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Applied Linear

Algebra
By
Assoc.Prof. Mai Duc Thanh
Course Syllabus
• Lecturer: Assoc. Prof. Mai Duc Thanh Office: Room A2.610
Phone: 091 323 899 E-mail: mdthanh@hcmiu.edu.vn
• Contents
1. Systems of Linear Equations and Matrices
2. Determinants
3. Vector Spaces
4. Eigenvalues and Eigenvectors
• Grading
1. Assignments: 20%
2. Midterm Test: 30%
3. Final Exam: 50%
• Textbook:
• R. Hill, Elementary Linear Algebra and Applications, 3rd ed.

1.2
Assignments
• HW assignments will be given during the semester. These
will typically be simple questions from your textbook.
• Quizes will be given in the class. They are not informed in
advance.
• Late submission of HW assignments will lose 10% of the
total points for each day they are late and will not be
accepted after one week.
• Extra marks E from 0-20 are given for those who solve
exercises on the board. Rule:
Averaged HW/Quiz+ E = Assignment Score

1.3
Chapter 1: Systems of Linear
Equations and Matrices

1.1 Introduction to Systems of Linear Equations


1.2 Gaussian Elimination
1.3 Operations with Matrices
1.4 Properties of Matrix Operations
1.5 The Inverse of a Matrix
Linear Equations

• The word linear comes from the word line


• An equation for a line in the xy-plane is of the form
a1x + a2y=b
where a1, a2 and b are constants, a1, a2 not both
zero.
• In general, a linear equation in the n variables x1,
x2, …, xn is one that can be put in the form
a1x1+ a2x2 + … + anxn=b

◼ 1.5
Systems of Linear Equations
• We often deal with several linear equations at the
same time:
a11 x1 + a12 x2 + ... + a1n xn = b1
a21 x1 + a22 x2 + ... + a2 n xn = b2

am1 x1 + am 2 x2 + ... + amn xn = bm

• A system with at least one solution is called


consistent. Otherwise, it is called inconsistent

◼ 1.6
◼ Example: Electrical network

◼Kirchhoff’s current law (KCL): At any point of a circuit, the


sum of the inflowing currents equals the sum of the
outflowing currents.

◼Kirchhoff’s voltage law (KVL): In any closed loop, the sum


of all voltage drops equals the impressed electromotive force
(emf).

1.7
Example: Electrical network

20 ohms 10 ohms ◼ Node P: i1 − i2 + i3 = 0


i1
Q
i3 ◼ Node Q: −i1 + i2 − i3 = 0
90 volts
10i2 + 25i3 = 90
80 volts 10 ohms ◼ Right loop:
i2
P
15 ohms
◼ Left loop: 20i1 + 10i2 = 80

1.8
Matrix of Coefficients and
Augmented Matrix
• We define the matrix of • The augmented matrix of
coefficients of the above the linear system of
linear system of equations is:
equations
 a11 a12 a1n b1 
 a11 a12 a1n  a
a a  a22 a2 n b2 
a A =  21
A =  21 22 2n 
 
   
   am1 am 2 amn bm 
 am1 am 2 amn 
• Each number of A is
called an entry or
element

1.9
◼A matrix of m rows and n columns is a rectangular array of
numbers

 a11 a12 a1n 


a a22 a2 n 
A=  21

 
 
 am1 am 2 amn 

◼ aij, 1 ≤ i ≤ m, 1 ≤ j ≤ n, are the entries (or elements) of A;


◼aij is the entry in the i-th row and j-th column, or simply the (i, j)-
entry of A.
1.10
Pivots
A pivot of a matrix is the first nonzero entry in a row
(left-to-right order)

Example 1: 0 1 −2 
0
0 0 0 0 
A=
 −3 6 −4 0 
 
0 0 2 0

1.11
Matrices in row echelon form
Definition. A matrix is in row echelon form if
a) All rows that contain only zeros are grouped at the
bottom of the matrix
b) For each row that does not contain only zeros, the
pivot in each row appears strictly to the right of the
pivot of each row (that appears) above it
0 * * * * * * *
0 0 * * * * * * 

0 0 0 0 0 * * *
 
0 0 0 0 0 0 * *
0 0 0 0 0 0 0 0 
1.12
Example 2
• Matrices in row echelon form:
5 1 −2 2 0
0
0 0 −3 9 0 2  0 0 0 
a)  b)  
0 0 0 −1 1 2   0 0 0 
 
