MATB253/314 LINEAR ALGEBRA

KKKQ1224 - LINEAR ALGEBRA

Systems of Linear Equations and Matrices,
Determinants, Euclidean Vector Spaces, General
Vector Spaces, Inner Product Spaces,
Eigenvalues and Eigenvectors, Applications.

Textbook: Anton H. and Rorres C.: Elementary Linear
Algebra (Applications Version), 9
th
Edition,
John Wiley & Sons, Inc, 2005.

Objectives:
At the end of the course, students should be able to solve systems of linear equations using the
Gaussian/ Gauss-Jordan elimination, Cramers rule and the inverse of a matrix, calculate the
determinants, find the standard matrix of linear transformations from R
n
to R
m
, determine
whether a set of objects together with operations defined on it form a vector space, test for a
subspace, show whether a set of vectors is a basis, determine the dimension of a vector space,
find a basis for the row space, column space and nullspace of a matrix, calculate the rank and
nullity of a matrix, give examples of inner product spaces, use the Gram- Schmidt process to find
an orthonormal basis, find the eigenvalues and the corresponding eigenvectors of a square
matrix, how to diagonalize a matrix. Some applications of linear algebra to engineering are
discussed.






2



Chapter 1
SYSTEMS OF LINEAR EQUATIONS AND MATRICES

Cont ent s

1.1 Introduction to Systems of Linear Equations ............................................................................................ 3
1.2 Gaussian Elimination .................................................................................................................................. 7
1.3 Matrices and Matrix Operations ............................................................................................................... 12
1.4 Properties of Matrix Operations ............................................................................................................... 16
1.5 Elementary Matrices and a Method for Finding
1
A ............................................................................. 20
1.6 Further Results on Systems of Equations and Invertibility .................................................................... 25
1.7 Diagonal, Triangular, and Symmetric Matrices ...................................................................................... 29









Introduction to Linear Algebra

3

Sample of Linear Algebra Application.
Find the currents in the circuits


I
1

I
3


I
2



SYSTEMS OF LINEAR EQUATIONS AND MATRICES

1.1 Introduction to Systems of Linear Equations
Linear algebra is the branch of mathematics concerned with the study of vectors, vector spaces
(or linear spaces), linear transformations, and systems of linear equations in finite dimensions.
Vector spaces are a central theme in modern mathematics; thus, linear algebra is widely used in
both abstract algebra and functional analysis. Linear algebra also has a concrete representation in
analytic geometry and it is generalized in operator theory. It has extensive applications in the
natural sciences and the social sciences, since nonlinear models can often be approximated by a
linear model.
In mathematics and linear algebra, a system of linear equations is a set of linear equations such
as

1 2 3
1 2 3
1 2 3
4 6
3 2 7
2 2 3 3
x x x
x x x
x x x
+ =
+ =
+ =

A standard problem is to decide if any assignment of values for the unknowns can satisfy all
three equations simultaneously, and to find such an assignment if it exists. The existence of a
solution depends on the equations, and also on the available values (whether integers, real
numbers, and so on).
4

There are many different ways to solve systems of linear equations, such as substitution,
elimination, matrix and determinants. However, one of the most efficient ways is given by
Gaussian elimination (matrix)
In general, a system with m linear equations and n unknowns can be written as

1 1 1 1 2 2 1 1
21 1 2 2 2 2 2
1 1 2 2
...
...

...
n n
n n
m m mn n m
a x a x a x b
a x a x a x b
a x a x a x b
+ + + =
+ + + =
+ + + =


where
1 2
, , ...,
n
x x x are the unknowns and the numbers
11 12
, , ...,
mn
a a a are the
coefficients of the system.
We can collect the coefficients in a matrix as follows:

If we represent each matrix by a single letter, this becomes
Ax b =
where A is an mn matrix, x is a column vector with n entries, and b is a column vector with m
entries. Gauss-Jordan elimination applies to all these systems, even if the coefficients come from
an arbitrary field.

11 12 1 1 1
21 22 2 2 2
1 1
, ,
n
n
m m mn n m
a a a x b
a a a x b
A x b
a a a x b
( ( (
( ( (
( ( (
= = =
( ( (
( ( (
( ( (

If the field is infinite (as in the case of the real or complex numbers), then only the following
three cases are possible (exactly one will be true)

For any given system of linear equations:
5

- the system has no solution (the system is over determined)
- the system has a single solution (the system is exactly determined)
- the system has infinitely many solutions (the system is underdetermined).
A system of equations that has at least one solution is called consistent; if there is no solution it
is said to be inconsistent.
A system of the form 0 Ax = is called a homogeneous system of linear equations. The set of all
solutions of such a homogeneous system is called the nullspace of the matrix A.
Example 1

11 1 12 2 1
21 1 22 2 2
1 1 2 2
... 0
... 0

... 0
n n
n n
m m mn n
a x a x a x
a x a x a x
a x a x a x
+ + + =
+ + + =
+ + + =



