Linear Equations and Matrix Algebra
Linear Equations and Matrix Algebra
HIPH203/HMCS102/HMPH103/HMS204/HFOSCP203/HSST103
1
Chapter 1
Introduction to Matrices
Definition 1.0.1. A matrix over a field K (elements of K are called numbers or scalars) is a
rectangular array of scalars presented in the following form
a11 a12 · · · a1n
a21 a22 · · · a2n
A= . .. .
..
.. . ··· .
am1 am2 · · · amn
The rows of such a matrix are the m horizontal list of scalars, that is
The element aij , called the ij-entry or ij-element appears in row i and column j. Denote a matrix
simply by A = [aij ].
2
A matrix with m rows and n columns is called an m by n matrix, written m × n. The pair of
numbers m and n are called the size of the matrix. We will use capital letters to denote matrices
and lowercase letters to denote numerical quantities.
Two matrices are equal, written A = B, if they have the same size and if corresponding elements
are equal.
Solution: By definition of equality of matrices, the four corresponding entries must be equal. Thus
x + y = 3, 2z + t = 7, x − y = 1, z − t = 5.
x = 2, y = 1, z = 4, t = −1.
Example 1.0.2.
0 0
A= , P = 0 0 .
0 0
Matrices whose entries are all real numbers are called real matrices and are said to be matrices
over R. Matrices whose entries are all complex numbers are called complex matrices and are
said to be matrices over C. These notes will be mainly concerned with such real and complex
matrices.
Let A = [aij ] and B = [bij ] be two matrices with the same size, say m × n matrices. The sum of
A and B, written A + B, is the matrix obtained by adding corresponding elements from A and B,
3
that is
a11 + b11 a12 + b12 ··· a1n + b1n
a21 + b21 a22 + b22 ··· a2n + b2n
A+B = .
.. .. ..
. . ··· .
am1 + bm1 am2 + bm2 · · · amn + bmn
The product of a matrix A by a scalar k, written kA, is the matrix obtained by multiplying each
element of A by k, that is
ka11 ka12 · · · ka1n
ka21 ka22 · · · ka2n
kA = . .. .
..
.. . ··· .
kam1 kam2 · · · kamn
We also define
−A = (−1)A and A − B = A + (−B).
The matrix −A s called the negative of matrix A and the matrix A − B is called the difference
of matrix A and B.
1.1.1 Properties
Theorem 1.1.1. Consider any matrices A, B and C (with same size) and scalars k and l. Then
(i) (A + B) + C = A + (B + C).
4
(ii) A + 0 = 0 + A = A.
(iv) A + B = B + A.
(viii) 1 · A = A.
The product of matrices A and B, is written as AB. Consider the product AB, of a row matrix
A = [aij ] and a column matrix B = [bij ] with the same number of elements is defined to be the
scalar obtained by multiplying corresponding entries and adding, that is
b1
b2 n
X
AB = [a1 , a2 , · · · , an ] . = a1 b1 + a2 b2 + · · · + an bn = ak bk .
..
k=1
bn
The product AB is not defined when A and B have different number of elements.
Example 1.2.1.
3
[7, −4, 5] 2 = 7(3) + −4(2) + 5(−1) = 21 − 8 − 5 = 8.
−1
Definition 1.2.1. Suppose A = [aik ] and B = [bkj ] are matrices such that the number of columns
of A is equal to the number of rows of B, say, A is an m × p matrix and B is a p × n matrix. Then
5
the product AB is the m × n matrix whose ij-entry is obtained by multiplying the ith row of A by
the jth column of B, that is
b11 · · · b1j · · · b1n c11 · · · · · · c1n
a11 · · · · · · aip
.. .. .. .. .. .. .. .. .. .. .. .. ..
. . . . . . . . .
.
. . .
. . . . . .
ai1 · · · · · · aip . . . . .
=
.
. . . . . . · · · cij · · ·
.. .. .. .. . .. .. .. .. ..
.. .. ..
. . . . .. . . . . . . . .
am1 · · · · · · amp bp1 · · · bpj · · · bpn cm1 · · · · · · cmn
where
p
X
cij = ai1 b1j + ai2 b2j + · · · + aip bpj = aik bkj .
k=1
and
5 + 18 10 + 24 23 34
BA = = .
0−6 0−8 −6 −8
The above example shows that matrix multiplication is not commutative, that is, the products AB
and BA of matrices need not be equal. Matrix multiplication satisfies the following properties
Theorem 1.2.1. Let A, B and C be matrices, then, whenever the products and sums are defined.
6
(i) (AB)C = A(BC).
(ii) A(B + C) = AB + AC.
(iii) (B + C)A = BA + CA.
(iv) k(AB) = (kA)B = A(kB), where k is a scalar.
Exercise 1.2.1. Prove that A(B + C) = AB + AC.
Definition 1.3.1. The transpose of a matrix A, written At , is the matrix obtained by writing the
columns of A, in order, as rows.
Example 1.3.1.
t 1 4 1
1 2 3
= 2 5 and [1, −3, −5]t = −3 .
4 5 6
3 6 −5
In other words, if A = [aij ] is an m × n matrix, then At = [bij ] is the n × m matrix, where bij = aji .
Observe that the transpose of a row vector is a column vector. Similarly, the transpose of a column
vector is a row vector. The basic properties of the transpose operation are
Theorem 1.3.1. Let A and B be matrices and let k be a scalar. Then, whenever the sum and
product are defined, we have
(i) (A + B)t = At + B t .
(ii) (At )t = A.
(iii) (kA)t = kAt .
(iv) (AB)t = B t At .
Definition 1.4.1. A square matrix is a matrix with the same number of rows as columns.