0 0 0 0 0 0
 2 −1 2 5
0 0 5 2 −1 d) 0 4 0 3
c)  
 0 0 0 0 3   0 0 2 3

1.13
Example 3
• The following matrices are not in row echelon form
 2 −1 2 5 0 0 0 
b)  
a) 1 4 1 3  0 0 2 
 0 0 2 3
5 1 −2 3 2 1 
3 2 0 0 0 −3 9 1 2 

c) 0 0 0   d) 
0 0 0 1 1 2
0 2 1   
0 0 0 2 0 1

1.14
Example 4
• Suppose that the augmented matrix for a linear
system has been reduced to the given matrix in row
echelon form and the variables are also given. Solve
the system.
 2 1 −3 5   2 3 −1 5 2 
a) A =  0 −3 2 17  b) A =  0 3 2 −1 2 
 0 0 5 −10   0 0 −2 −8 4 
Variables: x, y, z Variables: x, y, z, w

1.15
Solution.
• (a) The first step is to find the associated linear system
 2 1 −3 5  2 x + y − 3z = 5

A =  0 −3 2 17   − 3 y + 2 z = 17
 0 0 5 −10  5 z = −10

• The system is in triangular form and we solve it by
backsubstitution
5z = -10, z = -2
• -3y + 2(-2) = 17
• -3y = 21, y=-7
• 2x + (-7)-3(-2)=5
• 2x=6, x=3

1.16
• (b) First step: The associated system is
 2 3 −1 5 2   2 x + 3 y − z + 5w = 2

A =  0 3 2 −1 2   3y + 2z − w = 2
 − 2 z − 8w = 4
 0 0 −2 −8 4  

• The variables x, y, and z corresponding to the pivots


of the augmented matrix are called leading
variables (or dependent variables).
• The remaining variables are called free variables (or
independent variables)
• Second step: move all free variables to the right-
hand side of the equations 2 x + 3 y − z = 2 − 5w
3y + 2z = 2 + w
− 2 z = 4 + 8w 1.17
◼ We let w=t, the system is in triangular form similar to part (a):
2 x + 3 y − z = 2 − 5t
3y + 2z = 2 + t
− 2 z = 4 + 8t
◼It can be solved by backsubstitution in the usual manner :

− 2 z = 4 + 8t
z = −2 − 4t
3 y + 2(−2 − 4t ) = 2 + t
y = 2 + 3t
2 x + 3(2 + 3t ) − (−2 − 4t ) = 2 − 5t
x = −3 − 9t
◼ Solution is
( x, y, z, w) = (−3 − 9t , 2 + 3t , −2 − 4t , t ), t any real number
1.18
Example 5
◼ Suppose that the augmented matrix for a linear system has been
◼ reduced to the given matrix in row echelon form and the variables
◼ are also given. Solve the system
 3 −2 1 3 14 
1
0 0 2 5 −3 2 
A= 
0 0 0 0 −3 −6 
 
0 0 0 0 0 0

◼ Variables: x1 , x2 , x3 , x4 , x5
1.19
• The associated system is
3 x1 − 2 x2 + x3 + 3 x4 + x5 = 14
 3 −2 1 3 114  
0 0  2 x3 + 5 x4 − 3x5 = 2
2 5 −3 2  
A=   − 3x5 = −6
0 0 0 0 −3 −6 
   0=0
0 0 0 0 0 0
• The leading variables are x1 , x3 and x5 .
• So, x2 and x4 are free variables
• We discard the last equation and move the all free
variables to the right-hand side:

3 x1 + x3 + x5 = 14 + 2 x2 − 3x4
2 x3 − 3 x5 = 2 − 5 x4
− 3 x5 = −6
1.20
• We let x2 = s, x4 = t: 3 x1 + x3 + x5 = 14 + 2 s − 3t
2 x3 − 3 x5 = 2 − 5t
− 3 x5 = −6

• Remark: If there are more free variables, we could


have used subscripted independent variables such
as t1 , t2 , t3 ,..., tn
• We now solve by backward substitution
−3 x5 = −6  x5 = 2
2 x3 − 3(2) = 2 − 5t
2 x3 = 8 − 5t  x3 = 4 − 5t / 2
3 x1 + (4 − 5t / 2) + 2 = 14 + 2 s − 3t
3 x1 = 8 + 2 s − t / 2  x1 = 8 / 3 + 2 s / 3 − t / 6
◼ Solution is
( x1 , x2 , x3 , x4 , x5 ) = (8 / 3 + 2 s / 3 − t / 6, s, 4 − 5t / 2, t , 2)1.21
1.2 Gauss Elimination
• Elementary row operations:
(1) Interchange two rows: Ii , j  Ri  R j
(2) Multiply a row by a nonzero constant: M i( k )  (k ) Ri → Ri
(3) Add a multiple of a row to another row: Ai(,kj)  (k ) Ri + R j → R j

Every matrix can be transformed to a matrix in row echelon form


using (a finite number of) elementary operations

◼ Row equivalent:
Two matrices are said to be row equivalent if one can be obtained
from the other by a finite sequence of above elementary row
1.22
operations
• Ex 1: Elementary row operations
 0 1 3 4 I1,2  − 1 2 0 3
 − 1 2 0 3  0 1 3 4
 2 − 3 4 1  2 − 3 4 1
1
2 − 4 6 − 2 M
( )
2  1 − 2 3 − 1
 1 3 − 3 0 1
 1 3 − 3 0
 5 − 2 1 2 5 − 2 1 2

