COURSE TITLE

ADVANCED CALCULUS & LINEAR

ALGEBRA

COURSE #: MT-332

1
 Books
Text Books:
1) Elementary Linear Algebra Application Version By
Howard Anton & Chris Rorres 9th edition.
2) Calculus By Anton, Biven & Davis 10th edition.
Reference Books:
1) Linear Algebra with Applications By Gareth
Williams 6th edition.
2) Linear Algebra By B. Colman, David R. Hill 7th ed.
3) Advanced Calculus By Wrede & Spiegel 3rd edition

2
 Marks Distribution
Sessional 40 Marks
Test-1 of 10 marks in 7th week.
Test-2 of 10 marks in 13th week.
Mid term of 20 marks in 9th week.
Final Exam 60 Marks

3
 Application of Linear Algebra
The broad utility of linear algebra in daily life and sciences reflects the
deep connection that exists between the discrete nature of matrix
mathematics and sciences. Following are few examples of applications
1) Economics
2) Game Theory
3) Linear Programming
4) Computer Graphic
5) Cryptography
6) Graph Theory
7) Image processing
8) Engineering
etc.

4
 Example
Consider the following chemical equation
C2H6 + O2 → CO2 + H2O. Balance the equation.
Sol:
Balancing this chemical reaction means finding values of x, y, z
and t so that the number of atoms of each element is the same on
both sides of the equation:
xC2H6 + yO2 → zCO2 + tH2O.
This gives the following linear system:

5
 Example(con’d)
The general solution of the above system is:

Since we are looking for whole values of the variables x, y z, and

t, choose x=2 and get y=7, z= 4 and t=6. The balanced equation is
then:

2C2H6 + 7O2 → 4CO2 + 6H2O.

6
1.1 Introduction to System of
Equations

7
 Linear Equations
• Any straight line in xy-plane can be represented
algebraically by an equation of the form:
a1 x  a2 y  b
• General form: The linear equation with the n
variables: x1 , x2 ,..., xn
is a1 x1  a2 x2  ...  an xn  b

– Where a1 , a2 ,..., an ,and b are real constants.

– The variables in a linear equation are sometimes
called unknowns.

8
 Example-1: Linear Equations
1
• The equations x  3 y  7, y  x  3z  1, and x1  2 x2  3x3  x4  7
are linear. 2
• Observe that a linear equation does not involve any products or
roots of variables. All variables occur only to the first power and do
not appear as arguments for trigonometric, logarithmic, or
exponential functions.
• The equations x  3 y  5, 3x  2 y  z  xz  4, and y  sin x
are not linear.
– A solution of a linear equation is a sequence of n numbers
s1 , s2 ,..., sn such that the equation is satisfied. The set of all
solutions of the equation is called its solution set or general solution
of the equation.

9
 Example-2: Finding a Solution Set
• Find the solution of (a ) 4 x  2 y  1

Solution(a)
we can assign an arbitrary value to x and solve for y , or
choose an arbitrary value for y and solve for x .If we follow
the first approach and assign x an arbitrary value ,we obtain
1 1 1
x  t1 , y  2t1  or x  t2  , y  t2
2 2 4

– arbitrary numbers t1, t 2 are called parameter.

– for examplet1  3 yields the solution x  3, y  11 as t2 
11
2 2

10
Example-2: Finding a Solution Set (con’d)
• Find the solution of (b) x1  4 x2  7 x3  5.

Solution(b)
we can assign arbitrary values to any two variables and
solve for the third variable.
– for example
x1  5  4s  7t , x2  s, x3  t
– where s, t are arbitrary values

11
 Linear Systems (1/2)

• A finite set of linear equations in the

variables x1 , x2 ,..., xn a11x1  a12 x2  ...  a1n xn  b1
is called a system of linear equations
or a linear system . a21x1  a22 x2  ...  a2 n xn  b2
   
• A sequence of numbers am1 x1  am 2 x2  ...  amn xn  bm
s1 , s2 ,..., sn is called a solution of the
system.
An arbitrary system of m
linear equations in n unknowns
• A system has no solution is said to
be inconsistent ; if there is at least
one solution of the system, it is
called consistent.

