Ambo University

Department of Mathematics

Lecture Note

Applied Mathematics I

November 11, 2016

Contents

1 Vectors and Vector Spaces 4

1.1 Scalars and Vectors in R2 and R3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.2 Addition and scalar multiplication . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.3 Scalar product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.3.1 Angle between two vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.3.2 Orthogonal projection . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.3.3 Direction angles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.4 Cross product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.5 Lines and planes in R3 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.6 Vector space; Subspaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.7 Linear Dependence and independence; Basis of a vector space . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16

2 Matrices and determinants 18

2.1 Definition of matrix and basic operations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.2 Product of matrices and some algebraic properties; Transpose of a matrix . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
2.3 Elementary operations and its properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
2.4 Inverse of a matrix and its properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
2.5 Determinant of a matrix and its properties . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
2.6 Solving system of linear equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.6.1 Cramer’s rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
2.6.2 Gaussian method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
2.6.3 Inverse matrix method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.7 Eigenvalues and Eigenvectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30

1
3 Limit and continuity 31
3.1 Definition of limit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
3.2 Basic limit theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 33
3.3 One sided limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
3.4 Infinite limits,limit at infinity and asymptotes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.4.1 Limits at infinity (negative infinity) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.4.2 Infinite limits . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.4.3 Asymptotes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.4.4 Continuity . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 36
3.5 Intermediate value theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37

4 Derivatives and application of derivatives 39

4.1 Definition of derivatives; basic rules . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
4.2 Derivatives of inverse functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
4.2.1 Inverse trigonometric functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
4.2.2 Hyperbolic and inverse hyperbolic functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
4.3 Higher order derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
4.4 Implicit differentiation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
4.5 Application of derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
4.5.1 Extrema of a function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
4.5.2 Mean value theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43
4.6 First and second derivative tests . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
4.6.1 Concavity and inflection point . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
4.6.2 Curve sketching . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
4.7 Velocity, acceleration and rate of change . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
4.8 Indeterminate Form(L’Hopital’s Rule) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47

5 Integration 49
5.1 Antiderivatives, indefinite integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
5.2 Techniques of Integration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
5.2.1 Integration by substitution, by parts and by partial fraction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
5.2.2 Trigonometric integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 55
5.2.3 Integration by trigonometric substitution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
5.3 Definite integral, Fundamental theorem of calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 60
5.4 Improper Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 62
Ambo University
DEPARTMENT OF MATHEMATICS 2
6 Application of integrals 66
6.1 Area . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
6.2 Volume . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
6.2.1 Volumes by slicing; Disks and Washers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67
6.3 Arc Length . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
6.4 Surface Area . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69

Ambo University
DEPARTMENT OF MATHEMATICS 3
Chapter 1

Vectors and Vector Spaces

Introduction Vectors in R2 and R3

In Engineering applications we use two kinds of quantities; scalars and vectors.
• A scalar is a quantity that is determined by its magnitude.
Example: length, area, temperature, mass,...etc
Every pair of distinct points A and B in R2 and R3 determines a directed
line segment with initial point at A and terminal point at B. We call such a
−−→
directed line segment is a vector and denoted by AB.

• A vector is a quantity that is determined by both its magnitude and B

direction.
Example: Velocity, acceleration, force,...etc −−→ terminal point
AB
The concept of a vector is basic for the study of functions of several variables. A
It provides geometric motivation for everything that follows.
initial point

1.1 Scalars and Vectors in R2 and R3

Definition of points in space
We know that a number x can be used to represent point on a line. A pair of
numbers (x, y) can be used to represent a point in the plane. A triple numbers
(x, y, z) can be used to represent a point in space.
The length of the line segment is the magnitude of the vector and the arrow
indicates its direction. We denote a vector by printing a letter in boldface (v)
or by putting an arrow above the letter (→−v ).
Definition 1.1.2. A position vector is a vector whose initial point is at the
origin.

Definition 1.1.1. If n is positive integer, then an ordered n-tuples is a Definition 1.1.3. Two vectors u and v in R2 or R3 are said to be equal if
sequence of n real numbers (x1 , x2 , ..., xn ). The set of all ordered n-tuples is they have the same magnitude and direction, and denoted by u = v.
called n-space and is denoted by Rn .

4
 J

1.2 Addition and scalar multiplication

(v1 , v2 )
Definition 1.2.1. Let u = (u1 , u2 ) and v = (v1 , v2 ) be vectors in R2 and let
v c be a real number. Then the sum of u and v is defined as the vector
v = (v1 , v2 )
u + v = (u1 + v1 , u2 + v2 )

and the the scalar multiple of u by c is defined as the vector

cu = (cu1 , cu2 )

Definition 1.2.2 (Parallel Vectors). Two non-zero vectors u and v are said
→
−
u to be parallel if they are scalar multiples of one another. In other word, the
→
−
v
→
− two vectors u and v are said to be parallel, denoted by u k v if there exists
u =→
−
v scalar c such that u = cv.

Definition 1.1.4 (Component form). If v is a two-dimensional vector in

the plane with initial point P (x1 , y1 ) and terminal point Q(x2 , y2 ) then the
component form of v is
→
−
u 2→
−
u
→
v = P Q = (x2 − x1 , y2 − y1 ).
→
−
v
If v is a three-dimensional vector in space with initial point P (x1 , y1 , z1 ) and
terminal point Q(x2 , y2 , z2 ) then the component form of v is −→
−
v
→
v = P Q = (x2 − x1 , y2 − y1 , z2 − z1 ).
The zero vector is the vector 0 = (0, 0) or 0 = (0, 0, 0) in R2 and R3
respectively.
Triangle law(The head to tail rule): Given vectors u and v in R2 ,
Example 1.1.1. Find the component form of a vector with initial point translate v so that its tail coincides with the head of u. The sum u + v of u
P (−3, −2, −1) and terminal point Q(1, −2, 3). and v is the vector from the tail of u to the head of v.
−−→ Parallelogram rule: The sum of two vectors in the plane can be repre-
Solution. The component form of P Q is
sented by the diagonal of a parallelogram having u and v as its adjacent sides,
−−→
P Q = (1 − (−3), −2 − (−2), 3 − (−1)) = (4, 0, 4) as shown in Figure below.
Ambo University
DEPARTMENT OF MATHEMATICS 5
 8. (c + d)u = cu + du. Distributive property
v
9. c(du) = (cd)u. Associative property of multiplication

u w 10. 1(u) = u. Multiplicative identity property

The zero vector 0 in R2 is called the additive identity in R2 . Similarly,

C
The head-to-tail rule the vector −v is called the additive inverse of v.

Theorem 1.2.2 (Properties of Additive Identity and Additive Inverse). Let

v be vector in R2 , and let c be a scalar. Then the following properties are true.

1. The additive identity is unique. That is, if u + v=v, then u = 0.

u w =u+v
2. The additive inverse of v is unique.That is,if u + v = 0, then u = −v.

v 3. 0v = 0.
Parallelogram rule
4. c0 = 0.

5. If cv = 0, then c = 0 or v = 0.
Example 1.2.1. Find the sum of the vectors. 6. −(−v) = v.
a. u = (4, 3), v = (2, −1)

b. u = (3, −2), v = (2, −3)

Theorem 1.2.1 (Properties of Vector Addition and Scalar Multiplication in
the Plane). Let u, v and w be vectors in R2 , and let c and d be scalars.
1. u + v ∈ R2 . Closure under addition
2. u + v=v + u. Commutative property of addition
3. u + (v + w) = (u + v) + w. Associative property of addition
4. u + 0 = u. Additive identity property
5. u + (−u) = 0. Additive inverse property
2
6. cu ∈ R . Closure under scalar multiplication
7. c(u + v) = cu + cv.Distributive property
Ambo University
DEPARTMENT OF MATHEMATICS
Standard basis vectors
Let i = (1, 0, 0), j = (0, 1, 0), k = (0, 0, 1). The vectors i, j, k are called stan-
dard basis vectors. They have length 1 and points in the direction of the
positive x, y, and z-axes respectively. Similarly in two dimensions we define
i = (1, 0) and j = (0, 1).
If a = (a1 , a2 , a3 ), then we can write
a = (a1 , a2 , a3 ) = (a1 , 0, 0) + (0, a2 , 0) + (0, 0, a3 )
= a1 (1, 0, 0) + a2 (0, 1, 0) + a3 (0, 0, 1)
= a1 i + a2 j + a3 k
Thus, any vector in space can be expressed in terms of i, j, and k.
Example 1.2.2. If a = i+2j −3k and b = 4i+7k, express the vector 2a +3b
in terms of i, j and k
6
 Theorem 1.3.1. If v is a vector in R2 or R3 , then:
i. kvk ≥ 0
ii. kvk = 0 if and only if v = 0
iii. kvk = k−vk
z
iv. If c ∈ R, then kcvk = |c|kvk.

j = (0, 1) Definition 1.3.2 (Unit vector). Any vector v satisfying kvk = 1 is called a
k
unit vector.
−1
y Example 1.3.2. The vectors (0, 1),(−1, 0),( √12 , √ ),(1, 0, 0) are examples of
i = (1, 0) j 2
unit vectors.
i Theorem 1.3.2. For any non-zero vector v the unit vector u corresponding
x v
to v in the direction of v can be obtained as: u = kvk .
Example 1.3.3. Let a = (1, 1, 1). Then find the corresponding unit vector.
Solution. Solution. The unit vector u in the direction of a is
2a + 3b = 2(i + 2j − 3k) + 3(4i + 7k) a (1, 1, 1) 1 1 1
u= = √ = (√ , √ .√ )
= 2i + 4j − 6k + 12i + 21k kak 3 3 3 3
= 14i + 4j + 15k J

J Exercise 1.3.3. Find the unit vector in the direction of

a. −3i + 7j
b. 8i − j + 4k
1.3 Scalar product Definition 1.3.3. If u and v are points in R2 or R3 , then we denote the
Definition 1.3.1. Let u = (u1 , u2 , u3 ) be a vector in R3 . Then the magni- distance between u and v by d(u, v) and defined it to be
tude (norm) of u, denoted by kuk is defined by: d(u, v) = ku − vk
q
kuk = u21 + u22 + u23 The dot product
Similarly, for a vector v = (v1 , v2 ) ∈ R2 , its norm is given by Definition 1.3.4. If a = (a1 , a2 , a3 ) and b = (b1 , b2 , b3 ), then the dot prod-
q uct of a and b is the number a · b given by
kvk = v12 + v22 a · b = a1 b1 + a2 b2 + a3 b3
Example 1.3.1. a. If v = (−1, 4, 3), then find kvk. The dot product of two dimensional vectors is defined in a similar fashion:

b. If kuk = 6, find x such that u = (−1, x, 5). (a1 , a2 ) · (b1 , b2 ) = a1 b1 + a2 b2

Ambo University
DEPARTMENT OF MATHEMATICS 7
Theorem 1.3.4. The dot product of two non-zero vectors a and b is the Proof. Exercise
number
a · b = kakkbkcosθ Theorem 1.3.6 (Triangle inequality). If u ,v and w are vectors in R2 or R3 ,
then:
where θ is the angle between a and b, 0 ≤ θ ≤ π. If either a or b is 0, we
define a · b = 0 i. ku + vk ≤ kuk + kvk
Remark 1.3.1. The dot product of two vectors is a scalar quantity, and its
value is maximum when θ = 0 and minimum if θ = π. ii. d(u, v) ≤ d(u, w) + d(w, v)

Example 1.3.4. If u = (1, −2, 3) and v = (0, 1, −5), then find u · v, u · u Proof. Exercise
and (u + v) · v.
Theorem 1.3.7 (Parallelogram Equation for vectors). If u and v are vectors
Solution. u·v = (1, −2, 3)·(0, 1, −5) = 1(0)+(−2)(1)+3(−5) = −17, u·u = in R2 or R3 , then
u2 = |u|2 = 14 J
ku + vk2 + ku − vk2 = 2(kuk2 + kvk2 )
Properties of Dot Product
Proof. Exercise
If u, v and w are vectors with the same dimensions and c ∈ R, then
1. u · u = kuk2 Theorem 1.3.8. If u and v are vectors in R2 or R3 with Euclidean inner
product, then
2. u · v = v · u 1 1
|u · v| = ku + vk2 − ku − vk2
4 4
3. u · (v + w) = u · v + u · w
Proof. Exercise
4. (cu) · v = c(u · v) = u · (cv)
5. 0 · u = 0 Definition 1.3.5. Two non-zero vectors u and v are said to be orthogonal
(perpendicular) denoted by u ⊥ v if and only if u · v = 0, i.e, if θ = π2 .

1.3.1 Angle between two vectors Example 1.3.5. show that 2i + 2j − k is perpendicular to 5i − 4j + 2k
If θ is the angle between two non-zero vectors u and v, then the angle between Solution. Since 2i + 2j − k · 5i − 4j + 2k = 10 − 8 − 2 = 0, we see that the
the two vectors can be obtained by: vectors are perpendicular. J
u·v
cos θ =
kukkvk Example 1.3.6. Find the angle between a and b, where a = (1, 1, −1) and

u·v
 b = (1, 0, 0)
⇒ θ = cos−1 √ √
kukkvk
Solution. cos θ = a·b
|a||b| = √1
3(1)
= 3
3
⇒ θ = cos−1 ( 3
3 ) = π
3 J
2
Theorem 1.3.5 (Cauchy-schwarz inequality). If u and v are vectors in R
or R3 , then Theorem 1.3.9 (Pythagoras theorem). If a and b are orthogonal vectors,
|u · v| ≤ kukkvk then k a + b k2 = kak2 + kbk2 .
Ambo University
DEPARTMENT OF MATHEMATICS 8
 p √
Proof. Suppose a ⊥ b, then Solution. Since kak = (−2)2 + 32 + 12 = 14, the scalar projection of b
onto a is
ka + bk2 = (a + b) · (a + b) a·b −2 + 3 + 2 3
compb
a = = √ =√
=a·a+a·b+b·a+b·b kak 14 14
= kak2 + 2a · b + kbk2 The vector projection is this scalar projection times the unit vector in the
= kak2 + kbk2 , since a · b direction of a.
3 a 3 −3 9 3
projab = √ = (−2, 3, 1) = ( , , )
14 kak 14 14 14 14
Theorem 1.3.10. Given two vectors u and v in space, ku + vk = ku − vk if J
and only if u and v are orthogonal vectors.
Remark 1.3.2. The vector projection of b onto a is the scalar projection times
1.3.2 Orthogonal projection the unit vector in the direction of a
→ →
Definition 1.3.6. Let a = P Q and b = P R be two vectors. If S is the foot Exercise 1.3.11. Let a = (−1, 3, 1) and b = (2, 4, 3). Then find projab , projba
of the perpendicular from R to the line containing P and Q, then the vector and compb
a
from P to S is called the vector projection of b onto a and is denoted by
B
C projab .
1.3.3 Direction angles
Let a = a1 i + a2 j + a3 k be a vector positioned at the origin in R3 , mak-
ing an angle of α, β and γ with the positive x, y and z axes respectively.Then
the angles α, β and γ are called the directional angles of a and the quantities
R cos α, cos β and cos γ are called directional cosines of a, which can be com-
b puted as follows:
a1
θ cos α = , α ∈ [0, π]
a kak
P P rojab S Q a2
cos β = , β ∈ [0, π]
kak
a3
cos γ = , γ ∈ [0, π]
The scalar projection of b onto a (also called the component of b along a) kak
is defined to be the length of projab , which is equal to kbk cos θ and is denoted
a·b a·b
by compb b b
a . Thus, compa = kak and proja = kak2 a
Remark 1.3.3. cos2 α + cos2 β + cos2 γ = 1
Example 1.3.7. Find the scalar projection and Vector projection of b =
(1, 1, 2) onto a = (−2, 3, 1). Exercise 1.3.12. Let a = (−1, 2, 2). Then find the directional cosines of a.
Ambo University
DEPARTMENT OF MATHEMATICS 9
B
C

 
i j k 

b × a = 2 −5 −1 = i(−10 − 3) − j(4 + 4) + k(−6 + 20) = −13i − 8j + 14k
z 4 −3 2
J

a Remark 1.4.1. For two non-zero vectors a and b,

i. a × b is a vector which is orthogonal to both a and b
γ ii. a × b is not defined for a, b ∈ R2
β y
α iii. i × j = −j × i = k
j × k = −(k × j) = i
k × i = −(i × k) = j

x Theorem 1.4.1 (Properties of Cross Product). Let a, b and c be vectors in

R3 and α be any scalar. Then
1. a × 0 = 0 × a = 0, where 0 = (0, 0, 0)
2. a × b = −b × a
1.4 Cross product
3. a × (b × c) 6= (a × b) × c
Definition 1.4.1. Suppose that a = (a1 , a2 , a3 ) = a1 i + a2 j + a3 k and b =
4. (αa) × b = a × (αb) = α(a × b)
(b1 , b2 , b3 ) = b1 i + b2 j + b3 k be two vectors on R3 . Then the cross product
a × b of the two vectors is defined as: 5. a × (b + c) = a × b + a × c

a × b = (a2 b3 − a3 b2 )i + (a3 b1 − a1 b3 )j + (a1 b2 − a2 b1 )k 6. a · (a × b) = b · (a × b) = 0

7. If a and b are parallel, then a × b = 0
 
i j k       
 a2 a3  a1 a3  a1 a2 
= a1 a2 a3  = i 
    −j   +k  
8. ka × bk = kakkbk sin θ, θ ∈ [0, π]
 b1 b2 b3  b2 b3  b1 b3  b1 b2 
9. ka × bk2 = kak2 kbk2 − (a · b)2
Example 1.4.1. Let a = 4i − 3j + 2k and b = 2i − 5j − k. Then find Example 1.4.2. If kak = 2, kbk = 4 and θ = π
for two vectors a and b then
4
a. a × b find ka × bk
√
b. b × a Solution. ka × bk = kakkbk sin θ = 2 × 4 × sin π4 = 4 2 J
ka×bk
Solution. The angle θ between a and b can be obtained by sin θ = kakkbk , for two
  non-zero vectors a and b.
i j k 

a × b = 4 −3 2  = i(3 + 10) − j(−4 − 4) + k(−20 + 6) = 13i + 8j − 14k Definition 1.4.2 (Scalar Triple Product). Let a, b and c be vectors in R3 .
2 −5 −1 Their scalar triple product is given by a · (b × c), which is a scalar.
Ambo University
DEPARTMENT OF MATHEMATICS 10
 Applications of cross product
B
C 1. Area: The area of a parallelogram whose adjacent sides coincides with
the vectors a and b is given by ka × bk = kakkbk sin θ
If the volume of the parallelepiped determined by a, b and c is 0, then the
vectors must lie in the same plane; that is, they are Coplanar.
Example 1.4.5. Use the scalar triple product to show that the vectors a =
(1, 4, −7), b = (2, −1, 4) and c = (0, −9, 18) are coplanar.
Solution. The scalar triple product
  