- If the system is homogeneous and
1 2
... 0
n
x x x = = = = then we have a trivial solution.
- If the system is homogeneous and at least one x
i
0 then we have a nontrivial solution.
- Because of a homogeneous linear system always has the solution; there are only 2
possibilities for its solution.
(a) The system has only the trivial solution
(b) The system has infinitely many solutions in addition to the trivial solution.
(Howard, 2005)







Augmented Matrices
Theorem
A homogeneous system of linear equations with more unknowns than equations has infinitely
many solutions.
6

Linear Equations matrix form


Augmented Matrix

1 1 1 2 1 1
2 1 2 2 2 2
1 1
n
n
m m m n m
a a a b
a a a b
a a a b
(
(
(
(
(
(

Elementary Row Operation
An elementary row operation (ERO) on a matrix A is one of the following:
1. Multiply a rows by a nonzero constant, c cR
i
R
i

2. Switching two rows R
i
R
j

3. Add c times of one row to another row cR
i
+ R
j
R
j


Elementary row operations are used to reduce an augmented matrix or matrix to row echelon
form (REF) or reduced row-echelon form (RREF). Reducing the matrix:
1. to row echelon form is called Gaussian elimination ;
2. to reduced row-echelon form is called GaussJordan elimination.
Gaussian elimination is an efficient algorithm for solving systems of linear equations. An
extension of this algorithm, GaussJordan elimination, reduces the matrix further to reduced
row echelon form.
In mathematics, GaussJordan elimination is a version of Gaussian elimination that puts
zeros both above and below each pivot element as it goes from the top row of the given matrix to
the bottom. (http://en.wikipedia.org)
7


1.2 Gaussian Elimination
- Echelon Forms
Reducing the augmented matrix of a system to row-echelon form
To be in this form, a matrix must have the following properties:
1. If a row does not consist entirely of zeros, then the first nonzero number in the row is 1,
We call this a leading 1
2. If there are any rows that consist entirely of zeros, then they are grouped together at the
bottom of the matrix
3. If any two successive rows that do not consist entirely zeros, the leading 1 in the lower
row occurs farther to the right than the leading 1 in the higher row.
4. In Reduced Row-Echelon form, each column that contains a leading 1 has zeros
everywhere else in the higher row.

- Row-Echelon
Example 2
1 0 0 3
0 1 1 2
0 0 1 1
(
(
(
(


0 1 2 3 2
0 0 1 1 7
0 0 0 1 2
0 0 0 0 0
(
(
(
(
(
(



- Reduced Row-Echelon
Example 3
1 0 0 3
0 1 0 2
0 0 1 1
(
(
(
(

,
0 1 0 3 2
0 0 1 0 0
0 0 0 1 2
0 0 0 0 0
(
(
(
(
(
(

,
1 0 0 0 2
0 1 0 0 3
0 0 1 0 2
0 0 0 1 1
(
(
(
(

(
(



The augmented matrix for a system of linear equations is put in reduced row-echelon form, and
then the solution set of the system will be evident by inspection or after a few simple steps.

Suppose that the augmented matrix for a system of linear equations has been reduced by row
operations to the given reduced row-echelon form.

Example 4
8

(a)

1 0 0 5
0 1 0 2
0 0 1 4
(
(

(
(

means by
1 2 3
5 , 2 , 4 x x x = = =

(b)
1 0 0 4 1
0 1 0 2 6
0 0 1 3 2
(
(
(
(

means by
3 4 2 4 1 4
3 2 , 2 6 , 4 1 x x x x x x + = + = + =

(c)
1 6 0 0 4 2
0 0 1 0 3 1
0 0 0 1 5 2
0 0 0 0 0 0
(
(
(
(
(
(

use first 3 rows to solve the system of linear equation

(d)
1 0 0 3
0 1 0 2
0 0 0 4
(
(

(
(

means no solution


Solutions of Linear Systems
- Elimination Methods : Gaussian Elimination and Back Substitution

Example 5
Solve the system by Gaussian Elimination
1.
1 2 3
1 2 3
1 3
2 3 5
2 5 3 3
8 17
x x x
x x x
x x
+ + =
+ + =
+ =

Solution
Gaussian Elimination

2 2 1
3 3 1 3 3 2
1 2 3 5 2 1 2 3 5 1 2 3 5
2 5 3 3 0 1 3 7 0 1 3 7
1 0 8 17 0 2 5 12 2 0 0 1 2
R R R
R R R R R R
( = ( (
( ( (

( ( (
( ( (
= = +


9


3
3
1 2 3 5
0 1 3 7
0 0 1 2
1
R
R
(

(

(
=
(

Back Substitution

1 2 3 2 3 3
2 3 5 , 3 7 , 2 x x x x x x + + = = =
( )
( ) ( ) ( ) ( )
2 2
1 1
3 2 7 7 6 1
2 1 3 2 5 5 2 6 1
x x
x x
= = + =
+ + = = + =

