3

The augmented matrix of given system is


   
0 2 1 −8 1 −2 −3 0
A∗ =  1 −2 −3 0  R1 ↔ R2  0 2 1 −8 
−1 1 2 3 −1 1 2 3

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 14 / 110
Example
Consider the following system of linear equations

2y + z = −8
x − 2y − 3z = 0
−x + y + 2z = 3

The augmented matrix of given system is


   
0 2 1 −8 1 −2 −3 0
A∗ =  1 −2 −3 0  R1 ↔ R2  0 2 1 −8  R3 → R3 + R1
−1 1 2 3 −1 1 2 3

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 14 / 110
Example
Consider the following system of linear equations

2y + z = −8
x − 2y − 3z = 0
−x + y + 2z = 3

The augmented matrix of given system is


   
0 2 1 −8 1 −2 −3 0
A∗ =  1 −2 −3 0  R1 ↔ R2  0 2 1 −8  R3 → R3 + R1
−1 1 2 3 −1 1 2 3

 
1 −2 −3 0
 0 2 1 −8 
0 −1 −1 3

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 14 / 110
Example
Consider the following system of linear equations

2y + z = −8
x − 2y − 3z = 0
−x + y + 2z = 3

The augmented matrix of given system is


   
0 2 1 −8 1 −2 −3 0
A∗ =  1 −2 −3 0  R1 ↔ R2  0 2 1 −8  R3 → R3 + R1
−1 1 2 3 −1 1 2 3

 
1 −2 −3 0
1
 0 2 1 −8  R3 → R3 + R2
2
0 −1 −1 3

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 14 / 110
Example
Consider the following system of linear equations

2y + z = −8
x − 2y − 3z = 0
−x + y + 2z = 3

The augmented matrix of given system is


   
0 2 1 −8 1 −2 −3 0
A∗ =  1 −2 −3 0  R1 ↔ R2  0 2 1 −8  R3 → R3 + R1
−1 1 2 3 −1 1 2 3

   
1 −2 −3 0 1 −2 −3 0
1
 0 2 1 −8  R3 → R3 + R2  0 2 1 −8 
2
0 −1 −1 3 0 0 − 12 −1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 14 / 110
Example
Consider the following system of linear equations

2y + z = −8
x − 2y − 3z = 0
−x + y + 2z = 3

The augmented matrix of given system is


   
0 2 1 −8 1 −2 −3 0
A∗ =  1 −2 −3 0  R1 ↔ R2  0 2 1 −8  R3 → R3 + R1
−1 1 2 3 −1 1 2 3

   
1 −2 −3 0 1 −2 −3 0
1
 0 2 1 −8  R3 → R3 + R2  0 2 1 −8 
2
0 −1 −1 3 0 0 − 12 −1

Here rank(A) = rank(A∗ ) = # varables. Hence system is consistent and it has


unique solution.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 14 / 110
Example
Consider the following system of linear equations

x − y + 2z = −3
4x + 4y − 2z = 1
−2x + 2y − 4z = 6

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 15 / 110
Example
Consider the following system of linear equations

x − y + 2z = −3
4x + 4y − 2z = 1
−2x + 2y − 4z = 6

The augmented matrix of given system is

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 15 / 110
Example
Consider the following system of linear equations

x − y + 2z = −3
4x + 4y − 2z = 1
−2x + 2y − 4z = 6

The augmented matrix of given system is


 
1 −1 2 −3
C∗ =  4 4 −2 1 
−2 2 −4 6

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 15 / 110
Example
Consider the following system of linear equations

x − y + 2z = −3
4x + 4y − 2z = 1
−2x + 2y − 4z = 6

The augmented matrix of given system is


 
1 −1 2 −3
R → R2 − 4R1
C∗ =  4 4 −2 1  2
R3 → R3 + 2R1
−2 2 −4 6

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 15 / 110
Example
Consider the following system of linear equations

x − y + 2z = −3
4x + 4y − 2z = 1
−2x + 2y − 4z = 6

The augmented matrix of given system is


   
1 −1 2 −3 1 −1 2 −3
R → R2 − 4R1 
C∗ =  4 4 −2 1  2 0 8 −10 13 
R3 → R3 + 2R1
−2 2 −4 6 0 0 0 0

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 15 / 110
Example
Consider the following system of linear equations

x − y + 2z = −3
4x + 4y − 2z = 1
−2x + 2y − 4z = 6

The augmented matrix of given system is


   
1 −1 2 −3 1 −1 2 −3
R → R2 − 4R1 
C∗ =  4 4 −2 1  2 0 8 −10 13 
R3 → R3 + 2R1
−2 2 −4 6 0 0 0 0

Here rank(C ) = rank(C ∗ ) < # variables, therefore system has infinitely many
solutions.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 15 / 110
Example
Consider the following system of linear equations

x1 + x2 = 1
2x1 + 2x2 = 3
3x1 + 3x2 = 3.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 16 / 110
Example
Consider the following system of linear equations

x1 + x2 = 1
2x1 + 2x2 = 3
3x1 + 3x2 = 3.

Then the augmented matrix is


 
1 1 1

A = 2
 2 3 .
3 3 3

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 16 / 110
Example
Consider the following system of linear equations

x1 + x2 = 1
2x1 + 2x2 = 3
3x1 + 3x2 = 3.

Then the augmented matrix is


 
1 1 1

A = 2
 2 3 .
3 3 3

We reduce this by elementary row operations as follows.


 
1 1 1
 2 2 3 
3 3 3

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 16 / 110
Example
Consider the following system of linear equations

x1 + x2 = 1
2x1 + 2x2 = 3
3x1 + 3x2 = 3.

Then the augmented matrix is


 
1 1 1

A = 2
 2 3 .
3 3 3

We reduce this by elementary row operations as follows.


 
1 1 1 R2 −2R1
R −3R1
 2 2 3  −−3−−−→
3 3 3

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 16 / 110
Example
Consider the following system of linear equations

x1 + x2 = 1
2x1 + 2x2 = 3
3x1 + 3x2 = 3.

Then the augmented matrix is


 
1 1 1

A = 2
 2 3 .
3 3 3

We reduce this by elementary row operations as follows.


   
1 1 1 R2 −2R1 1 1 1
R −3R1
 2 2 3  −−3−−−→  0 0 1 .
3 3 3 0 0 0

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 16 / 110
Example
Consider the following system of linear equations

x1 + x2 = 1
2x1 + 2x2 = 3
3x1 + 3x2 = 3.

Then the augmented matrix is


 
1 1 1

A = 2
 2 3 .
3 3 3

We reduce this by elementary row operations as follows.


   
1 1 1 R2 −2R1 1 1 1
R −3R1
 2 2 3  −−3−−−→  0 0 1 .
3 3 3 0 0 0

The last matrix is in echelon form and it has two nonzero rows. Thus, rank(A) = 1
and rank(A∗ ) = 2. Since rank(A) ̸= rank(A∗ ) and hence system is inconsistent.
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 16 / 110
Example
For what values of λ ∈ R, the following system of equations has
(i) no solution,
(ii) a unique solution, and
(iii) infinitely many solutions?

x + y + λz = 1,
x + λy + z = 1,
λx + y + z = −2.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 17 / 110
Solution
The Augmented matrix
 
1 1 λ 1
A∗ =  1 λ 1 1 
λ 1 1 −2

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 18 / 110
Solution
The Augmented matrix
 
1 1 λ 1
R → R 2 − R1
A∗ =  1 λ 1 1  2
R3 → R3 − λR1
λ 1 1 −2

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 18 / 110
Solution
The Augmented matrix
   
1 1 λ 1 1 1 λ 1
R → R − R
A∗ =  1 λ 1 1  2 2 1 
0 (λ − 1) (1 − λ) 0 
R3 → R3 − λR1 2
λ 1 1 −2 0 (1 − λ) (1 − λ ) (−2 − λ)

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 18 / 110
Solution
The Augmented matrix
   
1 1 λ 1 1 1 λ 1
R → R − R
A∗ =  1 λ 1 1  2 2 1 
0 (λ − 1) (1 − λ) 0 
R3 → R3 − λR1 2
λ 1 1 −2 0 (1 − λ) (1 − λ ) (−2 − λ)

R3 → R3 + R 2

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 18 / 110
Solution
The Augmented matrix
   
1 1 λ 1 1 1 λ 1
R → R − R
A∗ =  1 λ 1 1  2 2 1 
0 (λ − 1) (1 − λ) 0 
R3 → R3 − λR1 2
λ 1 1 −2 0 (1 − λ) (1 − λ ) (−2 − λ)
 
1 1 λ 1
R3 → R3 + R 2  0 (λ − 1) (1 − λ) 0 ,
0 0 (1 − λ)(2 + λ) (−2 − λ)

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 18 / 110
Solution
The Augmented matrix
   
1 1 λ 1 1 1 λ 1
R → R − R
A∗ =  1 λ 1 1  2 2 1 
0 (λ − 1) (1 − λ) 0 
R3 → R3 − λR1 2
λ 1 1 −2 0 (1 − λ) (1 − λ ) (−2 − λ)
 
1 1 λ 1
R3 → R3 + R 2  0 (λ − 1) (1 − λ) 0 ,
0 0 (1 − λ)(2 + λ) (−2 − λ)
which is in row echelon form.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 18 / 110
Solution
The Augmented matrix
   
1 1 λ 1 1 1 λ 1
R → R − R
A∗ =  1 λ 1 1  2 2 1 
0 (λ − 1) (1 − λ) 0 
R3 → R3 − λR1 2
λ 1 1 −2 0 (1 − λ) (1 − λ ) (−2 − λ)
 
1 1 λ 1
R3 → R3 + R 2  0 (λ − 1) (1 − λ) 0 ,
0 0 (1 − λ)(2 + λ) (−2 − λ)
which is in row echelon form.

❃ No Solution: In this case, rank(A) ̸= rank(A∗ ). Thus if (1 − λ)(2 + λ) = 0


and (−2 − λ) ̸= 0. That is, if λ = 1, then the given system has no solution.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 18 / 110
Solution
The Augmented matrix
   
1 1 λ 1 1 1 λ 1
R → R − R
A∗ =  1 λ 1 1  2 2 1 
0 (λ − 1) (1 − λ) 0 
R3 → R3 − λR1 2
λ 1 1 −2 0 (1 − λ) (1 − λ ) (−2 − λ)
 
1 1 λ 1
R3 → R3 + R 2  0 (λ − 1) (1 − λ) 0 ,
0 0 (1 − λ)(2 + λ) (−2 − λ)
which is in row echelon form.

