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Stnote131 219 ch1
Stnote131 219 ch1
System of linear algebraic equations and their solution constitute one of the major topics
studied in the course known as “linear algebra.” In the first section we shall introduce
some basic terminology and discuss a method for solving such system.
Observe that a linear equation does not involve any products or roots of variables. All
variables occur only to the first power and do not appear as arguments for trigonometric,
logarithmic, or exponential functions.
A solution of a linear equation a1 x1 + a2 x2 + · · · + an xn = b is a sequence of n
numbers s1 , s2 , . . ., sn such that the equation satisfied when we substitute x1 = s1 ,
x2 = s2 , . . ., xn = sn . The set of all solutions of the equation is called its solution set
or sometimes the general solution of the equation.
1
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 2
Example 1.1.
Solution
Linear Systems
A finite set of linear equations in the variables x1 , x2 , . . ., xn is called system of linear
equations or a linear system. A sequence of numbers s1 , s2 , . . ., sn is called a
solution of the system if x1 = s1 , x2 = s2 , . . ., xn = sn is a solution of every equation
in the system. For example, the system
4x1 − x2 + 3x3 = −1
3x1 + x2 + 9x3 = −4
the the solution x1 = 1, x2 = 2, and x3 = −1 since these values satisfy both equations.
However, x1 = 1, x2 = 8, x3 = 1 is not a solution since these values satisfy only the first
equation in the system. Thus, not all system of linear equations have solutions.
A system of equations that has no solutions is said to be inconsistent; if there is
at least one solution of the system, it is called consistent. To illustrate the possibilities
that can occur in solving systems of linear equations, consider a general system of two
linear equations in the unknowns x and y:
The graphs of these equations are lines; call them ℓ1 and ℓ2 . Since a point (x, y) lies on
a line if and only if the number x and y satisfy the equation of the line, the solutions of
the system of equations correspond to points of the intersection of ℓ1 and ℓ2 . There are
three possibilities, illustrated in Figure 1.1
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 3
y y y
ℓ1 ℓ2
ℓ1 ℓ2 ℓ1 and ℓ2
x x x
• The lines ℓ1 and ℓ2 may be parallel, in which case there is no intersection and
consequently no solution to the system.
• The lines ℓ1 and ℓ2 may intersect at only one point, in which case the system has
exactly one solution.
• The lines ℓ1 and ℓ2 may coincide, in which case there are infinitely many points of
intersection and consequently infinitely many solutions to the system.
Although we have considered only two equations with two unknowns here, we will
show later that the same three possibilities hold for arbitrary linear systems:
Every system of linear equations has no solutions, or has exactly one solution,
or has infinitely many solutions.
where x1 , x2 , . . ., xn are the unknowns and the subscripted a’s and b’s denote constants.
For example, a general system of three linear equations in four unknowns can be written
as
The double subscripting on the coefficients of the unknowns is a useful device that
is used to specify the location of the coefficient in the system. The first subscript on
the coefficient aij indicates the equation in which the coefficient occurs, and the second
subscript indicates which unknown it multiplies. Thus, a12 is in the first equation and
multiplies unknown x2 .
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 4
Augmented Matrices
A system of m linear equations in n unknowns can be abbreviated by writing only the
rectangular array of numbers
a11 a12 ··· a1n b1
a21
a22 ··· a2n b2
.. .. .. .. .
. . . .
am1 am2 ··· amn bm
This is called the augmented matrix for the system. For example, the augmented
matrix for the system of equations
x1 + x2 + 2x3 = 9
2x1 + 4x2 − 3x3 = 1
3x1 + 6x2 − 5x3 = 0
is
1 1 2 9
2 4 −3 1 .
3 6 −5 0
Remark When constructing an augmented matrix, we must write the unknowns in the
same order in each equation, and the constants must be on the right.
Exercise 1.1
(c) 3x − xy = 1 (d) y = 2x − 1
x + 2xy − y = 0 y = −x
4. Find the augmented matrix for each of the following systems of linear equations.
x = 5 + 2t, y = t.
3. (a), (d)
3 −2 −1 2 0 2 1 1 0 0 1
4. (a) 4 5 3 (b) 3 −1 4 7 (c) 0 1 0 2
7 3 2 6 1 −1 0 0 0 1 3
1 2 0 −1 1 1
(d) 0 3 1 0 −1 2
0 0 1 7 0 1
5. (a) 2x1 =0
3x1 − 4x2 = 0
x2 = 1
(b) 3x1 − 2x3 = 5
7x1 + x2 + 4x3 = −3
−2x2 + x3 = 7
(c) 7x1 + 2x2 + x3 − 3x4 = 5
x1 + 2x2 + 4x3 =1
(d) x1 =7
x2 = −2
x3 =3
x4 = 4
1. Multiply any equation, say the i th, by a nonzero constant α. This is denoted by
α ri .
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 7
Since the rows of an augmented matrix correspond to the equations in the associated
system, these three operations correspond to the following operations on the rows of the
augmented matrix:
These are called elementary row operations. The following illustrates how these
operations can be used to solve system of linear equations.