 1 4 −7 
V = |a · (b × c)| = det 2 −1 4  = 0
 0 −9 18 
b ∴ a, b and c are coplanar. J
|b| sin θ = h
θ a
1.5 Lines and planes in R3
Note 1. The area of the triangle formed by a and b as its adjacent sides Lines
is given by area= 12 ka × bk
We know that in a plane(R2 ) a line is determined by a point on a line and
2. Volume: The volume V of a parallelepiped with the three vectors a, b slope of the line. i.e.
and c in R3 as three of its adjacent edges is given by: y − y0 = m(x − x0 )
   But in three dimensional space (R3 ) a line L is determined by a point

 a1 a2 a3  P0 (x0 , y0 , z0 ) and a vector v giving the direction of the line.
V = |a · (b × c)| = det  b1 b2 b3  Let P (x, y, z) be an arbitrary point on L and let r0 and r be the position
 c1 c2 c3  vectors of P0 and P respectively.
→
If a = P0 P , then r = r0 + a.
Example 1.4.3. Find the area of a triangle whose vertices are
But since a and v are parallel vectors, there is a scalar t such that a = tv.
A(1, −1, 0), B(2, 1, −1) and C(−1, 1, 2).
Thus r = r0 + tv——vector equation of L.
−−→ If v = (a, b, c), then tv = (ta, tb, tc).
Solution. The vectors on the sides of the triangle ∆ABC are AB =
−→ Let r = (x, y, z) and r0 = (x0 , y0 , z0 ). Then the vector equation becomes
(1, 2, −1) and AC = (−2, 2, 2) Then the area of the triangle ABC is
√ (x, y, z) = (x0 , y0 , z0 ) + (ta, tb, tc)
1 −−→ −→
A = kAB × ACk = 3 2 square units = (x0 + ta, y0 + tb, z0 + tc), t ∈ R2
2
J This leads to x = x0 +ta, y = y0 +tb, z = z0 +tc——–this is called parametric
equation of a line
Example 1.4.4. Find the volume of the parallelepiped with edges u = i +
k, v = 2i + j + 4k, and w = j + k. Example 1.5.1. a. Find the vector equation and parametric equation for the
line that passes through the point (5, 1, 3) and is parallel to the vector
Solution. V = |u · (v × w)| = 1 J i + 4j − 2k
Ambo University
DEPARTMENT OF MATHEMATICS 11
 of a line L, then a, b and c are called direction numbers of L.
z If none of a, b or c is 0, then we can solve each of the three parametric equations
for t, equate the results and obtain the symmetric equations.
r − r0 x − x0 y − y0 z − z0
P0 (x0 , y0 , z0 ) P (x, y, z) = =
a b c
r0 r Example 1.5.2. a. Find parametric equations and symmetric equations of
v the line that passes through the points A(2, 4, −3) and B(3, −1, 1).
y
b. At what point does this line intersect the xy-plane?
−−→
Solution. a. The vector AB = (1, −5, 4) is parallel to the line L.
If P0 = (2, 4, −3), then the parametric equations are

x x = 2 + t, y = 4 − 5t, z = −3 + 4t

The symmetric equations are

b. Find two other points on the line x−2 y−4 z+3
= =
Solution. a. Here r0 = (5, 1, 3) = 5i + j + 3k and v = i + 4j − 2k. 1 −5 4
The vector equation is
x−2 y−4 3 11 1
b. z = 0 ⇒ 1 = −5 = 4 ⇒x= 4 and y = 4
J
r = r0 + tv = 5i + j + 3k + t(i + 4j − 2k)
= (5 + t)i + (1 + 4t)j + (3 − 2t)k Example 1.5.3. Show that the lines L1 and L2 with parametric equations
x = 1 + t, y = −2 + 3t, z = 4 − t and x = 2s, y = 3 + s, z = −3 + 4s are skew
Parametric equations are lines. that is, the do not intersect and are not parallel.

x = 5 + t, y = 1 + 4t, z = 3 − 2t Solution. The lines are not parallel because their direction
vectors are not parallel. If L1 and L2 had a point of in-
b. Choosing t = 1 and t = 2 gives the two points (6, 5, 1) and 7, 9, −1 tersection, then there  would be values of t and s such that
J 
 1 + t = 2s
−2 + 3t = 3 + s

Symmetric Equation 4 − t = −3 + 4s.

(
The vector equation and parametric equations of a line are not unique. If we 1 + t = 2s 11 8
⇒t= and s = , but these
change the point or the parameter or choose a different parallel vector, then −2 + 3t = 3 + s 5 5
the equations change. If a vector v = (a, b, c) is used to describe the direction values do not satisfy the third equation. J
Ambo University
DEPARTMENT OF MATHEMATICS 12
 we know that the vector equation of a line through the vector r0 in the
direction of a vector v is r = r0 + tv. If the line also passes through r1 , then
we can take v = r1 − r0 and so its vector equation is
r = r0 + t(r1 − r0 ) = (1 − t)r0 + tr1
The line segment from r0 to r1 is given by the vector equation
r(t) = (1 − t)r0 + tr1 , 0 ≤ t ≤ 1
Planes
A plane in space is determined by a point P0 (x0 , y0 , z0 ) in the plane and a
vector n that is orthogonal (perpendicular) to the plane. This orthogonal
vector n is called normal vector.
Let P (x, y, z) be an arbitrary point in the plane, and let r0 and r be the
position vectors of P0 and P . The normal vector n is orthogonal to every
z the z-intercept is z = 3
of the plane. If n = (a, b, c), r = (x, y, z), and r0 = (x0 , y0 , z0 ), then
(a, b, c) · (x − x0 , y − y0 , z − z0 ) = 0
⇒a(x − x0 ) + b(y − y0 ) + c(z − z0 ) = 0
⇒ax + by + cz + d = 0, where d = −(ax0 + by0 + cz0 )
This equation is called the equation of the plane through the point (x0 , y0 , z0 )
with normal vector n = (a, b, c)
Example 1.5.4. Find an equation of the plane through the point (2, 4, −1)
with normal vector n = (2, 3, 4). Find the intercepts and sketch the plane.
Solution. Put P0 = (2, 4, −1) and n = (2, 3, 4)
Hence an equation of the plane is
2(x − 2) + 3(y − 4) + 4(z + 1) = 0 =⇒ 2x + 3y + 4z = 12
the x-intercept y = z = 0 ⇒ 2x = 12 ⇒ x = 6
the y-intercept is y = 4.
J

n Example 1.5.5. Find an equation of the plane that passes through the points
P (1, 3, 2), Q(3, −1, 6) and R(5, 2, 0).
−−→ −→
Solution. Let a = P Q = (2, −4, 4) and b = P R = (4, −1, −2). since both a
r − r0 and b lie in the plane, their cross product a × b is orthogonal to the plane
P (x, y, z) P0 (x0 , y0 , z0 ) can be taken as the normal vector. Thus
r r0  
i j k 
y 
n = a × b = 2 −4 4  = 12i + 20j + 14k
4 −1 −2

The equation is

x 12(x − 1) + 20(y − 3) + 14(z − 2) = 0

⇒ 12x + 20y + 14z = 100
⇒ 6x + 10y + 7z = 50
vector in the given plane. In particular, n is orthogonal to r − r0 .
Thus n · (r − r0 ) = 0 or n · r = n · r0 . This equation is called a vector equation J
Ambo University
DEPARTMENT OF MATHEMATICS 13
 Thus if θ is the angle between the planes, then
z n1 · n2 1−2+3 2
cos θ = = √ √ =√
kn1 kkn2 k 3 14 42
2
∴ θ = cos−1 ( √ ) = 72◦
42
(0, 0, 3) To find a point on L take z = 0. Then
(
x+y =1
⇒ y = 0 and x = 1
x − 2y = 1
So the point (1, 0, 0) lies on L. Since L lies on both planes, it is perpendicular
y to both of the normal vectors. Thus a vector v parallel to L is given by
(0, 4, 0)  
 i j k
 
v = n1 × n2 = 1 1 1 = 5i − 2j − 3k
1 −2 3
So the symmetric equation of L can be written
(6, 0, 0)
x−1 y z
= =
x 5 −2 −3
J

Distance in Space
Angle between Planes a. Distance from a point to a line: The distance D from a point P1 (not
on L) to a line L in space is given by
Two plane are parallel if their normal vectors are parallel. →
If two planes are not parallel, then they intersect in a straight line and the kv × P0 P1 k
D= , where v is the directional vector of L and P0 is any point on L
angle between the planes is defined as the acute angle between their normal kvk
vectors.
Proof. execise
Example 1.5.6. Find the angle of intersection between the planes x+y+z = 1 b. Distance from a point to a plane: The perpendicular distance D of a
and x − 2y + 3z = 1. Find symmetric equations for the line of intersection of point P1 (x1 , y1 , z1 ) in space to the plane with the equation ax + by + cz +
the plane. d = 0 is given by:
→
Solution. The normal vectors are |ax1 + by1 + cz1 + d| |n · OP |
D= √ =
2 2
a +b +c 2 knk
n1 = (1, 1, 1), n2 = (1, −2, 3) where O is the foot of n within the plane.
Ambo University
DEPARTMENT OF MATHEMATICS 14
 Proof. Exercise u and v is denoted by u + v, and if c is a scalar, the scalar multiple of u by
c is denoted by cu. If the following axioms hold for all u, v and w in V and
Exercise 1.5.1. 1. Find the distance of the point P1 (−1, 3, 0) from the for all scalars c and d, then V is called a vector space and its elements are
line with parametric equation L : x = 1, y = 1 + 3t, z = −1 + 2t called vectors.
2. Find the distance from the point P (1, 2, 3) to the plane π : 3x + 5y −
4z + 37 = 0 1. u + v is in V . Closure under addition
3. Find the distance between the planes π1 : x + 2y − 2z = 3 and 2. u + v=v + u. Commutativity
π2 : 2x + 4y + −4z = 7
3. u + (v + w) = (u + v) + w. Associativity
c. Distance between two parallel planes: Given two parallel planes π1 : 4. There exists an element 0 in V , called a zero vector, such that u+0 = u.
ax+by +cz = d1 and π2 : ax+by +cz = d2 . Then the distance between π1
and π2 is the same as the distance from any arbitrary point P (x0 , y0 , z0 ) 5. For each u in V , there is an element −u in V such that u + (−u) = 0.
that has been taken from π1 to the plane π2 and is given by
6. cu is in V . Closure under scalar multiplication
|ax0 + by0 + cz0 − d2 | |d1 − d2 |
D= √ =√ 7. c(u + v) = cu + cv.Distributivity
2 2
a +b +c 2 a2 + b2 + c2
Example 1.5.7. Find the distance between the parallel planes 8. (c + d)u = cu + du. Distributivity

9. c(du) = (cd)u.
π1 : 10x + 2y − 2z = 5 and
10. 1(u) = u.
π2 : 5x + y − z = 1
Example 1.6.1. For any n ≥ 1, Rn is vector space over R
Solution. The planes are parallel because their normal vectors
(10, 2, −2) and (5, 1, −1) are parallel. The distance between π1 and π2 is Example 1.6.2. The set defined by S =√{(x, y, z) : x, y, z ∈ Q} is not a
the distance between any point in π1 and the plane π2 . vector space over R because if we take c = 2 ∈ R and u = (1, 3, 0) ∈ S, then
Let y = z = 0, then x = 21 . Hence ( 12 , 0, 0) lies in π1 . we can see that cu is not in S.
Now the distance between the point ( 12 , 0, 0) and the plane π2 is
√ Subspace
|5( 21 ) + 1(0) − 1(0) − 1| 3
D= p = Definition 1.6.2. A non-empty subset W of a vector space V is called a
2 2
5 + 1 + (−1) 2 6
subspace of V if W is itself a vector space with the same scalars, addition and
√ scalar multiplication as V .
3
∴ the distance between the planes is 6 . J
Theorem 1.6.1. Let V be a vector space and let W be a non-empty subset
of V . Then W is a subspace of V if and only if the following conditions hold:
1.6 Vector space; Subspaces
a. If u and v are in W , then u + v is in W .
Definition 1.6.1. Let V be a set on which two operations, called addition
and scalar multiplication, have been defined. If u and v are in V , the sum of b. If u is in W and c is scalar, then cu is in W .
Ambo University
DEPARTMENT OF MATHEMATICS 15
Example 1.6.3. V and {0} are the trivial subspaces of any vector space V . Definition 1.7.3. If f1 = f1 (x), f2 = f2 (x), . . . , fn = fn (x) are functions that
are n − 1 times differentiable on the interval (−∞, ∞) , then the determinant
1. V and {0} are the trivial subspaces of any vector space V
 
2. For the vector space V = R3 = {(x, y, z); x, y, z ∈ R3 } over R. Then the
 f1
 0 f2 ··· fn 
set W = {(x, y, 0); x, y ∈ R} is a subspace of V . (verify!)
 f1 f20 ··· fn0 
W (x) =  .

.. .. 
 .. . . 
3. The set of all lines passing through the origin, L = {ax+by = 0, a, b ∈ R}  n−1 n−1 n−1 
is a subspace of the vector space V = R2 .
f
1 f2 · · · fn

Exercise 1.6.2. Is the set W = {x − 4y = 1} a subspace of V = R2 ? Justify. is called the Wronskian of f1 , f2 , . . . , fn .

Theorem 1.7.2. If the functions f1 , f2 , . . . , fn have n − 1 continuous deriva-

1.7 Linear Dependence and independence; Ba- tives on the interval (−∞, ∞) and if the Wronskian of these functions is not
identically zero on (−∞, ∞) , then these functions form a linearly independent
sis of a vector space set of vectors in C (n−1) (−∞, ∞).
Definition 1.7.1. A vector u in a vector space V is called a linear com- Example 1.7.2. Let V be the vector space of all real valued functions of the
bination of the vectors v1 , v2 , . . . , vn in V when u can be written in the variable t. Then which of the following set of functions are LD/LI? Justify!
form
u = α1 v1 + α2 v2 + · · · + αn vn a. {t, t2 , sint}
b. {cos2 t, sin2 t, 1}
where, α1 , α2 , . . . , αn are scalars.
Theorem 1.7.3. A set of vectors {v1 , v2 , . . . , vn } in a vector space V is
Definition 1.7.2. A set of vectors {v1 , v2 , . . . , vn } in a vector space V is linearly dependent if and only if atleast one of the vectors can be expressed as
linearly dependant(LD) if there are α1 , α3 , . . . , αn , atleast one of which is a linear combination of the others.
not zero, such that
Proof. Exercise
α1 v1 + α2 v2 + · · · + αn vn = 0

A set of vectors that is not linearly dependant is said to be linearly inde- Basis of a vector space
pendent(LI).
Definition 1.7.4. If S = {v1 , v2 , . . . , vn } is a set of vectors in a vector
A set of vectors {v1 , v2 , . . . , vn } in vector space V is linearly independent space V , then the set of all linear combinations of v1 , v2 , . . . , vn is called the
if α1 v1 + α2 v2 + · · · + αn vn = 0 implies α1 = 0, α2 = 0, . . . , αn = 0 span of v1 , v2 , . . . , vn and is denoted by span(v1 , v2 , . . . , vn ) or span(S). If
V = span(S), then S is called a spanning set for V and V is said to be spanned
Example 1.7.1. Determine weather the following set of vectors in Vector
by S.
space V = R3 are linearly dependant or independent
i. {(1, 0, 0), (0, 1, 0), (0, 0, 3)} Definition 1.7.5. A subset B of a vector space V is a basis for V if
ii. {(2, 6, 0), (2, 4, 1), (1, 1, 1)}
1. B spans V and
Theorem 1.7.1. Let S = {v1 , v2 , . . . , vr } be a set of vectors in Rn . If r > n,
then S is linearly dependent. 2. B is linearly independent.
Ambo University
DEPARTMENT OF MATHEMATICS 16
Definition 1.7.6. A vector space V is called finite dimensional if it has a
basis consisting of finitely many vectors. The dimension of V , denoted by
dimV , is the number of vectors in a basis for V . The dimension of the zero
vector space {0} is defined to be zero. A vector space that has no finite basis
is called infinite dimensional.
Example 1.7.3. 1. Show that the set S = {(1, 0, 0), (0, 1, 0), (0, 0, 5)} form
a basis of the vector space R3 .

2. Determine whether the set S = {(0, 1), (1, 0), (2, 5)} is a basis of R2 .
Theorem 1.7.4. If a vector space V has one basis with n vectors, then every
basis for V has n vectors.
Theorem 1.7.5. Let B = v1 , v2 , . . . , vn be a basis for a vector space V .

a. Any set of more than n vectors in V must be linearly dependent.

b. Any set of fewer than n vectors in V cannot span V .
Theorem 1.7.6. Let V be a vector space of dimension n.
1. If S = {v1 , v2 , . . . , vn } is a linearly independent set of vectors in V , then
S is a basis for V .
2. If S = {v1 , v2 , . . . , vn } spans V , then S is a basis for V .

Ambo University
DEPARTMENT OF MATHEMATICS 17
Chapter 2

Matrices and determinants

2.1 Definition of matrix and basic operations matrix. A diagonal matrix all of whose diagonal entries are the same is called
a scalar matrix. If the scalar on the diagonal is 1, the scalar matrix is called
Definition 2.1.1. An m × n matrix A is a rectangular array of numbers, real an identity matrix.
or complex, with m rows and n columns. For example let
   
The following are all examples of matrices:     2 0 0 1 0 0
2 4 5 3 1
A= , B= , C = 0 6 0 , D = 0 1 0
0 3 4 4 5
 
  √  2 0 0 4 0 0 1
2 3 5 −2 1  
, , [2], 1 1 1 1 , 1
1 4 π 3 i The diagonal entries of A are 2 and 3, but A is not square; B is a square
3
matrix of size 2 × 2 with diagonal entries 3 and 5; C is a diagonal matrix; D is
The size of a matrix is a description of the numbers of rows and columns it a 3 × 3 identity matrix. The n × n identity matrix is denoted by In (or simply
has. A matrix is called m × n (pronounced " m by n") if it has m rows and n I if its size is understood).
columns. Remark 2.1.1. Two matrices are equal if they have the same size and if their
A 1×m matrix is called a row matrix (or row vector), and an n×1 matrix corresponding entries are equal. Thus, if A = [aij ]m×n and B = [bij ]r×s , then
is called a column matrix (or column vector). A = B if and only if m = r and n = s and aij = bij for all i and j.
A general m × n matrix A has the form
Matrix Addition and scalar Multiplication
 
a11 a12 . . . a1n
 a21 a22 . . . a2n 
A= .
  If A = [aij ] and B = [bij ] are m × n matrices, their sum A + B is the m × n
. .. . . .. 
 . . . .  matrix obtained
am1 am2 . . . amn A + B = aij + bij
Example 2.1.1. Let
The diagonal entries of A are a11 , a22 , a33 , . . . , and if m = n (that is, if A has
     
the same number of rows as columns), then A is called a square matrix. 1 4 0 3 1 −1 4 3
A square matrix whose nondiagonal entries are all zero is called a diagonal A= , B= and C =
−2 6 5 3 0 2 2 1

18
Then
 
−2 5 −1
A+B =
1 6 7
column j b1j
b2j
but neither A + C nor B + C is defined. B ..
(r × m) .
brj
If A is an m × n matrix and c is a scalar, then the scalar multiple cA is the
m × n matrix obtained by multiplying each entry of A by c.
row i ai1 ai2 ... air cij
cA = c[aij ] = [caij ] A C = AB
(n × r) (n × m)
 
2 8 0 1
Example 2.1.2. For matrix A in Example 2.1.1 2A = , 2A =
−4 12 10 cij = ai1 b1j + ai2 b2j + · · · + ain bnj
 1   
2 2 0 −1 −4 0
, (−1)A =
−1 3 52 2 −6 −5 Note 2. For AB to exist, the number of columns of A must equal the number
of rows of B.
The matrix (−1)A is written as −A and called the negative of A. As with
vectors, we can use this fact to define the difference of two matrices: If A and B = AB
A
B are the same size, then m×n n×r m×r

A − B = A + (−B)
same
size of AB

2.2 Product of matrices and some algebraic Remark 2.2.1. If A is an m × n matrix and B is an n × r matrix, then AB
properties; Transpose of a matrix will be an m × r matrix.
   
