Algebra Chapter2

Linear Algebra
Dr. Bui Xuan Dieu
School of Applied Mathematics and Informatics,

Hanoi University of Science and Technology
Dr. Bui Xuan Dieu Linear Algebra 1 / 30

Matrices
Chapter 2: Matrices - Determinants - System of Linear

Equations
1 Matrices
2 Determinant
3 Rank of a matrix, Invertible matrix
4 System of linear equations

Matrices
Matrices
Definition
A matrix is a rectangular array of numbers.
 
a11 a12 · · · a1n

a
 21 a22 · · · a2n 

A=
 .. .. .. .. 
 . . . . 

am1 an2 · · · amn
Most of this lecture focuses on real and complex matrices, that is, matrices
whose elements are real numbers or complex numbers, respectively.
i) The size of a matrix is defined by the number of its rows and columns.
A matrix with m rows and n columns is called an m × n matrix.
ii) Matrices with a single row are called row vectors, and those with a
single column are called column vectors.
iii) m = n ⇒ square matrix.
Matrices
Operations on matrices
1) Matrix Adddition
(aij )m×n + (bij )m×n = (aij + bij )m×n .
2) Scalar Multiplication
k(aij )m×n = (kaij )m×n .
3) Transposition
(aij )T
m×n = (aji )n×m .
4) Matrix Multiplication: Let A ∈ Mm,n , B ∈ Mn,k . The matrix C

defined by
n
X
cij = aij bjk
j=1
is called the product of A and B, denoted C = AB.

Matrices
Properties

 k(A + B) = kA + kB
A+B =B+A
 

 
(k + h)A = kA + hA = A

 

A + 0 = 0 + A = A
 
1. 2. k(hA) = (kh)A
A + (−A) = (−A) + A = 0 
1.A = A

 

 
(A + B) + C = A + (B + C )
 

0.A = 0

 


(AB)C = A(BC ) 

A(B + C ) = AB + AC )
 
AI = IA = A
 (A + B)C = AC + BC

3. 4.


where I is the identity matrix 

(AB)C = A(BC )
 
Note that AB =

6 BA k(BC ) = (kB)C = B(kC )

5. (AB)T = B T AT

Matrices
Examples
Example
Find "the matrix# "
X such that:
# " #
1 2 3 0 1 −2
a) + 2X =
−3 4 2 1 5 7
    
1 −3 2 2 5 6 0 −6 6
b) 21 X −  3 −4 1   1 2 5  =  −2 9 2 
    
2 −5 3 1 3 2 −4 −8 6
Example
Compute An , where
" #  
cos a − sin a a 1 0
a) A =
sin a cos a b) A =  0 a 1 
 
0 0 a

Matrices
Invertible Matrix
Definition
An n-by-n square matrix A is called invertible (also nonsingular or
nondegenerate) if there exists an n-by-n square matrix B such that
AB = BA = I
If this is the case, then the matrix B is uniquely determined by A and is

called the inverse of A, denoted by A−1 .
Example
!
1 2
Find the inverse matrix of A = .
3 4

Determinant

Equations
1 Matrices
2 Determinant

Determinant
Determinant
Determinant
The determinant of a matrix A is denoted det A, or |A|.
1) 1-square matrix det(a) = a,
!
a b
2) 2-square matrix det = ad − bc,
c d
3) 3-square matrix

a b c ✷ ✷ ✷ ✷ ✷ ✷ ✷ ✷ ✷

|A| = d e f = a ✷ e f − b d ✷ f + c d e ✷ .

g h i ✷ h i g ✷ i g h ✷

4) n-square matrix, n ≥ 3:
det(aij )n×n = a11 det M11 − a12 det A12 + · · · + (−1)n+1 a1n det M1n ,
where Mij are minors.

Determinant
Determinant
Properties
1) det I = 1.
2) det A = det AT ,i.e., if a property is true for columns, so is it for rows.
3) The Laplace formula:
n
X n
X
det A = (−1)i+j aij det Mij = (−1)i+j aij det Mij ,
j=1 i=1
where Mij are the minors.