7
An n × n square matrix is said to be of order n and is sometimes called an n-square matrix.
Recall that not every two matrices can be added or multiplied. However, if we only consider square
matrices of some given order n, then this inconvenience disappears. Specifically, the operations
of addition, multiplication, scalar multiplication, and transpose can be performed on any n × n
matrices, and the result is again an n × n matrix.
Example 1.4.1. The following are square matrices of order 3.
1 2 3 2 −5 1
A = −4 −4 −4 and B = 0 3 −2 .
5 6 7 1 2 −4
Definition 1.5.1. Let A = [aij ] be an n-square matrix. The diagonal or main diagonal of A
consists of the elements with the same subscripts, that is,
Definition 1.5.2. The trace of A, written tr(A), is the sum of the diagonal elements. Namely,
The n-square identity or unit matrix, denoted by I, is the n-square matrix with 1’s on the diagonal
and 0’s elsewhere.
8
1.6 Powers of Matrices
A2 = AA,
A3 = A2 A, · · · , An+1 = An A and A0 = I.
1 2
Example 1.6.1. Suppose A = . Then
3 −4
1 2
2 1 2 7 −6
A = =
3 −4 3 −4 −9 22
and
3 7 −6 1 2
2 −11 38
A =A A= = .
−9 22 3 −4 57 −106
A square matrix D = [dij ] is diagonal if its non diagonal entries are all zero.
Example 1.7.1.
3 0 0
4 0
A = 0 −7 0 and B= .
0 −5
0 0 2
A square matrix A = [aij ] is upper triangular if all entries below the main diagonal are equal to
zero.
9
Example 1.7.2.
b11 b12 b13
a11 a12
A= and B = 0 b22 b23 .
0 a22
0 0 b33
A lower triangular matrix is a square matrix whose entries above the main diagonal are all zero.
Suppose A is a square matrix with real entries. The relationship between A and its transpose At
yields important kinds of matrices.
At = A.
2 −3 5 2 −3 5
Example 1.7.3. Let A = −3 6 7 , then At = −3 6 7 . Hence At = A, thus A is
5 7 −8 5 7 −8
symmetric.
At = −A.
Example 1.7.4.
0 3 −4
B = −3 0 5 .
4 −5 0
10
1.7.5 Orthogonal Matrices
Let A be a complex matrix. The conjugate of a complex matrix A, written A, is the matrix
obtained from A by taking the conjugate of each entry of A.
If A is real then A∗ = At .
2 − 8i −6i
2 + 8i 5 − 3i 4 − 7i
Example 1.8.1. Let A = , then A∗ = 5 + 3i 1 + 4i.
6i 1 − 4i 3 + 2i
4 + 7i 3 − 2i
Consider a complex matrix A. The relationship between A and its conjugate transpose A∗ yields
important kinds of complex matrices (which are analogous to the kinds of real matrices described
above).
11
Skew-Hermitian Matrices
12
4 x+2
8. Suppose B = is symmetric. Find x and B.
2x − 3 x + 1
3 x + 2i yi
9. Find real numbers x, y, z such that A is Hermitian, where A = 3 − 2i 0 1 + zi.
yi 1 − xi −1
13
Chapter 2
Inversion of Matrices
In real arithmetic, every nonzero number a has a reciprocal a−1 = ( a1 ) with the property
a · a−1 = a−1 · a = 1.
The number a−1 is sometimes called the multiplicative inverse of a. Our next objective is to
develop an analog of this result for matrix arithmetic.
AI = IA = A.
This raises the following question : Given an n × n matrix A, is it not possible to find
another n × n matrix B, such that AB = BA = I?
B = A−1 .
14
Proposition 2.0.2. Suppose that A is an invertible n × n matrix. Then its inverse A−1 is unique.
Proof. Suppose that B satisfies the requirements for being the inverse of A. Then AB = I = BA.
It follows that
A−1 = A−1 I = A−1 (AB) = (A−1 A)B = IB = B.
Hence the inverse A−1 is unique.
Exercise 2.0.1. Suppose that A and B are invertible n × n matrices. Prove that
(AB)−1 = B −1 A−1 .
(A−1 )−1 = A.
2.1 Determinants
Each n-square matrix A = [aij ] is assigned a special scalar called the determinant of A, denoted
by det A or |A| or
a11 a12 · · · a1n
a21 a22 · · · a2n
.. .. .. .
. . ··· .
am1 am2 · · · amn
We emphasize that an n×n array of scalars enclosed by straight lines, called a determinant of order
n, is not a matrix but denotes the determinant of the enclosed array of scalars (i.e., the enclosed
matrix). We shall see that the determinant is an indispensable tool in investigating and obtaining
properties of square matrices.
15
2.1.1 Determinants of Order 1 and 2
5 3
Example 2.1.1. (a) det(27) = 27 and (b) = 5(6) − 3(4) = 30 − 12 = 18.
4 6
16
Because D 6= 0, the system has a unique solution. Therefore,
15 −3 4 15
Nx = = 75 + 3 = 78, Ny = = 4 − 30 = −26.
1 5 2 1
+ + +
a11 a12 a13 a11 a12
2 1 1
det A = 0 5 −2 =
1 −3 4
17
+ + +
2 1 1 2 1
0 5 −2 0 5
1 −3 4 1 −3
− − −
3 2 1
det B = −4 5 −1 =
2 −3 4
+ + +
3 2 1 3 2
−4 5 −1 −4 5
2 −3 4 2 −3
− − −
Definition 2.4.1. If A = [aij ] is an n × n matrix, then the minor of the element aij denoted by
Mij and is defined ad the determinant of the (n − 1) × (n − 1) sub-matrix which is obtained by
18
deleting all the entries in the ith row and the jth column.