Example 1.2.
x + y + 2z = 9
2x + 4y − 3z = 1
3x + 6y − 5z = 0
Solution In the left column we solve a system of linear equations by operating on the
equations in the system, and in the right column we solve the same system by operating
on the rows of the augmented matrix.
x + y + 2z = 9 1 1 2 9
2x + 4y − 3z = 1 2 4 −3 1
3x + 6y − 5z = 0 3 6 −5 0
Add −2 times the first equation Add −2 times the first row
to the second to obtain to the second to obtain
x + y + 2z = 9 1 1 2 9
2y − 7z = −17 0 2 −7 −17
3x + 6y − 5z = 0 3 6 −5 0
Add −3 times the first equation Add −3 times the first row
to the third to obtain to the third to obtain
x + y + 2z = 9 1 1 2 9
2y − 7z = −17 0 2 −7 −17
3y − 11z = −27 0 3 −11 −27
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Add −3 times the second equation Add −3 times the second row
to the third to obtain to the third to obtain
x + y + 2z = 9 1 1 2 9
y − 72 z = − 17
2 0 1 − 72 − 17 2
− 21 z = − 23 0 0 − 12 − 23
Add −1 times the second equation Add −1 times the second row
to the first to obtain to the first to obtain
x + 11
2
z = 35
2
1 0 11 2
35
2
7
y − 2z = − 17
2
0 1 − 7 − 17
2 2
z = 3 0 0 1 3
Add − 112
times the third equation Add − 112
times the third row
to the first and 27 times the third to the first and 27 times the third
equation to the second to obtain row to the second to obtain
x = 1 1 0 0 1
y = 2 0 1 0 2
z = 3 0 0 1 3
Echelon Forms
In previous example, we solved a linear system in the unknowns x, y, and z by reducing
the augmented matrix to the form
1 0 0 1
0 1 0 2 .
0 0 1 3
This is an example of a matrix that is in reduced row-echelon form. To be of this
form, a matrix must have the following properties:
1. If the row does not consist entirely of zeros, then the first nonzero number in the
row is a 1. We call this a leading 1.
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 9
2. If there are any rows that consist entirely of zeros, then they are grouped together
at the bottom of the matrix.
3. In any two successive rows that do not consist entirely of zeros, the leading 1 in
the lower row occurs farther to the right than the leading 1 in the higher row.
4. Each column that contains a leading 1 has zeros everywhere else in that column.
A matrix that has the first three properties is said to be in row-echelon matrix.
(Thus, a matrix in reduced row-echelon form is of necessity in row-echelon form, but not
conversely.)
Example 1.3.
Suppose that the augmented matrix for a linear equations has been reduced by
row operations to the given reduced row-echelon form. Solve the system.
1 0 0 2 1 0 0 3 −5
(a) 0 1 0 4 (b) 0 1 0 4 −1
0 0 1 −3 0 0 1 2 6
1 0 2 −3 1 0 4 0
(c) 0 1 1 4 (d) 0 1 −5 0
0 0 0 0 0 0 0 1
Solution
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 10
Elimination Methods
We have just seen how easy it is to solve a system of linear equations once its augmented
matrix is in reduced row-echelon form.
• The process of using row operations to transform a linear system into one whose
augmented matrix is in row-echelon form is called Gaussian elimination.
• The process of using row operations to transform a linear system into one whose
augmented matrix is in reduced row-echelon form is called Gauss-Jordan elimi-
nation.
Remark It can be show that every matrix has a unique reduced row-echelon form.
Example 1.4.
Solution
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 11
Back-Substitution
It is sometimes preferable to solve a system of linear equations by using Gaussian elimi-
nation to bring the augmented matrix into row-echelon form without continuing all the
way to the reduced row-echelon form. When this is done, the corresponding system of
equations can be solved by a technique called back-substitution. The next example
illustrates the idea.
Example 1.5.
Solve
x + y + 2z = 9
2x + 4y − 3z = 1
3x + 6y − 5z = 0
Solution
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 12
Every homogeneous system of linear equations is consistent, since all such systems
have x1 = 0, x2 = 0, . . ., xn = 0 as a solution. This solution is called the trivial
solution; if there are other solutions, they are called nontrivial solution.
Because a homogeneous linear system always has the trivial solution, there are only
two possibilities for its solutions:
• The system has infinitely many solutions in addition to the trivial solution.
In the special case of a homogeneous linear system of two equations in two unknowns,
say
the graphs of the equations are lines through the origin, and the trivial solution corre-
sponds to the point of intersection at the origin.
y y
a1 x + b1 y = 0
x x
a2 x + b2 y = 0 a1 x + b1 y = 0
and
a2 x + b2 y = 0
(a) Only the trivial solution (b) Infinitely many solutions
Example 1.6.
2x1 + 2x2 − x3 + x5 = 0
−x1 − x2 + 2x3 − 3x4 + x5 = 0
x1 + x2 − 2x3 − x5 = 0
x3 + x4 + x5 = 0
Solution
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 14
Theorem 1.1.
Remark Note that Theorem 1.1 applied only to homogeneous systems. A nonhomoge-
neous system with more unknowns than equations need not be consistent; however, if
the system is consistent, it will have infinitely many solutions.
Exercise 1.2
6. In each part suppose that the augmented matrix for a system of linear equations
has been reduced by row operations to the given reduced row-echelon form. Solve
the system.
1 0 0 −3 1 0 0 −7 8
(a) 0 1 0 0 (b) 0 1 0 3 2
0 0 1 7 0 0 1 1 −5
1 −3 0 2
1 2 0 1 5
(c) 0 0 1 −2 (d)
0 0 1 3 4
0 0 0 0
1 −6 0 0 3 −2
0 0 1 0 4 7 1 −3 0 0
(e)
0 0 0 1 5 8
(f) 0 0 1 0
0 0 0 1
0 0 0 0 0 0
7. Solve each of the following systems by Gauss-Jordan elimination.
(e) 2x + 2y + 4z =0 (f) 2x − y − 3z = 0
w − y − 3z =0 −x + 2y − 3z = 0
2w + 3x + y + z =0 x + y + 4z = 0
−2w + x + 3y − 2z =0
11. Consider a linear system whose augmented matrix is of the form
1 2 1 1
−1 4 3 2
2 −2 α 3
(a) For what values of α and β will the system have infinitely many solutions?
