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1
A,
Linear spaces Linear independence GaussJordan elimination Parametric equations of lines and planes in Vn Parametric equations for kplanes in Vn
A1
A7
A17
A25
A32
> Matrices Systems of linear equations Cartesian equations of kplanes in V n The inverse of a matrix
Determinants
Construction of the determinant when n s 3
Cramer I rule and a formula for A'
s Construction of the determinant function
The cross product in V3
Supplementary exercises Derivatives of vector functions Differentiating inverse functions Implicit differentiation The secondderivative test for extrema The extreme value and smallspan theorems Exercises on line integrals
CO' C1 C10 C14
C22
C28
c34
Notes on double integrals
Double integrals over general regions
Area
I
Green's theorem in the plane Conditions under which Pi + Qj is a gradient The change of variables theorem Isometries
El E6 E21
E27
Stokes' theorem
Exercises on the divergence theorem
Grad, curl, div and all that
Linear Spaces
we have seen (12.112.3 of Apostol) that ntuple space
V ,
has the following properties : Addition:
1. (Commutativity) A + B = B + A.
2. (Associativity) A
+ (B+c) = (A+B) +
for all A.
C.
0

3. (Existence of zero)
There is an element
such 'that A +  = A 0
B
4. (Existence of negatives) Given A, such that A + B = 0.
there is a
Scalar multiplication:
5. (Associativity) c (dA) = (cd)A.
6. (Distributivity) (c+d)A = cA
+ dA,
c(A+B) = cA + cB. 7. (Multiplication by unity) More generally, let V 1A = A. be any set of objects
Definition.
(which we call vectors).
V,
And suppose there are two operations on
+)
as follows:
The first is an operation (denoted A, B
that A + B.
assigns to each pair
of vectors, a vector denoted
The second is an operation that assigns to each real number c and each vector
A,
a vector denoted
cA.
Suppose also that the with these two operaThe seven
seven preceding properties hold.
Then V,
tions, is called a linear space (or a vector space).
properties are called the axioms  a linear space.
for
i
n ' The study of linear spaces and their properties is dealt with in a subject called Linear Algebra.
There are many examples of linear spaces besides ntuple space
W ! shall treat only those aspects of linear algebra needed E
for calculus. Therefore we will be concerned only with ntuple space Vn
and with certain of its subsets called "linear subspaces" : Definition. Let W be a nonempty subset of Vn ; suppose W is closed under vector addition and scalar multiplication. Then W is called a linear subspace of V n (or sometimes simply a subspace of Vn .) To say W is closed under vector addition and scalar multiplication
means that for every pair A, B of vectors of W, and every scalar c, the vectors A + B a ~ dcA belong to W. Note that it is automatic that
I
the zero vector Q belongs to W, since for any A
W, we have Q = OA.
Furthermore, for each A in W, the vector  A is also in W. This means (as you can readily check) that W is a linear space in its own right (i.e.,
f
.
it satisfies all the axioms for a linear,space).
S~bspaces of Vn m y be specified in many different ways, as we shall
see.
Example 1.
The s u b s e t o f
Vn
c o n s i s t i n g o f the
9tuple
alone i s a subspace of
space.
Pad of course
Vn; it i s ths " s m a l l e s t p o s s i b l e " sub V , i s by d e f i n i t i o n a subspace of Vn;
it i s the " l a r g e s t p o s s i b l e " subspace.
W;ample 2 .
Let A be a fixed nonzero vector, The subset of Vn
is a subspace of
consisting of all vectors X of the form X = cA
n' It is called the subspace spanned by A In the case n = 2 or 3 , it can .
.
be pictured as consisting of all vectors lying on a line through the origin.
. +* . .. 1 parallel.% linear span of A l . . it is said to be the subspace spanned by the vectors Al.. .. A/ We generalize the construction given in the preceding examples as follows: Definition... it can be pictured as consisting of all vectors lying in the plane through the origin that contains A and B. n If X and Y W.. The subset of Vn consisting of all vectors of the form is a subspace of V n o It is called the subspace spanned by A and B.Example 3 Let A and B be given nonzero vectors that are not . as we will see. A vector X of Vn of the form X = c1 1 + A . Let S = $A?.... It is also called the ....+ then and denoted by W L(S). a be a set of vectors in Vn . The set W of is called a linear combination of the vectors Alr. Let us show that belong to is a subspace of V.c all such vectors X is a subspace of Vn.. In the case n = 3.A.
X = clAl I + * + =kAk and Y = d1A1 + * * * + dkAkf for soma scalars ci and di. for the plane through the origin in Example 3. . X = (xl.0.0. it is intuitively clear that. We shall give a proof of this fact shortly. Vn.. an element of V . for i f . ... Different spanning sets can of course give the same subspace. namely the vectors En = (0. Thus so both X + Y and ax belong to W is a subspace of Vn. Fcr example. I These are often called the unit coordinate vectors in  is e a s y to see that they span Vn. Example 4. The ntuple space Vn has a natural spanning set.. It x ) is n then .. any_ two nonzero vectors C and D that are not parallel and lie in this plane will span it. . . Giving a spanning set for W is one standard way of specifying W . + Y = (cl+dl)A1 + (ck+dk)Akr ax = (ac ) A + 1 1 * * * + (ack)Akf W by definition. f We compute * * * X .1).
I In the case where coordinate vectors respectively. The subset of form X = (3a+2b. tured as in the accompanying figure.O) is a subspace of y and 3tuples whose third component is It is easy to see that so are W is the linear span of (1. and. I of V3 consisting of all vectors of V3. E2 we often denote the unit in V2 by El and I and ? 3.b.1.l. 3 1 .x4) svch that .E3 t I and They are pic.O). . and (2. Example 5. we often denote respectively. It consists Example 6.0) and (O. E2. V3 consisting of all vectors of the V3. El.1) + b(2.7).ab. The subset W the form are cX. For if 0.1.x3. so it is the linear span of Example 1 The set W of all tuples (x1.a+7b) is a subspace of of all vectors of the form X = a(3. In the case where by t 1. n = 2.x2.7).1.0. n = 3. X and X + Y (a.
where xl acd xL and x3 are arbitrary. let W denote the set of all vectors (x.y.z) in Vj satisfying the condition given. This element can be written in the form . give a geometric interpretation? is not the zero vector. 3. Solving this equation for x4 .) Csn you I I 2.. What can such that alxl + of V. It follaris that (1. (e) x = y or 2x=z. 3x1 + X2 . V3. . (f) (4) x2 X2  y 2 = 0.5) sy:an W.. (c) X W.. and find a spanning set for (a) x = 0. (b) x + y = O . Show that the subset of V3 specified in Example 5 is a subspace s~ecifiedin Example 7. draw a picture of it or describe it geometrically.i a subspace of Vq s I .5 ~ ~ ) .X2.an) in general? (Here we assume A = (al. In each of the following. WE see that a 4tuple belongs to W if and only if it has the form x = (xl. (Here we use element of (x.. Consider the set F of all realvalued functions defined on the interval [arb].O. 3 Do the same for the subset of V4 you say about the set 'of all x .x3) for the general Vj.z) instead of (xl.. x3.3) and (OtlrOtl) and (O. . as you can check.y.Ofl. + y = 1..x n . + *2 = 0 (dl x = y and 2x = 2. Exercises 1 . + anxn = 0 .. .) Determine whether W is a subspace of If it is.O.x2.
Theorem 1 Let S = < A ~ . (iii) All piecewisemonotonic functions.... (ii) All integrable functions.. Ljnear independence Dc?f . (v) F? All functions f such that f (a) = 0. vector? denotes the usual What is the zero (b) Which of the following are subspaces of (i) All continuous functions. We say that the set S = I A ~ . let Then S spans X uniquely if and only if S spans the zero vector 2 uniquely. + ck+ for some scalars ci. we say that S spans X uniquely if the equations X= i=l ciAi and imply that ci = di for all i. if .q.. . i ..inition. (iv) All differentiable functions.\ of vectors of vn spans the vector X if X belongs to L(S). (vi) All polynomial functions.. be a set of vectors of Vn. It is easy to check the following: .(a) Show that F is a linear space if cf f + g denotes the usual sum of functions and product of a function by a real number. . If S spans the vector X. X = cA + 1 1 that is. X be a vector in L(S).
Proof.d. This theorem implies that if S spans one vector of L(S) uniquely.= 0 i 2OAi . The vectors themselves are also said to be independent in this . whence it spans every vector of L(S) uniquely. 1 1 X = i=l 2 dilli. suppose and X= 1= 1 c.. then it spans the zero vector uniquely. 1 Conversely. Mte that .%J uniquely.. we must have xi = xi + ci . Stippose S syms k 2 uniquely. for all 1 0 ... we see that whence ci . This condition is important enough to be given a special name: of vectors of Vn is said to be linearly independent (or simply. Then for some (unique) scalars xi ' Now if it follows that Since S spans X uniquely. = 0. for all i. The set S = I ZA] . suppose S spans X uniquely. To show S spans X uniquely. Subtracting. This means that S spans the zero vector uniquely if and only if the equation implies that ci = 0 for all i . or ci = di . or ci = 0. independent) if it spans the zero vector Definition.A.
situation. it is said to be dependent. NGW A1 # Q by hypothesis. n A set ccnsisting of a single vector A is independent B. For suppose Taking the dot product of both sides of this equation with A1 gives the equation 0 = C1 AlOA1 (since A. . then S itself (Just add on the is dependent. . taking the dot product with Ai for the fixed index shows that c = 0 . . example. j Scmetimes it is convenient to replace the vectors Bi = A ~ / ~ I A ~ ~ \ . For if T spns Q ncntrivially.Bk are of & Ai by the vectors length and are mutually orthogonal. *A1 = 0 for i # 1) 1 whence cl = 0. so they are independent. The coordinate vectors E l form such a set.. If the vectors Ai are nonzero and mutually orthogonal. If a set is not independent...En in Vn span Q uniquely. Banple 8 If a subset . .. For .mple . . T of a set S is dependent. then S is independent. i Pample & Let S = A . 2 Similarly.. a i A1 = 0. so does S . j . Example 9 Any set containing the zero vector Q is dependent. whence A1 *A1 # 0. Such a set of vectors is called an orthonormal set.. if S = A ~ . .. additional vectors with zero coefficients. Then the vectors B1. .) This statement is equivalent to the statement that if S is independent.. then rd Example The unit coordinate vectors E1. then so is any subset of S. .
Conversely.. Given a subspace W of Vnr there is a very important relation that holds between spanning sets for W and independent sets in W Theorem 21 Let W be a subspace of Vn vectors A1. More generally... if where not all the that cm # 0. I A set consisting of two nonzero vectors ARB is independent if and only if the vectors are not parallel.\I is independent if and only if none can be written as a linear combination of the others. .The set S = { A ~.. ci are equal to zero.. we can choose m so and obtain the equation where the sum on the right extends over all indices different from m. k vectors.if A # Q.\ . suppose that + ckAk: then the following nontrivial linear combination equals zero: .. . of the vectors A j ... one has the following result: Theorem 2. i : that is spanned by the k . Proof. For Al = c2A2 + * * * instance. Suppose first that one of the vectors equals a linear combination 06 the others.. Then any independent set of vectors in W contains at most .
we wish to find scalars xl. In this case the system always has a nontrivial solution X (i.e.B to equal 2 . ct such that Since each vector B belongs to W...xn) Definition.. This is a standard fact about linear equations. the vectors Ai . we j have the equation In order for <x ... That is. all zero.xm '  n . one different from the zero vector). and collecting terms.. Let B .. We wish to show that these vectors are dependent. Given a homogeneous system of linear equations. which we now prove... so that finding the x. that satisfies each equation of the system. using a "doubleindexing" notation for the coefficents. it will suffice if we can choose the x j j so that coefficient of each vector Ai in this equation equals 0.B be a set of vectors of W.. as in ( * ) following.Proof. Ncw the are given. Since m > k. a solution of the system is a vector (xl. let m 2 k. there are more unknowns than equations. . is just a matter of solving a numbers aij 3 (homogeneous) system consisting of k equations in m unknowns. as follows: Multiplying the equation by x and summing over j. It is called the solution space of the system. we can write it as a linear combination of j We do so. a . we need a definition... The set of all solutions is a linear subspace of / Vn (as you can check). First.
.It is easy to see that the solution set is a subspace. Given nor wit11 finditig all possildd solutiot~s.0) is n solution of the system which is different from 0 . tains some vector other t2ian 0. (We 11ill study the practical problem in nnuch greater rlctail in a later scctioti. and so on. then the solution space con. Othcr~risc. Theorem 4. eli~nitiat~itlg XIterm from the second tghe et~uatiori. t Icast one of the coefiicielits of s is a t nonzero. After k . then and Thus X +Y and cX are also solutions.Si~rtilarly.) in We start with a system of lc ecluatio~is ?t uriknowns: 1 Our procedure 11411 1)c to reduce tlic size of this system stepbystep by elimitit~tingfirst XI. * X = 0 for all J j. as claimed.we elirninatc the xlterm in each of the remaining equations. since all its coefi cierits are zero. . \Ve I ~ a v eo a l l o ~ for this possibility. you may verify t h a t of the vector (fro.e rncly s~tj~posc cortvetlier~cethat the equations have for beerr arranged so that this happetls ill the first ec~uation. . if all the cocflicic~tts st are zero. 'I'he result is a ttcw system of liriear equatioris of the form + . . attd 1t. = akl = 0. If X and Y are two solutions. I a bornogeneous system of k linear equations in n utlknow~ls. we mil1 be reduced to solvitig just one c q t t a t i o ~ ~ this will be easy. But a certain and nmount. i t is nonset~se to spcak of "elirninnting" XI. If we let be the ntuple whose components are the coefficerts appearing in the jth equation of the system. . t i~ 'L'o begirt then.1 steps. and you nre done. with the result that 0 1 1 0. then the solution set consists of those X ~uch that A . of care is ticeded it1 the dcscriptiorlfor instance. tlleri x2. I'ronf. We rnultiply the first crlt~ation the scalar azl/afl and then 1)y suhtract i t from the second.. We are concer~tcd here only v i t h proving the existence of some solutioli otlicr tJta110. not with nctt~nlly fitidirtg such a solution it1 practice. If k is less than n. if all = .
In this v a y we havc rc!clnc:e~l tlio sixo of our problcrn.2 unkno~v~rs.) E 2ample a span all 13. thus ns our problem retluccs to proving the follo~trillg ststemcrrt: a "system" consistitig of otze li~icnr ornogcneous ccluntion it1 two or ntore unkno~vrls lways h a has a solutioll other than 0. We su1)stitutc itito tllc first equation and solve for XI. for any four vectors in Vj. . we now tlccd only to prove otir ttlcorcrn for a sysf.) is a solutiolr of t l ~ o . + + WE! leave it to you to show that this statement holds. aild. . we will be down 1 unlrno~vns. in Con tinuing in this way.2 ccl~tatiol~s n .k of it1 n . tve reduce the prol~lem provto ing the theorem for a systern of k . . . I The same holds The accompanying picture ~ k e s these facts plausible. We have already noted that the vectors El.hc Iargcr systcm (**). one of them equals a linear combination of the others. . d. thereby obtailiirlg the follo~vingvector. tlictr thc Ia>rgcrsystem (**) also has a solution other than the zcro ~ c c t o r[so tJ1lnt the origitinl system (*) tve started o r wit21 llns a solutio~l t l ~ c t han the zcro vcctor). follows.(Be sure you ccnsider the case where one or more or all of the coefficents are zero.1 unknowns.ern of Ic . for example. .ller system. $Ire prove this as follows: stna1. . .then tve add i t to the corresponding later equations of this system. . n . after lc ... because IVC ass~trned our hypothesis that n > Ic.ion. It. n If ~ v c apply this reductio~l scct)~~ci tilnc. because we cat1 recover the old system from the new one: we merely multiply the first erlttatiorl of tlre systcm (**) by the same scalars we used before.En of Vn.1 eIimiriation steps it1 all. that is.. . The crucial ttlirig about what n c hnve done is contained in the follorvirlg statement: If the smaller system etlclosed in the box above has a solution other than the zero vector.Now any soltttiolr of this 11c1vssystoc~n cqttntiol~s also a solution of the of is old system (*). different from Sr~ppose(d2.. i n w1ricI1 yo11 may verify is a s o l ~ ~ t ~ofo t. .Now to a system cot~sistitig orlly one ecll~nt.Ic 1 2 2.1 ecluntions in n . that any three vectors in V2 are dependent. .
Otherwise.A. we can choose a vector Ai+l of W that is not in L(Alr. . in W. we are finished.. If c ~ =+0 .E are independent. Proof. we can find larger and larger independent sets of vectors in W The process stops only when the set we obtain . Thus no two vectors can span and no set of three vectors can span v4 .A. since the vectors Elt.d Vn contains .. V3 ' Theorem 5. Then the set { 1 is independent. Does it ever stop? Yes.A is an independent set of vectors of W. . ar. 1 Cc~ntinuingthe process just described. for W is contained in Vn. spans W. any spanning n set of Vn must contain at least n vectors.alone..) Then the set 1A1. .. > (b) Any two linearly independent spanning sets for W have the same number k of elements. we can solve this equation ~ contradicting the fact that Ai+l does not belong to L(Alt . suppose A l .. Let W be a subspace of Vn that does not consist of 0 . for some scalars ci not all zero. A> If (a) Choose A1 # 0  In general... Then: (a) The space W has a linearly indepehdent spanning set. .Similarly.).A r while if c ~ #+0 .  k<n unless W is all of Vn...A A ~ + ~ ] is 1 i' independent: For suppose that . ~ this equation contradicts independ ecce of A for A . . this set spans W.
so that k i 0 n. Because S sy:ans W and T is independent.. then the dimension of 0 W : is zero.E n It follows that Vn has dimension n are many other bases for Vn. vectors E1. For instance.i no more than n independent vectors.. we must have k z j . it has a linearly independent spanning set. We make the convention that if W consists of . Any such set is called a ) basis for W. the + . and . \\ T= B . B are two ljnearly independent spanning sets for W. a vector 2$+1 set A Then we can choose of Vn that is not in W. It follows that W1 < n. Definition. N l Vn contains no more than n independent vectors.... 4 Example 1 . therefore we cw must have k 5 n. By the argument just given.. indefinitely! (b) Suppose S = Sc. by the preceding theorem. we must have k <_ j Because S is independent and T . Thus k = j. I . (Surprise!) There form a basis for I V .. the vectors . and the number of elements in this set is called the dimension of W . Suppose that W is not all of Vn..... is independent. The space Vn has a "naturaln basis consisting of the .alone. the process cannot be repeated IA~. spans W. as you can check. Given a subspace W of Vn that does not consist of Q alone.
.. Then X = xjAi 2 2 yiAi for unique scalars xi m d y.. 7.. Y be vectors of W . let B1p. 1 If V acd W are suSspaces of Vn and Vk. Show that this set can be extended to a basis for Vn 6.. respectively. a : function T i V +W is called a linear transformation if it satisfes the usual T X + Y) = T(X) + T Y . . [Hint: Use the argument of Theorem 5 . (b) Show that any spanning set for W consisting of k vectors is independent. it is called dl: linear. (b) Show this linear transformation is unique. each of these subspaces. and Y = Let X. These scalars are called the camponents of X and Y.. Consider the subspaces of V3 listed in Exercise 2.... w consisting of k vectors spans W.. .~xercises 1 1. is a basis for V. Let S = I A ~ . (a) Show that any independent set in . Find bases for ... . . ( () linearity properties: If T is onetoone and carries V onto W. and f r d spanning sets for them that are .. L e t W be a subspace of V : n let Al.. p A6. 5. Show that S m contains a basis for W.G an independent set in Vn . relative to the basis Aif. .afBk be arbitrary : (a) Slim? there exists a linear transformation T V +W such that T(Ai) = Bi fc>rall i. [Hint: Use the argument of Theorem 5. be . > Let IA. .bases. 1 respectively. 4 3 Suppose W has dimension k.A... vectors of W.% be a basis for W . Check the details of Example 1 .f\. (a) Note that ) and Conclude that the function T : Vk 1inear isomorphism W defia~dby T(xl.. Stippose All.%) = . ii not 2. isomorphism of vector spaces.1 4.. 'f xiAi is a .A be a spanning set for W.
A1 7
(b) Suppose that the basis A ,
.
is an orthonormal basis. Show
that
X*Y = 2 x i Y i
.
Conclude that the isomorphism T of (a) preserves the
= X*y
dot product, that is, T(x).T(Y)
.
8 Prove the following:
.
Theorem. If W is a subspace of Vn, then W has an orthonormal basis.
Froof. Step 1 Let . in Vn
;
.be7 L
' B1,..., B be mutually orthogonal nonzero vectors m
Given scalars
( let Am+l be a vector not in L B l,...,B m ). cl,. ,c '
let m
..
Btl
n+
Show that Bmcl is different from L(B~,
2
and that L(B1,.
...,Bm ,Am+l ) 
Then show that the ci m y be so chosen that Bm+l is m
orthogonal to each of B
..,B, .
Steep2 Show that if W is a subspace of Vn of positive dimension. . then W has a basis consisting of vectors that are mutually orthogonal.
i
[Hint: Proceed by induction on the dimension of W ] . Step 3 Prove the theorem. . GaussJordan elimination
If W is a subspace of Vn, specified by giving a spanning set for
W,
we have at present no constructive process for determining the dimension
of W nor of finding a basis for W, although we b o w these exist. There
is a simple procedure for carrying out this process; we describe it n w .
~efinitfon. The rectangular a r r G of numbers
+

A ~ + C1B1 + + ~
"
CmBm
=
..,Bm ,Bm+l)
!
is called a matrix of size called the entry of
A
k
by
n.
The number row and
jth
a ij
is
in the
th i 
column.
Suppose we let Ai. be the vector
for i = 1,. .lc.
.
Theh Ai
is just the ith row of the matrix A.
The
subspace of Vn spanned by the vectors A l l...,% of the matrix A.
is called the row space
WE now describe a procedure for determining the dimension of this space.
It involves applying operations to the matrix A,
(1) Interchange two rows of A
.
of the following types:
(2) Replace row i of A by itself plus a scalar multiple of another row,
say rcm m.
(3) Multiply
row i of A by a nonzero scalar.
These operations are called the elcmentary from the following fact: Theorem
& operations.
Their usefulness cclmes
6.
Suppose B
is the matrix obtained by applying a sequence
of elementary row operations to A,successively. Then the row spaces of
A
=d . B
are the same. It suffices to consider the case where B Let All...,% is obtained by
Proof. 
applying a single row operation to A. and let BI,
be the rows of A,
...,Bk
be the rows of 8.
If the operation is of t y p ( I ) , these two sets of vectors are the
same (only their order is changed), so the spaces they span are the same. If the operation is of type
Bi=cAi
(3), then
B = A
j
and
j
for j # i.
\
Clearly, any linear combination of B1,...,Bk can be written as a linear combination of Al.
...,+
Because c # 0 ,
the converse is also true. Then
Finally, suppose the operation is of type Bi = Ai + dAm md
(2).
Bi=A for j f i . j
J
Again, any linear combination of Bl,...,Bk can be written as a linear combination of Al.
...,+
Because
and
A. = B 3 j the converse is also true. for j # i
,
a
The GaussJordan procedure consists of applying elementary row operations to the matrix A until it is brought into a form where the dimension of its It is the following:
row space is obvious.
IGaussJordan
Examine the first column of your matrix.
elimination.
I
%
(I) If this column consists entirely of zeros, nothing needs to ba
done. Restrict your attention now to the matrix obtained by deleting the first column, and begin again.
I
(11) If this column has a nonzero entry, exchange rows if necessary
to bring it to the top row. Then add multiplesof the top row to the lower rows so as to make all remaining entries in the first column into zeros. Restrict your attention now to the matrix obtained by deleting the first column and first row, and begin again.
The procedure stops when the matrix remaining has only one row.
k t us illustrate the procedure with an example.
Problem. Find the dimension of the row space of the matrix
Solution. First step. Alternative (a) applies. Exchange rows (1) and ( 2 ) , obtaining

,!
Replace row (3) by row (3) + row ( 1 ) ; then replace (4)by (4)+ 2 times ( I )
.
Second step. Restrict attention to the matrix in the box. (11) applies. Replace row (4) by row (4)  row (2)

,
obtaining
Third step. Restrict attention to the matrix in the box.
L _ .