Example 2.4.1. For the matrix
a11 a12 a13
A = a21 a22 a23 .
a31 a32 a33
The minor of a11 is
a22 a23
= M11 .
a32 a33
The minor of a12 is
a21 a23
= M12 .
a31 a33
The minor of a13 is
a21 a22
= M13 .
a31 a32
Definition 2.4.2. The co-factor of an element aij denoted by Aij is defined as the product of
(−1)i+j and the minor of aij , that is
Aij = (−1)i+j Mij .
Co-factor of an element is merely the signed minor of the element. We emphasize Mij denotes a
matrix and Aij denotes a scalar.
a11 a12 a13
a a
Example 2.4.2. If A = a21 a22 a23 , then the co-factor of a11 = A11 = (−1)1+1 22 23
a32 a33
a31 a32 a33
a a a a a a
= + 22 23 , the co-factor of a12 = A12 = (−1)1+2 21 23 = − 21 23 .
a32 a33 a31 a33 a31 a33
To compute the determinant of an n×n matrix we make use of the concept of co-factors and minors
to reduce the matrix to lower ones whose determinants we already know how to calculate.
The determinant of a square matrix A = [aij ] is equal to the sum of the products obtained by
multiplying the elements of any row (column) by their respective co-factors.
n
X
|A| = ai1 Ai1 + ai2 Ai2 + · · · + ain Ain = aij Aij .
j=1
19
This expansion can be carried out along any row of the matrix in question and the value of the
determinant is the same.
3 −1 5
Example 2.5.1. Given that A = 0 4 −3. Find |A|.
2 1 2
Note that expanding by a row or column that contains zeros significantly reduces the number
of cumbersome calculations that need to be done. It is sensible to evaluate the determinant by
co-factor expansion along a row or column with the greatest number of zeros.
0 0 0 1
3 5 0 −1
Example 2.5.2. Given that A = 0 3 −2 5 . Find det A.
1 0 0 2
Solution:
3 5 0
5 0
det A = − 0 3 −2 = −
3 −2
1 0 0
= −(−10) − 0
= 10.
20
Note : the determinant of the identity matrix is 1. The determinant of a diagonal matrix D of
order n × n is given by the product of the elements on its main diagonal. The determinant of a
triangular matrix of order n × n is given by the product of the elements on its main diagonal.
2.6 Properties
det A = det At .
|AB| = |BA|.
det A = − det A.
5. If the elements of any rows (columns) of an n × n matrix A are multiplied by the same scalar
k, then the value of the determinant of the new matrix is k times the determinant of A.
6. If the elements of any row (column) of A are all zeros, then the determinant of A is zero.
8. If A is an n × n matrix, with any two of its rows (columns) equal, then the determinant of A
is zero.
21
2.7 Adjoint
Definition 2.7.1. Let A = [aij ] be an n × n matrix and let Aij denote the co-factors of aij . The
adjoint of A, denoted by adj A is the transpose of the matrix of co-factors of A, that is
adj A = [Aij ]t .
2 3 −4
Example 2.7.1. Let A = 0 −4 2 . The co-factors of the nine elements of A are as follows,
1 −1 5
−4 2 0 2 0 −4
A11 = + = −18, A12 = − = 2, A13 = + =4
−1 5 1 5 1 −1
3 −4 2 −4 2 3
A21 = − = −11, A22 = + = 14, A23 = − =5
−1 5 1 5 1 −1
3 −4 2 −4 2 3
A31 = + = −10, A32 = − = −4, A33 =+ = −8.
−4 2 0 2 0 −4
A11 A12 A13 −18 2 4
[Aij ] = A21 A22 A23 = −11 14 5 .
A31 A32 A33 −10 −4 −8
The transpose of the above matrix of co-factors yields the adjoint of A, that is
−18 −11 −10
adj A = 2 14 −4 .
4 5 −8
Theorem 2.7.1. Let A be any square matrix.Then
A(adj A) = (adj A)A = |A|I,
where I is the identity matrix. Thus, if |A| =
6 0,
1
A−1 = adj A.
|A|
Example 2.7.2. Let A be the matrix above. We have
det A = −40 + 6 + 0 − 16 + 4 + 0 = −46.
Thus A does have an inverse and from
−18 −11 −10
1 1
A−1 = adj A = − 2 14 −4 .
|A| 46
4 5 −8
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2.8 Properties of Inverses
Proof. We can establish the invertibility and obtain the formula at the same time by showing
that
At (A−1 )t = (A−1 )t At = I.
But we know that I t = I, we have
At (A−1 )t = (A−1 A)t = I t = I
(A−1 )t At = (AA−1 )t = I t = I
which completes the proof.
23
3. Evaluate
the determinants
of
2 5 −3 −2 3 −2 −5 4
−2 2 0 −1 t + 3 −1 1
−3 2 −5 −5 2 8 −5
(i) (ii) (iii) 3 0 2 v (iv) 5 t−3 1 .
1 3 −2 2 −2 4 7 −3
4 −3 7 6 −6 t + 4
−1 −6 4 3 2 −3 −5 8
0 0 0 a1 b2 b3 b4 b5
0 0 b1 a2 0 c3 0 0
4. Evaluate the determinants and .
0 c1 b2 a3 0 d3 d4 d5
d1 c2 b3 a4 0 e3 0 e5
a+b c c
5. Show that a b+c a = 4abc.
b b c+a
1 −2 −2 1
6. A and B are defined as A = and B = .
−2 3 1 1
(i) Compute the determinants |A|, |B|, |AB| and verify that |AB| = |A||B|.