1 3 5 0 1
Matrix Multiplication Example 2.2.1. Let A = and B = . Determine AB and
2 0 3 −2 6
BA, if the product exists.
Definition 2.2.1. If A is an m × n matrix and B is an n × r matrix, then
the product C = AB is an m × r matrix. The (i, j) entry of the product is Solution. A has two columns and B has two rows; thus AB exists. Interpret
computed as follows: A in terms of its rows and B in terms of its columns and multiply the rows
Ambo University
DEPARTMENT OF MATHEMATICS 19
by the columns. We find that 6. r(sC) = (rs)C
 
1 3 5 0 1
 
14 −6 19
 Properties of Matrix Multiplication
AB = =
2 0 3 −2 6 10 0 2 1. A(BC) = (AB)C
BA does not exist because B has three columns and A has two rows. 2. A(B + C) = AB + AC
We see that the order in which two matrices are multiplied is important. Un-
3. (A + B)C = AC + BC
like multiplication of real numbers, matrix multiplication is not commutative.
In general, for two matrices A and B, AB 6= BA. J 4. AI = IA = A (where I is the appropriate identity matrix)
5. r(AB) = (rA)B = A(rB)
Matrix Multiplication in Terms of Columns
Note 3. AB 6= BA in general. Multiplication of matrices is not commutative.
Consider the product AB where A is an m × n matrix and B is an n × r ma- Example 2.2.2. Compute the product ABC of the following three matrices.
trix(so that AB exists). Let the columns of B be the matrices B1 , B2 , . . . , Br .  
Write B as B1 B2 . . . Br . Thus     4
1 2 0 1 3
A= , B= , C = −1
  3 −1 −1 0 −2
AB = A B1 B2 . . . Br 0

Matrix multiplication implies that the columns of the product are Solution. Let us check to see if the product ABC exists before we start
AB1 , AB2 , . . . , ABr . We can write spending time multiplying matrices. We get The product exists and will be a
 
AB = AB1 AB2 . . . ABr
    A B C ABC
2 0 4 1 3 2×2 2×3 3×1 = 2×1
For example, suppose A = and B = . Then
1 5 0 2 −1
match match
            size of product is 2 × 1
2 0 4 2 0 1 2 0 3 8 2 6
AB = =
1 5 0 1 5 2 1 5 −1 4 11 −2
2 × 1 matrix. Since matrix multiplication is associative, the matrices in the
Theorem 2.2.1. Let A, B and C be matrices and r and s be scalars. Assume product ABC can be grouped together in any manner for multiplying, as long
that the sizes of the matrices are such that the operations can be performed. as the order is maintained. Let us use the grouping (AB)C. This is probably
Properties of Matrix Addition and Scalar Multiplication the most natural. We get
1. A + B = B + A
    
1 2 0 1 3 −2 1 −1
AB = =
3 −1 −1 0 −2 1 3 11
2. A + (B + C) = (A + B) + C
and
3. A + 0 = 0 + A = A (where 0 is the appropriate zero matrix)
 
  4  
−2 1 −1   −9
(AB)C = −1 =
4. r(A + B) = rA + rB 1 3 11 1
0
5. (r + s)C = rC + sC J
Ambo University
DEPARTMENT OF MATHEMATICS 20
Exercise 2.2.2. Compute each of the following expressions for 2.3 Elementary operations and its properties
     
2 0 −1 1 3 4 Definition 2.3.1. A matrix is in row echelon form if it satisfies the following
A= , B= , C=
−1 5 2 4 0 2 properties:

1. A − 3B 2 1. Any rows consisting entirely of zeros are at the bottom.

2. A2 B + 2C 3 2. In each non-zero row, the first non-zero entry (called the leading entry)
is in a column to the left of any leading entries below it.

The Transpose of a Matrix Example 2.3.1. The following matrices are in row echelon form:
     
Definition 2.2.2. The transpose of an m × n matrix A is the n × m matrix 2 4 1 1 0 1 1 1 2 1
AT obtained by interchanging the rows and columns of A. That is, the ith 0 −1 2 , 0 1 5 , 0 0 1 3
column of AT is the ith row of A for all i. 0 0 0 0 0 4 0 0 0 0

Example 2.2.3. Let

Elementary Row Operations
   
1 3 2 a b  
Definition 2.3.2. The following elementary row operations can be performed
A= , B= , C= 5 −1 2
5 0 1 c d on a matrix:
Then their transposes are 1. Interchange two rows.
   
1 5   5 2. Multiply a row by a non-zero constant.
a c
AT = 3 0 , B T = , C T = −1
b d
2 1 2 3. Add a multiple of a row to another row.

Definition 2.2.3. A square matrix A is symmetric if AT = A—that is, if We will use the following shorthand notation for the three elementary row
A is equal to its own transpose. operations:

Example 2.2.4. Let 1. Ri ←→ Rj means interchange rows i and j.


1 3 2

  2. kRi means multiply row i by k.
1 2
A = 3 5 0 and B =

−1 3 3. Ri + kRj means add k times row j to row i (and replace row i with the
2 0 4
result).
Then Ais symmetric, since AT = A; but B is not symmetric, since B T =
 The process of applying elementary row operations to bring a matrix into row
1 −1 echelon form, called row reduction, is used to reduce a matrix to echelon
6= B.
2 3 form.
Ambo University
DEPARTMENT OF MATHEMATICS 21
Example 2.3.2. Reduce the following matrix to echelon form: The matrices in example 2.3.2
   
1 2 −4 −4 5 1 2 −4 −4 5
 
1 2 −4 −4 5
2 4 0 0 2 2 4 0
 0 2  0
 and  −1 10 9 −5
2 3 2 1 5 0 0 1 1 −1
 
2 3 2 1 5
−1 1 3 6 5 −1 1 3 6 5 0 0 0 0 24

are row equivalent.

Solution.
Definition 2.3.4. The rank of a matrix is the number of non-zero rows in
R2 − 2R1 its row echelon form.
R3 − 2R1
   
1 2 −4 −4 5 1 2 −4 −4 5
2 4 0 0 2 R4 + R1 0 0 8 8 −8 Definition 2.3.5. A matrix is in reduced row echelon form if it satisfies the
  −→  
following properties:
2 3 2 1 5 0 −1 10 9 −5
−1 1 3 6 5 0 3 −1 2 10
  1. It is in row echelon form.
1 2 −4 −4 5
R2 ←→R3  0 −1 10 9 −5 2. The leading entry in each non-zero row is a 1 (called a leading 1 ).
−→  
0 0 8 8 −8
3. Each column containing a leading 1 has zeros everywhere else.
0 3 −1 2 10
For 2 × 2 matrices, the possible reduced row echelon forms are
 
1 2 −4 −4 5
R4 +3R2 0 −1 10 9 −5        
−→   1 0 1 ∗ 0 1 0 0
0 0 8 8 −8 , , ,
0 1 0 0 0 0 0 0
0 0 29 29 −5
 
1 2 −4 −4 5 where ∗ can be any number.
1
8
0 −1 10 9 −5
−→   Exercise 2.3.1. Determine whether the given matrix is in row echelon form.
0 0 1 1 −1
0 0 29 29 −5 If it is, state whether it is also in reduced row echelon form
 
  1 0 1
1 2 −4 −4 5
a. 0 0 3
R4 −29R3 0 −1 10 9 −5
−→ 
0 1 0

0 0 1 1 −1 
0 0 0 0 24 7 0 1 0
b. 0 1 −1 4
 0 0 0 0
0 1 3 0
With this final step, we have reduced our matrix to echelon form. J c.
0 0 0  1
0 0 0
Definition 2.3.3. Matrices A and B are row equivalent if there is a sequence d. 0 0 0
of elementary row operations that converts A into B. 0 0 0
Ambo University
DEPARTMENT OF MATHEMATICS 22
  
1 0 3 −4 0 Thus an invertible matrix has only one inverse.
e. 0 0 0 0 0
Definition 2.4.2. If an n × n matrix A is invertible, then A−1 is called the
0 1 5 0 1
0 0 1 inverse of A and denotes the unique n×n matrix such that AA−1 = A−1 A = In
f. 0 1 0 .
1 0 0
1 2 3 Determining the Inverse of a Matrix
1 0 0
g. 
0

We now derive a method for finding the inverse of a matrix. The method is
1 1
0 0 1 based on the Gauss-Jordan algorithm. Let A be an invertible matrix. Then
AA−1 = In Âů Let the columns of A−1 be X1 , X2 , . . . , Xm and the columns of
In be e1 , e2 , . . . , en . Express A−1 and In in terms of their columns,
2.4 Inverse of a matrix and its properties
A−1 = X1 X2 . . . Xn and In = e1 e2 . . . en
   
Definition 2.4.1. An n × n matrix A is invertible if there exists an n × n
matrix B such that AB = In . We shall find A−1 by finding X1 , X2 , . . . , Xn . Write the equation AA−1 = In
 
1 2 in the form
Example 2.4.1. Prove that the matrix A = has an inverse B =
3 4
   
  A X1 X2 . . . Xn = e1 e2 . . . en
−2 1
3 −1 Using the column form of matrix multiplication,
2 2
Solution. We have that
   
AX1 AX2 . . . AXn = e1 e2 ... en
    
1 2 −2 1 1 0
AB = 3 −1 = = I2 Thus
3 4 2 2 0 1
AX1 = e1 , AX2 = e2 , . . . , AXn = en
and     
−21 1 2 1 0 Therefore X1 , X2 , . . . , Xn are solutions to the system AX1 = e1 , AX2 =
BA = 3 −1 = = I2
2 2 3 4 0 1 e2 , . . . , AXn = en , all of which have the same matrix of coefficients A.
Thus AB = BA = I2 , proving that the matrix A has an inverse B . J Solve these systems  by using Gauss Jordan
 elimination on the large aug-
mented matrix A : e1 e2 . . . en . Since the solutions X1 , X2 , . . . , Xn
Theorem 2.4.1. If A is an invertible matrix, then its inverse is unique. are unique(they are the columns of A−1 ),
Proof. Let B and C be inverses of A. Thus AB = BA = In and AC = CA =    
In . Multiply both sides of the equation AB = In by C and use the algebraic A : e1 e2 . . . en ≈ · · · ≈ In : X1 X2 . . . Xn
properties of matrices.
Thus, when A−1 exists,
C(AB) = CIn
(CA)B = C [A : In ] ≈ · · · ≈ [In : B] where B = A−1
In B = C
On the other hand, if the reduced echelon form of [A : In ] is computed and
B=C the first part is not of the form In then A has no inverse.
Ambo University
DEPARTMENT OF MATHEMATICS 23
Example 2.4.2. Find the inverse of Example 2.4.3. Determine the inverse of the matrix
 
1 −1 −2
 
1 2 −1
2 2 4  2 −3 −5
1 3 −3 −1 3 5

if it exists. Exercise 2.4.2. Find the inverse of

 
Solution. Gauss-Jordan elimination produces 2 1 −4
−4 −1 6
 
1 2 −1 1 0 0 −2 2 −2
[A|I] = 2 2 4 0 1 0
1 3 −3 0 0 1 if it exists.

R2 − 2R1  
R3 − R1 1 2 −1 1 0 0 2.5 Determinant of a matrix and its properties
−→ 0 −2 6 −2 1 0
0 1 −2 −1 0 1 Definition 2.5.1. The determinant of a 2 × 2 matrix A is denoted kAk and

1 2 −1 1 0 0
 is given by
−1  
2 R2 −1 a11 a12 
−→ 0 1 −3 1 0
2 a21 a22  = a11 a22 − a12 a21
 
0 1 −2 −1 0 1

1 2 −1 1 0 0
 Observe that the determinant of a 2 × 2 matrix is given by the difference of
R3 −R2 −1 the products of the two diagonals of the matrix.
−→ 0 1 −3 1 2 0
0 0 1 −2 1
1 The notation det(A) is also used for the determinant of A.
2
R1 + R3  Example 2.5.1. Find the determinant of the matrix
1

R2 + 3R3 1 2 0 −1 2 1  
−→ 0 1 0 −5 1 3 2 4
0 0 1 −2 1
1 −3 1
2
−3
 
1 0 0 9 2 −5 Solution. Applying the above theorem we get
R1 −2R2
−→ 0 1 0 −5 1 3  
1  2 4
0 0 1 −2 1
2 −3 1 = (2 × 1) − (4 × (−3)) = 2 + 12 = 14
 

J
Therefore,
−3 The determinant of a 3 × 3 matrix is defined in terms of determinants of
 
9 2 −5
A −1
= −5 1 3 2 × 2 matrices.
−2 1
1 The determinant of a 4 × 4 matrix is defined in terms of determinants of 3 × 3
2
matrices, and so on. For these definitions we need the following concepts of
(You should always check that AA−1 = I by direct multiplication.) J minor and cofactor.
Ambo University
DEPARTMENT OF MATHEMATICS 24
Definition 2.5.2. Let A be a square matrix. Solution. Using the elements of the first row and their corresponding cofac-
The minor of the element aij is denoted Mij and is the determinant of the tors we get
matrix that remains after deleting row i and column j of A.
The cofactor of aij is denoted Cij and is given by |A| = a11 C11 + a12 C12 + a13 C13
     
2 0 1 3 3 1 4 3 0
    
= 1(−1)  + 2(−1)  + (−1)(−1) 
Cij = (−1)i+j Mij 2 1 4 1 4 2
= [(0 × 1) − (1 × 2)] − 2[(3 × 1) − (1 × 4)] − [(3 × 2) − (0 × 4)]
Note that the minor and cofactor differ in at most sign.
= −2 + 2 − 6 = −6
Example 2.5.2. Determine the minors and cofactors of the elements a11 and
a31 of the following matrix A. J
  Theorem 2.5.1. The determinant of a square matrix is the sum of the prod-
1 0 3 ucts of the elements of any row or column and their cofactors.
A = 4 −1 2 ith row expansion: |A| = ai1 Ci1 + ai2 Ci2 + · · · + ain Cin
0 −2 1 j th column expansion: |A| = a1j C1j + a2j C2j + · · · + anj Cnj
Solution. Applying the above definitions we get the following. There is a useful rule that can be used to give the sign part, (−1)i+j , of the
Minor of a11 : cofactors in these expansions. The rule is summarized in the following array
 
+ − + − ...
 
 1 0 3   
  −1 2 − + − + . . .
M11 =  4 −1 2 =
 −2 = (−1 × 1) − (2 × (−2)) = 3 (2.5.0)
 0 −2 1 
+ − + − . . .

1 
..
 
.
Cofactor of a11 : C11 = (−1)1+1 M11 = (−1)2 3 = 3
J Example 2.5.4. Find the determinant of the following matrix using the sec-
ond row.  
Definition 2.5.3. The determinant of a square matrix is the sum of the 1 2 −1
products of the elements of the first row and their cofactors. A = 3 0 1
If A is 3 × 3, |A| = a11 C11 + a12 C12 + a13 C13 4 2 1
If A is 4 × 4, |A| = a11 C11 + a12 C12 + a13 C13 + a14 C14 Solution. Expanding the determinant in terms of the second row we get
..
.
If A is n × n, |A| = a11 C11 + a12 C12 + · · · + a1n C1n |A| = a21 C21 + a22 C22 + · · · + a23 C23
These equations are called cofactor expansions of |A|      
2 −1 1 −1 1 2
= −3   + 0
  − 1 
Example 2.5.3. Evaluate the determinant of the following matrix A. 2 1 4 1 4 2
  = −3[(2 × 1) − (−1 × 2)] + 0[(1 × 1) − (−1 × 4)] − 1[(1 × 2) − (2 × 4)]
1 2 −1
A = 3 0 1  = −12 + 0 + 6 = −6
4 2 1 J
Ambo University
DEPARTMENT OF MATHEMATICS 25
Exercise 2.5.2. Evaluate the determinant of the following 4 × 4 matrix. c. If a matrix B is obtained from A by adding a multiple of one row (column)
  to another row (column), then |B| = |A|
2 1 0 4
0 −1 0 2  Example 2.5.5. Evaluate the determinant
A= 7 −2 3 5 

 
0 1 0 −3 3
 4 −2
−1 −6 3 
 
Computing Determinants of 2 × 2 and 3 × 3 Matrices 2 9 −3

The determinants 2 × 2 and 3 × 3 matrices can be found quickly using Solution. We examine the rows and columns of the determinant to see if we
diagonals. For a 2 × 2 matrix the actual diagonals are used while in the can create zeros in a row or column using the above operations. Note that we
case of a 3 × 3 matrix the diagonals of an array consisting of the matrix can create zeros in the second column by adding twice the third column to it:
with the two first columns added to the right are used. A determinant    
is equal to the sum of the diagonal products that go from left to right 3
 4 −2  3 0 −2
 
minus the sum of the diagonal products that go from right to left, as follows. −1 −6 3  = −1 0 3 
  C2 +2C3  
−3A
 2 3×39 matrix  2 3 −3
+ + + −  − −
2×2 matrix A
+ − Expand this determinant a1 in
b1 terms
c1 aof1 theb1 second column to take advantage of
 
a1 b1 the zeros. a2 b2 c2  a2 b2
a2 b2 a3 b33 c3−2a3 = b(−3)(9
 
= (−3) −1 3 
3 − 2) = −21
2 × 2 matrix: |A| = a1 b2 − a2 b1
3 × 3 matrix: |A| = a1 b2 c3 + b1 c2 a3 + c1 a2 b3 − J
(diagonal products from left to right)
c1 b2 a3 − a1 c2 b3 − b1 a2 c3 Definition 2.5.4. A square matrix A is said to be singular if |A| = 0. A is
(diagonal products from right to left)
nonsingular if |A| =
6 0.
B
A
Theorem 2.5.4. Let A be a square+matrix.
+ +A−is − − if
singular
+ − 1 2 3 1 2
For example:  
2 3 a. all the elements of a row (column)
4 are
0 zero.
1 4 0
4 1 5 2 6 5 2
b. two rows (columns) are equal.
|A| = 2 − 12 = −10 |B| = 0 + 10 + 24 − 0 − 2 − 48
There are no such short cuts for computing determinants of larger matrices. c. two rows (columns) are proportional.
Theorem 2.5.3 (Properties of determinants). Let A be an n × n matrix and [Note that (b) is a special case of (c), but we list it to give it special emphasis.]
c be a non-zero scalar
Example 2.5.6. Show that the following matrices are singular.
a. If a matrix B is obtained from A by multiplying the elements of a row
(column) by c then |B| = c|A| 
2 0 −7
 
2 −1 3


b. If a matrix B is obtained from A by interchanging two rows (columns) then (a) A =  3 0 1  , (b) B = 1 2 4
|B| = −|A| −4 0 9 2 4 8
Ambo University
DEPARTMENT OF MATHEMATICS 26
Solution. (a) All the elements in column 2 of A are zero. Thus |A| = 0. Definition 2.5.5. Let A be an n × n matrix and Cij be the cofactor of aij .
The matrix whose (i, j)th element is Cij is called the matrix of cofactors of A.
(b) Observe that every element in row 3 of B is twice the corresponding
The transpose of this matrix is called the adjoint of A and is denoted adj(A).
element in row 2. We write
   
(row 3) = 2(row 2) C11 C12 . . . C1n C11 C21 . . . Cn1
 C21 C22 . . . C2n   C12 C22 . . . Cn2 
   
row 2 and row 3 are proportional. Thus |B| = 0.  .. .. ..   .. .. .. 
 . . .   . . . 
J
Cn1 Cn2 . . . Cnn C1n C2n . . . Cnn
Theorem 2.5.5. Let A and B be n × n matrices and c be a nonzero scalar. matrix of cofactors adjoint matrix

a. Determinant of a scalar multiple: |cA| = cn |A|

Determinants and Matrix Inverses
b. Determinant of a product: |AB| = |A||B|
Theorem 2.5.8. Let A be a square matrix with |A| =
6 o. A is invertible with
c. Determinant of a transpose: |At | = |A|
1
A−1 = adj(A)
d. Determinant of an inverse: |A−1 | = 1
|A| (Assuming A−1 exists.) |A|
Exercise 2.5.6. Prove that |A−1 At A| = |A| Theorem 2.5.9. A square matrix A is invertible if and only if |A| =
6 0.
Remark 2.5.1. The determinant of a triangular matrix is the product of its Example 2.5.8. Use the formula for the inverse of a matrix to compute the
diagonal elements. inverse of the matrix  
Example 2.5.7. Evaluate the determinant 2 0 3
  A = −1 4 −2
2 4 1  1 −3 5

−2 −5 4 
Solution. |A| = 25. Thus the inverse of A exists.
 
