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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
◼ 1.5
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
◼ 1.6
◼ Example: Electrical network
1.7
Example: Electrical network
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
am1 am 2 amn
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
− 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
◼ 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
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
−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
If A = B, then a = 1, b = 2, c = 3, and d = 4
1.34
◼ Matrix addition:
then A + B = [aij ]mn + [bij ]mn = [aij + bij ]mn = [cij ]mn = 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 ]mn and c is a constant scalar,
then cA = [caij ]mn
◼ Matrix subtraction:
A − B = A + (−1) B
1.37
Multiplying a Row Vector with a Column Vector
a11 a12 a1n x1 b1
a a22 a2 n x2 b2
21 single matrix equation
=
A x=b
m n n 1 m 1
A x b
1.41
◼ Ax is a linear combination of the column vectors of matrix A:
am1 x1 + am 2 x2 + + amn xn m1 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 ]nn , then Tr ( A) a11 + a22 + + ann
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: 0mn =
0 0 0 mn
1 0 0
0 1 0
◼ Identity matrix of order n: In =
0 0 1 n1.44
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)
◼ 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 + 0mn = A
※ So, 0m×n is also called the additive identity for the set of all m×n matrices
(2) A + (− A) = 0mn
※ Thus , –A is called the additive inverse of A
◼ 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)
1.49
◼ Definition of Ak : repeated multiplication of a square matrix:
A1 = A, A2 = AA, , Ak = AA A
k matrices of A
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
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
◼ Matrix:
AB BA
m n n p n p m n
2 − 1 1 3 0 7
BA = =
0 2 2 − 1 4 − 2
1.58
◼ Notes:
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
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 nn ,
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
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 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
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
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 ]
◼ 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
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)
Ix = A−1b
x = A−1b
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