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You are on page 1of 164

Unit 1

LAPLACE TRANSFORMS

After completing this unit, you will be able to:

1.

2.

3.

4.

5.

illustrate the properties of Laplace transform.

evaluate the Laplace transforms for a variety of functions.

find the inverse Laplace transform.

solve differential equations using Laplace transforms.

1.1 INTRODUCTION

The knowledge of Laplace transforms has in recent years become a

necessary an essential part of the mathematics background required for

engineering students taking Advanced Engineering Mathematics. This is

because the transform methods provide an easy and effective means for the

solution of many problems arising in different areas of engineering.

The Laplace transformation is a useful and powerful method for solving

linear differential equations arising in engineering mathematics. It consists

essentially of three steps. In the first step, the given differential equations is

transformed into an algebraic equation, which is called a subsidiary equation.

Then the latter is solved by purely algebraic manipulations or simplifications.

Finally, the solution of the subsidiary equation is transformed back so that it

becomes the required solution of the original differential equations.

In this way, the Laplace transformations reduces the problem of solving

a differential equation to an algebraic problem. Another advantage is that it

takes care of initial conditions so that in

initial value problems, the

determination of a general solution is avoided. Similarly, if we apply the

Laplace transformation to a non-homogeneous equation, we can obtain the

2

solution directly, that is without solving the corresponding homogeneous

equation.

analyzing linear time-invariant systems such as electrical circuits, harmonic

oscillators, optical devices, and mechanical systems, to name just as few.

Given a simple mathematical or functional description of an input or output to

a system, the Laplace transform provides an alternative functional

description that often simplifies the process of analyzing the behavior of the

system, or in synthesizing a new system based on a set of specifications.

The Laplace transform is an important concept from the branch of

mathematics called functional analysis.

In actual physical systems the Laplace transform is often interpreted as a

transformation from the time-domain point of view, in which inputs and

outputs are understood as functions of time, to the frequency-domain point of

view, where the same inputs and outputs are seen as functions of complex

angular frequency, or radians per unit time. This transformation not only

provides a fundamentally different way to understand the behavior of the

system, but it also drastically reduces the complexity of the mathematical

calculations required to analyze the system.

The Laplace transform has many important applications in physics, optics,

electrical engineering, control engineering, signal processing, and probability

theory.

The Laplace transform is named in honor of mathematician and astronomer

Pierre-Simon Laplace, who used the transform in his work on probability

theory. The transform was discovered originally by Leonhard Euler, the

prolific eighteenth-century Swiss mathematician.

1.2 DEFINITION

Let

f (t)

We multiply

f (t)

by

est

t .

from zero to

3

infinity.

F( s) ; where

s , say

F ( s )= est f (t ) dt

0

F( s)

The function

f (t ) ,

f (t)

into

F( s)

[ f ( t)] .

The symbol

L , which transforms

F ( s )=L [ f (t )] = est f ( t ) dt

0

the Laplace transform

some values of

f (t)

F( s)

s=+i

Furthermore, the original function

TRANSFORM or INVERSE of

F(s)

f (t)

L1 F ( s ) ; that is,

f ( t )=L1 F ( s ) .

The original function shall be denoted by a lower case letter and its

transform by the same letter in capital.

Example 1.1

0 .

Solution:

f ( t )=1

when

>

L [ f ( t ) ]= est f ( t ) dt

0

Hence,

L(1)= est (1 ) dt

0

L(1)= est dt

0

u=st

let

d u=sdt

Then,

1

L ( 1 ) = e u du

s 0

L ( 1) =

1 u

[ e ]0

s

L ( 1) =

1 st

[ e ]0

s

L ( 1) =

1 1

s e st

[ ]

L ( 1) =

1 1 1

s e e0

L ( 1) =

1

[ 01 ]

s

Therefore,

5

L(1)=

Example 1.2

1

s

Solution:

L [ f ( t ) ]= est f ( t ) dt

0

Hence,

L ( e )= est ( e at ) dt

at

L ( eat )= e at st dt

0

L ( e )= e( s a ) t dt

at

let

u=( sa ) t

du=( sa ) dt

So that,

L ( eat )=

1

e(s a ) t(sa)dt

(sa) 0

L ( eat )=

1

[ e(s a) t ]o

(sa)

f ( t )=e

at

[ ]

1

1

L ( e )=

( s a ) t

(sa) e

at

L ( eat )=

1

1

1

0

(sa )

(sa) e

e

L ( eat )=

1 1 1

(sa) 1

L ( eat )=

1

[ 01 ]

(sa)

L ( eat )=

1

(sa)

Then,

Example 1.3

; sa>0

f ( t )=sin bt

Solution:

bt

sin = e

st

(sin bt )dt

L

Using integration by parts,

Let

st

u=e

du=sest dt

dv=sin bt dt

v=

1

cos bt

b

7

bt

bt

cos dt

st

e

1 st

s

sin =

e cos bt

b

b 0

0

L

Let

dv=cos bt dt

u=est

st

du=se

1

v = sin bt

b

dt

Hence,

bt

sin =

] {[

est sin bt

b

L

1 st

s

e cos bt

b

b

0

+

0

s

est sin bt dt

b0

bt

] [

1 st

sest sin bt

s2

sin =

e cos bt

est sin bt dt

2

2

b

b

b 0

0

0

L

bt

2

] [

s

1 st

sest sin bt

st

sin + 2 e sin bt dt=

e cos bt

b

b 0

b2

0

L

bt

where

sin = e

st

(sin bt ) dt

+ s2

best cos bts est sin bt

st

e

sin

bt

dt=

2

2

b 0

b

0

2

(s +b ) e (sin bt) dt

e st

0

2

st

2

0

e

e

0

e

( b+1 0 )

2

Hence,

b

est (sin bt) dt (s 2 +b

2

)

0

bt

Therefore,

2

0

e st

0

b

(s + b2)

L

sin =

Another Solution:

From

L ( eat )=

1

sa

, let

a=ib

so that ,

L ( eibt ) =

1

sib

1

s +ib

x

sib s +ib

s+ib

( sib ) (s +ib)

s+ib

s2 +b 2

s

b

+i 2 2

2

s +b

s +b

(1)

Hence,

e

L( ibt )=L(cos bt +isin bt )

, then

10

e

bt

sinbt

cos +i L()

L( ibt )=L

(2)

Equating the real and imaginary parts of equations (1) and (2)

bt

cos

s

=L

s 2+b 2

Then,

bt

s

s +b 2

L

cos =

Also,

bt

sin

b

=L

s 2+b 2

Therefore,

bt

s

s +b 2

L

cos =

bt

and

b

s +b 2

L

sin =

11

f (t)

F( s)

f (t)

F ( s )=L [ f (t) ]

1

s

1

s2

t2

2!

s3

t

( n

= 1,2,3, . . . )

ta

( a

is positive)

n!

s n+1

a+1

s a+1

e at

1

sa

sin bt

b

s +b 2

2

12

cos bt

s

s +b 2

2

sinh at

a

s a2

2

10

cosh at

s

s a2

2

Exercise No. 1

LAPLACE TRANSFORMS OF ELEMENTARY FUNCTIONS

Find the Laplace transforms of each of the following functions:

1)

2)

13

3)

4)

( n

5)

( a

6)

= 1,2,3, . . . )

e at

is positive)

14

7)

sin bt

8)

cos bt

9)

sinh at

10

)

cosh at

15

1.3

Theorem:

If

and

f 1 (t )

and

f 2( t)

are

Proof:

By definition,

0

a est f 1 ( t ) +b est f 2 ( t )

0

a L ( f 1 ) +bL( f 2 )

The result is easily extended to more than two functions.

Because of the above property, Laplace transform is also called a

linear operator and it has the linearity property.

Example 1.4

Solution:

f ( t )=2 t+3

16

L ( 2 t+ 3 )=L ( 2t ) + L(3)

2 L ( t )+3 L(1)

( s1 )+3( 1s )

2

L ( 2 t+ 3 )=

2+3 s

s2

1

(2+3 s)

s2

Example 1.5

linearity property.

Solution:

L [ f ( t ) ]= est f ( t ) dt

0

at

cosh

at

cosh

st

e

L

but

at

cosh

cosh at=

eat + eat

2

f ( t )=cosh at

using

the

17

at

cosh

L

at

cosh

where

L ( eat )=

Hence,

at

cosh

L

at

cosh

L

at

cosh

L

at

cosh

L

at

cosh

L

Therefore,

1

sa

and

L ( eat )=

1

s +a

18

at

cosh

Example 1.6

Solution:

2

L ( 12sin t cos t )

L ( 1sin 2t )

L ( 1 ) L ( sin 2 t )

1

2

2 2

s s +2

s2 + 42 s

s ( s 2+ 4 )

2

L ( sin tcos t ) =

s22 s+ 4

s ( s 2+ 4 )

s >0

19

Exercise No. 2

LINEARITY PROPERTY

Find the Laplace transforms of each of the following functions:

1)

f ( t )=t 23 t+5

2)

f ( t )=2 cosh 2 3 t

20

3)

f ( t )=sinh 3 t+ cosh 3 t2 t 3

4)

f ( t )=tcos 5 t

5)

f ( t )=( t+ 2 )2

e at

times a function of

Proof:

at

is equal to the

21

e( sa )t f (t)dt

0

L [ f (t) ] s (sa)

Example 1.7

f ( t )=e at t n

Solution:

Since

t

L( n)=

then,

L(e at t n )=

Example 1.8

n!

s n+1

5t

s

s +5 2

L

cos =

5t

then,

s

s +52 s s+ 3

L

e3t cos =

e

L(3t cos 5 t)=

by

(s a)

n!

n+1

(sa)

Solution:

Since

, replace

s +3

( s+ 3)2 +52

f ( t )=e3 t cos 5 t

22

e

L(3t cos 5 t)=

s+ 3

s +6 s +34

2

Exercise No. 3

LINEARITY and FIRST SHIFTING PROPERTIES

Find the Laplace transforms of each of the following functions:

1)

f ( t )=7 t 2t e4 t

2)

f ( t )=e 2 t cos 5 t3 t 3

3)

f ( t )=e3t sin 4 t + 3

4)

f ( t )=( t+ 2 )2 e t

23

5)

f ( t )=( 1+t et )

Theorem. If

L [ f (t) ] =F ( s )

g ( t )=

and

f (ta) t >a

0

t <a

then,

L [ g( t) ] =eas F ( s )

L [ g( t) ] = est g ( t ) dt

Proof:

g ( t )=

f (ta) t >a

0

t <a

st

( 0 ) dt+ est f ( ta ) dt

a

est f ( ta ) dt

a

let

u=ta

t=u+a

when

t= ,u=

t=a , u=0

24

dt=du

L [ g(t) ] = es (u +a) f ( u ) du

0

esu eas f ( u ) du

0

as

esu f ( u ) du

0

eas Lf (u)

eas Lf (ta)

L [ g(t) ] =eas F ( s)

Example 1.9

g ( t )=

Find

the

Laplace

(t1)2 t>a

0

t<a

Solution:

L [ g( t) ] =eas F (s)

Since,

2

L( t )=

Hence,

2

s3

and

a=1

transform

of

the

function

25

L [ g( t) ] =es

( s2 )

3

L [ g(t) ] =

Example 1.10

g ( t )=

Find

2 es

s3

the

Laplace

transform

of

the

function

transform

of

the

function

(t2)3 t >2

0

t <2

Solution:

L [ g( t) ] =eas F (s)

Since,

L ( t3 ) =

3!