(b) For what values of α and β will the system be inconsistent?
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2x1 − x2 = λ x1
2x1 − x2 + x3 = λ x2
−2x1 + 2x2 + x3 = λ x3
1. (a), (b), (d), (g), (h) 2. (a), (b), (c), (f), (g)
3. (a) Row-echelon (b) Neither (c) Both (d) Row-echelon (e) Both (f) Both
1 1 0 0 1 0
0 1 2 0 3 0 7
0 1 0 1 0
4.
0 5. 0 0 1 0 0 1
0 0 1 0 0
0 0 0 0 1 2
0 0 0 0 0 0
6. (a) x1 = 3, x2 = 0, x3 = 7 (b) x1 = 7t + 8, x2 = −3t + 2, x3 = −t − 5, x4 = t
(c) x1 = 2 + 3t, x2 = t, x3 = −2 (d) x1 = 5 − 2s − t, x2 = s, x3 = 4 − 3t, x4 = t
(e) x1 = 6s − 3t − 2, x2 = s, x3 = −4t + 7, x4 = −5t + 8, x5 = t
(f) Inconsistent
7. (a) x1 = 3, x2 = 1, x3 = 2 (b) x1 = − 17 − 73 t, x2 = 1
7
− 74 t, x3 = t
(c) Inconsistent (d) Inconsistent (e) x1 = 3 + 2t, x2 = t
3
(f) x1 = 4
− 85 t, x2 = − 14 − 18 t, x3 = t, x4 = 3
(g) x = t − 1, y = 2s, z = s, w = t (h) x1 = −4, x2 = 2, x3 = 7
(i) x1 = − 34 t, x2 = 0, x3 = 13 t, x4 = t
14
(j) x = 5
− 65 t, y = − 10
7
+ 3
10
t− 1
10
s, z = −2 + t, w = t
9. (a), (c), (d)
10. (a) x1 = 0, x2 = 0, x3 = 0
(b) x1 = −s, x2 = −t − s, x3 = 4s, x4 = t
(c) x1 = t, x2 = −t, x3 = t (d) x1 = 53 t, x2 = t, x3 = t
(e) w = t, x = −t, y = t, z = 0 (f) x = 0, y = 0, z = 0
11. α 6= −2 12. β = 2 13. (a) α = 5, β = 4, (b) α = 5, β 6= 4
14. If λ = 1, then x1 = x2 = s, x3 = 0. If λ = 2, then x1 = − 21 s, x2 = 0, x3 = s
For example,
2 1
−1 2 (1.2)
0 5
1 −1 0
(1.3)
0 5 0
and √
1 2 π (1.4)
Each horizontal line of number is called a row of the matrix; each vertical one is
called a column. For example, in matrix (1.2) the third row consist of the entries 0 and
5, whereas the entries in the first column are 2, −1, and 0.
If the given matrix has m rows and n columns, it is called m × n matrix (read, m
by n matrix), and the numbers m and n are the sizes of the matrix. The matrices (1.2),
(1.3), and (1.4), are respectively, 3 × 2, 2 × 3, and 1 × 3 matrices.
A matrix with only one column or m × 1 matrix (with m > 1) is called a column
matrix (or a column vector ), and a matrix with only one row or 1 × n matrix (with
n > 1) is called a row matrix (or a row vector ). For example, the matrix (1.4) is
called a row matrix or a row vector.
Capital (uppercase) letters, such as A, B, and C, will be used to denote matrices,
whereas the entries of a matrix will be denoted by the corresponding lowercase letter
with “double subscripts.” The entry that occurs in row i and column j of a matrix A
will be denoted by aij . Thus, a general 2 × 4 matrix might be written as
a11 a12 a13 a14
A=
a21 a22 a23 a24
the first notation being used when it is important in the discussion to know the size, and
the second being used when the size need not be emphasized.
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 19
The entry in row i and column j of a matrix A is also commonly denoted by the
symbol (A)ij . Thus, for the matrix
3 6 −1
A= 4
2 0
1 −3 −5
A matrix A with n rows and n columns is called a square matrix of order n, and
the entries a11 , a22 , . . ., ann in (1.5) are said to be on the main diagonal of A.
a11 a12 · · · a1n
a21 a22 · · · a2n
.. .. .. . (1.5)
. . .
an1 an2 · · · ann
Definition 1.2.
A square matrix in which all the entries above the main diagonal are zero is
called lower triangular, and a square matrix in which all the entries below
the main diagonal are zero is called upper triangular. A matrix that is either
upper triangular or lower triangular is called triangular.
Operations on Matrices
Definition 1.3.
Given matrices A and B, the entries aij and bkp are corresponding entries
if and only if i = k and j = p. In other words, an entry of A corresponds to
an entry of B if and only if they occupy the same position in their respective
matrices.
For example, if
1 2 3 7 8 9
A= and B =
4 5 6 −1 −2 −3
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 20
then 1 and 7, 2 and 8, and 4 and −1 are all pairs of corresponding entries. We shall
speak of corresponding entries only when the two matrices in question have the same
size.
Two matrices A and B are equal, written A = B, if they have the same size
and their corresponding entries are equal.
