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Chapter 1

Shirley Huang
Systems of linear equations
and matrices
2
Introduction
 A Linear equation

 A Linear system

b x a x a x a
n n
= + + 
2 2 1 1
1 1 2 12 1 11
b x a x a x a
n n
= + + 
m n mn m m
b x a x a x a = + + 
2 2 1 1
     
3
Solving linear systems
 Example: n=2

 Two steps:

1. Elimination (equation 2 - 4 x equation 1)
-3y=-6  y=2

2. Substitution
y=2  x=-1

6 5 4
3 2
= +
= +
y x
y x
Linear system
 There are 3 possibilities:

- zero solution,

- one solution,

- infinitely many solutions,
4
0
3
= +
= +
y x
y x
6 2 2
3
= +
= +
y x
y x
6 2
3
= +
= +
y x
y x
5
Linear system

 An equation system that has no solution is
said to be inconsistent.
 If there is at least one solution, it is called
consistent.
6
Matrix
 An m×n matrix is a rectangular array of numbers with m rows
and n columns. Each number in the matrix is called an entry.
 For an equation system, we can write the rectangular array of
numbers. This is called augmented matrix.
(
(
(
(
¸
(

¸

m mn m m
n
n
b
b
b
a a a
a a
a a a

   
 

2
1
2 1
2 21
1 12 11
7
Elementary operations

1. An equation is swapped with another, swapping.
Interchange two rows

2. An equation has both sides multiplied by a nonzero
constant, rescaling.
Multiply a row by a nonzero constant

3. An equation is replaced by sum of itself and a multiple
of another equation, pivoting.
Add a multiple of one row to another row

8
Example

3 2
3
1
2 2 5
9 3
2 1
3 2 1
3
= +
= ÷ +
=
x x
x x x
x
1. swap equation 1 with equation3
2. multiply equation 1 by 3
3. add −1 X equation 1 to equation 2
9
Matrix form
(
(
(
¸
(

¸

÷
3 0 2 3 / 1
2 2 5 1
9 3 0 0
10
Row echelon form
 In each row, the first entry with nonzero
coefficient is the row’s leading entry.
 A system is in row echelon form if the leading
entry in a row is to the right of the leading entry
in the row above it and all leading entries are 1.
 Echelon form: Staircase pattern
(
(
(
(
¸
(

¸

-
-
-
-
-
-
-
-
-
- -
0 0 0
0
0
0
0
0
0
(
(
(
¸
(

¸

4 1 0 0
1 3 1 0
3 1 2 1
11
Reduced Echelon form
 The leading entry in each non-zero row is 1.
 All other entries of the column in which the
leading entry 1 occurs are zeros
(
(
(
(
¸
(

¸

-
-
-
-
-
0 0
1
0
0
0
0
0
0
1
0
0
0
0
1
(
(
(
¸
(

¸

1
0
0
0
3
2
0
1
0
0
0
1
12
Elimination
 The procedure that produces a
matrix in an echelon form is called
Gaussian elimination.

 The procedure that produces a
matrix in a reduced echelon form is
called Gauss-Jordan elimination.
13
Exercise
 Solve the system by Gaussian elimination and
Gaussian-Jordan elimination
10 4 7 3
1 3 2
8 2
3 2 1
3 2 1
3 2 1
= + ÷
= + ÷ ÷
= + +
x x x
x x x
x x x
14
Pivot variables and free variables
 Pivot is the nonzero coefficient which is used to
eliminate the coefficient in the rows underneath it.
 In each equation, the first variable with nonzero
coefficient is the equation’s leading variable.
 The leading variables in an Echelon form linear
system are the pivot variables.
 The non-leading variables in an Echelon form linear
system are the free variables.
15
Example:
2 3 3
6 2 4
1 4 2
4 3
4 2
4 1
= + +
= + +
÷ = + +
x x
x x
x x
t x
t
x
t
x
t
x
=
÷
=
÷
=
÷ ÷
=
4
3
2
1
,
3
3 2
,
4
2 6
,
2
4 1
(
(
(
¸
(

¸

÷
2
6
1
3
2
4
3 0 0
0 4 0
0 0 2
Solution:
4
2 1
12
6 11
8
2 13
4
3
2
1
s
x
s
x
s
x
s x
÷ ÷
=
+
=
+
=
=
16
Example
 Solve the following system by using matrix row operations.