(I) applies,
so nothing needs be done.
One obtains the matrix
(11) applies. Yclu can check readily that the nonzero rows of the matrix B are independent.) It follows that the nonzero rows of the matrix B form a basis for the row space of B.Fourth step. And the entries 1. 1. The same result holds in general. and hence a b~.7 row (3) . f Now we discuss how one can continue to apply elementary operations to 1 reduce the matrix B to an even nicer form. (We shall prove this fact later. Restrict attention to the matrix in the box. then the nonzero rows are B are independent. 7 Replace row (4) by row (4). obtaining  The procedure is now finished.sisor the row space of A. and hence a basis for the row space of the original matrix A. The matrix __3 s we end up with is in what i called echelon or "stairstepUfom. If by elementary operations you reduce the matrix A to the echelon form B. and 3 that appear at the "inside cornerst1 the stairsteps of i are nonzero. so they form a basis for the row space of B. These entries that appear at the "inside cornersw of the stairsteps are often called the pivots in the echelon form. Thus this row space has dimension 3. The entries beneath the steps are zero. The procedure is this: .
Similarly one continues. echelon form of the matrix C above is the matrix . working now with the nexttolast nonzero row. chosen so as to make the pivot entry . By adding multiples of this row to each row above itr one can bring the matrix to the form where each entry lying above the pivot in this row is zero. Because all the entries above the last pivot are already zero. Eventually the matrix reaches the form where all the entries that are directly above the pivots are zero.Begin by considering the last nonzero row. It has not been necessary to multiply a row by a nonzero scalar. one brings the matrix B into the form Note that up to this point in the reduction process . last nonzero row to the rows above it. WE? are not yet finished. because the pivots are nonzero. they remain zero as you add multiples of the nextto. (Note that the stairsteps do not change during this process. At the end of this process. The final step is to multiply each nonzero row by an appropriate nonzero scalar. the matrix is in what is called reduced The reduced echelon form. Then continue the process. we have used only elementary row operations of types (1) and (2). into 1 This we can do. This fact will be important later on.) Applying this procedure in the example considered earlier. nor do the pivots themselves.
This is the same as the number of nonzero rows of B . Reduce the matrices in Exercise 1 to reduced echelon form. Exercises I. because each of these rows 1 in a position where the others all have entries of 0. Find bases for the row spaces of the following matrices: 2. echelon matrix D. It is easy to see that no nontrivial linear combination of the rmnzero rows of D equals the zero vector has an entry of . we transform A by elementary row operations into the or into the reduced echelon matrix B. thon one would equal a linear combination of the others. and so d the o rows of D. If the rows of B \ifre not independent. Then the nonzero rows of B are a basis for W. m d so are the nonzero rows of D. Piis would imply that the row space of B could be spanned by fewer than \ r rcws. as we noted before. Proof.As we have indicated. Suppose . which would imply that its dimension is less than r. the importancs of this process comes from the ' ! following theorem: Theorem 7 Let A be a matrix. Thus the dimension of W equals the number r of nonzero rows of D. . The rows of B span W. let W be its row space.
We have R = c R + + c & for some scalars ci (Why?) Show that 11 c = 0 if ji < p.jk. (b) If R is a row of D 1 whose pivot occurs in columr. and suppose that the k t pivots (first nonzero entries) in these rows occur in columns jl. w5ose Proof. (a) =ow that the pivots of D 1 wrur in the colwols jl.~. R Show that ci = 0 for i Z m.. [Hint: We have R = c1 1 + .. Let D and D 1 be two reduced rows span the same subspace W of Vn. suppose its pivot occurs in column p..jm . + c k s for some scalars ci g . . Derive a contradiction if p is not equal to any of i .. Let R be the nonzero rows of D ... We show that D = D'. The reduced echelon form of a matrix is unique.*3.. Prove the following: P~eorern. . echelon matrices... [Hint: Lst R be a row of Dl. show that R = Rm... and cm = 1 1 .j respectively..
parametric equations .lines . and so on. when t = 1. t. with A # Q.A by such that is defined to be the set of all for some scalar L(P. the corresponding point ranges over all points of the line L. Occasionally. All these are points of L. the line determined . X ranges over all real numbers.Vn of and in Given through points X P ntuples P and A. .planes .A). and As t t (*) is often called a parametric equation is called the parameter in this equation. when t = $. The equation for the line. then X = P + %A. When t = 0. one writesthe vector equation out in scalar form as follows: . A It is denoted by is called a direction vector for the L is simply the 1dimensional subspace ' The vector line. then X = P + A. Note that if P = of Vn spanned by A. then X = P. then . 2.
.Proof. where P = p . The following theorem makes this result precise: Theorem 8.tlA = Q + (t2tl&JB.parallel  If L(P. We can can write Thus X belongs to the line L (Q.  a point . The lines L(P. there is no uniqueness here: a given line can 2 be represented by many different parametric equations.A). so Conversely.only . suppose the lines intersect in a point R.. and suppose A and B are parallel.A26 n the scalar parametric equations for the line.B) Thus every point of L (P. The O symmetry of the argument shows that the reverse holds as well. We are given that for some scalars tl ard t2. we have A = (t2tl)B.A) and L(Q:B) are if .A) = L(Q. We define two lines to be parallel .. then the lines obviously have a point in comn. It follows from the preceding theorem that given a line. These are called  Of course. WE 0. Since P and P + A lie on the first line they also lie on the second line. X = P + tA = Q + (t2tlc)B+ tcB.a ). so that for distinct scalars ti and t2. and that A = cE for some c # solve these equations for P in terms of Q and B : P = Q + t 2 B . p n and A = (al..they . Now.B). its direction vector is uniquely determined up to a nonzero scalar multiple. Subtracting. and if have .common and A in  is to . Definition. given any point X = P + tA of the line L(P.equal B. A is parallel to B . A) . L (Q:B) belongs to . .
I if t h e i r d i r e c t i o n v e c t o r s a r e p a r a l l e l .d i s t i n c t p o i n t s is one l i n t hem. a l and .P.e x a c t l y e c o n t a i n i n g 0. The l i n e (since L(P. . 0 and p a r a l l e l t o i s equal t o t h i s there two .i n e L . L e t A = Q . one l i n th t to e c o n t a i n i n g Q ai s p a r a l l e l Suppose Q there is L.. I t follows from Theorem ' 8 t h a t Now we.B) Now suppose and Then i s some o t h e r l i n e c o n t a i n i n g P f o r d i s t i n c t scalars tl and t2.A) L is t h e l i n e L(P. Proof.a p o i n t Q . study planes i n .A). then A # Theorem 11. D i s t i n c t p a r a l l e l l i n e s cannot i n t e r s e c t . Corollary 9 .. L(R. Proof.A) contains both Q = P (since P = P + OA) and Q + Q. any other l i n e containing one. Then t h e l i n e contains and i s p a r a l l e l t o Q L.Given . L By Theorem 8 . P P and  Q. V . It follows t h a t s o t h a t the v e c t o r A = Q P is parallel t o B.Given . Corollary 1 0 exactly . L(Q. LA). .
Definition.D) are D. Ncte that if P = 2. e q u a l i f and o n l y span More p r e c i s e l y . A and a r e independent v e c t o r s of determined w e def i n e t h e p l a n e through X 2 A and  B t o be t h e s e t of a l l p o i n t s of t h e form where s and t run through a l l r e a l numbers.A. B P If P i s a p o i n t of Vnr Vn and i f .A. then X = P + A. t h e y obviously have a .they . hn s = 0 when s = 1 and t = 0. then X = P + B. W denote t h i s e p l a n e by M(P. i f desired. and  B e q u a l s t h e l i n e a r span of   C and  I f t h e p l a n e s a r e e q u a l . s and i s c a l l e d a parametric equation f o r the t a r e c a l l e d t h e parameters i n t h i s equan s c a l a r equations.M(P. and tion. then t h i s plane is j u s t the 2dimensional subspace of Vn span&: by A and B. a p l a n e has many d i f f e r e n t p a r a m e t r i c representations. J u s t as f o r l i n e s . I t may be w r i t t e n o u t a s W e s = t = 0. and on. then X = P.B). when SO and t = 1. (*) The e q u a t i o n p l a n e . one h a s t h e following theorem: The planes if have .B) and  M(Q:C. A a p o i n t i n common and t h e l i n e a r  of P roof. Theorem 12. / 1 / .
we have X P+sA+tB = for some scalars s and t.B). Thus these linear spans are the same.B) = L(C.B) and M(Q. We can solve this equation for P as follows: P = Q + (linear combination of A. = Then Q+s2C+t2D P+slA+tB 1 R = for some scalars si ard ti.B. Thus A and B lie in the linear span of C and D.C.C. the v e c t o r s and B a r e n o t uniquely determined by W e say t h e planes M.A. Fcrthermore.C. Conversely.B. parallel i f L(A. 0 Symmetry o f t h e argument shows t h a t every p o i n t of M(Q.A29 point in c o m n .D).D).D) belongs t o M(P. . suppose t h a t t h e p l a n e s i n t e r s e c t i n a p o i n t R and t h a t L(A. Symmetry shows that C and D lie in the linear span of A and B as well. since P and P + A ard P + B all lie on the first plane. Subtracting.D) + sA + tB = Q + (linear combination of CID). as w e l l . M(P.B) Definition. A Given a p l a n e M = M(P.C. but t h e i r l i n e a r span is.A. Then if X is any point of the first plane M(P. they lie on the second plane as well. = Q + (linear combination of A.AtB).A.D). L(c.D) are .B) = L(C. Then P + B = Q + s3c + t p . we see that are some scalars s ard t i' i A = (sZsl)C + (t2tl)Df B (s3s1)C + (t3tl)D. since A Thus and B belong t o X belongs to M (Q.D).C 1D) .
RP) istheonecontaining P and R. If QP m d RP are the same. 5 The points P. Conversely. TKO distinct parallel planes cannot 3 Given .D) is 'another plane containing P. Q. these lines must be the same.and R are parallel.e. that to is parallel  Suppose M = M ( P . so that QP and ' RP must be parallel. The line L(P. there is M. Theorem 16 . R. WE'say three points P. and theliae. 14. parallel to Definition.R are collinear if they lie on a line. A. Q. if 'P. by Theorem .so P. Then M(Q. ' Given three noncollinear points A = Q there . and R. B ) and .8.Q. these lines are collinear.plane a M and  intersect. corollary  a point exactly one plane containinq Q Proof. A and Let  P and B = R  P. parallel). P.Q. The plane M(P. Q.C. .Q. Q. A . then A = Q B are independent. QP) is the one containing P and Q.R are collinear if and only if the vectdrs QP =d RP are dependent (i. Then . M is a plane that contains Q is parallel to Q By Theorem 12 is equal to any other plane containing this one.. Proof.exactly . a.B) M. Lemma 1 . and R are collinear.A. Proof.B) cGntains P and P + and P + B = R * Now suppose M(S.Corollary 1 .plane containing is one them. i L(P.
we see that the vectors Q . We say the line L is parallel to the plane L belongs to L(A.P = A and R .1).0.'I for some scalars si and ti Subtracting. then L M = M(P. Show that two vectors Al and A2 in Vn are linearly dependent if and only if they lie on a line through the origin. Do these lines intersect? (b) Find parametric equations for the plane through PI Q. and for the line through R with direction vector A.0. Let L be the line in Vj through the points P = (1. . M and intersects M. Find parametric equations for the line through P and Q.2) and Q = (1. Show that three vectors All A2. Let A = 1 .1 ) Find parametric equations for the line that intersects both L and Lf and is orthogonal to both of them. is contained in 2. 5.A. and for the plane through P determined by A and B. Let L1 be the line through A = I 2 parallel to the vector ( 3 . C and D belong to the linear span of A ad 12 implies that these two planes are equal. A3 in Vn are linearly dependent if and only if they lie on some plane through the origin. and R. .1 0 (a) B = (2. By 2 symmetry.B) if the direction vector of Show that if L is parallel to M. 3. B.P = B belong to the linear span ~f f and D.13).B). Then Theorem Exercises 1.
p l a n e s ) and p l a n e s J u s t as w i t h t h e c a s e o f l i n e s (2planes).. A k ) . A ~ of Given a p o i n t of Vn V. .. . . P i s i n t h e l i n e a r span of A1.I % equals the linear span of B1? ..Ak X of t h e form f o r some s c a l a r s M(P.  . 4 Given points POt. ...... commn and the linear span of Definition. Given kplane kplane i n M V. Vn 5 point Q Q. a kplane i n Vn a s follows: P Definition.I% i f and only if they have a point i n equals the linesr span of M1 B1.432 Parametric equations for kplanes Vn.Ak. more generally..Bk. and 3 = M(Q... X is i n the kplane M (P.A1. W e d e n o t e t h i s s e t o f p o i n t s by . ( 1 .%. ti. X Said d i f f e r e n t l y i f and o n l y i f  . then t h i s kplane is just the k. d . and a s e t k P independent v e c t o r s i n determined we define the t o be t h e set of kplane through a l l vectors & Al.dimensional linear subspace of Vn s p ~ e by A1.. Following t h e p a t t e r n f o r l i n e s and p l a n e s .B~' 1 * * * 1 ~ k1 Then M1 = M2 AII. ...M.Pk in Vn... .. W say that the kplanes e and M2 of t h i s theorem are p a r a l l e l i f the linear span of A I I .. . A ~ . Theorem 1 8 . .Ak' Note that if P = 1 2. they are contained i n . . t h e r e i s e x a c t l y o ne    containing parallel to . one has t h e following r e s u l t s : Theorem 1 . one c a n d e f i n e ..... 2 be two kplanes i n Let MI = M(P..Bk.Al.A Vn. a plane of dimension l e s s than k i f and only i f the vectors ... Lemma 19.. ..
do not lie in any plane of dimension less than k...1.1) .I.0.. in Vj ..l.l.1.$) is a kplane. and if k s m.l. B Brercises 1...1.0. and Q = (O.. Given k+l distinct points Po. Prove Theorems 1 and 20..O)wd R = (lrl.2)? . .I P1 . in Vn . If these points.. If M1 M2 = M(Q.Find parametric equations for a 3plane in Vq that containsthe point S = (l.A) .) and is parallel to MI. 7 9 2. . Pk. we say is contained is parallel to M2 if the linear span of Al. Is it unique? Can you find such a 3plane thatcontains both S and the point T = (0. Prove Theorems 1 and 18. it is the kplane More generally. 2. Theorem 2Q. .1) that is parallel to L..% in the linear span of B1... Is it unique? C m you find such a plane containing both the point P and the point Q = (1. ..0. and .. in V4 containing the points P = (1.Bm ) is an mplane...l. Find parametric equations for a 24lane containing the point P = (1.2)? 4 Given the 2plane MI.Pk in Vn.B~ MI = M(P:Al.... we make the following definition: Definition.2). tten s there i exactly onekplane containing them.. .Po. where A = (1.. 3 Given the line L = L(Q.Po are dependent.3).
.
. In this section. in row i and column and bij j ..Matrices We have already defined what we mean by a matrix. If A is a k by n mtrix. however. we define the product D = A * B of A of size k by the formula and B to be the matrix is given by p whose entry dij in row i and column j n Here i = k and j = I. This fact is hardly surprising. say n matrix obtained by adding n.. That is. and B is an n by p matrix.. that only difference is that the components are written in a rectangular array instead of a linear array. matrices have a further operation. Unlike tuples. If A k by and B are two matrices of the same size.p. for a k by n matrix is very much like a Icn tuple. P o ? that for fixed Jt 1: bij and caij ' ar:d n . we introduce algebraic operations into the set of matrices. we define A t B to be the k by the corresponding entries of A and B. a product operation. the set of all k by n matrices satisfies all the properties of a linear space. respectively. It is defined as follows: Cefinition. m d we define cA to be the matrix obtained from A by multiplying each entry of A by c. if aij are the entries of A and B. . Definition. then the entries of A + B and of cA in row i and column j are aij respectively.
roughly speaking. (2) (Homogeneity) If A * B . if . Motivation will come later! One important justification for this definition is the fact that this product operation satisfies some of the familar "laws of algebra" : Theorem '1.defined.D. then  (El + C)* D = B * D + C. The entry Schematically.B 6 C are defined.D be matrices.  (B + C). This definition seems rather strange. C .defined. then is  Similarly.dij is computed. by tak ing the "dot product" of the 1 'th row of A with the jth column of B. Matrix multiplication has the following properties: k t A. (1) (Distributivihy)  If A(B + C) .  . then is (3) (Associativity) If A * B . B. but it is in fact e.then and .xtremely useful. . D is defined.
say n by p.(4) (Existence of identities) Fcr each m. In order for B + C to be defined. that for m ~ch . Proof. (AeB) is thus defined ( B * C ) is provided has size p I ( The product A defined in precisely the same circumstances.+c s=l is SJ sj )=I n a b s=l is sj +I n a c s=l is sj' The other distributivity formula and the homogeneity formula are proved similarly. m e n in order for A . We leave them as exercises.A = A whenever these products are defined. The product by q. B and C must have the same size. . i an s m by m matrix  I s . Suppose A has size 'x by n. Now let us verify associativity.and B *Im = B I .Then A . we have . .C aredefinedand have size k by p. thus their sum is also defined. . We verify the first distributivity formula..B and A . and B If A B A is k by n is C n by p. A must have n columns. The distributivity formula now follows from the equation 1 n a (b.( B + C) to be defined. there .l' ii matrices A and B. is an exercise in summation symbols: column j Proof of equality i and The entry in row of (A*B) C is and the corresponding entry of A (B=C) is . then is k C by p.
entirely similar proof shows that B * Im = B Remark. The matrix Im is a square matrix that has I4 1's down the "main diagonal" and 0's elsewhere. then need n o t b e And e v e n i f it i s d e f i n e d . B A Ar. . t h e two p r c d u c t s need n o t For example. a1. If B is defined. of the terms of this sunanation vanish. . I* Given m. s = 1 1. In this case. let Im be the m by r matrix whose general entry is n Finally. + 0 + Ti A &. defined. that act as identity elements. is given by the equation Let i and j be fixed. we define matrices 4j.These t w o expressions are equal. the general entry of the product C = A Im . if B has rn columns.l but one The only one that does not vanish is the one for which s = i. We conclude that Qlj + O+ . is the matrix Now the product Im*A is defined in the case where A has m rows. . and in that case cij = 0+. . For instance. where & 1j = 1 if i = j and 6: = 0 lj if i # j. Then as s ranges from 1 to m. a + 0= Q5. be equal.
[Hint: If I and I . Verify the other half of distributivity. Which of the field axioms (the algebraic axioms that the real numbers satisfy) hold for this set? in modem algebra a "ring with identity. I . 5. WE'shall study the answer to this question in a later section. Conclude that there is no matrix B such that B O A = 12. it is closed under addition and multiplication. are two possible choices for the identity element of size m by m. 3. . Exercises 1.Remark. 2 matrix A such that A * A is the zero matrix. Show the identity element is unique. 2. I ! ) (Such an algebraic object is called . A natural qestion to ask at this point concerns the existence of multiplicative inverses in the set of matrices. compute 1 . Verify homogeneity of matrix multiplication.I 4 Find a nonzero 2 by . Consider the set of m by m matrices.
a system of k linear equations 9 n unknowns: A solution of this system is a vector X = (xl. we wish to study the following. l aij for i = 1 .n. and if so. Note that we are not assuming anything about the relative size of k and n. they may be equal. . rd Let A denote the k by n matrix whose entry in rcw i a ? column j is aij Let X and C denote the matrices . The solution ..Systems . it is set a subset of Vn . what the nature of the general solution is. .of the system consists of all such vectors... which is called k .xn) that satisfies each equation.linear equations of Given numbers and given numbers cc . or one may be larger than the other.=. k and j = l. We wish to determine whether this systemhas a solution. Matrix notation is convenient for dealing with this systemof equations.
x2. z for the unknowns instead of xl. Example 1. strictly speaking.] This system has no solution. they are called column matrices . However.B7 These are matrices with only one column. and even the vector space operations correspond. whenever we wish. What this means is that we can identify Vn with the space of all n by all this amounts to is a change of notation. we will adopt it as a convention throughout this section. since the sum of the first two equations contradicts the third equation. accordingly. The system of equations ( * ) can now be written in matrix form as A solution of this matrix equation is now. . for convenience. It is a onetoone correspondence. Representing elements of Vn as column matrices is so convenient that 1 matrices if we wish. one has a natural correspondence between ntuples and column matrices of size n by 1. Consider the system [Here we use X3r x. a column matrix rather than an ntuple. y.
since it is the sum of the first two. We shall prove the following result: Sbppose one is given a system of k linear equations in n unknowns. Now we tackle the general problem. in fact. In solving this sytem. for some m7O. we can ignore the third equation. we say the system is inconsistent. Then we can assign a value to y arbitrarily. or (3) it consists of the points of an mplane in Vn. or (2) it consists of a single point. it has mora than one solution. Consider the system 2 x + y + z = l This system has a solution. In case (11. *  The solution set consists of all matrices of the form Shifting back to tuple notation. and in "solvingt1 the system.Dample2. meaning that it has no solution. we can say that the solution set consists of all vectors X such that This expression shows that the solution set is a line in V3. say y = t. and solve the first two equations for x and z We obtain the result . . we have written the equation of this line in parametric form. Then the solution set is either (1) empty.
Nc~wwe recall that the elementary operations are invertible. Then the solution set of the system B . Proof. . Exchanging rows i and j of both matrices has the effect of simply exchanging equations i and j plus c plus c d of the system.X = C' is the same as the solution. a WE*consider first the case of a homogeneous system of equations. Thus the two solution sets are identical.C shall apply GaussJordan elimination to prove these facts. the system obviously has at least one solution. A'X = C. The crucial result we shall need is stated in the following theorem: Tlieorem 2. We wish to determine the dimension of this solution space. F. that is. namely the trivial solution X = . a system whose matrix equation has the form AGX = 9 . I in case ( 3 ) . and to find a basis for it. In this case. the solution is unique. And multiplying rcw i by a nonzero scalar has the effect of multiplying both sides of the ith equation by d.setof the system A'X = C. Replacing row i by itself times row j has the effect of replacing the ith equation by itself times the jth equation.In case ( 2 ) . we know that the set of solutions is a linear subspace of Vn . where A is a k by' n matrix and C is a k by Let B be the matrix obtained by rd applying an elementary row operation to A. the system has infinitely many solutions. It follows that every solution of the second system is a solution of the first system. Consider the system of equations 1 matrix. Thus each solution of the first system is also a solution of the second system. a r let C' be the matrix obtained by applying the same elementary row operation to C. 0 Furthermore. that is. an mplane through the origin for some m. Thus the system A'X = C can be obtained by applying an elementary operation to both sides of the equation B w X = C1.
Then r equals the number of nonzero rows in the echelon form of A. we can Itsolveufor each of these unknowns in terms of the remaining unknowns xk . for k in K... (Of course.X = one 0. . Let r be the rank Then the solution space of the system of equations A 0 X = 2 is of dimension n .jr\ and let K consist of the remaining indices for which j is in J appears with a Each unknown x j nonzero coefficient in only .Let A be a matrix of size k by 3. which is r. Therefore. The number r the rank of A Theorem . of A.. 0 Applying elementary operations tr .. for k in K. ) n . n. c 0 So let us apply elementary operations to A so as to bring A into reduced echelon form D...jr ' Let J denote the set of indices l j from the set {I. row rank . true that r It follows at once that r k. Substituting these expressions for x .... because W is a subspace of Vn (or sometimes the ...xn ) .of A). .. jl we see that the general solution of the .. . if k is in K. of course.X = Q . Suppose that the pivots of D appear in columns jl. no matter what X we choose.Dflfinition. x jr system can be written as a vector of which each component is a linear combination of the xk . The number of nonzero rows of D equals the dimension of the row space of A.leaves it unchanged. It is also is called 5 n. Let W be the row space of A.. Now for a zero row of D. The preceding theorem tells us that we can apply elementary operations to both the matrices A and  without changing the solution set. let r be the dimension of W. then the linear cathination that appears in the kth component consists merely of the single term 9! ) . and consider the system D .. the corresponding equation is automatically satisfied. Let A be a matrix of size k by n.r. into the ntuple X = (xl.of the equations of the system D .. a subspace of Vn Proof. Orily the first r equations are relevant..
The equation A'X = .4] and each appear in only one equation of the system. The unknowns xl x2. with %I of vectors in Vn . EJample 3  . Nc~w A 0 reduces by row operations to the reduced echelon matrix Here the pivots appear in columns 1.2.O.2. k!t us pause to consider an example. then we can write it as a sum of vectors each of which involves only one of the unknowns coefficients 5.1.0. thus J K is the set f3. and x4 .2 and 4. Once we write X as a vector of which each component is alinear combination of the xk . + (8. Let A be the 4 by 5 matrix given on p.4. and then finally as a linear combination.r of the .53 . We solve for theese unknowns in terms of the others as follows: X1 X* = 8x3 3x5 = 4x3 2x5 = x . 0. The general solution can thus be written (using tuple notation for convenience) The solution space is thus spanned by two vectors The same procedure we followed in this example can be followed in general.1).O) and (3.represents a system of 4 equations in 5 unknowns.A20.0. There are of course n . is the set 11.
implies that x3 = 0 and x5 = 0 . It follows that the solution space of the system has a spanning set consisting of n . Corollary& Let A be a k by n matrix. which equals a linear combination with coefficents of these vectors.k. then the solution set is a plane in Vn of dimension m = n . This proof is especially interesting because it not only gives us the dimension of the solution space of the system. All that is involved is GaussJordan elimination. For the moment.unknowns . % % (for k in K) This is easy. 5. Let r equal the rank of A. rc It follows that the equation X = 2 implies in particular that for each k in K. If the system A*X = C has a solution.r vectors. For example. a Now we consider the case of a general system of linear equations. We now show that these v~ctorsare independent. then X = . we see that the equation X = . .if and only if each 0 equals 0. we have % = 0 . because x3 is the third component 0 . in practice. To verify independence. we assume that the system has at least one solution. of X and x5 is the fifth component of X. If the rows of A are 0 independent. and we determine what the general solution looks like in this case. where each component of X is a linear combination of the unknowns The kth component of X is simply 5. then the solution space of the system AX = . in the example we just considered.r of these vectok.Let A be a k by n matrix. and hence n .. it suffices to shox? that if xe take the vector X. of the form A'X = C .r.has dimension n . Theorem . Consider the first expression for X tkat we wrote down. but it also gives us a method for finding a basis for this solution space. then the theorem is proved. .
C' (For the moment. One has the follow in^ general result: k by Theorem of A ' 6.Proof. tl~enthe system AX = C al~~ays a solution. If c' is not zero. column matrix such that A'X = C.? ) = 2 . xn satisfying this equation. then A.. let All . We consider the system A X = C and apply elementary row ' into echelon form operations to both A . k t A be a n matrix. there are no k k values of xl.r.. The solution space of the system A'X = . Then AP = C .(X . Consider the system B'X = C r . and C until we have brought A ..A be a basis for it.) Let be the column matrix obtained by applying these same row operations to C.. so the system has no solution. .is a subspace of n' 0 of dimension m = n . has Proof. Let r equal the rank (a) If r 4 k . 3 In this case. + tmAm for some scalars ti.P is a linear combination of the vectors Air that is. Then X is a solution .. The equation corresponding to this row has the form where c' is the entry of C 1 in row k. Let X If X is a = P be a solution of the system. # . then there exist vectors C in Vlc system A X = C has no solution.. if and only if X = P + t1A1 t.. the last row at least of is zero. ' such that the (b) If r = k. m of the system A'X = C if and only if X . Thus the solution set is an mplane in Vn a Nciw let us try to determine when the system A'X = C has a solution. and ccnversely. we need not yo all the hay to reduced echelon form. Consider first the case r < k.
Consider the resulting system of equations D'X = C t t . Let J be the set of column indices in which the pivots of D appear.X = C 1 ard apply further operations to both B and C'. Let C" be the matrix obtained by applying these same operations to C'. a d the unknowns We can now assign j values arbitrarily to the \ and thus obtain a particular solution of the system. We now proceed as in the proof of Theorem 3. More generally. the echelon matrix B has no zero rows. Now in the case r = k. These operations transform B back to A. the result is a matrix C such that the system A X = C has no ' solution. Then apply the same elementary operations as before. we shall consider the following two cases at the same time: Either ( 1) B has no zero rows. then the corresponding entry ci of C' is zero. since reducing B to reduced echelon form requires us to work only with the nonzero rows. so as to reduce B to reduced echelon form D. Note that the zero rows of B. or (2) whenever the ithrow of B is zero. appears in only one equation of the system. we can solve for each x in terms of the numbers c. when we apply them to C * . and the corresponding entries of C'. Let US consider the system B .Let us choose C * to be a k by 1 mstrix whose last entry is nonzero. so the difficulty that occurred in the preceding paragraph does not arise. for j in J. are not affected by these operations. We show that in either of * these cases. Since each xi 2 . the system has a solution. and let K be the remaining indices. to both B and C*. . in reverse order. The theorem follows. We shall show that in this case the system has a solution. .
we solve for the unknowns xl. x2.The procedure just described actually does much more than was necessary to prove the theorem. The system has no solution because the last equation of the system is On the other hand. and it tells us.a solution. Fc~llowingthe procedure described in the preceding proof. the system does have.how to express the solution set in parametric form as an mplane in n' . whether or not there is a solution.when there is one. and x4 as follows: The general solution is thus the 2plane in V5 specified by the parametric equation . in a particular case. It tells us how to determine.  Ccnsider the following example: E2:ample 4 Consider once again the reduced echelon matrix of Example 3: .
has a solution different from G.X = C have a solution for Repeat Exercise 2 for the matrices C. 4. This procedure Exercises 1. Solving the system AX = C in practice involves applying elementary operations to A .c. A20.18 of vol. is described in 16. D l and E of p. (a) Find the general solution (b) Does the system A . &t the system . A convenient way to perform these calculations is to form a new matrix from A by adjoining C as an additional column. Then one applies the elementary operations to this matrix. where C when you reduce B to echelon form?] . = (a) Find the general solution of (b) Find conditions on a. A23. show that the system A X = . show that / therearevalues of C such that the system A X = C has no solution. (a) If k < n. and applying these same operations to C.(Is this result familiar?) What ' 0 can you say about the dimension of the solution space? (b) If k > n. ' 2.b. A23. and d that are necessary and sufficient for the system A'X = C to have a :solution.Remark. Find conditions on a.X = C to have a solution. Ccnsider the matrix A of p. and c that are necessary and sufficient for the C = system B .b. 113. I of Apostol. where . Let A be a k by n matrix. of the system AbX = 2.. [~int:What happens to 5. Let A be the matrix of p. arbitrary C? 3. This matrix is often called the auqmented matrix of the system. A23. B be the matrix of p. thus dealing with both A and C at the same time.
alternate proof of Theorem 6.. conclude that R equals the column space of A. (That is.Ai = .3r span R.. ...for 0 all i. .Br for all of Vn A..B1 . Let A be a k by n tnztrix...rwhich the system has a solution. R AX is the set of all vectors of the form X ranges over Vn . @ . when looked at as elements of Vk .] (c) Cclnclude that if r € k. Show that R is spanned by the vectors AE i..AEn .Am .\ @ k t A be a by n mti: ar:. ) ( a ) Show that R is a subspace of vk (b) Show that R has dimension r.X = C has no solution.r. The columns of A.B1. Show the vectors this to a basis Al. A. while if r = kt this system has a solution for all C.. this follows from the fact that A. as . [Hint: Let W be the solution Then W has dimension m = n .. there are vectors C in Vk such that the system A . span a subspace of Vk that is called the column The row space and column space of A are very different. let r be the rank of : A Let R be the set of all those vectors C of Vk fc... space of A have the same dimension ! Prove but it is a totally unexpected fact that they this fact as follows: Let R be the subspace of Vk defined in Exercise 6.. a basis A f A for W By adjoining vectors one at a time. (This provides an. Show these vectors are independent. extend m .. C oose space of the system AX = 9 .) ..