1 2 3
1 , 1 , 2 x x x = = =


2.
1 2 3
1 2 3
1 2 3
2 2 2 4
3 2 3
4 3 2 3
x x x
x x x
x x x
+ =
+ =
+ =

Solution

2 2 1
1
1
3 3 1
2
2
3 3 2
2 2 2 4 1 1 1 2 3 1 1 1 2
2
3 2 1 3 3 2 1 3 0 5 4 3
4 3 2 3 4 3 2 3 4 0 7 6 5

1 1 1 2 1 1 1
5
4 3 4
0 1 0 1
5 5 5
7
0 7 6 5
R R R
R
R
R R R
R
R
R R R
( ( = (
= ( ( (

( ( (

( ( (
= +

( =

(
(

(
=
(


2
3
5
2 4
0 0
5 5
(
(

(
(
(

(

(
(



3 3
1 1 1 2
4 3
0 1
5 5
5
0 0 1 2
2
R R
(
(
(

(
| | (
=
|
\ .




1 2 3 2 3 3
4 3
1 2 , , 2
5 5
x x x x x x + = = =

10


( )
2 2
4 3 3 8 5
2 , 1
5 5 5 5 5
x x = = + = =


( ) ( ) ( ) ( )
1 1
1 2 2 , 2 1 2 1 x x + = = + =



1 2 3
1 , 1 , 2 x x x = = =


- Gauss - Jordan Elimination
Example 6
(a) Consider the linear system
1 2 3
1 2 3
1 3
2 3 5
2 5 3 3
8 17
x x x
x x x
x x
+ + =
+ + =
+ =
. Solve the system using Gauss-Jordan
elimination method.
Solution (a)
Gauss - Jordan Elimination

2 2 1
3 3 1 3 3 2
1 2 3 5 2 1 2 3 5 1 2 3 5
2 5 3 3 0 1 3 7 0 1 3 7
1 0 8 17 0 2 5 12 2 0 0 1 2
R R R
R R R R R R
( = ( (
( ( (

( ( (
( ( (
= = +




1 1 3 1 1 2
3
3
2 2 3
1 2 3 5 3 1 2 0 1 2 1 0 0 1
0 1 3 7 0 1 0 1 0 1 0 1
0 0 1 2 3 0 0 1 2 0 0 1 2 1
R R R R R R
R
R
R R R
( = ( = (

( ( (

( ( (
=
( ( (
= +



1 2 3
1 , 1 , 2 x x x = = =

(b) Consider
1 2 3
1 2 3
1 2 3
2 2 2 4
3 2 3
4 3 2 3
x x x
x x x
x x x
+ =
+ =
+ =
. Solve the system using Gauss-Jordan elimination
method.

Solution (b)
Gauss-Jordan elimination
11


2 2 1
1
1
3 3 1
2
2
3 3 2
2 2 2 4 1 1 1 2 3 1 1 1 2
2
3 2 1 3 3 2 1 3 0 5 4 3
4 3 2 3 4 3 2 3 4 0 7 6 5

1 1 1 2 1 1 1
5
4 3 4
0 1 0 1
5 5 5
7
0 1 6 5
R R R
R
R
R R R
R
R
R R R
( ( = (
= ( ( (

( ( (

( ( (
= +

( =

(
(

(
=
(


2
3
5
2 4
0 0
5 5
(
(

(
(
(

(

(
(



1 1 3 1 1 2
2 2 3 3 3
1 1 1 2
1 1 0 0 1 0 0 1
4 3
0 1 0 1 0 1 0 1 0 1
5 5
4 0 0 1 2 0 0 1 2 5
0 0 1 2
5 2
R R R R R R
R R R R R
(
= + ( = (
(
( (
(

( (
(
( (
| | (

= + =
|
\ .


1 2 3
1 , 1 , 2 x x x = = =


- Homogeneous Linear Systems
Example 7
(a) Solve
0
2 0
3 4 0
x y z
x y z
x y z
+ =
+ + =
+ =


Solution (a)
2 2 1 3 3 2
3 3 1
1 1 1 0 1 1 1 0 1 1 1 0
1 2 1 0 0 1 2 0 0 1 2 0
3 4 1 0 3 0 1 2 0 0 0 0 0
R R R R R R
R R R many solutions
( ( ( = =
( ( (

( ( (
( ( (
=

Since last row is entirely zero entries, the homogeneous system has nontrivial solution (many
solutions)
12


( ) ( )
1 2 3 2 3
3
2 2
1 1
0 and 2 0
2 0 2
2 0 3
x x x x x
Let x t
x t x t
x t t x t
+ = + =
=
+ = =
+ = =



1 2 3
3 , 2 , x t x t x t = = =


(b) Solve
2 5 0
3 2 2 0
4 4 5 0
x y z
x y z
x y z
+ =
+ =
+ =

Solution (b)


2 2 1 3 3 2
3 3 1
1 2 5 0 3 1 2 5 0 1 2 5 0
3 2 2 0 0 4 13 0 0 4 13 0
4 4 5 0 4 0 4 15 0 0 0 2 0
R R R R R R
R R R
( ( ( = + = +
( ( (