 Echelon form: solution:

9
0
1
5
2 4
3
2
÷
=
=
=
=
+
÷
÷
+
+
÷
+
+ w
w
w
w
z
z
z
y
y
x
x
x
(
(
(
(
¸
(

¸

÷ ÷
0
3
1
5
0 0 0 0
1 1 0 0
1 0 1 0
1 1 0 2
t w
t z
t y
x
=
÷ =
+ ÷ =
=
3
1
1
17
Homogeneous linear systems
 A linear equation system is said to be homogeneous
if the constant terms, are all zero.

 is called the trivial solution of the homogeneous
system.
 A homogeneous system with more unknowns than
equations has infinitely many solution (n>m).
i
b
0
1 2 12 1 11
= + +
n n
x a x a x a 
0
2 2 1 1
= + +
n mn m m
x a x a x a 
     
0 =
i
x
18
Matrix and vector
 Recall: Matrix is a rectangular array of
numbers with m rows and n columns. Each
number in the matrix is an entry. The (i,j) entry
is denoted and equals the entry in the ith
row and jth column.
 General form: Example:

(
(
(
¸
(

¸

=
9 8 7
6 5 4
3 2 1
A
ij
a
n m
mn m m
n
n
a a a
a a a
a a a
A
×
(
(
(
(
¸
(

¸

=

  

2 1
2 22 21
1 12 11
19
Some special matrices
 Square matrix: a matrix with m=n

 Diagonal matrix: a square matrix with all of
whose entries not on the main diagonal equal
zero

 Low Triangular matrix: L,
=0 if i<j for 1≤i≤m and 1≤j≤n

 Upper Triangular matrix: U,
=0 if i>j for 1≤i≤m and 1≤j≤n
ij
l
ij
u
(
(
(
(
¸
(

¸

nn
a
a
a

  

0 0
0 0
0 0
22
11
(
(
(
(
¸
(

¸

mn
n
n
a
a a
a a a

  

0 0
0
2 22
1 12 11
(
(
(
(
¸
(

¸

mn m m
a a a
a a
a

  

2 1
22 21
11
0
0 0
20
Some special matrices
 Identity matrix : a diagonal matrix
I with =1

 Band matrix: most entries are
zero, their nonzero entries are in
a band around the main diagonal

 Partitioned matrix: a matrix can
be subdivided into smaller
matrices.

ii
i
(
(
(
(
¸
(

¸

1 0 0
0 1 0
0 0 1

  

(
(
(
(
(
(
¸
(

¸

÷
÷
mn n m
n m
a a
a
a a
a a
1 ,
, 1
22 21
12 11
0 0
0 0
0 0

  
 
  

(
¸
(

¸

D C
B A
21
Vector
 A vector is a matrix with a single row or a single
column (row or column matrix).
 Examples:

 Pay-off of a security under 3 scenarios

| | 3 2 1 = a
(
(
(
¸
(

¸

=
6
5
4
b
(
(
(
¸
(

¸

=
1
7 . 0
2 . 1
1
a
22
Operations on matrices
 Equality: A=B
 Addition: A+B and subtraction: A-B
 Multiplication:
1. Scalar multiple: cA
2. Product AB

23
Inner product
 Row * Column

 Example

| | cw bv au
w
v
u
c b a + + =
(
(
(
¸
(

¸

*
| | 32 6 * 3 5 * 2 4 * 1
6
5
4
* 3 2 1 = + + =
(
(
(
¸
(

¸

24
A matrix × a vector
 Ab by rows

 Example

=
(
(
(
¸
(

¸

(
(
(
¸
(

¸

0
5
2
4 1 1
1 0 3
6 1 1
(
(
(
(
¸
(

¸

=
(
(
(
(
¸
(

¸

=
·
·
·
·
·
·
b a
b a
b a
b
a
a
a
Ab
m m
 
2
1
2
1
25
A matrix × a vector
 Ab by columns

 Example

=
(
(
(
¸
(

¸

(
(
(
¸
(

¸

0
5
2
4 1 1
1 0 3
6 1 1
| |
n n
n
n
a b a b a b
b
b
b
a a a Ab
· · · · · ·
+ + + =
(
(
(
(
¸
(