1 1
(ii) Compute A−1 , B −1 and verify that |A−1 | = and |B −1 | = .
|A| |B|
1 2 3
7. Consider the matrix A = 2 3 4. Compute |A| and adjA. Verify that A(adjA) = |A|I
1 5 7
−1
and find A .
a b
8. Consider an arbitrary 2 × 2 matrix A = . Find adjA and show that adj(adjA) = A.
c d
1 1 0
9. Let A = 1 1 1. Find adjA and A−1 .
0 2 1
24
100 101 102
13. Find the determinant of 101 102 103.
102 103 104
14. Use determinants to solve the system
3y + 2x = z + 1
3x + 2z = 8 − 5y
3z − 1 = x − 2y.
3x + 5y = 8
4x − 2y = 1,
(b)
ax − 2by = c
3ax − 5by = 2c, (ab 6= 0).
25
Chapter 3
Application of Matrices
Let ri denote row i of matrix A. There are 3 elementary row operations, namely
26
3.2 Inverses Using Row Operations
We can use row operations to find the inverse of A by writing a matrix (A|In ), then use row
operations to get (In |A−1 ).
2 3
Example 3.2.1. Consider A = .
2 2
Solution: We write
2 3 1 0
.
2 2 0 1
Then performing row operations we have
2 3 1 0
r2 → r2 − r1
0 −1 −1 1
2 0 −2 3
r1 → r1 + 3r2
0 −1 −1 1
0 −1 32
1 1
r1 → r1
2 0 −1 −1 1
0 −1 32
1
r2 → −r2 .
0 1 1 −1
−1 23
Therefore A−1 = . Checking can be done by verifying that A−1 A = I.
1 −1
−1 32
2 3 1 0
= = I.
1 −1 2 2 0 1
27
A finite set of linear equations in the variables x1 , x2 , · · · , xn is called a system of linear equations
or a linear system.
Every system of linear equations has either no solutions, exactly one solution or infinitely
many solutions.
28
Solution: The augmented matrix for the linear system is
2 −1 1 4
−3 2 −4 1 .
1 0 −5 0
Corresponding system of linear equations which is derived from the augmented matrix is
x1 − 5x3 = 0
x2 − 11x3 = −4
3x3 = 9.
Now using the method of back substitution, we find the values of the unknown as follows
x3 = 3
x2 = −4 + 33 = 29
x1 = 0 + 15 = 15.
29
3.3.1 Applications of Linear Equations
Linear equations arise in many applications, for example, quadratic interpolation, temperature
distribution, global positioning system (gps), e.t.c.
1. If a row does not consist entirely of zeros, then the first non-zero number in the row is a 1
(leading 1).
2. If there are any rows that consists entirely of zeros, then they are grouped together at the
bottom of the matrix.
3. In any two successive rows that do not consist entirely of zeros, the leading 1 in the lower
row occur further to the right than the leading 1 in the higher row.
4. Each column that contain a leading 1 has zeros elsewhere in that column.
A matrix in reduced row-echelon form must have zeros above and below each leading 1.
30
The procedure for reducing a matrix to a reduced row-echelon form is called Gauss-Jordan Elim-
ination and the procedure which produces a row-echelon form is called the Gauss Elimination.
The Gauss Elimination method requires fewer elementary row operations than the Gauss-Jordan
method.
Two matrices are row equivalent if one can be obtained from the other by a sequence of elementary
row operations. The matrix in reduced row echelon that is row equivalent to A is denoted by
rref (A). The rank of a matrix A is the number of rows in rref (A).
Example 3.4.3. For each of the following matrices, find a row-equivalentmatrixwhich is in reduced
1 3
row echelon form. Then determine the rank of each matrix. (a) A =
−2 2
2 −2 4
(b) C = 4 1 −2 .
6 −1 2
Solution : (a) The matrix A has rank 2, which can be seen by computing
1 3 r2 +2r1 1 3 18 r2 1 3 r1 −3r2 1 0
−→ −→ −→ .
−2 2 0 8 0 1 0 1
−3x2 + 4x3 = −2
x1 + 5x2 + 2x3 = 9
x1 + x2 − 6x3 = −7.
0 −3 4 −2
1 5 2 9 .
1 1 −6 −7
31
Doing row operations, yields
1 5 2 9
r1 ↔ r2 , r2 ↔ r3 , r2 → r2 − r1 0 −4 −8 −16 .
0 −3 4 −2
1 5 2 9
1
r2 → − r2 , r3 → r3 + 3r2 0 1 2 4 .
4
0 0 10 10
1 5 2 9
1
r3 → r3 0 1 2 4 ,
10
0 0 1 1
which is now in echelon form and is equivalent to
x1 + 5x2 + 2x3 = 9
x2 + 2x3 = 4
x3 = 1.
x1 = −3
x2 = 2
x3 = 1.
Therefore
(x1 , x2 , x3 ) = (−3, 2, 1).
The types of solutions one can get when solving system of linear equations, we shall look at several
augmented matrices that have already been reduced to echelon form.
32
Case 1
1 2 0 3
0 1 1 4
0 0 1 −1
is equivalent to
x1 + 2x2 = 3
x2 + x3 = 4
x3 = −1,
Case 2
1 0 −2 1
0 1 −1 3
0 0 0 0
which is equivalent to
x1 − 2x3 = 1
x2 − x3 = 3
x1 = 2x3 + 1
x2 = x3 + 3
x3 = x3 .
Since x1 and x2 correspond th the leading 10 s in the augmented matrix, we call these the leading
variables. The remaining variable (in this case x3 ) are called free variables. In this case all the
solutions are expressed in terms of x3 . Any arbitrary value can be assigned to x3 and the resulting
values of x1 , x2 and x3 will satisfy all the equations in the system. The solution set therefore is
infinite and written as follows
33
Case 3
1 −2 4 0
0 1 3 −2 .