4

s

and

a=2

Hence,

L [ g( t) ] =e2 s

( 3!s )

4

6 e2 s

L [ g( t) ] = 4

s

Example 1.11

( 3 )

sin t

g ( t )=

Solution:

Find

t<

3

t>

the

Laplace

26

L [ g( t) ] = est g ( t ) dt

0

st

( 3 ) dt

L [ g( t ) ] = e

st

( 3 ) dt

sin t

u=t

let

t=u+

dt=du

Hence,

( 3 )

s u +

L [ g( t) ] = e

sinu du

su

s

3

sin u du

s

3

esu sin u du

0

u

sin

e

s

3

when

t=

t=

u=0

u=

27

s

3

( s +11 )

2

Therefore,

e 3

L [ g( t) ] = 2

s +1

Example 1. 12

f ( t )= 2t

t

0 t 1

t >1

Solution:

L [ f (t) ] = est f ( t ) dt

0

L [ f (t) ] = e ( 2 t ) dt + est ( t ) dt

st

let

u=t

dv=est dt

du=dt

v=

1 st

e

s

so that,

[ ]

2 t est

2

t est

1

L [ f (t) ] =

+ est dt+

+ est dt

s 0 s 0

s 1 s 1

28

] ( )

[ ] ( )

2 t est

2 1 [ st ] 1 t est

1 1 [ st ]

+

e 0

+

e 1

s 0 s s

s 1 s s

Simplifying further by substituting the limits we get,

s

2 e

e

L [ f (t) ] = 2 2

s

s

s

Exercise No. 4

SECOND SHIFTING PROPERTY

29

1) If

2) If

3) If

1.3.4

f ( t )=

( 4 )

5 sin3 t

0

4

t <a

t>

H (t )= 1 0<t <2

0

t>2

0 0<t <1

G ( t )= t 1<t< 2

0

t >2

30

Theorem. If L [ f (t) ] =F ( s )

1

s

L [ f (at ) ] = F

a

a

()

then

Proof:

u=at

let

t=

u

a

; when

dt=

L [ f (at ) ] = e

( ua )

du

a

f (u)

t=0 , u=0

; when

t= ,u=

( 1a ) du

su

( )

1

L [ f (at ) ] = e a f (u)du

a0

Therefore,

1

s

L [ f (at ) ] = F

a a

()

Example 1.13

Solution:

1

s

L [ f ( at ) ] = F

a

a

()

f ( t )=cos 3 t

31

t

s

s +1

L

cos =

Since

and

a=3 , then

3t

cos =

1

3

[( ) ]

s

3

s 2

+1

3

L

Simplifying further gives,

3t

1 9s

cos =

9 s 2 +9

L

[ ]

Therefore,

3t

s

s +9

L

cos =

Example 1.14

Given that

( sint t )=tan ( 1s )

1

Solution:

1

s

L [ f ( at ) ] = F

a

a

()

] [

sin 2 t

sin 2t

=2 L

t

2t

a=2

, find

( sint 2t )

32

] ()

sin 2 t

1

1 1

=2

tan

t

2

s

2

()

Therefore,

sin 2 t

2

=tan 1

t

s

()

2

Example 1.15

L[f (t )]

If

s s+ 1

( 2 s +1 )2 (s1)

, find

Solution:

1

s

L [ f ( at ) ] = F

a

a

()

1

s

L[f (2 t)]= F

2

2

()

L[f (2 t)]=

1

2

a=2

s 2 s

+1

2

2

2

s

s

2 +1 ( 1)

2

2

()

L[f (2 t)]=

Example 1.16

Solution:

1 s 2 s +1

4 ( s+1 )2 (s2)

If

L [ f ( t ) ]=

1

s

, find

L[f (3 t)]

L[ f (2 t)]

33

1

s

L [ f ( at ) ] = F

a

a

()

1

s

L [ f (3 t) ] = F

3

3

()

L [ f (3 t) ] =

a=3

[]

1

s

3

1 e

3 s

3

hence,

L [ f (3 t) ] =

Example 1.17

3

s

If L [ f (t ) ] =

1

s

, find

Solution:

1

s

L [ f ( at ) ]= F

a

a

()

1 s+ 1

L [ et f (2 t) ]= F

2

2

( )

L [ et f (2 t) ]=

[]

1

s+1

2

1 e

2 s+ 1

2

Hence,

e s +1

L [ et f (2 t) ]=

s +1

L [ et f (2 t) ]

34

Exercise No. 5

CHANGE OF SCALE PROPERTY

Find the Laplace transforms of each of the following functions:

1

1) If

2) If

es

L [ f ( t ) ]=

s

L [ f ( t ) ]=

, find

L[ f (4 t )]

, find

L[ f (4 t )]

1

s

e

s

35

1.3.5

Multiplication by Power of t:

Theorem: If

s

L[f (t )]=F ) , then

dn

f ( s)

n

ds

n

L [ t f ( t ) ]=(1 )

n

(1 )n f (n) (s)

where

n=1,2, 3

Proof:

F ( s )= est f (t) dt

0

sign,

dF

d

=F ' ( s ) = est f (t)dt

ds

ds 0

36

st

d

e

ds

f (t )dt

te st f (t )dt

0

est tf (t)dt

0

L [ t f ( t ) ]

L [ t f ( t ) ]=

Thus,

dF

=F (s)

ds

. . . . . . . . . . . . . . . . . . . . . (1)

Assume the theorem true for

0

. . . . . . . . . . . . . . .(2)

Then,

d

est [ t k f (t )] dt= (1 )k f ( k+1 ) ( s )

ds 0

or by Leibnitz rule,

0

i.e.,

0

- - - - - - - - (3)

37

n=k +1 . But

n=2+ 1=3 , etc., and thus for all positive integer values of

n=1+1=2

n .

Therefore,

where

(n)

f (s)

n=1,2, 3,. . .

Example 1.18

f (t)=t sint

Solution:

L [ t n f ( t ) ]=(1 )

Since

L ( sin t )=

(n)

f ( s)

1

s +1

, then

d

1

ds s 2+ 1

( )

L ( t sin t )= (1 )1

L ( t sin t )= (1 )1

( s 2+1 ) ( 0 )1(2 s)

2

( s 2+1 )

(1)

Therefore,

Example 1.19

Solution :

L ( t sin t )=

(2 s)

2

( s2 +1 )

2s

2

( s +1 )

f (t)=t cos 3 t

and

38

L [ t n f ( t ) ]=(1 )

Since

f (n) ( s)

L ( cos 3t )=

s

,

s +9 then

2

d

s

2

ds s + 9

( )

L ( t cos 3 t ) =(1 )1

( s 2+ 9 ) ( 1 )s(2 s)

L ( t cos 3 t ) =(1 )

2

( s2 +9 )

1

[ ]

2

(1)

s +9

( s2 +9 )

s 29

(

)

L t cos 3 t = 2 2

( s +1 )

Therefore

Example 1. 20

Solution:

L [ t n f ( t ) ]=(1 )

Since

f (n) ( s)

L ( cos 4 t )=

s

,

s +16 then

2

L ( t cos 4 t ) =(1 )

d2

s

2

2

d s s +16

2

d ( s +16 ) ( 1 ) s (2 s)

2

ds

( s 2+ 16 )

Simplifying gives

f (t)=t cos 4 t

39

d 16s

ds ( s2 +16 )2

]

2

4

( s 2+16 )

Simplifying further,

Therefore,

2 s 96 s

( s 2+ 16 )

L ( t cos 4 t ) =

]

2

2 s ( s 48 )

3

( s 2+ 16 )

Exercise No. 6

MULTIPLICATION BY POWERS OF t

Find the Laplace transforms of each of the following functions:

1)

f (t)=4 t sin 2

2)

f (t)=4 t 3 sin t

40

3)

f (t)=t 3 cos t

1.3.6 Division by t:

Theorem.