4 9 10
 
Solution. We create zeros below the main diagonal, column by column. 14 −9 −12

2
     adj(A) =  3 7 1 
4 1  2 4 1 2 4 1 

−2 −5
  
0 −1 5 = 0 −1 5  = 2×(−1)×13 = −26 −1 6 8
 4  =   R +R  
4 9 10  R 2 + R 1 0 1 8 3 2 0 0 13
 14 −9 −12 
R3 − 2R1 1 25 25 25
A−1 = adj(A) =  253 7
25
1 
25
25 −1 6 8
J 25 25 25
J
Exercise 2.5.7. Evaluate the following 4 × 4 determinant using elimination
method  
2 1 3 1 

−2 3 −1 2  2.6 Solving system of linear equations
 
2 1 2 3 
 One of the application of determinant is to find the solution to the linear
−4 −2 0 −1
systems Ax = b when A is an invertible square matrix.
Ambo University
DEPARTMENT OF MATHEMATICS 27
2.6.1 Cramer’s rule Theorem 2.6.1 (CRAMER’S RULE ). Let A be an invertible n × n matrix.
Then the components of the unique solution x to Ax = b are given by
Before stating the theorem, we need to introduce some notation. If A =
[a1 a2 · · · an ] is an n × n matrix and b is in Rn , then let Ai denote the matrix det(Ai )
A after replacing ai with b. That is, xi = for i = 1, 2, . . . , n
det(A)

[Ai = a1 · · · ai−1 b ai+1 · · · an ]

Example 2.6.1. Use Cramer’s Rule to find the solution to the system

3x1 + x2 = 5
−x1 + 2x2 + x3 = −2
−x2 + 2x3 = −1

Solution. The system is equivalent to Ax = b, where

   
3 1 0 5
A = −1 2 1 and b = −2
0 −1 2 −1

We have
     
5 1 0 3 5 0 3 1 5
A1 = −2 2 1 , A2 = −1 −2 1 , A3 = A = −1 2 −2
−1 −1 2 0 −1 2 0 −1 −1

Computing determinants gives us det(A) = 17, det(A1 ) = 28, det(A2 ) =

1 and det(A3 ) = −8. Therefore, by CramerâĂŹs Rule, the solution to Ax = b
is
det(A1 ) 28 det(A2 ) 1 det(A3 ) −8
x1 = = , x2 = = , x3 = =
det(A) 17 det(A) 17 det(A) 17
J

2.6.2 Gaussian method

When row reduction is applied to the augmented matrix of a system of lin-
ear equations, we create an equivalent system that can be solved by back
substitution. The entire process is known as Gaussian elimination.
Ambo University
DEPARTMENT OF MATHEMATICS 28
Gaussian Elimination The augmented matrix is now in row echelon form, and we move to step 3.
The corresponding system is
1. Write the augmented matrix of the system of linear equations.
x1 − x2 − 2x3 = −5
2. Use elementary row operations to reduce the augmented matrix to row
x2 + x3 = 3
echelon form.
x3 = 2
3. Using back substitution, solve the equivalent system that corresponds to
the row-reduced matrix. and back substitution gives x3 = 2, then x2 = 3 − x3 = 3 − 2 = 1, and finally
x1 = −5 + x2 + 2x3 = −5 + 1 + 4 = 0. We write the solution in vector form as
Example 2.6.2. Solve the system
 
0
1
2x2 + 3x3 = 8 2
2x1 + 3x2 + x3 = 5
J
x1 − x2 − 2x3 = −5

Solution. The augmented matrix is Gauss-Jordan Elimination

  1. Write the augmented matrix of the system of linear equations.
0 2 3 8
2 3 1 5 2. Use elementary row operations to reduce the augmented matrix to re-
1 −1 −2 −5 duced row echelon form.

reduce the matrix to row echelon form 3. If the resulting system is consistent, solve for the leading variables in
    terms of any remaining free variables
0 2 3 8 1 −1 −2 −5
R1 ↔R3 Example 2.6.3. Solve the system in Example 2.6.2 by Gauss-Jordan elimi-
2 3 1 5  −→ 2 3 1 5
1 −1 −2 −5 0 2 3 8 nation.
Solution. The reduction proceeds as it did in Example 2.6.2 until we reach
We now create a second zero in the first column, using the leading 1 :
the echelon form:  
    1 −1 −2 −5
1 −1 −2 −5 1 R 1 −1 −2 −5 0 1 1 3
R2 −2R1 5 2
−→ 0 5 5 15  −→ 0 1 1 3 0 0 1 2
0 2 3 8 0 2 3 8
J
We now need another zero at the bottom of column 2:
  2.6.3 Inverse matrix method
1 −1 −2 −5
R3 −2R2
−→ 0 1 1 3 We now see that matrix inverse enables us to conveniently express the solutions
0 0 1 2 to certain systems of linear equations.
Ambo University
DEPARTMENT OF MATHEMATICS 29
Theorem 2.6.2. Let AX = Y be a system of n linear equations in n variables. When λ and u are related as in equation 2.7.1, we say that λ is the
If A−1 exists, the solution is unique and is given by X = A−1 Y eigenvalue associated with u and that u is an eigenvector associated with λ.
Example 2.6.4. Solve the following system of equations using the inverse of
the matrix of coefficients. The next theorem shows how to use determinants to find eigenvalues.

x1 − x2 − 2x3 = 1 Theorem 2.7.1. Let A be an n × n matrix. Then λ is an eigenvalue of A

if and only if det(A − λIn ) = 0.
2x1 − 3x2 − 5x3 = 3
−x1 + 3x2 + 5x3 = −2 Theorem 2.7.2. Let A be a square matrix, and suppose that u is an eigen-
vector of A associated with eigenvalue λ. Then for any scalar c 6= 0, cu is
Solution. This system can be written in the following matrix form, also an eigenvector of A associated with λ.
    
1 −1 −2 x1 1  
 2 −3 −5 x2  =  3  3 3
Example 2.7.1. Find the eigenvalues for A = .
6 −4
−1 3 5 x3 −2
If the matrix of coefficients is invertible, the unique solution is Solution. Our aim is to determine the values of λ that satisfy det(A−λIn ) =
   −1   0. We have
x1 1 −1 −2 1      
x2  =  2 −3 −5  3  3 3 λ 0 3−λ 3
A − λIn = − = .
x3 −1 3 5 −2 6 −4 0 λ 6 −4 − λ

This inverse has already been found in Example 2.4.3 Using that result we get Next, we compute the determinant,
   −1  
x1 0 1 1 1 det(A − λIn ) = (3 − λ)(−4 − λ) − 18 = λ2 + λ − 30
x2  =  5 −3 −1 −2
x3 −3 2 1 1 Setting det(A − λI) = 0, we have
The unique solution is x1 = 1, x2 = −1, x3 = 1 J λ2 + λ − 30 = 0 ⇒ (λ − 5)(λ + 6) = 0 ⇒ λ = 5 or λ = −6

Thus the eigenvalues for A are λ = 5 and λ = −6. J

2.7 Eigenvalues and Eigenvectors
Exercise 2.7.3. Find the eigenvalues and eigenvectors of the following ma-
The focus of this section is eigenvalues and eigenvectors, which are charac- trices. 
teristics of matrices and linear transformations. Eigenvalues and eigenvectors
  
4 4 −2   −1 3 −4
arise in a wide range of fields, including finance, quantum mechanics, image 3 −4
(A) L = 1 4 −1 (B) G = (C) L = −2 3 −4
processing, and mechanical engineering. 1 3
3 6 −1 1 1 3
Definition 2.7.1. Let A be an n × n matrix. Then a nonzero vector u is an .
eigenvector of A if there exists a scalar λ such that
Au = λu (2.7.0)
The scalar λ is called an eigenvalue of A.
Ambo University
DEPARTMENT OF MATHEMATICS 30
Chapter 3

Limit and continuity

3.1 Definition of limit change f slightly by giving it the value 2 when x = 1 and calling the resulting
function g: (
Definition 3.1.1 (Informal definition of limit). Suppose f (x) is defined when x−1
2 if x 6= 1
x is near the number a . (these means that f is defined on some open interval g(x) = x −1
2 if x = 1
that contains a, except possibly at a itself.)
Then we write This new function g still has the same limit as x approaches 1.
lim f (x) = L
x→a lim g(x) = 0.5
x→1
and say “the limit of f (x), as x approaches a, equals L" If we can make the
values of f (x) arbitrarily close to L (as close to L as we like) by taking x to
be sufficiently close to a (on either side of a) but not equal to a.
J
x−1
Example 3.1.1. Guess the value of lim .
2
x→1 x −1 Example 3.1.2. Investigate lim sin( πx )
x→0
x−1
Solution. Note that the function f (x) = x2 −1 is not defined at x = 1. x2 −1
Exercise 3.1.1. Describe the behavior of the the function f (x) = near
Consider the following table: x−1
x = 1 and find the limit of f (x) at x = 1.
x<1 f (x) x>1 f (x)
0.5 0.66667 1.5000 0.400000
0.9 0.526316 1.1000 0.476190
0.99 0.502513 1.0010 0.499700
0.999 0.500250 1.0001 0.499975
x−1
Thus, lim 2 = 0.5.
x→1 x −1
Example 3.1.1 is illustrated by the graph of f in Figure below. Now let’s

31
 6.

5.

4.

3.

2.

1.
B

−4. −3. −2. −1. 0 1. 2. 3.

→1←
−1.

−2.

Definition 3.1.2 (The formal definition of a limit). Let f be a function Solution. Let  be a given positive number. We want to find a number δ
defined on some open interval that contains the number a, except possibly at such that ,if
a itself .Then we say that the limit of f (x) as x approaches a is L and we 0 < |x − 3| < δ
write
then
lim f (x) = L
x→a |4x − 5 − 7| < .
But |(4x − 5) − 7| = |4x − 12| = 4|x − 3|.Therefore we want δ such that if
if for every number  > 0 there is a number δ > 0 such that ,if 0 < |x − 3| < δ then 4|x − 3| < .
that is ; if 0 < |x − 3| < δ then |x − 3| < 4 .
0 < |x − a| < δ
This suggests that we should choose δ = 4
Now showing that this δ works , given  > 0 choose δ = 4
then
if
|f (x) − L| < . 0 < |x − 3| < δ
then
Example 3.1.3. Show that lim (4x − 5) = 7. 
x→3 |(4x − 5) − 7| = |4x − 12| = 4|x − 3| < 4δ = 4( ) = .
4
Ambo University
DEPARTMENT OF MATHEMATICS 32
Thus if Theorem 3.2.2. 6. Power law: lim [f (x)]n = [ lim f (x)]n where n is a pos-
x→a x→a
0 < |x − 3| < δ itive integer.
then
7. lim c = c
|(4x − 5) − 7| < . x→a

Therefore by a definition of a limit 8. lim x = a

x→a
lim (4x − 5) = 7. 9. lim xn = an where n is a positive integer
x→3 x→a
J √ √
10. lim n
x= n
a where n is a positive integer (If n is even, we assume that
2 x→a
−2x−8
Example 3.1.4. Use Formal Definition of limit to prove that lim x x−4 = a > 0).
x→4
6. p q
n
11. Root Law: lim f (x) = n lim f (x) where n is a positive integer (If n
x→a x→a
is even, we assume that lim f (x) > 0).
3.2 Basic limit theorems x→a

x3 +3x+1
Theorem 3.2.1 (limit laws). Suppose that c is a constant and the limits Example 3.2.2. Evaluate lim 2
√
x→−2 x −3 5x

lim f (x) and lim g(x) Theorem 3.2.3 (Limits of Polynomials and Rational Functions). 1. If
x→a x→a
P (x) is a polynomial and a is any number, then
exists. Then
1. Limit of a sum: lim [f (x) + g(x)] = lim f (x) + lim g(x) lim P (x) = P (a).
x→a
x→a x→a x→a

2. Limit of a difference: lim [f (x) − g(x)] = lim f (x) − lim g(x) 2. If P (x) and Q(x) are polynomials and Q(a) 6= 0, then
x→a x→a x→a

3. Limit of a multiple: lim cf (x) = c lim f (x) P (x) P (a)

x→a x→a lim = .
x→a Q(x) Q(a)
4. Limit of a product: lim f (x)g(x) = lim f (x) lim g(x)
x→a x→a x→a
Example 3.2.3. Evaluate
lim f (x)
5. Limit of a quotient: lim f (x) = x→a
if lim g(x) 6= 0 lim (4x3 − 6x2 − 9x)
x→a g(x) lim g(x) x→a
x→a x→−1
Example 3.2.1. Evaluate the following limits
Remark 3.2.1. If f (x) = g(x) when x 6= a, then lim f (x) = lim g(x) provided
a. lim (x2 + cos x) x→a x→a
x→0 √ the limits exist.
b. lim 21 x
x→9 x−1
Example 3.2.4. Find lim 2
c. lim x cos x x→1 x −1
x→0
x cos x
d. lim 2 x3 +2x2 −x−2
x→0 x +cos x Example 3.2.5. Find lim x2 −4
x→−2

Ambo University
DEPARTMENT OF MATHEMATICS 33
Theorem 3.2.4. If f (x) ≤ g(x) when x is near a (except possibly at a) and Theorem 3.2.5 (The Squeeze theorem). Assume f (x) ≤ g(x) ≤ h(x) for
the limits of f and g both exist as x approaches a, then all x in some open interval about a, except possibly a itself. If lim f (x) =
x→a
lim h(x) = L, then lim g(x) exists and lim g(x) = L.
lim f (x) ≤ lim g(x) x→a x→a x→a
x→a x→a
√ Example 3.2.7. Show that
Example 3.2.6. Find the lim 1 − x2 a. lim sin x
x→0
x→0 x = 1.
cos x−1
b. lim x = 0.
x→0

Exercise 3.2.6. Evaluate the following

x2 +x−2
a lim x 2 +5x+6
x→−2
1 1
x−a
b lim
x→a x−a
√
c lim x2x−2
−16
x→4

3.3 One sided limits

Definition 3.3.1 ( Left-hand-limit). We write

lim f (x) = L
x→a−

and say the left-hand limit of f (x) as x approaches a [or the limit of
f (x) as x approaches a from the left] is equal to L if we can make the
values of f (x) arbitrarily close to L by taking x to be sufficiently close to a
and x less than a. In this case we consider only for x < a.
Definition 3.3.2 (Right-hand-limit). If the values of f (x) can be made as
close as we like to L by making x sufficiently close to a (but greater than
a).Then we write
lim+ f (x) = L
x→a

which is read as “the limit of f (x) as x approaches a from the right is L" .

lim f (x) = L iff lim f (x) = L = lim+ f (x).

x→a x→a− x→a

Example 3.3.1. Show that lim |x| = 0

x→0
Ambo University
DEPARTMENT OF MATHEMATICS 34
 |x|
Example 3.3.2. Let f (x) = x . Find
a. lim f (x) 4.
x→0−
1
b. lim+ f (x) y= x2
x→0
c. lim f (x) 3.
x→0

if it exists.
2.

3.4 Infinite limits,limit at infinity and asymp- 1.

totes
−3. −2. −1. 0 1. 2. 3.
3.4.1 Limits at infinity (negative infinity)
Definition 3.4.1. If the function f is defined on an interval (a, ∞) and if we −1.
can ensure that f (x) is as close as we want to the number L by taking x large
enough, then we say that f (x) approaches the limit L as x approaches infinity
,and we write 1
lim f (x) = L Figure 3.1: Graph of y = x2
x→∞

If f is defined on an interval (−∞, b) and if we can ensure that f (x) is close as

we want to the number M by taking x negative and large enough in absolute Solution. As x approaches 0 from the right ,the values of f (x) become larger
value ,then we say that f (x) approaches the limit M as x approaches negative and larger positive number, and we say that f has right -hand limit infinity at
infinity ,and we write x = 0.
lim f (x) = M. ⇒ lim+ f (x) = ∞
x→−∞ x→0

Example 3.4.1. Evaluate lim f (x) and lim f (x) for f (x) = √ x Similarly , the values of f (x) become larger and larger negative numbers as x
x→∞ x→−∞ x2 +1
approaches 0 from the left, so f has left hand limit ∞ at x = 0.

3.4.2 Infinite limits lim f (x) = −∞

x→0−
Example 3.4.2 (A two sided infinite limit). Describe the behaviour of the
function f (x) = x12 near x = 0. These statements do not say that the one-sided limits exists ;they do not exists
because ∞ and −∞ are not numbers. J
Solution. As x approaches 0 from either side, the values of f (x) are positive
and grow larger and larger.Thus lim f (x) = lim x12 = ∞ J
x→0 x→0 Example 3.4.4. polynomial behaviour at infinity
a. lim (3x3 − x2 + 2) = ∞
Example 3.4.3 (One sided infinite limits). Describe the behaviour of the x→0

function f (x) = x1 near x = 0. b. lim (3x3 − x2 + 2) = −∞

x→−∞

Ambo University
DEPARTMENT OF MATHEMATICS 35
 f. lim+ f (x) = −∞
x→a
4.
1
For instance in examples 3.4.2 and 3.4.3 above the y-axis is a vertical asymp-
y= x tote and the x-axis is a horizontal asymptote.
3.
Exercise 3.4.1. a. Determine the infinite limit
lim + x+2
x+3 and lim − x+2
x+3 .
2. x→−3 x→−3

x2 +1
b. Find the vertical asymptotes of the function y = 3x−2x2 .
1.
|x| |x|
c. Evaluate lim x and lim+ x .
x→0− x→0
−3. −2. −1. 0 1. 2. 3.
3.4.4 Continuity
−1.
One sided continuity

Continuity from the left and right

1
Figure 3.2: Graph of y = x Definition 3.4.3. A function f is continuous from the left at a point c if

lim f (x) = f (c)

The highest degree term of a polynomial dominates the other terms as |x| x→c−

grows large , so the limit of this term at ∞ and −∞ determine the limits of
and is continuous from the right at a point c if
the whole polynomial. Thus

1 2 1 2 lim f (x) = f (c)

x→c+
3x3 − x2 + 2 = 3x3 (1 − + 3 ) ⇒ lim (3x3 − x2 + 2) = ( lim 3x3 )( lim (1 − + 3 )) = ∞
3x 3x x→∞ x→∞ x→∞ 3x 3x
Definition 3.4.4. A function f is said to be continuous at a point c if the
following conditions are satisfied
3.4.3 Asymptotes
1. f (c) is defined
Definition 3.4.2. The line x = a is called a vertical asymptote of the curve
y = f (x) if at least one of the following statements is true. 2. lim f (x) exists
x→c
a. lim f (x) = ∞
x→a
3. lim f (x) = f (c)
b. lim f (x) = ∞ x→c
x→a−
c. lim+ f (x) = ∞ Example 3.4.5. Determine whether the following functions are continuous
x→a
d. lim f (x) = −∞ at the point x = 2.
x→a
e. lim− f (x) = −∞ a. f (x) = x2 −4
x→a x−2
Ambo University
DEPARTMENT OF MATHEMATICS 36
 (
x2 −4 Theorem 3.4.5. If f is continuous at b and lim g(x) = b, then lim f (g(x)) =
x−2 if x 6= 2
b. g(x) = x→a x→a
3 if x = 2 f (b). In other words
lim f (g(x)) = f ( lim g(x))
( x→a x→a
x2 −4
x−2 if x 6= 2
c. h(x) = Example 3.4.8. If g(x) = 5 − x2 and f (x) = |x| then show that f (g(x)) is
4 if x = 2
continuous at x = 3.
Theorem 3.4.2. Polynomials are continuous every where.
Theorem 3.4.6. If g is continuous at a and f is continuous at g(a), then the
Example 3.4.6. Show that |x| is continuous every where , composite function f ◦ g given by (f ◦ g)(x) = f (g(x)) is continuous at a.

x
 if x > 0 Continuity on a closed interval
|x| = 0 if x = 0 Definition 3.4.5. A function f is said to be continuous on a closed interval

−x if x < 0 [a, b] if the following conditions are satisfied.