In matrix notation, if A = [aij ] and B = [bij ] have the same size, then A = B if
and only if aij = bij for all i and j.
Example 1.7.
Solution
Let A and B be matrices with the same size. The sum of A and B, written
A + B, is the matrix obtained by adding corresponding entries of A and B
In matrix notation, if A = [aij ] and B = [bij ] have the same size, then C = A+B
if and only if cij = aij + bij for all i and j.
Example 1.8.
2 −1 5 −3 2 7 3 5
Let A = ,B = , and C = . Find A + B
3 0 −4 5 −6 2 −2 −1
and A + C, if defined
Solution
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 21
Definition 1.7.
Example 1.9.
1 −1 0 3
Let A = . Find 3A and (−1)A.
2 6 −4 8
Solution
Let A and B be matrices with the same size. The difference of A and B,
written A − B, is the matrix C given by C = A + (−B).
Note The matrix A − B can be obtained by simply subtracting each entry of B from
the corresponding entry of A.
Example 1.10.
5 4 −3 0
Find C = 2A − B where A = −1 7 and B = 4 2 .
9 −3 5 −7
Solution
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Example 1.11.
Given the pairs of matrices A and B, find the products AB and BA, if defined.
4 1 4 3
1 2 4
(a) A = , B = 0 −1 3 1
2 6 0
2 7 5 2
1 2 3 x
(b) A = 4 5 6, B = y
7 8 9 z
Solution
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 23
Note It should be apparent from Example 1.11 that multiplication of matrices “act
differently” from multiplication of numbers. The latter has the property of commutativity
(for all numbers a and b, ab = ba), but matrix multiplication does not.
One situation in which the products AB and BA are both defined (although they
still need not be equal) is when A and B have the same size and are square.
Partitioned Matrices
A matrix can be subdivided or partitioned into small matrices by inserting horizontal
and vertical rules between selected rows and columns. For example, the following are
three possible partitions of a general 3 × 4 matrix A:
Example 1.12.
If A and B are the matrices in Example 1.11 (a), then find the first row and
second column of AB
Solution
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 24
In words, (1.8) tell us that the product Ax of the matrix A with a column matrix x
is a linear combination of the column matrices of A with the coefficients coming from
the matrix x.
Moreover, the product yA of a 1 × m matrix y with an m × n matrix A is a linear
combination of the row matrices of A with scalar coefficients coming from y.
Example 1.13.
Since two matrices are equal if and only if their corresponding entries are equal, we
can replace the m equations in this system by the single matrix equation
a11 x1 + a12 x2 + · · · + a1n xn b1
a21 x1 + a22 x2 + · · · + a2n xn b2
.. .. .. = ..
. . . .
am1 x1 + am2 x2 + · · · + amn xn bm
The m × 1 matrix on the left side of this equation can be written as a product to give
a11 a12 · · · a1n x1 b1
a21 a22 · · · a2n x2 b2
.. .. .. .. = .. .
. . . . .
am1 am2 · · · amn xm bm
Ax = b
The matrix A in this equation is called the coefficient matrix of the system. The
augmented matrix for the system is obtained by adjoining b to A as the last column;
thus the augmented matrix is
a11 a12 · · · a1n b1
a21 a22 · · · a2n b2
A b = .. .. .. .. .
. . . .
am1 am2 · · · amn bm
Transpose of a Matrix
Example 1.14.
Solution
Definition 1.11.
Example 1.15.
Solution
Exercise 1.3
1. Suppose that A, B, C, D, and E are matrices with the following dimensions:
A B C D E
(4 × 5) (4 × 5) (5 × 2) (4 × 2) (5 × 4)
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Determine which of the following matrix expression are defined. For those that are
defined, give the dimension of the resulting matrix.
(a) BA (b) AC + D (c) AE + B (d) AB + B
(e) E(A + B) (f) E(AC) (g) E T A (h) (AT + E)D
2. If a matrix A is 3 × 5 and the product AB is 3 × 7, what is the size of B?
7. Let
1 2 1 1 0 2
A = 3 3 5 and B = 2 1 1
2 4 1 5 4 1
Use the method of Example 1.12 to find
(a) the first row of AB (b) the third row of AB
(c) the second column of AB (d) the first column of BA
(e) the third row of AA (f) the third column of AA
8. Let A and B be the matrices Exercise7. Use the method of Example ?? to
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 28
(f) If A is a square matrix and AA has a column of zeros, then A must have a
column of zeros.
(g) If B is an n × n matrix whose entries are positive even integers, and if A is an
n × n matrix whose entries are positive integers, then the entries of AB and
BA are positive even integers.
(h) If the matrix sum AB + BA is defined, then A and B must be square.