❃ No Solution: In this case, rank(A) ̸= rank(A∗ ). Thus if (1 − λ)(2 + λ) = 0


and (−2 − λ) ̸= 0. That is, if λ = 1, then the given system has no solution.

❃ Unique Solution: In this case, rank(A) = rank(A∗ ) = 3. Thus (1 − λ)(2 +


λ) ̸= 0. That is, if λ ̸= 1, −2, then given system has unique solution.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 18 / 110
Solution
The Augmented matrix
   
1 1 λ 1 1 1 λ 1
R → R − R
A∗ =  1 λ 1 1  2 2 1 
0 (λ − 1) (1 − λ) 0 
R3 → R3 − λR1 2
λ 1 1 −2 0 (1 − λ) (1 − λ ) (−2 − λ)
 
1 1 λ 1
R3 → R3 + R 2  0 (λ − 1) (1 − λ) 0 ,
0 0 (1 − λ)(2 + λ) (−2 − λ)
which is in row echelon form.

❃ No Solution: In this case, rank(A) ̸= rank(A∗ ). Thus if (1 − λ)(2 + λ) = 0


and (−2 − λ) ̸= 0. That is, if λ = 1, then the given system has no solution.

❃ Unique Solution: In this case, rank(A) = rank(A∗ ) = 3. Thus (1 − λ)(2 +


λ) ̸= 0. That is, if λ ̸= 1, −2, then given system has unique solution.

❃ Infinitely many solutions: In this case, rank(A) = rank(A∗ ) < 3. Thus if


(1 − λ)(2 + λ) = 0 and (−2 − λ) = 0. That is, if λ = −2, then rank(A) =
rank(A∗ ) = 2 and hence given system has infinitely many solutions.
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 18 / 110
Exercise 4:
For which value of k ∈ R, the system of equations

x +y +z =1
2x + 3y − z = 5
x + 2y − kz = 4

has infinite number of solutions. Ans: k = 2.

Exercise 5:
Suppose that the following matrix A is the augmented matrix for a system of
linear equations.  
1 2 3 4
A =  2 −1 −2 a2  ,
−1 −7 −11 a
where a is a real number. Determine all the values of a so that the corresponding
system is consistent. Ans: a = −3, 4

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 19 / 110
Exercise 6:
For what values of λ ∈ R, the following system of equations has (i) no solution,
(ii) a unique solution, and (iii) infinitely many solutions?

(i) x + y + λz = 1, x + λy + z = 1,λx + y + z = −2.


(ii) x − 2y + 3z = 2, x + y + z = λ,2x − y + 4z = λ2 .

(i) Ans: For no solution λ = 1, for unique solution λ ̸= 1, −2 and for infinitely
many solutions λ = −2.
(ii) Ans: for no solution λ ̸= 2, −1, no unique solution and for infinitely many
solutions λ = 2, −1.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 20 / 110
Exercise 7:
In the following cases find out the conditions on bi ’s so that the system is
consistent / inconsistent.

   
1 −3 −4 b1
1 A = −3 2 6  and b = b2  .
5 −1 −8 b3

Ans: The system is consistent iff b3 + 2b2 + b1 = 0.

   
1 2 3 5 b1
2 A = 2 4 8 12 and b = b2 .
3 6 7 13 b3

Ans: The system is consistent iff b3 + b2 − 5b1 = 0.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 21 / 110
Geometric Interpretations

1 The two lines are parallel (and not the same), so there are no solutions.
2 The two lines intersect in a point, so there is one solution.
3 The two lines are the same, so there are an infinite number of solutions.

Figure 1: No solution, unique solution, and infinitely many solutions.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 22 / 110
In three variable case following are the possibilities:

There is unique solution. In order for three equations with three variables to have
unique solution, the planes must intersect in a single point.

Figure 2: Unique solution

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 23 / 110
There is no solution. The three planes do not have any points in common. There
are following three possibilities:
1 The planes are different, but all parallel.
2 The planes are different and none are parallel. but the lines of intersection of
each pair are parallel.
3 Two planes are parallel, the third crosses them.

Figure 3: No solution

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 24 / 110
There are an infinite number of solutions. There are following two possibilities:
1 Three planes intersect in a line.
2 All three planes are the same.

Figure 4: Infinitely many solutions solution

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 25 / 110
Methods for solving System of Linear Equations

There are many methods for solving system of linear equations. I will discuss here
following two methods.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 26 / 110
Methods for solving System of Linear Equations

There are many methods for solving system of linear equations. I will discuss here
following two methods.

❃ Gauss Elemination Method.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 26 / 110
Methods for solving System of Linear Equations

There are many methods for solving system of linear equations. I will discuss here
following two methods.

❃ Gauss Elemination Method.

❃ Gauss-Jordan Elemination Method.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 26 / 110
Definition (Gaussian Elimination)
Consider a system of linear equations AX = b. The method of solving this system
by Gaussian elimination with back-substitution equation is described as follows:

1 Write the augmented matrix of the system.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 27 / 110
Definition (Gaussian Elimination)
Consider a system of linear equations AX = b. The method of solving this system
by Gaussian elimination with back-substitution equation is described as follows:

1 Write the augmented matrix of the system.

2 Use the elementary row operations to reduce the augmented matrix to a matrix
in row-echelon form.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 27 / 110
Definition (Gaussian Elimination)
Consider a system of linear equations AX = b. The method of solving this system
by Gaussian elimination with back-substitution equation is described as follows:

1 Write the augmented matrix of the system.

2 Use the elementary row operations to reduce the augmented matrix to a matrix
in row-echelon form.

3 Write the linear system corresponding to the row-echelon matrix and solve by
back-substitution.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 27 / 110
Example
We will use the method of Gaussian elimination with back-substitution to solve
following system of linear equations using sing analogous steps

x1 + 3x4 = 4
2x2 − x3 − x4 = 0
3x2 − 2x4 = 1
2x1 − x2 + 4x3 = 5

The augmented matrix is:


 
1 0 0 3 4
 0
 2 −1 −1 0 

 0 3 0 −2 1 
2 −1 4 0 5

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 28 / 110
Converting the above matrix in row echelon form, we have

1 0 0 3 4
 
 1 1 
 0 1 − − 0 
 2 2 
1 2 
 


 0 0 1 
3 3
0 0 0 1 1

From here we see that rank(A) = rank(A∗ ) = 4 and hence given system is
consistent and has a unique solution.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 29 / 110
Now the system of linear equations corresponding this row-echelon matrix is

x1 + 3x4 = 4
1 1
x2 − x3 − x4 = 0
2 2
1 2
x3 − x4 =
3 3
x4 = 1

By back-substitution:
x1 = x2 = x3 = x4 = 1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 30 / 110
Exercise 8:
Solve the following system of linear equations by transforming its augmented
matrix to reduced echelon form (Gauss-Jordan elimination).
1

x1 − x3 − 3x5 = 1
3x1 + x2 − x3 + x4 − 9x5 = 3
x1 − x3 + x4 − 2x5 = 1.
       
x1 1 3 1
x2  −2 1 0
       
x3  =  1  s +  0  t + 0 , for any s, t ∈ R
Ans:       
x4   0  −1 0
x5 0 1 0

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 31 / 110
2

x1 + x2 − x5 = 1
x2 + 2x3 + x4 + 3x5 = 1
x1 − x3 + x4 + x5 = 0
       
x1 −3 −6 0
Ans: x2  =  3  s +  7  t + 1, for any s, t ∈ R
x3 −2 −5 0
3

6x + 8y + 6z + 3w = −3
6x − 8y + 6z − 3w = 3
8y − 6w = 6

Ans: (x, y , z, w ) = (−t, 0, t, −1), for any t ∈ R

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 32 / 110
Gauss-Jordan method

❃ Row reduced Echelon form (RREF) or Gauss-Jordan form: A matrix is said


to be in row reduced echelon form (rref) or Gauss-Jordan form if
1 It is in row-echelon form.
2 All the leading entries are 1.
3 All the entries above a leading entry are zero.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 33 / 110
Gauss-Jordan method

❃ Row reduced Echelon form (RREF) or Gauss-Jordan form: A matrix is said


to be in row reduced echelon form (rref) or Gauss-Jordan form if
1 It is in row-echelon form.
2 All the leading entries are 1.
3 All the entries above a leading entry are zero.

❃ Note: A matrix is either in RREF or can be converted into RREF by applying


elementary row operations on it.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 33 / 110
Gauss-Jordan method

❃ Row reduced Echelon form (RREF) or Gauss-Jordan form: A matrix is said


to be in row reduced echelon form (rref) or Gauss-Jordan form if
1 It is in row-echelon form.
2 All the leading entries are 1.
3 All the entries above a leading entry are zero.

❃ Note: A matrix is either in RREF or can be converted into RREF by applying


elementary row operations on it.

❃ Rank of a matrix: The rank of a matrix is defined to be the number of non-


zero rows in its RREF.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 33 / 110
Gauss-Jordan method

❃ Row reduced Echelon form (RREF) or Gauss-Jordan form: A matrix is said


to be in row reduced echelon form (rref) or Gauss-Jordan form if
1 It is in row-echelon form.
2 All the leading entries are 1.
3 All the entries above a leading entry are zero.

❃ Note: A matrix is either in RREF or can be converted into RREF by applying


elementary row operations on it.

❃ Rank of a matrix: The rank of a matrix is defined to be the number of non-


zero rows in its RREF.

❃ Remark: RREF of a matrix is unique.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 33 / 110
Example
Which of the following matrices are in row echelon form? Which are in reduced
row echelon
 form?

1 3 5
(1) 2 3 0
1 0 0

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Example
Which of the following matrices are in row echelon form? Which are in reduced
row echelon
 form?

1 3 5
(1) 2 3 0 Neither REF nor RREF
1 0 0

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 34 / 110
Example
Which of the following matrices are in row echelon form? Which are in reduced
row echelon
 form?

1 3 5
(1) 2 3 0 Neither REF nor RREF
1 0 0

 
1 0 0 0
(2) 0 1 2 0
0 0 0 1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 34 / 110
Example
Which of the following matrices are in row echelon form? Which are in reduced
row echelon
 form?

1 3 5
(1) 2 3 0 Neither REF nor RREF
1 0 0

 
1 0 0 0
(2) 0 1 2 0 REF & RREF
0 0 0 1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 34 / 110
Example
Which of the following matrices are in row echelon form? Which are in reduced
row echelon
 form?