then the plane in question has dimension n .process of "solving" the system of equations A S X = C that we described in the preceding section is an algorithm for passing from a cartesian equation for M to a parametric equation for M. ar2 in3ependent vectors in n ' . but some work would be required to determine m. . 0 . 5ut some work would be required to determine m. We normally require the vectors to b2 independent 51 the parametric form of the equation of a ?<plane. . + . as we shall see. or an mplane for some m.. then the solutionsetwould be either empty . Particularly is this true in the case of 3dimensional space V3 .) The." as we ' f yshould one shall see shortly.k. t?<q. . ' I n care?" The answer is that sometimes one form is convenient. can ask re whether there is a process for the reverse. X = 2 + t l A L. . The equation is called a caretesian form for the equation of a plane. (If the rows of A were not independent. (If tkess vectors xere not independent. and other times the other form is more useful. + vI. . . The other question one might ask is. . I f A has size k by n.) bother way to specify a plane in system of linear equations Vn is as the solution set of a where the rows of A are independent. Tk~eanswer is "yes.ere A .Csrtesian equations of !:planes in n ' ' There are two standard ways of specifying a kplane One is by an equation in parametric form: M in Vn. this equation would still specify an nplane for some m. for passing from a parametric equation for M to a cartesian equation.l.
Fwthermore. is a cartesian equation for M. It is often denoted ' W (read "W perp".k) .. Ttiat Theorem 3 j Ai wL has dimension n k is an imnediate consequence of for W is the row space of a k by n matrix A with independent rows is the solution space of the system A .Dflfinition. . This statement is equivalent to the statement is orthogonal to every vector belonging to W. (WL ) I = W.. .for each X in W I. Let A be a matrix of size k by n.X = has dimension n . whence w L 0. B1. Elrn be a basis for W L . Let let W be the subspace of Vn they span. W is the orthogonal complement of W I .". The solution s2ace of this' system is for this reason sometimes called the orthoqonal complement of W. its orthogonal complement has dimension n .) We have the following result: Theorem 1 If W is a subspace of Vn of dimension k. Let W be the space they span. If B is the matrix with rows Or then the equation B*(xP) = 0 .. by what we just proved.k. And it contdns each vector Ai (since Ai *X = .tkq. be the rows of A.(n . then . I I where the vectors Ai and let B .B m ' are independent. 0 ) .. that is. . Proof. W) The space (L' . Now the vector X is a solution of the system A e X = g if and only if X is orthogonal to each of the vectors that X Ai . Therefore it equals the space spanned by Theorem equation X = a Suppose a kplane M in Vn is specified by the parametric P + tA 1 1 + .
P) = 0 Bit . one does not have as much geometric information to find a cartesian equation is immediately at hand..X = B O P * k . one finds re a basis B1. Or1 However.. and cartesian form for a plane. (The point P is of course le not determined. and then one writes down the equation B. A P ~ e can use either the w parametric or cartesian form for lines and planes. whose model is the familiar 3dimensional space in which we live.) T i equation itself then exhibits some geometric information about the line. takes the matrix A whose rows are the vectors Ai.P is orthogonal to each of the vectors a~d this occurs if and only if B*(X .a The preceding proof actually tells us how to find a cartesian equation for M. in this situation we tend to prefer: parametric form for a line. the other hand. using m the GassJordan algorithm. In this space. and is thus spanned by a single nonzero vector . we have only lines (1planes) and planes (2planes) to deal with. Let us explain why..BiO Proof.X = 2. one can for instance tell by inspection whether or not two lines are parallel. 0 . However.P belongs to . This occurs if and only if X if and only if X . as we prefer.B for the solution space of the system A . that the orthogonal complement of L(A.. 1st us seek for this plane. We note. if M is a plane given in parametric form by the equation X = P + sA + tB .B) onedimensional. The vector X lies in M W. We now turn to the special case of V3. If L is a line given in parametric form X = P + tAI then A is uniquely determined up to a scalar factor. .
b . Conversely. Proof. one finds N by solving the system of equations AN = 0 1 B = N = . and the matrix A = [a1 a2 a3] has rank 1. a useful. WE have thus proved the first half of the following theorem: Theorem% If M is a 2plane in V3. where N = (al. we note that this equation is a system consisting of 1 equation in 3 unknowns. We call N a normal vector to the plane M . a3) . Therefore the solution space of the system A.P3 ) = 0 . the vector N to the plane. it is uniquely determined up to a scalar factor. a2. We call this the equation .p2) + a3(x3 . (1n practice. a3 1. p3) of the plane MI ' thisequation al(xl . a3) is nonzero. . it Nctw we see why the cartesian equation of a plane is contins some geometric information about the plane. For instance.1 = 2. one can tell by inspection whether two planes given by cartesian equations are parallel.X = [b] is a plane of dimension 3 is a normal vector . then M has a cartesian equation of the form a1x1 + a2x2 + a3x3 .) 0 Then a cartesian equation for M is the equation If P is the point has the form (*) (pl. To prove the converse.N = (a a2. p2. any such equation is the cartesian equation of a plane in V3.plane throuqh p = (pll P2' p3) with of the normal vector N = (a a2.pl) + a2(x2 ..
(which consists of the points common to all three planes) consists of a a single point if and only if the rows of Theorem line. that is. they form a system A . Proof. to determine the solutions of the equation . Three planes in V3 intersect in a single point if and only if their normal vectors are independent. and M a plane. Similarly.For they are parallel if and only if their normal vectors are parallel. s Proof. Since N matrix having rows N1 1 and N2 are not zero and are not parallellthe aad N2 has rank 2. A are independent. us consider some examples. Theorem .tA. Hence the solution of this system of equations is a 1plane in V. The solution space of the system A are the normal vectors. Theorem 10. Take a cartesian equation for each plane. then their intersection is either empty or all of L. collectively.X The rows of = C of three equations in three unknowns.X = bl and 11. let M have We wish to determine fcr what values of ~artesianequation N . LFgt L have parametric equation X = P +.X = b. If L i not parallel to M.. in If L is paralleLto M. 17 V. Proof. the two planes. and that can be determined by inspection of the two equations. then their intersection is a single pint. one can tell readily whether the line X = P + tA is parallel to a plane 1 . & Let L be a line. a Two nonparallel planes in V3 intersect in a straight N2 X = b 2 be ~artesianequations for Their intersection consists of those pints X that satisfy both equations. the point X = t P + tA lies on the plane M. one just checks whether or not A is orthogonal to the normal vector of M. Mzny theorems of 3dimensional geometry are now easy to prove. Let Nl .
A # 0 . or in this simple case almost by inspection. Thus the intersection r of L and M consists of a single point. The plane thus has cartesian equation . then N .Now if L is parallel to MI then the vector A is perpendicular to the normal vector N to M.B) . 2. proceed Then the second 1 : equation implies that al = 2 and then the first equation tells us that a3 = a1 . it is empty. a3) to M. A = 0 . 0).A. Example 5 .a2 = 3. a2. if L is not parallel to M. 0) and A = (1. One can for instance set a2 = 1. In this case. that is.P = b. a in V3 Ccnsider the plane M = M(P. N . 7. 1 1) and B = (1. In this case the equation can be solved uniquely for t. . Thus the intersection of L and M is either all of L. where P = (1. and it holds for no t if NP # b. the equation holds for all t if it happens that N. or On the other hand. we solve the system One can use the GaussJordan algorithm. TO find a normal vector N = (al.
Show that every n . the line through P and Q 5.Exercises 1. 0) and B = (2.4). 0. 7.B) in V4. .3. where . \ Write a parametric equation for the line of intersection of the planes of Exercise 3. .x3 = 5. 6..0)that is perpendicular to the plane 3.0. x1 . Write a cartesian equation for the plane through P = (1. The solution set of the equation . 2. . is a plane in 2. 1. 7 Write cartesian equations for the plane M(P.. md Write a parametric equation for the line through (0. anXn = b.5. What can you say about the intersection of MI and M2 ? Give examples to illustrate the possibilities.an) # an equation of the form alxl + and conversely.1. 3 MI 4 Show that if P and Q are two points of the plane . write the equation of this plane in parametric form. where P = (11 11 0.1)with direction vector A = (1. 1). V3.1.2) that 5x1+ x 2 is parallel to the planes 2x2 = x3 7x = 4 .A. Write parametric equations for the line through (1. 1.. then is coniained in M. .5) that is parallel to the line through R = (1.2) and Q = (3. assume they are not parallel.0. 8. Let M1 a ~ dM2 be 2planes in V4. 2) and A = (11 0.1 plane in Vn 6 + is the solution set of (all.
we must take the noncommutativity of matrix.B = I2 . given a matrix A. that there exists a matrix B such that AB equals an identity matrix. but BA # I3 . square and one of these equations holds.The  inverse of a matrix We now consider the pro5lern of the existence of multiplicatiave inverses for matrices. A matrix B of size n y by k is called an inverse for A if both of the following equations hold: AB = Ik and BA = In . inverse is unique. then it i impossible for both these s equations to hold. Then A has an inverse if and only if k = n = rank A. W e shall prove that if k # n. Thus only square matrices can have inverses. Let A be a k b n matrix.ritis perfectly possible.multiplicationinto account. Let A be a matrix of size k by n. Let A and B be the matrices = A . If A has an inverse. We also show that if the matrices aro. Definition. without it following that B . A t this point. as 11] 0 0 you can check. Consider the following example: r Then I Example 6. then the other equation holds as v e l l ! Theorem 13.Fc.A equals an identity matrix. that .
suppose B is a left inverse for A.. The " i E n part of the theorem follows.Bn columns are . A.has only the trivial solution... W show that if A and B are n by n matrices and e AB = I .X = Q is cw it follows that n * d. . n. as you can check. . when C is one of the unit coordinate vectors Ei in Vn.. We show there is a matrix B such that A.X = g implies that B(A*X) = 2.En i the product A B . Then if B is the n by n matrix whose successive equals the matrix whose successive columns are B1..A = In . Bi SG that for i = l.X = C has a solution for arbitrary C. ...C is one such solution. We say B is a leEt inverse for A if In ..Proof. right inverse for A BA = If B is an n by k matrix. Then B . ' El. 0 for the equation A .. Second.B = I . It follows that the system of equations A .n.X = C has a solution for arbitrary Fjrst. then r = n. that is. . QA&a. .B = In . rd of the theorem follows. if A has a left inverse. then BmA = In. Then A .r = 0. the system of equations A.X = . In particular. 1 Step 3. it has a solution Let us choose i i Because the rows of A are independent.r . Step 2. we say B is a if AB = Ik .B = I It k * follows that the system of equations A. for the vector X = B. suppose B is a right inverse for A C. Step 1. Theorem 6 then implies that r must equal k. . the dimension of the solution space of the system A. . I then r = k.k be the rank that if A h a s a right inverse. whence X = N . Now let A be an n by n matrix of rank n.. a .
Hence both Step 2 to the matrix B. Step 4. i n s t a n c e . El We now have a t h e o r e t i c a l criterion for t h e e x i s t e n c e AI p r a c t i c e ? in B = d l 'if A of But how can one f i n d I. The computation we just made shows that if a matrix has an inverse. A = I n .B = In says that A has a right inverse and that B has a left inverse. how does one' compute A . For is a given it will suffice nonsingular 3 by 3 matrix? By Theorem 14. B has an left inverse A Indeed. and a ri~htinverse C.C = In A and B must have rank n. Applying we see that there is a matrix C such that . as desired. to find a matrix . it says that if such a matrix has either a right . B. k:tus state the result proved in Step 3 as a separate theorem: Theorem 1 . Now we compute The equation B * C = In now becomes B .Let us note that if we apply Step 1 to the case of a square matrix \ of size n by n . we just showed that if then A = C . inverse or a left inverse. that inverse is unique. If A and B are n by n matrices such that 4 AB = I ': n ' then B . then its rank must be n Now the equation A.A = In .
for then the solution X = A". or whether it is of theoretical interest only.mark A' t h a t involves It is given in the next s e c t i o n . the problem of finding the inverse of a matrix in an efficient and accurate lay is of great importance in engineering. and one wishes to solve the system A. which you should read now. R~. Rather than solving each one of these systems separately. One way to explain this is t o note that often in a reallife situation. An efficient way to apply this aqlgorithm to the computation af A I is out lined on p . But t h i s problem is j u s t t h e sroblem of s o l v i n g three systems of l i n e a r equations Thus the GaussJordan algorithm applies. There is a l s o a f o n u l a f o r determinants. one has a fixed matrix A. In fact. B = 13. .such t h a t A . for many different values of C.X = C repeatedly. It remains to consider the question whether the existence of the inverse of a matrix has any practical significance. it is much more efficient to find the inverse of A. . 612 of Apostol.C can be computed by sirple matrix multiplication.
w that if A has a right inverse. then that right inverse is not unique. *o .e.c. Give conditions on a. Show that if B has a left inverse. no left inverse.E such that the matrix is a right inverse to the matrix A of Example 6. no right inverse. 3. Find two right inverses for A . .Exercises 1. Let B be an n by k matrix with k 4 n Show that B has .b.d. Let A be a k by n matrix with k < n Show that A has . 2. then that left inverse is not unique.
then det B = (2)  det A. There exists a function that assigns. a real number. . Theorem 1 . then det In = 1 We are going to assume this theorem for the time being. We will show. It has the following properties: (1) If B is the matrix obtained from A by exchanging rows i and j of A. We shall call properties (1)(3) elementary listed in Theorem 15 the row properties of f the detsrminant function. 5e a function that assigns.det A . Then for every n by n matrix A. that these four properties characterize the determinant function completely. A. a real number. to each n by n A. and explore some of its consequences. a real number that we denote by det A. i the matrix obtained from A by multiplying row i s c. . First we shall explore some consequences of the first three of these properties. to each n by n rlti tarx A. then det B = det A . kter we shall construct a function satisfying these properties. It has certain properties that are expressed in the following theorem: Theorem 15. of A by the scalar 4 then det B = cdetA . to each square matrix . t 6 mti: ar. ( *) f(A) = f(In). A If B is the matrix obtained form by replacing row i of A hy itself plus a scalar multiple of row j (3) If B i (where i # j). among other things. If In is the identity matrix. Scppose f satisfies the elementary row properties of the determinant function.Determinants  The determinant is a function that assigns.
Since c is arbitrary.. s o we then m u l t i p l y this r o w by 1 to . . and they change the ~ l u e s of f and of the determinant function by at . and det do not we will do it very carefully. independent. then f ( A ) = 0 and det A = 0 . I f necessary.. ( 2 ) . then E must equal the determinant function. If we multiply this row b the scalar c. Now let us consider the case where the rows of A are Again. and y hence we leave the values of f and det urlchanged.This theorem says that any function f that satisfies properties (I). Therefore it suffices to prove that f ( B ) = 0 and det B = 0 The last row of B is the zero row. On the other hand. there is at most one  function that satisfies all four conditions. we exchange rows t o bring t h i s entry up t o the upper lefthand corner: this changes the sign of both the func tions f and det. we leave the matrix unchanged. conclude that f ( B ) = 0 acd d~t = 0 B .n and begin the process again. As usual. and (3) of Theorem 15 i a scalar multiple of the determinant s function. Hcwever. since A has rank less than n. most a sign. Equation ( * ) then holds trivially in this case. Let us apply elementary row operations to A to brin~it to echelon form B. so that the values of f change. Proof.. We need only the first two elementary row operations to do this. we apply elementary row operations to A. If a l l e n t r i e s are zero.. It also says that if f satisfies property (4)as well. w e f i n d a nonzero e n t r y i n t h e f i r s t column. We move on to consider columns 2. 1 First we show that if the rows of A are dependent. we begin w i t h t h e first column. this operation multiplies these values by c . we Step 2 . Otherwise. Said differently. nothing remains t o be done with t h i s column. St= .
det remain the same i f w r e p l a c e e by this new matrix it now s u f fices t o prove our formula f o r a m a t r i x of the form where t h e diagonal e n t r i e s a r e nonzero. By t h e preceding theorem f and i t s c o r o l l a r y . and the "stairsteps" of the echelon form go wer just one step at a time. w e have brought t h e matrix t o a form where a l l of the e n t r i e s below the main diagonal a r e zero. Then we add m u l t i p l e s of t h e f i r s t row t o each of t h e remaining rows s o as t o make a l l t h e remaining e n t r i e s i n t h e f i r s t column i n t o zeros. . c a l l e d upper t r i a n g u l a r f orm. (This i s what i s A Furthermore. Ssnce the rows of the original matrix were independent. then we do not have a zero row at the bottom when we finish. this does n o t change t h e values of e i t h e r or det. working w i t h t h e second column and w i t h rows 2 . all the diagonal f Since the values of and B. n .) e n t r i e s are nonzero.change the s i g n s back. Then w e repeat the process. In this case. The o p e r a t i o n s we a p p l y w i l l n o t a f f e c t t h e z e r o s w e already have i n column 1.
the first row of C by values of both f and det by a Eactor of l/bll.( l/bNI) det C.St.. Since det In = 1 by hypothesis. the third by l/b33. By adding a multiple of the last row to the rows above it. To do this we continue the GaussJordan elimination process. This form is called diaqonal form. By this process. (Note that the diagonal entries of remain unchaaged when we apply the GaussJordan process to eliminate a11 t h e nonzero entries above the diagonal.. WE?multiply. bnn . we can bring the matrix to the form where all the nondiagonal entries vanish. bnn ' . entries of Thus the diagonal C are the same a s t h o s e o f l/bl B. We conclude that and we transform the matrix C into the identity matrix In. B ' . det In (l/bll) . then adding multiples of the next tolast row to the rows lying above it. and so on. The values of both f and det remain the same if we replace B by t h i s new matrix C . 0 0 .ep 3 We show that our formula holds for the matrix B.) This action m l t iplies the .. .. So now it suffices to prove our formula for a m a t r i x of the form 0 0 0 . it follows from the second equation that det C = bll b22 .. and so on. Then we multiply the second row by l/b22.
. . . ..::=. Let A m d B k n by n matrices. .. O r d applies this version of the GaussJordan algorithm to reduce the matrix to echelon form. det (AB) = Then (det A . (det B) ) . this theorem also tells us one way to compute determinants. Let us define a function f of n by n matrices by the formula f(A) = det(A9~). . while if they are independent. the matrix that results is in upper triangular s form with nonzero diagonal entries.... <.. . < . rank n as . ... . Try the case n = 2 if you doubt me ! Instead. . . : . : *. then the determinant i zero.Then it follows from the first equation that E(C) = f(In). if and only i f det A # 0 Then A h . l The proof of this theorem tells us something else: If the rows of A are not independent. .. : :c ... . we proceed in another direction: Let B be a fixed n by n matrix.det C..! =..  .. is nonsingular. :  lz . This theorem is almost impossible to prove by direct computation. and the determinant is the product of the diagonal entries. Let A be an n by n matrix. then det A # 0.). Proof.  ''2. We state this result as a theorem: Theorem 16. If the matrix that results has a zero row. a Besides proving the determinant function unique. . . . An n by n matrix A fur which det A # 0 is said to be nonsinqular This theorem tells us that A has rank n if and only if A Now we prove a totally unexpected result: Theorem 17. 2 cr:. as desired.. ' :. Otherwise. then det A = 0..
I has the effect on AB of replacing its ith row Ai. Thus this operation changes the value of f by a factor of 1. det B . considered as row matrices. Hence it multiplies the value of f by c. concerning the inverse matrix. . and the theorem is proved..B by ( A ~ CA. Hence it leaves the value of f unchanged. Bt c A . namely Aj ai A rd has the effect of exchanging rows j' i and j of A..B t 3 = A ~ . Finally.B (cAi).B 3 = (row i of A . . det A .B.det A . . B ) + c(row j of AB). Similarly.. replacing the ithrow Ai of A by Ai + FA First. then the rows of AB are (by the definition of matrix Now exchanging rows multiplication) the row matrices A . . replacing the ith row Ai of A by cAi h s the effect on A.. The determinant function has many further properties.B by of replacing the ith row Ai. which we shall not explore here.AB i and j of A.B)* det A = = f(In). are the rows of A. 1 B. let us note that if A1.We shall prove that f satisfies the elementary row properties of the determinant function.). (One reference book on determinants runs to four volumes!) We shall derive just one additional result.An . From this it follows that f(A) which means that det(A*B) = det(In. .B = c (AiB) = c (row i of AB). . .
1). O ~ . Let f b the Function of Esercise 1.Exercises 1.. . O ) r (b) % = (Oflfllr A3. (a) Al = ( l . Compute the determinant of the following matrix. l f O . 0 . ( 1 . 0 . O . A2 = ( O t l ) . ~ ) .2.1.1 ) 9 f q = (1.010) A3 . Express E i n terms of the determinant function. O 42 = . e Calculate f(In). l t l ) ) = (1. z are numberssuch t h a t mrnpute the value o f f for each o f the following matrices: 2. = ( 2 t 3 f . ~ O ~ ' ~ ~ O . (dl q = (1. A. y.l . Suppose that f satisfies Lhe elementary row properties of the determinant function. 4. using GaussJordan elimination.~) A5 I ~ ~ ~ o ~ A3 ~= o ( )I o A4 = ( l . Determine whether the following sets o f vectors are l i n e a r l y independent. = ( ~ .2 = (lt2. suppose also t h a t x. ( . = (lfl). 1 ) (c) P . .O) A3 = (3tltltQ) t A4 = .11.1. 4 7 .010. using determinants .
formula for A 'j 1 We know that an n by n matrix A has an inverse if and only if it has rank n. an] . and we b o w that A has rank n if and only if det A # 0. Given the row matrix [ a (n1) by . Hence. I where B1 consists of the first j1 columns of B.4 i A . nW compute f(In) = det nj where the large zeros stand for zero matrices of the appropriate size. Then Proof. Now we derive a formula for the inverse that involves determinants directly. A sequence of .j1 interchanges of adjacent rows gives us the equation . Lemma  18. We begin with a lema about the evaluation of determinants.. You can readily check that f satisfies properties ( 1)( 3) of the determinant function.the formula f(B) = det . arid B cc~nsists 2 of the remainder of B.f (B) = f(I 1) det B. let us define a function f of (n1) mtrtrices B by..
B4 are matrices of appropriate size. and is denoted Ai j. Then the resulting matrix is in diagonal form.a n by zeros... then the (n1) obtained by deleting the ith row and is called the (i .. A sequence of i1 interchanges of adjacent rows wilt king the matrix A to the form given in the preceding l m a ..j )minor of A.. without changing the value of the determinant. to replace all of the entries al. We conclude that Corollary Consider a n by n n mtrix of the form where Bl..One can apply elementary operations to this matrix. if A matrix of size (n1) by the j th column of A I is an n by n matrix.. ..ajl. me preceding corollary can then be restated as follows: [ .aj+l.... Then det A = (1) Proof. In general. a Definition.
If all the entries in the jth column of A are zero except for the entry a i j in row i. 1 If A * B = I n' then = (l)jci det A . if Ri denote the ith mlumn of A. k t A be an n by n matrix with det A # 0. k t X denote the jth col Because AB = In ' of B.i) cofactor of A.'j i. Then xi . the entry of B in row i and column j equals the ( j . A This theorem says that you can compute B by computing det (n1) matrices. It is called the (i.j)cofactor of A. cw Tl~eorern21. the column matrix X satisfies the equation e ere of 1 I E j is the . ) . then . then det A = (1) i+ j aijdet Aij. bi j 31 (That is. .Corollary 20. ~ t n w r ~ e ( .column matrix consisting of zeros except for an entry Furthermore. low dimensions!) and the determinants of n2 different (n1) by This is certainly not a practical procedure except in Proof. the signs (l)itj follows the pattern N ./det A . in row j .~ . we derive our formula for A . divided by det A.1) i + j det Aij that appears in this corollary is also Note that given a special name.
xi. Hence the right side of ( * ) equals (l)jti det R . If xi # 0. Thus the right side of ( * ) equals (l)jti times the determinant of the matrix obtained by deleting raw j and column i. Written out in full. J1 . we put them together to get the following matrix equation: It turns out that when we take determinants of both sides of this equation. we1 have the equation In) = A. this equation states that det If x. = 0. 1 this equation holds because the matrix has a zero row. En] = xi .. which equals (det A)*bij.. and its determinant will be xi.because A . Eil X Ei+l . The resulting matrix will k i in diagonal form. . we can by elementary operations replace all the ectries above and beneath xi in ts column by zeros. TFus the determinant of the left side of sqxation ( * ) equals (det A) . .In = A .Ei = A 1 . Corollary 20 applies. .( column ~ i ~ of Now we introduce a couple of weird matrices for reasons that will become clear. This is exactly the same matrix as we would obtain by deleting rcw j and column i of A. we show that det [El . we get exactly the equation of our theorem! First. ~ .. We now compute the determinant of the right side of equation ( * ) .. Using the two preceding equations. because the th column of this matrix consistsof zeros except for i an entry of 1 in row j .
has sire n by k.mark row i and colrmn j . For example. But it is y important for theoretical purposes. s a If A is a matrix with general entry a i (denoted in 1. for n* rr each entry of the matrix.i£ A as A. . ( 2 ) Prefix the sign (1) to the entry in row i and column j . it has size K by n. (This is called the matrix of cofactors. the theorem just proved says that the inverse of A can be computed by the following fourstep process: (1) Fcrm the matrix whose entry in row i and column j is the (This is called the matrix zf minor determinants.) det *ij. this theorem says that A1 =  A ) ~ ~ . In short. Of murse.and our theorem i proved. if the entries of A .) (5) Transpose the resulting matrix. the work simply gets too great otherwise. then the transpose of A has the same dimensions Using this terminology. J1 i the matrix s whose entry In row i and column j Thus i f A . then the transpose of A is a . For instance. Rc. then A'= can be pictured as the mtrix obtained by flipping A around the line y = x. is square. (cof det A This formula for A ' ~ is used for rornputational purposes only for 2 by 2 or 3 b 3 matrices. ( 4 ) Divide each entry of the matrix by det A.
in an engineering problem . i s If such a'mtrix arises in practice. one usually tries to refomlate the problem to avoid dealing with such a matrix.are contin~ousfunctions of a parameter t.entries of A n large change in the ccmputed entries of AI.A matrix for which d e t A relatively small is saidtobeillconditioned. It tells us that i f of A. this theorem tells us that the e ~ t r i e s of A' are also continuous functions of t. is small as cunpared with the entries is likely to result in a then a small change i the. This formula does have one practical consequence of great deb A importance. ( . R ~ m r k2. that a small error in calculating A (even roundoff error) may result i a n gross error in the calculated value of Al. This means. provided det A is never zero.
E of p. show that i f integers.assmFng ace f O . Consider the matrices A.23. Which of these matrices have inverses? 4 Consider the following matrix function! .aL3 Exercises \ I use t h e formula f o r A to f i n d the inverses of the follow LOW ing matrices . dat A = 21.B. =d all the other entries in row i equal 0. (b) c :n 0 c d A .D. A. . assuming the usual definition of the deter. Or Show that the conclusion of Theorem20 holds if A has an entry ail in row i and c l a m j. L e t ba a square matrix all of whose entries are integers. For what values of t does A' exist? Give a formula for AIin t e r m 5. then all the entries of A' are 3 .C. 2 .inant in dirnens ions.
and respectively. b m by I(. define ( a ) Show f satisfies the elementary row properties of the determinant function. (b) U s e Exercise 5 to show that ( c ) Cctrrplete the proof. f ( I ~ = det C.) Prwf. Then d \ rB z] = (det A) (det (2).size lc by k. e Fcr each k by k matrix A. k t B and C k fixed. ) . (Here 0 is the zero matrix of appropriate size.'. and m bl mr BI C be matricas of . Theorem L e t A.
.... T'i~eactual definition of the determinant function is t r least interesting 'e ... Let e m f(A) be a realvalued function of n by n matrices. This case is in fact all we shall need for our applications to calculus.... be t h e rows of A.X... Suppose that: ( i ) Exchanging any two rows of A changes the mlue of f by a factor of 1. f satisfies the first elementary row property....An) + dE(A1. To say that E is linear as a function of row f alone i to s say t h a t (when f is written as a. Then f satisfies the elementary row properties of the determinant function. . We first consider the case where n < 3. The situation is similar to the situation with respect to the functions sin x.. part of this entire discussion. £ is linear as a function of t h e ith row.A.A..function of the rows of (*) A): f A .\ Ccnstruction of the determinant when n 5 3...An) = cf(A1.. ( . ( i i ) For each i . cos x.... . cx + dY.. We check the other tu'0.Y.). Let A. Proof. You trill recall that 0 their actual definitions (as limits of Pbrseries) were not nearly as interesting as the properties we derived from simple basic assumptions about them... .. By hypothesis. and ex. We begin with a lema: L m a 21. The special case d = 0 tells us that multiplying the ith row of A b y c has the effect of multiplying the mlue of f by c . . which isdoubtless familiar to you. where cX + dY and X and Y appear in the ith component. .
.b2al which is the negative of what is given. det I 1 L bl b2 1 = a l b ~ . .a2bl. of the preceding theorem hold . 1 It then suffices to check that (i) and (ii) . The preceding definitions satisfy the four conditions of the determinant functi on. We define det [ a ] = a. The second term vanishes.1 . We then compute (assuming j > i for convenience in notation). exchanging rows leads to the determinant bla2. since two rows are the same. .eorem 22. q. Proof. Irl the 2 by 2 case. but by Step 1 it changes the value of f by a factor of . Suppose that B is the matrix obtained by replacing row i of A 5 y itself plus c times row j.We now consider the third type of elementary operation.The fact that the determinant of the identity matrix is follows by direct computation. ) ( J Definition. (Exchanging them does not change the matrix.
t h e determinant in the form Finally.C) the sign of the determinant.B)9 (C. the fact that exchanging the last two rows changes the sign of the determinant follows from the. and c involve the constants bi and c j * Hence f is linear as a function of the first row. is linear as a function The "rowexchange propertyw then implies that E of each of the other rows. so i changes t s y To check (ii) i easy.B. (A.B) 3 (C.In the 3 by 3 case. exchanging rows 1 and 3 can be accomplished by three exchanges of adjacent rows [ namely. for example. 0 . where the coefficients a.2 by 2 case. > (A.A.X is linear. where X is a vector in V f(X) 3 The function = det has this form. We h o w that any function of the form = axl + b w + a 2 3 E(X) = [ a b c ] . b. The fact t h a t exchanging the first two rows also changes the sign follows similarly if we rewrite the formula defining.A) 1.B. Consider the 3 b 3 case.C.
(b) Show that excha 'ng any two of the last three rows changes the sign of the determinant. (f) Conclude that det is linear as a function of the ith row. I is linear as a function of the first row. expression as a sum of terms involving det [Hint: Write the pi bjJ (d) Show that exchanging any two rows changes the sign. Let us define det (a) Show that det Iq = 1 . (e) Show that det P i '7 j.Exercise *l. . 7 (c) Shwthat exchanging the first two rows changes the sign. ( g ) Conclude that this formula satisfies all the properties of the determinant function.
Case I: j r precedes j. . .. U . .. 1 and 3 cause no inversions.' . but the number of inversions caused by ji is one less in the second permutation than in the first. we see that the integer 2 causes one inversion. ) jlj~. If we determine this ilumber for each integer ji in the ordering and add the results together. k and write them down in some arbitrary order.js. I t remains to compate the number of inversions caused by ji+land by ji in the two permutations. 2. obtaining the permu . For each integer ji in this ordering. if the number is even. This new ordering is called a permutation of these integers. .j k are the two we interchange. 1. k. . me say the sign of that permutation is . we %hange the sign of the permutation. The sum is five. ji+l. but the number of inversions caused by ji+lia one larger in the second in permutation than in the first. I n this case. +.+ln the natural ordering 1. . i the number of inversions caused by ji is the same in both permutations. . . 2. Hence the total number of inversions is increased by one. . 3. The number of inversions caused by the integen j l . for ji follows j4+* the second permutation. we say the permutation is an odd permutation. For example. 5 . but precede it in the natural ordering 1. the number we get is called the total number of inversions which occur in this ordering. . tation ProoJ.If we interchange two adjacent elements of a per mutation. . . . so the permutation is odd. and 4 causes none. Case 11: j i follows js+l in the natural ordering 1. 5 causes three inversions. we say its sign is tion is the following: +. . say jl. . . consider the following reordering of the integers between 1 and 6: 2. k. 6. . j z . . . . . . k. . if A useful fact about the sign of a permuta it is even. Theorem 22. . This number is called the number of inaersions caused by the integer j. Let us suppose the elements ji and ji+1 of the permutation . . and so is the number of inversions caused by ji+t. . .tive integers 1. jl. Xf a permutation is odd. . is the number of inversion caused by jicl the same in both permutations. I n this case. If the number is odd. . . but not in the first. j ~ . . I n either case the total number of inversions changes by one. 6 causes one inversion. Construction of fhe Determinant unction^^ Suppose we take the posi If me count up the inversions. . j h . . 80 t h a t the sign of the permutation changes. .. . ji. we say it is an even permutalion. . . ji1 clearly is the same in the new permutation as in the old one. . 4.jk. let us count how many integers follow it in this ordering. .
