UMEP Sample

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UMEP Sample

© All Rights Reserved

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Linear equations and linear systems

A linear equation in n variables, x1 , x2 ,

a1 x1 a2 x2

where a1 , a2 ,

an xn b

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

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)

32

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

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

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:

70

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