1 3 5
(1) 2 3 0 Neither REF nor RREF
1 0 0

 
1 0 0 0
(2) 0 1 2 0 REF & RREF
0 0 0 1

 
2 0 0
(3) 0 2 0
0 0 2

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 34 / 110
Example
Which of the following matrices are in row echelon form? Which are in reduced
row echelon
 form?

1 3 5
(1) 2 3 0 Neither REF nor RREF
1 0 0

 
1 0 0 0
(2) 0 1 2 0 REF & RREF
0 0 0 1

 
2 0 0
(3) 0 2 0 REF
0 0 2

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 
1 0 2 3
(4) 0 1 0 1
0 1 2 0

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 
1 0 2 3
(4) 0 1 0 1 Neither REF nor RREF
0 1 2 0

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 
1 0 2 3
(4) 0 1 0 1 Neither REF nor RREF
0 1 2 0

 
1 1 0 1
(5) 0 0 1 0
0 0 0 1

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 
1 0 2 3
(4) 0 1 0 1 Neither REF nor RREF
0 1 2 0

 
1 1 0 1
(5) 0 0 1 0 REF
0 0 0 1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 35 / 110
 
1 0 2 3
(4) 0 1 0 1 Neither REF nor RREF
0 1 2 0

 
1 1 0 1
(5) 0 0 1 0 REF
0 0 0 1

 
0 0 0 0
1 0 0 0
(6) 
0

1 0 0
0 0 1 0

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 35 / 110
 
1 0 2 3
(4) 0 1 0 1 Neither REF nor RREF
0 1 2 0

 
1 1 0 1
(5) 0 0 1 0 REF
0 0 0 1

 
0 0 0 0
1 0 0 0
(6) 
0
 Neither REF nor RREF
1 0 0
0 0 1 0

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 35 / 110
Exercise 9:
List all possible row reduced Echelon form of each of a 2 × 2 and 3 × 3 matrix.
Hint: For 2 × 2 matrix: 4, and for 3 × 3 matrix: 8.

Exercise 10:
Prove that if A is an n × n matrix with rank n, then rref (A) is the identity matrix.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 36 / 110
Definition (Gauss-Jordan elimination)
The method of Gaussian elimination with back substitution to solve system of linear
equations can be refined by first further reducing the augmented matrix to a Gauss-
Jordan form and work with the system corresponding to it. This method is called
Gauss-Jordan elimination method of solving linear systems.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 37 / 110
Example
Consider the following system of linear equations

x1 + x3 = 2
2x1 + 6x2 − 2x3 = 3
4x1 + 8x2 − 5x3 = 4

The augmented matrix is:  


1 0 1 2
 2 6 −2 3 
4 8 −5 4
The RREF of this matrix is
 
1 0 0 14/11
 0 1 0 7/22 
0 0 1 8/11

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 38 / 110
From here we see that rank(A) = rank(A∗ ) = 3 and hence this system is
consistent and has unique solution. The above RREF corresponds to the
augmented matrix of the following system.
14
x1 =
11
7
x2 =
22
8
x3 =
11
This gives the unique solution of above system of linear equations.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 39 / 110
Exercise 11:
Solve the following system of linear equations using Gauss-Jordan method
    
1 1 −3 x 6
1 2 1 4  y  = 3 Ans: x = −10, y = 19, z = 1
5 2 16 z 4
2

x + 3y + 5z = 6
6x − 8y + 4z = −3
3x + 11y + 13z = 17

Ans: x = − 12 , y = 12 , z = 1
3

x + 5y + 7z = 41
5x − 4y + 6z = 2
7x + 9y − 3z = 1

Ans: x = −2, y = 3, z = 4
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4

x + 3y + 2z = 14
2x + y + z = 7
3x + 2y − z = 7

Ans: x = 1, y = 3, z = 2
5

x + y + 2z = 2
2x − y + z = −2
3x + y + 4z = 2

Ans: x = −t, y = 2 − t, z = t, for any t ∈ R


6

x + 2y + z = 1
x + y + 3z = 2
3x + 5y + 5z = 4

Ans: x = 3 − 5t, y = 2t − 1, z = t, for any t ∈ R


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7

3x − 2y − 18z = 6
2x + y − 5z = 25

Ans: x = 8 + 4t, y = 9 − 3t, z = t, for any t ∈ R


8

x + 5y + 2z = 9
2x − y + 2z = 4

Ans: x = 12t + 7, y = 2t + 2, z = −11t − 4, for any t ∈ R


9

x +y +z =0
2x + 4z + w = −1
3x + 2y + 4z + w = 0
     
x −1 −2
y   1   1 
 z  =  0  +  1  t, for any t ∈ R
Ans:      

w 1 0
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10

x + 3y + z = 9
x +y −z =1
3x + 11y + 5z = 35

Ans: (x, y , z) = (2t − 3, 4 − t, t), for any t ∈ R

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Solution set for homogeneous system AX = 0

The following theorem gives the solution set of homogeneous system of linear
equations:

Theorem
Let A be a m×n coefficient matrix of homogeneous system AX = 0 with rank(A) =
r . Then there are n − r linearly independent solutions of system AX = 0.
If v1 , . . . , vn−r are n − r linearly independent solutions of system. Then
( n−r )
X
S= αi vi | αi ∈ R
i=1

is the solution set of homogeneous system AX = 0.

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Example
Consider the following homogeneous system of linear equations

x1 − x2 + 2x3 = 0
2x1 + x2 + x3 = 0
x1 + x2 = 0

The augmented matrix is:  


1 −1 2 0
 2 1 1 0 
1 1 0 0
The REF of this matrix is  
1 0 1 0
 0 1 −1 0 
0 0 0 0

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 45 / 110
Hence, from here we see that rank(A) = 2 and hence using above theorem we
see that this system has 3 − 2 = 1 linearly independent solution. The above REF
corresponds to the augmented matrix of the following system.

x1 + x3 = 0 =⇒ x1 = −x3
x2 − x3 = 0 =⇒ x2 = x3

So, we can describe all solution using x3 . Let x3 = t, so solution set for this system
is
        
 x1   −t   −1 
x2  | x1 = −t, x2 = t, x3 = t =  t  | t ∈ R =  1  t | t ∈ R
x3 t 1
     

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 46 / 110
Solution set for nonhomogeneous system AX = b
The following theorem gives the solution set of nonhomogeneous system AX = b

Theorem
Let AX = b be a nonhomogeneous system of linear equations. If u ∈ Rn is a solution
of this system, and if S is solution set of associated homogeneous system,then the
set
u + S = {u + v | v ∈ S}
is solution set for nonhomogeneous part of this system.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 47 / 110
Solution set for nonhomogeneous system AX = b
The following theorem gives the solution set of nonhomogeneous system AX = b

Theorem
Let AX = b be a nonhomogeneous system of linear equations. If u ∈ Rn is a solution
of this system, and if S is solution set of associated homogeneous system,then the
set
u + S = {u + v | v ∈ S}
is solution set for nonhomogeneous part of this system.
Or
In other words, if rank(A) = r and v1 , . . . , vn−r be linearly independent solution of
homogeneous part of this system. Then
( n−r
)
X
T = u+ αi vi | αi ∈ R
i=1

is the solution set of nonhomogeneous system AX = b.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 47 / 110
Example
Consider the following nonhomoeneous system of linear equations

2x1 − x2 + 3x3 = 5
3x1 + 2x2 − 2x3 = 1
7x1 + 4x3 = 11

The augmented matrix is :


 
2 −1 3 5
 3 2 −2 1 
7 0 4 11

The RREF of this matrix is :


 
1 0 4/7 11/7
 0 1 −13/7 −13/7 
0 0 0 0

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 48 / 110
From here, we see that rank(A) = rank(A∗ ) = 2 < 3, hence this system is consistent
and has infinitely many solutions. The homogeneous
  part of this system has 3−2 =
−4/7
1 linearly independent solution namely  13/7 . The above RREF corresponds to
1
augmented matrix of following system

4 11
x1 + x3 =
7 7
13 13
x2 − x3 = −
7 7
 
11/7
If we put x3 = 0 then we see that −13/7 is a particular Solution of this system.
0
Hence Solution set for this system is
    
 11/7 −4/7 
S = −13/7  + t  13/7  | t ∈ R
0 1
 

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 49 / 110
Gauss-Jordan Method for finding the inverse of a matrix
Let A be an invertible matrix of size n × n whose inverse we want to find. The
Gauss-Jordan elimination method works as follows:

1 We will start with two matrices. We want to invert the matrix A alongside
another matrix that we will set at the start of the process to the identity matrix.

[A|In ]

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 50 / 110
Gauss-Jordan Method for finding the inverse of a matrix
Let A be an invertible matrix of size n × n whose inverse we want to find. The
Gauss-Jordan elimination method works as follows:

1 We will start with two matrices. We want to invert the matrix A alongside
another matrix that we will set at the start of the process to the identity matrix.

[A|In ]
2 We then have to use elementary row operations to transform the original matrix
A into the identity matrix. This process is called row reduction. While we do
so, we apply the same operations to the second matrix in parallel.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 50 / 110
Gauss-Jordan Method for finding the inverse of a matrix
Let A be an invertible matrix of size n × n whose inverse we want to find. The
Gauss-Jordan elimination method works as follows:

1 We will start with two matrices. We want to invert the matrix A alongside
another matrix that we will set at the start of the process to the identity matrix.

[A|In ]
2 We then have to use elementary row operations to transform the original matrix
A into the identity matrix. This process is called row reduction. While we do
so, we apply the same operations to the second matrix in parallel.