f we interchange the second and third elements of the I permutation considered in the previous example. in which the total number of inversions is four. . REMARK. Definition. however. and then"we compute the sign of the resulting permutation of the column indices. and obtain the formula If we apply i t to a 3 by 3 matrix. Take the product of these entries. the number we get is defined to be the determinant of A . . (Note that we arrange the entries in the order of the rows they come from.EXAMPLE. j k is even or odd. do this in such a way that these entries all lie in different columns of A . 5. . Consider a k by k matrix Pick out one entry from each row of A .) If we write down all possible such expressions and add them together. we will not write down these formulas. The reader will readily believe that the definition we have given is not very useful for computational purposes! The definition is. so the permutation is even. 3. 4. 6. + . we find that The formula for the determinant of a 4 by 4 matrix involves 24 terms. we obtain 2. . and for a 5 by 5 matrix it involves 120 terms. 1.We apply this definition to the general 2 by 2 matrix. very convenient for theoretical purposes. and prefix a sign according as the permutation jl.
nkjk be a term in the expansion of det A . . . If we look a t the correspondi~igterm in the expansion of det A'. Let a~r.. of zero in it except for the term alla22. By Theorem 8.. n i j r a i f l . ]\A . . Note that each term in the expansion of det A' also appears in the expansion of det A. . we have det A' = .. . we agreed to arrange the entries in the order of the row8 they came from. this means that this term appears in the expansion of det A' with the sign opposite to its sign ill the expansion of det A . that is. Thus in the expansion of det A'. " Proof.. for j some j. this term mill appear as  l'lie permutation of the columr~indices here is the same as above except ji that eleme~lts and j i + l have been interchanged. / Theorem $5. and replace its i Theorem 2 ' 6. x l . .:!.. each term in the expression equals a constant times x .Theorem 24. Proof.. (This happens because in forming this term.. then det A ' =  det A. . When we take the determinant of this new matrix. j .Suppose we take the constant matrix A.. . If A ' is obtained from A by interchanging rows i and i+l. but they are arranged diflerenlly. we picked out exactly one entry from each row of A .. and then to take the sign of the correspondiilg permutation of the column indices. we see that we have the same factors. Since this result holds for each term in the expansion of det A'. The determinant of the identity matrix is 1. For to compute the sign of this term. it has the form LC. + . because we make all possible choices of one eritry from each row and column when we write down this expansion.det A .alck and this term equals 1. ck . 0 The function det is linear as a function of the ith row. th Proof. for some constants ci ' a ..4. Every term in the expansion of det In has a factor . row by the row vector [xl . ) Thus this function is a linear combination of th2 components xi. The only thing we have to do is to compare what signs this term has when i t appears in the two expansions. .
k t A be an n by n matrix.i2. all. 1 . .j )minor of A...) Suppose we arrange the factors in this term in the order of their column indices.. Then use the fact that the determinant function is linear as a function of the mth row.jk Ccnclude that det 3.. j2. Use Theorem 2s.' = det A il. .Exercises 1.. j k are distinct. . This formula i s mj called theMformula for expanding det A according to the cofactors o f the nth row.' to show that exchanging two rows of A changes the sign of the determinant. .. obtaining an expression of the form Show that the sign of the permtion permutation jl. a2j2 "' %jk in the definition of (The integers j l .ik equals the sign of the in general. [Hint: Write the mth row as the sum of n vectors. 2. Here A denotes . Consider the term the determinant. the (m. with general entry aij in Let m be a fixed index.. . as usual.j2. each of which has a single nonzero component. Show that row i and column j.
It. (c) (CA)X B = = AX(CB) .Tl~ecrossproduct 2  V 3 If A = (alIa2' a 3 ) and B = (blIbZI b ) 3 are vectors in v3' we define their cross product AXB = (det r2 be the vector a] . (a) follows becauseexhanging two rows of a determinant ckangesthe sign. det 2) dtb al a2 ) e[l bd We shall describe the geometric significance of this product shortly. The only proof that requires some work i (e). Proof. B in V3. Fc'rall vectors A. 2 3 . = BkA C(AXB) + C%A. Lie note that if C = (cIIc2. (a) we have B%A = AxB. c3) . (d) AXB i orthogonal to both A and B s . we recall that s (a + bl2 = a2 + b2 + 2ab. But first. we prove some properties of the cross product: Theorem 27. then fcl '31 by definition of the determinant. follows that A(AxB) = B . . (11) Ar(B + C) = A X B + A X C (Ei+C)XA . To prove ( d ) .( A X B ) = 0 because the determinant vanishes if two rows are equal. ar:d (b) and (c) follows because the determinant is linear as a function of each row separately. For this. and (a + b + c12 = Equatiori ( e ) can be written in the form a2 + b2 + c2 c 2ab + 2ac + 2bc .
j = 1 .: Theorem 28.b. C Proof. Otherwise. it i called a neqative triple. we have A. we proved also the following: . A positive s triple is sometimes said to be a riqhthanded triple. The mixed terms on the left side are In the process of proving the previous theorem. B. x3 2 (a.  .B.) 1 3 i.C) is called a positive triple if A(B% C) > 0. This fbllows from the fact that &finition.(Bx C) = ( A x B) . of vectors of V3 The ordered 3tuple of independent vectors (A. Given A. .C. Then we take the "mixed" terms on the left side and show they equal zero.We first take the squared terms on the left side and show they equal the right side. The squared terms on the left side are which equals the right side. and a negative one is said to be lefthanded.
i..The reason for this. and if one curls the fingers of one's right hand in the direction from the first to the second. . since i .> 1 Furthermore. to the new triple (A. and this new triple is still a positive triple. the determinant did not vanish. then A X B = 0 Otherwise.(Since they did not become dependent. if one now moves the vectors around in V 3' perhaps changing their lengths and the angles between them. since the determinant cannot have changed sign while the vectors moved around. =d if one moves one's right hand around correspondingly.) Theorem .righthanded) triple. and (2) if we draw the vectors i.A%B) forms a positive (i.  3' If A and: B : is the unique vector €3 orthogonal to both A and B having length llA ll IlBll sin (where 8 is the angle between A and B).terminology is the following: (1) the triple (i. but never lettinq them become dependent. then one's thumb points in the direction of the third.e.( d x k ) = det I3 = 1 . Let A and B be vectors in V are dependent.B.C) in the same way.29.B. is a positive triple. then the fingers still correspond. and & in V3 in the usual way. n &" j. &) i. AXB . such that the triple (A.
B.ros 1 2 € 1 I ~ = 1 ~ 1 1~ (~ B A s i. i f ~ I A C . also have W know that e AXB is orthogonal to both A and B.C) ~ ( 1 1 . n 2 e ~ . \v'e II~xaU2 = = Finally.B) 2 ( \(A[\~~ .I I B~ ?A. since . C = A X B . then is a positive t r i p l e .ProoF. (A.
Since the two numbers + T and . But we also wish to choose it so its value reflects whether A lies in the upper or lower hdfplane.polar annle for A. for T. So we make the following definition: Definition.b) # Q a . Theorem.O). And if A = (a. < 0.L/IIAII) = arccos (1) = T . For if A = (a.b) # Q. l a 8 A = (a. SO the sign does not matter. Given A = (a. but that does not matter. the sign in this equation is not determined. Note: The polar angle B for A is uniauely determined if we require n < f? < But that is a rather artificial restriction. We define the number (*I and to be if b 8 = * arcos (Aei/llAII) t o be a polar annle for A. where the sign in this equation is specified to be + if b > 0. .b) be a point of V2 different from Q. then arccos (Ai/llAII) = arccos 1 = 0. then arccos (A.O) where a > 0.Polar coordinates Let A = (a. Then A = (r cos 8. 2 2 'I2 a ~ o i n of V2.O) where a > 0. so is the other. If b = 0.T differ by a multiple of 27. The idea is that it should be the angle between the vector A and the unit vector i = (1. the sign does not matter. since one is a polar angle for A. Lgt r = (a +b ) t = IIAll. We wish to define what we mean by a "polar angle" for A. Any number of the form 2mn + 0 is also defined to be a polar angle for A. r sin 8).
so that 2mna< B<2ma and sin 0 is negative. r.a2 = r2 (lcos2 8) = r2 sin2 8.O) with a > 0. so that and sin 19 is positive. If A = (a. If A = (a. o (~lanetarv Motion ( In the text. then 0 = 2m7r . we must have b = r sin B rather than b = r sin 8. so that r cos 0 = a and r sin B = 0. b2 = r2 .arccos(a/r). we must have b = r sin 0 rather than b = r sin 8. then r = a and 0 = 0 + 2ms.C/I(AII = a/r. and b and sin 8 are negative. so that 0 = 2ma e arccos(a/r).b) with b f 0. Then A. Then a/r = cos(*(&2rn~))= cos 0. Because b. For if b > 0. Since r is positive. then 0 = 2ma + arccos(a/r). so b = *r sin 8. We show that in fact b = r sin 8. if b < 0. or a = r cos 0. (2) Newton's law of universal gravitation: . Apostol shows how Kepler's three (empirical) laws of planetary motion can be deduced from the following two laws: (1) Newton's second law of motion: F = ma.Proof. and sin 0 are all positive. then r = a and 0 = a +2m7r. suppose A = (a. hence r cos 8 = a and r sin 0 = 0.O) with a > 0. Furthermore. Finally. On the other hand.
systems to see that A involves the mass of the sun.= A~ 2 4 . (One needs to consider other X !!=7"r. Newton's laws tell us that there is a number A such that r and that X is the same for all pIanets in the solar system.) This is what we shall prove. Newton's laws tell us that the acceleration of P is given by the equation That is.. and G is a universal constant. We use the formula for acceleration in polar coordinates (Apostol. suppose a planet Newton's laws can be deduced from ". p..Here m. More precisely. s (a) Ke~ler's second law im~lies that the acceleration is radial. (b) Ke~ler'sfirst and second laws imply that a. I . 542): We also use some facts about area that we shall not actually prove until Units VI and VII of this course.kmLM xy plane with the origin. r is the distance between them. Theorem. S u ~ ~ oa ela net P moves in the xy plane with the sun at the orign. Here we show (essentially) the reversehow Kepler 's . M are the masses of the two objects.
(a) We use the following formula for the area swept out by the radial Here it is assumed the curve is specified by giving r as a function of 0. we have dA = 1I2 dB . We put the other focus at (a. which is constant by Kepler's second law. and use .O). the fact that an ellipse is the locus of all points (x.O) and (a. Hence the area swept out as time goes from to to t is (by the substitution rule) given by Differentiating. we need the equation of an ellipse with focus at the origin. That is. (*I for some K.O) is a constant b > a. Proof.y) the sum of whose distances from (0. we have The left side of this equation is just the transverse component (the po component) of a! Hence a is radial.. Now in our present case both 0 and r are functions of time t. (b) To apply Kepler's first law. .\I where Xp ~ a number that mav depend on the particular planet P. vector as the planet moves from polar angIe Q1 to polar angle 02: (c) Keder's three laws i m ~ l v that Xp is the same for d la nets. Differentiating.
Differentiating again. + r =1 e C b2 .2br 2br .2a(r cos 0) + 2 a'= 2 b. we have . we compute 1 (1e cos 0) Simplifying. . . using (*) to get rid of de/dt. 1 d0 C dt d2r 1 Z = .a + r 2.2a(r cos 8) + a2 = (br)2 = b2 . by the way.The algebra is routine: or r + Jr2 . r2 .(e cos O)zK. d2r = . i e (The numberhis called the eccentricity of the ellipse.) Now we compute the radial component of acceleration. K . we have 1 dr = $e sin 6')K. which is Differentiating (**). and e = a/b.a2 cos 0 .2ar cos 0 = b . where c = 26. B60.&e cos 8) dt Similarly. dr = a (1)r 2(e sin e)=B 1 d Then using (*) from p.
Now we can apply Kepler's third law.r [q = . we know that (since the period is the time it takes to sweep out the entire area). It is Area = T(ma'or axis) (minor axis) a 2 The minor axis is easily determined to be given by: minor axis = 4 = m d .= . as desired.r[K ] 2 using (*) again to get rid of dO/dt. in Unit VII. Since area is being swept out at the constant rate ..K.3 e cos B ) = .C e + TI ~ 3 r r K e ' = 5[ cos 8 C cOs C r + 81 Thus. which will be proved later. It is also easy to see that major axis = b. 1 Area = (2K)(Period). 7 Hence the radial component of acceleration is (adding these equations) K~ K~ K~ e cos [ 1 . (c) To apply Keplerys third law. we need a formula for the area of an ellipse. Kepler's third law states that the following number is the same for all planets: (major axis)"(major axi s) 3 .
( T h i s i s t h e r e f l e c t i o n p r o p e r t y of t h e p a r a b o l a . l / n . (2) F i n d p a r a m e t r i c e q u a t i o n s f o r t h e c u r v e C c o n s i s t i n g of a l l p o i n t s of V % e q u i d i s t a n t f r o m t h e p o i n t P = ( 0 . 3 T h e n f is c o n t i n u o u s .1/3. l e t P b e a p o i n t n o t on L. l ) a n d t h e l i n e y =I.1 ) . s h o w t h a t t h e t a n g e n t v e c t o r to C' a t X m a k e s e q u a l a n g l e s w i t h t h e v e c t o r X d P a n d t h e v e c t o r j.1/2. x(P) has length I x(P) I C o n c l u d e t h a t f is n o t rectifiable.r (major axia)l(minor a w i ~ ) ~ / ~ ~ (major axi's ) 4 2 A 16 =b r2 lT i n* i major axis . 2 1 + 2(1/2 + 113 + .O) f o r t = 0. + l / h ). l / ( n . If X i s a n y p o i n t of C. with d i r e c t i o n vector A .... ) (3) C o n s i d e r t h e c u r v e f ( t ) =(t. = (0.Z 1 Thus the constant Xp is the same for all planets... Show t h a t i n g e n e r a l .. L e t P be t h e p a r t i t i o n P = { O . (1) L e t L b e a l i n e i n V.1]. D r a w a p i c t u r e of t h e i n s c r i b e d polygon x ( P ) in t h e c a s e n = 5.t cos ( d t ) ) f o r 0 c t I 1.. S h o w t h a t t h e p o i n t X o n t h e l i n e L closest to P s a t i s f i e s the c o n d i t i o n t h a t XP i s p e r p e n d i c u l a r to A.. .
and find the angle between q and 3 at time t. = (b) Compute the dot product . Find the length of this curve. a ( t ) . Its speed at time t is e2t. vhich can be used t o compute the cctrvature of a curve i n R": (t) Find the c u n a t u r e of the curve ~ ( t= ) ( l c t . where N is a positive integer. A particle moves in Vn in such a way that its position ) vector ~ ( tsatisfies the equation r(t)u = 5t 3 for all t.($) Let q be a fixed unit vector. and its velocity vector makes a constant angle 0 with u. ) (9 A particle moves in ispace so as to trace out a curve of constant curvature K = 3. Z t t 2 . Find Ila(t)ll. where 0 < 9 < 7r/2.~ ( tin terms o f t and 0. h3at happens as M becomes a r b i t r a r i l y large? ( a ) Derive the following formula. . 3 t . 2 t 2 ) . (6) Consiaer r = e the curve given in polar coordinates by the equaticn for 0 5 Q 52UM . (a) Show that ((I[(15t2 /cos 8.
of Recall that if x is a point of a scalar function of x. Df  When we do this. R " and if f f ( 5 ) is (if it then the derivative of exists) is the vector For some purposes.Derivatives . so we must write order for the formula to work. ?f.> 0 .the definition of the derivative takes the following form: where ( )  0 as h . h  as a column matrix in .. Thus we usually denote the derivative by rather than If we use this notation. Here the dot denotes matrix multiplication.vector functions. it will be convenient to denote the derivative of f by a row matrix rather than by a vector.
n variables. we can write f(5)  out in the Said differently. then vector variable. f is. form In scalar form. We say that about the point if a  each of the functions fl(x). Furthermore.a of ..o ' ." f  consists of "k realvalued functions of f f is defined in an open ball is differentiable at a  Suppose now that a.i è his is the formula that will generalize to vector functions Definition.at .. we define the at a  to be the matrix That is.. Oth a Said differently. If k f f(5) is called a vector function .fk(~) is differentiable at ! (in the sense already defined) derivative of f  . .f.the'derivative 'Df(5). . Df(=) Dfi (=) row is the derivative is the matrix whose 1 of the ith coordinate function of f.the k by n matrix whose entry in row i and column j is .. Let S be a sybset of R ~ .: S > R .
(. i f and f ( 5 ) h o l d w i t h o u t change f o r a v e c t o r f u n c t i o n W e c o n s i d e r some of them h e r e : Theorem 1. is d i f f e r e n t i a b l e a t And a i f and o n l y i f each f u n c t i o n fi fi as is d i f f e r e n t i a b l e a t h 0 . only i f The .i t i s o f t e n c a l l e d t h e J a c o b i a n m a t r i x of f ( 5 ) . th e n t r i e s of t h e s e matrices. Another notation f o r t h i s matrix is the notation With t h i s n o t a t i o n . But Ei ( h ) > a 0 i f and o n l y i f as h > 0 . and E a r e w r i t t e n a s column m a t r i c e s . 5. many o f t h e formulas w e proved f o r a s c a l a r function f ( 5 ) . ) Proof: Both s i d e s o f t h i s e q u a t i o n r e p r e s e n t column I f we consider the I .d i f f e r e n t i a b l e at  a   where \ .> . f  matrices. we have t h e f o l l o w i n g e q u a t i o n : NOW f is. for Ei (&) > each 0 i. i f and o n l y if E h .g ( & ) > (Here 0 as _ I h 0 .) > 0  as  h > .> . 0 .function f is (5) .
. l e t us t a k e t h e c h a i n r u l e w e have a l r e a d y proved and r e f o r m u l a t e it i n t e r m s o f matrices..continuous  . The rule. ) If f (.) .. xn ) is a s c a l a r f u n c t i o n d e f i n e d i n an open b a l l about xn(t)) and t h a t i s a parametrized curve p a s s i n g x a . a a t . and we have shown t h a t t h e composite f ( ~ ( t ) )i s d i f f e r e n t i a b l e a t by t h e e q u a t i o n t o . Then i n p a r t i c u l a r .( . If a . and i t s d e r i v a t i v e i s g i v e n when t=tO. If f x is at a a. W e can r e w r i t e t h i s formula i n s c a l a r form a s follows: o r w e can r e w r i t e it i n t h e following m a t r i x form: .. . is at . . f is differentiable a t then  f  Proof. function whence fi. Let . then s o i s each a . Assume t h a t f (5) = f ( x l .1 Theorem 2. a .general chain Before c o n s i d e r i n g t h e g e n e r a l c h a i n r u l e . and a (xl ( t ) .. is if x ( t ) differentiable a t t o . . .i s continuous a t .( t O ) = . fi i s continuous a t f a .d i f f e r e n t i a b l e .) x is differentiable x ( t ) = through .
d e f i n e d .defined is Let  i n an ball . f b Suppose p . For t h e remainder of t h i s s e c t i o n . in F ( 5 ) = 9 (f (x) ) d e n o t e t h e composite f u n c t i o n . L e t us now c o n s i d e r a composite of v e c t o r f u n c t i o n s of vector variables.Recalling t h e d e f i n i t i o n of t h e Jacobian matrix Df. & with . f o r it i s t h e formula t h a t g e n e r a l i z e s t o h i g h e r dimensions.  we s e e t h a t t h e l a t t e r formula c a n be w r i t t e n i n t h e form (Note t h a t t h e m a t r i x DX d Df i s a row m a t r i x .open li n Rk. we assume R" about a .. t h e following: Suppose taking values f is on an ba l .  .open ..RP... t a k i n g v a l u e s . ) This i s t h e form of t h e c h a i n r u l e t h a t w e f i n d e s p e c i a l l y u s e f u l .( 5 ) = .a b o u t h . w h i l e t h e m a t r i x is by i t s d e f i n i t i o n a column m a t r i x .
W s h a l l write these functions as e f (5) = If f  f ( x l ~ g e .r x n ) and g ( x ) =~(ylr. the t ih coordinate function of (.. and t o c a l c u l a t e them. it i s e a s y t o s e e t h a t t h e p a r t i a l d e r i v a t i v e s of ~  ( 5 ) xist a t e a . and g  are differentiable a t a  and b  r e s p e c t i v e l y .) F x i s g i v e n by t h e e q u a t i o n ~f we s e t each o f t h e v a r i a b l e s xQ . After a l l . j g i v e s us t h e formula f u n c t i o n s of The c h a i n r u l e a l r e a d y proved t h e n Thus = [ih t row of Dz] • .. except f o r t h e s i n g l e aQ.yk).. then both s i d e s a r e variable x j* equal t o the constant x i alone.
at b then  I is d i f f e r e n t i a b l e a t a a nd . and In practical situations. we 1  .e t f . d i f f e r e n t i a b l e t a a .  Proof.( g ) k f a f i n t h i s formula.g i s d i f f e r e n t i a b l e . W e know t h a t I where E l ( k ) > 0 as . L e t us s e t . . The f o l l o w i n g proof i s i n c l u d e d s o l e l y f o r c o m p l e t e n e s s shall not need to use it: Theorem 4.and .d i f f e r e n t i a b l e . Note: The m a t r i x form of t h e c h a i n r u l e i s n i c e and n e a t . one u s u a l l y u s e s t h e s c a l a r formula ( * ) when one c a l c u l a t e s part i a l d e r i v a t i v e s o f a composite f u n c t i o n . however.= .r u l e a p p l i c a t i o n s w e s h a l l make.(+ h ) .f ..g be a s above. . and  T h i s theorem i s a d e q u a t e f o r a l l t h e c h a i n .  DF(5) = Dg(b) Df ( a ) .> k 0. it i s u s e f u l f o r t h e o r e t i c a l p u r p o s e s .continuously domain.s on i t domains. t h e n t h e composite F (5) = q (f( 5 )) is .. Then . L and If is .
then t h e p a r t i a l d e r i v a t i v e s F exist. p are c o n t i n u o u s l y d i f f e r e n t i a b l e on t h e i r r e s p e c t i v e  .  RP. But we know t h a t t h e mere Fi of t h e composite f u n c t i o n e x i s t e n c e of t h e p a r t i a l d e r i v a t i v e s o f t h e f u n c t i o n enough t o g u a r a n t e e t h a t Fi is not is differentiable. I both One c a n avoid g i v i n g a s e p a r a t e proof t h a t F  is d i f f e r e n t i a b l e by assuming a s t r o n g e r h y p o t h e s i s . If f .f. There i s . L e t. ) are differentiable.be d e f i n e d on an open b a l l i n 'R Rk.f (. . W e summarize t h e s e f a c t s a s f o l l o w s : Theorem 3 . f and C J One needs t o g i v e a s e p a r a t e proof t h a t i f b o t h t h e n s o i s t h e composite following.be . however. (See Theorem 4 . if W e have j u s t shown t h a t f  and g  a r e d i f f e r e n t i a b l e . t h e n t h e formula which w e have proved. t h e p a r t i a l s of and g  a r e c o n t i n u o u s on t h e i r r e s p e c t i v e domains. g(x) = f(p(x)). shows t h a t f u n c t i o n of f o r each D.F 3 i i s a l s o a continuous Fi x . about a. f  In t h i s case.) = b. Then by o u r b a s i c theorem. a problem h e r e ..Thus t h e J a c o b i a n m a t r i x of F  s a t i s f i e s the matrix equation his i s o u r g e n e r a l i z e d v e r s i o n of t h e c h a i n r u l e .g. namely t h a t f and g  a r e continuously d i f f e r e n t i a b l e . taking values i n let a . by d e f i n i t i o n . F  is differentiable if so t h a t i s d i f f e r e n t i a b l e .Let taking values i n d e f i n e d i n an open b a l l a b o u t a nd    b.
0 get t h e e q u a t i o n + E l ( ( a +.+h ) .) (h The f i r s t term i s > 0 as h > 0. W e must show t h a t E3 > 0 as h > easy. as approaches h > (since 0 ..+ E2(.> h .. 0 f t h e expression (a+h) . 0 <gZ. h h Plugging t h i s i n t o ( * * ) . ..(a+h) where  f (a) = Df (5) h .(. (a) f f i s c o n t i n u o u s ) .() ) l l...)ll ll . £ a N w w e know t h a t o f . so t h a t .(. Furthermore. since Dg (b) i s c o n s t a n t and .h Thus £ f a . f a F F (g+h) .)I1 .( 5 ) where = Dz(b) Df (5) h + E3(h)llhll. we E2 (h) > 0 as .(a)ll .) f .
and if for a g x g b.(f . g tive satisfies the formula Part. ..I1 Df (a) C + E2 (2)1 1 I1 Df (a) Now u l l . 0. nk max 1 D. and we are finished. We need finally to show . We shall show that if f ..l/h U .(a+h) f   1 3 f(a) nl . E2(h) > C h > and it is easy to see that I1 Df (a) u l .  Then we will be finished. so it has an is differentiable and its deriva inverse g.(5) > expression 0. h . (a)1 l . then f is strictly increasing.E1 (g+h) f ) .a l 11 2 1 . Recall that if f(x) is a differentiable realvalued f'(x) > 0 function of a single real variable x.I Now f l () Il. but not all.f(a+h) . 0 as where u  is a unit vector..+ it g2 (&) I1 ..and g.that the is bounded as h >  0. '~urthermore.l (Exercise!) Hence the expression bounded. of this theorem generalizes to vector functions.  is Differentiating inverse functions. has an inverse .f .I &.
at then Proof..differentiable . an inverse g. and if g is .b. we prove the following: S analogcus to this one.if g . Df(a) it is necessary that the Jacobian matrix have rank n... to Roughly speaking. we can use the chain rule to compute Dq(b) ~f (a) = D (identity) = In. is differentiable... this equation implies Remark 1. this condition is also sufficient for have an inverse. g are Thus 5 holds for all . Suppose and that .f is differentiable .. g (5) . the equation f . Since the matrices involved are that n by n.. x Now both differentiable and so is the composite function.(a) = b f . ~f at a. " Suppose that :A>R .that f has.in S. Theorem 5. This theorem shows that in order for the differentiable function f to have a differentiable inverse. f ..and q (f ( 5 ) ) . . f  Let be  subset of R.(f ) = Because g  is inverse to f . also . then there is a formula for Dg Specifically.
the inverse function C > is continuously differentiable. y = f(x). For a function of a single variable. f taking values in R. and Remark 2.y) = (u.v) is a differentiable transformation from the the u x  y plane to  v plane. carries B in a 11 fashion about a. given by . B onto an open set C g : Furthermore. And suppose it has an inverse. then there is some (probably smaller) open such that in Rn. which is the famous "Inverse Function Theorem" of Analysis: Suppose f is defined and continuously differentiable Rn about a . the Leibnitz notation for derivatives "does the work for you". For example. It does not.1 More precisely. suppose f (x. one has the following result. It is tempting to think that a similar result should hold for a function of several variables. " in an open ball of Df (a) has rank ball B If n. the rule for the derivative of the inverse function x = g(y) is often written in the form This formula is easy to remember.
Our theorem tells us that if f (=) = b. we obtain the equation Now the formula for the inverse of a matrix gives (in the case 1 of a 2 by 2 matrix) the formula . then ~q(2) [D~(~)I'* = If we write out these matrices in Leibnitz notation. npplying this formula. that . we obtain the equation This means. for example.
sections 9.Thus the simplistic idea that reciprocal of av/ax ax/av "should be" the The Leibnitz is very far from the truth. x instance.be a point of c R". we would expect to be able to solve this For system for .. one can then calculate the derivative of the resulting function 2 by using the chain rule.7. n At. Matrix notation does. in the present case we would expect to be able to We would also expect the resulting function . Suppose g is a function from R~~~ to R: " let us write it in the form Let . One understands best how this is done by workApostol works several in ing through a number of examples. and consider the equation This equation represents a system of unknowns.of the unknowns in terms of the others. x to Assuming this expectation to be correct. Implicit differentiation. n equations in n + k In general.2.in terms of y.6 and 9.6 a d Ekamples 1. a d 6 of 9.7. this point.3. n . you should read 9. n solve this system for . notation simply doesn't "do the work for you" in dimensions greater than 1.= ~ ( y ) be differentiable.
one can find its partials by implicit differentiation.. O i consequence of this theorem is the following: re If one has a point (xO.yO. say z = f(x. This is a consequence of a fsrnous theorem of Analysis called the Implicit Function Theorem. Of course.ytf (xty) = 0 for all (x.yo) = zO and such that F!x.3 . It is a remarkable fact that the condition aF/?z # 0 is also sufficient to justify the assumptions we made in carrying them out.z) = 0 . . a function of x and y. such that f(xo.a x 3F and aF az Jf . once one hows that f exists and is differentiable.f(x. that the given equation determines x as a function of y .y) in B. in order Note that it was necessary to assume that )F/dz # 0 to carry out these calculations.\ 1 A natural question to ask now is the following: to what extent our assumptions are correct.y.. and if a F b z # 0 at this point. L 3~ 3~  aF az Here the functions on the right side of these equations are evaluated .y). Fjrst let us consider the problem discussed on p 294 of the text. then there exists a unique differentiable function f(x. defined in an open set B about (xO.y). Assuming that one can in theory s solve this equation for z a .y. I as explained in the text. WE'discuss that questeon now.y)) j .yO) .(x1y) ax at the point (x. . It involves an equation of the form where F is continuously differentiable. Apostol derives equations for the partials of this unlmown function: af . .zO) that satisfies the equation F(x.
y.yO) = (1.z) near this point. o ) at this pint. for in fact there is no point that satisfies the equation.2. Let F(xfyfz)= x2 + y2 + z2 .y.l) ~= and f satisfies the equation F(x.6) satisfies the equation also. the point b = (l. and )F/~Z # 0 Q : ( o . The implicit function theorem 3 Y implies that there is a function f(x.1) = fi . The equation F(x.y) (X~IY~' in an open set about the point.z) = 0 is satisfied by the point a = (0.yO). hote that f is not uniquely determined unless we specify its value at (xO. There are two functions f defined in a neighborhood of (1.z) = 0 cannot be solved for z in terms of. Let F(x.l) that satisfy the equation f(x.< E5(.y 2 ] 4 and z =  [4 . Exam~Qe2. so the implicit function theorem does not apply. F(x.x2 . x and y.am~le .0) we do have the condition . This fact is hardly surprising. fact clear. namely. ~ . z = [ 4 . . y. only one of them satisfies the condition f( 1.4 The equation . since it is clear from the picture that z is not determined as a function of (x. Hc. Note that at the point a = (0.y) defined in a neighborhood of (xO.l.l) such that f(l.wever. = (OI2). JF/Jy # 0 Then the implicit function theorem implies that y is L determined as a function of (x.x2 .0). The picture makes this .2.y.z) = x2 + y2 + z2 + 1 1 .y2]5 . However. But 3F/hz = 0 at the point a. z) = 0 identically.z) = 0. y.
Y.z. as in the text. so that both sides of the equation are functions of z and w alone.w). We have two equations where F acd G are continuously differentiable. .'.w) that satisfy these equations for all points in an open set in the (zfw)plane.Z. we have the identities F(X.w) = 0 and G(X. (We have inserted an extra variable to make things more interesting. whence (differentiating with respect to z . or one can write the solution in the form The functions on the right side of this equation are evaluated at the point . One can use Cramerlsrule. 296 of the text. I Nc~wlet us consider the more general situation discussed on p.w). I (~(z.w) ar y = Y(z.z.W) = o .Y. coefficient matrix is nonsingular.w).) Assuming there are rd functions x = X(z.~(z. ) These are linear equations for JX/Jz and a~/az we can solve them if the .
~ ~ .W) (zOIwO). ~ ~ I ~ ~ ) ~ z ~ ~ w rd I = (1. ~ ~ = (1.w) defined in an open set about differentiable functions X(Z. Consider the equations The points ( x ~ . Therefore. z ~ . this matrix equals w~). Specifically.You can check that one obtains an equation for the other partials I of X and Y if one replaces z by w throughout. then there do exist unique and Y(z.51212) satisfy these equations. a ) a F.wo) = xo and such that I and YizoIwo) = yo . All this is discussed in the text. such that X(zo. Thus under this assumption all our calculations are justified. whichis nonsingular. F and G vanish identically when X and Y are substituted for x and y.2tlrO)~ )a . (xl Y ~ . Z ~isW ~point satisfying the equations ( * ) .w) and y = Y(Z . defined in a neighborhood of (zo. it is a remarkable fact that this condition is also sufficient to justify the assumptions we have made.G/ d x.w0) = (1. it was necessary to assume that the matrix & F . ~ ~ .y is nonsingular at this point. Again . there exist unique functions x = X(z.0) that . as you can check. WE calculate At the point ( x ~ . r I E3mple 3.y was nonsingular .w) I . the Implicit Function Theorem tells us that if ( X ~ .G/$ x. and if the matrix . I [ y]. But now let us note that in order to carry out these calculations.
t + 1.I satisfy these equations identically. However.2) the matrix hF. Therefore we do not expect to be able to solve for x and y in terms of z d we have w nc. the implicit function theorem implies that we and w in terms of y and z near this point. such that X(1. given that Vf(1.O). < I1 Therefore.O) = 2 . can find the values of their partial derivatives at this point also.yl.2) = 5i . we Indeed.ar this point.2. at this point.wl) (1.G/bx. Find ( 1 . ) .y I which is singular. y 2 3 9 let + t = f(t .zl.J () ) *. Given the continuously differentiable scalar field f(x. SSnce we know the values of X and Y at the point (l. can solve for x Exercises 1. at the point equals I = (xl.O) = 1 and Y(1.f. . Om the other hand.
1. .O) = (1. Find parametric equations for the tangent line to the curve of intersection of the surfaces at the point 5. a t the point F"(1) Express p a r t i a l s of 6. 4. open at the top.3. Find the dimensions that minimize surface area. f i n d b) If f has an i n v e r s e Dh(0. g(O.O). is to hold 256 cubic inches. (2. A rectangular box.0).  find Dk(0.2). Let f be a s c a l a r function of 3 variables.2). 2 ) d l J ) = (1. 3. 2 ) f = (0'0).3. . 2 2 : R R . Let f : R f r 2 R' and let g : R~  R 3 .2. i n terms o f t h e f i r s t a n d s e c o n d o r d e r a t the point (3.2) ( 1 .O) = ( 1 .2).O). Define Express f F8(1) i n terms o f t h e f i r s t o r d e r p a r t i a l s o f (3. Suppose t h a t f(0. 3 .2 Find the point on the surface z = xy nearest the point (2.Opl) Suppose t h a t a) If h ( 4 ) =g(f(x)).
Find the partials JX/& md 3 ~ / & at the point ( Z ~ . 8. 0). 2 . G ) / . G = 0. compute ~ ( F .2 ) Given the equations F = 0 . ~ ) fcr which at the point 1 . ~ ( x . pairs of variables is it possible to solve in terms of the other two near this point? . Fcr the functions F and G of Example 3.7 Ccnsider the functions of Example 3. W ~ ) (1 = . .
has c o n t i n u o u s secondorder p a r t i a l s i n a Let v be a f i x e d v e c t o r .+ tv.a r e l a t i v e (c) B2 AC < 0 a nd  A < 0. (a) If I f If  B2 .a . .  W e d e r i v e t h i s formula from t h e s i n g l e . then  f h s a a relative maximum . Theorem. C = D212f(=).A a saddle point a t then f  a. > h s a. Suppose t h a t a. say centered a t Then = (hlk). x2) a . (b) B~ < 0 then and . second order p a r t i a l derivatives i n a b a l l Dlf Suppose t h a t  a nd D2f vanish a t  Let  A = D1llf(a)l B = DlI2f(a). f(xl.x2) B has .The s e c o n d . where * a  i s some p o i n t on t h e l i n e segment from g ( t ) = f (=+tv) . Proof. .d e r i v a t i v e t e s t f o r extrema of a f u n c t i o n of two v a r i a b l e s . at (d) I f BL .v a r i a b l e form of T a y l o r ' s theorem.AC = OI the t e s t  i s inconclusive. f h s a0.e . W e f i r s t prove a v e r s i o n of T a y l o r ' s theorem w i t h remainder f o r f u n c t i o n s of two v a r i a b l e s : Suppose ball v B f (xl.AC > AC 0. Let  i.continuous about a. a  to a . S t e p 1.
