Find the determinant of the following matrix:
1
2
3
1
2
3
1
2
3
1
2
3
1
2
3
1
2
3
1
2
3
1
2
3
=
1
2
3
0 −
2
−
2
3
−
3
0 −
2
−
2
3
−
3
0 −
2
−
2
3
−
3
Theorem 8
If B = [b
ij
] is a square matrix of order n that is derived from
another square matrix A = [a
ij
] of order n, by adding correspondingly the
elements of a row (or column) to a multiple of the elements of another
row (or column), then det(B) = det(A).
Solution
Solution
1
2
3
0 −
2
−
2
3
−
3
0 −
2
−
2
3
−
3
0 −
2
−
2
3
−
3
=
−
2
−
2
3
−
3
−
2
−
2
3
−
3
−
2
−
2
3
−
3
Method of Cofactors
Expanding about the first column, the
determinant of the original matrix is equal to the
determinant of the submatrix A
11
.
Solution
−
2
−
2
3
−
3
−
2
−
2
3
−
3
−
2
−
2
3
−
3
=
− − + −
2
+ +
2
− − + −
2
+ +
2
− − + −
2
+ +
2
= − − −
1 +
2
+ +
2
1 +
2
+ +
2
1 +
2
+ +
2
Theorem 4
If A has a row (or column) that has a
common factor, then this k may be factored
out of the determinant of A, where a simplified
matrix B is formed.
Solution
1 +
2
+ +
2
1 +
2
+ +
2
1 +
2
+ +
2
=
1 +
2
+ +
2
0 −
2
−
2
+ −
0 −
2
−
2
+ −
Theorem 8
If B = [b
ij
] is a square matrix of order n that is derived from
another square matrix A = [a
ij
] of order n, by adding correspondingly the
elements of a row (or column) to a multiple of the elements of another
row (or column), then det(B) = det(A).
Solution
Method of Cofactors
Expanding about the first column, the
determinant of the original matrix is equal to the
determinant of the submatrix A
11
.
1 +
2
+ +
2
0 −
2
−
2
+ −
0 −
2
−
2
+ −
=
−
2
−
2
+ −
−
2
−
2
+ −
Solution
−
2
−
2
+ −
−
2
−
2
+ −
=
− − + +
− − + +
= − −
1 + +
1 + +
Theorem 4
If A has a row (or column)
that has a common factor, then
this k may be factored out of the
determinant of A, where a
simplified matrix B is formed.
1 + +
1 + +
= + + − + + = −
 Diagonal Method
Final Answer
1
2
3
1
2
3
1
2
3
1
2
3
= − − − − − −
=
3
2
−
3
2
−
3
2
+
3
2
+
3
2
−
3
2
−
2
3
+
2
3
+
2
3
−
2
3
−
2
3
+
2
3
+
3
2
−
3
2
−
2
3
+
2
3
+
3
2
−
2
3
−
3
2
+
3
2
+
2
3
−
2
3
−
3
2
+
2
3
=
1 1 ⋯ 1
0
1
⋯
0
2
1
2
⋯
2
⋮ ⋮ ⋱ ⋮
0
1
⋯
Vandermonde Matrices – matrices of the
following form: (our homework!)
det = det (
) =
−
>
AlexandreThéophile Vandermonde showed that
the determinant of such matrix is:
Just trivia…
Outline
1. Matrix Adjoint
2. Matrix Inverse
3. MoorePenrose Pseudoinverse
4. Solution to Systems of Linear Equations
a. Inverse Method
b.Cramer’s Rule
c. LU Decomposition
GOAL!!
Solve this first!
− + = 1
+ 2 + 3 = 6
4 − 2 + 3 = 5
=?
=?
=?
What method did you use?
 Elimination?
 Substitution?
 Guessing?
 Graphical? (Goodluck!)
 It’s in the handout, duh!
Answer:
= 1
= 1
= 1
Systems of Linear Equations
Methods for Solving Systems of Linear Equations:
 Elimination
 Substitution
 Guessing
 Graphical
 Inverse Method
 Cramer’s Rule
 LU Decomposition
Relaxation Methods
1. Jacobi Method
2. GaussSeidel Method
3. SOR
Krylov Subspace Methods
1. Conjugate Gradient
2. Biconjugate Gradient
3. Minimal Residual (GMRES)
Direct Iterative
Review
Recall: Submatrix, M
ij
=
ℎ
=
ℎ
=
ℎ
=
=
ℎ
=
ℎ
=
ℎ
Review
Recall: Minor or Complementary Minor, M
ij

=
ℎ
=
ℎ
=
ℎ
=
11
=
ℎ
11
= −ℎ
23
=
ℎ
23
= ℎ −
31
=
31
= −
Review
Recall: Cofactor or Algebraic Component, (1)
i+j
M
ij

=
ℎ
11
= −ℎ
23
= ℎ −
31
= −
= 1
= 1
−1
+
= 1
= 2
= 3
−1
+
= −1
= 3
= 1
−1
+
= 1
11
= −ℎ
31
= −
23
= − ℎ
Matrix Adjoint
Adjoint – the transpose of the matrix of cofactors.