 1 2 − 4 3 ( −2)
A1,3  1 2 − 4 3
 0 3 − 2 − 1 0 3 − 2 − 1
2 1 5 − 2 0 − 3 13 − 8

1.23
• Gaussian elimination:
The procedure for reducing a matrix to a row echelon form
by performing the three elementary row operations

1.24
◼ Ex 2: Solve a system by the Gauss elimination method
3x1 + 2 x2 − 4 x3 = −2
System has a
x1 − 2 x2 + 3x3 = 1
−2 x1 + 5 x2 − 3x3 = 2 unique solution
◼ Solution
 3 2 −4 −2  I  1 −2 3 1 
A =  1 −2 3 1  ⎯⎯⎯→  3 2 −4 −2 
1, 2

 −2 5 −3 2   −2 5 −3 2 

1 −2 3 1
A(−3) , A(2) 1 −2 3 1 I
1, 2 1,3 → 0 8 −13 −5 ⎯⎯⎯→ 0 1 4 
2,3
⎯⎯⎯⎯⎯⎯  
3
0 1 3 4  0 8 −13 −5
 x3 = 1,
A(−8) 1 −2 3 1 
2,3 → 0 1  x2 + 3 x3 = 4  x2 + 3 = 4  x2 = 1
⎯⎯⎯⎯  3 4  x1 − 2 x2 + 3 x3 = 1  x1 − 2 + 3 = 1  x = 0.
0 0 −37 −37  1.25 1
◼ Example 3
◼ Find solutions of the following system of linear equations
x1 − 2 x2 − x3 − x4 = −4
3 x1 + x2 + x3 − 2 x4 = 11
x1 + 12 x2 + 7 x3 + x4 = 31.

 1 -2 -1 -1 −4  A(−3) , A(−1)  1 -2 -1 -1 −4 
  1, 2 1,3 →  0 7 4 1 23 
A =  3 1 1 -2 11  ⎯⎯⎯⎯⎯⎯  
 1 12 7 1 31   0 14 8 2 35 
   
A(−2)  1 -2 -1 -1 −4 
2,3 → 0 7 4 1 23
⎯⎯⎯⎯  
 0 0 0 0 −11
  0 x3 = −11 !!
◼ The last equation cannot be solved.
◼ So the system has no solutions.
1.26
◼ Example 4
◼Using Gauss elimination method, find solutions of the following
system of linear equations
2 x1 + x2 + 5 x3 = 1 2 1 5 1
 
x1 − 3 x2 + 6 x3 = 2 A =  1 −3 6 2 
3 x1 + 5 x2 + 4 x3 = 0. 3 5 4 0
 
◼ By Gauss Elimination,

A(−1/ 2) 2 1 5 1  A(1)  2 1 5 1 
1, 2   2,3  
A ⎯⎯⎯⎯⎯ →  0 −7 / 2 7 / 2 3 / 2  ⎯⎯ ⎯→  0 −7 / 2 −7 / 2 3 / 2 
( − 3 / 2) 0
A  0 7 / 2 −7 / 2 −3 / 2   0 0 0 
1, 3  

◼ Let x3 = t. then x2 = t – 3/7, x1 = (1 – x2 – 5x3)/2 = 5/7 – 3t.


◼ The system admits an infinite number of solutions
1.27
Exercises
Solve the following systems by Gauss elimination method

1) 2)
x1 + 2 x2 − 2 x3 = 0 −3 x1 + 5 x2 − 2 x3 = 2
2 x1 − 3x2 + x3 = −2 2 x1 + x2 + x3 = 3
3x1 − 2 x2 + 4 x3 = 2 3 x1 − 2 x2 + 4 x3 = 1

1.28
Exercises
Solve the following systems by Gauss elimination method

2)
1) 3 x1 + 2 x2 − 3 x3 − x4 = −1
x1 + 2 x2 − 4 x3 + 5 x4 = 1 −2 x1 + 4 x2 − 2 x3 − 2 x4 = 2
2 x1 − 3 x2 + x3 − 4 x4 = −3 5 x1 + 2 x2 − 3x3 + 5 x4 = −1
3 x1 − 2 x2 − x3 + 2 x4 = 1 −3 x1 + 2 x2 − x3 + 4 x4 = 1

1.29
Exercises
Solve the following systems by Gauss elimination method

2)
1) 2 x1 + 2 x2 − 3x3 + 4 x4 = 1
2 x1 − 3x2 + 4 x3 = 1 4 x1 + 4 x2 − 2 x3 + 5 x4 = 3
4 x1 − 3x2 + 6 x3 = 3 − x1 + 4 x2 − 7 x3 + 5 x4 = −2
−3x1 − 4 x2 + 2 x3 = −2 −4 x1 + 2 x2 − 3x3 + 2 x4 = −1