If

[ ]

f (t)

= F (u ) du

t

s

provided Lim

[ ]

f (t)

t

exists.

t0

Proof:

f (t)

Let g ( t )= t

then

f (t)=t g (t)

L [ f ( t ) ]=

Let

Hence , F ( s )=

dG

ds

(1 )1

d

L [ g (t)]

ds

L[ g (t )]=G(s)

41

dG=F (s )ds

s

G ( s )= F ( s ) ds

G ( s )=L [ g ( t ) ] ;

Since

then,

L [ g ( t ) ]= F ( u ) du

[ ]

f (t)

L

= F (u ) du

t

s

Example 1.21

Solution:

[ ]

f (t)

L

= F (u ) du

t

s

t

1

s +1

L

sin =

Since

Then,

[ ]

sin t

du

L

= 2

t

s u +1

[ arc tan u ]s

and

lim

t0

sin t

=1

t

f ( t )=

sin t

t

42

a

a

let

x=arc tan a

and let

and let

y=arc tan s

so that,

z=x y

( x y)

tan z=tan

tan z=

tan z=

Hence,

z=arc tan

tan xtan y

1+tan x tan y

as

1+as

( 1+asas )

Hence,

[ ]

sin t

=lim z

t

a

a

( 1+asas )] A= r

43

[ ( )]

1

a

1

+s

a

arc tan

( )

arc tan

( 10

0+ s )

arc tan

( 1s )

s

a

1

+s

Therefore,

[ ]

sin t

1

=arc tan

t

s

()

at

Example 1.22

Solution:

[ ]

f (t)

L

= F (u ) du

t

s

] ( ) ( )

eat ebt

eat

ebt

=L

L

t

t

t

at

Since

L( e

)= 1

bt

and

s +a

Then,

at

bt

e

t

du

du

=

s u+ a

s u+b

L( e

)= 1

s +b

bt

e e

t

44

[ ( )]

ln

u+ a

u+ b

ln ( s +b ) ln (s+ a)

Therefore,

] ( )

eat ebt

s+b

=ln

t

s+ a

Example 1.23

Solution:

[ ]

f (t)

L

= F (u ) du

t

s

2t

1cos

sin 2 t

L

=L

t

[ ]

1 1 1 cos 2t

L

L

2

t 2

t

()

f ( t )=

sin t

t

45

2t

Since

L(1)=

Then,

1

s

and

[ ]

s

s +4

L

cos =

sin 2 t 1 du 1 udu

= 2

t

2 s u 2 s u +4

1 1

[ lnu ] s

ln ( u2 + 4 ) ]s

[

2

2 2

()

Therefore,

1

ln ( s 2 +4 )ln s 2 ]

[

4

[ ] ( )

sin 2 t 1

s2 +4

= ln

t

4

s2

Exercise No. 7

DIVISION BY t

46

Find the Laplace transforms of each of the following functions:

1)

2)

1.3.7

1e

f ( t )=

t

f ( t )=

sin 2t

t

47

Theorem. The Laplace transform of the derivative

f ' (t)

s >a , and

L ( f ' )=sL ( f )f (0)

- - - - - - - - - - - - - (1)

Proof:

0

Integrating by parts,

dv=f ' ( t ) dt

st

u=e

let

st

d u=se

dt

so that,

0

0

[ ]

f (t)

L ( f )= st + s est f (t) dt

e 0

0

'

L ( f ' )=

f () f (0)

0 +sLf (t)

e

e

Hence,

By applying (1) to the second-order function f(t).

v =f (t )

exists when

48

L ( f ' )=sL ( f )f (0)

L ( f ' ' )=sL ( f ' )f ' (0)

s [ sL ( f ) f ( 0 ) ] f '( 0)

Hence,

Similarly,

Therefore, for any order n:

Example 1.24

transform of derivatives.

Solution:

f ( t )=t 2

f (0)=0

f ' ' ( t )=2

Hence,

L ( 2 ) =s 2 L ( f )s (0)0

2 2

=s L( f )

s

where

L(2)=

2

s

f (t)=

using the

49

Therefore,

L ( f )=

2

s3

L( t )=

2

s3

sin 2 t

using the

transform of derivatives.

Solution:

f ( t )=sin2 t f (0)=0

f ' ( t )=2 sin t cos t

f ' ( t )=sin 2 t f ' (0)=0

f

' ' (t )

=2 cos 2 t

'

Hence,

L ( sin2 t )=

[ ]

2s

s ( s 2 +4 )

2

Therefore,

s

=s2 L ( sin2 t )

s +4

2

since,

L ( cos 2t )=

s

s +4

2

50

L ( sin 2 t )=

2

s ( s +4 )

2

at

transform of derivative.

Solution:

f ( t )=e

at

f (0)=1

f ' ( t )=ae at

Hence,

L ( aeat )=sL ( e at )1

aL ( e at )=sL ( e at ) 1

(s a) L ( eat )=1

Therefore,

at

L ( e )=

1

sa

using the

51

Exercise No. 8

LAPLACE TRANSFORM OF DERIVATIVES

Find the Laplace transforms of each of the following functions using the

transform of derivatives:

1)

f ( t )=t

2)

f ( t )=cos 2 2 t

3)

f ( t )=e 2 t cos 5 t

4)

t

sin tcos

f ( t ) =

52

1.3.8

Theorem. If

L [ f (t) ] =F ( s)

, then

f ( u ) du =

0

F (s)

s

Proof:

t

Let

then,

g(t)= f ( u ) du

0

g (t )=f (t)

and

g(0)=0

L [ g (t) ] =L [ f (t) ]

then,

s L [ g(t ) ] g ( 0 )=F ( s )

s L [ g(t ) ] 0=F ( s )

So that,

s L [ g(t ) ] =F ( s )

L [ g(t) ] =

F (s)

s

since

L [ f (t) ] =F (s)

53

Therefore,

f ( u ) du =

0

F (s)

s

t

( sint t )=tan

sinuu du

0

if

1

s .

[ ]

t

Solution:

f ( u ) du =

Since

F (s)

s

( sint t )=tan

1

s

Then,

t

sinu du

=

u

t

Therefore,

(

0

tan

1

s

sinu du 1 1 1

= tan

u

s

s

()

t

Example 1.28

Solution:

[ ]

t

f ( u ) du =

[

t

Then,

F ( s)

s

s

( u 2u+e u ) du .

0

54

1 s s +s +2

s s3 (s+1)

s s + s+ 2

s 4 (s+1)

Therefore,

1 2! 1

1

+

s s 3 s2 s+1

s +1s ( s+1 ) + s3

] [

( u2u+ eu ) du=

0

s s + s+2

s 4 (s+1)

]

t

Example 1.29

1eu

u du .

0

Solution:

Then,

f ( u ) du =

0

1e

u

0

F (s)

s

1 1e

du= L

s

t

]

[] [ ]

t

1 1 1 e

L

L

s

t

s

t

1 du 1

du

s s u s s u+1

55

1

[ lnu ] s [ ln ( u+1 ) ]s

s

s

1

u

ln

s

(u+1)

s

ln

ln

s

+1

s+1

Therefore,

1e

L

u

0

du=

1

s

ln

s

s+1

1

[ ln ( s+ 1 )lns ]

s

1

[ ln ( s+1 ) lns ]

s

Exercise No. 9

LAPLACE TRANSFORM OF INTEGRALS

Evaluate the following definite integrals:

1)

4t

dt

cos 6 tcos

t

0

2)

sint 2 t dt

0

56

3)

e

0

e3 t

dt

t

4)

t e2 t cos t dt

0

DEFINITION. If the Laplace transform of a function

transform of

1

[ F (s) ]

F( s)

or

f (t)

f (t)

is

F( s) , i.e., if

L1

f (t)=

To find the inverse transforms, first express the given function of s into

partial function, which will, then, be recognizable as one of the

following standard forms:

57

F ( s)

f ( t )=L1 [ F ( s ) ]

1

1

s

1

sa

1

n

s

t n1

,n=1, 2,3,

( n1 ) !

1

(sa)n

e at t n1

( n1 ) !

a

s + a2

1

sin at

a

e at

s

s + a2

cos at

1

s a2

s

2

s a

1

sinh at

a

cosh at

1

(sa)2+b 2

1 at

e sin bt

b

10

sa

2

2

(sa) +b

e cos bt

11

s

2 2

( s 2+ a )

at

1

t sin at

2a

58

1

12

2

at

sin atat cos

1

2 a3

2 2

(s +a )

Example 1.30

s 23 s+ 4

.

s3

Solution:

L1

] ()

s 3 s+ 4

1

1

1

= L1

3 L1 2 +4 L1 3

3

s

s

s

s

( ) ( )

t

13 t+ 4 ( )

2!

2

Hence,

Example 1.31

s 3 s+ 4

2

=13 t +2 t

3

s

12

2s

2

s5 s + 49 .

Solution:

L1

12

2s

1

2s

2

=12 L1

2 L1 2

s5 s + 49

s5

s + 49

( )

12 L1

( s51 )2 L ( s 2+7s )

12 e5 t 2 cos 7 t

Hence,

L1

6e

( 5tcos 7 t)

12

2s

2

=2

s5 s + 49

59

Partial fractions is a name given to the algebraic technique of writing a

quotient of partial of polynomial in simpler form. This technique has

already been encountered in elementary calculus where it enables us to write

quotients in ways whose integrals are easier to recognize.

G0 +G1 s + .+Gm s

n

b0 +b 1 s+ .+ bn s

in which

and

are

is of a lower degree than the denominator, it is called a proper rational

fraction. When the numerator is of a higher degree than the denominator, it

is called an improper rational fraction. An improper rational fraction can be

converted into a proper rational fraction by simple division.

To resolve given fraction into partial fraction, first factorize the denominator

into real factors. These will be either linear or quadratic, and some factors

repeated. From algebra, it is known that a proper rational fraction can be

resolved into a sum of partial fractions such that

1) to a non-repeated or distinct linear factor (s a) in the denominator,

corresponds a partial fraction of the form

A

(sa)

(sa)t

A

B

C

D

+

+

+

2

3

t

(sa) ( sa) (sa)

( sa)

3) to a non-repeated quadratic factor

s +as+ b

in the denominator,

As+ B

s + as+b

2

( s2 +as+ b )

in the denominator,

60

As+ B

Cs+ D

Es+ F

+ 2

+ .+ 2

2

t

s + as+b ( s +as+ b )

( s + as+b )

2

To obtain the partial fractions corresponding to the non-repeated linear

factor s a

sa

s=a

itself.

In all other cases, equate the given fraction to a sum of suitable partial

fractions in accordance with the given rules. The multiply both sides by the

denominator of the given fraction and equate the coefficients of like powers

of s or substitute convenient numerical values of s on both sides. Finally

solve the simplest of the resulting equations to find the unknown constants.

Note:

rational fraction, solve for the discriminant of

a24 b< 0

s 2 +as+ b

Example 1.32

3

s +5 .

Solution:

L1

[ ]

3

1

=3 L1 2

2

s +5

s + ( 5 )

2

Hence,

Example 1.33

such that

( 15 ) sin 5

[ ]

3

3 5

=

sin 5 t

5

s +5

2

s+ 4

s s6 .

2

61

Solution:

s+4

s+ 4

=

(

s3

) (s+2)

s s6

2

s+4

A

B

=

+

( s3 ) (s+2) ( s3 ) (s +2)

constants to be determined.

Hence,

s=2

when

when

s=3

B=

7

5

2=B(5)7= A(5)

2

5

B=

Then,

7

2

s+ 4

5

5

=

( s3 ) ( s+2) ( s3 ) ( s+2)

Therefore,

L1

s+ 4

7

1

2

1

= L1

L1

5

s3

5

s+2

( s3 ) (s +2)

( )

( )

7

2

e 3 t e2 t

5

5

Example 1.34

Solution:

2 s 26 s +5

s 36 s 2 +11 s6 .