So |x| is continuous every where because lim |x| = |c|. 1. f is continuous on (a, b).
x→c
2. f is continuous from the right at a.
Theorem 3.4.3. If the functions f and g are continuous at c, then
3. f is continuous from the left at b.
• f + g is continuous at c
But f is continuous on (a, b) if f is continuous at every element in (a, b).
• f − g is continuous at c
Example
√ 3.4.9. What can you say about the continuity of the function f (x) =
• f × g is continuous at c 9 − x2 ?
√ √
• f ÷g is continuous at c if g(c) 6= 0 and has a discontinuity at c if g(c) = 0 1. If c ∈ (−3, 3), then lim f (x) = lim 9 − x2 = 9 − c2 = f (c) which
x→c x→c
shows f is continuous at each point in (−3, 3).
lim f (x) = f (c)
since f and g are continuous at c, lim f (x) = f (c) and √
x→c g(x) g(c) x→c q
lim g(x) = g(c). Thus 2. lim + f (x) = lim + 9 − x2 = lim + (9 − x2 ) = 0 = f (−3)
x→c x→−3 x→−3 x→−3
√ q
lim f (x) 3. lim− f (x) = lim− 9 − x2 = lim (9 − x2 ) = 0 = f (3). Thus f is
f (x) f (c) x→3 x→3 x→3−
lim = x→c = continuous on the closed interval [−3, 3].
x→c g(x) lim g(x) g(c)
x→c

Theorem 3.4.4. A rational function is continuous every where except at the 3.5 Intermediate value theorem
points where the denominator is zero.
Theorem 3.5.1 (Intermediate value theorem). If f is continuous on a closed
Example 3.4.7. For what values of x is there a hole or a gap in the graph of
2
−9
interval [a, b] and k is any number between f (a) and f (b) inclusive then there
y = x2x−5x+6 . is at least one number x in the interval [a, b] such that f (x) = N .
Ambo University
DEPARTMENT OF MATHEMATICS 37
Theorem 3.5.2. If f is continuous on [a, b] and if f (a) and f (b) are non-
zero and have positive signs, then there is at least one solution of the equation
f (x) = 0 in the interval (a, b).

Ambo University
DEPARTMENT OF MATHEMATICS 38
Chapter 4

Derivatives and application of derivatives

4.1 Definition of derivatives; basic rules 1. Geometric Interpretation of the Derivative: The derivative f 0 of a
function f is a measure of the slope of the tangent line to the graph of f
Many real-world phenomena involve changing quantities - the speed of a at any point P (x, f (x)), provided that the derivative exists.
rocket, the inflation of currency, the number of bacteria in a culture, the
shock intensity of an earthquake, the voltage of an electrical signal, and so
forth. In this chapter we will develop the concept of a “derivative", which is
the mathematical tool for studying the rate at which one quantity changes
relative to another. The study of rates of change is closely related to the
geometric concept of a tangent line to a curve, so we will also be discussing
the general definition of a tangent line and methods for finding its slope and
equation.

Definition 4.1.1. The derivative of a function f at a number a , denoted by

f 0 (a), is
f (a + h) − f (a)
f 0 (a) = lim
h→0 h
if this limit exists.

If we write x = a + h , then we have h = x − a and h approaches 0 if and Example 4.1.1. Find an equation of the tangent line to the parabola
only if x approaches a. Therefore an equivalent way of stating the definition y = x2 at the P (1, 1).
of the derivative, as we saw in finding tangent lines, is
2. Physical Interpretation of the Derivative: The derivative f 0 of a
f (x) − f (a) function f measures the instantaneous rate of change of f at x .
f 0 (a) = lim .
x→a x−a
Example 4.1.2. Find the derivative of the function f (x) = x at the number a.
Two interpretations of the derivative are as follows.

39
Exercise 4.1.1. Find the derivative of the the following functions with respect Theorem 4.1.8 (The Product Rule). If f and g are differentiable functions,
to x using Definition 4.1.1. then
d
√ [f (x)g(x)] = f 0 (x)g(x) + g 0 (x)f (x).
1 1−x dx
A. f (x) = x B. g(x) = C. h(x) = x3 − x D. h(x) =
x+1 2+x Example 4.1.4. a) Find dy/dx if y = (4x2 − 1)(7x3 + x).
Theorem 4.1.2 (Derivative of a Constant Function). If c is a constant, then √
b) Find ds/dt if s = (1 + t) t .
d √ √
(c) = 0. c) Find dy/dx if y = (2 x + x3 )(2 x − x2 )
dx
d) Let y = uv be the product of the functions u and v. Find y 0 (2) if u(2) = 2,
0 d
Example 4.1.3. a) If f (x) = 6, then f (x) = dx (6) = 0. u0 (2) = −5, v(2) = 1 and v 0 (2) = 3.

b) If f (x) = π 2 , then f 0 (x) = d 2

dx (π ) = 0. Theorem 4.1.9 (The Quotient Rule). If f and g are differentiable functions
and g(x) 6= 0 , then
Theorem 4.1.3 (The Power Rule). If r is any real number and f (x) = xr ,
g(x)f 0 (x) − f (x)g 0 (x)
 
then d f (x)
d r = .
f 0 (x) = (x ) = rxr−1 . dx g(x) [g(x)]2
dx
1
Example 4.1.5. a) Find dy/dx if y = x2 +1 .
Exercise 4.1.4. Find the derivative of the following functions with respect to
x using power rule. √
t
b) Find ds/dt if s = 1−5t .
√ 1
A. f (x) = x100 B. g(x) = 3
x C. h(x) = 2 D. l(x) = xπ c) Find df /dθ if f (θ) = a+bθ
x m+nθ

Theorem 4.1.5 (The Constant Multiple Rule). If f is a differentiable func- d) Find equations of any lines that pass through the point (−1, 0) and any
tion and c is a constant, then tangent to the curve y = x−1
x+1 .

Theorem 4.1.10 (Chain Rule). If g is differentiable at x and f is differ-

d
[cf (x)] = cf 0 (x). entiable at g(x), then the composite function F (x) = f ◦ g(x) defined by
dx
F (x) = f (g(x)) is differentiable at x and F 0 is given by the product
Exercise 4.1.6. Find the derivative of the following functions with respect to
x using power rule. F 0 (x) = f 0 (g(x)) · g 0 (x)

5 π 1 In Leibniz notation, if y = f (u) and u = g(x) are both differentiable func-

A. f (x) = B. g(x) = C. tions,then
3x5 x x2
dy dy du
= .
Theorem 4.1.7 ( The Sum and Difference Rule). If f and g are differentiable dx du dx
functions, then Example 4.1.6. a) Differentiate y = cos 4x
d
[f (x) ± g(x)] = f 0 (x) ± g 0 (x) √
dx b) Find F 0 (x) if F (x) = x2 + 3
Ambo University
DEPARTMENT OF MATHEMATICS 40
 The Power Rule Combined with the Chain Rule: If n is any real number 4.2.1 Inverse trigonometric functions
and u = g(x) is differentiable, then
Definition 4.2.3 (Inverse Trigonometric Functions).
d n du Domain
u = nun−1
dx dx
y = sin−1 x if and only if x = sin y [−1, 1]
Alternatively,
y = cos−1 x if and only if x = cos y [−1, 1]
d
[g(x)]n = n[g(x)]n−1 · g 0 (x) y = tan−1 x if and only if x = tan y (−∞, ∞)
dx

Example 4.1.7. Differentiate y = csc−1 x if and only if x = csc y (−∞, −1] ∪ [1, ∞)
y = sec−1 x if and only if x = sec y (−∞, −1] ∪ [1, ∞)
3 100 1 sin x
A. y = (x −1) B. g(x) = sin(cos(tan x)) C. h(x) = √ D. l(x) = e
3
x2 + x + 1 y = cot−1 x if and only if x = cot y (−∞, ∞)
Theorem 4.2.1 (Derivatives of inverse trigonometric functions ). Let u be a
differentiable function of x.
4.2 Derivatives of inverse functions d
• dx u0
(sin−1 u) = √1−u 2

Definition 4.2.1. A function f is called a one-to-one function if it never 0

• d −1
u) = √−u
takes on the same value twice; that is, dx (cos 1−u2

d −1 u0
• dx (tan u) = 1+u 2
f (x1 ) 6= f (x2 ) whenever x1 6= x2 . d −1 u0
• dx (cot u) = 1+u2
HORIZONTAL LINE TEST: A function f is one-to-one if and only if d −1 √u
0
• dx (sec u) = |u| u2 −1
no horizontal line intersects its graph more than once.
d −1 −u0
• dx (csc u) = √
Definition 4.2.2. Let f be a one-to-one function with domain A and range |u| u2 −1
B. Then its inverse function f −1 (x) has domain B and range A and is
defined by 4.2.2 Hyperbolic and inverse hyperbolic functions
−1
f (y) = x ⇔ f (x) = y Definition 4.2.4 (DEFINITION OF THE HYPERBOLIC FUNCTIONS).
for any y in B. ex − e−x 1
sinh x = csc x =
2 sinh x
domain of f −1 = range f ex + e−x 1
image of f = domain of f −1 cosh x = sec x =
2 cosh x
√ sinh x cosh x
Example 4.2.1. Find the inverse of f (x) = 3x − 2. tanh x = coth x =
cosh x sinh x
Ambo University
DEPARTMENT OF MATHEMATICS 41
 Hyperbolic Identities Derivatives of Inverse Hyperbolic Functions
d
• dx (sinh−1 x) = √1+x
1
2
sinh(−x) = − sinh(x), cosh x = cosh x
d −1 √ 1
cosh2 x − sinh2 x = 1, 1 − tanh2 x = sech2 x • dx (cosh x) = x2 −1
sinh(x + y) = sinh x cosh y + cosh x sinh y d −1 1
• dx (tanh x) = 1−x 2
cosh(x + y) = cosh x cosh y + sinh x sinh y d −1 1
• dx (coth x) = 1−x 2

Derivatives of Hyperbolic Functions

d −1 1
d
• dx (sinh x) = cosh x • dx (sech x) = − x√1−x 2

d −1
• d
dx (cosh x) = sinh x • dx (csch x) = − |x|√1x2 +1
d 2 d −1 √ 1
• dx (tanh x) = sech x Example 4.2.3. Show that dx (sinh x) = .
1+x2
d
• dx (cschx) = cschx coth x

• d
dx (sechx) = −sechx tanh x 4.3 Higher order derivatives
d
• dx (cothx) = −csch2 x The derivative f 0 of a function f is itself a function. As such, we may consider
Inverse Hyperbolic Functions differentiating the function f 0 . The derivative of f 0 , if it exists, is denoted
by f 00 and is called the second derivative of f . Continuing in this fashion, we
y = sinh−1 x ⇔ sinh y = x are led to the third, fourth, fifth, and higher-order derivatives of f , whenever
y = cosh−1 x ⇔ cosh y = x and y ≥ 0 they exist. Notations for the first, second, third, and in general, the n−th
y = tanh−1 x ⇔ tanh y = x derivative of f are
f 0 , f 00 , f 000 , . . . , f (n)
Since the hyperbolic functions are defined in terms of exponential functions, or
itâĂŹs not surprising to learn that the inverse hyperbolic functions can be d d2 f d3 f dn f
expressed in terms of logarithms. [f (x)], 2 , 3 , . . . , n
√ dx dx dx dx
• sinh−1 x = ln(x + x2 + 1) x ∈ R or
√ Dx f, Dx2 f, Dx3 f, . . . , Dxn f
• cosh−1 x = ln(x + x2 − 1) x ∈ [1, ∞)
Example 4.3.1. Find the derivatives of all orders of f (x) = x4 − 3x3 + x2 −
• tanh−1 x = 12 ln 1−x
1+x
x ∈ (−1, 1) 2x + 8.
−1 1 x+1
• coth x = 2 ln x−1 x ∈ (−∞, −1) ∪ (1, ∞)
Example 4.3.2. Find the third derivative of y = x1 .
√
1−x2
• sech−1 x = ln 1+ x x ∈ (0, 1]
 √
1+x2
 4.4 Implicit differentiation
• csch−1 x = ln x1 + |x| x ∈ (−∞, 0) ∪ (0, ∞)
dy
√ Suppose y = f (x) is differentiable function of x, we have seen that dx = f 0 (x).
−1
Example 4.2.2. Show that sinh x = ln(x + x2 + 1). It was a case when y is written explicitly in terms of x. On the other hand,
Ambo University
DEPARTMENT OF MATHEMATICS 42
assume y is a diffentiable function of x expressed by equation F (x, y) = 0, Theorem 4.5.1 (Fermat’s Theorem). If f has a relative extremum at c, then
where y is not expressed explicitly. For instance, x3 + y 3 = 2xy. The process either f 0 (c) = 0 or f 0 (c) does not exist.
of differentiating such functions without the need of first writing y in terms
of x, is called Implicit differentiation. Definition 4.5.3 (Critical Number of f ). A critical number of a function f
is any number c in the domain of f at which f 0 (c) = 0 or f 0 (c) does not exist.
Guidelines for implicit Differentiation Finding the Extreme Values of a Continuous Function on a Closed Interval
1. Differentiate both sides of the equation with respect to x. Theorem 4.5.2 (The Extreme Value Theorem). If f is continuous on a
dy
2. Collect all terms involving dx on the left side of the equation and move closed interval [a, b], then attains an absolute maximum value f (c) for some
all other terms to the right side of the equation. number c in [a, b] and an absolute minimum value f (d) for some number d in
[a, b].
dy
3. Factor dx out of the left side of the equation.
Guidelines for Finding the Extrema of a Continuous Function f on [a, b]
dy
4. Solve for dx .
1. Find the critical numbers of f that lie in (a, b).
dy
Example 4.4.1. Use implicit differentiation to find dx if 5y 2 + sin y = x2 .
2. Compute the value of f at each of these critical numbers, and also com-
dy
Exercise 4.4.1. (a) Use implicit differcntiation to find dx for the Folium of pute f (a) and f (b).
Descartes , x3 + y 3 = 3xy.
3. The absolute maximum value of f and the absolute minimum value of f
(b) Find an equation for the tangent line to the Folium of Descartes at the are precisely the largest and the smallest numbers found in Step 2.
point ( 32 , 32 ).
Example 4.5.1. Find the extreme values of the function f (x) = 3x4 −4x3 −8
(c) At what points is the tangent line to the Folium of Descartes horizontal? on [−1, 2].
Example 4.5.2. Find the extreme values of the function f (x) = 2 cos x − x
4.5 Application of derivatives on [0, 2π]

4.5.1 Extrema of a function 4.5.2 Mean value theorem

Definition 4.5.1 (Extrema of a Function). A function f has an absolute
maximum at c if for all x in the domain D of f . The number f (c) is called
the maximum value of f on D. Similarly, f has an absolute minimum at c
if for all x in D. The number f (c) is called the minimum value of f on D.
The absolute maximum and absolute minimum values of f on D are called
the extreme values, or extrema, of f on D.
Theorem 4.5.3 (ROLLE’S THEOREM). Let f be a function that satisfies
the following three hypotheses:
1. f is continuous on the closed interval [a, b].
2. f is differentiable on the open interval (a, b).

Definition 4.5.2 (Relative Extrema of a Function). A function f has a rel- 3. f (a) = f (b).
ative (or local) maximum at c if f (c) ≥ f (x) for all values of x in some open 4. Then there is a number c in (a, b) such that f 0 (c) = 0.
interval containing c . Similarly, f has a relative (or local) minimum at c if
f (c) ≤ f (x) for all values of x in some open interval containing c. Example 4.5.3. Let f (x) = x3 − x for x in [−1, 1].
Ambo University
DEPARTMENT OF MATHEMATICS 43
 • Show that f satisfies the hypotheses of Rolle’s Theorem on [−1, 1].
• Find the number(s) c in (−1, 1) such that f 0 (c) = 0 as guaranteed by
Rolle’s Theorem.
Theorem 4.5.4 ( THE MEAN VALUE THEOREM). Let f be a function
that satisfies the following hypotheses:
a. If f 0 (x) > 0 for all x in (a, b) , then f is increasing on (a, b).
b. If f 0 (x) < 0 for all x in (a, b) , then f is decreasing on (a, b).
c. If f 0 (x) = 0 for all x in (a, b), then f is constant on (a, b).
Determining the Intervals Where a Function Is Increasing or Decreasing

1. f is continuous on the closed interval [a, b]. 1. Find all the values of x for which f 0 (x) = 0 or f 0 (x) does not exist. Use
these values of x to partition the domain of f into open intervals.
2. f is differentiable on the open interval (a, b)
2. Select a test number c in each interval I found in Step 1, and determine
Then there is a number c in (a, b) such that the sign of f 0 (c) in that interval.
f (b) − f (a) a. If f 0 (c) > 0 then f is increasing on that interval.
f 0 (c) =
b−a b. If f 0 (c) < 0 then f is decreasing on that interval.
or, equivalently, c. If f 0 (c) = 0, then f is constant on that interval.
f (b) − f (a) = f 0 (c)[b − a]
Example 4.6.1. Determine the intervals where the function f (x) = x3 −
Example 4.5.4. Let f (x) = x3 . 3x2 + 2 is increasing and where it is decreasing.

a. Show that f satisfies the hypotheses of the Mean Value Theorem on We will now see how the derivative of a function can be used to help us find
[1, −1]. the relative extrema of f .

b. Find the number(s) c in (−1, 1) that satisfy Equation (1) as guaranteed Theorem 4.6.2 (The First Derivative Test). Let c be a critical number of a
by the Mean Value Theorem. continuous function f in the interval (a, b) and suppose that f is differentiable
at every number c in (a, b) with the possible exception of c itself.

4.6 First and second derivative tests a. If f 0 (x) > 0 on (a, c) and f 0 (x) < 0 on (c, b), then f has a relative
maximum at c.
Definition 4.6.1 (Increasing and Decreasing Functions). A function f is
increasing on an interval I, if for every pair of numbers x1 and in x2 , b. If f 0 (x) < 0 on (a, c) and f 0 (x) > 0 on (c, b), then has a relative minimum
at c.
x1 < x2 implies that f (x1 ) < f (x2 ),
c. If f 0 (x) has the same sign on (a, c) and (c, b), then f does not have a
f is decreasing on I if, for every pair of numbers x1 and x2 in I, relative extremum at c.

x1 < x2 implies that f (x1 ) > f (x2 ), Theorem 4.6.3 (The Second Derivative Test). Suppose that f has a contin-
uous second derivative on an interval (a, b) containing a critical number c of
f is monotonic on I if it is either increasing or decreasing on I. f.