1.30
1.3 Operations with Matrices
◼ Matrix:
 a11 a12 a13  a1n 
a a a  a 
 21 22 23 2n 

A = [aij ] =  a31 a32 a33  a3n   M mn


 
    
am1 am 2 am 3  amn 
mn

(i, j)-th entry (or element): aij


number of rows: m
number of columns: n
size: m×n

◼ Square matrix: m = n 1.31


A matrix consisting of a single column is called a 1

 
column vector u =  −2 
 3
◼A matrix consisting of a single row is called a row  
v = (1 −3 4 )
vector.

◼Let A be a square, n × n, matrix. Then its (principal) diagonal


consists of the entries a11, a22, …, ann.

 a11 a12 a1n 


 
 a a22 a2 n 
A= 21
 
 
 an1 an 2 ann  1.32
Triangular matrix
◼ Upper triangular matrix: A square matrix whose
◼entries below the diagonal are all zero
◼Lower triangular matrix : A square matrix whose entries

above the diagonal are all zero


◼ Diagonal matrix: A square matrix which is both upper
◼ and lower triangular

 −2 1 3   3 0 0  −3 0 0 
     
A =  0 3 4 B =  −2 1 0  C =  0 1 0
 0 0 1  5 −2 −1  0 0 2
     
1.33
◼Equal matrices: two matrices are equal if they have the same size
(m × n) and entries corresponding to the same position are equal

For A = [aij ]mn and B = [bij ]mn ,


A = B if and only if aij = bij for 1  i  m, 1  j  n

◼ Ex: Equality of matrices


1 2 a b 
A=  B= 
3 4   c d 

If A = B, then a = 1, b = 2, c = 3, and d = 4

1.34
◼ Matrix addition:

If A = [aij ]mn , B = [bij ]mn ,

then A + B = [aij ]mn + [bij ]mn = [aij + bij ]mn = [cij ]mn = C

◼ Ex 2: Matrix addition

− 1 2  1 3 − 1 + 1 2 + 3  0 5
 0 1 + − 1 2 =  0 − 1 1 + 2 = − 1 3
       

 1 − 1  1 − 1  0 
 − 3 +  3 =  − 3 + 3  = 0 
       
− 2  2 − 2 + 2 0

1.35
◼ Scalar multiplication:
If A = [aij ]mn and c is a constant scalar,
then cA = [caij ]mn

◼ Matrix subtraction:
A − B = A + (−1) B

◼ Ex 3: Scalar multiplication and matrix subtraction


 1 2 4  2 0 0
A = − 3 0 − 1 B =  1 − 4 3
   
 2 1 2 − 1 3 2

Find (a) 3A, (b) –B, (c) 3A – B


1.36
Sol:
 1 2 4  3(1) 3(2 ) 3(4)  3 6 12
(a)
3A = 3− 3 0 − 1 = 3(− 3) 3(0 ) 3(− 1) = − 9 0 − 3
     
 2 1 2  3(2 ) 3(1) 3(2)  6 3 6
(b)
 2 0 0  − 2 0 0
− B = (− 1) 1 − 4 3 =  − 1 4 − 3

 
− 1 3 2  1 − 3 − 2
(c)
 3 6 12  2 0 0  1 6 12
3 A − B = − 9 0 − 3 −  1 − 4 3 = − 10 4 − 6
     
 6 3 6 − 1 3 2  7 0 4

1.37
Multiplying a Row Vector with a Column Vector

• Dot Product of two vectors u and v of the same size:


u = (a1 , a2 ,..., ak ), v = (b1 , b2 ,..., bk )
k
is defined by u.v = a1b1 + a2b2 + ... + ak bk = a b
i =1
i i

◼ Multiplication of the row vector u with a column vector


 b1 
b 
w =  2 is defined as
  k
 
bk  uw = a1b1 + a2b2 + ... + ak bk =  ai bi
i =1 1.38
Matrix multiplication

If A = [aij ]mn and B = [bij ]n p ,


then AB = [aij ]mn [bij ]n p = [cij ]m p = C,
If they equal, A and B are multipliable
size of C=AB is m × p
n
cij =  aik bkj = ai1b1 j + ai 2b2 j + + ainbnj = Ai B j
k =1

where Ai : ith row of A, B j : jth column of A

 a11 a12 a1n   c11 c12 c1 j c1n 


   b11 b1 j b1n   
  b b2 j b2 n   
 ai1 ai 2 ain   21 =  ci1 ci 2 cij cin 
     
 
 