0 0 0 −4
The equation represented by the last row is 0x1 + 0x2 + 0x3 = −4. Clearly, we can never find
suitable values for x1 , x2 and x3 which satisfy this equation. Therefore the solution does not exist.
The reduced row-echelon form of a matrix is unique and a row-echelon form is not unique, by
changing the sequence of elementary row operations it is possible to arrive at different row-echelon
forms.
Example 3.4.5. Find the value of α for which the following system of equations is (a) consistent
(b) inconsistent.
−3x1 + x2 = −2
x1 + 2x2 = 3
2x1 + 3x2 = α.
34
(a) The system can be consistent only if α − 5 = 0, that is, when α = 5.
Definition 3.5.1. A homogeneous system of linear equations is a system in which all the constant
terms are zero.
Any homogeneous system of equations will always have a solution no matter what the coefficient
matrix is like, and so can never be inconsistent. The system has only the trivial solution or the
solution has infinitely many solutions in addition tothe trivial solution.
Example 3.5.1. Find the solution set of the following homogeneous system of linear equations
x1 − 2x2 + x3 = 0
2x1 + x2 − 3x3 = 0
−3x2 + x3 = 0.
35
Solution: The augmented matrix is
1 −2 1 0
2 1 −3 0 .
0 −3 1 0
which is equivalent to
x1 − 2x2 + x3 = 0
x2 − x3 = 0
x3 = 0.
Therefore (x1 , x2 , x3 ) = (0, 0, 0) has only one solution, the trivial solution.
In general if (i) n = m the system has only the zero solution. (ii) if m < n, the system has a non
zero solution.
Theorem 3.5.1. A homogeneous system of linear equations with more unknowns than equations
has a non-zero solution.
—Publilius
36
3.6 Tutorial Questions
3 1 1 x
1. Let C = 1 5 1. What is the dimension of the product B = (x, y, z)·C · y ? Calculate
1 1 3 z
B. Find the determinant |C| of C and, using Gauss Jordan elimination, find the inverse of
C.
3 1 0
2. Find the inverse of the matrix A = −2 −4 3 .
5 4 −2
1 2 4 1 0 0
3. Use elementary row operations to find A−1 if A = 2 0 2 and A = 2 0 4.
1 1 3 5 1 7
x 1
4. Given that E(x) = . Show that (a) E(x)E(0)E(y) = −E(x + y) and (b) the inverse
−1 0
of E(x) is E(0)E(−x)E(0).
1 1 1 1
1 2 −1 2
5. Use row operations to determine the inverse of A = 1 −1 2 1.
1 3 3 2
1 2 1 a
2 5 1 a
6. Let W = −1 1 −3 −3a + 1. Find all values of a for which the matrix W has an
3 8 1 2a
inverse and calculate the inverse of W for one such value of a.
7. Solve the following systems
2x + y − 2z = 10 x + 2y − 3z = 6
(a) 3x + 2y + 2z = 1 (b) 2x − y + 4z = 2
5x + 4y + 3z = 4 4x + 3y − 2z = 14
x + 2y + 2z = 2
x + 5y + 4z − 13w = 3
3x − 2y − z = 5
(c) (d) 3x − y + 2z + 5w = 2 .
2x − 5y + 3z = −4
2x + 2y + 3z − 4w = 1
x + 4y + 6z = 0
8. Let A and I be 2 × 2 matrices defined as follows
1 b 1 0
A= , I= .
c d 0 1
37
Prove that the matrix A is row equivalent to the matrix I if d − cb 6= 0.
9. 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.
10. Find the rank of the following real matrix
a 1 2
1 1 1
−1 1 1 − a
where a is a real number.
11. If A and B have the same rank, can we conclude that they are row-eqivalent? If so, then
prove it. If not, then provide a counterexample.
12. (a) Find all 3 × 3 matrices which are in reduced row echelon form and have rank 1.
(b) Find all matrices with rank 2.
ax + by = 1
13. Consider the system . Show that if ad − bc 6= 0, then the system has the
cx + dy = 0
unique solution
d −c
x= , y= .
ad − bc ad − bc
Also show that if ad − bc = 0, c 6= 0, d 6= 0, the system has no solution.
14. Show that the homogeneous system
(a − r)x + dy = 0
cx + (b − r)y = 0
has a non-trivial solution if and only if r satisfies the equation (a − r)(b − r) − cd = 0.
15. In the following linear systems, determine all the values of a for which the resulting linear
system has (a) no solution (b) a unique solution and (c) infinitely many solutions.
(i)
x+y−z = 2
x + 2y + z = 3
x + y + (a2 − 5)z = a
38
(ii)
x+y+z = 2
2x + 3y + 2z = 5
2x + 3y + (a2 − 1)z = a + 1
(iii)
x+y = 3
2
x + (a − 8)y = a.
2x + y + αz = β
2x − αy + 2z = β
x − 2y + 2αz = 1.
For what values of α and β does the system have a unique solution?
17. For what values of c does the following system of linear equations have no solution, a unique
solution, infinitely many solutions.
x + 2y − 3z = 4
3x − y + 5z = 2
4x + y + (c2 − 14)z = c + 2.
Show that in case of infinitely many solutions, the solution may be written as
( 87 − α, 10
7 + 2α, α) for any real α.
18. Find a cubic polynomial p(x) = a + bx + cx2 + dx3 such that p(1) = 1, p0 (1) = 5, p(−1) = 3
and p0 (−1) = 1.