From now on. Q(v) h a s t h e same s i g n a s function [ O . then Q(v) = A . to such t h a t f o r some u n i t v e c t o r t h e number ko/ho (ho.0).v a l u e theorem.ko). thus When = v A (1. e n t from t h a t o f t h e r e must be a t h e n by t h e i n t e r m e d i a t e . A s the vector ranges o v e r t h e i n t e r v a l ranges o v e r a l l u n i t v e c t o r s (cos t . B~  AC < 0. F(tv) We w i l l be concerned about t h e s i g n of when f t is small. t h i s means t h a t i s a real r o o t o f t h e e q u a t i o n . i n t h i s case. Case 1. because t h a t s i g n w i l l depend on whether mum o r a l o c a l minimum a t h a s a l o c a l maxi a . s i n t ) .k) Step 3 . v = (h. t h e same s i g n a s Proof. t h e n w e show t h a t Q (v) has f o r a l l u n i t vectors v. t ~ o n i i d e r h e continuous t Q(cos t. s i n t ) in V2. I f t h i s f u n c t i o n t a k e s on a v a l u e whose s i g n i s d i f f e r A. Now i f ho # 0.Let F ( t ) v denote t h e l e f t s i d e o f t h i s e q u a t i o n .21~1 . l e t be a u n i t v e c t o r . Consider t h e q u a d r a t i c f u n c t i o n W e s h a l l determine what v a l u e s Q takes a s v  v a r i e s over t h e unit circle. s i n to) = 0. Q ( c o s to. o r neither. That i s . If A.
w e have t h e e q u a t i o n elementary e p s i l o n i c s . S t e p 2.+ cv. Here a  * = a .t + g W ( c ) */2! t where g c is C a l c u l a t i n g the d e r i v a t i v e s o f gives from which formula between 0 (*) follows. + 2 g l ( 0 ) . a2 + t k ) . + E 1l D .  where c is and t. Zf (=*) B] hk + [ D ~ f ( a * ) c] k 2 . . +&e f i r s t p a r t i a l s o f so t h a t f The o n l y r e a s o n this approximation r a t h e r t h a n equality i s t h a t t h e second p a r t i a l s a r e e v a l u a t e d a t the unknown p o i n t a  * i n s t e a d of a t a . vanish a t I n t h e p r e s e n t c a s e . T h i s matter w i l l be d i s p o s e d o f by u s i n g Formally.g ( t ) = f(al + th. a because t h e second p a r t i a l s are continuous. W know t h a t e between 0 g ( t ) = g(0) and t. 2 Note t h a t t h e l a s t three terms a r e s m a l l i f i a  * is close to . f ( a * )A] h2  + 2 [Dl.
Case 2. If A # 0. If B~  AC > 0. Then Q(ho.ko) be a unit vector with ho/ko  xo and let (hl. if equation ko B~  AC > 0. B2  On the other hand. It follows that in represents a line with nonzero slope. Z 0. Proof. then B # 0 (since 2 in this case the equation y = Ax + 2Bx + C AC > 0 ) . if A = 0. then we show that Q (v) takes has on both positive and negative values. the equation Ax2 + Bx + C = 0 Thus the equation. + 2Bx + C represents a parabola that crosses the xaxis at two distinct 1 points. there is a number xo for which and a number xl for which Let (ho.) < 0 and . the number ho/ko is a real root of the again we conclude that B~ led to a contradiction.sequation has a real root only if Similarly.kl) be a unit vector with hl/kl = xl.k. y = Ax 2 two distinct real roots. Thus in either case we are  AC > 0.\ ~ u thi. either case.
Then IQ (1) h a s a p o s i t i v e minimum I (Apply t h e extreme[Q(COS as v G ranges o v e r a l l u n i t v e c t o r s . (Q(x) Examining e q u a t i o n ( * * ) once again. for <t 2r. Then . i W e prove p a r t ( a ) of t h e theorem. f o r a l l unit vectors m.Step 4. o t h e r hand.f (a) > 0  .+ G. a x and t h e e x p r e s s i o n O the n then t h e (5)  f (2) approaches zero through p o s i t i v e values. a  since v is a u n i t vector. A then * a 0 i s on a to (*) .approaches . 0 5 ) h a s t h e same s i g n a s < t < 6. If A > 0. t h i s means t h a t f (x) . Let a x a v . > 0. then whenever whenever the r i g h t s i d e . same argument shows t h a t a s approaches a along t h e s t r a i g h t l i n e from 0  a 5 + vl. W e prove p a r t s (b) theorem. a S t e p 5. W e conclude t h a t has a saddle point a t and (c) o f W e know t h a t .and l e t t > 0. a Here w e use continu i t y of the secondorder p a r t i a l s . f the e x p r e s s i o n f (5)  f (5) approaches through n e g a t i v e v a l u e s .= .  f (a)I /tL approaches Q(vo) a s L t > 0. Let % be a u n i t v e c t o r f o r which (**).+ 6v.+ t . i f vl to i s a p o i n t a t which Q(vl) < 0. 1 > 0 v. s i n t ) 1. Assume Q(&) B~  AC > 0. v a l u e theorem t o t h e continuous f u n c t i o n 0 t .) N w choose o 6 s m a l l enough t h a t each of the t h r e e (**) squarebracketed e x p r e s s i o n s on t h e r i g h t s i d e of than m/3 whenever a * i s less i s within 6 If of . Examining formula w e see t h a t t h e expression 2 [ f(a+tv) ..a l o n g x a the s t r a i g h t l i n e from f a to . t h e l i n e from 0 < t < 6.
Conclude t h a t t h e s e c o n d . so f 0 h a s a r e l a t i v e minimum a t a. Exercises 1. (a What c a n you s a y a b o u t t h e e x i s t e n c e o f a r e l a f a t a? Prove your answer c o r r e c t . w h i l e t h e f u n c t i o n x4 x4 + y4 y4 has a r e l a t i v e minimum has a saddle p o i n t  there. [The f o l l o w i n g " o p e r a t o r n o t a t i o n " i s c o n v e n i e n t (hDl+kD2) f x=a = h f . x2) h a s continuous thirdorder (*) p a r t i a l s near .. I.. ! a? Suppose near f (x) h a s c o n t i n u o u s d e r i v a t i v e s o f o r d e r s Suppose . a a . f (a)  < whenever 0 < Ixa1 <  6. Show t h a t t h e f u n c t i o n a t the o r i g i n ..0 I < Ixa 1 < f (51 Ear then  6. and s i m i l a r l y f ~ r(hDl+kD2) I .= h 2DIDlf (a) + 2hkD1D2f x=a 1 (5) + h 2 DZD2f (5).~ (~ + fk ~ (a). f h a s a rela t i v e maximum a t examples illustrating ( d ) .. a Derive a t h i r d . a b o u t t h e e x i s t e n c e o f a r e l a t i v e maximum o r minimum a t 3. t i v e maximum o r minimum. so If A < 0. f a) ~ 2 (hDl+kD2) 1 . If f 1( a ) = f" ( a ) = 0 and f"' ( a ) # 0. (b) Derive t h e g e n e r a l v e r s i o n o f T a y l o r ' s theorem f o r f u n c t i o n s o f two v a r i a b l e s .n+l x = a. (a) Suppose f (xl. U s e T a y l o r ' s theorem t o d e r i v e the second d e r i v a t i v e t e s t f o r maxima and minima o f a f u n c t i o n f (x) of a s i n g l e variwhat c a n you s a y f at able. and f ("+l) ) # 0 ..o r d e r v e r s i o n o f formula of the p r e c e d i n g theorem. o f 4.d e r i v a t i v e t e s t i s i n c o n c l u s i v e 2. see the exercises.
namely the rectangles partitions . ) The intervals intervals of [a. . but the proofs go R ~ . If P1 = {X~'X~'* . .'xn] is a partition of [a.dl. the partition mn P = P 1 x P2 subrectangles.b] x [c.R ' through without difficulty in A rectangle closed intervals Q Here are the details.dJS then the cartesian product Q. and if P2 = { Y ~ J Y ~ S * . [a. Y ~ ~ is a partition of [c.d] are called the comuonent Q.b] [c.y) I a ( x ( b and c 5 y ( d.d] into Q m into partitions subintervals. in R~ and is the Cartesian product of two [c.b] Q ! = [a.d] = {(x. The proofs of the extremevalue theorem and smallspan theorem for rectangles given in Apostol at~sufficientlycon. We shall prove the theorems only for .b] and [c.b].The extremevalue theorem and the smallspan theorem. densed to cause some students difficulty. P1 x P2 is said to be a partition of into n subintervals and P2 Since P1 partitions [a.
there is q partition of Q such is bounded span on of every subrectanale in every such that the is less . let us use the If Qo following terminology: Q.Theorem ( s m a l l . t hat .R2 . We recall that the span of f in the set S is defined b y the equation .f Let x f be 2 scalar function that Q = [a.than Proof.dl > f 0. given 6 [c. is . R o f the partition and if the span of f in every subrectangle o f the partition is less than r. is any rectangle contained in Po let us say that a partition o f is tt6nice" if f is bounded on every subrectangle .s ~ a n theorem).continuous on the rectangle in . of the partition and subrectangle of the partition 6 0 For purposes of this proof.bl Then.
S. eo Now i f e a c h o f t h e s e r e c t a n g l e s h a s a p a r t i t i o n t h a t i s nice. b o ] . [co. The f i g u r e i n d i c a t e s t h e p r o o f . is any r e c t a n g l e contained i n ponent i n t e r v a l I1 = [ a o . let us bisect and J2.d0] J1 Then Qo is w r i t t e n a s t h e union o f t h e four rectangles I1 x J1 and I2 x J1 and I1 x J 2 and I2 x J2. [ao. p J L e t u s b i s e c t t h e f i r s t com [ao.bo].bo] of Po i n t o two s u b i n t e r v a l s where p is t h e midpoint o f i n t o two s u b i n t e r  and I2 = [ p . w e n o t e t h e f o l l o w i n g e l e m e n t a r y f a c t : Qo Suppose  [ao. e a c h of t h e s u b r e c t a n g l e s o f t h e n e w p a r t i t i o n i s c o n t a i n e d i n a subrectangle o f one o f t h e o l d p a r t i t i o n s . vals I Similarly. then w e can put t h e s e p a r t i t i o n s together t o g e t a p a r t i Qo t i o n of t h a t is ronice.boI x [co. . then span 1 To b e g i n .Recall also that i f S1 is a s u b s e t o f f spanS f .d0I Q.
. some nice. Then the point (s.' Consider the lefthand end points of the first component interval of each of these rectangles.Now we prove the theorem. val of Q1 into four smaller rectangles. eo We suppose the theorem is That is. Continuing similarly. then Q would have such a partition. we assume that for has no partition that is ao > 0. Bisect each component inter. the rectangle Q Let us bisect each of the component intervals of writing Q as the union of four rectangles. I tangles Q. . Q. and let upper bound.Q2.t) t be their least belongs to all of the rec. for if Let Q1 be one smaller rectangles have partitions that are they did.. At least one of these eonice. Q1 of these smaller rectangles. chosen so that i does not have a partition that is nice. .. Not all of these sonice. false and derive a contradiction. let Q2 Now we repeat the process.Q1. Let s be their least upper bound. Similar ly. we obtain a sequence of rectangles none of which have partitions that are ronice. smaller rectangles has no partition that is denote one such. consider the lefthand end points of the second component interval of each of these rectangles.
.. say I ( ) S Mi fil 1~ e Ri.Q such that of . iOnice. I3 I M Theorem (extremevalue theorem). . Q f into a certain number of is bounded on each of subrectangles. Then if M = max{M1. be a scalar Then there function that points xo continuous J O the rectangle are and xl . Qm is contained in f in Now we have a contradiction. namely the trivial partition! O Thus we have reached a contradiction. ous on the  Let i f be a scalar function that Then . ) Let f Q.t).Mmn } we have If(x)l for all y E Q. Since (s. = 1.. we can choose m large enough that Qm lies within this ball. and because they all contain the point ( s ..R mn' >Now for these subrectangles.t) such that the span of rectangles in this ball is less than Because the Qm become arbitrarily small as m increases. is anice. Proof. t ) . & bounded 9. Corollary.t). f continu rectangle Set 9. by hypothesis...Now we use the fact that (s. We choose a ball of radius f (s. and choose a partition of Q that This partition divides Rl. the ball of radius Q m is less than tion of Qm that is 1 r centered at the span of But this implies that there is a parti. say . f is continuous at the point r centered at ro.
Suppose there is no I x e Q).f(xo) I for all .(l/C) (1/C) in Q.. or is an upper bound for the contradicting the fact set of values of that M q is the least upper bound for this set. x1 of Q such that such a point.f(x) is continuous and positive on Q. Proof. By the preceding corol is bounded on Q. We know f is bounded on Q. Then for all in Q. x E f(x)   ( f(x 1 Q. e let 1 C be a positive constant such g(y) < C for x Q. M . let M = sup{f(x) We wish to show there is a point f(xl) = M. A similar argument proves the existence of a point of Q X o such that f(so) = inf {f (s)I x e Q). a . f(x) f(x) I Then M f(5) for .<C. so that the func tion is also continuous and positive on lary that g Q. Then the function M .
g~= J .! Exercises on line inteqrals 1.F ~ . *2 Suppose that f = md =.y) + S. fi +(x. Let f be as in problem 2. Compute it when C is the lower half of the same circle. [~int: Apply Thoerem 10.: Find a potential function for that is defined in U.] 2. Find the centroid of a homogeneous wire in shape of the parabolic arc y = x for 1 s x 5 p. ' [ U s e a table of integrals if you wish. Let on the set (a) S consisting of all D2f1 = DlfZ (x. 0.y) with > 0. Show that on (b) (s.3. i. connected subset that I s of R". 3. ] . %W O  is a constant function. i * ~ n r ~ i t t e A T C CLccrYc 4. x Let U be the set of all f (x.a% in s.O) to when is the upper half of the circle + y2 = a2 . Let f be a continuous vector field defined in the open.~) Compute the line integral C 2 d from a x2 (a.
.functions s .Q .defined is on f .d] given any s E . on (Read 11.) Just as for the case of a single integral.these the .. furthermore.double integrals.further condition that step functions .only is on if and if . Q The proof is almost identical with the corresponding proof for the single integral. Using this condition. Q = [arb] x [c. Then . . cf (x) + dg (x).Notes .111. Then there > 0.integrable are on Q. one can readily prove the three basic propertieslinearityr additivity. such that on Let If .so is and g . We state them as follows: (a) Suppose f Theorem 2.integrable .5 of Apostol.Q. .A bea number. and comparisonfor the integral f. we have the following condition for the existence of a double integral: Theorem 1 (Riemann condition).t with are step and Suppose f < f < t .s .t and satisfy then  A = 11 f .
Q1 and  is i n t e g r a b l e . then TO prove t h i s theorem.is i f and o .i n t e g r a b l e o v e r Q .i f i t and Q2. For example. s2.r e c t a n g l e s i n t o two . t2 such t h a t s1 C f C tl on Q. W e g i v e one of t h e p r o o f s a s a n i l l u s t r a t i o n . c o n s i d e r t h e formula where f and g are i n t e g r a b l e . tl. 3 ) .f f and  g are integrable  Q. sl. The p r o o f s a r e very s i m i l a r t o those given f o r t h e s i n g l e i n t e g r a l . f + I\ J Q g. and t h e n u s e s t h e Riemann condit i o n t o prove them f o r g e n e r a l i n t e g r a b l e f u n c t i o n s . Then f L e t Q be s u b d i v i d e d . and such t h a t + lJQ If = JJ. (c) over If  f g on  Q..Q1 over both furthermore.n l y .(b) Q2. W e choose s t e p f u n c t i o n s and S2 C g < t2 . and i . one f i r s t v e r i f i e s t h e s e r e s u l t s f o r s t e p f u n c t i o n s (see 1 1 .
one adds the earlier inequalities to obtain Furthermore. we compute this computation uses the fact that linearity has already been proved for step functions.We then find a single partition of sl. Finally.ch all of sl + s2 and tl + t2 are step functions. TO calculate this integral. s2. ~hus JJQ (f + g) exists. we note that by definition. tl. ' Then here again we use the linearity of the double integral for step functions. It follows from the second half of the Riemann . then are also step functions relative to this partition. t2 Q relative to whi.
[c. how can one evaluate. .bounded Let be and = [ a r b ] x [c. More precisely.  . 1 Then the integral  A ( y ) dy exists.it? Q Is there a version of the substitution rule for double integrals? (4) What are the applications of the double integral? We shall deal with questions (l).d] . assume in that the  onedimensional integral  exists.conditi. I Let us tackle question (2) first. postponing question (3) until the next unit. We have the following basic questions to answer: (1) Under what conditions does (2) r f (3) 11 "Q ( f exist? f exists. on . How can one evaluate the integral if one knows it exists? The answer is that such integrals can almost always be evaluated by repeated onedimen. and (4) now. one has the following theorem: Theorem 3 (Fubini theorem). Now things begin to change.assume .defined . ( Z ) .d]. .f .a rectangle Q integrable on Q. the development of the double integral has been remarkably similar to the development of the single integral. e number h up to this point.f and that is For each fixed y . .and furthermore. sional integration.on that Q (f + g) must equal .
~ .y). < < is a partition point) or a step hence it is integrable..) sional integral Then the onedimen. .) here I fore . defined on and such that s(x.y) is either constant (if y function of function c .y) = s(x.] Now I claim that the b S (y) = s(x. if x is a partition point.d]. [For. exists.y) t(x. For convenience.y .. y Let .y) and Q.. y ~) x ) be any two points of the interval holds for all Then is s(x. .I proof.7) in  x. x i .. it follows fram the fact that s is constant on the partition lines.d.y) C f (x.. choose (This s and t so they are constant on the ?artition lines.y) constant on each open rectangle and y ( x ~ . such that s(x.. x ~ ( ~ ~ . respectively.~ .d]. his w e can do because f exists. given fixed y in [c.y) . We need to show that the double integral Choose step functions s (x.yn is of [arb] and [c.y)dx is a step function on the interval x.xm and yo. the function s(x.b [ X(y)dy exists and equals f * t(x. For there are partitions xo. does not affect their double integrals. (This is immediate if x x i .
Thus S and T are step functions lying beneath and above A.) (T3emiddle integral exists by y That is. we have j . hypothesis. 3561..d] . S (y) is constant on y j y j so it is a step func. ) . so that .Hence tion.d. . Now since s 5 f 5 t for all (xfy). . for all in [c. respectively. A similar argument shows that the function is a step function for < < c . by the comparison theorem.y . Furthermore (see p.
NOW S e v e r a l examples a r e worked o u t l e t us t u r n t o t h e f i r s t of o u r b a s i c q u e s t i o n s . E Since t h e i n t e g r a l s of A ( Y )dy s and and t f a r e less t h a n are within a p a r t . we conclude L l a t Because E E of e a c h o t \ e r . i n 1 1 . t h e W e readily one concerning t h e e x i s t e n c e of t h e double i n t e g r a l . i s a r b i t r a r y . w e can conclude Now t h a t w e know A(y) from a n e a r l i e r i n e q u a l i t y t h a t that is. a w i t h t h i s theorem a t hand. prove t h e f o l l o w i n g : i . ! But i t is a l s o t r u e that by d e f i n i t i o n . i s i n t e g r a b l e . one can proceed t o c a l c u l a t e some specific double i n t e g r a l s .It f o l l o w s t h a t A(y)dy exists. by t h e Riemann c o n d i t i o n . 7 and 11. t h e y must be e q u a l .8 o f Apostol.
27 E'. F i r s t . tij t o obtain s t e p functions and t with s < f G t One t h e n has JJ*( t . d e f i n e t h e area o f If Q Q = [a. s h a l l d e r i v e a theorem t h a t i s much s t r o n g e r and more u s e f u l .= I\ 1. e i t h e r t h e o r e t i c a l o r p r a c t i c a l . The .Theorem 4 . t h i s e x i s t e n c e theorem i s n o t n e a r l y s t r o n g enough f o r o u r purposes. s i n c e i t h i s i n t e g r a l d i r e c t l y as t h e p r o d u c t . ~ r o o f . we need some d e f i n i t i o n s : Definition. f exists i f  f is  continuous on t h e r e c t a n g l e E'.a ) . choose a p a r t i t i o n of Q such t h a t t h e span f on each s u b r e c t a n g l e of t h e p a r t i t i o n i s less than is a subrectangle. Then tij  si j < s E'. I This number e q u a l s E E i f w e begin t h e proof by s e t t i n g = E/ (dc) (ba) . l e t Qij 'i j = min f ( x ) on Qij: t i j = max f ( x ) on Qij. we can c a l c u l a t e (dc) (ba) Of c o u r s e . Q 1 i s a s t e p f u n c t i o n .integral Q. A l l one needs i s t h e smallspan theorem of Given of If p C.b] x [c.d] is a rectangle. we  by t h e e q u a t i o n a r e a Q. .s ) < ~ ' ( d c ) ( b . We I n p r a c t i c e . U s e t h e numbers sij and on Q.
E. D Definition. there i s a f i n i t e D and t h e sum of whose a r e a s does n o t exceed Examples. then area A Let a r e a Q. A v e r t i c a l l i n e segment h a s c o n t e n t zero. (I) (2) (3) A f i n i t e s e t h a s c o n t e n t zero.b h a s c o n t e n t zero. (6) The graph o f a c o n t i n u o u s f u n c t i o n y = $(x). where t h e summation e x t e n d s o v e r a l l s u b r e c t a n g l e s o f t h e p a r t i t i o n . A h o r i z o n t a l l i n e segment h a s c o n t e n t zero. i a < x <.j area Qij. w e s e e t h a t i f one h a s a p a r t i t i o n of Q. be a s u b s e t of t h e plane. then area Q = li. (4) A s u b s e t o f a set o f c o n t e n t z e r o h a s c o n t e n t zero. E Then D is s a i d t o have c o n t e n t . Q into then a r e a Q = a r e a Q1 + a r e a Q*. (5) A f i n i t e union o f sets o f c o n t e n t z e r o h a s c o n t e n t zero. Applying t h i s formula r e p e a t e d l y . .A d d i t i v i t y of two r e c t a n g l e s Q1 i m p l i e s t h a t i f we subdivide and Q2. 1t now f o l l o w s t h a t i f A A and Q a r e r e c t a n g l e s and c Q.i f f o r every zero s e t of r e c t a n g l e s whose union c o n t a i n s > 0.
Given t h e continuous function .a)... They cover t h e graph of Q. c G y 9 d Most of t h e s e statements a r e t r i v i a l t o prove: only t h e l a s t t w o r e q u i r e some c a r e . such t h a t t h e Consider t h e on each s u b i n t e r v a l i s less than rectangles for i = l. l e t us use t h e small.n.. L e t us prove ( 6 ) ... span theorem f o r functions of a s i n g l e v a r i a b l e t o choose a partition span of $ J a = xo < x l < .i1) 2 € ' = 2 c 1 ( b x . Let E' > 0. The t o t a l a r e a of t h e r e c t a n g l e s equals i=l ( x ~ . has c o n t e n t zero. . = b of [a . because 1 ( 1  Qx i 1 < E whenever x Ai i s i n the i n t e r v a l .(7) The graph of a continuous function x=$(y).xi] . < xn..b] E'.
W now prove an elementary f a c t about sets of c o n t e n t zero: e Let be Let be of .Q .c o n t a i n p o i n t s . Proof.Given E > 0 .. choose f i n i t e l y many r e c t a n g l e s c/2 of t o t a l a r e a l e s s t h a n whose union c o n t a i n s i.E.. D.An F i r s t . such t h a t t h e a r e a o f i s no more t h a n t w i c e t h a t o f Then the union o f t h e . b u t t h e r e a r e seven s u b r e c t a n g l e s t h a t c o n t a i n p o i n t s of D. i s c o n t a i n e d i n t h e union of two s u b r e c t a n g l e s . Note t h a t t h i s lemma does n o t s t a t e merely t h a t D is c o n t a i n e d .e p a r t i t i o n . .t h e s u b r e c t a n g l e s t h a t c o n t a i n p o i n t s of all i is l e s s D than E. t h a t has zero.D have t o t a l . choose a rectangle A.t h e union o f f i n i t e l y many s u b r e c t a n g l e s of t h e parin t i t i o n having t o t a l a r e a l e s s t h a n E.a r e c t a n g l e . f o r each Ai. . t h e r e sa p a r t i t i o n i of such t h a t of t h that Q .. "Expandm each one s l i g h t l y .D . Ai whoseinterior contains Ai.T h i s umber e q u a l s n E E i f w e begin t h e proof by s e t t i n g = e / 2 (ba) .a s u b s e t Q .J That i s .c o n t e n t .. The f o l l o w i n g f i g u r e i l l u s t r a t e s t h e d i s t i n c t i o n . A1.t h o s e s u b r e c t a n g l e s . b u t t h a t t h e sum of t h e D a r e a s o f . of area l e s s than Lemma 5.
tioned s o t h a t it i s a union of s u b r e c t a n g l e s Nw i f a subrectangle o Qij Qij of P. f o r some kt s o that it a c t u a l l y B lies in % and hence i n Ai. and t h e r e c t a n g l e s A . W e show t h a t t h i s i s o u r d e s i r e d p a r t i t i o n . of a l l t h e subrectangles A Qij t h a t c o n t a i n p o i n t s of and l e t be the union of t h e r e c t a n g l e s A A Then . the rectangle so l e t A: A: denote t h e r e c t a n g l e t h a t i s t h e Q..sets Int A i contains Of D. c o n t a i n s a p o i n t of then it c o n t a i n s a p o i n t o f Int A1. B C A. See t h e f i g u r e . t h e r e c t a n g l e by P. E. Note t h a t by c o n s t r u c t i o n . is parti. D. i n t e r s e c t i o n of and Then t h e r e c t a n g l e s A: also have t o t a l a r e a l e s s t h a n N w use t h e end p o i n t s of t h e component i n t e r v a l s of t h e o rectangles AT t o define a partition P of t h e r e c t a n g l e Q. Aj. Suppose w e l e t d e n o t e t h e union D. course. have t o t a l may extend area l e s s than outside Q.
bounded .zero. and is continuous f exists. I/'. It follows that as desired.Q. except on a set of content . because some subso rectangles i j belong to more than one rectangle . 0 Now we prove our basic theorem on existence of the double on  Q If is on . then Theorem 6. ' their areas are counted more than once in the sum on the right side of the inequality. .It follows that 1 NOW area Qij Q~j~~ Q~j~~ area Qij* L on the other hand. by additivity of area for rectangles. It follows that This last inequality is in general strict.f .
we can find step functions sl. s2.Proof. and such that Consider the step functions sl and t2. t2 such that s1 1g 5 tl and s2 5 h j t2. . We prove this result as follows: Because h and g are integrable. there exist functions g and h that are integrable over Q. such that g(x) I f(x) l h(x) and for x in Q Then f is integrable over Q. S t e ~ We prove a preliminary result: 1. the 'kiemann condition is satisfied. and t2 is above f. Suppose that given e > 0. tl. we know that Similarly. because the integral of g is between the integrals of sl and of tl. so f is integrable over Q. If we add these inequalities and the inequality we have Since e is arbitrary. We know that s1Iglf1h1t2 so sl is beneath f. Furthermore.
(Here we use the preceding lemma. set < f < h on Q. Do this for each such subrectangle. . h is integrable over Q. Using additivity. then given r > 0. 1J since it equals the continuous function f there.) The additivity property of the U integral now implies that g is integrable over Q. If Q. Similarly. set 1J g(x) = M ThengSfShonQ. we compute the integral JLQ (hg) = 1JJ Qij (hg) = 2M 1(area Q~ that contain points of D) . Now g is integrable over each subrectangle Q.. set r t = r/2M.. And g is integrable over each subrectangle Q.) Now we define functions g and h such that g subrectangles that does not contain a point of D. because it is a step function on such a 1J subrectangle. .. that does not contain a point of D.. is one of the 13 g(x) = f(x) = h(x) for x E Q.. (It is constant on the interior of Q. and h(x) = M. Now we prove the theorem. Let D be a set of zero content containing the 2 discontinuities of f. that does contain a point of D. Then for any other x in Q. Choose a partition P of Q such that those subrectangles that contain points of D have total area less than 6).S t e ~. Choose M so that If(x) 1 5 M for x in Q.
Sup~ose & bounded on Q. and f is integrable over Q. Do this for each 1J such subrectangle. Now g and h are step functions on Q. Then  JJQf exists and ~ Q U zero ~ S Proof. set E' = E / ~ M Choose a . given E > 0. partition P such that those subrectangles that contain points of D have total area less than E'. set g(x) = f(x) = 0 and h(x) = f(x) = 0 on Q. because they are constant on the interior of each subrectangle Q. We compute 1J JJQ Similarly. is one of the subrectangles that does not 1J contain a point of D. Since E is arbitrary. SO that f is integrable over Q. I and h(x) = M. set of . and f eauals 0 except on a set D of content zero. . f Theorem 7.. Furthermore. set g(x) = M ThengSfshonQ. Choose M so that If(x)l 5 M for x in Q. We apply Step 2 of the preceding proof to the function f.content a IJQf exists... Define functions g and h as follows: If Q. Corollary 8.. h =M (1(area Q. and if g g bounded function that eauds f except on a . that contain points of D)) 13 E. . For any other x in Q.Thus the conditions of Step 1hold.
As JmZnlU . B S d of has . are p o i n t s of ths boundary of has c o n t e n t zero. and  i s i n t e g r a b l e by t h e preceding corollary. f d e f i n e d on a bounded [IS f f o r a function but then he quickly r e s t r i c t s himself t o t h e s p e c i a l S c a s e where i s a r e g i o n of Types I o r 11. because it equals z e r o on an open b a l l The only p o i n t s where S. can' fail t o b e continuous and this set.S bea zero. and l e t xo T equal 0 outside Then (because f i s continuous a t each p o i n t f of t h e i n t e r i o r of xo. P roof. Then g i s i n t e g r a b l e and Double i n t e g r a l s extended o v e r more g e n e r a l r e g i o n s . f I n t S. 1 2 of Apostol. 1 Hence ! f Q E l . . Nw o f is integrable by h y p o t h e s i s .\ Proof.content Let . ? i s a l s o continuous a t each p o i n t of t h e e x t e r i o r of about xl.. (Read s e c t i o n 1 1 . S let N ? equal f on S. by assumption. W discuss here e the general case. The f u n c t i o n S. Q be a rectangle c o n t d h i n g usual.f $JS f bounded s e t i n t h e p l a n e . In t h i s section.. it equals i n an open b a l l about and f is continuous xl at x0). exists. S.Ll MEbsYl point  If exists. and i .) ~ p o s t o l efines d set S. F i r s t . W write e g g = f f + (gf).Let then  is a t each 1 c o n t i n u o u s  S. w e prove t h e f o l l o w i n g b a s i c e x i s t e n c e theorem: Theorem 9.
and if f is continuous on Int S * except on a set D of content zero. . and this set has and do. Thus )'IS f = /Irnt £1 for instance. but we shall not consider them.   One has the . Let S bea bounded set in the plane. For in this case the discontinuities of the extended function f lie in the union of the sets content zero because both Bd Bd S S  and D D.. Let us remark on a more general existence theorem than that stated in Theorem 9. and  has content zero. NOW we note that the basic properties of the double integral hold also for this extended integral: Theorem 10. If f < g  on t h e set St then provided both integrals e x i s t . the left side e x i s t s if the r i g h t s i d e does. if ~d S If S is a bounded set. (b) Comparison.following properties: (a) Linearity.Note: value of Adjoining or deleting boundary points of f S changes the value of only on a set of content zerol so that /Js f remains unchanged. then f exists. There are more general existence theorems even than this.
Let f3 equal and equal 0 elsewhere.i (c) Additivity. ft (a) Given f. If S1 n S2 has content zero. g defined on 0 0 S. on dg S and equal S otherwise. We know that t from this linearity follows. Let S = SL U S2. Let fl f2 equal f on f equal on S2. f on S1. then . cl + equals cf + dg on and be a rectangle containing S. (b) Similarly. Consider the function . elsewhere. g equal Then Let Q gr respectively. Let Sf and equal 0 elsewhere. if conclude that f  < g. Proof. then provided the right side exists. otherwise. from which we (c) Let Q be a rectangle containing and equal 0 S. let 2.
one can also evaluate llS f for many other regions as well. 4 f by iterated This result is using additivity. one can . 1 367 of Apostol. continuous function f For example. integration. Sl n S2 l/ f4 Q exists and equals Now linearity implies that How can one evaluate iIS f when S S is a general region? The computation is easy when I or I1 and is a region of type S: f is continuous on the interior of one evaluates proved on p . to integrate a over the region S pictured. and equals zero elsewhere. has content zero.I it equals f on the set S1 n S2. Because zero.
d] area Q = 11 I. by The converse a l s o holds. (Positivity). S We say t h a t S is Jordanmeasurable i f Sfs 1 e x i s t s . Definition. I We use this same equation for the general definition. (2) S C T.area S then < area T. the proof is l e f t a s an exercise. Bd S has content zero.in the sets A Jordan (1) (Monotonicity). Q . we define Note that i f t:y Theorem 9. . We can now construct a rigorous theory of area. We x already have defined the area of the rectangle Q = [a.break it up as indicated into i two regions Sl and Since S1 S2 that intersect in a set of content zero.b] by the equation [c. we can compute the integrals f I[ f {I s. We add the results to obtain Area. L~t be a bounded s e t i n the plane. s. . i n t h i s case. S Area S 3 0. then S is Jordanmeasurable. and and S2 is of type I is of type 11. The area function has the following properties: Theorem 11. and equality holds if   and . . plane.only if  has content zero.A. by iterated integration. Let S and If T be measurable .
Let Let Q . = area T. S 1 = area s. /I. 0 . S and T. be a rectangle containing is(x) = 1 for x E S = 0 for x ft S.a set of content zero. Define FT similarly.S n T If ' is . is contained in T. for all S. by Corollary 7 . (4) Area S = Area (Int S) = Area (Su Bd S) Proof. 0 = 11. area s = Ifs 11.% j'b 1 = L < = I . ~f has content zero.. we have by the comparison theorem. then (1) If S $ (x) C lT(x) . . 11. then $1 S 1= $1 is = Q 0. (2) Since 0 < 1. then  Su T Jordanmeasurable and  area(SuT) = area S + area T. Then by the comparison theorem.(3) (Additivity) .
there must be a step function t is defined such that f/ Q t < E. Let P be a partition relative to which is a step function. S of this partition contains a point of then the value of t on this subrectangle must be at least E. ! 1 and $1 T 1 exist and S n T has 1 exists SUT content zero. > t 0. Now if a subrectangle Qij S in its interior. A similar remark shows that area ( S u Bd SJ = area (Int S ) + area (Bd S) = area (Int S ) . ~hus these subrectangles have total area less than Now is contained in the union of these subrectangles (of total area less than zero. Then additivity implies that area S = area(1nt S) + area (S  Int S) = area (Int S) . Then /I Q 2= is = 0. . it follows from additivity that andequals 1 + $ $ 1. suppose Given on Q E I/ s 1 = 0. S T (4) Since the part of $1 $1 S not in Int S lies in Bd S.Conversely. Thus S has content I. 1. it has content zero. (3) Because e) and the partition lines.
This f a c t i s . W e leave it a s a ( n o t t o o d i f f i c u l t ) e x e r c i s e t o show t h a t t h i s d e f i n i t i o n o f a r e a i s t h e same as t h e one we have given.1 Remark. S. There i s j u s t one f a c t t h a t remains t o be proved W e w o u l d c e r t a i n l y w i s h it t o be t r u e about o u r n o t i o n of a r e a . and P denote t h e t o t a l a r e a of a l l s u b r e c t a n g l e s o f S. without developing Q Let be a r e c t a n g l e con Given a p a r t i t i o n P of P Q. a r e a of a l l s u b r e c t a n g l e s of let A(P) t h a t a r e contained & S. Define t h e i n n e r a r e a of that contain points of  S be t h e supremum of t h e numbers a (P) . t h a t i f two s e t s S and T i n t h e p l a n e a r e "congruent" i n t h e s e n s e 1 of elementary geometry. t h e n t h e i r a r e a s a r e t h e same. Let S be a bounded s e t i n t h e plane. Remark.  t o b e t h e infemum of t h e numbers S If t h e i n n e r a r e a and o u t e r a r e a of a r e equal. a s P ranges o v e r a l l p a r t i t i o n s o f S Q. i s a s follows: taining S. A d i r e c t way of d e f i n i n g t h e a r e a of i n t e g r a t i o n t h e o r y . let a(P) denote t h e t o t a l . t h e i r common v a l u e i s c a l l e d t h e a r e a of  S. and d e f i n e t h e o u t e r a r e a o f A(P) .
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e x i s t s , then Since
Bd S
hzs content zero.
[Hint:
Chwse
so that
S CQ.
S&
< E
S
IS
exists
,
there a r e
P
functions such
s and
that
s
t
t h a t a r e s t e p functions r e l a t i v e t o a p a r t i t i o n
of
Q,
<, Is jt o
P
Q and
[$ ( t  s )
.
Show t h a t t h e subrectangles
determined by
2. ( a )
tk.at contain points of
S
hzve t o t a l volume l e s s than
.] .
Let
and
T
be bounded subsets of
R~
.
Show t h a t
B (S U T ) C (Bd SVBd T ) . d
Give
S
an example where e q u a l i t y does not hold
(b) Show t h a t i f
S V T and SnT,
and
T
a r e Jordanmeasurable,
then s o a r e
and furthermore
ar.ea(SbT)
=
areas
+ areaT