62

2 s 26 s +5

2 s26 s+ 5

=

s 36 s 2 +11 s6 ( s1 )( s2 ) (s3)

so that, by partial fractions

2 s 26 s +5

A

B

=

+

+

3

2

s 6 s +11 s6 ( s1 ) ( s2)

C

(s3)

, where A, B

2 s 26 s +5= A ( s2 ) ( s3 ) + B ( s1 ) ( s3 ) +C ( s1 ) ( s2)

when

s=1

when

s=2

1

2

A=

when

B=

s=3

5

2

C=

Hence,

1

2 s 6 s +5

2

1

=

+

3

2

s 6 s +11 s6 ( s1 ) (s2)

2

5

2

(s3)

Then,

1

Therefore,

2 s 6 s+5

1 1 1

1

5 1 1

1

= L

L

+ L

3

2

2

s1

s2

2

s3

s 6 s +11 s6

( ) ( )

( )

63

L1

2 s26 s+5

1

5

= e t e 2t + e 3t

3

2

2

s 6 s +11 s6 2

Example 1.35

3 (s 22)2

.

2 s5

Solution:

1

] [

4

2

3(s2 2)2

1 3 (s 4 s + 4)

=L

2 s5

2 s5

3

1

1

1

L1

6 L1 3 +6 L1 5

2

s

s

s

()

( )

( )

3

t2

t4

(1) 6

+6

2

2!

4!

( ) ( )

Therefore,

L1

Example 1.36

Solution:

L1

L1

L1

] [

s+2

s +2

=L1 2

s 4 s+13

s 4 s+ 4+ 9

2

s2+ 4

2

2

(s2) +3

s2

4

+ 4 L1

2

2

(s2) +3

( s2)2+3 2

3(s2 2)2 3

1

= 3 t2 + t 4

5

2

4

2s

s+ 2

s 4 s+13 .

2

64

Since

L1

sa

=eat cos bt

2

2

(sa) +b

and

L1

1

1

= e at sin bt

2

2

b

( sa) +b

Therefore,

L1

Example 1.37

s+2

4

=e2 t cos 3 t + e2 t sin 3 t

3

s 4 s+13

2

4 s+5

(s1)2 (s +2) .

Solution:

Since the denominator consists of a distinct linear factor and repeated

linear factors, then

4 s+5

A

B

C

=

+

+

2

2

(s1) (s +2) (s1) ( s1) ( s+2)

A ( s1 )( s+2 ) + B ( s+ 2 )+ C(s1)2

4 s+5

=

(s1)2 (s +2)

( s1)2 ( s+2)

4 s+ 5= A ( s1 )( s+2 ) + B ( s+ 2 )+ C( s1)2

When

s=1

when

s=2

Equating coefficients of

B=

A=

1

3

C=

1

1

0= A

3

3

0=A +C

65

L1

Hence,

[ ]

[ ]

1

1

4 s +5

3

3

3

=L1

+ L1

+ L1

2

2

(s1)

(s +2)

(s1) (s+ 2)

( s1)

[ ]

[ ]

1 1 1

1

1

1

L

+3 L1

L1

2

3

( s1 )

3

(

s+ 2 )

( s1 )

Since

at n1

1

e t

=

n

( sa )

( sa )n

Therefore,

and

L1

1

=e at

n

( sa )

4 s +5

1 t

1 2 t

t

=

e

+

3te

e

3

( s1)2( s+ 2) 3

Exercise No. 10

INVERSE LAPLACE TRANSFORMS

Find the inverse Laplace transforms of the following:

1)

3

s+ 4

Ans.

4 t

3e

66

8s

s +16

2)

Ans.

3)

6

s +9

2

2 sin3 t

8 cos 4 t

Ans.

67

4)

2 s+1

s (s +1)

Ans.

5)

1+et

3 s14

2

s 4 s+8

2t

3 cos 2 t4 sin

e2 t

Ans.

68

6)

3 s+2

4 s +12 s+ 9

3

e

4

7)

Ans.

3

t

2

5

te

8

3

t

2

2 s1

3

s s

3

1

t et + e t

2

2

Ans.

69

8)

s

( 2+9)( s+ 4)

2712 s

4 t

3e

3 cos 3 t

Ans.

70

9)

s

( s +3 ) ( 2+2 s +2)

s1

Ans.

t

4 3 t

4 cos t3 sin e

5

t

1

e

5

10)

s

( s1 ) ( 2+2 s+5)

5 s+3

3

e tet cos 2t + e sin 2t

2

Ans.

71

DIFFERENTIAL EQUATIONS

The Laplace transform is useful

in solving ordinary differential

equations with constant coefficients.

Using the Laplace transform of derivatives, the Laplace operator can

transform a linear differential equation with constant coefficients into an

algebraic equation in the transformed function. Upon solving this algebraic

equation for the transformed function, the inverse transform can be obtained

and the solution of the original differential equation can be determined.

The Laplace transform of derivative can be readily applied if the

appropriate initial conditions are given along with the differential equations.

The Laplace transform is also applicable in solving simultaneous

ordinary linear differential equation.

The Laplace transform may also be applied to some problems in

mechanics.

Example 1.38

y ' =e t

y ( 0 )=2 .

Solution:

Taking the Laplace transform of both sides of the equation,

y

L( ' )=L(et )

sL ( y ) y ( 0 )=

1

s1

72

sL ( y )2=

sL ( y )=

sL ( y )=

L( y )=

L( y )=

So that ,

A

s

1

s1

1

+2

s1

1+2 s2

s1

12 s1

s(s1)

+ s1

12 s1 A

=

s (s1) s

B

+ s1

12 s1 A ( s1 )+ Bs

=

s (s1)

s( s1)

12 s1= A ( s1 )+ Bs

when

s=0

when

1=A (1 ) 1=B

A=1 B=1

Hence,

1

1

L( y )= +

s s1

s=1

73

L1 L ( y )=L1

( 1s )

+ L1

( s11 )

y=1+e t

Example 1.39

y ( 0 )=2 , y ' ( 0 ) =a .

Solution:

Taking the Laplace transform of both sides of the equation,

L [ y ' ' + a2 y ] =0

Using the Laplace transform of derivative,

s 2 L ( y )s( 0)a+ a2 L ( y )=0

s 2 L ( y )0a+ a2 L ( y )=0

s

( 2+a )L ( y )=a

L( y )=

a

s + a2

2

L1 L ( y )=L1

y=a L1

( s +aa )

2

1

s +a2

2

74

y=a

( 1a ) sin at

y=sin at

Therefore,

Example 1.40

y ( 0 )= y ' ( 0 )=0 .

Solution:

Taking the Laplace transform of both sides of the equation,

y

L( ' ' + y )=L( et )

y

L( ' ')+ L( y )=L(et )

2

'

t

s L ( y )sy ( 0 ) y ( 0 ) + L( y )=L(e )

s 2 L ( y )sy ( 0 ) y ' ( 0 ) + L( y )=

s 2 L ( y )s ( 0 ) 0+L( y )=

s 2 L ( y )00+ L( y)=

(s 2 +1) L( y )=

1

s+ 1

1

s +1

1

s+1

1

s+ 1

L( y )=

1

( s +1 ) (s1)

2

75

L( y )=

Then ,

Bs+C

+ ( s 2+ 1 )

A

(s +1)

1

A

=

( s +1 ) (s1) (s +1)

Bs+C

( s 2+ 1 )

1

=

( s 2+1 ) (s1)

(s +1) ( s2 +1 )

1= A ( s2 +1 ) + Bs ( s +1 ) +C(s+ 1)

s=1

When

when

s=1

when

s=1

0=B+C

1= A ( 1+1 ) 0= A+B

1

1

A= 0= + B

2

2

B=

1

2

C=

1

1

2 (s +1)

1

+C

2

1

2

1 1

s+

2

2

+

2

( s +1 )

1

2

L( y )=

(s +1)

Hence,

L( y )=

0=

[ ] [ ]

1

s

1

1

+

2

2

2 ( s +1 ) 2 ( s +1 )

1

1

L1 L ( y )= L1

2

(s+1)

1 t 1

1

y= e cos t+ sin t

2

2

2

[ ]

[ ]

1 1

s

1

1

L

+ L1 2

2

2

( s +1 ) 2

( s +1 )

76

Therefore,

1

y=

2

Example 1.41

Solve

the

differential

equation

'

y ( 0 )=6 , y ( 0 )=1 .

Solution:

''

'

y 3 y +2 y=4 t+12 e

y

L( ' ' 3 y +2 y )=L(4 t+12 et )

'

y

y

L( ' )+2 L( y)=4 L(t )+12 L(et )

L( ' ')3

s 2 L ( y )s ( 6 ) +13 sL ( y ) +18+2 L( y)=4 L(t )+12 L(et )

s

( 23 s+2) L ( y )6 s+19=4

1

1

+12

2

s+

1

s

( )

77

s

( 23 s+2) L ( y )=

( 23 s+2) L ( y )=

4 12

+

+6 s19

s2 s+1

s

2

2

2

4 ( s +1 )+ 12 s +6 s ( s ) ( s +1 )19( s )(s+1)

2

s (s+ 1)

s

4 s +4 +12 s2 +6 s 4 +6 s 319 s319 s2

( 23 s+2)L ( y )=

s2 ( s+1)

s

( 23 s+2)(s2 )(s +1)

6 s 413 s37 s 2+ 4 s+ 4

L( y )=

L( y )=

6 s 413 s37 s 2+ 4 s+ 4

2

s ( s+1 )( s2 )(s1)

So that ,

L( y )=

A B

C

D

E

+ 2+

+

+

s s ( s +1 ) ( s2 ) ( s1 )

6 s 413 s37 s 2+ 4 s+ 4 A B

C

D

E

= + 2+

+

+

2

s

(

)

(

)

(

s ( s+ 1 )( s2 ) (s1)

s s+1 s2 s1 )

4

3

2

2

2

6 s 13 s 7 s +4 s+ 4= A s ( s +1 )( s2 ) (s1)+B ( s+1 ) ( s2 )( s1 )+C s ( s2 )( s1 ) + D ( s ) ( s+

when

s=0

when

s=1

when

s=2

4=B ( 1 )(2 ) (1 )6=E (1)(2)(1)

B=2 E=3

D=2

24=D(4)(3)(1)