3 Once the process is finished, the second matrix will end up being A−1 our
inverted matrix.
−1
 
In |A
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 50 / 110
Geometrical Representation

Figure 5: Gauss-Jordan method for finding inverse of a matrix

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 51 / 110
Example
 
1 1 1
Find the inverse of A = 1 2 1 by using Gauss-Jordan method.
1 2 3

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 52 / 110
Example
 
1 1 1
Find the inverse of A = 1 2 1 by using Gauss-Jordan method.
1 2 3

Solution

[A|In ]

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 52 / 110
Example
 
1 1 1
Find the inverse of A = 1 2 1 by using Gauss-Jordan method.
1 2 3

Solution
 
1 1 1 1 0 0
[A|In ] =  1 2 1 0 1 0 
1 2 3 0 0 1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 52 / 110
Example
 
1 1 1
Find the inverse of A = 1 2 1 by using Gauss-Jordan method.
1 2 3

Solution
 
1 1 1 1 0 0 R2 → R2 − R1
[A|In ] =  1 2 1 0 1 0 
1 2 3 0 0 1 R3 → R3 − R1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 52 / 110
Example
 
1 1 1
Find the inverse of A = 1 2 1 by using Gauss-Jordan method.
1 2 3

Solution
   
1 1 1 1 0 0 R2 → R2 − R1 1 1 1 1 0 0
[A|In ] =  1 2 1 0 1 0   0 1 0 −1 1 0 
R3 → R3 − R1
1 2 3 0 0 1 0 1 2 −1 0 1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 52 / 110
Example
 
1 1 1
Find the inverse of A = 1 2 1 by using Gauss-Jordan method.
1 2 3

Solution
   
1 1 1 1 0 0 R2 → R2 − R1 1 1 1 1 0 0
[A|In ] =  1 2 1 0 1 0   0 1 0 −1 1 0  R3 → R3 − R2
R3 → R3 − R1
1 2 3 0 0 1 0 1 2 −1 0 1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 52 / 110
Example
 
1 1 1
Find the inverse of A = 1 2 1 by using Gauss-Jordan method.
1 2 3

Solution
   
1 1 1 1 0 0 R2 → R2 − R1 1 1 1 1 0 0
[A|In ] =  1 2 1 0 1 0   0 1 0 −1 1 0  R3 → R3 − R2
R3 → R3 − R1
1 2 3 0 0 1 0 1 2 −1 0 1
 
1 1 1 1 0 0
 0 1 0 −1 1 0 
0 0 2 0 −1 1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 52 / 110
Example
 
1 1 1
Find the inverse of A = 1 2 1 by using Gauss-Jordan method.
1 2 3

Solution
   
1 1 1 1 0 0 R2 → R2 − R1 1 1 1 1 0 0
[A|In ] =  1 2 1 0 1 0   0 1 0 −1 1 0  R3 → R3 − R2
R3 → R3 − R1
1 2 3 0 0 1 0 1 2 −1 0 1
 
1 1 1 1 0 0 R1 → R1 − R2
 0 1 0 −1 1 0  R
R3 → 23
0 0 2 0 −1 1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 52 / 110
Example
 
1 1 1
Find the inverse of A = 1 2 1 by using Gauss-Jordan method.
1 2 3

Solution
   
1 1 1 1 0 0 R2 → R2 − R1 1 1 1 1 0 0
[A|In ] =  1 2 1 0 1 0   0 1 0 −1 1 0  R3 → R3 − R2
R3 → R3 − R1
1 2 3 0 0 1 0 1 2 −1 0 1
   
1 1 1 1 0 0 R1 → R1 − R2 1 0 1 2 −1 0
 0 1 0 −1 1 0  R
 0 1 0 −1 1 0 
R3 → 23
0 0 2 0 −1 1 0 0 1 0 − 21 1
2

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 52 / 110
Example
 
1 1 1
Find the inverse of A = 1 2 1 by using Gauss-Jordan method.
1 2 3

Solution
   
1 1 1 1 0 0 R2 → R2 − R1 1 1 1 1 0 0
[A|In ] =  1 2 1 0 1 0   0 1 0 −1 1 0  R3 → R3 − R2
R3 → R3 − R1
1 2 3 0 0 1 0 1 2 −1 0 1
   
1 1 1 1 0 0 R1 → R1 − R2 1 0 1 2 −1 0
 0 1 0 −1 1 0  R
 0 1 0 −1 1 0  R1 → R1 − R3
R3 → 23
0 0 2 0 −1 1 0 0 1 0 − 21 1
2

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 52 / 110
Example
 
1 1 1
Find the inverse of A = 1 2 1 by using Gauss-Jordan method.
1 2 3

Solution
   
1 1 1 1 0 0 R2 → R2 − R1 1 1 1 1 0 0
[A|In ] =  1 2 1 0 1 0   0 1 0 −1 1 0  R3 → R3 − R2
R3 → R3 − R1
1 2 3 0 0 1 0 1 2 −1 0 1
   
1 1 1 1 0 0 R1 → R1 − R2 1 0 1 2 −1 0
 0 1 0 −1 1 0 
R
 0 1 0 −1 1 0  R1 → R1 − R3
R3 → 23
0 0 2 0 −1 1 0 0 1 0 − 21 1
2

1 0 0 2 − 12 − 12
 
 0 1 0 −1 1 0 
1 1
0 0 1 0 −2 2

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 52 / 110
Example
 
1 1 1
Find the inverse of A = 1 2 1 by using Gauss-Jordan method.
1 2 3

Solution
   
1 1 1 1 0 0 R2 → R2 − R1 1 1 1 1 0 0
[A|In ] =  1 2 1 0 1 0   0 1 0 −1 1 0  R3 → R3 − R2
R3 → R3 − R1
1 2 3 0 0 1 0 1 2 −1 0 1
   
1 1 1 1 0 0 R1 → R1 − R2 1 0 1 2 −1 0
 0 1 0 −1 1 0 
R
 0 1 0 −1 1 0  R1 → R1 − R3
R3 → 23
0 0 2 0 −1 1 0 0 1 0 − 21 1
2

1 0 0 2 − 12 − 12
 
 0 1 0 −1 1 0  = [In |A−1 ]
1 1
0 0 1 0 −2 2

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 52 / 110
Example
 
1 1 1
Find the inverse of A = 1 2 1 by using Gauss-Jordan method.
1 2 3

Solution
   
1 1 1 1 0 0 R2 → R2 − R1 1 1 1 1 0 0
[A|In ] =  1 2 1 0 1 0   0 1 0 −1 1 0  R3 → R3 − R2
R3 → R3 − R1
1 2 3 0 0 1 0 1 2 −1 0 1
   
1 1 1 1 0 0 R1 → R1 − R2 1 0 1 2 −1 0
 0 1 0 −1 1 0 
R
 0 1 0 −1 1 0  R1 → R1 − R3
R3 → 23
0 0 2 0 −1 1 0 0 1 0 − 2 12
1

1 0 0 2 − 12 − 12 2 − 21 − 12
   
 0 1 0 −1 1 0  = [In |A−1 ] =⇒ A−1 =  −1 1 0 
1 1 1 1
0 0 1 0 −2 2 0 −2 2

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 52 / 110
Exercise 12:
Using Gauss-Jordan elimination method find the inverse of
   
1 2 2 1 −3 2 2
1 A = 2 1 2 Ans: A−1 =  2 −3 2 
5
2 2 1 2 2 −3
   
1 2 −3 0 −1 −1
2 A= 2 5 −8 Ans: A−1 = 8 −1 2 
−3 −5 8 5 −1 −1
   
3 2 3 1 −2 −2 1 0
−2 −1 −1 0 4 3 −3 1 
3 A=  Ans: A−1 =  
3 2 4 2   0 0 1 −1
3 2 3 2 −1 0 0 1
   
1 2 1 2 0 −1
4 A = 2 1 1 Ans: A−1 =  3 −1 −1
1 4 2 −7 2 3
   10 16 9

2 −3 5 29 29 29
5 A = 0 3 −2 Ans: A−1 =  292 9
29
4 
− 29
3 1 6
1 −2 −2 29 − 29 − 29

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 53 / 110
   
2 4 −2 1 27 −11 3
6 A= 4 9 −3 Ans: A−1 = −11 5 −1
4
−2 −3 7 3 −1 1
   
1 2 −2 −1 2 −4
7 A = 1 1 1  Ans: A−1 =  1 −1 3 
0 0 1 0 0 1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 54 / 110
Definition(Elementary matrices)
A matrix obtained from identity matrix by applying elementary row operations is
called an elementary matrix.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 55 / 110
Definition(Elementary matrices)
A matrix obtained from identity matrix by applying elementary row operations is
called an elementary matrix.

Example
   
1 0 0 0 0 1
0 1 0 R1 ←→ R3 0 1 0 = E1↔3
0 0 1 1 0 0

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 55 / 110
Definition(Elementary matrices)
A matrix obtained from identity matrix by applying elementary row operations is
called an elementary matrix.

Example
   
1 0 0 0 0 1
0 1 0 R1 ←→ R3 0 1 0 = E1↔3
0 0 1 1 0 0

   
1 0 0 1 0 0
0 1 0 R2 → αR2 0 α 0 = EαR2
0 0 1 0 0 1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 55 / 110
Definition(Elementary matrices)
A matrix obtained from identity matrix by applying elementary row operations is
called an elementary matrix.

Example
   
1 0 0 0 0 1
0 1 0 R1 ←→ R3 0 1 0 = E1↔3
0 0 1 1 0 0

   
1 0 0 1 0 0
0 1 0 R2 → αR2 0 α 0 = EαR2
0 0 1 0 0 1

   
1 0 0 1 0 0
0 1 0 R2 → R2 + αR1 α 1 0 = ER2 +αR1
0 0 1 0 0 1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 55 / 110
Theorem
Applying an elementary row operation on any matrix is equivalent to pre-multiply
that matrix by corresponding elementary matrix.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 56 / 110
Theorem
Applying an elementary row operation on any matrix is equivalent to pre-multiply
that matrix by corresponding elementary matrix.

Example
   
1 2 3 4 5 6
A = 4 5 6 R1 ←→ R2 1 2 3 = B
7 8 9 7 8 9

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 56 / 110
Theorem
Applying an elementary row operation on any matrix is equivalent to pre-multiply
that matrix by corresponding elementary matrix.

Example
   
1 2 3 4 5 6
A = 4 5 6 R1 ←→ R2 1 2 3 = B
7 8 9 7 8 9
Now let us compute corresponding elementary matrix
   
1 0 0 0 1 0
0 1 0 R1 ←→ R2 1 0 0 = E1↔2
0 0 1 0 0 1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 56 / 110
Theorem
Applying an elementary row operation on any matrix is equivalent to pre-multiply
that matrix by corresponding elementary matrix.

Example
   
1 2 3 4 5 6
A = 4 5 6 R1 ←→ R2 1 2 3 = B
7 8 9 7 8 9
Now let us compute corresponding elementary matrix
   
1 0 0 0 1 0
0 1 0 R1 ←→ R2 1 0 0 = E1↔2
0 0 1 0 0 1

Then     
0 1 0 1 2 3 4 5 6
E1↔2 A = 1 0 0 4 5 6 = 1 2 3 = B
0 0 1 7 8 9 7 8 9

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 56 / 110
Theorem
Inverse of an elementary matrix is again an elementary matrix.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 57 / 110
Theorem
Inverse of an elementary matrix is again an elementary matrix.

Example
   
1 0 0 0 1 0
0 1 0 R1 ←→ R2 1 0  = E1↔2 =⇒ (E1↔2 )−1 = E1↔2
0 0 1 0 0 1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 57 / 110
Theorem
Inverse of an elementary matrix is again an elementary matrix.