bn1 bnj bnn   
 an1 an 2 ann  cn1 cn 2 cnj cnn 
 1.39
◼ Ex 4: Find AB
 −1 3
   −3 2 
A =  4 −2  B= 
 −4 1  2 2
 5 0  3 2
Sol:
 (−1)(−3) + (3)(−4) (−1)(2) + (3)(1) 
AB = (4)(−3) + (−2)(−4) (4)(2) + (−2)(1) 
 (5)(−3) + (0)(−4) (5)(2) + (0)(1)  3 2
 −9 1 
=  −4 6 
 −15 10  3 2
◼ Note: (1) BA is not multipliable
(2) Even BA is multipliable, it could be that AB ≠ BA 1.40
◼ Matrix form of a system of linear equations in n variables:
 a11 x1 + a12 x2 +  + a1n xn = b1
 a x + a x ++ a x = b
 21 1 22 2 2n n 2
 m linear equations
 
am1 x1 + am 2 x2 +  + amn xn = bm


 a11 a12  a1n   x1   b1 
a a22  a2 n   x2   b2 
 21 single matrix equation
=
           A x=b
     m  n n 1 m 1

am1 am 2  amn   xn  bm 


=

A x b
1.41
◼ Ax is a linear combination of the column vectors of matrix A:

 a11 a12 a1n   x1 


a a22 a2 n  x 
A=  21
= c1 c 2 cn  and x =  2
   
   
 am1 am 2 amn   xn 

 a11 x1 + a12 x2 + + a1n xn   a11   a21   a1n 


a x +a x + + a2 n xn  a  a  a 
 Ax =  21 1 22 2
= x1   + x2   +  + xn  2 n 
21 22

          
       
 am1 x1 + am 2 x2 + + amn xn  m1  m1 
a  m2 
a amn 

=
c1 c2 cn
= x1c1 + x2c2 + + xnc n
 x1 
x 
= c1 c 2 cn   2 
 
  1.42
 xn 
◼ Trace:
If A = [aij ]nn , then Tr ( A)  a11 + a22 + + ann

◼ Diagonal matrix a square matrix in which nonzero elements


are found only in the principal diagonal
d1 0  0
0 d2  0
A = diag (d1 , d 2 ,, d n ) =    M nn
   
0  d n 
 0
※ It is the usual notation for a diagonal matrix

1.43
1.4 Properties of Matrix Operations
◼ Three basic matrix operators:
(1) matrix addition
(2) scalar multiplication
(3) matrix multiplication
0 0 0
0 0 0 
◼ Zero matrix: 0mn =
 
 
0 0 0  mn
1 0 0
0 1 0 
◼ Identity matrix of order n: In = 
 
 
0 0 1  n1.44
n
◼ Properties of matrix addition and scalar multiplication:
If A, B, C  M m n , and c, d are scalars,
then (1) A+B = B+A (Commutative property of matrix addition)

(2) A+(B+C) = (A+B)+C (Associative property of matrix addition)


(3) (cd) A = c (dA) (Associative property of scalar multiplication)

(Multiplicative identity property, and 1 is the multiplicative


(4) 1A = A identity for all matrices)
(5) c(A+B) = cA + cB (Distributive property of scalar
multiplication over matrix addition)
(6) (c+d) A = cA + dA (Distributive property of scalar
multiplication over real-number addition)

◼ Notes:
All above properties are very similar to the counterpart
properties for real numbers 1.45
◼ Properties of zero matrices:
If A  M m n , and c is a scalar,
then (1) A + 0mn = A
※ So, 0m×n is also called the additive identity for the set of all m×n matrices

(2) A + (− A) = 0mn
※ Thus , –A is called the additive inverse of A

(3) cA = 0mn  c = 0 or A = 0mn

◼ Notes:
All above properties are very similar to the counterpart
properties for the real number 0

1.46
◼ Properties of matrix multiplication:
(1) A(BC) = (AB)C (Associative property of matrix multiplication)
(Distributive property of LHS matrix multiplication
(2) A(B+C) = AB + AC over matrix addition)
(3) (A+B)C = AC + BC (Distributive property of RHS matrix multiplication
over matrix addition)
(4) c(AB) = (cA)B = A(cB) (Associative property of scalar and matrix
multiplication)

◼ Properties of the identity matrix:


If A  M mn , then (1) AI n = A
(2) I m A = A
1.47
◼ Ex 3: Matrix Multiplication is Associative
Calculate (AB)C and A(BC) for
 −1 0 
1 −2 1 0 2
A=  , B=  , and C = 3 1  .
 2 −1 3 −2 1   2 4
Sol:
 −1 0
 1 −2  1 0 2  
( AB)C =       3 1 
 2 −1 3 −2 1  
 2 4 
 −1 0 
 −5 4 0   17 4
=  3 1 = 
 −1 2 3 
 13 14 
 2 4 
1.48
  −1 0  
1 −2   1 0 2  
A( BC ) = 
−1  3 −2 1  
3 1 
2  2 4  