( ( (
( ( (
=




2
2 2 3
2
1 1 2
3 1 1 3
3
13
1 2 5
0 1 2 0 0 2 1 0 0 0
4 4
13
0 1 0 0 1 0 0 0 1 0 0
4
0 5 0 0 1 0 0 0 1 0
0 0 1
2
R
R R R
R
R R R
R R R R
R
(
= +
=
( ( = +
(
( (
(

( (
(
( (
=
(

=





Therefore the system has exactly one solution.
1 2 3
0 , 0 , 0 x x x = = =


(Trivial solution)


1.3 Matrices and Matrix Operations

Matrix
- Matrix is a rectangular array of numbers or, more generally, a table consisting of abstract
quantities that can be added and multiplied.
- The numbers in the array are called the entries in the matrix
- Matrices are used to describe linear equations, keep track of the coefficients of linear
transformations and to record data that depend on two parameters.
13

- Matrices can be added, multiplied, and decomposed in various ways, making them a key
concept in linear algebra and matrix theory.

Definitions and notations
- The horizontal lines in a matrix are called rows and the vertical lines are called columns.

- A matrix with m rows and n columns is called an m-by-n matrix (written mn) and m
and n are called its dimensions.
- The dimensions of a matrix are always given with the number of rows first, then the
number of columns.

- The entry of a matrix A that lies in the i -th row and the j-th column is called the i , j entry
or (i , j)-th entry of A. This is written as a
ij
or (A)
ij
. The row is always noted first, then the
column.

- We often write to define an mn matrix A with each entry in the matrix [a
ij
]
mxn
called
a
ij
for all 1 i m and 1 j n

(Adapted from http://en.wikipedia.org)

- A matrix where one of the dimensions equals one is often called a vector, and interpreted
as an element of real coordinate space.

- A 1 n matrix (one row and n columns) is called a row vector, and an m 1 matrix (one
column and m rows) is called a column vector.

Example 8

| |
| |
1
2 4 1 3
0
o r 1
2
1 0 2 5 0
4
(
(
(
(
(

(
(
(
(


Row vector Column vector

- A square matrix is a matrix which has the same number of rows and columns.
14

- A square matrix of order n and the entries a
11,
a
22, . . . ,
a
nn
are the main diagonal of A.
- The unit matrix or identity matrix I
n
, with elements on the main diagonal set to 1 and
all other elements set to 0, satisfies M I
n
=M and I
n
N=N for any m-by-n matrix M and n-
by-k matrix N.
Example 9 : if n = 3: I
3
=
1 0 0
0 1 0
0 0 1
(
(
(
(




Operations on Matrices




In matrix notation, if A= [a
ij
] and B = [b
ij
] have the same size, then A = B if and only if
(A)
ij
= (B)
ij


Example 10

0 2 1 2
3 1 1 8
2 1 5 5
a c
b d
e f
( (
( (
=
( (
( (


1, 8, 0, 3, 2 1 a b c d e and f = = = = = =

Addition and Subtraction
Given m-by-n matrices A and B ,
their sum A + B is the m-by-n matrix computed by adding corresponding entries
(A + B)
ij
= (A)
ij
+ (B)
ij

= a
ij
+ b
ij

their difference A B is the m-by-n matrix computed by subtracting corresponding
entries (A - B)
ij
= (A)
ij
- (B)
ij

= a
ij
- b
ij

Example 11
(a) Addition
1 0 2 1 2 3 2 2 1
3 1 3 4 5 6 7 6 3
2 1 5 7 8 9 5 7 14
( ( (
( ( (
+ =
( ( (
( ( (


Definition
Two matrices are defined to be equal if they have the same size and their corresponding
entries are equal.
15


(b) Subtraction

1 0 2 1 2 3 0 2 5
3 1 3 4 5 6 1 4 9
2 1 5 7 8 9 9 9 4
( ( (
( ( (
=
( ( (
( ( (



Scalar Multiples
If A is any matrix and c is any scalar, then the product cA is the matrix obtained by multiplying
each entry of the matrix A by c. The matrix cA is said to be a scalar multiple of A. In matrix
notation, if A = a
ij
, then (cA)
ij
= c(A)
ij
= ca
ij


Example 12 Linear combination c
1
A
1
+ c
2
A
2
+ . . . + c
n
A
n



1 0 1 2 4 3 1 0 0 6 8 9
3 2 3 0 2 1 3 0 5 3 2 1 7 5 5
0 4 1 0 2 6 5 4 0 25 28 15
( ( ( (
( ( ( (
+ =
( ( ( (
( ( ( (



Multiplying Matrices
- Multiplication of two matrices is well-defined only if the number of columns of the left
matrix is the same as the number of rows of the right matrix.