12
 Linear Systems (2/2)
• Every system of linear equations has either no
solutions, exactly one solution, or infinitely
many solutions.

• A general system of two linear equations:

(Figure1.1.1) a x  b y  c (a , b not both zero)
1 1 1 1 1

a2 x  b2 y  c2 (a2 , b2 not both zero)

– Two lines may be parallel -> no solution
– Two lines may intersect at only one point
-> one solution
– Two lines may coincide
-> infinitely many solution
13
 Augmented Matrices
 The location of the +’s,
the x’s, and the =‘s can a11x1  a12 x2  ...  a1n xn  b1
be abbreviated by writing a21x1  a22 x2  ...  a2 n xn  b2
only the rectangular array
   
of numbers.
am1 x1  am 2 x2  ...  amn xn  bm
 This is called the
augmented matrix for the
system. 1th column

 Note: It must be written a11 a12 ... a1n b1  1th row

in the same order in each a a ... a 
 21 22 b2 
equation as the unknowns 2n

and the constants must be      

 
on the right.  m1 m 2
a a ... a mn b m

14
 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
which is easier to solve.

• Since the rows of an augmented matrix correspond to the equations

in the associated system. New system is generally obtained in a series
of steps by applying the following three types of operations to
eliminate unknowns systematically. These are called elementary row
operations:
1. Multiply an equation through by an nonzero constant.
2. Interchange two equation.
3. Add a multiple of one equation to another.

15
 Example-3: Using Elementary row
Operations(1/4)
System of Linear Equations

x  y  2z  9 add - 2 times x  y  2z  9 add -3 times

the first equation the first equation
2 y  7 z  1 7
2 x  4 y  3z  1

to the second
3x  6 y  5 z  0

to the third
3x  6 y  5 z  0

Augmented Matrix

1 1 2 9  add - 2 times 1 1 2 9  add -3 times

2 4  3 1 the first row 0 2  7  17 the first row
 
3 6  5 0 

to the second  
3 6  5 0  
to the third

16
 Example-3: Using Elementary row
Operations(2/4)

x  y  2z  9 multiply the second x  y  2z  9 add -3 times

2 y  7 z  17 1 y  72 z   172 the secondequation

equationby to the third
3 y  11z  27  2 3 y  11z  0

1 1 2 9  multily the second 1 1 2 9  add -3 times

0 2  7  17  1 0 1  7  17  the second row
  row by  

 
2 2
2 to the third
0 3  11  27 0 3  11  27

17
 Example-3: Using Elementary row
Operations(3/4)

x  y  2z  9 Multiply the third x  y  2z  9

Add -1 times the
secondequation
y  72 z   172 

equationby -2 y  72 z   172
z 3

to the first

 12 z   32

1 1 2 9  Multily the third 1 1 2 9  Add -1 times the

0 1  7  172  0 1  7  172  second row
 
row by -2

3   
2 2 to the first
0 0  12  32  0 0 1

18
 Example-3: Using Elementary row
Operations(4/4)
Add - 11
2
times
the third equation
x  11
2 z 
35
2 to the first and 72 times x 1
y  72 z   172 the third equation y  2
z 3


to the second
z 3

Add - 121 times

the third row
1 0 112 35
2  to the first and 72 1 0 0 1
  0 1 0 2 
 0 1  7
 
17 times the third row
 
2 2
0 0 1 3  

to the second
0 0 1 3

 The solution x=1,y=2,z=3 is now evident.