area ( S n T ) .
3.
Express in terms o f iterated integrals the double integral
2 2 x y ,
where
S
is t h e b o u n d e d p o r t i o n o f t h e f i r s t
xy
i
quadrant lying between the curves lines
4.
y
= 1
and
xy
= 2
2
and the
= x
and
y = 4x.
(Do
not e v a l u a t e t h e i n t e g r a l s . )
z = x
.
A s o l i d is b o u n d e d a b o v e b y t h e s u r f a c e
xyplane, and by the plane

y
2
,
below
by the
x = 2.
Make a sketch;
e x p r e s s i t s v o l u m e a s a n i n t e g r a l ; a n d f i n d t h e volume.
5 .
Express i n t e r n of i t e r a t e d i n t e g r a l s t h e volume of t h e region
i n t h e f i r s t a t a n t of z = 0
R~ bcunded by:
(a) The s u r f a c e r z = xy and
z = xy
and
wd
x + 2y + z = 1.
( b ) The s u r f a c e s
z = 0 and
Let Q denote the rectangle [0,1] x [0,1] in the following exercises. @(a) Let f(x,y) = l/(yx) f(x,y) = 0 Does if x # y,
if x = y.
JJQf
exist? if x # y,
(b) Let g(x,y) = sin (l/(yx))
Does
JJQg exist?
@ ~ e f(x,y) = 1if x = 112 and y is rational, t
,
Show that
JJQ
f(x,y) = 0 otherwise 1 f exists but f(x,y)dy fails to exist when x = 112. 0
J
I
@ Let f(x,y) = 1if (x,y) has the form (a/p,b/p),
where a and b are integers and p is prime, f(x,y) = 0 otherwise. Show that
J J f(x,y)dy dx exists but
f does not.
JJQ
give here a rigorous treatment. 1 9  11. which a r i s e s from h i s u s e of t h e i n t u i t i v e n o t i o n of "counter 1 clockwisen.GREEN'S THEOREN AND I T S APPLICATIONS The d i s c u s s i o n i n 1 1 .e P l a n e i n th W a l r e a d y know what i s meant by s a y i n g t h a t a r e g i o n i n e t h e p l a n e i s o f Type I o r o f Type 11 o r t h a t i t i s o f b o t h types simultaneous l y . a s t h e a u t h o r himself p o i n t s o u t . a s f o l l o w s : The a u t h o r ' s proof i s complete and r i g o r o u s e x c e p t f o r one gap. . Aposiso 1 p r o v e s Green ' s Theorem f o r Such a r e g i o n R can be a region t h a t i s of both types. Apostol i s n o t complete We n o r e n t i r e l y r i g o r o u s . d e s c r i b e d i n two d i f f e r e n t ways.27 o f . nr e e n ' s G Theorem .
By i n c r e a s i n g y . s u c h a r e g i o n can b e d e s c r i b e d by f o u r monotonic f u n c t i o n s : . on t h e c u r v e x = I J ~ ( Y ) a nd . on t h e l i n e segment x = a . by simply a n a l y z i n g a b i t more c a r e f u l l y what one means by a r e g i o n o f ~ ~ I and 11. By i n c r e a s i n g y . on t h e l i n e segment x = b. (The l a t t e r l i n e segment c o l l a p s e s t o a s i n g l e p o i n t i n t h e prec e d i ng f i g u r e . By i n c r e a s i n g x .S p e c i f i c a l l y . h e o r i e n t s C a s f o l l o w s : (**) By d e c r e a s i n g y . a re t h e s ante?  One c a n i n f a c t see t h a t t h e s e two o r i e n t a t i o n s a r e t h e same. on t h e l i n e segment y = d . on t h e l i n e segment y = c. ) The c r u c i a l q u e s t i o n i s : orientations How d o e s one know t h e s e two . on t h e c u r v e y = @(Ix ) . Then i n t h e second p a r t o f t h e p r o o f . By d e c r e a s i n g x . ~ e s S p e c i f i c a l l y . on t h e c u r v e x = q L ( y ) . By d e c r e a s i n g x. what h e does i s t h e f o l l o w i n g : For t h e f i r s t : p a r t o f t h e proof h e o r i e n t s t h e boundary C o f R as f o l l o w s : (*) By i n c r e a s i n g x . on t h e c u r v e y = $ 2 ( x ) : and By d e c r e a s i n g y .
a r e used t o d e f i n e t h e c u r v e y = + 1 ( ~ ) t h a t bounds t h e r e g i o n on t h e bottom. a l o n g w i t h t h e l i n e segment y = c . I / A. wt. U w * stzictly increasing. Here a r e p i c t u r e s of t y p i c a l such regions:] T h e curves a1 and a2.ere dl and d4 are strictly decreasing and X2 and d3 are . of course.. S i m i l a r l y . 1 [some o r a l l o f t h e ai can be missing. ) .. a 3 and a4 and y = d d e f i n e t h e curve y = C $ ~ ( X t h a t bounds t h e r e g i o n on t h e top.
5 dxdy 1 R holds f o r every continuously d i f f e r e n t i a b l e vector f i e l d P(x.d i f f e r e n t i a b l e curve C. and check t h a t t h i s i s t h e same a s t h e d i r e c t i o n s s p e c i f i e d i n ( * ) and (**I . d e f i n e t h e curve x = NOW P2 ( y ) .S i m i l a r l y . . combine t o d e f i n e t h e curve x = Q l ( y ) t h a t bounds t h e r e g i o n on t h e l e f t . i + Qdy = [I (2.y)r t + ~ ( x . [ ~ o r m a l l y . along with x = a . one can choose a d i r e c t i o n on t h e bounding curve C by simply d i r e c t i n g each of t h e s e e i g h t curves a s i n d i c a t e d i n t h e f i g u r e . and t h e i n v e r s e f u n c t i o n s t o ag and a d . ~ )t 'hja t i s d e f i n e d i n a n open s e t c o n t a i n i n g R and C. one d i r e c t s t h e s e curves i n c r e a s i n g x = i n c r e a s i n g y on y = a 2 ( x ) increasing y o n x = b d e c r e a s i n g x = i n c r e a s i n g y on y = cr4 (x) decreasing x o n y = d d e c r e a s i n g x = d e c r e a s i n g y on y = a g ( x ) decreasing y tJe make t h e f o l l o w i n g d e f i n i t i o n : Definition. t h e i n v e r s e f u n c t i o n s t o a1 and a 3 . R i s a Green's r e g i o n i f i t i s p o s s i b l e t o choose a d i r e c t i o n on C s o t h a t t h e e q u a t i o n Pdx C . a l o n g w i t h x = b. L e t R be a n open s e t i n t h e p l a n e bounded by W e say t h a t a s i m p l e c l o s e d p i e c e w i s e .a s follows: i n c r e a s i n g x = d e c r e a s i n g y on y = al ( x ) increasing x o n y = c .
.bounded b~ a s i m p l e c l o s e d o i e c e  wisedifferentiable csrve. Theorem 11..11. L e t R b e a bounded r e g i o n i n t h e p l a n e whose boundary i s t h e union o f t h e d i s j o i n t p i e c e w i s e . i sa   If R i s of and .R .. Let be . The d i r e c t i o n on C t h a t makes t h i s e q u a t i o n c o r r e c t i s c a l l e d t h e counterclockwise d i r e c t i o n . The f i g u r e on t h e r i g h t i n d i c a t e s and R2 t h e proof t h a t i t i s a Green's r e g i o n . As t h e f o l l o w i n g f i g u r e i l l u s t r a t e s .. t h e r e g i o n R i s a G r e e n ' s r e g i o n ..d i f f e r e n t i a b l e s i m p l e c l o s e d c u r v e s C1. a l m o s t any r e g i o n R you a r e l i k e l y t o draw can be shown t o be a Green's r e g i o n by r e p e a t e d a p p l i c a t i o n o f t h i s theorem. I n such a c a s e . Cn so t h a t t h e e q u a t i o n . . Definition.. I n t h e s e terms. We c a l l R a g e n e r a l i z e d Green's r e g i o n i f i t i s p o s s i b l e t o d i r e c t the curves C1. Cn. o f C.Types I . then R Green's r e g i o n . .. and t h e counterclockwise o r i e n t a t i o n o f i t s boundary C i s a s i n d i c a t e d . t h e c o u n t e r c l o c k w i s e d i r e c t i o n on C i s by d e f i n i t i o n t h e one for which Green's theorem holds.10 o f Apostul can be r e s t a t e d a s follows : Theorem 1. o r t h e counterclockwise o r i e n t a t i o n .. I For example. each o f R1 is o f Types I and 11.
IXza Definition.x'(t))/llsr'(t)ll is called the unit negative normal to C.y8(t))/llgt (t) 11 is the unit tangent vector to C. t h e r e g i o n R p i c t u r e d is aAGreenls r e g i o n i f its boundary i s d i r e c t e d a s i n d i c a t e d . If C is a simple closed curve oriented counterclockwise. Once a g a i n . then q is the "outward normal" . The proof i s i n d i c a t e d i n t h e figure on the r i g h t . One a p p l i e s Theorem 1 t o each of the 8 r e g i o n s p i c t u r e d and adds the r e s u l t s together. Let C be a piecewisedifferentiable curve in the plane parametrized by  the function d t ) = (x(t). The vector s = (Y' (t). The vector T = (x' (t). e v e r y such r e g i o n you a r e l i k e l y t o draw can b e shown t o be a g e n e r a l i z e d Greents r e g i o n by s e v e r a l a p p l i  c a t i o n s o f Theorem 1.y(t)).holds f o r every continuously d i f f e r e n t i a b l e vector f i e l d ~f + (23 d e f i n e d i n a n open s e t about R and C. generalized For example.
Remark. for a body in temperature equilibrium. (c) If V 2f = 0 = V 2g. then outward through C in unit time. .] Definition. A function f with V 2f = 0 is said to be harmonic. electrostatic potential is harmonic. the temperature function is harmonic. If f is the velocity of a fluid. Physicists and engineers use the (lousy) notation of denote this directional derivative. course. then the integral line integral J. Let $ be a scalar field (continuously differentiable) defined on C. show that it equals the ss. then $'(zc. thenqc (fp)dS = + %]dxdy. If g is a point of C. It is 4 equal to V$(g) 9. [E @ Show that if C bounds a region R that is a Green7sregion.@ 8 Iff = Pi + Q j is a continuously differentiable vector field defined in an open 4 set containing C. per unit area. Thus aP/& + 5c (fp)dS is the area of fluid flowing measures the rate of expansion of the fluid.~ ) d iss welldefined. show These equations are important in applied math and classical physics. 2to @ Let R be a Green's region bounded by C. Such functions arise in physics: In a region free of charge. Let f and g be scalar fields (with continuous first and second partials) in an open set about R and C. It is called the divergence off. (a) show CQC 2 ds = J'J v2g dx dy R where v2g = a 2 g / h 2 (b) Show + a2g/lly2.g) is the directional derivative of $ in the direction of p. ( 1 .
we knzw t h a t f need not be ( . t h e n r e g i o n S3 c o n s i s t i n g of t h e p o i n t s i n s i d e C2 and o u t s i d e C3 h a s a h o l e . Needless t o s a y . and s o does t h e r e g i o n S 4 o b t a i n e d from t h e p l a n e by d e l e t i n g t h e o r i g i n . T h i s more g e n e r a l c l a s s may be informally described as c o n s i s t i n g o f t h o s e regions i n the p l a n e t h a t have no "holesw. For example. W e seek t o e x t e n d t h i s r e s u l t t o a more general c l a s s o f plane sets. such that aP/ay = 3 4 / a # on S. t h e region St i n s i d e a simple closed curve C1 has no h o l e s .C ~ n d i t i o n sUnder which Let f = P . W e do know t h a t f w i l l be a g r a d i e n t i f S is convex (or even i f S i s starconvex). In g e n e r t l . O t h e o t h e r hand.   a gradient on S. nor does t h e r e g i o n S2 o b t a i n e d from t h e plane by d e l e t i n g t h e nonnegative xaxis. . w e must make t h i s c o n d i t i o n more p r e c i s e i f w e a r e t o prove a theorem about it. 1 This t a s k t u r n s o u t t o be s u r p r i s i n g l y d i f f i c u l t .  P? + Q j i s a Gradient. 4   + p3 be a continuously d i f f e r e n t i a b l e vector f i e l d defined on an open s e t S i n the plane. W e b e g i n by p r o v i n g some f a c t s about t h e geometry of t h e plane.
w e can choose a r e c t a n g l e Q whose i n t e r i o r c o n t a i n s C. A s t a i r s t e p curve C i n t h e p l a n e i s a curve t h a t i s made up of f i n i t e l y many h o r i z o n t a l and v e r t i c a l l i n e segments . Then by u s i n g t h e c o o r d i n a t e s o f t h e end For such a c u n r e C. p o i n t s of t h e l i n e segments o f t h e curve C a s p a r t i t i o n p o i n t s . process i s i l l u s t r a t e d i n t h e following figure: s his . w e can c o n s t r u c t a p a r t i t i o n o f Q such t h a t C i s made up e n t i r e l y o f edges o f s u b r e c t a n g l e s o f t h i s p a r t i t i o n .Definition.
s a y xo < x 1 < c x < ym. t h e following rule: t Consider t h e r e c t a n g l e s i n t h e ih "column" beginning w i t h Mark t h e bottom one w i t h + or .d i s j o i n t of can be as th of two and h e he open . and s o a r e t h o s e i n t h e f i r s t and l a s t columns.by t h e bottom one.. .C .  and w i t h t h e o p p o s i t e s i g n i f t h i s edge d oes l i e i n C..   Repeat In t h e following f i g u r e . Choose a r e c t a n g l e Q whose i n t e r i o r c o n t a i n s C . t o i l l u s t r a t e t h e process. (The Jordan curve theorem f o r s t a i r s t e p c u r v e s ) . mark t h e one j u s t above it with t h e same s i g n if t h e i r common edge does n o t l i e i n C .C . (since C does n o t touch t h e boundary o f Q ).h e plane. w e have marked t h e r e c t a n g l e s i n columns 1 . and 6 . .t . One Each has a s its unbounded. e complement .boundary. i f a g i v e n r e c t a n g l e i s marked w i t h + o r .e union .i Let in t Then t h . 3 .r i s sets. n and yo c yl c s u c h t h a t C i s made up of edges o f s u b r e c t a n g l e s of t h i s p a r t i t i o n .o f them..w r i t t e n .o t.. +. t h i s p r o c e s s f o r each column of r e c t a n g l e s .. In general.o f t h e s e sets i s bounded . Proof.  and a p a r t i t i o n o f Q. S t e p 1.. Note t h a t t h e r e c t a n g l e s i n t h e bottom row a r e always 1 marked +.. the partition W b e g i n by marking e each o f t h e r e c t a n g l e s i n . .C bea simple c l o s e d s t a i r s t e p curve . Theorem 2 .
.they . of t h .s i g n a t edge i s n o t i n C. t h o s e o f t h e form xix[yo.common.) bottom r e c t a n g l e s are a l l marked f o r t h e r e c t a n g l e s i n row j .h a t edge .SteE 2. by i n d u c t i o n .yl]. w e prove i t t r u e f o r r e c t a n g l e s (! ) There a r e 16 c a s e s t o c o n s i d e r . ~t i s t r u e f o r e a c h of t h e lowest v e r t i c a l edges. then they have o p p o s i t e in   s i no i f t is i n and have t h e same i f th 4 . (For no such edge i s i n C.e W e prove t h e following: I f two  subrectangles p a r t i t i o n have an edge . i n row j Supposing now it i s t r u e .C.  we rove i t holds f o r t h e v e r t i c a l edges. of which we i l l u s t r a t e 8: 7  'wj jI (1) .1.. and t h e +. T h i s r e s u l t h o l d s by c o n s t r u c t i o n f o r t h e h o r i z o n t a l edges.
i n c a s e s (21. S t e p 3. t h e upper v e r t i c a l edge i s n o t i n C. f o r o t h e r w i s e t h e middle v e r t e x would be on o n l y one edge o f C. t h i s means t h a t t h e upper v e r t i c a l edge i s n o t i n C. and we h o w from the induction hypothesis whether the lower vectical edge is in C. i (6). hTe use the fact that C is a simple closed curve. Those edges that we h o w are in C are marked heavily in the figure. Thus S t e p 2 i s proved i n t h e s e 8 c a s e s . s o t h e same proof a p p l i e s . f o r o t h e r w i s e t h e middle v e r t e x would l i e on t h r e e edges o f C. We seek to determine whether the upper vertical edge (marked "?I1) is in C or not. . and C does n o t l e f t and upper r i g h t touch t h e boundary of Q. r e c t a n g l e s marked r e c t a n g l e s marked . and i t shows t h a t c a s e ( 8 ) c a n n o t 'occur. whether the two horizontal edges are in C. S i m i l a r l y .(The other eight are obtained from these by changing all the signs. In case ( I ) . W e d i v i d e a l l o f t h e complement of C i n t o two I n t o U w e p u t t h e i n t e r i o r s of a l l i n t o V w e p u t t h e i n t e r i o r s of a l l a l s o p u t i n t o V a l l p o i n t s of t h e W e s t i l l have sets U and V a s follows. +.) i We know in each case. and +. and ( 7 ) t h e upper v e r t i c a l edge must l i e i n C. and ( 4 1 . which implies in particular that e a c h v e r t e x i n C l i e s on e x a c t l y two edges i n C. W e p l a n e l y i n g o u t s i d e and on t h e boundary o f Q. The o t h e r 8 a r e symmetric t o t h e s e . s i n c e t h e upper marked +. ( 3 1 . by construction. S i m i l a r r e a s o n i n g shows t h a t i n c a s e s ( S ) . 1 I t o d e c i d e where t o p u t t h e edges and v e r t i c e s of t h e p a r t i t i o n t h a t d o n o t l i e i n C. I t f o l l o w s from S t e p 2 t h a t t h e t o p row o f r e c t a n g l e s i s marked rectangles a r e S t e p 4.
and V are connected. S. ~ e f i n i t i o n . e Definition. Then a l l f o u r o f t h e . consider a vertex v t h a t l i e s I f i t i s n o t on t h e c u r v e C. t h e inner region of C is also a s u b s e t o f . Then S Let S b e a n open c o n n e c t e d s e t i n t h e p l a n e .' r e c t a n g l e s i s narlred by S t e p 2 . ) . o r o n a n e d g e . p u t v i n t o U o r V a c c o r d i n g l y . I f it does n o t l i e i n t h e curve C. C i s t h e common boundary o f U and V. L e t C be a simple c l o s e d s t a i r s t e p curve i n t h e plane. Finally. i f . t h e n c a s e (1) o f t h e p r e c e d i n g e i g h t cases ( o r t h e c a s e w i t h o p p o s i t e s i g n s ) holds. one o f t h e a d j a c e n t . o r i s a v e r t e x ) l i e s i n an open b a l l contained e n t i r e l y i n U o r V U i s bounded and V i s unbounded. any p o i n t o f U o r V ( w h e t h e r i t i s i n t e r i o r t o a s u b r e c t a n g l e . then both i t s adjacent rectangles l i e i n U o r b o t h l i e i n V (by S t e p 2 ) . f o r every simple c l o s e d C s t a i r s t e p curve which l i e s i n S. and t h e o t h e r i s marked . It i s i m m e d i a t e l y c l e a r from t h e c o n s t r u c t i o n t h a t U and V a r e open s e t s .i C o n s i d e r f i r s t a n edge l y i n g i n t e r i o r t o Q. but the proof is d i f f i c u l t . W s h a l l not need t h i s f a c t . + I t i s a l s o immediate t h a t F u r t h e r m o r e . is c a l l e d simply connected. a d j a c e n t r e c t a n g l e s a r e i n U o r a l l f o u r a r e i n V. proof i s c a l l e d t h e i n n e r region of I t is true that U o r t h e region inside C. b e c a u s e f o r e a c h edge l y i n g i n C . i n t e r i o r t o 9. p u t t h i s (open) edge i n U o r i n V accardingly. The bounded open s e t U c o n s t r u c t e d i n t h e p r e c e d i n g C.
.e e g i o n i n s i a e . a s indicated: I f w e sum over a l l s u b r e c t a n g l e s Qij i n U.Theorem 3 . F o r each s u b r e c t a n g l e Q i j of t h i s p a r t i t i o n l y i n g i n U. w e t h u s o b t a i n t h e equation I U i n e segments i n CI MA'+ Qdy = . i s a t y p e 111 r e g i o n ) .U . (For Qij traversed i n a c o u n t e r c l o c k ~ i s e Now each edge of direction. then i closed ~ r o o f . s t a i r s t e p curve If i s th r a .2) d x d ~ e .s i m p l e C. Choose a p a r t i t i o n o f a r e c t a n g l e Q e n c l o s i n g U such t h a t C c o n s i s t s e n t i r e l y o f edges o f s u b r e c t a n g l e s o f the partition. i t is t r u e t h a t i f Ci i s t h e boundary of Q i j . t h e p a r t i t i o n l y i n g i n C a p p e a r s i n o n l y one of t h e s e c u r v e s Cij. ) and e a c h edge of t h e p a r t i t i o n n o t l y i n g i n C appears i n with e i t h e r none o f t h e Ci j ' o r i t appears i n two o f t h e C i j opposikely d i r e c t e d arrows.U sa Green's region.
1 S. t h e o t h e r seven a r e opposite Seven o f them a r e a s f o l l o w s .  T h e s e d i a g r a m s show t h a t f o r e a c h v e r t e x v o f t h e p a r t i t i o n s u c h t h a t v i s on t h e c u r v e C .S .ne s u c h t h a t Let be an se i t .T h e o n l y q u e s t i o n i s w h e t h e r t h e d i r e c t i o n s w e have t h u s g i v e n t o t h e l i n e s e g m e n t s l y i n g i n C combine t o g i v e an o r i e n t a t i o n o f C. v i s t h e i n i t i a l p o i n t o f one o f t h e t w o l i n e segments o f C t o u c h i n g i t . That t h e y d o i s p r o v e d by examining t h e p o s s i b l e c a s e s .simply connected . every p a i r in Let . (a) If S is . ~ .S.S.s t a i r s t e p curve a  be a v e c t o r f i e l d t h a t i s c o n t i n u o u s l y d i f f e r e n t i a b l e i n S .. then  f or . and t h e f i n a l p o i n t of the other. then f is a qradient b a qradient in S. t o them.  0 pla.o p e n tnh e of p o i n t s o f S can be joined . Theorem 4.may not . s u c h that   on a l l of . e (b) f S L not s simply connectad.
then (For C i f there w e r e a point encircles a point p of U S. Pdx + Qdy = o f o r e v e r y s i m p l e c l o s e d s t a i r s t e p c u r v e C Lying i n S. U W e a l s o know t h a t t h e r e g i o n l i e s entirely within t h a t i s not i n so t h a t S S S.=  S is simply c o n n ~ c t e d . . p We know t h a t t h e r e g i o n U i n s i d e C i s a Green's r e g i o n . WE show t h a t 1. h e proof of (b) is l e f t a s an exercise. S. S. t h e n t h e same . W prove ( a ) here. his c o n t r a d i c t s t h e Eact that is simply connected. There f o r e t h e equation f o r e conclude t h a t aQ/ax = aP/ay we t h e r e f o r some o r i e n t a t i o n o f C (and hence f o r b o t h o r i e n t a t i o n s o f S t e p 2. W e show t h a t i f   f o r e v e r y simple c l o s e d s t a i r s t e p c u r v e i n equation holds f o r s t a i r s t e p curve i n S.) h o l d s on a l l o f . e Assume t h a t St. not i n has a hole a t p.Proof.
Assume C c o n s i s t s of t h e edges of s u b r e c t a n g l e s C. C i s a p a t h going from vo t o v i n t e g r a l vanishes 1 I f i t h a s o n l y two.~ . Otherwise. we . c a n n o t have vk segment. The l i n e i n t h i s case. Consider t h e v e r t i c e s o f C i n o r d e r : Now C c a n n o t have o n l y one v e r t e x . L e t C have n v e r t i c e s . f o r then vkmlvk would n o t be a l i n e Vk2vk1' Then t h e i n t e g r a l from v k2' t h e n t h e curve c o n t a i n s t h e l i n e segment f o l l o w e d by t h e s a m e l i n e segment i n r e v e r s e o r d e r . Now suppose t h e theorem t r u e f o r c u r v e s w i t h fewer t h a n n vertices. t h e n and t h e n back t o vo. W e proceed by i n d u c t i o n o n t h e number of v e r t i c e s on t h e c u r v e C. V ~ to vkWl and t h e i n t e g r a l from . l e t vk b e t h e first v e r t e x i n t h i s W e sequence t h a t e q u a l s some e a r l i e r v e r t e x vi f o r i < k. i n a p a r t i t i o n o f some r e c t a n g l e t h a t c o n t a i n s a s usual. It Vk =  vkWl. a r e through. I f C i s a s i m p l e c u r v e .
... s i n c e k ' a l l i t s v e r t i c e s a r e d i s t i n c t .v k1 t o vk a r e n e g a t i v e s o f each o t h e r . s o t h e i n t e g r a l around i t i s V~+~.1 from t h e sequence. . In t h e f o l l o w i n g case. Example.V z e r o . t h e n w e can c o n s i d e r t h e c l o s e d curve w i t h v e r t i c e s vi. . i. /C Pdx Therefore t h e value of t h e i n t e g r a l + Qdy i s n o t changed i f we d e l e t e t h i s p a r t of C . by S t e p 1.. I f i C k2. This i s a s i m p l e c l o s e d c u r v e .. . and t h e i n d u c t i o n h y p o t h e s i s applies... Then t h e induction hypothesis applies. W e can d e l e t e vkl from t h e sequence o f v e r t i c e s w i t h o u t changing t h e v a l u e of the integral.e. W have a c l o s e d c u r v e remaining w i t h fewer e l i n e segments t h a n b e f o r e .v k. i f w e d e l e t e t h e v e r t i c e s vi.
W e show t h a t i f C1 and C2 a r e any two s t a i r s t e p c u r v e s i n S from p t o q. c u r v e . one h a s a c u r v e remaining c o n s i s t i n g o f fewer l i n e segments. where C ( x ) is any s t a i r s t e p c u r v e i n S from a t o x.    There always e x i s t s s u c h a s t a i r s t e p c u r v e (by h y p o t h e s i s ) . Step 3. and d e f i n e $ (x) = J'c (g Pdx + Qdy. by S t e p 2. t h e n C = C1 curve. Now w e prove t h e theorem. One c o n s i d e r s t h e s i m p l e c l o s e d c r o s s ~ e l e t i n gthis h a t c h e d curve. You can c o n t i n u e t h e p r o c e s s u n t i l you have a s i m p l e c l o s e d c u r v e remaining. t h e i n t e g r a l around which i s zero. t h e r e v e r s e d d i r e c t i o n . and t h e v a l u e o f t h e l i n e i n t e g r a l i s independent of t h e c h o i c e of t h e c u r v e (by S t e p 3). I f C2 d e n o t e s C2 w i t h his f o l l o w s by t h e u s u a l argument. W e have + (C2) i n a closed s t a i r s t e p T h i s last i n t e g r a l v a n i s h e s . S t e p 4.t h e f i r s t v e r t e x a t which t h e curve touches a v e r t e x a l r e a d y I touched is t h e p o i n t q. I t remains t o show t h a t j a$/ax = P and = Q. . L e t a be a f i x e d  p o i n t o f S . t h e n IC1Pdx + Qdy = JC2 Pdx + Qdy.
S can b e j o i n e d by some p a t h i n s t e p path. To compute W e computed w e f i r s t computed choosing a c u r v e g r a t e d along curve Cl.stairstep o u t change. [Hint: F i r s t find ~(3 so that [Hint: is a gradient in S. we have r e q u i r e d Then we n o t e t h a t i f C1  &2 s t a i r s t e p ' u v e c r + C2 is  a l s o a .y) and i n t e by choosing t h i s same plus the s t r a i g h t l i n e from t o be a s t a i r s t e p c u r v e . f 9. ) t h a t t h e h y p o t h e s i s o f t h e preceding theorem i s merely t h a t connected and s i m p l y connected.  ~ a / ) x x/(x = Compute c y ) .W proved t h i s once b e f o r e under t h e assumption t h a t e I C ( 5 ) was an a r b i t r a r y p i e c e w i s e smooth curve.] .] (b) Show that q is not a gradient in S. C1 t h e p r e s e n t c a s e . i t h e n t h e y can b e joined by a s t a i r I t follows S ( W e s h a l l n o t b o t h e r t o prove t h i s f a c t . I t i s a f a c t t h a t i f two p a i r o f p o i n t s o f S. i.. be Let S 5e the punctured plane. B u t t h e proof works j u s t a s w e l l i f w require e C(5) t o be a s t a i r s t e p curve. W e computed from $(x+h. T h e r e f o r e t h e e a r l i e r proof goes through with Remark. satisfy the condition (a) Show that 2 2 b?/Jy f  = a a/ax.?. Exercises I. the plane with the Show that ths vector fields orizin deleted. curve.dd  where C i s the unit circle centered a t the origin.
1 3 Let q be the vector field of Exercise 1. Let C be any simple .o r i g i n . Let C1 be a simple closed stairstep curve in the plane. Bd R C i s any s i m p l e c l o s e d s t a i r s t e p c u r v e n o t touch   the then o r i g i n . ] *4. bounded by C1 ard . o r i e n t Bd R o u n t e r c l o c k w i s e . e whose inner region contains Q Show that [Hint: Show this inequality 'holds if C is the boundary  oE a rectangle. closed stairstep w J C f*dl # 0 .R ea f i x e d r e c t a n g l e the c let . Show that the region consisting of those points that are in the inner region of C1 and are not on C2 nor in the inner region of C C2 is a generalized Green's region.+ Qj . Even i f t h e r e g i o n S i s not s i m p l y c o n n e c t e d . where t h e r e g i o n S is the punctured plane.that f = Pi . Then apply Theorem 5. L [Hint: Follow the pattgrn of the proof of Theorem 3.Let C2 2. .  e i t h e r equals O]r I 5 A ( i f t h e o r i g i n is i n t h e inner region of C) 0 (otherwise). o n e c a n u s u a l l y determine whether a given v e c t o r f i e l d e q u a l s a g r a d i e n t i field i n S. . Here i s o n e example. .e p u n c t u r e d p l a n e . d i f f e r e n t i a b l e and Suppose . . Prove the following: 'Rreorem 5. Theorem 6 .c o n t i n u o u s l y . b~ a simple closed stairstep curve that is contained in the inner region of C1.is enclosing i n th Let b . A = \ (a) If Pdx+Qdy.
. (Indeed.gradient f i e l d i n the a  punctured plane.~ / 2 n . t h e r e i s a c o n s t a n t c such t h a t f + cq equals a g r a d i e n t f i e l d i n t h e punctured plane. then f  a  c o n s t a n t m u l t i p l e of the v e c t o r f i e l d  That i s .a gradient f i e l d from If A # 0. then  f equals . I differs .(b) If  A = 0. (c) [Hint: I m i t a t e t h e p r o o f o f Theorem 4 .) . c = .
f on S C. F o r it i s a s t a n d a r d theorem ( n o t too.Subtracting. tangle containing t h e region of i n t e g r a t i o n if and f(x.. it is not necessary t h a t t h e function which i s b e i n g i n t e g r a t e d b e c o n t i n u o u s i n a n e n t i r e r e c S.d i f f i c u l t t o p r o v e ) g and t h a t is c o n t i n u o u s t h a t i n t h i s c a s e one can f i n d a function i n t h e e n t i r e p l a n e and e q u a l s t h e theorem t o t h e f u n c t i o n g.) Y av au = J(u. w e obtain aQ .y) It w i l l suffice S i s m e r e l y c o n t i n u o u s o n some open s e t c o n t a i n i n g C.(ax au 3x au a v ax a . = f is evaluated a t 2 Q/& we have our desired result : One c a n weaken t h e h y p o t h e s i s o f t h i s theorem a b i t i f o n e wishes. f(XIY) S p e c i f i c a l l y . One t h e n a p p l i e s .v) ax Since .
if we define i then this last integral can be written as NOW we apply Green's theorem to express this line integral as a Since double integral. b Q 1i aY t aY + 61 av 2 (t)) dt where the partials are emluated at P_(t). this line integral equals It remains to compute these partials. T is by hypothesis a Green's region. We can write this last integral as a fine integral over the curve D. Indeed. have We .= I. using the chain rule.
I Let R = [c.y) Q(x. Define Then aQ/ax = f(x. for a < t .y)dt because for f (x. but that doesn't matter when we compute line integrals. <  counterclockwise direction. Now let us compute this line .v) = @(t)  be a choose the T. so Green's theorem holds for Then (t) a = ~(fi(t)) is a parametrization of the t. and integral. Let (u. is continuous.  otherwise. curve C .b.y)dx d y = \\ S aa/ax ax ay = t + + (01 + Qj) ads.dl x [c'.dtl. dr Also.y) in Re R. This sign is + if a (t) parametrizes C in the counterclock. It may be constant on some Subintervals of the axis. wise direction.y) = on all of X C f(t. it may be countsrclock~~ise clockwise. We prove our theorem by applying Green's theorem.proof. parametrization of the curve D. We apply Green's theorem to S : I\ S f (x.
b_e F may k constant on some segments o D.. and S .. 10 in some . Assume that f(x.Q) plane indicated in the figure into the wedge S in the (xIy)plane. Consider the polar coordinate transformation F(rIQ) = (r cos 8 .siqn The + F carries clockwise orientation of ctherwise. Then if Here .chanqe of variables theorem 7 (The .Ez3 R e .T are Green's reqions.y) plane that carries T into and onto . orientation of D = JT to the counterclockwise orientation of C = 3 S.Y/~U~V .chanqe of variables theorem) i  Let S in the C be an open set in the (x.F(u.v) = det JX.y) & continuous 4.rectanqle R containing S.respectively. As a Sf . It carries the rectangle T in the (r.v)) a transformation from an open set of (u. Dieorem . 1 1 I I r I b&le 1. D to the clockwise orientation of C.v) plane into the (x. and is .J(u. . It is constant on the left edge of Tt but . planeI houndfd v) D the piecewisediffe&tiable = simile closed curves (co*ti*uercrly d i & f e r e n f ia bLs\ .v). but otherwise f Assume if onetoone.y) plane and let T  be  an o w n set (u. .v) Let  (X(u. r sin 8) .C = 2 S . Y(u.carries D = a T .transformation of D onto C . is onetoone on the rest of T Note that it canies the counterclockwise . .
on a l l o f T. The l e f t s i d e of t h i s e q u a t i o n is p o s i t . heref fore i f t h e s i g n on t h e r i g h t s i d e of t h e J(u.  +. v ) C 0 on lf T. I W a p p l y t h e p r e c e d i n g theorem t o t h e f u n c t i o n e W o b t a i n t h e formula e 11 J(u.J ( u . f Therefore i n e i t h e r c a s e  Proof. Then t h e theorem i s proved. v ) t change s i g n o n t h e   Assume a l s o t h a t  If s i g n is J(u.J ( u . o n l y on t h e transforma t i o n involved. al o T. formula must be s i g n must be +.A a l t e r n a t e v e r s i o n o f t h e change of v a r i a b l e s theorem i s n t h e following: Theorem 8 . v ) du dv.v) > 0 on a l of .v) 0 dx dy = t I\ J ( u . region T. i v e . f ( x . y ) z 1.s i g n .e change if the . while the i n th of . Assume a l l t h e hypotheses o f t h e p r e c e d i n g does n o . while i f the  Now we r e c a l l t h a t t h e s i g n does n o t depend on t h e p a r t i c u l a r f u n c t i o n b e i n g i n t e g r a t e d .l v a r i a b l e s formula i s . theorem. 0 .v) C 0 on a l l o f T.
then t h e transformation " f l i p s overn t h e region t o f i t onto S.V~) I (area T ) . i s a G r e e n ' s r e g i o n . T before shrinking o r s t r e t c h i n g it . and c o n s i d e r i t s image If under t h e t r a n s f o r m a t i o n . and s o w i l l n o t change s i g n . ~f J(u.v) t e l l s whether t h e t r a n s f o r m a t i o n p r e s e r v e s o r i e n t a t i o n o r not.vo) on T.v)~ du dvt so area S  IJ(U~. Thus. v plane t o a piece of t h e x.v) # 0 a t a particular point T ( u O . w e have area s = // dx d y = \I IJ(u.v) measures how much t h e t r a n s f o r m a t i o n s t r e t c h e s o r s h r i n k s a r e a s a s it c a r r i e s a p i e c e of t h e the sign of u. t h e magnitude o f J(u. i f t h e s i g n i s negative.v) will be v e r y c l o s e t o Assuming S J(uo. T is s m a l l enough. y plane.Remark. And J(u. v O ) . l e t us choose a S small rectangle a b o u t t h i s p o i n t . ! The formula we have j u s t proved g i v e s a g e o m e t r i c i n t e r p r e t a t i o n of t h e J a c o b i a n d e t e r m i n a n t of a t r a n s f o r m a t i o n . r o u g h l y s p e a k i n g . J(u.
Define by t h e e q u a t i o n I t i s e a s y t o c h e c k that k  is a congruence.o. That is. c ) and (b. " ~ e f i n i t i o n . t h e f a c t t h a t c o n g r u e n t r e g i o n s i n t h e p l a n e h a v e t h e same a r e a .O) k  2 Proof. Jacobian t he : R determinant of 4 h. A t r a n s f o r m a t i o n h : R 2 > or an isomet t o i t s e l f i s c a l l e d a congruence &preserves A points. . ec. then o r. s i n c e .follows that It . namely.q) d e n o t e the p o i n t .M.  writing vectors as column matrices. where ad .uals +I. F i r s t . w e s h a l l v e r i f y t h e f i n a l p r o p e r t y o f o u r n o t i o n o f a r e a .d) are u n i t orthogonal vectors. h is a congruence i f R~ of t h e plane d i s t a n c e s between  for every p a i r a .( a . of p o i n t s i n t h e plane. > p2 Let (p. &(O. t h e form : R~ > R2 i sa congruence. has h  The f o l l o w i n g i s a p u r e l y g e o m e t r i c r e s u l t : Lemma 9.~cT". b If h . w e m u s t make p r e c i s e what w e mean b y a " c o n g r u e n c e .~~~)s L AS a n a p p l i c a t i o n o f  =7 t h e change o f v a r i a b l e s theorem.
Second. p r e s e r v e s norms o f v e c t o r s : By Ilall = Ilk(a)  . w e must have W e now show t h a t k  is a l i n e a r t r a n s f o r m a t i o n .b. then Let gl and g2 be the u s u a l u n i t b a s i s v e c t o r s f o r ~ e t (x. L e t u s &(g)= 0. p r e s e r v e s norms.. which h a s t h e p r o p e r t y t h a t W f i r s t show t h a t e hypothesis.f o r every p a i r of points i 2. we show t h a t k  preserves d o t products: Ilk(=)II2 2k(a)&(b) + Because k  llk(b)l12 = 1la1l2  .y) = xg1 + y e Z e 3 = k (e ) 1  and + e = k (2 ) . s t u d y t h e congruence  k. s i n c e Given p r e s e r v e s d o t p r o d u c t s and norms. By h y p o t h e s i s . c o n s i d e r .+ llbl12. x = (x.OII = llk(a)ll.y).2a. e k   Then 1 e3 and + e a r e a l s o u n i t orthogonal vectors. 2 R . k  b.
P(?i) = k(2)  = ( ) *k(g2) 5 k x = e2 = y.c) and 3 = (b.i the vector we have k (?I) . which a r e o f c o u r s e f u n c t i o n s of W have e x. W e conclude that f o r a l l p o i n t s 5 = ( x . because k  preserves d o t products. . because 3 i s orthogonal t o e2. ~ ) of Letting ej = (a.d) = (ax + by. components i n the form k ( 5 ) = x(a8c) + y(b. because i s orthogonal by d e f i n i t i o n o f e3. because e3 and g4 form a b a s i s f o r R2 .d) . c x + dy). Similarly. w e can w r i t e k o u t in. f o r some s c a l a r s L e t us compute a a and and 6.  B. R2.
d) are u n i t o r t h o g o n a l v e c t o r s . . t h e n i  h  b e a congruence of the p l a n e t o it region S. (ptq).Thus k is a l i n e a r t r a n s f o r m a t i o n . c x + dy + q). Let self . w e have the equation d e t cj= [. TO compute t h e J a c o b i a n d e t e r m i n a n t o f = (a.  to  7. . w e recall h R e t u r n i n g now t o o u r o r i g i n a l t r a n s f o r m a t i o n . If bo t h  T S a nd  a re  area S = area T. T h e r e f o r e w e can w r i t e o u t h ( 5 ) i n components a s h ( ~ = (ax ) + by + p. that k ( 5 ) = h(x) ..jtOr a b det 1 0 Theorem 1 0 . w e note t h a t because e 3 and = (b. c a r r y i n g r e g i o n Green 's r e g i o n s .c) h .
Is h n e c e s s a r i l y a congruence? 3.v) I = 1. show h  p r e s e r v e s areas. under t h e t r a n s f o r m a t i o n h? Given t h e t r a n s f o r m a t i o n \ . of R~ t o itself. Furthermore. From t h e e q u a t i o n w e conclude t h a t area S = a r e a T. p o i n t s of R' h t o d i s t i n c t points of ~ h u st h e h y p o t h e s e s o f t h e p r e c e d i n g theorem a r e s a t i s f i e d . (a) Show t h a t i f h ad (a. Let h x (x) = A  be an a r b i t r a r y l i n e a r transformation M. If S S i s a rectangle of a r e a what i s t h e a r e a o f t h e image o f 2.Proof.bc = 21. then i s a congruence. I J (u. 0 EXERCISES. a onetoone The t r a n s f o r m a t i o n c a r r i e s t h e boundary o f f a s h i o n o n t o t h e boundary o f a r e c a r r i e d by S T in (since d i s t i n c t R2). (b) If .c) and (bed) are u n i t o r t h o g o n a l v e c t o r s . I 1. A translation of R~ i s a t r a n s f o r m a t i o n o f t h e form .
where .9) h c a r r i e s the point with polar coordinates t o the point with polar coordinates ( r . show t h a t every congruence w i t h J a c o b i a n +I c a n be w r i t t e n a s t h e composite o f a t r a n s l a t i o n and a r o t a tion.I g is fixed. and t h e r e f l e c t i o n map 4. a r o t a t i o n . Show t h a t t r a n s l a t i o n s and r o t a t i o n s a r e Conversely. i (c) Show t h a t e v e r y congruence w i t h Jacobian 1 c a n be w r i t t e n a s t h e composite o f a t r a n s l a t i o n .9+$) (b) congruences. x sin 4 + y cos $1. . A r o t a t i o n of R~ i s a t r a n s f o r m a t i o n of t h e form h ( 2 ) = ( x cos 4  y s i n 0. Show t h a t i f t h e rows of A a r e orthonormal v e c t o r s . where (a) is fixed. t h e n t h e columns of are also orthonormal v e c t o r s . Check t h a t t h e t r a n s f o r m a t i o n (r. A Let A be a s q u a r e m a t r i x .
Bxpresa the volume conmoa to the two cylinders am an integral in cylindrical coordinates.i r 3. 6. *. 0. . Let Given S b e the act o f all y) ( x . ~ ) with b2x2 f + a2 Y 2 I. Let C be a circular cylinder o f radiua a whome central axis is the xaxis.y) = x 2.w . JJ S as an integral over the u nit disc Bvaluate when f(x. 1 . Let D be a circular cylinder o f radius b 5 a w h o s e central axir is the zaxia. a . L ~ v a l u a t e when b = Transform t h e integral in problem 3. y = uv w i t h u. Evaluate the integral. f(x.  . expresa t h e integral u2 + v 2 1. v > 0 .26 by using the substi tution x = u / v . 7 I. . p .
.
where T is a . Let S be a simple smooth parametrized S surface in R . Let F = . it is the vector form of the theorem that is most likely to be quoted.StokesI Theorem Our text states and proves Stokes' Theorem in 12. 7 + (>Q/& ap/Jy) 7 . The proof is the same as in our text. We define another vector adz)+ + i (JP/>Z aR/Jx)  We discuss later the physical meaning of this vector field. Therefore we state and prove the vector form of the theorem here. . I PT + QT + $ be a continuously differentiable vector field defined in an open set U of R3 field in U. since the notations dxAdy =d the like are not n in common use (yet) i physics and engineering. defined by the equation m to note that d curl F can be evaluated by computing the symbolic determinant 7' 7 * curl ? = + V ~ F= 9 det Theorem. bounded by a simple closed piecewisesmooth curve D.11.v) plane. . by the equation curla = (Ra )/y . but ituses the scalar form for writing both the line integral and the surface integral involved. In the applications. and that has continuous + . parametrized by a function g : T region in the (u. but not as condensed. Definition. An easy way to remember this definition is to introduce the symbolic operator "delM. (Stokes1 theorem). Assume that T is a Green's region.
If F is a continuously differentiable vector field defined in an open set of R~ containing S and C. and use the new parametrization R(s. Let C be the curve L(D). fi to the surface S points in the same Here the orientation of C is that derived from the counterclockwise orientation of D.t)) . Remark 1. What happens t the integrals o / . / Remark 2 We note that the equation is consistent with a change . then J t ( F a Jc T) ds  JJs ((curl T)$] d~ .t) = g(q(s. of parametrization. and the normal direction as 3 J ru Y 1gJv ." The figure indicates the correctness of this informal description. Suppose that we reparametrize S by taking a function 9 : W s T carrying a region in the (s. The relation between T and 4 2 is often described informally as follows: "If youralkaround C in the direction specified by 3 with your head in the direction specified by ? i . then the surface S is on your left.t) plane onto T.secondorder partial deri~tivesin an open set containing T ard D.
in the statement of the th?orem? If det Dg
.
0
, then the left side of
the equation is unchanged, for we know that g carries the countercloclcwise
orientation of because
2~