=
ℎ
=
11
12
13
21
22
23
31
32
33
=
=
11
21
31
12
22
32
13
23
33
11
= −1
1+1
− ℎ = − ℎ
12
= −1
1+2
− = −
13
= −1
1+3
ℎ − = ℎ −
⋮
33
= −1
3+3
− = −
Adjugate Matrix
Adjoint Matrix
Matrix Inverse
Inverse – the adjoint of a matrix divided by its determinant.
=
ℎ
−1
=
()

On your seats, get the inverse of matrix X:
First three to get the right answer will each get (+3) in 1
st
LE.
=
1 1 1
1 2 2
1 2 3
−1
=?
MATRIX
SCALAR
Matrix Inverse
Answer:
−1
=
2 −1 0
−1 2 −1
0 −1 1
Quick Formula for 2 X 2 matrices:
=
−1
=
1
−
−
−
Matrix Inverse
Do all square matrices have an inverse?
NO! Try getting the inverse of: =
1 1
2 2
Definition
A square matrix is called singular if and only if its
determinant is 0.
“A square matrix that is not invertible
is singular or degenerate. But if a matrix
is invertible, its inverse is unique.”
Matrix Inverse
Properties of Matrix Inverse:
1)
−1
=
−1
=
2)
−1 −1
=
3)
−1
=
−1
−1
, for a nonzero scalar, k
4)
−1
=
−1
5)
−1
=
−1
−1
6) det
−1
= det
−1
Matrix Inverse
MoorePenrose Pseudoinverse, A
*
In MATLAB,
inv(A)
Computes the inverse of A.
pinv(A)
Computes the MoorePenrose pseudoinverse of A.
Properties of MoorePenrose Pseudoinverse:
1)
∗
≠
∗
≠
2)
∗
=
3)
∗
∗
=
∗
4)
∗
=
∗
5)
∗
=
∗
We won’t compute
this anymore…
Outline
1. Matrix Adjoint
2. Matrix Inverse
3. MoorePenrose Pseudoinverse
4. Solution to Systems of Linear Equations
a. Inverse Method
b.Cramer’s Rule
c. LU Decomposition
GOAL!!
Systems of Linear Equations
Let’s go back to our example:
1 − 1 + 1 = 1
1 + 2 + 3 = 6
4 − 2 + 3 = 5
=?
=?
=?
This is the same as:
1 −1 1
1 2 3
4 −2 3
=
1
6
5
Systems of Linear Equations
Let’s go back to our example:
1 − 1 + 1 = 1
1 + 2 + 3 = 6
4 − 2 + 3 = 5
=?
=?
=?
This is the same as:
1 −1 1
1 2 3
4 −2 3
=
1
6
5
= Find X!!
Systems of Linear Equations
=
−1
=
−1
=
−1
=
−1
Given
Leftmultiply the inverse of A in both sides
Property of the inverse matrix
Property of an identity matrix
=
1 −1 1
1 2 3
4 −2 3
−1
1
6
5
Inverse Method!
Inverse Method
=
1 −1 1
1 2 3
4 −2 3
−1
1
6
5
=
1
−7
12 1 −5
9 −1 −2
−10 −2 3
1
6
5
= −
1
7
12 1 +1 6 − 5(5) = 1
= −
1
7
9 1 −1 6 −2(5) = 1
= −
1
7
−10 1 −2 6 + 3 5 = 1
Determinant Adjoint
Inverse
Answer:
= 1
= 1
= 1
Cramer’s Rule
1 −1 1
1 2 3
4 −2 3
=
1
6
5
=
=
−1 1
2 3
−2 3
1 −1 1
1 2 3
4 −2 3
=
1 1
1 3
4 3
1 −1 1
1 2 3
4 −2 3
=
1 −1
1 2
4 −2
1 −1 1
1 2 3
4 −2 3
Solve for these determinants, in place of the inverse!
We can do away with the
inverse, but calculate
determinants only!