Example
   
1 0 0 0 1 0
0 1 0 R1 ←→ R2 1 0  = E1↔2 =⇒ (E1↔2 )−1 = E1↔2
0 0 1 0 0 1
     
1 0 0 1 0 0 1 0 0
0 1 0 R2 → αR2 0 α 0 = EαR2 =⇒ (EαR2 )−1 = E R2 = 0 α1 0
α
0 0 1 0 0 1 0 0 1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 57 / 110
Theorem
Inverse of an elementary matrix is again an elementary matrix.

Example
   
1 0 0 0 1 0
0 1 0 R1 ←→ R2 1 0  = E1↔2 =⇒ (E1↔2 )−1 = E1↔2
0 0 1 0 0 1
     
1 0 0 1 0 0 1 0 0
0 1 0 R2 → αR2 0 α 0 = EαR2 =⇒ (EαR2 )−1 = E R2 = 0 α1 0
α
0 0 1 0 0 1 0 0 1

   
1 0 0 1 0 0
0 1 0 R2 → R2 + αR1 α 1 0 = ER2 +αR1 =⇒ (ER2 +αR1 )−1 = ER2 −αR1
0 0 1 0 0 1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 57 / 110
LDU factorization

Definition(LDU factorization)
A matrix A is said to have LDU factorization if

A = LDU

where
1. L is a lower triangular matrix with all main diagonal entries 1,

2. U is upper triangular matrix with all diagonal entries 1, and

3. D is a diagonal matrix with all main diagonal entries non-zero.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 58 / 110
Steps to find LDU factorization of a matrix

Let A be square matrix. The following steps are required to find LDU factorization
of a matrix.

Step-1 Get an echelon form of the matrix A by applying elementary row operations
on A.

Step-2 Factor out the main diagonal of matrix obtained in step-1 to get (D) and (U).

Step-3 Keep track of the elementary row operations (to get L through identity matrix).

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 59 / 110
Remark
If application of m elementary row operations converts A into Echelon form E and
let E1 , E2 , . . . Em be the corresponding elementary matrices, i.e.,
 
e11 e12 · · · e1n
 0 e22 · · · e2n 
Em · · · E2 E1 A = E =  .
 
. .. .. 
 . . ··· . 
0 0 ··· enn
e12 e1n 
···
  
e11 0 ··· 0 1 e11 e11
e2n 
0 e22 ··· 0  0 1 ··· e22 
Then D =  . , U = . and L =
  
.. .. .. .. 
 .. . ··· .   .. . ··· . 
0 0 ··· enn 0 0 ··· 1
E1 −1 · · · EM −1 .

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 60 / 110
Example
 
3 9
Find the LDU factorization of the matrix A = .
15 49

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 61 / 110
Example
 
3 9
Find the LDU factorization of the matrix A = .
15 49

Solution
   
3 9 3 9
R2 → R2 − 5R1
A=
15 49 0 4
   
3 0 1 3
Thus, D = and U = . Again,
0 4 0 1
   
1 0 1 0
I2 = R → R2 + 5R1 =L
0 1 2 5 1
   
1 0 3 0 1 3
Then A = LDU = (Verify!).
5 1 0 4 0 1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 61 / 110
Example
 
4 −20 −12
Find the LDU factorization of the matrix A = −8 45 44 
20 −105 −79

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 62 / 110
Example
 
4 −20 −12
Find the LDU factorization of the matrix A = −8 45 44 
20 −105 −79

Solution
     
4 −20 −12 4 −20 −12 4 −20 −12
→ R2 + 2R1
A =−8 45 44 RR32 → R3 − 5R1 0 5 20 R3 → R3 + R20 5 20 
20 −105 −79 0 −5 −19 0 0 1
   
4 0 0 1 −5 −3
Thus, D = 0 5 0 and U = 0 1 4 . Also,
0 0 1 0 0 1
     
1 0 0 1 0 0 1 0 0
I3 = 0 1 0R3 → R3 − R20 1 0RR23 → R2 − 2R1
→ R3 + 5R1 −2 1 0 = L
0 0 1 0 −1 1 5 −1 1

Therefore, A = LDU (Verify!).


Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 62 / 110
Exercise 13:
Find the LDU factorization of the following matrices.
       
1 2 1 0 1 0 1 2
1 A= Ans: L = ,D= and U =
2 3 2 1 0 −1 0 1
 
2 4 −16
2 A = −2 −8 −10
−6 −32 −66
     
1 0 0 2 0 0 1 2 −8
Ans: L = −1 1 0 , D = 0 −4 0  , U = 0 1 13 2

−3 5 1 0 0 16 0 0 1
 
2 1
3 A=
−4 −6
 
2 1 −4
4 A = 2 2 −2 
6 3 −11
 
1 3 2
5 A = 2 8 5
1 11 4

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 63 / 110
Application of linear equations in electrical network
In an electrical network, a simple current flow may be illustrated by a diagram like
the one below. Such a network involves only voltage sources, like batteries, and
resistors, like bulbs, motors, or refrigerators. The voltage is measured in volts, the
resistance in ohms, and the current flow in amperes ( amps, in short).

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 64 / 110
For such an electrical network, current flow is governed by the following three
laws:

1 Ohm’s Law: The voltage drop V across a resistor is the product of the current
I and the resistance R:
V = IR.

2 Kirchhoff’s Current Law (KCL): The current flow into a node equals the
current flow out of the node.

3 Kirchhoff’s Voltage Law (KVL): The algebraic sum of the voltage drops
around a closed loop equals the total voltage sources in the loop.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 65 / 110
Example
Determine the currents in the network given in the figure below.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 66 / 110
Solution
By applying KCL to nodes P and Q, we get equations

I1 + I3 = I2 at P,
I2 = I1 + I 3 at Q.

Observe that both equations are the same. By applying KVL to each of the loops
in the network clockwise direction, we get

6I1 + 2I2 = 0 from the left loop


2I2 + 3I3 = 18 from the right loop

Collecting all the equations, we get the following system of linear equations

I1 − I2 + I3 = 0
6I1 + 2I2 = 0
2I2 + 3I3 = 18

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 67 / 110
Solution cont. . .

The augmented matrix of above systme of linear equation is


 
1 −1 1 0
A∗ =  6 2 0 0 
0 2 3 18
The RREF of above matrix is
 
1 0 0 −1
 0 1 0 3 
0 0 1 4

From here, rank(A) = rank(A∗ ) = # of variables . Thus, system is consistent and


has a unique solution. The above RREF gives the following solution

I1 = −1, I2 = 3, I3 = 4

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 68 / 110
Exercise 14:
Determine the currents I1 , I2 and I3 for the electrical network shown in Figure
below

Ans: I1 = 1, I2 = 2 and I3 = 1.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 69 / 110
Exercise 15:
Determine the currents I1 , I2 , I3 , I4 , I5 and I6 for the electrical network shown in
Figure below.

Ans: I1 = 1, I2 = 2, I3 = 1, I4 = 1, I5 = 3 and I6 = 2.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 70 / 110
Exercise 16:
Determine the currents in the following networks.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 71 / 110
Application of invertible matrices in cryptography I
Cryptography is the study of sending messages in disguised form (secret codes) so
that only the intended recipients can remove the disguise and read the message;
modern cryptography uses advanced mathematics. As another application of in-
vertible matrices, we introduce a simple coding. Suppose we associate a prescribed
number with every letter in the alphabet; for example,

A B C D E F G H I J K L M N O
↕ ↕ ↕ ↕ ↕ ↕ ↕ ↕ ↕ ↕ ↕ ↕ ↕ ↕ ↕
0 1 2 3 4 5 6 7 8 9 10 11 12 13 14
P Q R S T U V W X Y Z Blank ? !
↕ ↕ ↕ ↕ ↕ ↕ ↕ ↕ ↕ ↕ ↕ ↕ ↕ ↕
15 16 17 18 19 20 21 22 23 24 25 26 27 28

Suppose that we want to send the message “GOOD LUCK” and we want to use a
3 × 3 invertible matrix to decode this message. We divide the letters of the message
into groups of three.

GOO D-L UCK


Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 72 / 110
Application of invertible matrices in cryptography II
Now we assign the numbers their corresponding letters from the table, and convert
each triplet of numbers into 3 × 1 matrices. We get
           
G 6 D 3 U 20
O  = 14 , − = 26 , C  =  2 
O 14 L 11 K 10

Next, choose a invertible matrix 3 × 3 matrix A, say


 
1 0 0
A = 2 1 0
1 1 1

which is supposed to be known to both sender and receiver. Then A translates our
message into
           
6 6 3 3 20 20
A 14 = 26 , A 26 = 32 , A  2  = 42
14 34 11 40 10 32

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 73 / 110
Application of invertible matrices in cryptography III

By putting the components of the resulting vectors consecutively, we transmit

6, 26, 34, 3, 32, 40, 20, 42, 32. (Encoded message)

To decode this message, the receiver may follow the following process.
To decode it, first break the message into three vectors in R3 as before:
     
6 3 20
26 , 32 , 42
34 40 32

We want to find three vectors x1 , x2 , x3 in R3 such that


     
6 3 20
Ax1 = 26 , Ax2 = 32 , Ax3 = 42
34 40 32

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 74 / 110
Application of invertible matrices in cryptography IV

 
1 0 0
Note that A−1 = −2 1 0. This implies
1 −1 1
           
6 6 3 3 20 20
−1 −1 −1
26 = 14 , x2 = A 32 = 26 , x3 = A 42 =  2 
x1 = A
34 14 40 11 32 10

The numbers one obtains are

6, 14, 14, 3, 26, 11, 20, 2, 10

Using our correspondence between letters and numbers, the message we have re-
ceived is

GOOD LUCK (Decoded message)

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 75 / 110
Remark
We summarize:
TO ENCODE A MESSAGE
1. Divide the letters of the message into groups of two or three.

2. Convert each group into a string of numbers by assigning a number to each


letter of the message. Remember to assign letters to blank spaces.

3. Convert each group of numbers into column matrices.

4. Convert these column matrices into a new set of column matrices by multiplying
them with a compatible square matrix of your choice that has an inverse. This
new set of numbers or matrices represents the coded message.

TO DECODE A MESSAGE
1. Take the string of coded numbers and multiply it by the inverse of the matrix
that was used to encode the message.