2. 5 × 7 3. a = 5, b = −3, c = 4, d = 1
−5 0 −1 −5 0 −1
7 2 4
4. (a) (b) 4 −1 1 (c) 4 −1 1 (d) Undefined
3 5 7
−1 −1 1 −1 −1 1
1 3
−4 2 9 1 −1 9 −13 0
0 −1
(e) 94 0 (f) (g) −13 2 −4 (h) 1 2 1
3 9 1 0
4 4
0 1 −6 −1 −4 −6
12 −3 42 108 75 3 45 9
5. (a) −4 5 (b) Undefined (c) 12 −3 21 (d) 11 −11 17
4 1 36 78 63 7 17 13
3 45 9 12 6 9
21 17 0 −2 11
(e) 11 −11 17 (f) (g) (h) 48 −20 14
17 35 12 1 8
7 17 13 24 8 16
7 −8
(i) 61 (j) 35 (k) 28 6. b1 = , b2 =
4 −5
6 5 12
7. (a) 10 6 5 (b) 15 8 9 (c) 23 (d) 7 (e) 16 20 23 (f)
23
8 19 23
10 1 2 1
8. (a) 34 = 1 3 + 2 3 + 5 5
15 2 4 1
6 1 2 1
23 = 0 3 + 1 3 + 4 5
8 2 4 1
5 1 2 1
14 = 2 3 + 1 3 + 1 5
9 2 4 1
5 1 0 2
(b) 7 = 1 2 + 3 1 + 2 1
19 5 4 1
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 30
10 1 0 2
11 = 2 2 + 3 1 + 4 1
26 5 4 1
3 1 0 2
8 = 1 2 + 5 1 + 1 1
26 5 4 1
1 1 0 x1 5
3 2 x1 1
9. (a) = (b) 2 1 −1
x2 = 6
2 −3 x2 5
3 −2 2 x3 7
4 0 −3 1 x1 1
2 1 1 x1 4 5 1 0 −8 x2 3
(c) 1 −1 2 x2 = 2 (d) 2 −5 9 −1 x3 = 0
3 −2 −1 x3 0
0 3 −1 7 x4 2
Example 1.16.
Multiplying gives
1 2 5 6
AB = , BA =
11 16 11 16
Thus, AB 6= BA ♣
Let A, B, and C be matrices and a and b be scalars. Assume that the sizes of
the matrices are such that each operation is defined. Then
(a) A + B = B + A (Commutative law for addition)
(b) A + (B + C) = (A + B) + C (Associative law for addition)
(c) A(BC) = (AB) C (Associative law for multiplication)
(d) A(B + C) = AB + AC (Left distributive laws)
(e) (B + C)A = BA + CA (Right distributive laws)
(f) A(B − C) = AB − AC (g) (B − C)A = BA − CA
(h) a(B + C) = aB + aC (i) a(B − C) = aB − aC
(j) (a + b) C = aC + bC (k) (a − b) C = aC − bC
(l) (ab) C = a(b C) (m) a(BC) = (aB)C = B(aC)
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Example 1.17.
Let
1 0 −1 −1 2 3 −2 1 1
A = 2 1 −1 , B= 0 1 0 , C= 1 1 0
3 −2 0 −2 −1 0 3 0 −3
Solution
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Zero Matrices
Definition 1.12.
The matrix analog of the number 0 is called a zero matrix. A zero matrix,
denoted by 0, is a matrix of any sizes consisting of only zero entries.
As the next example shows, the corresponding results are not generally true in matrix
arithmetic.
Example 1.18.
Then
3 4 0 0
AB = AC = and AD =
6 8 0 0
Thus, although A 6= 0, it is incorrect to cancel the A from both sides of the
equation AB = AC and write B = C. Also, AD = 0, yet A 6= 0 and D 6=
0. Thus, the cancellation law is not valid for matrix multiplication, and it is
possible for a product of matrices to be zero without either factor being zero.
♣
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 34
Assuming that the sizes of the matrices are such that the indicated operations
can be performed, the following rules of matrix arithmetic are valid.
(a) A + 0 = 0 + A = A
(b) A − A = 0
(c) 0 − A = −A
(d) A0 = 0; 0A = 0
Identity Matrices
Of special interest are square matrices with 1’s on the main diagonal and 0’s off the main
diagonal, such as
1 0 0 0
1 0 0
1 0 0 1 0 0
, 0 1 0 , 0 0 1 0 .
0 1
0 0 1
0 0 0 1
A matrix of this form is called an identity matrix and is denoted by I. If it is important
to emphasize the size, we shall write In for the n × n identity matrix.
The identity matrix is so named because it has the property that AIn = A and
Im A = A for any m × n matrix A. Thus it is the matrix analog of the number 1, the
multiplicative identity for numbers.
Example 1.19.
Then
1 0 0 3 4 1 3 4 1
I3 A = 0 1 0 2 6 3 = 2 6 3 = A
0 0 1 0 1 8 0 1 8
and
b11 b12 b11 b12
1 0
BI2 = b21 b22 = b21 b22 = B ♣
0 1
b31 b32 b31 b32
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 35
Theorem 1.4.
Definition 1.13.
Example 1.20.
3 5 2 −5
Show that the matrix B = is an inverse of A = .
1 2 −1 3
Solution
Properties of Inverses
Theorem 1.5.
As a consequence of Theorem 1.5, we can say now speak of the inverse of an invertible
matrix. If A is invertible, then its inverse will be denoted by the symbol A−1 . Thus,
Theorem 1.6.
The matrix
a b
A=
c d
is invertible if ad − bc 6= 0, in which case the inverse is given by the formula
d b
1
d −b
−
= ad −c bc ad − bc
A−1 = a .
ad − bc −c a −
ad − bc ad − bc
Theorem 1.7.
Theorem 1.8.
Example 1.21.
7 −3 4 1
Let A = and B = . Show that (AB)−1 = B −1 A−1 .
5 −2 3 1
Solution
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 37
Powers of a Matrix
Definition 1.14.
A−n = (A−1 )n = A
| A {z· · · A }
−1 −1 −1
n factors
Note In general, if A is a square matrix, and r and s are positive integers, we have
Ar As = Ar+s . It is also true that under the same condition, (Ar )s = Ars .
Example 1.22.
3 −2 1 2
Let A = and A =
−1
. Find the matrices A3 and A−3 .