19. A 2−digit number has two properties. The digits sum to 11, and if the number is written with
digits reversed, and subtracted from the original number, the result is 45. Find the number.
39
Chapter 4
4.1 Introduction
Many quantities in geometry and physics, such as area, volume,energy, work, electrical resistance,
temperature, mass and time, can be characterized by single real numbers scaled to appropriate
units of measure. We call these scalar quantities, and the real number associated with each is
called a scalar. A scalar quantity has magnitude, including the sense of being positive or negative,
but no assigned position and no assigned direction.
Other quantities such as force, displacement, acceleration, momentum and velocity involve both
magnitude and direction and cannot be characterized by single real numbers. A vector is a quantity
having both magnitude and direction.
−−→
Graphically a vector is represented by an arrow OP defining the direction, the magnitude of the
vector being indicated by the length of the arrow. The tail end O of the arrow is called the origin
or initial point of the vector, and the head P is called the terminal point or terminus. This arrow
−−→
representing the vector is called a directed line segment. The length |OP | is the magnitude of the
line segment from O to P .
40
and so on or a bar below, such as a, b and so on. When the initial point of the vector is fixed, it is
called a fixed or localized vector, otherwise, it is a free vector.
|b
e| = 1.
Any vector can be made into a unit vector by dividing it by its length, that is,
u
e= .
|u|
b
u
So is a unit vector in the direction of the vector u.
|u|
An important set of unit vectors are those having the directions of the positive x, y, and z axes of
a three dimensional rectangular coordinate system. Vectors will be denoted as
A = (A1 , A2 , A3 ) = A1 i + A2 j + A3 k,
The vectors A1 i, A2 j, and A3 k are called the rectangular component vectors or simply com-
ponent vectors of A in the x, y and z directions respectively. A1 , A2 and A3 are called the
rectangular components or simply components of A in the x, y and z directions respectively. The
magnitude or length of A is q
A = |A| = A21 + A22 + A23 .
In particular, the position vector or radius vector r from O to the point (x, y, z) is written as
r = xi + yj + zk
p
and has magnitude r = |r| = x2 + y 2 + z 2 . That is, i, j and k are three mutually perpendicular
vectors pointing along Ox, Oy and Oz axes respectively. These vectors are often called the basis
vectors.
41
Example 4.2.1. Given A = 3i − 2j + k, B = 2i − 4j − 3k and C = −i + 2j + 2k, find the magnitudes
of (i) C, (ii) A + B + C and (iii) 2A − 2B − 5C.
p
Solution: (i) |C| = | − i + 2j + 2k| = (−1)2 + 22 + 22 = 3.
(iii) 2A − 3B − 5C = 2(3i − 2j
p+ k) − 3(2i − 4j − √
3k) − 5(−i + 2j + 2k) = 5i − 2j + k. Then
2 2 2
|2A − 2B − 5C| = |5i − 2j + k| = 5 + (−2) + 1 = 30.
Example 4.2.2. Find the component form and magnitude of the vector A having initial point
(−2, 3, 1) and terminal point (0, −4, 4). Then find a unit vector in the direction of A.
4.3 Vectors in Rn
Euclidean 2-space, denoted by R2 , is the set of all vectors with two entries, that is
( )
x 1
R2 = x1 , x2 ∈ R .
x2
Similarly, Euclidean 3-space, denoted by R3 , is the set of all vectors with three entries, that is
x1
R3 = x2 x1 , x2 , x3 ∈ R .
x3
42
In general, Euclidean n-space consists of vectors with n entries, usually denoted by Rn , is defined
by
x1
x2
n x3
R = xi ∈ R, i = 1, 2, . . . , n .
..
.
xn
In 3-dimensional Euclidean space R3 , the coordinate vectors that define the three axis, are the
vectors
1 0 0
e1 = 0 , e2 = 1 , e3 = 0 .
0 0 1
Every vector in R3 can be obtained from these coordinate vectors.
Example 4.3.1.
2 1 0 0
v = 3 = 2 0 + 3 1 + 3 0 .
3 0 0 1
A vector written as a combination of other vectors using addition and scalar multiplication is
called a linear combination.
Example 4.3.2. If
1 0 −1
v1 = 1 , v2 = 1 and v3 = 1 ,
1 1 1
2
then 3v1 − v2 + v3 = 3.
3
Definition 4.3.1. Let S = {v1 , v2 , · · · , vn } be a set of vectors in Rn , and let c1 , c2 , · · · , cn be
scalars. An expression of the form
k
X
c1 v1 + c2 v2 + · · · + ck vk = ci vi
i=1
43
−1
Example 4.3.3. Determine whether the vector v = 1 is a linear combination of the vectors
10
1 −2 −6
v1 = 0 , v2 = 3 , v3 = 7 .
1 −2 5
Solution: The vector v is a linear combination of the vectors v1 , v2 and v3 , if there are scalars
c1 , c2 and c3 , such that
−1
v = 1 = c1 v1 + c2 v2 + c3 v3
10
1 −2 −6
= c1 0 + c2 3 + c3 7
1 −2 5
c1 − 2c2 − 6c3
= 3c2 + 7c3 .
c1 − 2c2 + 5c3
c1 − 2c2 − 6c3 = −1
3c2 + 7c3 = 1
c1 − 2c2 + 5c3 = 10.
From the last matrix, we see that the linear system is consistent with the unique solution
c1 = 1, c2 = −2, c3 = 1.
44
−5
Exercise 4.3.1. Determine whether the vector v = 11 is a linear combination of the vectors
−7
1 0 2
v1 = −2 , v2 = 5 and v3 = 0 .
2 5 8
c1 v1 + c2 v2 + · · · + ck vk = 0
The set of n-dimensional vectors {v1 , v2 , · · · , vk } are linearly dependent if k > n. If there are more
vectors than the dimension, then the vectors are linearly dependent.