78

when

s=1

12=C ( 1 ) (3 )(2 ) 6= A+ C+ D+ E

C=2

where

6=A +22+3

A=3

Hence,

3 2

2

2

3

L( y )= + 2 +

+

s s ( s +1 ) ( s2 ) ( s1 )

L1 L ( y )=3 L1

( 1s )+2 L ( s1 )+ 2 L ( s +11 )2 L ( s 1 2 )+ L ( s 3 1 )

1

2t

y=3 ( 1 ) +2 t+2 e 2 e +3 e

Therefore,

y=3+2 t +2 et 2 e2 t + 3 et

Exercise No. 11

APPLICATION OF LAPLACE TRANSFORMS TO DIFFERENTIAL

EQUATIONS

Solve the following initial value problems using the transform method:

1)

3t

Ans . y=2 e + e

79

2)

. y=cos tcos 2t

Ans

80

3)

t

cos

t

2

sin

Ans

. y=et

81

4)

1

1

. y=2 t+3+ e3 t 2 e2 t et

2

2

Ans

82

5)

''

'

y 4 y =t , y ( 0 )=1 , y ( 0 )=2

Ans.

y=

1 15 2 t 1 2 t

+ e + e

4 16

16

83

6)

Ans . x =e cos t

84

7)

t 11 cost

2 sin

Ans

. y=25 t 2 + 40 t+22+2 e 2t

85

8)

''

'

y + y=8 cos t , y ( 0 )=1 , y ( 0 ) =1

86

87

t+ sin 2 t

sin

1

. y= et

3

Ans

88

10)

y ' ' ' ' +2 y ' ' + y =sin t , y ( 0 )= y ' ( 0 )= y ' ' ( 0 )= y ' ' ' (0)=0

1

. y= [ ( 3t 2) sin t3 t cos t ]

3

Ans

89

Laplace transform Analysis is a powerful mathematical tool in solving

simultaneous linear differential equations formulated using Kirchhoffs laws in

a given electric circuits. This method simply eliminates the effort of

determining the values of the constants for integration.

Steps used in circuits analysis using Laplace transform:

Transform the formulated equations (function of t) to functions of s.

Simply the equations transformed and rewrite the simplified equation to

the standard formulated in inverse Laplace functions.

Obtain the inverse Laplace function of each term in the simplified

equation and solve the questions asked by the problem.

f(t)

k

kt

(constant)

n

(constant)

ke

at

F(s)

k

s

kn !

s n+1

k

sa

k t n e at

k

( s a )n+1

ksin t

s 2 +2

k

kcos t

s 2 +2

ks

t+

sin

s 2+ 2

s sin +cos

90

t +

cos

s2 + 2

s sincos

E R=Ri(t )

RI (s)

E L=

di

dt

L ( sI ( s)I (o) )

EC =

1

i dt

C (t)

1 I (s) Q(0)

C s

s

E=L

di

+ Ri

dt

where:

E = supply voltage (200 volts)

R = resistances (20 ohms)

L = inductance (1 henry)

t = time in seconds

i = current in amperes

If i = 0 when t = 0 , find (a) i when t = 0.02 second, (b) i after a long time.

E=L

di

+ Ri

dt

L

di

+ Ri=E

dt

(1)

di

+20 i=200

dt

di

+20 i=200

dt

91

Take the Laplace transform:

( didt )+ L ( 20 i )=L(200)

( sI (s )I (o) ) + 20 I (s)=

sI ( s )+20 I (s )=

200

s

where:

I (o)=0

200

s

the standard formulas in inverse Laplace functions.

sI ( s )+20 I (s )=

I ( s )(s+ 20)=

I ( s )=

So that ,

I ( s )=

A

s

200

s

200

s

200

s(s+ 20)

B

+ s+ 20

200

A

=

s (s +20) s

+ s+ 20

A ( s+20 ) + Bs

200

=

s (s +20)

s( s+20)

200= A ( s+20 )+ Bs

when

s=0

when

s=20

92

A=10 200=20 B

B=10

Hence,

I ( s )=

I ( s )=

10

s

10

s

+10

s+20

10

s+ 20

equation and solve the questions asked by the problem.

L1 I (s )=L1

( 10s )

L1

10

( s +20

)

20 t

I ( t )=1010 e

I ( t )=10 ( 1e20 t )

(a)

I ( t )=3.3 A

(b)

I ( t )=? w h en t=

I ( t )=10 ( 1e20 x )

I ( t )=10 A

the circuit is already at steady state. And at steady state, the inductor is

equivalent to a short-circuited wire, thus leaving only the resistance R to

oppose the current flow.

93

E 200

i= =

=10 A

R 20

applied voltage is:

Ri+

1

idt =E

C

determine (a) the Laplace transform expression for I(s), (b) current when t

= 3 ms.

Solution:

Ri+

1

idt =E

C

RI (s) +

1 I (s) Q(0) E

=

C s

s

s

charging

[

sI (s) +200 I (s )=2

I (s) =

2

s+200

50 I (s) +

I (s )

1

100

0 =

0.0001 s

s

50 I (s) +

=

s

s

50 I (s )+

=

s

s 50

94

L1 I (s )=L1

( s+2200 )

I (t) =2 e200 t

I (t) =?

when

t=3 ms

I (t) =2 e200 x 3 x 1 0

I (t) =1.1 A

Exercise No. 12

TRANSIENT ANALYSIS BY LAPLACE TRANSFORM METHOD

Solve the following problems using the transform method:

1. A 6.0-H coil whose resistance is 12 ohms is connected in series with a 24ohm resistor and to a 144-V battery and a switch. The switch is closed at t

= 0. Determine the time constant of the coil.

95

F. The circuit is connected across a 100 V DC source at t = 0. Determine

the voltage across the resistor 5 seconds later.

3.

2000 C. the combination is connected across a 100-V DC source and the

switch is closed at t = 0. If the capacitor is connected in the circuit such

that it will be discharging, determine the Laplace transform expression of

the current drawn.

96

across a voltage source

e ( t )=10 e10t

second. Assume initial current to be zero.

connected across a 24-V DC source. At t = 0, i = 0 and q = 0. Determine

the current after 0.01 sec.

97

100-V DC source is connected across the end terminals of the series circuit

at t = 0, determine the current after 1 millisecond. Assume zero initial

conditions.

Unit 2

MATRICES

After completing this unit, you will be able to:

1.

2.

3.

4.

5.

6.

define a matrix.

determine the order of a matrix.

describe a column and a row matrix.

recognize a null matrix.

find the transpose of a matrix.

recognize different types of matrix, e.g., square, diagonal, unit or

identity, symmetrical, and triangular matrices.

7. perform arithmetic of matrices.

8. define a determinant.

9. find the minor and cofactor of any element in a matrix.

10.find the value of a determinant using Laplace expansion.

11.discuss the different properties of a determinant.

12.determine the inverse of a matrix using various methods.

98

2.1 MATRIX

A matrix is a rectangular array of numbers.

a11

a21

a 12

a 22

a1 j a1 n

a2 j a2 n

:

:

:

:

:

A= :

ai 1 ai 2 a ij a

:

:

:

:

:

:

am1 am 2 a mj amn

The order of a matrix is said to be m x n if it has m rows and n

columns.

Example 2.1

[ ]

1 2

A= 3 4

5 6

B=

[ ]

a b

c d

[]

1

C= 4

3

D=[ 2 1 8 ]

Matrix A is of order 3 x 2, matrix B is of order 2 x 2.

If the order of a matrix is m x 1, it is called a column matrix.

If the order of a matrix is 1 x n, it is called a row matrix.

Example 2.2

99

A null matrix is a matrix if all its elements are zero.

Example 2.3

[ ]

0 0 0

0 0 0

0 0 0

2.1.4

is a null matrix

If the rows and columns of matrix A are interchanged , the result ifs the

transpose of matrix A denoted by AT.

Example 2.4

Let

A= 2 3 5

3 4 8

then

[ ]

2 3

AT= 3 4

5 8

columns, i.e., m = n.

everywhere except the principal diagonal.

The following are examples of diagonal matrices:

[ ]

1 0 0

0 4 0

0 0 3

elements

[ ]

1

0

0

0

0 0

2 0

0 4

0 0

0

0

0

3

A unit or identity is a special case of the diagonal matrix in which all

the elements lying on the principal diagonal are all equal to 1 and all the

other elements are zero.

The following are examples of identity matrices:

100

[ ]

1

0

0

0

[ ]

1 0 0

0 1 0

0 0 1

0

1

0

0

0

0

1

0

0

0

0

1

A symmetrical

A= A T .

This means a symmetrical matrix remains unchanged if its rows and columns

[ ]

1 3 4

A= 3 8 7

4 7 5

are interchanged

[ ]

1 3 4

A =3 8 7

4 7 5

T

. On the

0 2 3

A= 2 0

8

3 8 0

matrix since

A=AT .

The matrix

0 2 3

A = 2 0

8

3 8 0

T

A matrix is said to be upper triangular if it is a square matrix whose nonzero elements are confined with the upper triangle. If the non-zero elements

are confined within the lower triangle, it is said to be lower triangular matrix.

101

1

0

4

2

5 5

0

2 1

0 3 14

0 0

[ ]

[ ]

1

2

1

3

0

2

2

3

0

0

6

1

0

0

0

4

is

lower traingular

2.2.1 Equality of Two Matrices

Example 2.5

The matrices

1 2 1

2 4 5

3 3 0

x=1 , y =2, z =4 ,

and

1 2 x

y z 5

3 3 w

w=0

and

Note that two matrices could only be equal if their orders are the

same.

2.2.2

Matrix Addition

A= 1 3 4

2 1 0

Let

Then

A + B=

3 6 1

1 9 1

and

][

B= 2 3 5

1 8 1

][

1 3 4 2 3 5

1+2 3+3 45

+

=

2 1 0 1 8 1

2+1 1+ 8 0+1

102

Note that addition is defined only when A and B have the same order.

][

1 2 2

3 6 6

3 2 1 4 = 6 3 12

2 1 3

6 3 9

[ ][ ][ ][

][

1 2 2 3 = 1 2 + 2 3 = 1 1

3 4

1 4

3 4 1 4

2

0

To multiply two matrices say

by

multiplying each element in the

A and

ith

]

B , add all the products obtained

in the jth column of B. The product of two matrices is defined only when the

number of columns in A is equal to the number of rows in B. Matrices A and B

are said to be conformable iin the order AB.