- If A is an m-by-n matrix and B is an n-by-p matrix, then their matrix product AB is the
m-by-p matrix (m rows, p columns) given by







Example 13

2 1 (2)(3) ( 1)(1) (2)(1) ( 1)(2) 5 0
3 1
0 2 (0)(3) (2)(1) (0)(1) (2)(2) 2 4
1 2
1 3 (1)(3) (1)( 3) (1)(1) ( 3)(2) 0 5
+ + ( ( (
(
( ( (
= + + =
(
( ( (

( ( ( + +



16

Matrix Products as Linear Combination
11 12 1 1
21 22 2 2
1 1
,
n
n
m m mn n
a a a x
a a a x
A x
a a a x
( (
( (
( (
= =
( (
( (
( (

Then

1 1 1 2 1 11 1 12 2 1
21 22 2 21 1 22 2 2
1 2
1 1 1 1 2 2
. ..
.. .

. ..
n n n
n n n
n
m m mn m m mn n
a a a a x a x a x
a a a a x a x a x
Ax x x x
a a a a x a x a x
+ + + ( ( (
( ( (
+ + +
( ( (
= + + + =
( ( (
( ( (
+ + +
( ( (

Matrix Forms of a Linear System
Let Ax = b as an augmented matrix

11 12 1 1
21 22 2 2
1 1
n
n
m m mn m
a a a b
a a a b
a a a b
(
(
(
(
(
(

Matrix Defining Functions and the product y = A x is

1
2
m
b
b
y
b
(
(
(
=
(
(
(

11 12 1 1
21 22 2 2
1 1
,
n
n
m m mn n
a a a x
a a a x
A x
a a a x
( (
( (
( (
= =
( (
( (
( (

1.4 Properties of Matrix Operations

Properties of Matrix Arithmetic
Assuming that the sizes of the matrices are such that the indicated operations can be performed,
the following rules of matrix arithmetic are valid. A, B ,C are matrices and a ,b, c are any
constant

17

(a) A + B = B + A (Commutative law for addition)
(b) A + (B + C) = (A + B) +C (Associative law for addition)
(c) A(BC) = (AB)C (Associative law for multiplication)
(d) A (B + C) = AB + AC (Left distributive law)
(e) (B + C) A = BA + CA (Right distributive law)
(f) A (B C) = AB AC
(g) (B C) A = BA CA
(h) a (B + C) = aB + aC
(i) a (B C) = aB aC
(j) (a + b)C = aC + bC
(k) (a b)C = aC bC
(l) a(bC) = (ab) C
(m) (BC) = (aB)C = B(aC)

Zero Matrices
| |
0 0 0
0 0 0 0 0 0
0 , , 0 0 0 ,
0 0 0 0 0 0
0 0 0
(
( (
(
( (
(

(



Properties of Zero Matrices

(a) A + 0 = 0 + A = A
(b) A-A = 0
(c) 0 A = A
(d) A0 = 0 ; 0A =0

Identity Matrices
1 0 0 0
1 0 0
1 0 0 1 0 0
, 0 1 0 ,
0 1 0 0 1 0
0 0 1
0 0 0 1
(
(
(
(
(
(
(
(
(

(
(










Theorem
If R is the reduced row-echelon form of an nxn matrix A, then either R has a row of zeros or
R is the identity matrix I
n
.

18

Inverse of A






Example 14



2 3 8 3
Consider and . Find and
5 8 5 2
A B AB BA
( (
= =
( (

Solution

2 3 8 3 1 0

5 8 5 2 0 1
8 3 2 3 1 0
.
5 2 5 8 0 1
AB
BA
( ( (
= =
( ( (

( ( (
= =
( ( (

Note: A
1
= B and B
1
= A


Method of finding inverse of 2 x 2 invertible matrixes









Properties of Inverses

1) If B and C are both inverses of the matrix A, then B = C
2) A A
1
= A
1
A = I
3) If A and B are invertible matrices of the same size , then AB is invertible and
(A B)
1
= B
1
A
1
Definition
If A is a square matrix, and if a matrix B of the same size can be found such that AB = BA= I,
then A is to be invertible and B is called an inverse of A. If no such matrix B can be found,
then A is said to be singular.

Theorem
The matrix
a b
A
c d
(
=
(

i s invertible if 0 ad bc = , in which case the inverse is given by
the formula
1
1

=


d b
d b
ad bc ad bc
A
c a c a ad bc
ad bc ad bc

(
(
(

= (
(

(
(



19



Power of a Matrix

Definition
If A is a square matrix, then we define the nonnegative integer powers of A to be
a. A
0
= I

b. A
n
= A . A . A . . . A (n> 0)

n factors

c. A
n
= (A
1
)
n
= A
1
. A
1
. . .

