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UMEP Mathematics Exam Revision Book

Topic 5: Linear Equations and Matrices


Linear equations and linear systems
A linear equation in n variables, x1 , x2 ,

, xn , is an equation of the form:

a1 x1 a2 x2
where a1 , a2 ,

an xn b

, an are constants (not all zero) and b is also a constant.

A system of linear equations or a linear system is a finite collection of linear equations. The
following is a system of m linear equations with n variables:

a11 x1 a12 x2
a21 x1 a22 x2

a1n xn b1
a2 n xn b2

am1 x1 am 2 x2

amn xn bm

The system can be written as an augmented matrix:

a11
a
21

am1

a12
a22

a1n
a2 n

am 2

amn

b1
b2

bm

The number of rows in an augmented matrix is equal to the number of equations. The number of
columns, discounting the last, is equal to the number of variables. The last column contains the
constant term from each equation.
Elementary row operations
The basic method for solving a system of linear equations is to replace the given system by a
new system that has the same solution set but is easier to solve. This new system is generally
obtained in a series of steps by applying the following three types of operations to eliminate
unknowns systematically:
1. Multiply an equation by a non-zero constant
2. Interchange two equations
3. Add a multiple of one equation to another equation.
Since the rows of an augmented matrix correspond to the equations in the associated system,
these three operations correspond to the following operations on the rows of the augmented
matrix:
1. Multiply a row by a non-zero constant
2. Interchange two rows
3. Add a multiple of one row to another row.
These three operations are known as the elementary row operations.
Row-echelon form (REF) and reduced row-echelon form (RREF)

Copyright Victor Lin 2014

Linear Equations and Matrices

32

UMEP Mathematics Exam Revision Book

To diagonalize an n n matrix A :
1. Find the eigenvalues 1 , 2 ,

, n .
2. Find the eigenvectors v1 , v2 , , vn that correspond to those eigenvalues.
3. P is the n n matrix whose columns are the eigenvectors, P [v1 v2
vn ] .
4. D is the n n diagonal matrix whose main diagonal entries are the corresponding
0
1 0 0
0 0
0
2

0.
eigenvalues, D 0 0 3

0 0
n

Powers of a Matrix
Once we have diagonalized the matrix A , then we can easily find Ak . If D P1 AP , then
A PDP1 . Therefore:

Ak ( PDP1 )k PDP1PDP 1

1 0
0
2

k
We can calculate D easily because if D 0 0

0 0
1k 0 0
0

k
0
0 2 0
D k 0 0 3k
0 .

k
0 0

PDP 1 PDk P 1

0
0

0
0
0 , then

This is very useful for Markov Chain problems.


Diagonalization of Symmetric Matrices
An n n matrix Q is orthogonal if and only if its columns form an orthonormal basis for
To determine whether a matrix Q is orthogonal, check whether Q

Q .
T

An n n matrix A is orthogonally diagonalizable if there exists orthogonal Q such that

QT AQ D . This is nothing special. We have simply replaced P with Q . The difference is this:
whereas P is made up of eigenvectors, Q is made up of eigenvectors after Gram-Schmidt
procedure has been applied.
A matrix A is symmetric if AT A . If A is a real, symmetric matrix, then A is orthogonally
diagonalizable. The following are also true:

Copyright Victor Lin 2014

Eigenvalues and Eigenvectors

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