Example 2.6

A=

Find AB and BA

[ ]

2 3

1 3 4

B= 3 1

2 1 3

0 5

][

( ) ( )

AB= 1 2 +3 3 +4 (0) 1(3)+3(1)+4 (5) = 7 26

7 20

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

2 x 2 matrix].

][

2 (1 ) +3 ( 2 )

2 ( 3 ) +3(1) 2 ( 4 ) +3(3)

8

3

17

BA= 3 ( 1 ) +1(2) 3 ( 3 )+1(1) 3 ( 4 )+ 1(3) = 1 10 9

10 5 15

0 ( 1 ) +5(2)

0 ( 3 )+5 (1)

0 ( 4 ) +5(3)

Exercise No. 13

MATRICES

A xBB x A

103

Perform the following operations. Use the space provided.

1.

][ ]

8 4 + 2 3

2 3

4 5

2.

1 2 3

1 3 7

+2

1 0 3

0 1 2

] [

3.

1

2 3

1 6 3

3

7 8

4.

2 3

1 2

x

1 2 3 4

][

104

5.

[]

6.

[ ][

7.

2 3 x 1

2 x 2

5 1

1 5 3

8.

a+b

cd

1

2 x [ 2 3 5 ]

3

1

1

0

2

1

2 1 2 1 4

x

3 4 8 9

1

3

] [

][]

][

c+ d = 4 6

ab

10 2

105

9.

[ ][ ][ ]

3 2

y

3 0 x

x

2 4

10.

3

3

y=

3y 3y

x

10 10

][ ] [ ]

1 3 1 3 x

1

0 1 2 1 y

2

=

5

0 0 1 5 z

w

1

0 0

0 1

106

2.3 DETERMINANT

determinant is

order

if it has

rows and

The symbol

a11 a12 a1 j a1 n

a21 a22 a2 j a2 n

:

:

:

:

aij a

:

:

:

:

anj ann

jth

aij

1

6

A=

4

1

n 1

Example 2.7

ith

column.

jth

and

n columns. A determinant of

can be expressed as

:

A= :

ai 1 ai 2

:

:

an 1 an 2

row and

2 4 4

7 3 2

2 4 5

2 3 4

a11 =1

aij denoted by

]

(element in the first row and first column)

ith

M ij .

row

107

a32=2

7 3 2

M 11= 2 4 5

2 3 4

1 4 4

M 32= 6 3 2

1 3 4

aij

aij

element

aij

denoted by

Cij

is

(1 )i + j

.

= (-1)i + j

M ij

element if

i+ j

i+ j

is odd.

1.

Laplace Expansion

The value of the determinant may be computed by using Laplace

Expansion. If A is a square matrix, then:

j =n

aij C ij

i=1

multiplying each element of the

it h

of the products.

Example 2.8

if

108

2 4 2

A= 3 5 1

2 4 2

1 +1

a12=4 C12= (1 )

1+2

a13=2 C 13 =(1 )

1+ 3

a21=3 C 21 =(1 )

2 +1

a22=5 C 22 =(1 )

2 +2

5 1

=14

4 2

3 1 =8

2 2

[ ]

3 5

=2

2 4

4 2 =16

4 2

2 2 =8

2 2

[ ]

2 +3

a23=1 C 23=(1 ) 2 4 = 0

2 4

a31=2 C31= (1 )

3+1

a32=4 C32 = (1 )

3+2

a33=2 C33=(1 )

[ ]

4 2 =6

5 1

[ ]

2 3 =4

2 1

3+3

[ ]

2 4

=2

3 5

109

row)

(2)(14)+( 4)(8)+(2)(2)

row)

(3)(16)+(5)(8)+(1)(0)

8

row)

column)

(2)(14)+(3)(16)+(2)(6)

8

column)

( 4)(8)+(5)(8)+( 4)( 4)

column)

(2)(2)+(1)(0)+(2)(2)

8

Observe that the third order determinant can be computed using the diagonal

method.

110

2 4 2 :2 4

| A|= 3 5 1 : 3 5

2 4 2 : 2 4

[ ( 2 )( 5 ) (2 )+ ( 4 )( 1 ) ( 2 )+ ( 2 )( 3 ) ( 4 ) ][ ( 2 ) ( 5 ) ( 2 )+ ( 4 )( 1 ) ( 2 )+(2)(3)(4) ]

Note: The diagonal method can be applied only with the third order

determinant.

Example 2.9

| A| if:

Evaluate the

1

A= 4

2

1

2 3 1

1 3 2

3 4 2

2 3 4

Solution:

4

3 2

2 4 2 =122

1 3 4

1 3 2

a11 =1C 11 =(1 )1+ 1 3 4 2 =36

2 4 4

a12=2 C12= (1 )

1+2

1 +3

a13=3 C 13=(1 )

4 1 2

2 3 2 =28

1 2 4

1 +4

4

1 3

2 3 4 =91

1 2 3

111

| A|=(1)(36)+(2)(122)+(3)(28)+(1)(91)=287

2.

| AT|=| A|,

is equal to the

Example 2.10

1 2 3

A= 0 1 3

0 2 5

, verify property 2

Solution:

2

column)

1 0 0

A T = 2 1 2

3 3 5

]

[

| AT|=( 1 ) (1 )1 +1 1

3

2 =11

5

row)

therefore,

3.

| A|=| AT |

then

| A|=a11 a 22

Example 2.11

a33 a33

112

1

A= 0

0

0

Let

4.

2 3 4

3 4 1

0 5 6

0 0 8

then

| A|=(1)(3)(5)(8)=120

| A|=0 .

Example 2.12

Let

][ ]

1 2 3

0 9 8

A= 0 0 0 B= 0 7 2

8 7 1

0 2 4

then

| A|=|B|=0

k, the value of the determinant is multiplied by k.

Example 2.13

Let

If

ka kb kc

1+1 e

f

1 +2 d

+ kb (1 )

d e f =ka (1 )

h i

g

g h i

k a (1 )

6.

[ ]

a b c

A= d e f

g h i

1+1

[ ]

[ ]

[ ]

[ ]

[ ]

f

1+3 d

e

+kc (1 )

i

g h

[ ]]

1+2 d

1+3 d

e f

f

e

+b (1 )

+ c (1 )

h i

g i

g h

A=[v 1 .. . f j+ g j . .. v n ]

Example 2.14

Let

1 3

A= 3 4

3 6

4

6

7

A can be written as

113

1 4

][

2 4

3

3 7

Note that

3 7

3 is broken into

4 into

6

into

1+2

3+1

3+3

Example 2.15

Find the value of

][

][

1

2

3

1

2 3 1 2 3

=

k 1+3 k 3k

k 3 k k + 0 1

3 =36

0

6

5

0 6 5

0 6 5

1

2 3

k 1 3 1 + 23=36

0 6 5

k 1+23=36

k =13

7.

If

Example 2.16

|B|=| A| .

114

1 2 3

A= 4 5 2

1 1 3

Let

interchange the 1st and the 2nd row and call this

B .

4 5 2

B= 1 2 3

1 1 3

then

| A|=30

8.

| A|=|B|

|B|=30

and

proportional, the value of the determinant

0 , i.e.,

| A|=0 .

Example 2.17

1

2

A=

3

4

2 1 1

4 2 3

6 3 5

8 5 2

| A|=0

proportional.

[ ]

1 1 1

A= 4 5 6

1 1 1

9.

If a constant

matrix

|B|=0

determinant A

Example 2.18

is unchanged.

115

1 2 3

A= 3 4

1

2 3 1

| A|=14

1 2 3

B= 0 10 8

2 3 1

10.

|B|=14=| A|

| A||B|=| AB|

Example 2.19

A=

If

1 2

2 3

and

B=

[ ]

2 1

3 4

verify property 10

Solution:

| A|=34=7

|B|=83=5

| AB|=35

A B=

][ ] [

1 2 2 1

8

9

=

2 3 3 4 5 10

| AB|=80+ 45=35

hence,

11.

| A||B|=| AB|

Steps:

1. If the given determinant of order n has an element of 1, use this a

pivotal element. Otherwise choose some convenient element

aij .

116

Reduce this to 1 by dividing either the

i th row or the

j th

2. Cross out each row and column through

3.

column,

aij .

aij .

n 1 ,

the element in which the row and column containing a ij are met by the row

and column

containing that element.

3. The value of the determinant is

(1)i+ j

determinant.

Example 2.20

Solve for

3 2

4

2

1

3

A=

4 0 1

5 3

2

2

5

2

4

Solution:

Choose

a22=1

3 2

4

1

3

A= 2

4 0 1

5 3

2

2

5

2

4

as a pivot

117

[ 3 ( 1 ) 2 (1 ) ]

[4 ( 1 )(2 ) (3 ) ]

[2 ( 1 ) (2 ) ( 5 ) ]

[4 ( 1 ) 2 ( 0 ) ]

(

)

(

)(

)

(

)

[1 1 3 0 ] 2 0 (0)(5)

[5 ( 1 )2 ( 3 ) ]

(1)2+2

7 2 12

4 1 2 =385

11 11 11

Exercise No. 14

DETERMINANTS

1.

118

(a)

2 4

4 5

(b)

1 4 1

4 2

0

2 1

0

(c)

4 2 4

3 4 5

7 2 1

119

2.

If

[ ]

a b c

d e f =5.

g h i

[ ]

a d g

b e h

c f i

(a)

(b)

2a 2 b 2 c

d

e

f

g

h

i

(c)

3 a b c

3 d e f

3 g h i

(d)

a

b

d+ a e+b

g

h

]

c

f +c

i

120

(e)

3.

4.

[ ]

a b c

d e f

0 0 0

If

1

A= 2

5

2

2 2 3

1 2 3

6 1 2

1 1 3

a23=

2

0

0

0

3 4 5

3 1 2

0 4 5

0 0 3

121

M 23=

C23=

Exercise No. 15

DETERMINANTS

1. If

1

A= 4

2

0

2 3 1

2 3 2

3 5 1

5 6 9

122

c. By applying property 9.

2.

k :

k

3+k 10

1k 2k

5 =48

2

4+ k k

123

3.

Multiply

[ ][ ]

a b c d

c d a b

[

5.

1

0

0

0

0

k k +2

k k 2

0 k+2

0

0

0

0

k2

k+2

k 2

k 2

0

100

100

100

k +2

100

Prove that:

[ ]

a

b

b

b

b

a

b

b

b

b

a

b

b

b

3

=( ab) ( a+3 b)

b

a

124

6.