19
1.2 Gaussian Elimination

20
 Echelon Forms
• A matrix that has following properties is in reduced row-echelon form :
1. If a row does not consist entirely of zeros, then the first nonzero
number in the row is a “1”. We call this a leading one.
2. If there are any rows that consist entirely of zeros, then they are
grouped together at the bottom of the matrix.
3. In any two successive rows that do not consist entirely of zeros, the
leading 1 in the lower row(s) occurs farther to the right than the
leading 1 in the higher row(s).
4. Each column that contains a leading 1 has zeros everywhere else.

• A matrix that has first three properties is said to be in row-echelon

form .
• A matrix in reduced row-echelon form is of necessity in row-echelon
form, but not conversely.
21
 Example-1: Row-Echelon &
Reduced Row-Echelon form
• reduced row-echelon form:
0 1  2 0 1
1 0 0 4  1 0 0 
0 1 0 7  , 0 1 0  , 0 0 0 1 3 0 0
0 0 0 0 0 0
    0 ,

0 0 1  1 0 0 1  
0 0 0 0 0

 row-echelon form:
1 4  3 7 1 1 0 0 1 2 6 0
0 1 6 2, 0 1 0, 0 0 1  1 0
     
0 0 1 5 0 0 0 0 0 0 0 1

22
Example-2: Row-Echelon and Reduced
Row-Echelon form
• All matrices of the following types are in row-echelon form
( any real numbers substituted for the *’s. ) :
0 1 * * * * * * * *
1 * * * 1 * * * 1 * * * 
0 0 0 1 * * * * * *
1 * * 0 1 * * 0 1 * * 
0
 , , , 0 0 0 0 1 * * * * *
0 0 1 * 0 0 1 *  0 0 0 0  
      0 0 0 0 0 1 * * * *
0 0 0 1 0 0 0 0  0 0 0 0 
0 0 0 0 0 0 0 0 1 *

 All matrices of the following types are in reduced row-

echelon form ( any real numbers substituted for the *’s. ) :
0 1 * 0 0 0 * * 0 *
1 0 0 0 1 0 0 * 1 * 
0 0 1 0 0 * * 0 *
0 *
0 1 0 0 0 1 0 * 0 1 * * 
0
 , , , 0 0 0 0 1 0 * * 0 *
0 0 1 0  0 0 1 *  0 0 0 0  
      0 0 0 0 0 1 * * 0 *
0 0 0 1  0 0 0 0  0 0 0 0 
0 0 0 0 0 0 0 0 1 *
23
 Example-3: Solutions of Linear Systems (a)

Suppose that the augmented matrix for a system of

linear equations have been reduced by row operations to
the given reduced row-echelon form. Solve the system.

1 0 0 5 
(a) 0 1 0  2
0 0 1 4 

Solution (a)
x  5
the corresponding system
y  -2
of equations is :
z 4
24
 Example-3: Solutions of Four Linear Systems
(b1)

1 0 0 4  1
(b) 0 1 0 2 6 
0 0 1 3 2 

Solution (b)
free variables
1. The corresponding x1  4 x4  - 1
system of equations is : x2  2 x4  6
x3  3x4  2

leading
variables

25
 Example-3: Solutions of Four Linear Systems
(b2)

x1  - 1 - 4 x4 2. We see that the free variable can be

x2  6 - 2 x 4 assigned an arbitrary value, say t, which
then determines values of the leading
x3  2 - 3 x4 variables.

3. There are infinitely many

x1  1  4t ,
solutions, and the general
solution is given by the x2  6  2t ,
formulas x3  2  3t ,
x4  t

26
Example-3: Solutions of Four Linear Systems
(c1)
1 6 0 0 4  2
0 0 1 0 3 1 
(c) 
0 0 0 1 5 2
 
0 0 0 0 0 0

Solution (c)
1. The 4th row of zeros leads to x1  6 x2  4 x5  - 2
the equation places no
restrictions on the solutions. x3  3x5  1
Thus, we can omit this x4  5 x5  2
equation.