to the counterclockwise orientation of
2 T. Furthermore,
) R /as
x&/J t
=
( J dx 3rJk) det Dg , the unit normal
determined by the parametrization g is the same as that determined by g so the right side of the equation is also unchanged.
Orr the other hand, if det D g i 0,
,
then the counterclockwise orientation so that
of J W goes to the opposite direction on C,
7
changes
sign. But in that case, the unit normal determined by g is opposite to that determined by
r.
Thus both sides of the equation change sign.
Proof of  the theorem.
The proof consists of verifying the
following three equations:
m e theorem follo&
by adding these equations together.
We shall in fact verify only the first equation. The others are
f proved similarly. Alternatively, i one makes the substitutions
> 4 + 3 4 1 j and j + k m.d k +i m d xsy and y + z and z  e x , then each equation is transformed into the next one. This corresponds to 3 ar? orientationpresedng chmge of ~riables in R , so it leaves the orientations of C and S unchanged. Sa let F henceforth denote the vector field Pi ; we prove Stokes' theorem in that case.
3
The idea of the proof is to express the line and surface integrals
of the theorem as integrals over D and TI respectively, and then to
apply Green's theorem to show they are equal.
Let r(uIv) = (X(U.V)~ Y(u,v), Z(u,v)), as usual.
;
l(t)
4
.
Choose a counterclockwise parametrization of D for a 5 t
call it
< b.
Then the function
is the parametrization of C that we need to compute the line integral
of our theorem.
k
a
We compute as follows:
Xv where 2 U u and a &
are evaluated at d_(t), of course. We can write
this as a line integral over D. Indeed, if we let p and q be the functions p(uIv) s(u,v)
= P(g(uIv) )*ru(ufv)
= P(g(u,v) 1 ) 8v r u $ 
ax
ax
d
I
then our integral is just the line integral
New by Green's theorem, this line integral equals
I*)
(J~/JU