Theorem 4.6.1. Suppose f is differentiable on an open interval (a, b). a. If f 00 (c) < 0 , then f has a relative maximum at c.
Ambo University
DEPARTMENT OF MATHEMATICS 44
 b. If f 00 (c) > 0, then has a relative minimum at c.
c. If f 00 (c) = 0, then the test is inconclusive.
Example 4.6.2. Find the relative extrema of f (x) = x3 − 3x2 − 24x + 32
using the Second Derivative Test.
4.6.1 Concavity and inflection point
Definition 4.6.2. Concavity of the Graph of a Function Suppose f is differ-
entiable on an open interval I. Then
a. the graph of f is concave upward on I if f 0 is increasing on I.
b. the graph of f is concave downward on I if f 0 is decreasing on I.
Theorem 4.6.4. Suppose f has a second derivative on an open interval I.
a. If f 00 (x) > 0 for all x in I , then the graph of f is concave upward on I.
b. If f 00 (x) < 0 for all x in I, then the graph of f is concave downward on
I.
Determining the Intervals of Concavity of a Function
1. Find all values of x for which f 00 (x) = 0 or f 00 (x) does not exist. Use
these values of x to partition the domain of f into open intervals.
2. Select a test number c in each interval found in Step 1 and determine the
sign of f 00 (c) in that interval.
a. If f 00 (c) > 0 , the graph of f is concave upward on that interval.
b. If f 00 (c) < 0, the graph of f is concave downward on that interval.
Definition 4.6.3. A point P on a curve y = f (x) is called an inflection point
if f is continuous there and the curve changes from concave upward to concave
downward or from concave downward to concave upward at P .
Finding Inflection Points
1. Find all numbers c in the domain of f for which f 00 (c) = 0 or f 00 (c) does
not exist. These numbers give rise to candidates for inflection points.
Ambo University
DEPARTMENT OF MATHEMATICS
2. Determine the sign of f 00 (x) to the left and to the right of each number c
found in Step 1. If the sign of f 00 (x) changes, then the point P (c, f (c)) is
an inflection point of f , provided that the graph of f has a tangent line
at P .
Example 4.6.3. Find the points of inflection of f (x) = x4 − 4x3 + 12.
4.6.2 Curve sketching
We have seen on many occasions how the graph of a function can help us to
visualize the properties of the function. From a practical point of view, the
graph of a function also gives, at one glance, a complete summary of all the
information captured by the function.
Guidelines for Curve Sketching
1. Find the domain of f .
2. Find the x− and y− intercepts of f . The y-intercept is f (0) and this tells
us where the curve intersects the y-axis. To find the x-intercepts, we set
y = 0 and solve for x. (You can omit this step if the equation is difficult
to solve.)
3. Determine whether the graph of f is symmetric with respect to the y-axis
or the origin.
i ) If f (x) = f (−x) for all x in D, that is, the equation of the curve is
unchanged when x is replaced by −x, then f is an even function and
the curve is symmetric about the y-axis. This means that our work
is cut in half. If we know what the curve looks like for x ≥ 0, then
we need only reflect about the y-axis to obtain the complete curve.
ii) If f (x) = −f (−x) for all x in D, then f is an odd function and
the curve is symmetric about the origin. Again we can obtain the
complete curve if we know what it looks like for x ≥ 0. Rotate 180◦
about the origin.
iii) If f (x + p) = f (x) for all x in D, where p is a positive constant,
then f is called a periodic function and the smallest such number p
is called the period.
4. Determine the behavior of f for large absolute values of x.
45
 5. Find the asymptotes of the graph of f . 10. Sketch the graph of f .
i. Horizontal Asymptotes: If either lim f (x) = L or lim f (x) = L,
x→∞ x→∞
Example 4.6.4. Sketch the graph of the function f (x) = 2x3 −3x2 −12x+12.
then the line y = L is a horizontal asymptote of the curve y = f (x).
Exercise 4.6.5. Sketch the graphs of the following functions using the above
If it turns out that lim f (x) = ∞ (or −∞), then we do not have
x→∞ guideline.
an asymptote to the right, but this fact is still useful information for
sketching the curve. 2x2 x2 x3
A. y = B. y = √ C. y = xex D. y =
ii. Vertical Asymptotes: The line x = a is a vertical asymptote if x2 − 1 x2 + 1 x2 + 1
at least one of the following statements is true: lim+ f (x) = ∞,
x→a
lim− f (x) = ∞, lim+ f (x) = −∞ lim− f (x) = −∞
x→a x→a x→a
4.7 Velocity, acceleration and rate of change
iii. Slant(Oblique Asymptote): Some curves have asymptotes that are If a function in rectilinear motion has position function s(t), then we define
oblique, that is, neither horizontal nor vertical. If its velocity function v(t) to be
lim [f (x) − (mx − b)] = 0 dS
x→∞
V (t) = S 0 (t) = .
dt
where m 6= 0, then the line y = mx + b is called a slant asymptote
because the vertical distance between the curve y = f (x) and the Since the instantaneous speed of a particle is the absolute value of its instan-
line y = mx + b b approaches 0. taneous velocity, we define its speed function to be
6. Find the intervals where f is increasing and where f is decreasing. Use dS
the I/D Test. Compute f 0 (x) and find the intervals on which f 0 (x) is |V (t)| = |S 0 (t)| = | |.
dt
positive ( f is increasing) and the intervals on which f 0 (x) is negative (
f is decreasing). Example 4.7.1. Let S(t) = t3 − 6t2 be the position function of a particle
moving along an s− axis, where s is in meters and t is in seconds. Find the
7. Find the relative extrema of f . Find the critical numbers of f [the numbers velocity and speed functions.
c where f 0 (c) = 0 or f 0 (c) does not exist]. Then use the First Derivative
Test. If f 0 changes from positive to negative at a critical number c, then In rectilinear motion , the rate at which the instantaneous velocity of a
f 0 (c) is a local maximum. If f 0 changes from negative to positive at c, particle changes with time is called its instantaneous acceleration. Thus, if
then f (c) is a local minimum. Although it is usually preferable to use the a particle in rectilinear motion has velocity function v(t), then we define its
First Derivative Test, you can use the Second Derivative Test if f 0 (c) = 0 acceleration function to be
and f 00 (c) 6= 0. Then f 00 (c) > 0 implies that f (c) is a local minimum,
dv
whereas f 00 (c) < 0 implies that f (c) is a local maximum. a(t) = v 0 (t) = .
dt
8. Determine the concavity of the graph of f . Compute f 00 (x) and use
the Concavity Test. The curve is concave upward where f 00 (x) > 0 and Alternatively, we can use the fact that v(t) = S 0 (t) to express the accelera-
concave downward where f 00 (x) < 0. tion function in terms of the position function as

9. Find the inflection points of f . Inflection points occur where the direction d2 S
a(t) = S 00 (t) = .
of concavity changes. dt2
Ambo University
DEPARTMENT OF MATHEMATICS 46
Example 4.7.2. Let S(t) = t3 − 6t2 be the position function of a particle 4.8 Indeterminate Form(L’Hopital’s Rule)
moving along an s− axis, where s is in meters and t is in seconds. Find a(t).
∞
Indeterminate forms of type ∞
Related rates
Theorem 4.8.1. Let lim stand for one of the limits
The derivative dy/dx of a function y = f (x) is its instantaneous rate of change
lim , lim− , lim+ , lim , lim and suppose that lim f (x) = ∞ and
rate of change with respect to the variable x. When a function describes either x→a x→a x→a x→∞ x→−∞
0
position or distance , then its time rate of change is interpreted as velocity. lim g(x) = ∞. If lim fg0 (x)
(x)
has a finite value L, or if this limit is +∞
In general a time rate of change is the answer to the question “How fast is or −∞, then
a quantity changing?”. For example, if V stands for volume that is changing f (x) f 0 (x)
in time , then dV /dt is the rate, or how fast, the volume is changing with lim = lim 0 .
g(x) g (x)
respect to time. In this section we are concerned with related rates. Since the
problems will be stated in words, you must interpret these words in terms of Example 4.8.1. Evaluate A. lim xx B. lim ln x
x→∞ e x→0+ csc x
mathematical symbols. usually it is good idea to:
0
Indeterminate forms of type 0
i) Draw a picture. Theorem 4.8.2. Let lim stand for one of the limits
lim , lim− , lim+ , lim , lim and suppose that lim f (x) = 0 and lim g(x) = 0.
ii) Label all quantities that change in time with symbols. x→a x→a x→a x→∞ x→−∞
0
If lim fg0 (x)
(x)
has a finite value L, or if this limit is +∞ or −∞, then
iii) Analyse the words of the words of the problem and discern which rates
are given and what rate is required. f (x) f 0 (x)
lim = lim 0 .
g(x) g (x)
iv) set up an equation that relates the variables.
Example 4.8.2. In each part confirm that the limit is an indeterminate form
of type 00 , and evaluate it using L0 H ôpital0 s rule.
v) differentiate the equation found in step (iv) with respect to time t. These −4
x2 −4 sin(2x) 1−sin x x 3
step requires the use of implicit differentiation. The resulting equation, A. lim B. lim C. limπ D. lim 1
x→2 x−2 x→0 x x→ 2 cos x x→+∞ sin ( x )
after differentiation, is an equation that relates the rates at which the
variables change.
Indeterminate forms of type ∞ − ∞:
A limit problem that leads to one of the expressions
Example 4.7.3. A square is expanding with time. How is the rate at which
the area increases related to the rate a rate at which a side increases? (+∞) − (+∞, (−∞) − (−∞)

Example 4.7.4. Air is being pumped into a spherical balloon at a rate of (+∞) + (−∞), (−∞) − (+∞)
20f t3 /min. At what rate is the radius changing when the radius is 3 ft?
is called an indeterminate form of type ∞ − ∞.Such limits are indeterminate
because the two terms exert conflicting influences on the expression:one pushes
Exercise 4.7.1. A water tank has the shape of an inverted circular cone with
it in the positive direction and the other pushes it in the negative direction.
base radius 2m and height 4m. If water is being pumped into the tank at a rate
However, limit problems that lead to one of the expressions
of 2m3 /min, find the rate at which the water level is rising when the water is
3m deep. (+∞) + (+∞, , (+∞) − (−∞)
Ambo University
DEPARTMENT OF MATHEMATICS 47
 (−∞) + (−∞), , (−∞) − (+∞) dependent variable y = f (x)g(x) and then calculating the limit of ln y by
expressing it as
are not indeterminate, since the two terms work together.
lim ln y = lim[ln(f (x)g(x) )] = lim[g(x) ln f (x)]

1 1
Example 4.8.3. Evaluate lim− x − sin x ). Once the limit of ln y is known, the limit of, y = f (x)g(x) (itself can generally
x→0
be obtained by a method that we will illustrate in the next example.
Indeterminate forms of type 0 · ∞ 1

Thus far we have discussed indeterminate forms of type 00 and ∞ ∞

. However Example 4.8.5. Show that lim (1 + x) x = e.
x→0
these are not the only possibilities; in general, the limit of an expression that
Example 4.8.6. Find lim+ xx .
has one of the forms x→0

f (x) Exercise 4.8.3. Evaluate the following limits:

, f (x) · g(x), f (x)g(x) , f (x) − g(x), f (x) + g(x)  
g(x) a. lim sin x f. lim 1+3x
− 1
x→0 x x→0 sin x x

is called an indeterminate form if the limits of f (x) and g(x) individually exert ln x x
conflicting influences on the limit of the entire expression. For example, the b. lim x g. lim 1
x→∞ e x→∞ sin x
limit
√ln x
1
lim+ x ln x c. lim+ x−1 h. lim+ x ln x
x→1 x→0
x→0
6x2 +5x+7
is an indeterminate form of 0 · ∞ because the limit of the first factor is 0, d. lim 4x2 +2x
i. lim (1 − x3 )2x
x→∞ x→∞
the limit of the second factor is −∞, and these two limits exert conflicting
influences on the product. On the other hand, the limit sin x
e. lim x −x
x→0 e −e
√
lim [ x(1 − x2 )]
x→+∞

is not an indeterminate form because the first factor has a limit of +∞,
the second factor has a limit of −∞, and these influences work together to
produce a limit of −∞ for the product.

Example 4.8.4. Evaluate a) lim+ x ln x b) limπ (1 − tan x) sec 2x

x→0 x→ 4

Indeterminate forms of type 00 , ∞0 , 1∞

Limits of the form
lim f (x)g(x)
give rise to indeterminate forms of the types 00 , ∞0 , 1∞ . Indeterminate forms
of types 00 , ∞0 , and 1∞ can sometimes be evaluated by first introducing a
Ambo University
DEPARTMENT OF MATHEMATICS 48
Chapter 5

Integration

5.1 Antiderivatives, indefinite integrals Indefinite integral

Antiderivatives Definition 5.1.2. Let f be continuous on interval I. Any antiderivative of f

on I is also called an indefinite integral of f on I is donated by
Definition 5.1.1. A function F is an antiderivative of f on an interval I if
F 0 (x) = f (x) for all x in I.
Z
f (x)dx.
Example 5.1.1. For any constant c, the function given by F (x) = x5 + c is
an antiderivative of f (x) = 5x4 .
R
i.e F is antiderivative of f , we write F (x) = f (x)dx.
Theorem 5.1.1. If F is an antiderivative of f on an interval I, then G R
Note 4. For a function f , its indefinite integral f (x)dx is generally repre-
is an antiderivative of f on the interval I if and only if G is of the form sented as: Z
G(x) = F (x) + c, for all x in I where c is a constant.
f (x)dx = F (x) + c,
Example 5.1.2. Find the most general antiderivative of each of the following
functions where F is any antiderivative of f and c is any constant.
a) f (x) = sin x b) f (x) = xn , n ≥ 0
Basic Integration Rules
Solution. a) If F (x) = − cos x, then F 0 (x) = sin x, so an antiderivative of The inverse nature of integration and differentiation can be verified by substi-
sin x is − cos x, by above theorem the general form of antiderivative is tuting F 0 (x) for f (x) in the indefinite integration definition to obtain
G(x) = − cos x + c. Z
d xn+1 (n+1)xn F 0 (x)dx = F (x) + c.
b) dx ( n+1 ) = (n+1) = xn n ≥ 0. Thus, the general antiderivative of
n
f (x) = x is R
Moreover, if f (x)dx = F (x) + c, then
xn+1
F (x) = +c
n+1 d
Z
J f (x)dx = f (x).
dx

49
Thus, these two equations allow us to obtain integration formulas directly 5.2 Techniques of Integration
from differentiation formulas.
The following are basic integration formula 5.2.1 Integration by substitution, by parts and by partial
R
1. 0 dx = c
R
11. sec2 x dx = tan x + c fraction
R
2. k dx = kx + c
R
12. csc2 x dx = −cotx + c Theorem 5.2.1 (Integration by Substitution). Let g be a function whose
R R R range is an interval I , and let f be a function that is continuous on I . If g
3. kf (x)dx = k f (x) dx 13. sec x tan x dx = sec x + c is differentiable on its domain and F is an antiderivative of f on I, then
R R R R
4. [f (x)±g(x)]dx = f (x)dx± g(x)dx 14. csc x cot x dx = − csc x+c
Z
f (g(x))g 0 (x)dx = F (g(x)) + c.
n+1
5. xn dx = xn+1 + c (n 6= 1)
R R
15. tan x dx = ln | sec x| + c
Letting u = g(x) gives du = g 0 (x)dx and
6. x1 dx = ln |x| + c
R R
16. cot x dx = ln | sin x| + c Z
7. ex dx = ex +c
R R
17. sec dxx = ln | sec x+tan x|+c f (u)du = F (u) + c.
x
8. ax dx = lna x +c
R R
18. csc x dx = − ln | csc x+cot x|+c Example 5.2.1. Find
a) x2 (x3 + 2)4 dx
R R
c) cos√ x cosh(sin x)dx
R R
9. sin x dx = − cos x + c 19. sinh x dx = cosh x + c R cos x
b) sin4 x cos xdx
R
R R d) √
x
dx
10. cos x dx = sin x + c 20. cosh x dx = sinh x + c
du
Theorem 5.1.2. Let f and g be continuous on an interval I. Then Solution. a) Let u = x3 + 2, we obtain du = 3x2 dx ⇒ dx = 3x 2 . Thus
R R
a) kf (x)dx = k f (x)dx, where k is constant. 1 u5 (x3 + 2)5
Z Z Z
du 1
x2 (x3 + 2)4 dx = x2 (u)4 2 = u4 du = +c = + c.
R R R
b) (f (x) ± g(x))dx = f (x)dx ± g(x)dx. 3x 3 3 5 15

Example 5.1.3. Find b) Let u = sin x, we obtain du = cos xdx. Thus

2
2x − 1
Z Z
u5 sin5 x
Z Z
a) (2x + 3sinx))dx b) dx sin x cos xdx = u4 du =
4
+c= +c
x2 5 5
R R R
Solution. a) (2x + 3 sin x))dx = 2xdx + 3 sin xdx = x2 − 3 cos x + c
c) Let u = sin x ⇒ du = cos xdx. Thus
b) Z Z
Z
2x2 − 1
Z
1
Z
1
Z cos x cosh(sin x)dx = cosh(u)du = sinh u + c = sinh(sin x) + c.
dx = (2 − 2 )dx = 2dx − dx
x2 x x2
√ 1 dx
⇒ 2du =
Z
d) Let u = x, we obtain du = √ dx √ . Thus,
= 2x − x−2 dx 2 x x
√
√
Z Z Z
1 cos x
= 2x + + c √ dx = cos u · 2du = 2 cos udu = 2 sin u + c = 2 sin x + c.
x x
J J
Ambo University
DEPARTMENT OF MATHEMATICS 50
 −du
Integration by parts Let u = 1 − x2 , du = −2xdx ⇒ 2 = xdx, thus
Theorem 5.2.2 (Integration by parts). Let F and G be differentiable on Z
x −1
Z
1 −1 −1
[a, b], and assume that F 0 and G0 are continuous on [a, b], then 2
dx = du = ln |u| = ln |1 − x2 | + c.
1−x 2 u 2 2
Z Z
F (x)G (x) = F (x)G(x) − G(x)F 0 (x)dx.
0
Therefore,
Z
Remark: If we substitute u = F (x) and v = G(x), we obtain du = F 0 (x)dx 1
tan−1 xdx = x tan−1 x + ln |1 − x2 | + c
and dv = G0 (x)dx. Hence the above equation can be expressed as 2
Z Z
udv = uv − vdu. d) Let f (x) = e−x , and g 0 (x) = cos x, then we obtain
Z Z
Example 5.2.2. Find e−x cos xdx = e−x sin xdx + e−x sin xdx
c) R tanh−1 xdx
R R
a) R x cos xdx
b) x ln xdx d) e−x cos xdx Let f (x) = e−x and g 0 (x) = sin x, then we obtain f 0 (x) = −e−x , g(x) =
Solution. a) Let u = x ⇒ du = 1dx, and take dv = cos xdx ⇒ v = sin x. − cos x.
Thus, So, Z Z
Z Z e sin xdx = −e cos x − e−x cos xdx
−x −x
x cos xdx = uv − vdu
Z
Z Z
= x sin x − sin xdx −x −x −x
e cos xdx = e sin xdx − e cos x − e−x cos xdx
= x sin x + cos x + c Z
⇒ 2 e−x cos xdx = e−x sin x − e−x cos x
x2
b) Let u = ln x and dv = xdx . Then du = x1 dx and v = 2 . Thus, Z
e−x
⇒ e−x cos xdx = (sin x − cos x) + c
Z
x2
Z 2
x 1 2
x ln xdx = ln x − dx
2 2 x J
x2 x2
= ln x − +c
2 4
1 Reduction formulas
= x2 (2 ln x − 1) + c
4
sinn xdx , where n ≥ 2 is an integer.
R
a) Find a reduction formula for
−1 0 0 1
c) Let f (x) = tanh x, and g (x) = 1, we obtain that f (x) = 1−x2 , and
g(x) = x Solution. We first rewrite
Z Z Z Z
−1 −1 x
tan xdx = x tan x − dx sin xdx = sinn−1 x sin xdx
n
1 − x2
Ambo University
DEPARTMENT OF MATHEMATICS 51
 and then we integrate by parts, letting u = sinn−1 x and dv = sin xdx so Where no factor is repeated.
that du = (n − 1) sinn−2 x cos xdx and v = −cosx. Thus,
P (x) P (x)
= .
−1 n−1 (a1 x + b1 )(a2 x + b2 ) · · · (ak x + bk )
Z Z
Q(x)
sinn xdx = sinn−1 x cos x + sinn−2 xdx.
n n
Then there exists constant A1 , A2 , . . . , Ak such that
J
P (x) A1 A2 Ak
= + + ··· +
Q(x) a1 x + b1 a 2 x + b2 ak x + bk
Similarly using integration by part
R 4x2 −4x+6
b) Example 5.2.4. Evaluate x3 −x2 −6x dx
n−1
Z Z
1
cosn xdx = cosn−1 x sin x + cosn−2 xdx Solution. Here the degree of numerator less than degree of denominator,
n n
no long division proceed.
c) Z
1 n−2
Z 4x2 − 4x + 6 4x2 − 4x + 6 4x2 − 4x + 6 A B c
n
sec xdx = secn−1 x tan x + n−2
sec xdx 3 2
= 2
= = + +
n−1 n−1 x − x − 6x x(x − x − 6) x(x − 3)(x + 2) x x−3 x+2

d) ⇐⇒ 4x2 − 4x + 6 = A(x − 3)(x + 2) + B(x)(x + 2) + c(x)(x − 3).