A
1


n factors



Laws of Exponents
a. If A is a square matrix and r and s are integers, then A
r
A
s
= A
r+s

b. ( A
r
)
s
= A
r s

c. If A is an invertible matrix, then : A
1
is invertible and ( A
1
)
1
= A


d. If A is an invertible matrix, then : A
n
is invertible and ( A
n
)
1
= (A
1
)
n
for n = 1, 2,


e. For any nonzero scalar k, the matrix kA is invertible and (kA)
1
= (1/k) A
1


Transpose of a Matrix (A
T)
i j
= (A)
j i







Example 15

T T
1 0 1 1 2 0 1 4
1 2 3
1. 2 3 0 0 3 4 2. 2 5
4 5 6
0 4 1 1 0 1 3 6
( ( (
(
( ( (
= =
(
( ( (


( ( (




Definition
If A is any n x m matrix, then the transpose of A, denoted by A
T
, is defined to be the n x m
matrix that the results from interchanging the rows and columns of A; that is, the first
column of A
T
is the first row of A, the second column of A
T
is the second row of A, and
so forth.

20

Properties of the Transpose

If the sizes of the matrices are such that the stated operations can be performed, then

(a) ((A)
T
)
T
= A
(b) (A+B)
T
=A
T
+ B
T
and (A B)
T
=A
T
B
T

(c) (k A)
T
= kA
T
, where k is any scalar
(d) (AB)
T
= B
T
A
T


Invertibility of a Transpose





Example 16
Let
1
2 3 8 3
and .
5 8 5 2
A A

( (
= =
( (

( )
( )
1
1 1
2 3
;
5 8
2 5 8 5 8 5
1
= and = =
3 8 3 2 3 2 1
8 3 8 5
1
and =
5 2 3 2 1
T T
T
A
A A
A A

(
=
(

( ( (
( ( (


( (
=
( (




1.5 Elementary Matrices and a Method for Finding
1
A

Elementary Matrices


.

Theorem
If A is an invertible matrix, then A
T
is also invertible and (A
T
)
1
=( A
1
)
T

Definition
An n x n matrix is called an elementary matrix if it can be obtained from the n x n identity
matrix I
n
by performing a single elementary row operation
21

Example 16
I E



1 0 0 1 0 0
0 1 0 0 1 0 .
0 0 1 1 0 1
I E
( (
( (
= =
( (
( (



Row Operations and Inverse Row Operations

Row operation on I
that produces E
Example Row operation on E
that reproduces I
Example
Multiply row i by c 0 [I] R
1
= 3R
1
[E] Multiply row i by 1/c [I] R
1
= 1/3 R
1
[E]

Interchange rows i and j
[I]
3 2
R R [E]
Interchange rows i and j
[I]
2 3
R R [E]
Add c times row i to row j [I] R
1
= R
1
+2R
3
[E]

Add c times row i to row
j
[I] R
1
= R
1
2R
3
[E]

To find the inverse of an invertible matrix A, find a sequence of elementary row operations that
reduces A to the identity and then perform this same sequence of operations on I
n
to obtain A
1







Example 17
Given a matrix
1 2 1
2 3 1
3 1 2
A
(
(
=
(
(

. Find the product of EA. Let E is obtained from
3 3 1
2 R R R = .


Solution

3 3 1
1 0 0 1 0 0
2
0 1 0 0 1 0
0 0 1 2 0 1
R R R
I E
( (
=
( (
= =
( (

( (



1 0 0 1 2 1 1 2 1
0 1 0 2 3 1 2 3 1
2 0 1 3 1 2 1 3 0
EA
( ( (
( ( (
= =
( ( (
( ( (


Theorem ROW OPERATIONS BY MATRIX MULTIPLICATION
If the elementary matrix E results from performing a certain row operation on I
m
and if A
is an m x n matrix, then the product EA is the matrix that results when this same row
operation is performed on A.

22

By Theorem

3 3 1
1 2 1 1 2 1
2
2 3 1 2 3 1
3 1 2 1 3 0
R R R
A
( (
=
( (
=
( (

( (















A method for Inverting Matrices

E
k
. . . E
2
E
1
A = I
n
A
1
= E
k
. . . E
2
E
1
I
n
= E
k
. . . E
2
E
1



A
1


A

= E
1

1
E
2

1
. . . E
k

1
I
n
= E
1

1
E
2

1
. . . E
k

1




Example 18

Let A be a 3 3X matrix such that
3 2 1 3
E E E A I = where

1
E is obtained from
3
I by performing the operation
1 1 3
R R R +

2
E is obtained from
3
I by performing the operation
2 2 1
2 R R R +

3
E
is obtained from
3
I by performing the operation
3 2
R R
Find A and A
1
using elementary matrices.

Theorem
Every elementary matrix is invertible, and the inverse is also an elementary matrix

Theorem EQUIVALENT STATEMENTS
If A is an n x n matrix, then the following statements are equivalent, that is, all true or all false.
(a) A is invertible
(b) Ax = 0 has only the trivial solution
(c) The reduced row-echelon form of A is I
n