J , / ~ v ) du dv
.
We use the chain rule to compute the integrand. We have
where P and its partials are evaluated at ~(u,v), of course. Subtracting, we see that the first and last terms cancel each other.
The double integral ( * ) then takes the form
Nclw we compute the surfac~ integral of our theorem.
Since
curl F = > P / ~ Z
3
T>P/>~ 2 , formula
(12.20) on p. 435 of our text
tells us we have
Here
2P/> z
and 2 P/3y
are e~luated t r(u,v) , of course. a
,

Our theorem is thus proved.
Exercises
on tfie diverqence
theorem
1.
Let
S
be the portion of the surface
z = 9

x2

y2
lying
above t h e xy plane. Let 8 be the unit upward normal to S.
Apply t h e divergence theorem'to the solid bounded by S and the xyplane to evaluate (a)
(b)
J'I P
S
il
2
d~
if:
1 = ~in(~+z)? +
s X Z J + ( x +y
2
)d.
y 2 z 3 + yf + zR. Anewers: (a) 8 1 ~ / 2 *
D =
(b) 8ln.
2.
I
Let S2
S1
denote t h e surface
x2
z = 1
y2

x
2

Y 2 ; z 2 0.
Let
denote t h e unit d i s c let
+
1
z = 0
Let
S ,
= xt
and let
3,
be Evaluate
(2wcy)f + zk;
3,
S2,
b e t h e unit normal t o both with positive
t h e unit normal to y o d l d S and
S1
d
component.
Jj
1
* a 2 d s .
s2
Grad ' Curl Div and all that. ' We study two questions about these operations:
I .
  
DO they have natural (i.e., coordinatefree) physical
or geometric interpretations?
11.
What is the relation between them?
I.
We already have a natural interpretation of the
gradient.
For divergence. the question is answered in 12.20 of Apostol.
1
The theorem of that section gives a coordinatefree
+
and the subsequent discussion
+ gives a physical interpretation, in the case where F is the
flux density vector of a moving fluid.
definition of divergence F.
i
Apostol treats curl rather more briefly.
+
Formula
(12.62) on p 461 gives a coordinatefree expression for
.
r i 
curl F (a), as follows: L
where
C(r)
is the circle of radius r
centered at
a 
lying in the plane perpendicular to the point
and passing through
a,
and
C(r)
is directed in a counterclockwise
direction when viewed from the tip of
!
+
n.
This number is
called the circulation of
5
at a  b
around the vector

+
n;
it is clearly independent of coordinates. coordinatefree definition of
+
Then one has a
curl F
as follows:
curl F
at
a 
points in the direction of the vector
+
around which the circulation of
F
is
a maximum, and its magnitude equals
this maximum circulation.
YOU
will note a strong analogy here with the relation between
+
the gradient and the directional derivative.
For a physical interpretation of imagine F
I
,
curl F,
let us
+
to be the velocity vector field of a moving fluid.
in the fluid,
+
Let us place a small paddle wheel of radius P with its axis along n.
Eventually, the paddle wheel settles
down to rotating steadily with angular speed
w
(considered as
positive if counterclockwise as biewed from the tip of if).
+ + The tangential component F * T of velocity will tend to in
crease the speed
w
if it is positive and to decrease
o
if
1 O p h y s i c a l grounds. + s o t h a t by formula w e have ( i f + i s very s m a l l ) . speed of a p o i n t on one of t h e p a d d l e s That is.  + I n p h y s i c a l terms t h e n .T ) =  + b . d c u r l F ( a ) = 2w. t h e v e c t o r k u r l F(=)] points i n the d i r e c t i o n of t h e a x i s around which o u r p a d d l e wheel s p i n s most r a p i d l y (in a c o u n t e r c l o c k w i s e d i r e c t i o n ) . i t i s r e a s o n a b l e t o n suppose t h a t average v a l u e of ( F .i t is n e g a t i v e . and i t s magni t u d e e q u a l s t w i c e this maximum a n g u l a r speed. &I I t follows t h a t C~ + T ds = r w . .
U. grad.( 1 Scalar f i e l d s (XI grad 3 L e t us c o n s i d e r f i r s t t h e t o p two o p e r a t i o n s . If F = grad 4  f o r some 4.goes goes from v e c t o r from s c a l a r f i e l d s t o v e c t o r f i e l d s . W e compute curl 3 by t h e formula curl . 11.. C url f i e l d s t o v e c t o r f i e l d s .e v e r y+c l o s e d piecewisesmooth p a t h in . and Div goes from his i s s u m a r i z e d i n t h e   vector f i e l d s t o s c a l a r f i e l d s . diagram: Scalar f i e l d s 0 (5) Vector f i e l d s curl Vector f i e l d s a Jl I . Here i s a theorem w e have a l r e a d y proved: Theorem 1. and curl. ~ r o o f . then + + c u r l F = 0. c u r l . W e r e s t r i c t o u r s e l v e s t o s c a l a r and v e c t o r f i e l d s t h a t U a r e c o n t i n u o u s l y d i f f e r e n t i a b l e on a r e g i o n of R . + F r i sa gradient i n  U i f and  only i f L F * du = 0 for . and d i v ? Grad . Theorem 2. What a r e t h e r e l a t i o n s between t h e o p e r a t i o n s Here i s one way of e x p l a i n i n g them.
and t h e p a r t i a l s o f = D. The f unc. Hence + If i .f u n c t i o n $(XI = + ( x ) + c i s t h e most g e n e r a l Theorem 3 .condition c u r l $ = d in  u 3 i sa does o .$ = grad $ .F I j I i i s starconvex.U.c u r l = 8 na. b F = grad $. If + + c u r l F = 0. is not a gradient i n we let C be t h e u n i t circle . t h e n curlF=O. j.+ d e f i n e d . t h i s f a c t i m p l i e s t h a t by t h e Poincar6 l e m m a . then for a l l F i. in Proof.F j J i F are continuous.w e know t h a t i f $ 1 i s a g r a d i e n t . If U D. Theorem 4 . ? = 8.F f o r all i .starconvex r e g i o n U .F = D. is a g r a d i e n t i n U. Consider t h e v e c t d r f i e l d It is defined i n t h e region U c o n s i s t i n g of a l l of curl R 3 ex cept f o r the TO show zaxis. _I t i o n such t h a t Proof. j. then f o r some in . ! D. 17 The . I t i s e a s y t o check t h a t U.U .nt i n g e n e r a l imply t h a t  g r a d i e n t .
. let S be an o r i e n t  which C bounds.~ ( t=) (cos t . Apply S t o k e s t theorem One o b t a i n s t h e e q u a t i o n Then Theorem 1 shows t h a t NOW P i s a gradient i n U. U rt t u r n s o u t t h a t i f . 0 ) . f o r example. l e t us consider t h e next t w o operations. and compute rt f o l l o w s from Theorem Remark. roughly speaking. curl $ = in U. w e c o n s i d e r o n l y f i e l d s t h a t a r e c o n t i n u o u s l y 3 d i f f e r e n t i a b l e i n a region U of R There a r e analogues of div.(zaxis) 8 i s not. i n the xyplane. U C in U. e v e r y c l o s e d curve i n bounds an o r i e n t a b l e s u r f a c e l y i n g i n 3 U. i s simply connected and i f U. 0 in connected" i f . The r e g i o n R3 ( o r i g i n ) i s simply connected. s i n t . curl and Again. then is a gradient i n The proof goes roughly a s follows: Given a c l o s e d c u r v e able surface i n t o t h a t surface. a l l t h e e a r l i e r theorems: I . A region ] I that U $ R~ cannot be a g r a d i e n t i n i s c a l l e d "simply U U. b u t t h e r e g i o n R .
Now + by h y p o t h e s i s . ~roof. . s h a l l n o t a t t e m p t t o prove it. curl s2 .  for closed .c u r l i n U.) Break and region t h a t s up i n t o two s u r f a c e s S1 S2 that intersect in their common boundary. G = c u r l ? f o r some d e f i n e d i n U. lies w e do n o t assume t h a t includes t h e S )dimensional bounds.a. If  2 = curl ? f o r some  ?. Theorem 6 . Let be a c lased s u r f a c e t h a t l i e s i n (While we assume t h a t in U U. which i s a simple smooth c l o s e d curve C. By assumption.F s. W e corn pute : G n ds = 11 S2 Adding. S U. F m i d~ i =  1 Hm C da. P roof. 11 5 t S dS = 0 If i then . ema ark. b u t w e then .d i v 2 = 0. w e see t h a t . The convers'e of Theorem 5 h o l d s a l s o .e v e r y o r i e n t a b l e s u r f a c e S S in  U.Theorem 5 .
(D2D1F3DZD3Fl)+(D3DlF2D3D2F1) If in .U.16 of Apostol.  does not in general imply that . is given in section 12.function H = F + grad $ .condition H  5 = grad 4 4.a.F defined . + + The is the most func.starconvex region U. + then in U. proof is by direct computation. The . Theorem 8 .= curl H..2 = curl 3 . 8. Note that if curl(HF) = for some + + 2 = curl ?$ and + G = curl H.general + tion such that . as in the ~oincar6lemma. The when This proof also shows how to construct a specific such function in the given cases.div = 0 . A proof that holds when U is a 3dimensional box. t divG=O & U I is . Hence by Theorem 3. or U is all of R3. We shall not prove this theorem in full generality. Theorem 7.Then div + G = (D1D2F3D1D 3F 21 .if .a curl in U. + then for some in .
0 .z) = xi + yj + zk = n o T h e r e f o r e 11 b*.y. U c o n s i s t i n g of a l l of R3 One r e a d i l y shows by d i r e c t computation If that S i s t h e u n i t s p h e r e c e n t e r e d a t t h e o r i g i n .z)B = 1. so (x.y.z) i s a p o i n t o f S t t h e n + + + + * G(x.Proof.y. that d i v G = 0. Let 2 be t h e v e c t o r f i e l d which i s d e f i n e d i n t h e r e g i o n except f o r t h e o r i g i n . dA = 1 dA = ( a r e a of s p h e r e ) # 0. I (x. t h e n w e show his w i l l imply (by Theorem 5 ) t h a t If is n o t a c u r l .
erna ark.* bounds a The r e g i o n U = R (origin) 3 i s nott'two axis) simply connected". t h a t + G is a c u r l i n U. b u t t h e r e g i o n U = R3(z is . The proof goes roughly a s follows: Given a c l o s e d s u r f a c e it bounds. rt div G = 0 b turns out that i f in U. let V be t h e r e g i o n V. f o r example. U is"twosimply connected and i f I1 then 2 is a curl in U. Suppose w e s a y t h a t a r e g i o n U U in R3 i s "two simply c o n n e c t e d w i f e v e r y c l o s e d s u r f a c e i n s o l i d region l y i n g i n U. S in U." . There i s much more one can s a y a b o u t t h e s e matters. b u t one needs t o i n t r o d u c e a b i t of a l g e b r a i c topology i n o r d e r t o do so. Since i s by h y p o t h e s i s d e f i n e d on a l l of w e can apply Gauss' theorem t o compute Then t h e converse of Theorem 5 implies. It i s a b i t l a t e i n t h e semester f o r t h a t ! *The proper mathematical term for t h i s is ffharalogicallyt r i v i a l in dimension two.
mit. visit: http://ocw.mit. .MIT OpenCourseWare http://ocw.edu/terms.024 Multivariable Calculus with Theory Spring 2011 For information about citing these materials or our Terms of Use.edu 18.