Z Z
(ln x)n dx = x(ln x)n−1 − n (ln x)n−1 dx
Letting x = 0, we get
Example 5.2.3. Find 6 = A(0 − 3)(0 + 2) =⇒ 6 = −6A =⇒ A = −1.
a)R sin4 xdx
R

b) (ln x)2 dx Letting x = −2, we get

Integration by partial fraction 4(−2)2 −4(−2)+6 = A(−2−3)(0)+B(−2)(0)+c(−2)(−2−3) =⇒ 30 = 10c =⇒ c = 3

This technique is applicable for integrating rational function(when the de-
Similarly, by letting x = 3, we get B = 2.
nominator is a product of two or more polynomials) and it involves writing a
Note:Alternatively you can solve simultaneously.
fraction as the sum of two or more fractions.
P (x)
Definition 5.2.1. A rational function R(x) = Q(x) is called proper if the Hence,
degree of P (x) is less than the degree of Q(x), otherwise it is called an improper 4x2 − 4x + 6 −1 2 3
= + +
rational function. x(x − 3)(x + 2) x x−3 x+2

The following cases may happen:

4x2 − 4x + 6 −1
Z Z Z Z
2 3
dx = dx + dx + dx
x(x − 3)(x + 2) x x−3 x+2
Case 1: The denominator Q(x) is a product of distinct linear factor. i.e = − ln |x| + 2 ln |x − 3| + 3 ln |x + 2| + c.

Q(x) = (a1 x + b1 )(a2 x + b2 ) · · · (ak x + bk ) J

Ambo University
DEPARTMENT OF MATHEMATICS 52
 4x3 +x 4x3 +x
R
Exercise 5.2.3. Evaluate 2x2 +x+3 dx, (Hint 2x2 +x+3 = 2x − 1 + Case 3: Q(x) contains irreducible quadratic factors none of which repeated.
8x−3 If
2x2 +x−3 )
P (x) P (x)
Case 2: If Q(x) is a product of linear factor some of which are repeated. =
Q(x) (a1 x + b1 x + c1 )(a2 x + b2 x + c2 )...(an x2 + bn x + cn )
2 2
That is if Q(x) contains a factor (ax + b)r , with r > 1, then a partial
P (x)
fraction decomposition of Q(x) contains a sum of r partial fraction of the where all the factors (ak x2 + bk x + ck ), k = 1, ..., n are distinct and
irreducible, then their is constants A1 , A2 , ..., An , B1 , B2 , ..., Bn such
form
A1 A2 Ar that
+ + ··· + P (x) A1 x + B1 An x + B n
ax + b (ax + b) 2 (ax + b)r = + ··· + .
Q(x) a1 x2 + b1 x + c1 an x2 + bn x + cn
where each Ai is a real number.
For instance
For instance,
3x3 + 8x2 + 7x + 5 Ax + B Cx + D
2x4 − 3x2 + x − 4 A B C D E = 2 + 2
= + + + + (x2 + 1)(x2 + 2x + 2) x +1 x + 2x + 2
x(x − 1)(2x + 3) 3 x x − 1 2x + 3 (2x + 3) 2 (2x + 3)3 R 1
Example 5.2.6. Evaluate x3 +4x dx
Example 5.2.5. Evaluate x3 −x4x
R
2 −x+1 dx
Solution. (x3 + 4x) = x(x2 + 4). This implies
solution: x3 − x2 − x + 1 = (x − 1)(x − 1)(x + 1) = (x − 1)2 (x + 1) 1 1 A Bx + C
= = + 2
4x 4x A B C x3 + 4x 2
x(x + 4) x x +4
= = + +
(x3 − x2 − x + 1) (x + 1)(x − 1)2 x + 1 x − 1 (x − 1)2
⇐⇒ 1 =A(x2 + 4) + x(Bx + C)
⇐⇒ 4x = A(x − 1)2 + B(x + 1)(x − 1) + C(x + 1) = Ax2 + 4A + Bx2 + Cx

= A(x2 − 2x + 1) + B(x2 − 1) + Cx + C A + B = 0

= (A + B)x2 + (C − 2A)x + (A + C − B). =⇒ C = 0

4A = 1.


A + B = 0

1 −1
=⇒ C − 2A = 4 =⇒ A = , C = 0, B =
 4 4
A + C − B = 0.

Z Z 1 1
1
This implies A = −1, B = 1, C = 2 3
dx = ( 4 − 2 4 )dx
x + 4x x x +4
−1
Z Z Z Z Z Z
4x 1 2 1 1 1 x
3 2
dx = dx + dx + dx = dx − dx
x −x −x+1 x+1 x−1 (x − 1)2 4 x 4 2
x +4
Z
2 1 1 1 du
= − ln |x + 1| + ln |x − 1| − +c = ln |x| −
x−1 4 4 2 u
x−1 2 1 1
= ln | |− +c = ln |x| − ln |x2 + 4| + c
x+1 x−1 4 8
Ambo University
DEPARTMENT OF MATHEMATICS 53
 x2 + x + 1
Z Z Z Z
J 1 x 1
dx = dx − dx + dx
x(x2 + 1)2 x 2
x +1 (x + 1)2
2
Z
1 1
Case 4: Q(x) contains a repeated irreducible quadratic factor. = ln |x| − ln |x2 + 1| + dx
If Q(x) contains a factor (ax2 + bx + c)r with r > 1, where (ax2 + bx + c)r 2 (x2 + 1)2
is irreducible (b2 − 4c < 0), then the partial fraction decomposition of Let x = tan θ, dx = sec2 θdθ
P (x)
Q(x) contains a sum of partial fraction of the form sec2 θdθ
Z Z
1
dx =
A1 x + B 1 A2 x + B 2 Ar x + B r (x2 + 1)2 (tan2 θ + 1)2
+ + ··· + Z
sec2 θdθ
(ax2 + bx + c) (ax2 + bx + c)2 (ax2 + bx + c)r = dθ
sec4 θ
where Ai , Bi are real numbers(i = 1, ..., r).
Z
1
= dθ
For instance sec2 θ
Z
3x A1 x + B 1 A2 x + B 2 A3 x + B 3 = cos2 θdθ
= + 2 + 2
(x2 + 1)3 x2 + 1 (x + 1)2 (x + 1)3 1 1
= cos θ sin θ + θ + c.
2 2
Example 5.2.7. Evaluate
Consider,
x2 + x + 1
Z
dx
x(x2 + 1)2

Solution. x2 + 1 sin θ = x cos θ = 1

x x2 +1 , x2 +1
x2 + x + 1 A Bx + C Dx + E
2 2
= + 2 + 2
x(x + 1) x (x + 1) (x + 1)2 θ
1
2 2 2 2
⇐⇒ x + x + 1 = A(x + 1) + x(Bx + 1)(x + 1) + x(Dx + E)
= (A + B)x4 + (2A + B + D)x2 + Cx3 + (C + E)x + A
x √ 1
sin θ = x2 +1 , cos θ = x2 +1
. Thus,

 A+B =0 Z
1 1 1 x 1
dx = √ ·√ + tan−1 (x) + c.


2A + B + D = 1

(x2 + 1) 2 2 x +1
2 x +1 2
2


⇐⇒ C = 0 Therefore,

C +E =1

 Z 2
x +x+1 x

 1 1
dx = ln |x| − ln |x2 + 1| + + tan−1 (x) + c

A = 1
2
x(x + 1) 2 2 2
2(x + 1) 2
=⇒ A = 1, B = −1, C = 0, D = 0, E = 1. J
Ambo University
DEPARTMENT OF MATHEMATICS 54
5.2.2 Trigonometric integrals Example 5.2.8. Evaluate the following
Trigonometric integrals is their integrands are combinations of trigonometric Z Z
4 5
functions. Especially those in which the integrands are composed of power of a) sin x cos xdx b) sin5 x cos4 xdx
basic trigonometric functions.

Solution. a)
sinn x cosm xdx?
R
How to evaluate
Z Z
a) If the power of cosine is odd (m = 2k + 1). Save one cosine factor sin4 x cos5 xdx = sin4 x cos4 x cos xdx
and use cos2 x = 1 − sin2 x to express the remaining factor interims Z
of sine i.e = sin4 x(cos2 x)2 cos xdx
Z Z
sin x cos xdx = sinn x cos2k+1 xdx
n m Z
= sin4 x(1 − 2 sin2 x + sin4 x) cos xdx
Z
= sinn x cos2k x cos xdx
Z
= (sin4 x − 2 sin6 x + sin8 x) cos xdx
Z
= sinn x(cos2 x)k cos xdx
Z Let u = sin x, du = cos xdx. Then
= sinx (1 − sin2 x)k cos xdx, Z Z
sin x cos xdx = (u4 − 2u6 + u8 )du
4 5

then integrate using substitution technique by taking u = sin x, du =

cos xdx. u5 2u7 u9
= − + +c
5 7 9
b) If the power of sine is odd (n = 2k + 1) save one sine factor and use 5
sin x 2 sin x sin9 x
7
sin2 x = 1 − cos2 x to express the remaining factors interims of sine, = − + +c
then expand and evaluate by substitution. i.e 5 7 9
Z Z
sin x cos xdx = sin2k+1 x cosm xdx
n m b)
Z Z Z
= sin2k x cosm x sin xdx sin5 x cos4 xdx = sin4 x sin x cos4 xdx
Z Z
= (1 − cos2 x)k cosm x sin xdx = (1 − cos2 x)2 cos4 x sin xdx
Z
Then integrate using substitution technique by taking u = cos x, = (1 − 2 cos2 x + cos4 x) cos4 x sin xdx
−du = sin xdx. Z
c) If the power of both cosine and sine are even positive use identities = (cos4 x − 2 cos6 x + cos8 x) sin xdx
1 − cos 2x 1 + cos 2x
sin2 x = and cos2 x =
2 2 Let u = cos x, −du = sin xdx. Then
Ambo University
DEPARTMENT OF MATHEMATICS 55
 b) If the power of tangent is odd (m = 2k + 1)
Z Z Z
sin5 x cos4 xdx tanm x secn xdx = tan2k+1 x secn xdx
Z Z
=− (u4 − 2u6 + u8 )du = tan2k x tan x secn−1 x sec xdx
Z
−u5 2u7 u9 = (sec2 x − 1)k secn−1 x sec x tan xdx
= + − +c
5 7 9
1 2 −1 Let u = sec x, du = sec x tan xdx, then
= − cos5 x + cos7 x − cos9 x + c
5 7 9 Z Z
tan2k+1 x secn xdx = (u2 − 1)k un−1 du
J
c) If the power of tangent is even (m = 2k) and secant is odd (n =
2k + 1), then use the identity tan2 x = sec2 x − 1 to reduice the
Exercise 5.2.4. Find integrand to power of secant alone, then expand and use induction
a) R sin4 x cos2 xdx formula.
R

b) sin3 (2x) cos2 (2x)dx d) If none of the above cases, apply or try to integrate by converting
to sine and cosine.
tanm x secn xdx?
R
How to evaluate Example 5.2.9. Evaluate the following

tan3 x sec4 xdx

R
a) If the power of secant is even (n = 2k), save the factor of sec2 x and a)
use sec2 x = 1 + tan2 x, to express the remaining factor interms of
tan x, then expand and integrate by substituting u = tan x i.e b) sec5 x tan3 xdx

Solution.
Z Z
m
tan x(sec 2k
x)dx = tanm x(sec2k−2 x) sec2 xdx Z Z
Z a) tan3 x sec4 xdx = tan3 x sec2 x sec2 xdx
m 2 k−1 2
= tan x(sec x) sec xdx Z
Z = tan3 x(1 + tan2 x) sec2 xdx
m 2 k−1 2
= tan x(1 + tan x) sec xdx
Let u = tan x, du = sec2 xdx
Then substitute u = tan x, du = sec2 xdx. Hence
Z Z
1 1
tan3 x sec4 xdx = u3 (1 + u2 )du = u4 + u6 + c
Z Z 4 6
1 1
tanm x(secn x)dx = um (1 + u2 )k−1 du = tan4 x + tan6 x + c
4 6
Ambo University
DEPARTMENT OF MATHEMATICS 56
 Z Z
b) 5 3
sec x tan xdx = sec4 x tan2 x tan x sec xdx Example
R 5.2.10. Evaluate the following
Z a) R sin(4x) cos(5x)dx
b) cos(3x) cos(−2x)dx
= sec4 x(sec2 x − 1) tan x sec xdx
Solution.
Let u = sec x , du = sec x tan xdx Z Z Z
1
a) sin(4x) cos(5x)dx = [ sin(9x)dx + sin(−x)dx]
u7 u5
Z Z
2
sec x tan xdx = u4 (u2 − 1)du =
5 3
− +c Z Z
7 5 1 1
= sin(9x)dx − sin xdx
sec7 x sec5 x 2 2
= − +c Z
7 5 1 1
= sin(9x)dx + cos x + c
J 2 2

Exercise 5.2.5. Find the following Let u = 9x, this implies du = 9dx ⇒ du 9 = dx. Then
Z Z
sin u cos u cos 9x
tan2 x sec xdx du = − =−
R
a) sin(9x)dx =
9 9 9
sec4 x tan6 xdx
R
b) Hence, Z
cos 9x 1
sin(4x) cos(5x)dx = − + cos x + c
R 18 2
Integrals of the form sin ax cos bx dx
Z Z
1
Note b) cos(3x) cos(−2x)dx = [ cos(3 − (−2))x + cos(3 + (−2))xdx]
2
• sin(ax + bx) = sin ax cos bx + cos ax sin bx.
Z
1
= [ cos 5x + cos x]dx
• sin(ax − bx) = sin ax cos bx − cos ax sin bx. 2
1 1 1
• sin(ax + bx) + sin(ax − bx) = 2 sin ax cos bx. = · sin(5x) + sin x + c
2 5 2
1 1
This impies that = sin(5x) + sin x + c
Z Z 10 2
1 1
i) sin ax cos bx = sin(ax + bx)dx + sin(ax − bx)dx J
2 2 R
Exercise 5.2.6. Find sin(2x) sin(3x)dx
Similiraly
Z Z
1 5.2.3 Integration by trigonometric substitution
ii) sin(ax) sin(bx)dx = [ cos(a − b)x − cos(a + b)x]dx
2
Z Z Trigonometric substitutions
√ are variable
√ √ when the integral contains square
1 roots of the form a2 − x2 , x2 + a2 , x2 − a2 , a ≥ 0.
iii) cos ax cos bxdx = [ cos(a − b)x + cos(a + b)x]dx
2
Ambo University
DEPARTMENT OF MATHEMATICS 57
 √
a) Integrals containing a2 − x2
If we let x = a sin θ, with a > 0 and −π π
2 ≤ θ ≤ 2 , then a cos θ ≥ 0 , so
that
16 √
√ 16−x2
p p q
x This implies cot θ = x .
a2 − x2 = a2 − a2 sin2 θ = a2 (1 − sin2 θ) = a2 cos2 θ = a cos θ
θ
√ √
Thus if an integral contains a2 − x2 , we can eliminate the square root 16 − x2
by substituting x = a sin θ, so that dx = a cos θdθ.
1
R
Example 5.2.11. Find x2 √16−x 2
dx
√ √ that
Solution. 16 − x2 = 42 − x2 , we substitute x = 4 sin θ, so that p p q
dx = 4 cos dθ. Thus x2 + a2 = a2 tan2 θ + a2 = a2 (tan2 θ + 1) = a sec θ
√
Z Z
1 1
√ dx = p · 4 cos θdθ Thus if an integral contains x2 + a2 , we can eliminate the square root
x2 16 − x2 16 sin θ 16 − 16 sin2 θ
2
by substituting x = a tan θ, so that dx = a sec2 θdθ
Z
1
= · 4 cos θdθ Example 5.2.12. Find x2 √1x2 +1 dx
R
p
16 sin θ 16(1 − sin2 θ)
2
Z
4 cos θ
= dθ Solution. Let x = tan θ, dx = sec2 θdθ, Therfore,
16 sin2 θ(4 cos θ)
sec2 θ
Z Z
1
Z
1 1
= dθ √ dx = p dθ
16 sin2 θ 2
x x +12
tan2 θ tan2 θ + 1
Z
1 Z
sec2 θ
= csc2 θdθ = dθ
16 tan2 θ sec θ
−1 Z
sec θ
= cot θ + c = dθ
16 tan2 θ
Z
= sec θ cot2 θdθ
Thus, √
16 − x2 cos2 θ
Z
−1
Z
1 1
√ dx = cot θ + c = +c = · dθ
2
x 16 − x 2 16 x cos θ sin2 θ
Z
J cos θ
= dθ
R√ sin2 θ
Exercise 5.2.7. Find 25 − 4x2 dx
Let u = sin θ, du = cos θ
√
b) Integrals containing x2 + a2 −1
Z
cos θ
2 dθ = sin θ + c = − csc θ + c
−π π
If we let x = a tan θ, with a > 0 and 2 <θ< 2, then a sec θ ≥ 0, so sin θ
Ambo University
DEPARTMENT OF MATHEMATICS 58
 √ √
x2 + 1 4x2 + 25 √
sin θ = √ x . 25+4x2
x x2 +1 2x So, sec θ = 5

θ θ
1 5

√
Thus, c) Integrals containing x2 − a2
√ If we let x = a sec θ, with 0 ≤ θ < π2 , or π ≤ θ < 3π
x2 + 1 2 , then a tan θ ≥ 0, so
Z
1
√ dx = − csc θ + c = + c. that
x2 x2 + 1 x p p p
J x2 − a2 = a2 sec2 θ − a2 = a2 (sec2 θ − 1) = a tan θ
√
R 1 Thus, if an integral contains x2 − a2 , we can eliminate the square root
Example 5.2.13. Evaluate √
25+4x2
dx
by substituting x = a sec θ, so that dx = a sec θ tan θdθ
R √x2 −9
Solution. Z Z Example 5.2.14. Evaluate x dx
1 1
√ dx = dx Solution. Let x = 3 sec θ, dx = 3 sec θ tan θdθ,
p
25 + 4x2 52 + (2x)2
Z √ 2 Z √
Let 2x = 5 tan θ, dx = 5
sec2 θdθ x −9 9 sec2 θ − 9
2 dx = 3 sec θ tan θdθ
x 3 sec θ
Z Z
1 1 5
Z
3 tan θ
√ dx = p sec2 θdθ · = (3 sec θ tan θ)dθ
25 + 4x2 25 + 25 tan θ 2 2
Z
3 sec θ
sec2 θ
Z
= dθ = 3 tan2 θdθ
5 sec θ Z
Z
1 = 3 (sec2 θ − 1)dθ
= sec θdθ
2
1 = 3(tan θ − θ) + c
= ln | sec θ + tan θ| + c
2
Hence, Z √ √
√ x2 − 9 x2 − 9 x
Z
1 1 25 + 4x2 + 2x dx = 3 − sec−1 + c
√ dx = ln | |+c x 3 3
25 + 4x 2 2 5 p 1 x
= x2 − 9 − sec−1 ( ) + c
J 3 3
Ambo University
DEPARTMENT OF MATHEMATICS 59
 Thus,

x √
√ x2 −9
tan θ = 3
x2 −9
√
p
θ (3x + 1)2 + 1
sec θ = 9x2 + 6x + 2, tan θ = 3x + 1
3 3x + 1
θ
1

J
√ x
R
Exercise 5.2.8. Evaluate 3x2 −2
dx Z
1 1 p
√ √ dx = ln | 9x2 + 6x + 2 + 3x + 1| + c
d) Integrals containing bx2 + cx + d 9x2 + 6x + 2 3
√
By completing
√ the square
√ in bx2 +cx+d we can express bx2 + cx + d in- J
terms of a2 − x2 , a2 + x2 , for suitable a > 0. Then the trigonometric
substitution eliminates the square root as before. R 1
Exercise 5.2.9. Find √
x2 +3x+1
dx
Example 5.2.15. Find √ 2 1
R
dx
9x +6x+2