27
 Example-3: Solutions of Four Linear Systems
(c2)

Solution (c)
2. Solving for the leading x1  - 2 - 6 x2 - 4 x5
variables in terms of the free x3  1 - 3x5
variables:
x4  2 - 5 x5

3. The free variable can be x1  - 2 - 6 s - 4t ,

assigned an arbitrary value , x2  s
there are infinitely many
solutions, and the general x3  1 - 3t
solution is given by the x4  2 - 5t ,
formulas.
x5  t
28
Example-3: Solutions of Four Linear Systems(d)

1 0 0 0
(d) 0 1 2 0
0 0 0 1

Solution (d):
the last equation in the corresponding system of
equation is
0 x1  0 x2  0 x3  1

Since this equation cannot be satisfied, there is

no solution to the system.

29
 Elimination Methods (1/7)

• We shall give a step-by-step elimination

procedure that can be used to reduce any matrix
to reduced row-echelon form.

0 0  2 0 7 12 
2 4  10 6 12 28
 
2 4  5 6  5  1

30
 Elimination Methods (2/7)
• Step1. Locate the leftmost column that does not consist
entirely of zeros.
0 0  2 0 7 12 
2 4  10 6 12 28
 
2 4  5 6  5  1
Leftmost nonzero column

• Step2. Interchange the top row with another row, to bring a

nonzero entry to top of the column found in Step1.

2 4  10 6 12 28
0 0  2 0 7 12  The 1th and 2th rows in the
  preceding matrix were
2 4  5 6  5  1 interchanged.

31
 Elimination Methods (3/7)

• Step3. If the entry that is now at the top of the column found in
Step1 is a, multiply the first row by 1/a in order to introduce a
leading 1.
1 2  5 3 6 14 
0 0  2 0 7 12 
  The 1st row of the preceding
2 4  5 6  5  1 matrix was multiplied by 1/2.

• Step4. Add suitable multiples of the top row to the rows below
so that all entires below the leading 1 become zeros.
1 2  5 3 6 14 
0 0  2 0 7  -2 times the 1st row of the
 12  preceding matrix was added to
0 0 5 0  17  29 the 3rd row.

32
 Elimination Methods (4/7)

• Step5. Now cover the top row in the matrix and begin again
with Step1 applied to the submatrix that remains. Continue
in this way until the entire matrix is in row-echelon form.

1 2  5 3 6 14 
0 0  2 0 7 12 
 
0 0  5 0  17  29 Leftmost nonzero
column in the submatrix

1 2  5 3 6 14 
0 0 1 0  7  The 1st row in the submatrix
 2  6  was multiplied by -1/2 to
0 0 5 0  17  29 introduce a leading 1.

33
 Elimination Methods (5/7)
• Step5 (cont.)
-5 times the 1st row of the
1 2  5 3 6 14  submatrix was added to the 2nd
0 0 1 0  7  6  row of the submatrix to introduce
 2  a zero below the leading 1.
0 0 0 0 2 1
1 

1 2  5 3 6 14  The top row in the submatrix was

0 0 1 0  7 covered, and we returned again Step1.
 2  6
0 0 0 0 12 1 
Leftmost nonzero column in
the new submatrix
1 2  5 3 6 14 
0 0 1 0  7  6
 2 The first (and only) row in the
0 0 0 0 1 2  new submetrix was multiplied
by 2 to introduce a leading 1.

 The entire matrix is now in row-echelon form.

34
 Elimination Methods (6/7)
• Step6. Beginning with las nonzero row and working upward, add
suitable multiples of each row to the rows above to introduce zeros
above the leading 1’s.
1 2  5 3 6 14 7/2 times the 3rd row of the
0 0 1 0 0 1  preceding matrix was added to
  the 2nd row.
0 0 0 0 1 2 
1 2  5 3 0 2
0 0 1 0 0 1  -6 times the 3rd row was added
  to the 1st row.
0 0 0 0 1 2

1 2 0 3 0 7
0 0 1 0 0 1 5 times the 2nd row was added

0 0 0 0 1 to the 1st row.
2
 The last matrix is in reduced row-echelon form.
35
 Elimination Methods (7/7)

• Step1~Step5: the above procedure produces a row-

echelon form and is called Gaussian elimination.
• Step1~Step6: the above procedure produces a reduced
row-echelon form and is called Gauss-Jordan
elimination.
• Every matrix has a unique reduced row-echelon form
but a row-echelon form of a given matrix is not unique.