Forward & Backward Substitution
Let’s explore simpler cases…
Given: AX = B
What if A is a lower triangular matrix? For example,
What if A is an upper triangular matrix? For example,
1 0 0
2 −5 0
1 3 1
=
4
3
8
1 2 −7
0 1 −2
0 0 1
=
1
3
2
= 4
2 − 5 = 3
+3 + = 8
+2 −7 = 1
− 2 = 3
= 2
=
4
1
1
=
1
7
2
Forward & Backward Substitution
Given: AX = B
Backward Substitution:
1 0 0
2 −5 0
1 3 1
=
4
3
8
1 2 −7
0 1 −2
0 0 1
=
1
3
2
= 4
2 − 5 = 3
+3 + = 8
+2 −7 = 1
− 2 = 3
= 2
=
4
1
1
=
1
7
2
Forward Substitution:
LU Decomposition
 An upper or lower triangular matrix of coefficients is readily
solvable by back/forward substitution, respectively.
 Happily, all square matrices can be decomposed into a
product of a lower and upper triangular matrix! For example,
1 0 0
2 −5 0
1 3 1
=
4
3
8
1 2 −7
0 1 −2
0 0 1
=
1
3
2
Forward substitution Backward Substitution
LU
Decomposition!
1 2 3
1 −3 −1
1 −2 3
=
1 0 0
1 1 0
1 4/5 1
1 2 3
0 −5 −4
0 0 16/5
LU Decomposition
How to decompose a matrix into L and U??
The decomposition is not unique:
11
12
13
21
22
23
31
32
33
=
1 0 0
21
1 0
31
32
1
11
12
13
0
22
23
0 0
33
11
12
13
21
22
23
31
32
33
=
11
0 0
21
22
0
31
32
33
1
12
13
0 1
23
0 0 1
11
12
13
21
22
23
31
32
33
=
11
0 0
21
22
0
31
32
33
11
21
31
0
22
32
0 0
33
Doolittle’s Method
Crout’s Method
Cholesky’s Method
LU Decomposition
How to decompose a matrix into L and U??
The decomposition is not unique:
11
12
13
21
22
23
31
32
33
=
0 0
21
0
31
32
11
12
13
0
22
23
0 0
33
11
12
13
21
22
23
31
32
33
=
11
0 0
21
22
0
31
32
33
12
13
0
23
0 0
11
12
13
21
22
23
31
32
33
=
=
Doolittle’s Method
Crout’s Method
Cholesky’s Method
Unitriangular
LU Decomposition
Let’s do Doolittle’s
Method:
1 2 3
1 −3 −1
1 −2 3
=
1 0 0
21
1 0
31
32
1
11
12
13
0
22
23
0 0
33
11
= 1 =
11
1 + 0 0 + 0 0
21
= 1 =
21
11
+ 1 0 + 0(0)
31
= 1 =
31
11
+
32
0 +1(0)
12
= 2 =
12
1 +
22
0 + 0 0
22
= −3 =
21
12
+
22
1 + 0 0
32
= −2 =
31
12
+
32
22
+ 1(0)
13
= 3 =
13
1 +
23
0 +
33
0
23
= −1 =
21
13
+
23
1 +
33
0
33
= 3 =
31
13
+
32
23
+
33
(1)
11
= 1
21
= 1
31
= 1
12
= 2
22
= −5
32
= 4/5
13
= 3
23
= −4
33
= 16/5
This is
applicable to
any LU
decomposition
method!
LU Decomposition
How can we use LU Decomposition to solve systems of
linear equations?
=
=
= =
=
=
Given
Decompose A into an L or U triangular matrix
Let Y be the product of matrices U and X.
Solve for Y here, by forward substitution
Solve for X here, by backward substitution
LU Decomposition
Example: Solve for x
1
, x
2
, and x
3
using LU Decomposition.
1
+2
2
+ 3
3
= 5
1
− 3
2
−
3
= 2
1
−2
2
+ 3
3
= 9
In matrix form:
1 2 3
1 −3 −1
1 −2 3
1
2
3
=
5
2
9
From earlier:
1 2 3
1 −3 −1
1 −2 3
=
1 0 0
1 1 0
1 4/5 1
1 2 3
0 −5 −4
0 0 16/5
A = L U
LU Decomposition
1 0 0
1 1 0
1 4/5 1
1 2 3
0 −5 −4
0 0 16/5
1
2
3
=
5
2
9
=
=
1 0 0
1 1 0
1 4/5 1
1
2
3
=
5
2
9
=
=
5
−3
32/5
1 2 3
0 −5 −4
0 0 16/5
1
2
3
=
5
−3
32/5
=
1
−1
2
This is the Final Slide
Questions?
Homework 2. Solve the following system using
the (a) Inverse Method, (b) Cramer’s Rule, and
(c) LU Decomposition by Doolittle’s Method.
19 4 3
15 3 2
4 3 3
z x y
z y x
z y x