¸

= 

2 2 1 1
2
1
2 1
26
A matrix × a matrix
 By rows

 The i, j entry of AB is the inner product of the
ith row of A and the jth column of B.

| |
2 1
2
1
22 21
12 11
22 21
12 11
· ·
·
·
(
¸
(

¸

=
(
¸
(

¸

(
¸
(

¸

= b b
a
a
b b
b b
a a
a a
AB
(
¸
(

¸

× + × × + ×
× + × × + ×
=
22 22 12 21 21 22 11 21
22 12 12 11 21 12 11 11
b a b a b a b a
b a b a b a b a
¿
=
=
n
k
kj ik ij
b a AB
1
) (
27
matrix × matrix
 By columns

 Note:
The parameters of A and B must be comparable!

| | | |  
2 1 2 1 · · · ·
= = Ab Ab b b A AB
Matrix products as linear combinations
 A linear combination:

where are scalars.
 Ab by columns is a linear combination!

28
r r
A c A c A c + + + 
2 2 1 1
r
c c c , , ,
2 1

| |
n n
n
n
a b a b a b
b
b
b
a a a Ab
· · · · · ·
+ + + =
(
(
(
(
¸
(

¸

= 

2 2 1 1
2
1
2 1
Matrix form of a linear system
 Write equation system as

which is
29
(
(
(
(
¸
(

¸

=
(
(
(
(
¸
(

¸

+ +
+ +
+ +
m n mn m m
n n
n n
b
b
b
x a x a x a
x a x a x a
x a x a x a

2
1
2 2 1 1
2 2 22 1 21
1 2 12 1 11
(
(
(
(
¸
(

¸

=
(
(
(
(
¸
(

¸

(
(
(
(
¸
(

¸

m n mn m m
n
n
b
b
b
x
x
x
a a a
a a a
a a a
 

  

2
1
2
1
2 1
2 22 21
1 12 11
b Ax=
30
Properties of matrix operation
 A+B=B+A
 A+(B+C)=(A+B)+C
 A(BC)=(AB)C
 A(B±C)=AB±AC
 (B±C)A=BA±CA
 a(B±C)=aB±aC
 (a±b)C=aC±bC
 a(bC)=(ab)C
 a(BC)=(aB)C=B(aC)
 Identity matrix: I, AI=A and IA=A

31
Properties of matrix operations
 Matrix multiplication is not commutative:
Usually AB≠BA

 The cancellation law does not always
hold: AB=AC B=C

 AB=0 A=0 or B=0

32
Example
 Compute AB, 2AC, B+2C and compare AB+2AC with
(B+2C)A.

(
¸
(

¸
÷
=
1
2
0
1
3
1
A
(
(
(
¸
(

¸

÷ =
0
1
1
1
2
1
B
(
(
(
¸
(

¸
÷
÷ =
0
3
2
0
1
2
C
33
Transpose of matrix
 The transpose of a matrix: interchange the rows and columns
of A:

 Example:

 Trace of A, tr(A) is defined as the sum of the entries on the
main diagonal of A.
ji
T
ij
A A = ) (
=
T
A
(
(
(
¸
(

¸

=
9 6 3
8 5 2
7 4 1
A
) ( ) (
T
A Tr A Tr =
34
Transpose of matrices
T T T
A B AB = ) (
A A
T T
= ) (
T T T
B A B A + = + ) (
Properties:
T T
kA kA = ) (
35
Inverse of a matrix
 Inverse of A: If A is a square matrix and if there
is a matrix B such that AB=BA=I, then A is said
to be invertible and B is called an inverse of A,
denoted by . If no such matrix B can be
found , then A is said to be Singular.

