ALA Module 1
ALA Module 1
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 1 / 110
Table of Contents
1 Introduction
2 Geometric Interpretations
5 LDU factorization
6 Applications
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.
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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.
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.
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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.
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.
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
We can write the system of linear equations (∗) in the following form
a11 · · · a1n x1 b1
.. .. .. = ..
. . . .
am1 ··· amn xn bm
AX = b
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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
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.
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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.
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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.
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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
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
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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
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
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❃ Row Echelon Form: A matrix is in row echelon form (ref) when it satisfies
the following conditions.
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❃ 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.
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.
❃ 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
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
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The following theorem answers the questions, we have asked previously.
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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
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
(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
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Example
Consider the following system of linear equations
2y + z = −8
x − 2y − 3z = 0
−x + y + 2z = 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
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
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
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
1 −2 −3 0
0 2 1 −8
0 −1 −1 3
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Example
Consider the following system of linear equations
2y + z = −8
x − 2y − 3z = 0
−x + y + 2z = 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
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
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
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Example
Consider the following system of linear equations
x − y + 2z = −3
4x + 4y − 2z = 1
−2x + 2y − 4z = 6
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Example
Consider the following system of linear equations
x − y + 2z = −3
4x + 4y − 2z = 1
−2x + 2y − 4z = 6
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Example
Consider the following system of linear equations
x − y + 2z = −3
4x + 4y − 2z = 1
−2x + 2y − 4z = 6
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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
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
Here rank(C ) = rank(C ∗ ) < # variables, therefore system has infinitely many
solutions.
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Example
Consider the following system of linear equations
x1 + x2 = 1
2x1 + 2x2 = 3
3x1 + 3x2 = 3.
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Example
Consider the following system of linear equations
x1 + x2 = 1
2x1 + 2x2 = 3
3x1 + 3x2 = 3.
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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.
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.
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.
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.
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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.
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Solution
The Augmented matrix
1 1 λ 1
A∗ = 1 λ 1 1
λ 1 1 −2
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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
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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.
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.
x +y +z =1
2x + 3y − z = 5
x + 2y − kz = 4
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) 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
1 2 3 5 b1
2 A = 2 4 8 12 and b = b2 .
3 6 7 13 b3
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.
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.
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.
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.
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.
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:
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:
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:
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
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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
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 32 / 110
Gauss-Jordan method
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 33 / 110
Gauss-Jordan method
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 33 / 110
Gauss-Jordan method
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 33 / 110
Gauss-Jordan method
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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
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
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
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
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
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
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
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 40 / 110
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
x + 2y + z = 1
x + y + 3z = 2
3x + 5y + 5z = 4
3x − 2y − 18z = 6
2x + y − 5z = 25
x + 5y + 2z = 9
2x − y + 2z = 4
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
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 42 / 110
10
x + 3y + z = 9
x +y −z =1
3x + 11y + 5z = 35
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 43 / 110
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
Dr. Juhi Kesarwani & Dr. Ashish Kesarwany (VITB) Linear Equations and Matrices June 25, 2024 44 / 110
Example
Consider the following homogeneous system of linear equations
x1 − x2 + 2x3 = 0
2x1 + x2 + x3 = 0
x1 + x2 = 0
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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
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
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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
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Geometrical Representation
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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
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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
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Definition(Elementary matrices)
A matrix obtained from identity matrix by applying elementary row operations is
called an elementary matrix.
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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
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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
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Theorem
Applying an elementary row operation on any matrix is equivalent to pre-multiply
that matrix by corresponding elementary matrix.
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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
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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
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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
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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
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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,
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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).
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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 .
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Example
3 9
Find the LDU factorization of the matrix A = .
15 49
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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
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Example
4 −20 −12
Find the LDU factorization of the matrix A = −8 45 44
20 −105 −79
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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 + R20 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 0R3 → R3 − R20 1 0RR23 → R2 − 2R1
→ R3 + 5R1 −2 1 0 = L
0 0 1 0 −1 1 5 −1 1
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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).
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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.
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Example
Determine the currents in the network given in the figure below.
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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
Collecting all the equations, we get the following system of linear equations
I1 − I2 + I3 = 0
6I1 + 2I2 = 0
2I2 + 3I3 = 18
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Solution cont. . .
I1 = −1, I2 = 3, I3 = 4
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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.
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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.
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Exercise 16:
Determine the currents in the following networks.
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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.
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
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Application of invertible matrices in cryptography III
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
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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
Using our correspondence between letters and numbers, the message we have re-
ceived is
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.
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.
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
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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.
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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
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Eigenvalues and Eigenvectors
A⃗v = λ⃗v .
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Eigenvalues and Eigenvectors
A⃗v = λ⃗v .
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Eigenvalues and Eigenvectors
A⃗v = λ⃗v .
❃ 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 .
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Eigenvalues and Eigenvectors
A⃗v = λ⃗v .
❃ 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 .
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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
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Computation of eigenvalues
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Computation of eigenvalues
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Computation of eigenvalues
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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),
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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.
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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.
❃ 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
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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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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
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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
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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
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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
(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
(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.
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Eigenvector corresponding to eigenvalue λ = 6:
(A − 6I3 )X = 0.
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Eigenvector corresponding to eigenvalue λ = 6:
(A − 6I3 )X = 0.
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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
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
λ1 = 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
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Exercise 26:
Consider the 2 × 2 matrix
cos θ − sin θ
A= ,
sin θ cos θ
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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
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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 .
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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.
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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
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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.
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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.
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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.
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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.
❃ 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.
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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.
❃ 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.
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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.
❃ 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.
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.
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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.
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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.
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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.
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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.
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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
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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
Exercise32:
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.
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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
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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
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Exercise 37:
Determine all eigenvalues and their algebraic multiplicities of the matrix
1 a 1
A = a 1 a ,
1 a 1
Exercise 38:
Prove that the matrix
1 1.00001 1
A = 1.00001 1 1.00001
1 1.00001 1
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.
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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.
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