−1 1 1 3
Solution
1 −1
(c) For any nonzero scalar k, the matrix kA is invertible and (kA)−1 = A .
k
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 38
Example 1.23.
−1
1 2 −1
If A = , then find A.
3 −5 3
Solution
If the sizes of the matrices are such that the state operations can be performed,
then
(a) (AT )T = A
(d) (AB)T = B T AT
Invertibility of a Transpose
Theorem 1.11.
Example 1.24.
−3 1
Let A = . Show that (AT )−1 = (A−1 )T .
5 −2
Solution
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 39
Exercise 1.4
1. Let
1 −2 0 6 0 2
A = 3 5 −1 , B = 4 1 −1
2 3 4 −3 8 5
4 −5 3
C= 5 7 −2 , a = 3, b = −5
−3 2 −1
Show that
(a) A + (B + C) = (A + B) + C (b) (AB)C = A(BC)
(c) (a + b)C = aC + bC (d) a(B − C) = aB − aC
(e) a(BC) = (aB)C = B(aC) (f) A(B − C) = AB − AC
(g) (B + C)A = BA + CA (h) a(bC) = (ab)C
(i) (AT )T = A (j) (A + B)T = AT + B T
(k) (aC)T = aC T (l) (AB)T = B T AT
2. Let 0 denote a 2 × 2 matrix, each of whose entries is zero. Find
13. Use the result in Exercise 12 to find the inverses of the following matrices.
1 1 0 0 1 1 0 0
−1 1 0 0 0 1 0 0
(a)
1
(b)
1 1 1 0 0 1 1
1 1 −1 1 0 0 0 1
16. Indicate whether the statement is always true or sometimes false. Justify your
answer with a counterexample.
Definition 1.15.
List below are three elementary matrices and the operations that produce them.
1 0
Multiply the second row of I2 by −5.
0 −5
1 0 0
0
0 0 0
1
0
Interchange the second and fourth rows of I4 .
0 1
0
0 1 0
0
1 0 −2
0 1 0 Add −2 times the third row of I3 to the first row.
0 0 1
Theorem 1.12.
Example 1.25.
Let
1 0 0 0 1 0 1 0 0
E1 = 0 1 0 , E2 = 1 0 0 , E3 = 0 1 0
−4 0 1 0 0 1 0 0 5
and
a b c
A = d e f
g h i
Find the product E1 A, E2 A, and E3 A.
Solution
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 44
Example 1.26.
Theorem 1.13.
Theorem 1.14.
(a) A is invertible.
Row Equivalence
If a matrix B can be obtained from a matrix A by performing a finite sequence of
elementary row operations, then obviously we can get from B back to A by performing
the inverses of these elementary row operations in reverse order. Matrices that can be
obtained from one another by a finite sequence of elementary row operations are said to
be row equivalent.
In other words, a matrix B is row equivalent to A if there exists a finite sequence E1 ,
E2 , . . ., Ek−1 , Ek of elementary matrices such that
B = Ek Ek−1 · · · E2 E1 A.
Example 1.27.
Let
1 2 −3
A = 1 −2 1 .
5 −2 −3
Find the elementary matrices E1 , E2 , . . ., Ek−1 , Ek such that
Ek Ek−1 · · · E2 E1 A = Ar
Solution
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 46
which tells us that A−1 can be obtained by multiplying In successively on the left by the
elementary matrices E1 , E2 , . . ., Ek−1 , Ek . Since each multiplication on the left by one
of these elementary matrices performs a row operation, it follow that the sequence of row
operations that reduces A to In will reduce In to A−1 . Thus we have the following result:
To accomplish this we shall adjoint the identity matrix to the right side of A, thereby
producing a matrix of the form
[A | I].
Then we shall apply row operations to this matrix until the left side is reduced to I;
these operations will convert the right side to A−1 , so the final matrix will have the form
[I | A−1 ]
Example 1.28.
1 −2 1
Find the inverse of A = 2 −5 2 .
3 2 −1
Solution
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 47
Often it will not be known in advance whether a given matrix is invertible. If an n×n
matrix A is not invertible,then it cannot be reduced to In by elementary row operation
part (c) of Theorem 1.14 . Stated another way, the reduced row-echelon form of A has
at least one row of zeros. Thus, if the procedure in the last example is attempted on a
matrix that is not invertible, then at some point in the computations a row of zeros will
occur on the left side. It can then be concluded that the given matrix is not invertible,
and the computations can be stopped.
Example 1.29.
1 3 4
Let A be the matrix −2 −5 −3. Determine whether A is invertible.
1 4 9
Solution
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 48
Example 1.30.
1 −2 1
In Example 1.28 we show that A = 2 −5 2 is an invertible matrix. From
3 2 −1
Theorem 1.14, it follows that the homogeneous system
x1 − 2x2 + x3 = 0
2x1 − 5x2 + 2x3 = 0
3x1 + 2x2 − x3 = 0
Exercise 1.5
E3 E2 E1 A = U
1 3 5 7 −1 13 4 2 2 1 5 −3
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 50
7. Find all values of a such that the following matrices are invertible:
1 a 0
2 a
(a) A = (b) A = −1 0 1
3 4
0 1 1
8. Given
3 1 1 2
A= and B =
5 2 3 4
compute A−1 and use it to:
11. Consider the following given matrix A. Find elementary matrices E1 , E2 , . . ., Ek−1 ,
Ek such that Ek Ek−1 · · · E2 E1 A = Ar where Ar is the reduced row-echelon form of
A.