36
 Example-4: Gauss-Jordan
Elimination(1/4)
• Solve by Gauss-Jordan Elimination
x1  3x2  2 x3  2x 5  0
2 x1  6 x2  5 x3  2 x4  4 x5  3x6  1
5 x3  10 x4  15 x6  5
2 x1  6 x2  8 x4  4 x5  18 x6  6
Solution:
The augmented matrix for the system is

1 3 -2 0 0 2 0
2 6 - 5 - 2 4 - 3 - 1

0 0 5 10 0 15 5 
 
2 6 0 8 4 18 6 
37
 Example 4
Gauss-Jordan Elimination(2/4)
• Adding -2 times the 1st row to the 2nd and 4th rows gives
1 3 - 2 0 2 0 0 
0 0 - 1 - 2 0 - 3 - 1
 
0 0 5 10 0 15 5 
 
 0 0 4 8 0 18 6 
• Multiplying the 2nd row by -1 and then adding -5 times the new
2nd row to the 3rd row and -4 times the new 2nd row to the 4th
row gives
1 3 -2 0 2 0
0
0 0 1 2 0 - 3 1

0 0 0 0 0 0 0
 
0 0 0 0 0 6 2
38
 Example 4
Gauss-Jordan Elimination(3/4)
• Interchanging the 3rd and 4th rows and then multiplying the 3rd row of
the resulting matrix by 1/6 gives the row-echelon form.
1 3 - 2 0 2 0 0 
0 0 - 1 - 2 0 - 3 - 1
 
0 0 0 0 0 1 13 
 
 0 0 0 0 0 0 0 
• Adding -3 times the 3rd row to the 2nd row and then adding 2 times the
2nd row of the resulting matrix to the 1st row yields the reduced row-
echelon form.
1 3 0 4 2 0 0
0 0 1 2 0 0 0 
 
0 0 0 0 0 1 13 
 
 0 0 0 0 0 0 0 
39
 Example 4
Gauss-Jordan Elimination(4/4)
• The corresponding system of equations is
x1  3x2  4 x4  2 x 5 0
x3  2 x4 0
x6  13
• Solution
The augmented matrix for the system is
x1  3x2  4 x4  2x 5
x3  2 x4
x6  13
• We assign the free variables, and the general solution is given
by the formulas:
x1  3r  4s  2t , x2  r , x3  2s, x4  s, x5  t , x6  13
40
 Back-Substitution
• It is sometimes preferable to solve a system of linear equations by
using Gaussian elimination to bring the augmented matrix into row-
echelon form without continuing all the way to the reduced row-
echelon form.
• When this is done, the corresponding system of equations can be
solved by a technique called back-substitution.

41
 Example 5
Ex4 solved by Back-substitution(1/2)
• From the computations in Example 4, a row-echelon form from the
augmented matrix is
1 3 -2 0 2 00
0 0 - 1 - 2 0 - 3 - 1

0 0 0 0 0 1 13 
 
0 0 0 0 0 0 0
• To solve the corresponding system of equations
x1  3x2  4 x4  2 x 5 0
x3  2 x4 0
x6  13
• Step1. Solve the equations for the leading variables.
x1  3 x2  2 x3  2 x 5
x3  1  2 x4  3 x6
x6  1
3
42
 Example5
ex4 solved by Back-substitution(2/2)
• Step2. Beginning with the bottom equation and working upward,
successively substitute each equation into all the equations above it.
– Substituting x6=1/3 into the 2nd equation
x1  3 x2  2 x3  2 x 5
x3  2 x4
x6  13
– Substituting x3=-2 x4 into the 1st equation
x1  3x2  2 x3  2x 5
x3  2 x4
x6  13
• Step3. Assign free variables, the general solution is given by the formulas.