1
4) det(AB) = det A det B ⇒ det(A−1 ) = det A .
5) If A is a triangular matrix, then its determinant equals the product of
the diagonal entries: det A = a11 a22 · · · ann .
6) If in a matrix, any row or column has all elements equal to zero, then
the determinant of that matrix is 0.
Determinant
Determinant
Properties
7) Adding a scalar multiple of one column to another column does not
change the value of the determinant.
8) If two columns or rows of a matrix are identical, then its determinant
is 0.
9) Interchanging any pair of columns or rows of a matrix multiplies its
determinant by −1.
10) The determinant is an n-linear function
λα1 + µβ1 a12 . . . a1n

.. .. .. =

. . . . . .
λα + µβ a
n2 . . . ann

n n
α1 a12 . . . a1n β1 a12 . . . a1n

λ ... .. .. + µ .. .. .. ⇒ det(cA) = c n det A

. ... .
.
. . . . .
α a
n2 . . . ann βn an2 . . . ann

n

Determinant
Determinant
The elementary row operation

Row-reduce the matrix to ”upper triangular” form:
i) Multiplying a row of matrix by a number c multiplies its determinant
by the same number,
ii) Adding a multiple of one row of a matrix to another row does not
change the determinant,
iii) Interchanging two rows of a matrix changes the sign of the
determinant.
Example
 
1 0 2 −1
3 0 0 5
Find the determinant of the matrix A =  .
 
2 1 4 −3
1 0 5 0

Determinant
Determinants of some matrices of special form
Vandermonde Matrix
The Vandermonde matrix of order n:
 
1 1 ... 1 1

 a1 a2 . . . an−1 an 

a12 a22 2
. . . an−1 an2
 
Vn (a1 , a2 , ..., an ) =  
 .. .. .. .. .. 
. . . . .
 
 
a1n−1 a2n−1 n−1 n−1
. . . an−1 an
Lemma
Y
det Vn (a1 , a2 , ..., an ) = (aj − ai ).
16i<j6n

Determinant
The Cauchy matrix

1
The Cauchy matrix of order n, A = (aij ), where aij = xi +yj .
Lemma
Q
(xi − xj )(yi − yj )
i>j
det A = Q
(xi + xj )
i,j

Determinant
The Frobenius matrix

0 1 0 ... 0 0
 
0 0 1 ... 0 0 
 
. .. .. .. .. .. 
 .. . . . . . 
A=
 
0 0 0 ... 1 0 

 
0 0 0 ... 0 1 
a0 a1 a2 . . . an−2 an−1
or the friend matrix of the polynomial
p(λ) = λn − an−1 λn−1 − an−2 λn−2 − . . . − a0 .
Lemma
det(λI − A) = p(λ)

Determinant
The tridiagonal matrix

a1 b1 0 0 0 0
 
...
c
 1 a2 b2 . . . 0 0 0 

 .. 
0 c
 2 a3 . 0 0 0 
. .. .. .. .. .. .. 
. . . .
. . . . 


.. 
0 0

0 . an−2 bn−2 0 

 
0 0 0 . . . cn−2 an−1 bn−1 
0 0 0 ... 0 cn−1 an
Lemma
∆k = ak ∆k−1 − bk−1 ck ∆k−2 , k ≥ 2, where ∆k = det(aij )ki,j=1 .

Determinant
The tridiagonal matrix
Denote by

a1 1 0 ... 0 0 0

−1 a 1 . . . 0 0 0
2

..
0 −1
a3 . 0 0 0
. . . . . .. ..
(a1 . . . an ) = ..
.. .. .. .. . .

..
0

0 0 . an−2 1 0

0 0 0 . . . −1 an−1 1

0 0 0 ... 0 −1 a
n
then
(a1 a2 . . . an ) 1
= a1 + 1
(a2 a3 . . . an ) a2 +
..
a3 + .+ 1
an−1 + a1
n

Determinant
Block matrix
!
A11 A12
A= , where A11 and A22 are m-square and n-square
A21 A22
matrices, respectively.
Theorem

DA DA12 A11 A12
11
= |D|.|A| and = |A|.

A21 A22 A21 + BA11 A22 + BA12


Rank of a matrix, Invertible matrix

Equations
1 Matrices
2 Determinant

Rank of a matrix
Definition
Let A be an m × n matrix and p an integer with 0 < p ≤ min{m, n}. A
p × p minor of A is the determinant of a p × p matrix obtained from A by
deleting m − p rows and n − p columns.
ai1 k1 ai1 k2 . . . ai1 kp

!
i1 . . . ip
= ... .. ..

A

k1 . . . kp . ... .
a aip k2 . . . aip kp
ip k1
Definition
The rank of a matrix is the order of the largest non-zero minor, denoted by
r (A) or ρ(A).