Prove that:

1

a1

1

a2

1 1

a3 a4

a13 a 23 a33 a43

125

2.4

Two square matrices A and B

identity matrix.

Thus matrices

and

A B=B A=1

The adjoint method of Matrix Inversion

The inverse of a matrix can be computed using:

A1=

Adj ( A)

| A|

exists only if:

a.

b.

| A|

is a square matrix.

is not zero.

Example 2.21

126

A= 1 2

2 3

Let

Compute

A1

Solution:

[ A ] =3 (4)=7

Cof ( A )=

C11 =3

C12=2

C21=2

C22=1

3 2

2 1

T

Adj ( A )=[Cof ( A ) ] = 3 2

2 1

[ ]

3

7

2

7

1 3 2

A =

=

7 2 1

1

2

7

1

7

Example 2.22

3 2 1

A= 5 6

2

1 0 3

Let

A1

Compute

Solution:

C11 =(1 )

1+1

C21=(1 )

2+1

1 +2 5

6 2

2

=18 C 12=(1 )

=17

0 3

1 3

2 1 =6 C =(1 )2 +2 3 1 =10

22

0 3

1 3

C13= (1 )

1+3

C23= (1 )

[ ]

5 6

=6

1 0

2+3

3 2 =2

1 0

127

C31=(1 )

3+1

[ ]

2 1 =10 C =(1 )3 +2 3 1 =1

32

6 2

5 2

18 17 6

Cof (A )= 6 10 2

10 1 28

C33= (1 )

3+3

3 2 =28

5 6

18 6 10

Adj ( A)= 17 10 1

6 2

28

[ ][ ]

18

94

18 6 10

Adj

(

A)

1

17

A1=

=

17 10 1 =

94

[ A]

94

6 2

28

6

94

2.5

6

94

10

94

2

94

10

9

94

47

1 = 17

94

94

28

3

94

47

3

47

5

47

1

47

5

47

1

94

14

47

Procedure

1. Form the

n x2n

matrix

[ A I n]

In .

matrix

using elementary operations. Remember that whatever is done to the

row of A is also to be done to the corresponding row of

3. Suppose that step 1 has produced the matrix

[C D]

In .

in reduced row

echelon form.

a. If

C=I n then

b. If

D= A1

Example 2.23

Find

A1 if:

128

3 2 1

A= 5 6

2

1 0 3

3 2 1 : 1 0 0

5 6

2 :0 1 0

1 0 3 : 0 0 1

3 2 1 : 1 0 0 R1

5 6

2 :0 1 0 3

1 0 3 : 0 0 1

2 1 1

:

3

3 3

:

5 6

2 0

:

1 0 3 0

[

[

0 0

2

3

28

0

3

2

0

3

1

1

3

3

:

1 5

:

3

3

:

10 1

3

3

2

3

28

0

3

2

0

3

1

1

3

3

:

1 5

:

3

3

:

10 1

3

3

5 R1 + R2

1 0 R3 +R1

0 1

0 0

1 0

0 1

0 0

]

]

2 R 1+ R 2

R1 + R3

3

R

1 0 28 2

0 1

129

[

[

2

3

2

3

1 0

0 1

0 0

[

[

1

1

3

3

:

1 5

:

28 28

:

10 1

3

3

5

3

14 14

:

1 5

:

28 28

:

47 3

14 14

3

28

1

14

3

28

1

14

2

R +R

3 2 1

0

2

R2 + R3

3

1

0

0

1

14

R

47 2

3

5

14

14 :

5

1 :

28

28 :

3

1

47

1

14

3

28

1

47

5

R +R

14 3 1

0 1

R3 + R 2

14 28

47

9

47

1 0 0:

17

0 1 0:

94

0 0 1:

3

47

3

47

5

47

1

47

5

47

1

94

14

47

1 0

0 1

0 0

]

]

[ ]

9

47

A1= 17

94

3

47

3

47

5

47

1

47

5

47

1

94

14

47

130

Example 2.24

AB=C

If

where

[ ]

A= 2 3

4 5

and

B .

Compute

Solution:

AB=C

A1 AB= A1 C

1 B=A1 C

and

[ ]

B= A1 C= 2 3

4 5

Thus,

To find

[ ]

3 4

6 7

5 4

5 3 | |

Adj ( A )=

A =2

3 2

4 2

[ ]

A1= 2 3

4 5

[ ][

3

2 = 2.5 1,5

2

2

1

2

5

= 2

4

2

[ ]

B= A C= 2 3

4 5

1

1 B=B

Cof ( A ) =

A1 A=1

but

[ ]

3 4

6 7

][ ]

2.5 1,5 x 3 4

2

1 6 7

1.5 0.5

0

1

[ ]

C= 3 4

6 7

131

Example 2.25

Solve for

B=

where

[ ]

2 3

4 5

A (B+C)=C

in

[ ]

C=

and

1 5

6 3

Solution:

(B+C)1

A (B+C)(B+C)1=C (B+C)1

A 1=C (B+ C)1

[ ]

B+ C= 2 3

4 5

Cof ( B+C )=

8 10

8

3

[ ][

+1 5= 3 8

6 3

10 8

Adj ( B+C )=

]

]

8 8 |

3 8

, B+ C|=

=56

10 3

10 8

[ ]

10

56

3

56

8

( B+ C )1= 56

8

56

A=C (B+C)1

[ ][ ]

8

1 5 56

A=

.

6 3

8

56

[ ]

10

56

3

56

4

7

3

7

5

56

39

56

INVERSION

Example 2.26

132

Solve the system

x+ 2 y =8

2 x +3 y=5

][ ] [ ]

1 2 x =8

2 3 y

5

1 2

2 3

1 2

2 3

] [

][ ] [

1 2 x = 1 2

2 3 y 2 3

[][

x = 1 2

y 2 3

3 x2 y+ z =2

5 x+6 y +2 z=35

x3 z=8

Solution:

8

5

[ ]

[ ] [ ][ ] [ ]

1 2

2 3

2

7

1

7

2

7 8=2

1 5

3

7

x=2, y=3

Example 2.27

][]

3

7

2

7

3

x = 7

y

2

7

Therefore,

][]

8

5

133

Let

3 2 1

A= 5 6

2

1 0 3

X =

[]

x

y

z

B =

[]

2

35

8

AX =B

Pre-multiply both sides

by A1

A1 A X= A1 B

X =A1 B

3 2 1

A= 5 6

2

1 0 3

From example 3. 21

[ ]

9

47

x

17

y=

94

z

3

47

[]

3

47

5

47

1

47

[ ]

9

47

A1= 17

94

3

47

5

47

2

1

1

=

35

4

94

8

3

14

47

[ ][]

3

47

5

47

1

47

5

47

1

94

14

47

134

Exercise No. 16

INVERSE OF A MATRIX

Solve the following problems.

1.

Find the inverse of the matrix of the following using the Adjoint Method.

(a)

[ ]

(b)

3 4

3 7

3 4 5

1 4 1

2 3 4

135

(c)

2.

2

0

1

2

3 1 3

4 5 5

2 1 1

3 4 1

3 4 5

1 4 1

2 3 4

136

3.

[ ]

A1= 3 4

3 7

If

4.

If

Given

, what is

[ ]

A= 1 3

2 7

[ ]

A= 3 4

1 5

A ?

, what is

[ ]

B= 2 1

4 6

5.

AD =B

Solve for D

T

and ( A )

. Compare them.

[ ]

C= 3 4

1 6

137

6.

DE= A+C

7.

AXC =B

Solve for

Solve for

138

8.

X T A+ X T B=C

Solve for

9. Using matrix inversion, solve for the following system of linear equations.

a.

2 x y =7

139

x+ y=1

b.

3 x + y + z=4

2 x y 2 z=3

4 x +2 y +2 z =12

140

c.

x+ y+ 3 z + 4 w=10

3 x y3 z3 w=3

x+ y+ z+ 4 w=0

3 x y2 z5 w=4

141

The rank of a matrix is the greatest value of r for which there exists an

r x r submatrix of A with non-vanishing determinants. The determinant of any

square matrix with r + 1 or more rows equals zero.

The rank r of an m x n matrix can at most be equal to the smaller of

the numbers m and n but may be less.

An n x n matrix has a rank r < n if and only if A = 0. In this case A is

a singular matrix.

An n x n matrix has a rank r = n if and only if A 0. In this case A is

a non-singular matrix.

Example 2.28

3 2

1 4

6 4 2 8

Solution:

The determinant of all the 2 x 2 submatrices are all equal to zero.

3 2

6 4

3

1

6 2

2 1

4 2

][

3

4 , 1

4 =0

6 8 2 8

The rank is at most the smaller value of 2 x 44 which is 2 but all the 2

x 2 submatrices have determinants = 0. Therefore rank = 1.

Example 2.29

142

2 4 3 6

3 6 5 9

1 2 1 3

Solution:

At most, the rank is the smaller value of 3 x 4 which is 3. But all the 3

x 3 submatrices

2 4 3

3 6

5

1 2 1

] [

,

2 4 6

3 6 9

1 2 3

] [

,

4 3 6

6

5 9

2 1 3

] [

,

2 3 6

3 5 9

1 1 3

are all

Singular, i.e., (det = 0). Therefore rank < 3. But the 2 x 2 submatrix

4 3

6

5

Theorem. The rank of a matrix is not altered by an sequence of elementary

operations. The sequence of elementary operations includes:

1. interchanging rows.

2. multiplying a column by a non-zero member.

3. adding a constant times the elements of one column to the

corresponding elements of another column.

From the 1st example

A=

3 2

1 4

6 4 2 8

3 2 1 4

0 0 0 0

This rank = 1.

143

From example 2

2 4 3 6

3 6 5 9

1 2 1 3

1 2 1 3

3 6 5 9

2 4 3 6

1 2 1 3

0 0

2 0

0 0 1 0

1 2 1 3

0 0

0 0

0 0 1 0

row 1 times 2 + row 3

1 3

1 0

2.9.1

144

For a system of linear equations in n unknown

a21 x 1 +a 22 x2 +. . .. a 2n x n=b 2

a31 x 1 +a32 x2 +. . .. a 3n x n=b 3

..

an 1 x1 +a n 2 x 2+ .. . . ann x n=bn

a11 a12 .. .. a1 n

a 21 a22 .. .. a2 n

D= a 31 a32 .. .. a3 n

..