1 ÷
A
36
Inverse
 A 2 by 2 matrix

 is invertible if ad-bc≠0. The inverse is given by

(
¸
(

¸

=
d c
b a
A
(
(
(
¸
(

¸

÷ ÷
÷
÷
÷
÷
=
÷
a
c
b
d
A
1
37
Matrix inverses
 An invertible matrix has only one inverse

 Inverse of A:
I AA A A = =
÷ ÷ 1 1
A A =
÷ ÷ 1 1
) (
1 1 1
) (
÷ ÷ ÷
= A B AB
1 1
) ( ) (
÷ ÷
=
T T
A A
38
Exercise
 Find the and where
(
¸
(

¸

=
4 2
3 1
A
T
A
1 ÷
A
39
Powers of a matrix
 If A is a square matrix and invertible

I A =
0
A AA A
n
 =
n n
A A ) (
1 ÷ ÷
=
s r s r
A A A
+
=
rs s r
A A = ) (
1 1
1
) (
÷ ÷
= A
k
kA
T T
A A ) ( ) (
1 1 ÷ ÷
=
40
Elementary matrices
 Elimination: add a multiple k of equation i to equation j.
(inverse: add a multiple -k of equation i to equation j )
-Matrix: Put the number k into the (j,i) position of an identity matrix.
(inverse: Put the number -k into the (j,i) position of an I matrix )

 Rescaling: k times equation i
(inverse: equation i divided by k)
-Matrix: Put the number k into the (i,i) position of an identity matrix.
(inverse: Put the number 1/k into the (i,i) position of I )

 These matrices are called elementary matrices. All elementary
matrices are invertible.
41
Exercises
 Find the Elementary matrices that reduce A to
echelon form where

 Describe the rows of EA and Columns of AE if
(
(
(
¸
(

¸

=
10 8 4
8 5 2
3 2 1
A
(
(
(
¸
(

¸

=
1 0 0
0 1 0
0 6 1
E
42
Relationship
 If A is a square matrix (n by n), then the
following statements are equivalent.

1. A is invertible
2. Ax=0 has only the trivial solution
3. The reduced form of A is I
4. A is expressible as a product of elementary matrices.

43
Using row operations to find
 If A is invertible, then

 Multiplying both sides by yields

 A sequence of elementary row operations
reduces A to I; the same sequence of
elementary row operations turns I to .

I A E E E
k
=
1 2

1
1 2
÷
= A I E E E
k

1 ÷
A
1 ÷
A
1 ÷
A
44
Finding
1 ÷
A
| | I A |
| |
1
|
÷
A I
Exercise:
(
(
(
¸
(

¸

÷
÷ =
2 7 2
0 6 4
1 1 2
A
?
1
=
÷
A
45
Solving linear systems
 If A is an invertible matrix, then for each n by 1
matrix b, the system of equations, Ax=b has
exactly one solution.

b A x
1 ÷
=
46
Diagonal matrices
 General form:
(
(
(
(
¸
(

¸

=
n
d
d
d
D

  

0 0
0 0
0 0
2
1
(
(
(
(
(
¸
(

¸

=
k
n
k
k
k
d
d
d
D

  

0 0
0 0
0 0
2
1
(
(
(
(
(
(
(
(
¸
(

¸

=
÷
n
d
d
d
D
1
0 0
0
1
0
0 0
1
2
1
1

  

47
Triangular matrices
 The transpose of a lower triangular matrix is
upper triangular.
 The product of a lower triangular matrices is
lower triangular.
 A triangular matrix is invertible if and only if
its diagonal entries are all nonzero.
 The inverse of lower (upper) triangular matrix
is lower (upper) triangular.
48
Example

 Find where
1 ÷
A
(
(
(
¸
(

¸

=
6 0 0
5 4 0
3 2 1
A
49
Symmetric
 A matrix A is said to be symmetric if

 If A and B are symmetric matrices,

1. A+B and A-B are symmetric
2. kA is symmetric
3. However, generally the product AB is not symmetric!
(Only when AB=BA: A and B commute!)
A A
T
=
50
Symmetric
 If A is an invertible symmetric matrix, then
is symmetric.

 For any matrix A, is a symmetric matrix
and square matrix.

T
AA
1 ÷
A
51
Exercise
 If A is a symmetric matrix, show

is symmetric.

I A A + ÷
÷1 2
3 2

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