x1  3r  4s  2t , x2  r, x3  2s, x4  s, x5  t , x6  13
43
 Example 6
Gaussian elimination(1/2)
• Solve x  y  2 z  9by Gaussian elimination and
2 x  4 y  3z back-substitution.
1 (ex3 of Section1.1)
3x  6 y  5 z  0
• Solution 1 1 2 9 
2 4  3 1
– We convert to the augmented matrix  
3 6  5 0
1 1 2 9 
– to the row-echelon form 0 1  72  172 

0 0 1 3 
– The system corresponding to this matrix is
x  y  2 z  9, y  72 z   172 , z  3
44
 Example 6
Gaussian elimination(2/2)
• Solution
– Solving for the leading variables x  9  y  2 z,
y   172  72 z ,
z 3
– Substituting the bottom equation into those above
x  3  y,
y  2,
z 3
– Substituting the 2nd equation into the top

x  1, y  2, z  3
45
 Homogeneous Linear Systems(1/2)

• A system of linear equations is said a11x1  a12 x2  ...  a1n xn  0

to be homogeneous if the constant a21x1  a22 x2  ...  a2 n xn  0
terms are all zero; that is , the    
system has the form :
am1 x1  am 2 x2  ...  amn xn  0
• Every homogeneous system of linear equation is consistent,
since all such system have x1  0, x2  0,..., xn  0
as a solution. This solution is called the trivial solution; if there
are another solutions, they are called nontrivial solutions.
• There are only two possibilities for its solutions:
– The system has only the trivial solution.
– The system has infinitely many solutions in addition to the
trivial solution.

46
 Homogeneous Linear Systems(2/2)

• In a special case of a
homogeneous linear
system of two linear
equations in two
unknowns: (fig1.2.1)

a1 x  b1 y  0 (a1 , b1 not both zero)

a2 x  b2 y  0 (a2 , b2 not both zero)

47
 Example 7
Gauss-Jordan Elimination(1/3)
2 x1  2 x2  x3  x5  0
 Solve the following
homogeneous system of linear  x1  x2  2 x3  3x4  x5  0
equations by using Gauss- x1  x2  2 x3  x5  0
Jordan elimination. x3  x4  x5  0

 Solution
 2 2 1 0 1 0
 The augmented matrix  1  1 2  3 1 0

 1 1  2 0 1 0
 
0 0 0 1 0 0

 Reducing this matrix to 1 1 0 0 1 0

reduced row-echelon form 0 0 1 0 1 0

0 0 0 1 0 0
 
0 0 0 0 0 0 48
 Example 7
Gauss-Jordan Elimination(2/3)
Solution (cont)
 The corresponding system of equation x1  x2  x5  0
x3  x5  0
x4 0
 Solving for the leading variables is x1   x2  x5
x3   x5
x4  0
 Thus the general solution is
x1   s  t , x2  s, x3  t , x4  0, x5  t
 Note: the trivial solution is obtained when s=t=0.
49
 Example7
Gauss-Jordan Elimination(3/3)
 Two important points:
 None of the three row operations alters the final column
of zero, so the system of equations corresponding to the
reduced row-echelon form of the augmented matrix must
also be a homogeneous system.
 If the given homogeneous system has m equations in n
unknowns with m<n, and there are r nonzero rows in
reduced row-echelon form of the augmented matrix, we
will have r<n. It will have the form:
 xk 1   ()  0 xk1   ()
 xk 2   ()  0 xk 2   ()
  
xr   ()  0 (1) xr   () (2)
50
 Theorem 1.2.1

A homogeneous system of linear equations

with more unknowns than equations has
infinitely many solutions.

– Note: theorem 1.2.1 applies only to

homogeneous system
– Example 7 (3/3)

51