(d) A is expressible as a EA
23

Solution

1
1 1 3 1 1
1 0 0 1 0 1 1 0 1
0 1 0 0 1 0 0 1 0
0 0 1 0 0 1 0 0 1
I R R R E E

( ( (
( ( (
= = + = =
( ( (
( ( (




1
2 2 1 2 2
1 0 0 1 0 0 1 0 0
0 1 0 2 2 1 0 2 1 0
0 0 1 0 0 1 0 0 1
I R R R E E

( ( (
( ( (
= = + = =
( ( (
( ( (




1
3 2 3 3
1 0 0 1 0 0 1 0 0
0 1 0 0 0 1 0 0 1
0 0 1 0 1 0 0 1 0
I R R E E

( ( (
( ( (
= = =
( ( (
( ( (



1 1 1
1 2 3
1 0 1 1 0 0 1 0 0 1 0 1 1 0 0 1 1 0
0 1 0 2 1 0 0 0 1 2 1 0 0 0 1 2 0 1
0 0 1 0 0 1 0 1 0 0 0 1 0 1 0 0 1 0
A E E E

( ( ( ( ( (
( ( ( ( ( (
= = = =
( ( ( ( ( (
( ( ( ( ( (



1
3 2 1
1 0 0 1 0 0 1 0 1 1 0 0 1 0 1 1 0 1
0 0 1 2 1 0 0 1 0 0 0 1 0 1 0 0 0 1
0 1 0 0 0 1 0 0 1 2 1 0 0 0 1 2 1 2
A E E E

( ( ( ( ( (
( ( ( ( ( (
= = = =
( ( ( ( ( (
( ( ( ( ( (



Try this
1 1 0
2 0 1
0 1 0
(
(

(
(

1 0 1
0 0 1
2 1 2
(
(
(
(

=
_ _ _
_ _ _
_ _ _
(
(
(
(




Row Operation to find A
1

[ A | I ] [ I |A
1
]

Example 19
Find the inverse of
1 2 3
4 5 6
3 1 2
A
(
(
=
(
(


24

Solution



1 2 3 1 0 0 1 2 3 1 0 0 1 2 3 1 0 0
4 5 6 0 1 0 0 3 6 4 1 0 0 3 6 4 1 0
3 1 2 0 0 1 0 5 11 3 0 1 0 0 3 11 5 3
( ( (
( ( (

( ( (
( ( (




16 7
1
12 5 3
3 3 1 2 0 12 5 3 1 2 0 1 0 0
26 26 11 11
0 3 0 26 11 6 0 1 0 2 0 1 0 2
3 3 3 3
0 0 3 11 5 3 0 0 1 0 0 1
5 5 11 11
1 1
3 3 3 3
( (

(
( (
(
( (

(
( (
(
( (


( (




1
16 7
1
3 3 16 7 3
1
26 11
2 26 11 6
3 3
3
11 5 3
5 11
1
3 3
A

(
(
(
(
= =
(
(
( (


(



Try this
1
16 7 3 1 2 3 _ _ _
1
26 11 6 4 5 6 _ _ _
3
11 5 3 3 1 2 _ _ _
A A

( ( (
( ( (
= =
( ( (
( ( (




Showing That a Matrix Is Not Invertible

Example 20
Show that A is not invertible
1 6 4
2 4 1
1 2 5
A
(
(
=
(
(


Solution
1 6 4 1 0 0
2 4 1 0 1 0
1 2 5 0 0 1
(
(

(
(

1 6 4 1 0 0
0 8 9 2 1 0
0 8 9 1 0 1
(
(

(
(


1 6 4 1 0 0
0 8 9 2 1 0
0 0 0 1 1 1
(
(

(
(

There is a row of zeros. Therefore A is not invertible


25

A Consequence of Invertibility
Let A =
1 2 5
3 2 2
4 4 5
(
(

(
(

. If A is invertible, then
1. the homogeneous system has only the trivial solution.

2 5 0
3 2 2 0
4 4 5 0
x y z
x y z
x y z
+ =
+ =
+ =


2. the nonhomogeneous system has exactly one solution.

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


3. the linear system is consistent (the linear system has a solution)

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


1.6 Further Results on Systems of Equations and Invertibility

Basic Theorem

Theorem
Every system of linear equations has no solutions, or has exactly one solution, or has
infinitely many solutions.


Linear Systems by Matrix Inversion

Theorem
If A is an invertible n x n matrix, then for each n x 1 matrix b , the system of equations Ax =b
has exactly one solution, namely , x = A
1
b


26


Solution of a Linear System Using A
1

Write as Ax = b. Find A
1
then A
1
(Ax) = A
1
b x = A
1
b

Example 21
Consider the system of linear equations
1
2 10
2
x y
x z
y
=
+ =
=
. Solve using matrix inversion.
Solution
A

=
1 1 0
2 0 1
0 1 0
(
(

(
(

and A
1
=
1 0 1
0 0 1
2 1 2
(
(
(
(

(from Example 18)

x = A
1
b
1 0 1 1 3
0 0 1 10 2
2 1 2 2 4
( ( (
( ( (
=
( ( (
( ( (

x = 3 , y = 2 , z = 4

Solving Two Linear System at Once
Example 22
Solve the systems
2 2
2 5 1
3 7 2 1
x y z
x y z
x y z
+ =
+ + =
+ =
and
2 1
2 5 1
3 7 2 0
x y z
x y z
x y z
+ =
+ + =
+ =