1 −2   3 8  17 4 
= =
2 −1  −7 2  13 14 

1.49
◼ Definition of Ak : repeated multiplication of a square matrix:
A1 = A, A2 = AA, , Ak = AA A
k matrices of A

◼ Properties for Ak:


(1) AjAk = Aj+k
(2) (Aj)k = Ajk
where j and k are nonegative integers and A0 is assumed
to be I

◼ For diagonal matrices:


 d1 0 0  d1k 0 0
0 d  
0  0 d 2k 0
D= 2
 Dk = 
   
   
0 0 dn   0 0 d nk  1.50
◼ Transpose of a matrix:

 a11 a12 a1n 


a a22 a2 n 
If A =  21  M mn ,
 
 
 am1 am 2 amn 

 a11 a21 am1 


a a22 am 2 
then AT =  12  M n m
 
 
 a1n a2 n amn 

1.51
◼ Ex 8: Find the transpose of the following matrix
 1 2 3 0 1
2
(a) A =   (b) A =  4 5 6 
(c) A = 2 4

8   
7 8 9  1 − 1
Sol: (a) 2
A=   AT = 2 8
8 
(b)  1 2 3 1 4 7
A = 4 5 6  AT = 2 5 8
   
7 8 9 3 6 9 
(c) 0 1
0 1
A = 2 4  AT = 
2
   1 4 − 1
 1 − 1
1.52
◼ Properties of transposes:
(1) ( AT )T = A
(2) ( A + B)T = AT + B T

(3) (cA)T = c( AT )
(4) ( AB)T = B T AT

※ Properties (2) and (4) can be generalized to the sum or


product of multiple matrices. For example, (A+B+C)T =
AT+BT+CT and (ABC)T = CTBTAT

1.53
◼ Ex 9: Verify that (AB)T and BTAT are equal

 2 1 −2   3 1
A =  −1 0 3 B =  2 −1
 0 −2 1  3 0 

Sol:
T
 2 1 −2   3 1 
T
 2 1
        2 6 −1
( AB) =   −1 0
T
3  2 −1  =  6 −1 =  
  0 −2  1 −1 2 
 1 
 3 0 
 
 −1 2 

 2 −1 0 
3 2 3     2 6 −1
B A =
T T
  1 0 −2  =  
1 −1 0   −2 3 1 −1 2 
 1 
 1.54
◼ Symmetric matrix :
A square matrix A is symmetric if A = AT
◼ Skew-symmetric matrix :
A square matrix A is skew-symmetric if AT = –A

◼ Ex:
 1 2 3
If A = a 4 5 is symmetric, find a, b, c?
 
b c 6
Sol:
 1 2 3 1 a b 
= T
A = a 4 5 AT = 2 4 c 
A A
     a = 2, b = 3, c = 5
b c 6 3 5 6
1.55
◼ Ex:
 0 1 2
If A = a 0 3 is a skew-symmetric, find a, b, c?
 
b c 0
Sol:
 0 1 2  0 − a − b
A = a 0 3 − AT =  − 1 0 − c 
b c 0  
− 2 − 3 0 

A = − AT  a = −1, b = −2, c = −3

◼ Note: AAT must be symmetric

Pf: ( AAT )T = ( AT )T AT = AAT


 AAT is symmetric
1.56
◼ Before finishing this section, two properties will be discussed,
which is held for real numbers, but not for matrices: the first is the
commutative property of matrix multiplication and the second is
the cancellation law
◼ Real number:
ab = ba (Commutative property of real-number multiplication)

◼ Matrix:
AB  BA
m n n p n  p m  n

Three results for BA:


(1) If m  p , then AB is defined, but BA is undefined
(2) If m = p, m  n, then AB  M mm , BA  M nn (Sizes are not the same)
(3) If m = p = n, then AB  M mm , BA  M mm
(Sizes are the same, but resulting matrices may not be equal) 1.57
◼ Ex 4:
Show that AB and BA are not equal for the following matrices.
 1 3 2 − 1
A=  and B= 
 2 − 1  0 2 
Sol:
 1 3 2 − 1 2 5
AB =     = 
 2 − 1 0 2   4 − 4 

2 − 1  1 3 0 7
BA =     = 
 0 2  2 − 1  4 − 2 

AB  BA (noncommutativity of matrix multiplication)

1.58
◼ Notes:

(1) A+B = B+A (the commutative law of matrix addition)

(2) AB  BA (the matrix multiplication is not with the


commutative law) (so the order of matrix multiplication is very
important)

※ This property is different from the property for the


multiplication operations of real numbers, for which the
order of multiplication is with no difference

1.59
◼ Real number:
ac = bc and c  0
 a=b (Cancellation law for real numbers)