.. .. .. ..

an 1 a n 2 .. .. ann

] [

a11 b1 .. .. a1 n

a21 b2 .. .. a2 n

D (x 2)= a

b3 .. .. a3 n

31

.. .. .. .. ..

an 1 b n .. .. ann

b1

b2

a12 .. .. a1 n

a 22 .. .. a2 n

..

.. .. .. ..

bn am 2 .. .. ann

] [

a11 a 12 .. .. b1

a21 a 22 .. .. b2

D (x n)= a

a 32 .. .. b3

31

..

.. .. .. ..

an 1 an 2 .. .. bn

]

]

x

( 1)

D

D

x1 =

x

( 2)

D

D

x2 =

. ......

x

( n)

D

D

x n=

D0

Example 2.30

Solve the following system of linear equations using Cramers Rule.

3 x + y + z=4

2 x y 2 z=3

145

4 x +2 y +2 z =12

Solution:

3 1

1

D= 2 1 2 =10

4

2

2

3 4 1

D ( y )= 2 3 2 =30

4 12 2

x=

D (x) 20

=

=2

D

10

y=

D( y ) 30

=

=3

D

10

z=

D(z) 50

=

=5

D

10

4 1

1

D ( x )= 3 1 2 =20

12 2

2

3 1 4

D ( z ) = 2 1 3 =50

4

2 12

Consider the system of Linear Equations in m unknowns

a11 x 1+ a12 x 2 +. .. . a1 n x n =0

a21 x 1 +a 22 x2 +. . .. a 2n x n=0

a31 x 1 +a32 x2 +. . .. a 3n x n=0

..

an 1 x1 +a n 2 x 2+ .. . . an n x n =0

146

Let

a11

a21

a 12

a 22

.. .. a1 n

.. .. a2 n

A= a31 a 32 .. .. a3 n

..

.. .. .. ..

am 1 am 2 .. .. amn

system has only the trivial solutions: x1 = x2 = . . . .xn = 0.

Example 2.31

Solve the system of linear equations

2 x 4 y =0

x y=0

Solution:

A= 2 4

1 1

| A|=6 0.

x= y=0

Example 2.32

Solve the system of linear equations

x+ y+ z=0

2 x y5 z=0

x y5 z=0

Solution:

1 1

1

A= 2 1 5

1 1 5

| A|=4 0.

one

( x= y=z =0)

147

Theorem 3: If in the system of linear equations in m unknowns rank (A) < m,

consider only r equations whose coefficients matrix has a rank r. Omit the

other m r equations. If m < n (meaning, there are more unknowns than

equations), consider only r (rank) equations by transferring the other

variables to the right. Note: There will be an infinite solutions to the system.

Example 2.33

Solve the system

x+ y+ z=0

2 x y7 z=0

x y5 z=0

Solution:

1 1

1

A= 2 1 5

1 1 5

| A|=0.

rank (A) = 2 m = 3

x+ y=z

2 x y=7 z

Solving

x=2 z

and

y=3 z

(z = arbitrary)

Substituting:

2 z (3 z ) 5 z=0

0=0

Example 2.34

Solve the system

2 x + y + z=0

4 x +3 yz =0

Solution:

x y 5 z =0.

148

A=

2 1 1

4 3 1

rank (A) = 2

n=3

2 x + y =z

4 x +3 y=z

Solving

x=2 z

and

y=3 z

z=

arbitrary

Example 2.35

Solve the system

x2 yz +3 w=0

2 x 4 y 3 z +6 w=0

3 x +6 y +5 z9 w=0

Solution:

1 2 1 3

A= 2 4 3 6

3 6 5 9

Consider only 2 equations , say the first 2

xz=2 y3 w

2 x 3 z =4 y 6 w

Solving

x=2 y 3 w ,

z=0 ,

6 y + 9 w+6 y 9 w=0

and

are arbitrary.

149

0=0

2.9.3 Solution of Non Homogeneous Linear Systems of m

Linear Equations in n unknowns

Consider the system of linear equations:

a21 x 1 +a 22 x2 +. . .. a 2n x n=b 2

a31 x 1 +a32 x2 +. . .. a 3n x n=b 3

..

am 1 x 1+ am 2 x 2 +. .. . amn x n=bn

Let

a11

a21

a 12

a 22

.. .. a1 n

.. .. a2 n

A= a

a 32 .. .. a3 n

31

..

.. .. .. ..

am1 am 2 .. .. amn

and

a 11

a12

.. .. a 1n b1

a21

a22

.. .. a 2n b2

B= a

a32 .. .. a 3n b3

31

..

.. .. .. .. ..

am 1 a m 2 .. .. amn b n

solution.

2. If rank A = rank B, there is a solution. Apply the following procedure.

a. If rank(A) < m, consider only r equations whose coefficient

matrix has rank r. Omit the other m r equations.

b. Transpose n r unknowns to the right member of each equation,

retaining the r unknowns in the left member whose coefficient

matrix has a rank r.

c. Solve the system in step 3 using Cramers rule.

Example 2.36

Solve the system

2 x 5 y +13 z=24

3 x+ y 6 z=2

150

Solution:

A=

2 5 13

3 1 6

B=

2 5 13 24

3 1 6 2

rank(A) = 2

rank(B) = 2. Thus, a solution exists.

n=3

Since the rank is 2, transpose 3 2 = 1 unknown to the right.

2 x y=13 z 24

3 x+ y =2+ 6 z

x=

x=

13 z24 1

2+6 z

1

[

[

2 1

3 1

2 13 z24

3 2+6 z

2 1

3 1

=z2

=3 z+ 4

Example 2.37

Solve the system

x y+ z=4

x+ y z=0

2 x 3 y +z=4

3 x+2 y 3 z=1

Solution:

151

x=

z=

[

[

[

[

4 1 1

0 1 1

4 3 1

1 1 1

1 1 1

2 3 1

1 1 4

1 1 0

2 3 4

]

]

1 1 1

1 1 1

2 3 1

=2

y=

[

[

1 4 1

1 0 1

2 4 1

1 1 1

1 1 1

2 3 1

=1

=3

3 x+2 y 3 z=1

3(2)+2(1) 3 (3)=1

1=1

2.9.4

This method involves replacing equations by combinations of equations in

such a way that a triangular system is obtained.

u22 x 2 +. .. . u2 n x n=c2

.

.

umn x n =c n

After this, the components of x are easily found, one after the other by

back substitution.

Example 2.38

152

Solve the system

3 x+ 4 y +2 zw=22

4 x +2 y 3 z+ 2w=9

5 x +3 y4 z+ 3 w=4

3 x+ y + z +2 w=16

Solution:

Write the system in augmented matrix form

[

[

3

4

5

3

4 2 1

2 3 2

3 4 3

1 1 2

4

3

2

3

1

1

4

5

3

4

3

2

0

0

3

1

2 1

3 3

3 2

4 3

1 2

2 1

:

3

3

3 2 :

4 3 :

1 2 :

4

3

10

0

3

29

0

3

0

3

1

:

:

:

:

22

R1

9

3

4

16

22

3 4 R1 + R2

: 9 5 R1 + R2

: 4 3 R1 + R2

: 16

:

22

3 R2

9 3

4

16

2 1

22

:

3

3

3

17 10

61 3

:

10 3

3 10 R2

2 4 : 122

3

3 3

1 3 : 6

153

2 1

:

3

3

17

0 1

1 :

3

29 2 4 :

0

3

3

3

0

3 1 3 :

1

4

3

22

3

61 29

R 2+ R 3

10 3

122 3 R2 + R4

3

6

[ ]

[ ]

[ ]

1

4

3

0 1

0 0

0 0

4

3

0

0

0

0

4

3

0

0

0

0

2

3

17

3

171

10

41

10

22

3

61

1 :

10

10

R2

183 171

:

11

10

0

123

:

10

1

:

3

2 1

22

:

3

3

3

17

61

1 :

3

10 41

R3 + R 4

61 10

1 110 :

57

41 171

123

10

0

:

10

2 1

3 3

17

1

3

110

1 171

0 451

171

22

3

61

:

10 171

R4

61 451

:

57

451

:

57

:

154

4

3

0 1

0 0

0 0

2 1

22

:

3 3

3

17

61

1 :

171

R

3

10

451 4

110 : 61

1

57

171

0

1

: 3

x+ 4 /3 y +2 /3 z1/3 w=22/3

y +17/10 zw=61/ 10

z110 /171 w=61/57

w=3

Using

substitution

back

w=3

z=3

y=4

x=1

Exercise No. 17

INVERSE OF A MATRIX

Solve the following problems.

1.

Find the inverse of the matrix of the following using the Adjoint Method.

Solve the following system using Cramers Rule and Gaussian Elimination.

(a)

3 x+ 4 y=6

4 x +2 y=14

155

(b)

3 x+ 4 y +2 z=4

2 x 4 y+5 z=33

5 x+ y + z=12

156

(c)

3 x+ 4 y 3 z+ 2 w=13

x +2 y +4 z 3 w=0

9 x+ y+ z+2 w=28

2 x +3 y 2 z+ w=11

157

(a)

2 1 3

1 2 3

5 0 3

158

(b)

1 2

3 4

2 1

4 3

3 0 5 10

(c)

1

2

3

4

2 3 4 5

3 4 5 6

4 5 6 7

5 6 7 8

159

equations.

(a)

2 x +5 y=0

3 x7.5 y=0

(b .3 x y =0

3 x+2 y=0

160

(c)

2 x y+ z=0

x+ 2 y z=0

(d)

3 x+ y +2 zw=0

2 x y3 z+ 2 w=0

2 x +3 y + z3 w=0

161

x2 z=0

(e)

2 y+3 w=0

y +5 z=0

(a)

5 x+ y =17

3 x y=7

162

2 x + y =1

(b)

3 x+2 y=3

2 x y=5

5 x+7 y =6

(c)

3 x+ 4 y=0

163

2 x 5 y =23

4 x +2 y=10

x+ y=1

(d)

x+ 2 y + z=3

3 x y4 z=4

164

(e)

x+ 3 y + 4 z +3 w=1

3 x 4 y 5 z+ 6 w=7

x+2 y + z8 w=1

(f)

3 x y z w=1

4 x + y +2 z+ 2 w=0

3 x 2 y 2 z 3 w=5

x+ y+ z+ w=1

3 x 2 y z 2 w=3

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