Solution
Linear system with a common coefficient matrix


1 2 1 2 1 1 2 1 2 1 1 2 1 2 1
2 5 1 1 1 0 9 1 5 3 0 9 1 5 3
3 7 2 1 0 0 1 1 5 3 0 0 10 50 30
( ( (
( ( (

( ( (
( ( (





1 2 1 2 1 1 2 0 3 2 1 2 0 3 2
0 9 1 5 3 0 9 0 0 0 0 1 0 0 0
0 0 1 5 3 0 0 1 5 3 0 0 1 5 3
( ( (
( ( (

( ( (
( ( (




27


1 0 0 3 2
0 1 0 0 0
0 0 1 5 3
(
(

(
(

First equation x = 3 , y = 0 , z = 5

Second equation x = 2 , y = 0 , z = 3

Properties of Invertible Matrices

AB = I and BA = I for A & B are square matrices


























Theorem
Let A be a square matrix,
(a) If B is a square matrix satisfying BA = I, then B = A
1

(b) If B is a square matrix satisfying AB = I, then B = A
1

Theorem EQUIVALENT STATEMENTS
If A is an n x n matrix, then the following statements are equivalent, that is, all true or all
false.
a) A is invertible
b) Ax = 0 has only the trivial solution
c) The reduced row-echelon form of A is I
n

d) A is expressible as a product of elementary matrices. EA
e) Ax = b is consistent for every nx1 matrix b
f) Ax = b has exactly one solution for every n x 1 matrix b

Theorem
Let A and B be a square matrices of the same size. If AB is invertible, then A and B must
also be invertible.

28

Determining Consistency by Elimination
Example 23
Find the conditions that the bs must satisfy the system to be consistent

(a)
1 2 3 1
1 2 3 2
1 2 3 3
2 2 2
3 5
4 7 2
x x x b
x x x b
x x x b
+ =
+ + =
=


(b)

1 2 3 1
1 2 3 2
1 2 3 3
2
2 3
3 7 4
x x x b
x x x b
x x x b
+ + =
+ =
+ =


Solution
(a)

1
1
1
2 1
2 2 1
3
3 1 3 1
1
2 2
2 2 2 1 1 1 1 1 1
3 2 3
3 5 1 0 2 4 0 1 2
2 4
4 7 2 0 3 6 0 1 2
2 2
3
b
b
b
b b
b b b
b
b b b b
(
(
(
(
(
(
(
(
(
(

(
(
(
(
(
(

+ +
(
(
( (



1
3 1 2 1 2 1
3 1 2 1
2
1 1 1
2 2 3 2 3
0 1 2 Therefore 0
4 3 4
0 0 0
2 2 3
3 4
b
b b b b b b
b b b b
(
(

(
+
(
=
(
(
+
(
(



3 1 2 1
1 2 3
1 2
3
4 8 6 9
0 6 4 0
12 12
6
4
b b b b
b b b
b b
b
+ +
= + + =

=


(b)
1 1 1
2 1 2 1 2
3 3 1 3 1
1 1 2 1 1 2 1 1 2
1 2 3 0 1 5 0 1 5
3 7 4 0 10 2 3 0 10 2 3
b b b
b b b b b
b b b b b
( ( (
( ( (
+
( ( (
( ( (



29


( ) ( ) ( ) ( )
1 1
1 2 1 2
1 2 3 1 1 2 3 1
1 1 2 1 1 2
0 1 5 0 1 5
0 0 52 10 3 0 0 1 10 3
52
b b
b b b b
b b b b b b b b
(
(
(
(
(

(
(
(
(
+ +

(
(


Therefore b
3
has no condition for the linear system to be consistent

1.7 Diagonal, Triangular, and Symmetric Matrices

Diagonal Matrices
Example 24
1 0 0
0 5 0
0 0 2
D
(
(
=
(
(



Triangular Matrices
Example 25
1 2 3
0 5 6
0 0 2
A
(
(
=
(
(


1 0 0
4 5 0
3 1 2
B
(
(
=
(
(


Upper Triangular Lower Triangular

Symmetric Matrices A = A
T

Example 26

T
1 4 3 1 4 3
4 5 7 . 4 5 7
3 7 2 3 7 2
A A
( (
( (
= =
( (
( (



Products AA
T
and A
T
A
Example 27

T
1 6 7 1 2 1
2 4 1 , 6 4 2
1 2 5 7 1 5
A A
( (
( (
= =
( (
( (


30

T
T
1 6 7 1 2 1 86 19 46
2 4 1 6 4 2 19 21 1
1 2 5 7 1 5 46 1 30
1 2 1 1 6 7 6 12 0
6 4 2 2 4 1 12 56 48
7 1 5 1 2 5 0 48 75
AA symmetric matrix
A A symmetric matrix
( ( (
( ( (
= =
( ( (
( ( (

( ( (
( ( (
= =
( ( (
( ( (






*************************** END OF CHAPTER 1 *****************************

Updated on 24 Dec 2009