Rank of a matrix
Row echelon form

A matrix is in row echelon form if
1) all nonzero rows (rows with at least one nonzero element) are above
any rows of all zeroes,
2) the leading coefficient (the first nonzero number from the left, also
called the pivot) of a nonzero row is always strictly to the right of the
leading coefficient of the row above it.
Theorem
Rank of a row echelon form is the number of nonzero rows.

Rank of a matrix
Transformation to row echelon form

By means of a finite sequence of elementary row operations, also called
Gaussian elimination, any matrix can be transformed to row echelon form.
1) Change the positions of two rows.
2) Multiply a row by a nonzero scalar.
3) Add to one row a scalar multiple of another.
Example
 
1 3 5 −1
 2 −1 −1 4 
A=
 
5 1 −1 7 


7 7 9 1

Rank of a matrix
Transformation to row echelon form

By means of a finite sequence of elementary row operations, also called
Gaussian elimination, any matrix can be transformed to row echelon form.
1) Change the positions of two rows.
2) Multiply a row by a nonzero scalar.
3) Add to one row a scalar multiple of another.
Example
   
1 3 5 −1 1 3 5 −1
 2 −1 −1 4   0 −7 −11 6 
A=  → ... →   ⇒ r (A) = 4.
   
 5 1 −1 7   0 0 −4 0 
7 7 9 1 0 0 0 −4

Inverse of a matrix
Definition
Let A be an n-by-n square matrix. If there exists an n-by-n square matrix
B such that
AB = BA = In ,
then the matrix B is called the inverse of A, denoted by A−1 .
The uniqueness of A−1

The inverse of a matrix A, if exists, is unique.
The existence of A−1

If det A 6= 0, then
1
A−1 = .C T ,
det A
where C = [cij ]n×n and cij = (−1)i+j det Mij .
Inverse of a matrix
Properties
1) (A−1 )−1 = A.
2) (kA)−1 = k1 A−1 .
3) (AB)−1 = B −1 A−1 .
4) (AT )−1 = (A−1 )T .
Gauss-Jordan elimination
1) Adjoin the identity matrix to the right side of A,
2) Apply row operations to this matrix until the left side is reduced to I.
3) When A is reduced to I, then I becomes A−1 .

Examples
Example
Find the inverse of the matrices
   
3 −4 5 1 −a 0 0
a) B =  2 −3 1 
   0 1 −a 0 
b) C = 
 
3 −5 1 0 0 1 −a

 
0 0 0 1
Example
Prove that if A is a skew-symmetric (or antisymmetric or antimetric)
matrix of order n, where n is odd, then det(A) = 0.
Example
Let A = [aij ]n×n be a complex matrix such that aij = −aji . Prove that
det(A) is a real number.
System of linear equations

Equations
1 Matrices
2 Determinant


Definition
A general system of m linear equations with n unknowns can be written as


 a11 x1 + a12 x2 + · · · + a1n xn = b1

 a x + a x + ··· + a x = b

21 1 22 2 2n n 2
(1)


 ························

am1 x1 + am2 x2 + · · · + amn xn = bm

where x1 , x2 , . . . , xn are the unknowns, a11 , a12 , . . . , amn are the

coefficients of the system, and b1 , b2 , . . . , bm are the constant terms.
The matrix equation
Ax = b,
where A = [aij ]m×n , x = [x1 , x2 , . . . , xn ]T and b = [b1 , b2 , . . . , bm ]T .
Cramer’s rule
Consider a system of n linear equations for n unknowns, represented in

matrix multiplication form as follows:
Ax = b, (2)
where the n × n matrix A has a nonzero determinant.

Theorem (Cramer’rule)
The system (2) has a unique solution, whose individual values for the
unknowns are given by:
det Aj
xj = ,
det A
where Aj is the matrix formed by replacing the j-th column of A by the
column vector b.

Kronecker-Capelli Theorem


 a11 x1 + a12 x2 + · · · + a1n xn = b1

 a x + a x + ··· + a x = b

21 1 22 2 2n n 2
(3)


 · · · · · · · · · · · · · · · · · · · · · · · ·

am1 x1 + am2 x2 + · · · + amn xn = bm

Kronecker-Capelli Theorem

The system (3) has solution if and only if r A = r (A), where A = [A|b].
Corollary

1) If r A 6= r (A), then the system (3) has no solution.