Example 4.4.1. Find the value(s) of h for which the following set of vectors
1 h 1
v1 = 0 , v2 = 1 , v3 = 2h
0 −h 3h + 1
is linearly independent.
x1 v1 + x2 v2 + x3 v3 = 0.
If this homogeneous system has only zero solution x1 = x2 = x3 = 0, then the vectors v1 , v2 , v3 are
linearly independent. We reduce the augmented matrixfor the system as folows
1 h 1 0 1 h 1 0
R3 +hR2
0 1 2h 0 −−−−−→ 0 1 2h 0 .
0 −h 3h + 1 0 2
0 0 2h + 3h + 1 0
45
From this, we see that the homogeneous system has only the zero solution if and only if
2h2 + 3h + 1 6= 0.
Since, we have
2h2 + 3h + 1 = (2h + 1)(h + 1),
if h 6= − 12 , −1, then 2h2 + 3h + 1 6= 0. In summary, the vectors v1 , v2 , v3 are linearly independent
for any h except − 12 , −1.
2. Prove that any set of vectors which contains the zero vector is linearly dependent.
3. Let
1 1 0
v 1 = 2 ,
v2 = a ,
v3 = 4
0 5 b
be vectors in R3 . Determine a condition on the scalars a, b so that the set of vectors {v1 , v2 , v3 }
is linearly dependent.
In this section we shall generalize the concept of a vector still further. We shall state a set of axioms
which, if satisfied by a class of objects, will entitle those objects to be called ”vectors”.
46
Definition 4.6.1. Let V be a arbitrary non-empty set of objects on which two operations are
defined, addition and multiplication by scalars. If the following axioms are satisfied by all objects
u, v, w in V and all scalars k and l, then we call V and vector space and we call the objects
vectors.
2. u + v = v + u.
3. u + (v + w) = (u + v) + w
5. For each u in V, there is an object −u in V, called the negative of u, such that u + (−u) =
(−u) + u = 0.
7. k(u + v) = ku + kv
8. (k + l)u = ku + lu
9. k(lu) = (kl)u
10. 1u = u
Exercises
Proof. (a) By axiom 8 and the propety of the number 0 we can write
0u + 0u = (0 + 0)u = 0u
47
By axiom 5 the vector 0u has a negative, −0u. adding this to both side of the above yields
Subspaces
Example Let n be a positive integer, and let W consist of all functions expressible in the form
p(x) = a0 + a1 x + a2 x2 + · · · + an xn ,
Proof. Classwork
Example
48
1. Show that every vector v = (a, b, c) in R3 is expressible as a linear combination of the standard
basis vectors
i = (1, 0, 0), j = (0, 1, 0), k = (0, 0, 1).
2. Consider the vectors u = (1, 2, −1) and v = (6, 4, 2) in R3 . Show that w = (9, 2, 7) is a linear
combination of u and v and that z = (4, −1, 8) is not a linear combination of u and v.
Solution: (i) There must be scalars k1 and k2 such that w = k1 u + k2 v.
Spanning
Theorem 4.6.2. If v1 , v2 , · · · , vr are vectors in a vector space V, then:
(a) The set W of all linear combinations of v1 , v2 , · · · , vr is a subspace of V.
(b) W is the smallest subspave of V that contains v1 , v2 , · · · , vr in the sense that every other
subspace of V that contains v1 , v2 , · · · , vr must contain W.
Proof. To show that W is a subspace of V, we must prove it is closed under addition and scalar
multiplication. 0 ∈ V since 0 = 0v1 + 0v2 + · · · + 0vr
If u, v are vectors in W, then
u = c1 v1 + c2 v2 + · · · + cr vr
v = k1 v1 + k2 v2 + · · · + kr vr
where c1 , c2 , · · · , cr , k1 , k2 , · · · , kr are scalars. Therefore
Definition 4.6.4. If S = {v1 , v2 , · · · , vr } is a set of vectors in a vector space V, then the subspace
W of V consisting of all linear combinations of the vectors in S is called the the space spanned
by v1 , v2 , · · · , vr , and we say that the vectors v1 , v2 , · · · , vr span W.
Example: Determine whether v1 = (1, 1, 2), v2 = (1, 0, 1), and v3 = (2, 1, 3), span the vector
space R3
Solution: Classwork
49
Tutorial 1
1. Determine which sets are vector spaces under the given given operations. For those that are
not, list all axioms that fail to hold.
(a) The set of all triples of real numbers (x, y, z) with the operations
(b) The set of all pairs of real numbers (x, y) with the operations
(c) The set of all pairs of numbers (x, y) with the operations
4. Express the following as linear combinations of u = (2, 1, 4), v = (1, −1, 3) and w = (3, 2, 5).
(a) (0, 0, 0) (b) (−9, −7, −15) (c) (6, 11, 6)
50
(a) v1 = (2, 2, 2), v2 = (0, 0, 3), v3 = (0, 1, 1).
(b) v1 = (2, −1, 3), v2 = (4, 1, 2) v3 = (8, −1, 8).
(c) v1 = (1, 2, 6), v2 = (3, 4, 1), v3 = (4, 3, 1), v4 = (3, 3, 1)
7. Let v1 = (2, 1, 0, 3) v2 = (3, −1, 5, 2) v3 = (−1, 0, 2, 1). Which of the following vectors are in
span{v1 , v2 , v3 }
(a) (0, 0, 0, 0) (b) (2, 3, −7, 3) (c) (1, 1, 1, 1)
In the preceding section we learned that set of vectors S = {v1 , v2 , · · · , vr } span a given vector
space V if every vector in V can be expressed as a linear combination of the vectors in S. In general,
there may be more than one way to express a vector in V as a linear combination of vectors in
the spanning set. In this section we study the conditions under which each vector in V can be
expressed as a linear combination of the spanning vectors in exactly one way.