Solution. First we complete the square in the deniminator 5.3 Definite integral, Fundamental theorem of
p p p p
9x2 + 6x + 2 = (3x2 ) + 2(3x) + 1 + 1 = 3x2 + (2)(3x) + 1 + 1 = (3x + 1)2 + 1.
calculus
Then we let 3x + 1 = tan θ, so that 3dx = sec2 θdθ. This implies dx = Definition 5.3.1. If f is a function defined for a ≤ x ≤ b, we divide
1 2 the interval [a, b] into n subintervals of equal width ∆x = b−a n , we let
3 sec θdθ
Z Z x0 = a, x1 , x2 , ..., xn = b be the end points of these subintervals. Then the
1 1 definite integral of f from a to b is
√ dx = p dx
2
9x + 6x + 2 (3x + 1)2 + 1
Z
1 1 Zb n
sec2 θdθ
X
= p f (x)dx = lim f (xi )∆x.
tan θ + 1 3
2 n→∞
i=1
Z a
1 1
= ( sec2 θ)dθ
sec θ 3 Rb
1
Z Note:In the notation f (x)dx, f (x) is called the integrand and a and b
= sec θdθ a
3 are called the limit of integration: a is lower limit and b is upper limit.
1
= ln | sec θ + tan θ| + c
3 Properties of definite integrals
Ambo University
DEPARTMENT OF MATHEMATICS 60
 Rb Ra J
1. f (x)dx = − f (x)dx.
a b
Theorem 5.3.1 (The fundamental theorem of calculus). Suppose f is con-
Ra tinuous on [a, b]
2. f (x)dx = 0.
a Rx
1) If g(x) = f (t)dt; a ≤ x ≤ b, then g 0 (x) = f (x).
Rb a
3. cdx = c(b − a), where c is any constant.
a Rb
2) f (x)dx = F (b) − F (a), where F is any antiderivative of f , that is
Rb Rb a
0
4. cf (x)dx = c f (x)dx, where c is any constant. F = f.
a a
Rx √
Rb Rb Rb Example 5.3.2. Find the derivative of the function g(x) = 1 + t2 dt
5. (f (x) ± g(x)dx = f (x)dx ± g(x)dx 0
a a a √
Solution. Since f (t) = 1 + t2 is continuous, part 1 of the fundamental
Rc Rb Rb theorem of calculus gives
6. f (x)dx + f (x)dx = f (x)dx p
a c a
g 0 (x) = 1 + x2

Rb J
7. If f (x) ≥ 0 for a ≤ x ≤ b, then f (x)dx ≥ 0.
a Example 5.3.3. Find

Rb Rb Rx
4

8. If f (x) ≥ g(x) for a ≤ x ≤ b, then f (x)dx ≥ g(x)dx. a) d

sec tdt
dx
a a 1
R2
Rb b) |x|dx
9. If m ≤ f (x) ≤ M , for a ≤ x ≤ b, then m(b − a) ≤ f (x)dx ≤ M (b − a). −1
a

R10 R8 R10 Solution. a) Let u = x4 , then

Example 5.3.1. If f (x)dx = 17 and f (x)dx = 12. Find f (x)dx
0 0 8 4
Zx Zu
d d
Solution. By property 6, we have sec tdt = sec tdt
dx dx
Z8 Z10 Z10 1 1

f (x)dx + f (x)dx = f (x)dx Zu

d du
= ( sec tdt)
0 8 0 du dx
1
So, du
Z10 Z10 Z8 = sec u.
dx
f (x)dx = f (x)dx − f (x)dx = 17 − 12 = 5
= 4x3 sec(x4 )
8 0 0
Ambo University
DEPARTMENT OF MATHEMATICS 61
 b) Consider A) Integrals with unbounded integrands
( ( we say that f is unbounded near c if f is unbounded either in every
x, if x ≥ 0 x, x ∈ [0, 2] interval of the form (c, x) or on every interval of the form (x, c). For
|x| = ⇒ |x| = instance , x1 and √1x are unbounded near 0.
−x, if x < 0 −x, x ∈ [−1, 0].
i) If f (x) is continuous on [a, b) and is discontinuous at b, then
Therfore,
Zb Zt
Z2 Z0 Z2 Z0 Z2 f (x)dx = lim f (x)dx
t→b−
|x|dx = |x|dx + |x|dx = −xdx + xdx a a
−1 −1 0 −1 0
ii) If f (x) is continuous on (a, b] and is discontinuous at a, then
2 2
−x 0 x
= | + |20 Zb Zb
2 −1 2
02 − 12 22 − 02 f (x)dx = lim+ f (x)dx.
= −( )+( ) t→a
2 2 a t
5 iii) If f (x) is discontinuous at c ,where a < c < b and continuous on
=
2 [a, c) and (c, b], then
J Zb Zc Zb
f (x)dx = f (x)dx + f (x)dx.
Exercise 5.3.2. Evaluate the following integrals
a a c

R2 Note: In the first two cases, the improper integrals converges, if the limit
a) |2x − 1|dx exists. Otherwise, the improper integrals diverges. in the third case, the
0
π improper on the left diverges if either of the improper integrals on the
R4
b) sec2 xdx right diverges.
0
Example 5.4.1. Evaluate the following integrals
R2 2
c) (x − 3)dx
1 R1
a) √1 dx
x
0
5.4 Improper Integrals π
R2
b) tan xdx
For any Interval I, we say that f is bounded on I if there is a constant M 0

such that R1
c) √1−2x dx
|f (x)| ≤ M, for all x inI. 0
x−x2

The integrals of unbounded functions are called improper integrals. R2 dx

d) x3
−1
Ambo University
DEPARTMENT OF MATHEMATICS 62
 Solution. a) √1 is continuous at every point (0, 1] and is discontinuous For 0 < c < 12 , we have
x
at 0, then
1 1
Z2 Z2
1 − 2x 1 − 2x
Z1 √ dx = lim+ √ dx
√ x − x2 x − x2
Z
1 1 t→0
√ dx = lim √ dx = lim [2 x]1t 0 0
x t→0+ x t→0 + p 1
t
√ = lim+ [2 x − x2 ]t2
t→0
= lim+ 2(1 − t) p
t→0
= lim+ [1 − 2 t − t2 ]
=2 t→0
=1
R1 1 Similarly,
√1 dx
R
consequently x dx converges, and 16
=2
0 Z1
1 − 2x
√ dx = −1.
b) tan x is continuous on [0, π2 ) and discontinuous at π x − x2
2. 1
2

π Therfore the original integral converges, and

Z2 Zt
1
tan xdx = lim tan xdx Z1 Z2 Z1
π
t→ 2 − 1 − 2x 1 − 2x 1 − 2x
0 0 √ dx = √ dx + √ dx = 1 − 1 = 0
x − x2 x − x2 x − x2
= limπ [− ln | cos x|]t0 0 0 1
t→ 2 2

= limπ − ln | cos t|
t→ 2 d)
Z2 Z0 Z2
= −(−∞) = ∞. dx dx dx
= + .
x3 x3 x3
π −1 −1 0
R2
Hence, tan xdx is divergent. But,
0 Z0
dx −1 −1 1
= lim− [ 2 ]b−1 = lim− [ 2 + ] = −∞.
c) The given integral is improper because the integrand has an infinite x3 b→0 2x b→0 2b 2
−1
discontinuity at x = 0 and x = 1. If we let d = 12 , then we need to
analyze the convergence of Z2
dx −1 −1 1
3
= lim+ [ 2 ]2b = lim+ [ + 2 ] = ∞.
x b→0 2x b→0 8 2b
1 0
Z2 Z1
1 − 2x 1 − 2x Therefore, the original improper integral also diverges.
√ dx and √ dx
x − x2 x − x2
0 1
2
J
Ambo University
DEPARTMENT OF MATHEMATICS 63
 Exercise 5.4.1. Evaluate the following integrals Example 5.4.2. Evaluate
π
2
R∞
R
a) sec xdx
0
a) e−x dx
0
R1
b) ln xdx R0
0 b) xex dx
−∞
R3 1
c) x2 −x−2 dx R∞
0 1
c) 1+x2 dx
−∞
B) Integrals over unbounded intervals
R∞ Rb
Integrals of the form f (x)dx and f (x)dx are also called improper
a −∞ Solution. a)
integrals.
Z∞ Zt
i) If f is continuous on the interval [a, ∞), then −x
e dx = lim e−x dx = lim [−e−x ]t0 = lim [−e−t + 1] = 1.
t→∞ t→∞ t→∞
Z∞ Zt 0 0
f (x)dx = lim f (x)dx
t→∞
a a b)

ii) If f is continuous on the interval (−∞, b], then Z0 Z0

x
xe dx = lim xex dx
Zb Zb t→−∞
−∞ t
f (x)dx = lim f (x)dx.
t→−∞
−∞ t
= lim [xex − ex ]0t
t→−∞

= lim [−1 − tet + et ]

iii) If f is continuous on the interval (−∞, −∞), then t→−∞

= lim et − lim tet − lim 1

Z∞ Zc Z∞ t→−∞ t→−∞ t→−∞

f (x)dx = f (x)dx + f (x)dx. = 0 − lim tet − 1

t→−∞
−∞ −∞ c
= −1 − lim tet
t→−∞
where c is any real number. = −1 − 0
In the first two cases , the improper integral converges if the limit exists.
= −1
Otherwise, the improper integrals diverges. In the third cases, the im-
proper integral on the left diverges if either of the improper integrals on
the right diverges. c) The integrand is continuous on (−∞, ∞), to evaluate the integral,
Ambo University
DEPARTMENT OF MATHEMATICS 64
 you can break it into two parts, choose c = 0 as a convenient value.

Z∞ Z0 Z∞
1 1 1
dx = dx + dx
1 + x2 1 + x2 1 + x2
−∞ −∞ 0

= lim [tan−1 x]0t + lim [tan−1 x]t0

t→−∞ t→∞
−1 −1
= lim [tan 0 − tan t] + lim [tan−1 t − tan−1 0]
t→−∞ t→∞
−1 −1
= lim tan t − lim tan t
t→∞ t→−∞
π −π
= −( ) = π.
2 2
R∞ 1
Therfore, 1+x2 dx is convergent improper integral.
−∞
J

Ambo University
DEPARTMENT OF MATHEMATICS 65
Chapter 6

Application of integrals

6.1 Area below by y = g(x), on the left by the line x = a, and on the right by the line
x = b is Z b
First area problem: Suppose that f and g are continuous functions on an
interval [a, b] and A= [f (x) − g(x)]dx.
a
f (x) ≥ g(x) for a ≤ x ≤ b
Example 6.1.1. Find the area of the region bounded above by y = x + 6,
[This means that the curve y = f (x) lies above the curve y = g(x) and that bounded below by y = x2 , and bounded on the sides by the lines x = 0 and
the two can touch but not cross.] Find the area A of the region bounded above x = 2.
by y = f (x), below by y = g(x), and on the sides by the lines x = a and x = b.
Example 6.1.2. Find the area of the region that is enclosed between the
curves y = x2 and y = x + 6.
Second area problem: Suppose that w and v are continuous functions of
y on an interval [c, d] and that w(y) ≥ v(y) for c ≤ y ≤ d [This means that
the curve x = w(y) lies to the right of the curve x = v(y) and that the two
can touch but not cross.] Find the area A of the region bounded on the left by
x = v(y), on the right by x = w(y), and above and below by the lines y = d
and y = c.
If w and v are continuous functions and if w(y) ≥ v(y) for all y in [c, d],
then the area of the region bounded on the left by x = v(y), on the right by
x = w(y), below by y = c, and above by y = d is
Z d
A= [w(y) − v(y)]dy.
c

If f and g are continuous functions on the interval [a, b], and if f (x) ≥ g(x) Example 6.1.3. Find the area of the region enclosed by x = y 2 and y = x−2,
for all x in [a, b], then the area of the region bounded above by y = f (x), integrating with respect to y.

66
 cross-sectional area of S perpendicular to the x-axis is A(x), then the volume
of the solid is Z b
V = A(x)dx
a
provided A(x) is integrable.
Volume formula: Let S be a solid bounded by two parallel planes perpendic-
ular to the x-axis at y = c and y = d. If, for each y in [c, d], the cross-sectional
area of S perpendicular to the y-axis is A(y), then the volume of the solid is
Z d
V = A(y)dy
c

provided A(y) is integrable.

6.2 Volume
6.2.1 Volumes by slicing; Disks and Washers
Problem: Let S be a solid that extends along the x-axis and is bounded on
the left and right, respectively, by the planes that are perpendicular to the
x-axis at x = a and x = b . Find the volume V of the solid, assuming that its
cross-sectional area A(x) is known at each x in the interval [a, b].
Volume formula: Let S be a solid bounded by two parallel planes per-
Example 6.2.1. Derive the formula for the volume of a right pyramid whose
altitude is h and whose base is a square with sides of length a.
Definition 6.2.1. A solid of revolution is a solid that is generated by revolving
a plane region about a line that lies in the same plane as the region; the line
is called the axis of revolution.
VOLUMES BY DISKS PERPENDICULAR TO THE x-AXIS
Let f be continuous and nonnegative on [a, b], and let R be the region that is
bounded above by y = f (x), below by the x-axis, and on the sides by the lines
x = a and x = b. Find the volume of the solid of revolution that is generated
by revolving the region R about the x-axis.

We can solve this problem by slicing. For this purpose, observe that the
cross section of the solid taken perpendicular to the x-axis at the point x is a
circular disk of radius f(x). The area of this region is

A(x) = π[f (x)]2

Thus, the volume of the solid is

Z b
V = π[f (x)]2 dx)
a

Because the cross sections are disk shaped, the application of this formula is
pendicular to the x-axis at x = a and x = b. If, for each x in [a, b], the called the method of disks.
Ambo University
DEPARTMENT OF MATHEMATICS 67
Example 6.2.2. Find√ the volume of the solid that is obtained when the region
under the curve y = x over the interval [1, 4] is revolved about the x-axis.
Example 6.2.3. Derive the formula for the volume of a sphere of radius r.
Volumes by Washers perpendicular to the x-axis
Let f and g be continuous and nonnegative on [a, b], and suppose that f (x) ≥
g(x) for all x in the interval [a, b]. Let R be the region that is bounded above
Example 6.2.4. Find the volume of the solid generated when the region be-
by y = f (x), below by y = g(x), and on the sides by the lines x = a and x = b.
tween the graphs of the equations f (x) = 12 + x2 and g(x) = x over the interval
Find the volume of the solid of revolution that is generated by revolving
[0, 2] is revolved about the x-axis.
the region R about the x-axis.
Volumes by Disks and Washers perpendicular to the y-axis
We can solve this problem by slicing. For this purpose, observe that the cross The methods of disks and washers have analogs for regions that are revolved
section of the solid taken perpendicular to the x-axis at the point x is the about the y-axis
annular or “washer-shaped" region with inner radius g(x) and outer radius
f (x) ; its area is Z d Z d
2 2 2
A(x) = π[f (x)] − π[g(x)] = π([f (x)] − [g(x)] ) 2 Disks → V = π[u(y)]2 dy, Washers → V = π([w(y)]2 − [v(y)]2 )dy
c c
Thus, the volume of the solid is
Z b √ Find the volume of the solid generated when the region en-
Example 6.2.5.
closed by y = x, y = 2, and x = 0 is revolved about the y−axis.
V = π([f (x)]2 − [g(x)]2 )dx
a
Problem: Let f be continuous and nonnegative on [a, b] (0 ≤ a < b), and
Because the cross sections are washer shaped, the application of this formula let R be the region that is bounded above by y = f (x), below by the x-axis,
is called the method of washers. and on the sides by the lines x = a and x = b. Find the volume V of the solid
Ambo University
DEPARTMENT OF MATHEMATICS 68
of revolution S that is generated by revolving the region R about the y-axis.

Theorem 6.2.1 (Volume by cylindrical shells about the y-axis). Let f be

continuous and nonnegative on [a, b] (0 ≤ a ≤ b), and let R be the region that
is bounded above by y = f (x), below by the x-axis, and on the sides by the
lines x = a and x = b. Then the volume V of the solid of revolution that is
generated by revolving the region R about the y-axis is given by
Z b
V = 2πxf (x)dx.
a

Example 6.2.6. Use cylindrical shells to

√ find the volume of the solid generated
when the region enclosed between y = x , x = 1, x = 4, and the x-axis is
revolved about the y-axis. Theorem 6.3.1 (The Arc Length Formula). If f 0 is continuous on [a, b], then
the length of the curve y = f (x), a ≤ x ≤ b, is
An informal viewpoint about cylindrical shells. The volume V of a solid
of revolution that is generated by revolving a region R about an axis can be Z b p
obtained by integrating the area of the surface generated by an arbitrary cross L= 1 + [f 0 (x)]2 dx.
a
section of R taken parallel to the axis of revolution.
Example 6.3.1. Find the length of the arc of the semicubical parabola y 2 = x3
Example 6.2.7. Use cylindrical shells to find the volume of the solid generated
between the points (1, 1) and (4, 8).
when the region R in the first quadrant enclosed between y = x and y = x2 is
revolved about the y-axis. If a smooth curve C has the equation y = f (x), a ≤ x ≤ b, let s(x) be the
distance along C from the initial point P0 (a, f (a)) to the point Q(x, f (x)).
Example 6.2.8. Use cylindrical shells to find the volume of the solid generated
Then s is a function, called the arc length function,
when the region R under y = x2 over the interval [0, 2] is revolved about the
line y = −1.
Z xp
s(x) = 1 + [f 0 (t)]2 dt
a

6.3 Arc Length Example 6.3.2. Find the arc length function for the curve y = x2 − 1
8 ln x
taking P0 (1, 1) as the starting point.
To avoid some complications that would otherwise occur, we will impose the
requirement that f 0 be continuous on [a, b], in which case we will say that
y = f (x) is a smooth curve on [a, b] or that f is a smooth function on [a, 6.4 Surface Area
b]. Thus, we will be concerned with the following problem.
Surface area problem: Suppose that f is a smooth, nonnegative function
Suppose that y = f (x) is a smooth curve on the interval [a, b]. Define and on [a, b] and that a surface of revolution is generated by revolving the portion
find a formula for the arc length L of the curve y = f (x) over the interval of the curve y = f (x) between x = a and x = b about the x-axis. Define what
[a, b]. is meant by the area S of the surface, and find a formula for computing it.
Ambo University
DEPARTMENT OF MATHEMATICS 69
 force on the object as the object moves from x = a to x = b, and find a formula
for computing the work.
Definition 6.4.1. Suppose that an object moves in the positive direction
along a coordinate line over the interval [a, b] while subjected to a variable
force F (x) that is applied in the direction of motion. Then we define the
work W performed by the force on the object to be
Z b
W = F (x)dx.
a

Center of gravity: Let f be a positive continuous function on the interval

[a, b]. Suppose that a homogeneous lamina with constant density δ occupies a
region R in a horizontal xy-plane bounded by the graphs of y = f (x), y = 0,
x = a, and x = b. Find the coordinates (x, y) of the center of gravity of the
lamina.

Rb Rb 1 2
δxf (x)dx 2 δ(f (x)) dx
a a
x= , y= (6.4.0)
Rb Rb
δf (x)dx δf (x)dx
a a
Example 6.4.3. Find the center of gravity of the triangular lamina with
vertices (0, 0), (0, 1), and (1, 0) and density δ = 3.
If f is a smooth, nonnegative function on [a, b], then the surface area S
In the case of a homogeneous lamina, the center of gravity of a lamina
of the surface of revolution that is generated by revolving the portion of the
occupying the region R is called the centroid of the region R. Since the
curve y = f (x) between x = a and x = b about the x-axis is defined as
lamina is homogeneous, δ is constant. The factor δ in Equation 4.1.1 may
Z b p thus be moved through the integral signs and canceled, and Equation 6.4 can
S= 2πf (x) 1 + [f 0 (x)]2 dx. be expressed as
a
Rb
Example 6.4.1. Find the area of the surface that is generated by revolving xf (x)dx Zb
a 1
the portion of the curve y = x3 between x = 0 and x = 1 about the x-axis. x= = xf (x)dx
Rb Area of R
Example 6.4.2. Find the area of the surface that is generated by revolving δf (x)dx a
a
the portion of the curve y = x2 between x = 1 and x = 2 about the y-axis.
Rb 1 2
Work 2 (f (x)) dx Zb
a 1 1
Problem: Suppose that an object moves in the positive direction along a y= = (f (x))2 dx
Rb Area of R 2
coordinate line while subjected to a variable force F (x) that is applied in the f (x)dx a
direction of motion. Define what is meant by the work W performed by the a

Ambo University
DEPARTMENT OF MATHEMATICS 70
Example 6.4.4. Find the centroid of the semicircular region in the figure
below.

Ambo University
DEPARTMENT OF MATHEMATICS 71