2) If r A = r (A) = n, then the system (3) has a unique solution.

3) If r A = r (A) < n, then the system (3) has infinitely many
solutions.
Gaussian elimination
Consider the augmented matrix A. This matrix is then modified using

elementary row operations until it reaches reduced row echelon form.
S1. Swap the positions of two rows.
S2. Multiply a row by a nonzero scalar.
S3. Add to one row a scalar multiple of another.
Example
 
x1 − 2x2 + x3

 =4  ax1 + x2 + x3 + x4 = 1

a) 2x + x − x =0 c) x + ax + x + x = a
1 2 3 4
1 2 3  x + x + ax + x = a2

1 2 3 4

−x + x + x

= −1
1 2 3

3x1 − 5x2 − 7x3 =1 
 (2 − a)x1 + x2 + x3 = 0

 
b) x + 2x + 3x
1 2 3 =2 d) x + (2 − a)x + x = 0
1 2 3

−2x + x + 5x

= 2.  x + x + (2 − a)x = 0

1 2 3 1 2 3

Algebra Chapter2

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Algebra Chapter2

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Linear Algebra

Dr. Bui Xuan Dieu

School of Applied Mathematics and Informatics,

Dr. Bui Xuan Dieu Linear Algebra 1 / 30

Chapter 2: Matrices - Determinants - System of Linear

3 Rank of a matrix, Invertible matrix

4 System of linear equations

Dr. Bui Xuan Dieu Linear Algebra 2 / 30

(aij )m×n + (bij )m×n = (aij + bij )m×n .

k(aij )m×n = (kaij )m×n .

4) Matrix Multiplication: Let A ∈ Mm,n , B ∈ Mn,k . The matrix C

is called the product of A and B, denoted C = AB.

Dr. Bui Xuan Dieu Linear Algebra 5 / 30

Dr. Bui Xuan Dieu Linear Algebra 6 / 30

If this is the case, then the matrix B is uniquely determined by A and is

Dr. Bui Xuan Dieu Linear Algebra 7 / 30

Chapter 2: Matrices - Determinants - System of Linear

3 Rank of a matrix, Invertible matrix

4 System of linear equations

Dr. Bui Xuan Dieu Linear Algebra 8 / 30

where Mij are minors.

where Mij are the minors.

λ ... .. .. + µ .. .. .. ⇒ det(cA) = c n det A

Dr. Bui Xuan Dieu Linear Algebra 11 / 30

The elementary row operation

Dr. Bui Xuan Dieu Linear Algebra 12 / 30

Determinants of some matrices of special form

Dr. Bui Xuan Dieu Linear Algebra 13 / 30

Determinants of some matrices of special form

The Cauchy matrix

Dr. Bui Xuan Dieu Linear Algebra 14 / 30

Determinants of some matrices of special form

The Frobenius matrix

p(λ) = λn − an−1 λn−1 − an−2 λn−2 − . . . − a0 .

Dr. Bui Xuan Dieu Linear Algebra 15 / 30

Determinants of some matrices of special form

The tridiagonal matrix

Dr. Bui Xuan Dieu Linear Algebra 16 / 30

The tridiagonal matrix

Dr. Bui Xuan Dieu Linear Algebra 17 / 30

Determinants of some matrices of special form

Dr. Bui Xuan Dieu Linear Algebra 18 / 30

Chapter 2: Matrices - Determinants - System of Linear

3 Rank of a matrix, Invertible matrix

4 System of linear equations

Dr. Bui Xuan Dieu Linear Algebra 19 / 30

ai1 k1 ai1 k2 . . . ai1 kp

Dr. Bui Xuan Dieu Linear Algebra 20 / 30

Row echelon form

Dr. Bui Xuan Dieu Linear Algebra 21 / 30

Transformation to row echelon form

Dr. Bui Xuan Dieu Linear Algebra 22 / 30

Transformation to row echelon form

Dr. Bui Xuan Dieu Linear Algebra 22 / 30

The uniqueness of A−1

The existence of A−1

Dr. Bui Xuan Dieu Linear Algebra 24 / 30

Chapter 2: Matrices - Determinants - System of Linear

3 Rank of a matrix, Invertible matrix

4 System of linear equations

Dr. Bui Xuan Dieu Linear Algebra 26 / 30

System of linear equations

where x1 , x2 , . . . , xn are the unknowns, a11 , a12 , . . . , amn are the