◼ Matrix:
AC = BC and C  0 (C is not a zero matrix)
(1) If C is invertible, then A = B
(2) If C is not invertible, then it is possible that A  B
(Cancellation law is not
necessary to be valid)

1.60
◼ Ex 5: An example in which cancellation is not valid
Show that AC=BC
 1 3  2 4  1 − 2
A=  , B=  , C= 
 0 1  2 3  − 1 2 
Sol:
1 3  1 − 2 − 2 4
AC =    =
0 1 − 1 2  − 1 2

2 4  1 − 2  − 2 4
BC =  =
2 3 − 1 2   − 1 2
  

So, although AC = BC , A  B

1.61
Exercises
1) Find 2A, A+B, AB, ABT, ATB if it is possible
or state “undefined” and explain why

3 4 1   −2 1 0 
A= , B =  
 2 0 −1   −3 2 4 

2) Find AB, BA, BTAT , if it is possible or state


“undefined” and explain why

 1 −3 0   −2 1 
A =  2 4 −1 , B =  2 3 
 −3 2 5   −1 2 
1.62
1.5 The Inverse of a Matrix
◼ Inverse matrix
Consider A  M nn ,
if there exists a matrix B  M n n such that AB = BA = I n ,
then (1) A is invertible (or nonsingular)
(2) B is the inverse of A

◼ Note:
A square matrix that does not have an inverse is called
noninvertible (or singular )

1.63
◼ Theorem 1.2: The inverse of a matrix is unique
If B and C are both inverses of the matrix A, then B = C.
Pf: AB = I
C ( AB ) = CI
(CA) B = C 
(associative property of matrix multiplication and the property
for the identity matrix)
IB = C
B=C
Consequently, the inverse of a matrix is unique.

◼ Notes:
(1) The inverse of A is denoted by A−1
(2) AA−1 = A−1 A = I
1.64
◼ Definition. A row-echelon form matrix is in row-reduced
echelon form if all pivots are 1’s, and all other entries in any
column containing a pivot are zeros

◼ Gauss-Jordan elimination:
The procedure for reducing a matrix to its row-reduced echelon
form by performing the three elementary row operations

1.65
◼ Find the inverse of a matrix by the Gauss-Jordan elimination:

A | I  ⎯⎯⎯⎯⎯⎯⎯
Gauss-Jordan elimination
→  I | A−1 

◼ We explain why this algorithm works by the following example


◼ Ex 2: Find the inverse of the matrix A

 1 4
A= 
 − 1 − 3
Sol:
AX = I
 1 4  x11 x12   1 0
− 1 − 3  x  =
   21 x22  0 1
 x11 + 4 x21 x12 + 4 x22   1 0
− x − 3 x  = 
 11 21 − x12 − 3 x 22   0 1 1.66
by equating corresponding entries
x11 + 4 x21 = 1 This two systems of linear
 (1)
− x11 − 3 x21 = 0 equations have the same
coefficient matrix, which
x12 + 4 x22 = 0 is exactly the matrix A
(2)
− x12 − 3 x22 = 1
 1 4 1 A1,2(1) , A2,1( −4)  1 0 −3
(1)    ⎯⎯⎯⎯→    x11 = −3, x21 = 1
 −1 −3 0 0 1 1

 1 4 0 A1,2(1) , A2,1( −4)  1 0 −4 


(2)    ⎯⎯⎯⎯→    x12 = −4, x22 = 1
 −1 −3 1 0 1 1
Thus
Perform the Gauss-
 − 3 − 4
−1 Jordan elimination on
X =A =
1 1  the matrix A with the
same row operations 1.67
◼ Note:
Instead of solving the two systems separately, you can
solve them simultaneously by appending the identity
matrix to the right of the coefficient matrix

 1 4 1 0  Gauss-Jordan elimination  1 0 −3 −4 
 −1 −3  ⎯⎯⎯⎯ ( −4 ) → 0 1 1
(1)
A1,2 , A2,1
 0 1  1
A I I A−1

x  x 
solution for  11  solution for  12 
 x21   x22 

※ If A cannot be row reduced to I, then A is singular


1.68
◼ Ex 3: Find the inverse of the following matrix

 1 − 1 0
A =  1 0 − 1
− 6 2 3
Sol:
 1 − 1 0  1 0 0
 A  I  =  1 0 − 1  0 1 0
− 6 2 3  0 0 1
 1 −1 0 1 0 0  1 −1 0 1 0 0
→  0 1 −1 −1 1 0  ⎯⎯⎯ → 0 −1 1 0 
( −1) ( 6)