2. Associate the numbers with their corresponding letters.


Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 76 / 110
Exercise 17:  
1 0 0
Encode“TAKE UFO” using the matrix A = 2 1 0.
1 1 1

Exercise 18:  
1 2
Use matrix A = to encode the message ATTACK NOW!
1 3

Exercise 19:  
1 1 −1
Using the matrix B =  1 0 1 , encode the message: ATTACK NOW!
2 1 1

Exercise 20:  
1 2
Decode the following message that was encoded using matrix A = .
1 3
     
21 37 45 74 53
26 53 54 101 69

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 77 / 110
Application of system of linear equations in traffic flow
Example
The following diagram shows part of the central section of UC Davis campus.
Assume that the streets are one way, and that the average number of bikes entering
and leaving this section during the 10 minutes breaks between classes is given in
the chart. Find the amount of the traffic between each of four intersection.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 78 / 110
Solution
Assume that the number of bikes entering each intersection is equal to the number
of the bikes leaving the intersection. For each intersection, this fact can be shown
by an equation.

x4 + 120 = x1 + 250
x3 + 115 = x4 + 175
x2 + 630 = x3 + 390
x1 + 120 = x2 + 70

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 79 / 110
Eigenvalues and Eigenvectors

Definition (Eigenvalue and Eigenvector)


❃ Let A be a square matrix of size n × n. A number λ is called an eigenvalue
of A if there exists a non-zero vector ⃗v such that

A⃗v = λ⃗v .

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 80 / 110
Eigenvalues and Eigenvectors

Definition (Eigenvalue and Eigenvector)


❃ Let A be a square matrix of size n × n. A number λ is called an eigenvalue
of A if there exists a non-zero vector ⃗v such that

A⃗v = λ⃗v .

❃ The vector ⃗v is called an eigenvector corresponding to the eigenvalue λ.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 80 / 110
Eigenvalues and Eigenvectors

Definition (Eigenvalue and Eigenvector)


❃ Let A be a square matrix of size n × n. A number λ is called an eigenvalue
of A if there exists a non-zero vector ⃗v such that

A⃗v = λ⃗v .

❃ The vector ⃗v is called an eigenvector corresponding to the eigenvalue λ.

❃ The set of all eigenvectors associated with the eigenvalue λ forms a subspace,
and is called the eigenspace associated with λ and it is denoted by Eλ .

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 80 / 110
Eigenvalues and Eigenvectors

Definition (Eigenvalue and Eigenvector)


❃ Let A be a square matrix of size n × n. A number λ is called an eigenvalue
of A if there exists a non-zero vector ⃗v such that

A⃗v = λ⃗v .

❃ The vector ⃗v is called an eigenvector corresponding to the eigenvalue λ.

❃ The set of all eigenvectors associated with the eigenvalue λ forms a subspace,
and is called the eigenspace associated with λ and it is denoted by Eλ .

❃ The pair (λ, ⃗v ) is called an eigen pair of A.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 80 / 110
Example
 
1 6
Let A = . Then
5 2
     
6 −24 6
A = = −4
−5 20 −5
 
6
Thus, −4 is an eigenvalue of A and is corresponding eigenvector.
−5

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 81 / 110
Computation of eigenvalues

❃ Let A be a square matrix of size n × n and (λ, ⃗v ) be an eigen pair of A. Then

A⃗v = λ⃗v =⇒ (A − λIn )⃗v = 0 (1)

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Computation of eigenvalues

❃ Let A be a square matrix of size n × n and (λ, ⃗v ) be an eigen pair of A. Then

A⃗v = λ⃗v =⇒ (A − λIn )⃗v = 0 (1)

❃ It follows that λ is an eigenvalue of A iff (1) has non-trivial solution. We know


that (1) has a non-trivial solution iff det(A − λIn ) = 0.

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Computation of eigenvalues

❃ Let A be a square matrix of size n × n and (λ, ⃗v ) be an eigen pair of A. Then

A⃗v = λ⃗v =⇒ (A − λIn )⃗v = 0 (1)

❃ It follows that λ is an eigenvalue of A iff (1) has non-trivial solution. We know


that (1) has a non-trivial solution iff det(A − λIn ) = 0.

❃ Note that det(A−λIn ) is a polynomial of degree n and it is called Characteristic


Polynomial and is denoted by pA (λ). Thus the eigenvalues of A are the roots
of the characteristic polynomial.

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Example
 
2 3
Let A = . Then the characteristic polynomial of A is
3 −6
 
2−λ 3
pA (λ) = det(A − λI2 ) = det
3 −6 − λ
= λ2 + 4λ − 21 = (λ + 7)(λ − 3),

whose roots are −7 and 3, and these are the eigenvalues of A.

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Computation of eigenvectors

From (1), we see that eigenvectors corresponding to the eigenvalue λ are the solu-
tions of the homogeneous system of linear equations (A − λIn )X = 0.

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Computation of eigenvectors

From (1), we see that eigenvectors corresponding to the eigenvalue λ are the solu-
tions of the homogeneous system of linear equations (A − λIn )X = 0.

Procedure
❃ Find the eigenvalues of A.

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Computation of eigenvectors

From (1), we see that eigenvectors corresponding to the eigenvalue λ are the solu-
tions of the homogeneous system of linear equations (A − λIn )X = 0.

Procedure
❃ Find the eigenvalues of A.

❃ For each eigenvalue λ, solve the linear system (A − λIn )X = 0.

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Computation of eigenvectors

From (1), we see that eigenvectors corresponding to the eigenvalue λ are the solu-
tions of the homogeneous system of linear equations (A − λIn )X = 0.

Procedure
❃ Find the eigenvalues of A.

❃ For each eigenvalue λ, solve the linear system (A − λIn )X = 0.

❃ The set of all solutions of this linear system is the eigenspace Eλ of all eigen-
vectors of A with eigenvalue λ.

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Example
 
2 3
Let A = . Then, we know that eigenvalues of A are λ = −7 and λ = 3.
3 −6
Now for λ = −7, we have

(A − λI2 )X = 0 =⇒ (A + 7I2 )X = 0
    
9 3 x1 0
=⇒ =
3 1 x2 0
=⇒ 3x1 + x2 = 0

Thus,
  
x1
E−7 = 3x1 + x2 = 0
x2
  
x1
= x1 ∈ R
−3x1
   
1
= x1 x1 ∈ R
−3

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1
So, an eigenvector corresponding to λ = −7 is . For λ = 3, we get
−3

(A − λI2 )X = 0 =⇒ (A − 3I2 )X = 0
    
−1 3 x1 0
=⇒ =
3 −9 x2 0
=⇒ −x1 + 3x2 = 0

Thus,
  
x1
E3 = −x1 + 3x2 = 0
x2
  
3x2
= x2 ∈ R
x2
   
3
= x2 x2 ∈ R
1
 
3
So, an eigenvector corresponding to λ = 3 is .
1

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Example
For the following matrix, compute the characteristic polynomial, eigenvalue, and
eigenvectors corresponding to each eigenvalue.
 
1 1 −1
0 2 0
−1 1 1

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Solution
Characteristic polynomial
 
1−λ 1 −1
pA (λ) = det(A − λI3 ) =⇒ det  0 2−λ 0  = λ(2 − λ)2
−1 1 1−λ

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Solution
Characteristic polynomial
 
1−λ 1 −1
pA (λ) = det(A − λI3 ) =⇒ det  0 2−λ 0  = λ(2 − λ)2
−1 1 1−λ

Hence, the eigenvalues are λ1 = λ2 = 2 and λ3 = 0. For eigenvectors corresponding


to λ1 = λ2 = 2, we compute
  
−1 1 −1 x1
(A − 2I3 )X = 0 =⇒  0 0 0  x2  = 0 =⇒ −x1 + x2 − x3 = 0
−1 1 −1 x3

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Solution
Characteristic polynomial
 
1−λ 1 −1
pA (λ) = det(A − λI3 ) =⇒ det  0 2−λ 0  = λ(2 − λ)2
−1 1 1−λ

Hence, the eigenvalues are λ1 = λ2 = 2 and λ3 = 0. For eigenvectors corresponding


to λ1 = λ2 = 2, we compute
  
−1 1 −1 x1
(A − 2I3 )X = 0 =⇒  0 0 0  x2  = 0 =⇒ −x1 + x2 − x3 = 0
−1 1 −1 x3

from which it follows that


     
 x1   x2 − x3 
E2 = x2  : −x1 + x2 − x3 = 0 =  x2  : x2 , x3 ∈ R
x3 x3
   
     
 1 −1 
= x2 1 + x3 0  : x2 , x3 ∈ R

0 1
 
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   
1 −1
Thus, there are two distinct eigenvectors 1 ,  0  corresponding to λ = 2.
0 1

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   
1 −1
Thus, there are two distinct eigenvectors 1 ,  0  corresponding to λ = 2.
0 1
For eigenvector corresponding to λ3 = 0, we compute
   
1 1 −1 0
(A − 0I3 )X = 0 =⇒ AX = 0 =⇒  0 2 0  X = 0
−1 1 1 0

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   
1 −1
Thus, there are two distinct eigenvectors 1 ,  0  corresponding to λ = 2.
0 1
For eigenvector corresponding to λ3 = 0, we compute
   
1 1 −1 0
(A − 0I3 )X = 0 =⇒ AX = 0 =⇒  0 2 0  X = 0
−1 1 1 0

The augmented matrix


" # " # " #
1 1 −1 | 0 R →R +R 1 1 −1 | 0 1 1 −1 | 0
3 3 1
0 2 0 | 0 0 1 0 | 0 R3 → R3 − R2 0 1 0 | 0
R2 → R22
−1 1 1 | 0 0 1 0 | 0 0 0 0 | 0

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   
1 −1
Thus, there are two distinct eigenvectors 1 ,  0  corresponding to λ = 2.
0 1
For eigenvector corresponding to λ3 = 0, we compute
   
1 1 −1 0
(A − 0I3 )X = 0 =⇒ AX = 0 =⇒  0 2 0  X = 0
−1 1 1 0

The augmented matrix


" # " # " #
1 1 −1 | 0 R →R +R 1 1 −1 | 0 1 1 −1 | 0
3 3 1
0 2 0 | 0 0 1 0 | 0 R3 → R3 − R2 0 1 0 | 0
R2 → R22
−1 1 1 | 0 0 1 0 | 0 0 0 0 | 0

from which it follows that x1 + x2 − x3 = 0 and x2 = 0, which gives x1 = x3 . Thus,


         
 x1   x3   1 
E0 = x2  : x1 = x3 & x2 = 0 =  0  : x3 ∈ R = x3 0 : x3 ∈ R .
x3 x3 1
     

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   
1 −1
Thus, there are two distinct eigenvectors 1 ,  0  corresponding to λ = 2.
0 1
For eigenvector corresponding to λ3 = 0, we compute
   