1 0 2 2 0 2 4
(a) 0 1 0 (b) 1 1 2 −1
0 0 3 0 0 2 4
1 1 −1 −1
0 0 1 1 2 0 0 2
(c) 1 2 0 0 (d)
0 0 0
3
3 0 0 1
2 2 −2 −2
12. Indicate whether the statement is always true or sometimes false.
0 0 0 1
12. (a) False (b) True (c) True (d) True (e) True (f) True (g) True
Every system of linear equations has no solutions, or has exactly one solutions,
or has infinitely many solutions.
Theorem 1.16.
Example 1.31.
x1 − 2x2 + x3 = 7
2x1 − 5x2 + 2x3 = 6
3x1 + 2x2 − x3 = 1
Solution
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 54
Remark Note that the method of Example 1.31 applies only when the system has as
many equations as unknowns, and the coefficient matrix is invertible. This method is less
efficient, computationally, than Gaussian elimination, but it is important in the analysis
of equations involving matrices.
Ax = b1 , Ax = b2 , Ax = b3 , . . . , Ax = bk
each of which has the same square coefficient matrix A. If A is invertible, then the
solutions
x1 = A−1 b1 , x2 = A−1 b2 , x3 = A−1 b3 , . . . , xk = A−1 bk
can be obtained with one matrix inversion and k matrix multiplications. Once again,
however, a more efficient method is to form the matrix
[ A | b1 | b2 | · · · | bk ] (1.11)
in which the coefficient matrix A is “augmented” by all k of the matrices and then reduce
(1.11) to reduced row-echelon form by Gauss-Jordan elimination. In this way we can
solve all k systems at once. This method has the added advantage that it applies even
when A is not invertible.
Example 1.32.
Solution
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 55
(a) A is invertible.
Theorem 1.19.
Example 1.33.
What conditions must b1 , b2 , and b3 satisfy in order for the system of equations
x1 + x2 + 2x3 = b1
x1 + x3 = b2
2x1 + x2 + 3x3 = b3
to be consistent?
Solution
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 57
Example 1.34.
What conditions must b1 , b2 , and b3 satisfy in order for the system of equations
x1 − 2x2 + x3 = b1
2x1 − 5x2 + 2x3 = b2
3x1 + 2x2 − x3 = b3
to be consistent?
Solution
Exercise 1.6
1. Solve the following system by inverting the coefficient matrix and using Theo-
rem 1.16.
(a) x1 + x2 = 2 (b) 2x1 − x2 = 8
5x1 + 6x2 = 9 6x1 − 5x2 = 32
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 58
x1 + 2x2 + x3 = b1
x1 − x2 + x3 = b2
x1 + x2 = b3
i. b1 = 1, b2 = 4 i. b1 = −3, b2 = 12
ii. b1 = −2, b2 = 5 ii. b1 = −2, b2 = 1
iii. b1 = −3, b2 = 9
7. In each part, determine whether the homogeneous system has a nontrivial solution
(without using pencil and paper); then state whether the given matrix is invertible.
(a) 3x1 − 2x2 + x3 + x4 =0 3 −2 1 1
4x2 + 5x3 − 2x4 =0 0 4 5 −2
x3 − 3x4 =0 0 0 1 −3
2x4 =0 0 0 0 2
(b) 4x1 + 3x2 − x3 + 2x4 =0 4 3 −1 2
3x3 − x4 =0 0
0 3 −1
x3 + 5x4 =0 0 0 1 5
9x4 =0 0 0 0 9
1. (a) x1 = 3, x2 = −1 (b) x1 = 2, x2 = −4
(c) x1 = 1, x2 = −11, x3 = 16 (d) x = −3, y = 2, z = 4
(e) w = −6, x = 1, y = 10, z = −7
(f) x1 = 3, x2 = 1, x3 = −1, x4 = 2
16
2. (a) x1 = 3
, x2 = − 34 , x3 = − 11
3
(b) x1 = − 53 , x2 = 35 , x3 = 10
3
(c) x1 = 3, x2 = 0, x3 = −4
22 1 21 11
3. (a) i. x1 = 17
, x2 = 17
ii. x1 = 17
, x2 = 17
(b) i. x1 = −1, x2 = 1 ii. x1 = 2, x2 = −5 iii. x1 = 3, x2 = 0
7 4 34 28 19 13
(c) i. x1 = 15
, x2 = 15 ii. x1 = 15
, x2 = 15
iii. x1 = 15
, x2 = 15
iv. x1 = − 15 , x2 = 53
(d) i. x1 = −3, x2 = −5, x3 = 2 ii. x1 = 0, x2 = 0, x3 = 1
iii. x1 = 2, x2 = −1, x3 = 3
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 60
1.7 LU-Decompositions
With Gaussian elimination and Gauss-Jordan elimination, a linear system is solved by
operating systematically on an augmented matrix. In this section we shall discuss a
different organization of this approach, one based on factoring the coefficient matrix into
a product of lower and upper triangular matrices.
A = LU
where L is lower triangular and U is upper triangular, then the linear system Ax = b
can be solved as follows:
LUx = b (1.12)
Ux = y (1.13)
Step 3. Use (1.13) to rewrite (1.12) as Ly = b and solve this system for y.