Definition 4.6.5. If S = {v1 , v2 , · · · , vr } is a non-empty set of vectors, the the vector equation
k1 v1 + k2 v2 + · · · + kr vr = 0
k1 = 0, k2 = 0, · · · , kr = 0.
If this is the only solution, then S is called a linear independent set. If there are other solutions,
then S is called a linear dependent set.
Examples
1. If v1 = (2, −1, 0, 3), v2 = (1, 2, 5, −1) and v3 = (7, −1, 5, 8), then then the set of vectors
S = {v1 , v2 , v3 } is linearly dependent since 3v1 + v2 + v3 = 0.
4. Determine whether the vectors v1 = (1, −2, 3), v2 = (5, 6, −1) and v3 = (3, 2, 1) form a
linearly dependent or independent set. {k1 = − 12 t, k2 = − 12 t, k3 = t}
51
4.6.3 Basis For a Vector Space
Definition 4.6.6. If V is any vector space and S = {v1 , v2 , · · · , vr } is a set of vectors in V, then
S is called a basis for V if the following two conditions hold
(a) S is linearly independent.
(b) S spans V.
Theorem 4.6.3. If S = {v1 , v2 , · · · , vn } is a basis for a vector space V, then every vector v in V
can be expressed in the form v = c1 v1 + c2 v2 + · · · + cn vn in exactly one way
Proof. Since S spans V, it follows that every vector in V can be expressed as linear combination
of vectors in S. To see that there is only one way to express a vector as a linear combination of
vectors in S, suppose that some vector v can be expressed as
v = c1 v1 + c2 v2 + · · · + cn vn
and also as
v = k1 v1 + k2 v2 + · · · + kn vn .
Subtracting the second equation from the first gives
Since the right hand side of this equation is a linear combination of vectors in S, the linear inde-
pendence of S implies that
c1 − k1 = 0, c2 − k2 = 0, · · · , cn − kn = 0
that is
c1 = k1 , c2 = k2 , · · · , cn = kn
Thus, the two expressions for v are the same.
Example Let v2 = (1, 2, 1), v2 = (2, 9, 0) and v3 = (3, 3, 4). Show that the set S{v1 , v2 , v3 }
is a basis for R3 .
Solution: Classwork
52
Theorem 4.6.4. If V is a finite-dimensional vector space and {v1 , v2 , · · · , vn } is any basis, then:
(a) Each set with more than n vectors is linearly dependent.
(b) No set with fewer that n vectors spans V.
Proof. Exercise
Definition 4.6.8. The dimension of a finite dimensional vector space V, denoted by dim(V ),
is defined to be the number of vectors in a basis for V. The zero vector space is defined to have
dimension zero.
Example:Determine a basis for and dimension for the solution space of the homogeneous
system
2x1 +2x2 −x3 +x5 = 0
−x1 −x2 +2x3 −3x4 +x5 = 0
x1 +x2 −2x3 −x5 = 0
x3 +x4 +x5 = 0.
Solution Using the Gauss-Jordan elimination, we see that the general solution of the given system
is
x1 = −s − t, x2 = s, x3 = −t, x4 = 0, x5 = t
Thus, the solution vectors can be written as
x1 −s − t −s −t −1 −1
x2 s s 0 1 0
x3 = −t = 0 + −t = s 0 + t −1 .
x4 0 0 0 0 0
x5 t 0 t 0 1
span the solution space. Since they are also linearly independent (verify), {v1 v2 } is a basis, and
the solution space is two-dimensional.
53
4.6.4 Row Space, Column Space and Null Space
Example Find a basis for the space spanned by the vectors v1 = (1, −2, 0, 0, 3), v2 = (2, −5, −3, −2, 6),
v3 = (0, 5, 15, 10, 0), v4 = (2, 6, 18, 8, 6)
Solution: The space spanned by these vectors is the row space of the matrix
1 −2 0 0 3
2 −5 −3 −2 6
0 5 15 10 0 .
2 6 18 8 6
Reducing this matrix to row-echelon form we obtain
1 −2 0 0 3
0 1 3 2 0
0 0 1 1 0
0 0 0 0 0
54
The non-zero vectors of this matrix are
These vectors form a basis for the row space and consequently for a basis for the subspace of R5
spanned by v1 , v2 , v3 and v4 .
Definition 4.6.11. The common dimension of the row space and column space of a matrix A is
called the rank and is denoted by rank(A); the dimension of the null space of A is called the nullity
of A and is denoted by nullity(A).
Since there are two non zero rows, the row space and column space are both two-dimensional. To
find the nullity of A, we must find the dimension of the solution space of the linear system Ax = 0.
rank(A) + nullity(A) = n
55
Tutorial 2
56
4.7 EIGENVALUES, EIGENVECTORS
57
Theorem 4.7.1. If A is an n×n triangular matrix (upper triangular, lower triangular or diagonal),
then the eigenvalues of A are the entries on the main diagonal of A.
The eigenvectors of A corresponding to an eigenvalue λ are the non-zero vectors x satisfying the
equation Ax = λx. Equivalently, the eigenvectors corresponding to λ are non-zero vectors in the
solution space of (λI −A)x = 0. We call this solution space the eigenspace of A corresponding to λ.
58
are linearly independent, these vectors form a basis for the eigenspace corresponding to λ = 2.
C/W Find the eigenspace corresponding to λ = 1.
59
Tutorial 4
60