1 1 −1 0
(A − 0I3 )X = 0 =⇒ AX = 0 =⇒  0 2 0  X = 0
−1 1 1 0

The augmented matrix


" # " # " #
1 1 −1 | 0 R →R +R 1 1 −1 | 0 1 1 −1 | 0
3 3 1
0 2 0 | 0 0 1 0 | 0 R3 → R3 − R2 0 1 0 | 0
R2 → R22
−1 1 1 | 0 0 1 0 | 0 0 0 0 | 0

from which it follows that x1 + x2 − x3 = 0 and x2 = 0, which gives x1 = x3 . Thus,


         
 x1   x3   1 
E0 = x2  : x1 = x3 & x2 = 0 =  0  : x3 ∈ R = x3 0 : x3 ∈ R .
x3 x3 1
     
 
1
Hence, 0 is the eigenvector corresponding to eigenvalue λ = 0.
1
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 89 / 110
Example
Find the eigenvalue and eigenvector of the following matrices
   
3 0 0 5 0 1
(a) A = −3 4 9 (b) B = 0 −2 0
0 0 3 1 0 5

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Solution
(a) The characteristics polynomial
 
3−λ 0 0
pA (λ) = det(A − λI3 ) = det  −3 4−λ 9  = (3 − λ)2 (4 − λ)
0 0 3−λ

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Solution
(a) The characteristics polynomial
 
3−λ 0 0
pA (λ) = det(A − λI3 ) = det  −3 4−λ 9  = (3 − λ)2 (4 − λ)
0 0 3−λ

So, the eigenvalues of A are λ = 3 and λ = 4.

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Solution
(a) The characteristics polynomial
 
3−λ 0 0
pA (λ) = det(A − λI3 ) = det  −3 4−λ 9  = (3 − λ)2 (4 − λ)
0 0 3−λ

So, the eigenvalues of A are λ = 3 and λ = 4.


Eigenvector corresponding to eigenvalue λ = 3:

(A − 3I3 )X = 0

− 13
   
0 0 0 | 0 1 −3 | 0
rref
Consider Augmented matrix −3 1 9 | 0 ==⇒ 0 0 0 | 0.
0 0 0 | 0 0 0 0 | 0

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Solution
(a) The characteristics polynomial
 
3−λ 0 0
pA (λ) = det(A − λI3 ) = det  −3 4−λ 9  = (3 − λ)2 (4 − λ)
0 0 3−λ

So, the eigenvalues of A are λ = 3 and λ = 4.


Eigenvector corresponding to eigenvalue λ = 3:

(A − 3I3 )X = 0

− 13
   
0 0 0 | 0 1 −3 | 0
rref
Consider Augmented matrix −3 1 9 | 0 ==⇒ 0 0 0 | 0.
0 0 0 | 0 0 0 0 | 0
So, from here, we get x1 − 13 x2 − 3x3 = 0, i.e.,
  1  1  
x1 3 x2 + 3x3 3
3
X = x2  =  x2  = x2  1  + x3 0
x3 x3 0 1

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  1
3 3
Eigenvectors corresponding to λ = 3 are v1 =  1  and v2 = 0.
0 1

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  1
3 3
Eigenvectors corresponding to λ = 3 are v1 =  1  and v2 = 0.
0 1
Eigenvector corresponding to eigenvalue λ = 4:

(A − 4I3 )X = 0
   
−1 0 0 | 0 1 0 0 | 0
rref
Consider the Augmented matrix −3 0 9 | 0 ==⇒ 0 0 1 | 0.
0 0 −1 | 0 0 0 0 | 0

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  1
3 3
Eigenvectors corresponding to λ = 3 are v1 =  1  and v2 = 0.
0 1
Eigenvector corresponding to eigenvalue λ = 4:

(A − 4I3 )X = 0
   
−1 0 0 | 0 1 0 0 | 0
rref
Consider the Augmented matrix −3 0 9 | 0 ==⇒ 0 0 1 | 0.
0 0 −1 | 0 0 0 0 | 0
So, from here, we get x1 = 0 and x3 = 0, i.e.,
     
x1 0 0
X = x2  = x2  = 1 x2 .
x3 0 0

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  1
3 3
Eigenvectors corresponding to λ = 3 are v1 =  1  and v2 = 0.
0 1
Eigenvector corresponding to eigenvalue λ = 4:

(A − 4I3 )X = 0
   
−1 0 0 | 0 1 0 0 | 0
rref
Consider the Augmented matrix −3 0 9 | 0 ==⇒ 0 0 1 | 0.
0 0 −1 | 0 0 0 0 | 0
So, from here, we get x1 = 0 and x3 = 0, i.e.,
     
x1 0 0
X = x2  = x2  = 1 x2 .
x3 0 0
 
0
An eigenvector corresponding to λ = 4 is v3 = 1.
0

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(b) Characteristics polynomial
 
5−λ 0 1
pB (λ) = det(B−λI ) = det  0 −2 − λ 0  = (−2−λ)(4−λ)(6−λ).
1 0 5−λ

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(b) Characteristics polynomial
 
5−λ 0 1
pB (λ) = det(B−λI ) = det  0 −2 − λ 0  = (−2−λ)(4−λ)(6−λ).
1 0 5−λ
So, the eigenvalues of B are λ = −2, λ = 4 and λ = 6.

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(b) Characteristics polynomial
 
5−λ 0 1
pB (λ) = det(B−λI ) = det  0 −2 − λ 0  = (−2−λ)(4−λ)(6−λ).
1 0 5−λ
So, the eigenvalues of B are λ = −2, λ = 4 and λ = 6.
Eigenvector corresponding to eigenvalue λ = −2:

(A − 3I )X =0
   
7 0 1 | 0 1 0 0 | 0
rref
Consider the Augmented matrix 0 0 0 | 0 ==⇒ 0 0 1 | 0.
1 0 7 | 0 0 0 0 | 0

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(b) Characteristics polynomial
 
5−λ 0 1
pB (λ) = det(B−λI ) = det  0 −2 − λ 0  = (−2−λ)(4−λ)(6−λ).
1 0 5−λ
So, the eigenvalues of B are λ = −2, λ = 4 and λ = 6.
Eigenvector corresponding to eigenvalue λ = −2:

(A − 3I )X = 0
   
7 0 1 | 0 1 0 0 | 0
rref
Consider the Augmented matrix 0 0 0 | 0 ==⇒ 0 0 1 | 0.
1 0 7 | 0 0 0 0 | 0
So, from here, we get x1 = 0 and x3 = 0. i.e.
     
x1 0 0
X = x2  = x2  = x2 1
x3 0 0
 
0
An eigenvector corresponding to λ = −2 is v1 = 1.
0
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Eigenvector corresponding to eigenvalue λ = 4:

(A − 4I )X = 0
   
1 0 1 | 0 1 0 1 | 0
rref
Consider the Augmented matrix 0 −6 0 | 0 ==⇒ 0 1 0 | 0.
1 0 1 | 0 0 0 0 | 0

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Eigenvector corresponding to eigenvalue λ = 4:

(A − 4I )X = 0
   
1 0 1 | 0 1 0 1 | 0
rref
Consider the Augmented matrix 0 −6 0 | 0 ==⇒ 0 1 0 | 0.
1 0 1 | 0 0 0 0 | 0
So, from here, we get x1 + x3 = 0 and x2 = 0. i.e.
     
x1 x1 1
X = x2  =  0  = x1  0 
x3 −x1 −1

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Eigenvector corresponding to eigenvalue λ = 4:

(A − 4I )X = 0
   
1 0 1 | 0 1 0 1 | 0
rref
Consider the Augmented matrix 0 −6 0 | 0 ==⇒ 0 1 0 | 0.
1 0 1 | 0 0 0 0 | 0
So, from here, we get x1 + x3 = 0 and x2 = 0. i.e.
     
x1 x1 1
X = x2  =  0  = x1  0 
x3 −x1 −1
 
1
An eigenvector corresponding to λ = 4 is v2 =  0 .
−1

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Eigenvector corresponding to eigenvalue λ = 6:

(A − 6I3 )X = 0.

Consider the Augmented matrix


   
−1 0 1 | 0 1 0 −1 | 0
rref
 0 −8 0 | 0 = =⇒ 0 1 0 | 0 .
1 0 −1 | 0 0 0 0 | 0

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Eigenvector corresponding to eigenvalue λ = 6:

(A − 6I3 )X = 0.

Consider the Augmented matrix


   
−1 0 1 | 0 1 0 −1 | 0
rref
 0 −8 0 | 0 = =⇒ 0 1 0 | 0 .
1 0 −1 | 0 0 0 0 | 0

So, from here, we get x1 − x3 = 0 and x2 = 0, i.e.,


     
x1 x1 1
X = x2  =  0  = x1 0 .
x3 x1 1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 95 / 110
Eigenvector corresponding to eigenvalue λ = 6:

(A − 6I3 )X = 0.

Consider the Augmented matrix


   
−1 0 1 | 0 1 0 −1 | 0
rref
 0 −8 0 | 0 = =⇒ 0 1 0 | 0 .
1 0 −1 | 0 0 0 0 | 0

So, from here, we get x1 − x3 = 0 and x2 = 0, i.e.,


     
x1 x1 1
X = x2  =  0  = x1 0 .
x3 x1 1
 
1
An eigenvector corresponding to λ = 6 is v3 = 0.
1

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Exercise 21:
Find all the eigenvalues of the matrix
 
0 1 0 0
0 0 1 0
A= 0
.
0 0 1
1 0 0 0

Ans: ±1, ±i.

Exercise 22:
Determine all 2 × 2 matrices A such that A has eigenvalues 2 and −1 with
corresponding eigenvectors    
1 2
and ,
0 1
respectively.
 
2 −6
Ans: .
0 −1

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Exercise 23:
Find eigenvalues and eigenvectors of the following matrix.
 
2 −1
−1 2
 
1
Ans: Eigenvalues = 1, 3, Eigenvector corresponding to eigenvalue λ = 1 is
1
 
−1
and corresponding to λ = 3 is .
1

Exercise 24:
Find the eigenvalues and eigenvectors of the following matrix.
 
0 1
A=
−1 0
 
i
Ans: Eigenvalues = i, −i, Eigenvector corresponding to eigenvalue λ = i is
  0
0
and corresponding to λ = −i is .
−i
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Exercise 25:
For each of the following matrix, compute the characteristic polynomial,
eigenvalue, and eigenvectors corresponding to each eigenvalue.
   