Example 1.35.
use this result and the method described above to solve the system
2 1 3 x1 −1
4 1 7 x2 = 5
−6 −2 −12 x3 −2
Solution
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 62
LU-Decompositions
We now turn to the problem of constructing such factorizations. To motivate the method,
suppose that an n × n matrix A has been reduced to a row-echelon form U by Gaussian
elimination—that is, by a certain sequence of elementary row operations. By Theo-
rem 1.12 each of these operations can be accomplished by multiplying on the left by an
appropriate elementary matrix. Thus there are elementary matrices E1 , E2 , . . . , Ek such
that
Ek · · · E2 E1 A = U (1.14)
By Theorem 1.13, E1 , E2 , . . . , Ek are invertible, so we can multiply both sides of Equa-
tion (1.14) on the left successively by
to obtain
A = E1−1 E2−1 · · · Ek−1 U (1.15)
We can show that the matrix L defined by
A = LU
Theorem 1.20.
Definition 1.16.
Example 1.36.
Find an LU-decomposition of
2 1 3
A= 4 1 7
−6 −2 −12
Elementary Matrix
Reduction to Corresponding to Inverse of the
Row-Echelon Form the Row Operation Elementary Matrix
2 1 3
4 1 7
−6 −2 −12 1
0 0
2
2 0 0
Step 1 E1 = 0 1 0 E1−1 = 0 1 0
0 0 1 0 0 1
1 3
1 2 2
4 1 7
−6 −2 −12
1 0 0 1 0 0
Step 2 E2 = −4 1 0 E2−1 = 4 1 0
0 0 1 0 0 1
1 3
1 2 2
0 −1 1
−6 −2 −12
1 0 0 1 0 0
Step 3 E3 = 0 1 0 E3−1 = 0 1 0
6 0 1 −6 0 1
1 21 3
2
0 −1 1
0 1 −3
1 0 0 1 0 0
Step 4 E4 = 0 −1 0 E4−1 = 0 −1 0
0 0 1 0 0 1
1 3
1 2 2
0 1 −1
0 1 −3
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 64
Elementary Matrix
Reduction to Corresponding to Inverse of the
Row-Echelon Form the Row
Operation Elementary
Matrix
1 0 0 1 0 0
Step 5 E5 = 0 1 0 E5−1 = 0 1 0
0 −1 1 0 1 1
1 3
1 2 2
0 1 −1
0 0 −2
1 0 0 1 0 0
Step 6 E6 = 0 1 0 E6−1 = 0 1 0
0 0 − 12 0 0 −2
1 3
1 2 2
0 1 −1
0 0 1
Thus
1 12 23
U = 0 1 −1
0 0 1
and, from (1.16),
2 0 0 1 0 0 1 0 0 1 0 0 1 0 0 1 0 0
L = 0 1 0 4 1 0 0 1 0 0 −1 0 0 1 0 0 1 0
0 0 1 0 0 1 −6 0 1 0 0 1 0 1 1 0 0 −2
2 0 0
= 4 −1 0
−6 1 −2
so 1 3
2 1 3 2 0 0 1 2 2
4 1 7 = 4 −1 0 0 1 −1
−6 −2 −12 −6 1 −2 0 0 1
is an LU-decomposition of A. ♣
In Example 1.36, the multiplier needed to introduce the leading 1’s in successive rows
were as follows:
1
2
for the first row
−1 for the second row
− 12 for the third row
Note that in (1.17), the successive diagonal entries in L were precisely the reciprocals of
these multipliers:
2 0 0
L = 4 −1 0 (1.17)
−6 1 −2
Next, observe that to introduce zeros below the leading 1 in the first row, we used the
operations
add −4 times the first row to the second
add 6 times the first row to the third
and to introduce the zero below the leading 1 in the second row, we used the operation
Now note in (1.18) that in each position below diagonal of L, the entry is the negative
of the multiplier in the operation that introduced the zero in that position in U:
2 0 0
L = 4 −1 0 (1.18)
−6 1 −2
Step 2 In each position along the main diagonal of L, place the reciprocal of the mul-
tiplier that introduced the leading 1 in that position of U.
Step 3 In each position below the main diagonal of L, place the negative of the multi-
plier used to introduce the zero in that position in U.
Example 1.37.
2 4 2
Find an LU-decomposition of A = 1 5 2.
4 −1 9
Solution
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 66
Example 1.38.
6 −2 0
Find an LU-decomposition of A = 9 −1 1.
3 7 5
Solution
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 67
Exercise 1.7
3x1 − 6x2 = 0
−2x1 + 5x2 = 1
3. Find an LU-decomposition of the following coefficient matrix; then use the method
of Example 1.35 to solve the system.
2 −2 −2 x1 −4
2 8 x1 −2
(a) = (b) 0 −2 2
x2 = −2
−1 −1 x2 −2
−1 5 2 x3 6
5 5 10 x1 0 1 2 3 x1 0
(c) −8 −7 −9 x2 = 1 (d) 2 9 6 x2 = 10
0 4 26 x3 4 3 2 10 x3 7
1 2 1 x1 4 1 −2 1 x1 2
(e) 2 −1 −1
x2 = 1
(f) 2
1 −1 x2 = 1
1 1 3 x3 0 −3 1 −2 x3 −5
−1 0 1 0 x1 5
2 3 −2 6 x2 −1
0 −1 2 0 x3 = 3
(g)
0 0 1 5 x4 7
1 −2 0 3 x1 11
−2 3 1 −6 x2 −21
−1 4 −4 3 x3 = −1
(h)
5 −8 4 0 x4 23
MA131: Prepared by Asst.Prof.Dr. Archara Pacheenburawana 68
4. Let
2 1 −1
A = −2 −1 2
2 1 0
Find an LU-decomposition of A.
1. x1 = 2, x2 = 1 2. x1 = 2, x2 = −1, x3 = 2