1 −1
A1,3
⎯⎯⎯
A1,2

 −6 2 3 0 0 1 0 −4 3 6 0 1

 1 −1 0 1 0 0  1 −1 0 1 0 0
→ 0 1 −1 −1 1 0  → 0 1 −1 −1 1 0 
( 4) M 3( −1)
⎯⎯⎯
A2,3
⎯⎯⎯
0 0 −1 2 4 1 0 0 1 −2 −4 −1
1.69
 1 −1 0 1 0 0 1 0 0 −2 −3 −1
0 1 0 −3 −3 −1 ⎯⎯→ 0 1 0 −3 −3 −1
(1) (1)
A2,1
⎯⎯→
A3,2

0 0 1 −2 −4 −1 0 0 1 −1 −4 −1

= [ I  A−1 ]

So the matrix A is invertible, and its inverse is


− 2 − 3 − 1
A−1 =  − 3 − 3 − 1
− 2 − 4 − 1

◼ Check it by yourselves:
AA−1 = A−1 A = I
1.70
◼ Theorem 1.3: Properties of inverse matrices
If A is an invertible matrix, k is a positive integer, and c is a scalar,
then
(1) A−1 is invertible and ( A−1 ) −1 = A

(2) Ak is invertible and ( Ak ) −1 = ( A−1 ) k


1 −1 −1
(3) cA is invertible given c  0 and (cA) = A
c
(4) AT is invertible and ( AT ) −1 = ( A−1 )T

Pf:
1
(1) A−1 A = I ; (2) Ak ( A−1 ) k = I ; (3) (cA)( A−1 ) = I ; (4) AT ( A−1 )T = I
c
1.71
◼ Theorem 1.4: The inverse of a product
If A and B are invertible matrices of order n, then AB is invertible
and
( AB ) −1 = B −1 A−1
Pf:
( AB)( B −1 A−1 ) = A( BB −1 ) A−1 = A( I ) A−1 = ( AI ) A−1 = AA−1 = I
(associative property of matrix multiplication)

Thus, if AB is invertible, then its inverse is B −1 A−1


◼ Note:
(1) It can be generalized to the product of multiple matrices
( A1 A2 A3  An ) = An−1  A3−1 A2−1 A1−1
−1

(2) It is similar to the results of the transpose of the products of


multiple matrices
( A1 A2 A3 An ) = AnT A3T A2T A1T
T
1.72
◼ Theorem 1.5: Cancellation properties for matrix multiplication
If C is an invertible matrix, then the following properties hold:
(1) If AC=BC, then A=B (right cancellation property)
(2) If CA=CB, then A=B (left cancellation property)
Pf:
AC = BC
( AC )C −1 = ( BC )C −1 (C is invertible, so C -1 exists)
A(CC −1 ) = B(CC −1 ) (Associative property of matrix multiplication)
AI = BI
A= B
◼ Note:
If C is not invertible, then cancellation is not valid
1.73
◼ Theorem 1.6: Systems of equations with a unique solution
If A is an invertible matrix, then the system of linear equations
−1
Ax = b has a unique solution given by x = A b
Pf:
Ax = b
A−1 Ax = A−1b ( A is nonsingular)

Ix = A−1b
x = A−1b

If x1 and x 2 were two solutions of equation Ax = b,

then Ax1 = b = Ax 2  x1 = x 2 (left cancellation property)

So, this solution is unique 1.74


◼ Ex 8:
Use an inverse matrix to solve each system
(a) (b)
2 x + 3 y + z = −1 2x + 3y + z = 4
3x + 3 y + z = 1 3x + 3 y + z = 8
2 x + 4 y + z = −2 2x + 4 y + z = 5
(c)
2x + 3y + z = 0
3x + 3 y + z = 0
2x + 4 y + z = 0
Sol:
 2 3 1  −1 1 0 
 A =  3 3 1 ⎯⎯⎯⎯⎯⎯⎯
Gauss-Jordan elimination
→ A−1 =  −1 0 1 
 2 4 1  6 −2 −3 1.75
(a)
 −1 1 0   −1  2 
x = A−1b =  −1 0 1   1  =  −1
 6 −2 −3  −2   −2
(b)
 −1 1 0   4   4 
x = A−1b =  −1 0 1  8  =  1 
 6 −2 −3 5   −7 
(c)
 −1 1 0  0  0
x = A−1b =  −1 0 1  0  = 0 
 6 −2 −3 0  0  1.76
Exercises
 3 −4 2 
 
1) Let A =  −1 5 −3 
 1 −2 4 
 
−1 T −1
Find A and (A )

1 3 8
 
2) Let A =  −2 4 −3 
 3 −6 5 
 
−1 2 −1
Find A and (A )
1.77
Homework
• Textbook: R. Hill, Elementary Linear Algebra with
Applications, 3rd Edition
❖Page 21-22: 3, 4, 5, 6, 8, 12, 16, 17, 19, 22, 24
❖Pages 53-55: 21, 22, 25, 26, 28, 32, 35, 36
• Deadline: 4 weeks

1.78

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