3 1 0 0 1 0 3
−1 1 0 0 (b) B = 2 −2 2
(a) A = 
 0 0 1 4

3 0 1
0 0 1 1

Ans:
2
(a) pA (λ) = (λ − 3)(λ + 1)(λ − 2)   λ1 = λ2= 2, λ3 = −1 and
 , Eigenvalues
−1 0 0
1 0 0
λ4 = 3. Eigenvector v1 =  , v−1 =  , v3 =  
    
0 −2 2
0 1 1
(b) pB (λ) = (λ − 4)(λ + 2)2 , Eigenvalues
   λ1 = λ2 = −2 and λ3 = 4. Eigenvector
 
0 −1 3
corresponding to λ = −2 is 1 ,  0  and corresponding to λ = 4 is 2
0 1 3

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 98 / 110
Exercise 26:
Consider the 2 × 2 matrix
 
cos θ − sin θ
A= ,
sin θ cos θ

where θ is a real number 0 ≤ θ < 2π.


(a) Find the characteristic polynomial of the matrix A.
(b) Find the eigenvalues of the matrix A.
(c) Determine the eigenvectors corresponding to each of the eigenvalues of A.
Ans: The characteristic polynomial of A is pA (λ) = λ2 − (2 cos θ)λ + 1,
eigenvalues cos θ ± i sin θ.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 99 / 110
Exercise 27:
Find all the eigenvalues and eigenvectors of the matrix
 
3 9 9 9
9 3 9 9
A= 9 9
.
3 9
9 9 9 3
 
1
1
Ans:Eigenvalues are 30, −6, eigenvector corresponding to λ = 30 is 
1 and

      1
−1 −1 −1
1 0 0
corresponding to −6  0 , 1 , 0  .
    

0 0 1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 100 / 110
Exercise 28:
Let  
0 0 1
1 0 0 .
0 1 0
Find the characteristic polynomial and all the eigenvalues (real and complex)

of A.
Ans: The characteristics polynomial −λ3 + 1 and eigenvalues are 1, −1±2 3i .

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 101 / 110
Trace

Definition (Trace)
Let A be a square matrix of size n × n then trace(A) is defined as the sum of
diagonal elements of A.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 102 / 110
Trace

Definition (Trace)
Let A be a square matrix of size n × n then trace(A) is defined as the sum of
diagonal elements of A.

Example
 
1 2 3
Let A = 4 5 6. Then
7 8 9

trace(A) = 1 + 5 + 9 = 15

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 102 / 110
Properties of Eigenvalues and Eigenvectors
❃ If A is an n × n matrix, then the sum of the n eigenvalues of A is the trace of
A and the product of the n eigenvalues is the determinant of A.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 103 / 110
Properties of Eigenvalues and Eigenvectors
❃ If A is an n × n matrix, then the sum of the n eigenvalues of A is the trace of
A and the product of the n eigenvalues is the determinant of A.

❃ A and AT have same set of eigenvalues.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 103 / 110
Properties of Eigenvalues and Eigenvectors
❃ If A is an n × n matrix, then the sum of the n eigenvalues of A is the trace of
A and the product of the n eigenvalues is the determinant of A.

❃ A and AT have same set of eigenvalues.

❃ Eigenvalues of diagonal, upper triangular and lower triangular matrices are


diagonal entries.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 103 / 110
Properties of Eigenvalues and Eigenvectors
❃ If A is an n × n matrix, then the sum of the n eigenvalues of A is the trace of
A and the product of the n eigenvalues is the determinant of A.

❃ A and AT have same set of eigenvalues.

❃ Eigenvalues of diagonal, upper triangular and lower triangular matrices are


diagonal entries.

❃ Let A be a square matrix of size n × n such that sum of each row (or each
column) is same and is α. Then α is an eigenvalue of A.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 103 / 110
Properties of Eigenvalues and Eigenvectors
❃ If A is an n × n matrix, then the sum of the n eigenvalues of A is the trace of
A and the product of the n eigenvalues is the determinant of A.

❃ A and AT have same set of eigenvalues.

❃ Eigenvalues of diagonal, upper triangular and lower triangular matrices are


diagonal entries.

❃ Let A be a square matrix of size n × n such that sum of each row (or each
column) is same and is α. Then α is an eigenvalue of A.

❃ Eigenvectors corresponding to distinct eigenvalues are linearly independent.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 103 / 110
Properties of Eigenvalues and Eigenvectors
❃ If A is an n × n matrix, then the sum of the n eigenvalues of A is the trace of
A and the product of the n eigenvalues is the determinant of A.

❃ A and AT have same set of eigenvalues.

❃ Eigenvalues of diagonal, upper triangular and lower triangular matrices are


diagonal entries.

❃ Let A be a square matrix of size n × n such that sum of each row (or each
column) is same and is α. Then α is an eigenvalue of A.

❃ Eigenvectors corresponding to distinct eigenvalues are linearly independent.

❃ If λ1 , λ2 . . . λn are the Eigenvalues of a n × n matrix A, then λ1 m , λ2 m . . . λn m


are the Eigenvalues of Am (m being a positive integer). Corresponding
eigenvectors will be unchanged.
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 103 / 110
Cont. . .

1
❃ Let A be an invertible matrix and λ is an eigenvalue of A then λ is an eigenvalue
of A−1 . Corresponding eigenvectors will be unchanged.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 104 / 110
Cont. . .

1
❃ Let A be an invertible matrix and λ is an eigenvalue of A then λ is an eigenvalue
of A−1 . Corresponding eigenvectors will be unchanged.

❃ Eigenvalues of Hermitian matrices and symmetric matrices are real numbers.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 104 / 110
Cont. . .

1
❃ Let A be an invertible matrix and λ is an eigenvalue of A then λ is an eigenvalue
of A−1 . Corresponding eigenvectors will be unchanged.

❃ Eigenvalues of Hermitian matrices and symmetric matrices are real numbers.

❃ Eigenvalues of skew-Hermitian and skew symmetric matrices are purely imag-


inary and zero.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 104 / 110
Cont. . .

1
❃ Let A be an invertible matrix and λ is an eigenvalue of A then λ is an eigenvalue
of A−1 . Corresponding eigenvectors will be unchanged.

❃ Eigenvalues of Hermitian matrices and symmetric matrices are real numbers.

❃ Eigenvalues of skew-Hermitian and skew symmetric matrices are purely imag-


inary and zero.

❃ Eigenvalues of unitary matrices and orthogonal matrices are of unit modulus.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 104 / 110
Cont. . .

1
❃ Let A be an invertible matrix and λ is an eigenvalue of A then λ is an eigenvalue
of A−1 . Corresponding eigenvectors will be unchanged.

❃ Eigenvalues of Hermitian matrices and symmetric matrices are real numbers.

❃ Eigenvalues of skew-Hermitian and skew symmetric matrices are purely imag-


inary and zero.

❃ Eigenvalues of unitary matrices and orthogonal matrices are of unit modulus.

❃ If A is a non invertible matrix, then 0 is an eigenvalue of A, i.e., if det(A) =


then 0 is an eigenvalue of A.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 104 / 110
Exercise29: 
a b
Let A = be an 2 × 2 matrix.
c d
Express the eigenvalues of A in terms of the trace and the determinant of A.
√ √
trace(A)+ trace(A)2 −4 det(A) trace(A)− trace(A)2 −4 det(A)
Ans: 2 , 2 .

Exercise 30:
Find the eigenvalues and eigenvectors of the following matrix.
 
1 1 1
A = 1 1 1 .
1 1 1

Ans:
 Eigenvalues
  are 0, 3 and eigenvectors corresponding
  to λ = 0 are
−1 −1 1
 1  ,  0  and corresponding to λ = 3 is 1.
0 1 1

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 105 / 110
Exercise 31:
Find the eigenvalues and eigenvectors of the following matrix.
 
1 4
A=
2 3
 
−2
Ans: Eigenvalues are −1, 5 and eigenvectors corresponding to λ = −1 are
1
 
1
and corresponding to λ = 5 is .
1

Exercise32: 
0 0 0 0
1 1 1 1
Let A = 0 0 0 0 . Find the eigenvalues of the matrix A. Also give the

1 1 1 1
algebraic multiplicity of each eigenvalue.
Ans: The eigenvalues of A are 0 and 2 with algebraic multiplicities 3 and 1,
respectively.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 106 / 110
Exercise 33:
Let A be a 3 × 3 matrix. Suppose that A has eigenvalues 2 and −1, and suppose
that 
u and
 v are eigenvectors
  corresponding to 2 and −1, respectively,
  where
1 2 7
u =  0  and v = 1 . Then compute A5 w, where w =  2  .
−1  0 −3
92
Ans:  −2 
−96

Exercise 34:
Find all the eigenvalues and eigenvectors of the matrix
 
3 −2
A= .
6 −4
 
2/3
Ans: Eigenvalues are 0, −1. Eigenvector corresponding to λ = 0 is and
  1
1/2
corresponding to λ = −1 is .
1
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 107 / 110
Exercise 35:
Let  
3 −12 4
A = −1 0 −2 .
−1 5 −1
Then find all eigenvalues of A5 . If A is invertible, then find all the eigenvalues of
A−1 .
Ans: Eigenvalues of A5 are 32, −1, 1. Eigenvalues of A−1 are ±1, 12 .

Exercise 36:
Let  
a −1
A=
1 4
be a 2 × 2 matrix, where a is some real number. Suppose that the matrix A has
an eigenvalue 3.
(a) Determine the value of a.
(b) Does the matrix A have eigenvalues other than 3?
Ans: (a) a = 2
(b) No
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 108 / 110
Exercise 37:
Determine all eigenvalues and their algebraic multiplicities of the matrix
 
1 a 1
A = a 1 a ,
1 a 1

where a is a real number.

Exercise 38:
Prove that the matrix
 
1 1.00001 1
A = 1.00001 1 1.00001
1 1.00001 1

has one positive eigenvalue and one negative eigenvalue.

Exercise 39:
Let A be a square matrix and its characteristic polynomial is given by
p(λ) = (λ − 1)3 (λ − 2)2 (λ − 3)4 (λ − 4). Find the rank of A.
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 109 / 110
Exercise 40:
Let n be an odd integer and let A be an n × n real matrix. Prove that the matrix
A has at least one real eigenvalue.

Exercise 41:
Let λ be an eigenvalue of n × n matrices A and B corresponding to the same
eigenvector x.
(a) Show that 2λ is an eigenvalue of A + B corresponding to x.
(b) Show that λ2 is an eigenvalue of AB corresponding to x.

Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 110 / 110

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