Scribd Logo
Upload

Welcome to Scribd!

  • Document 3

    Uploaded by

    Loralie Dela Cruz Amantiad
    13 views29 pages

    Copyright

    © © All Rights Reserved

    Available Formats

    PDF or read online from Scribd

    Did you find this document useful?

    Is this content inappropriate?

    Report this Document

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
    Flag for inappropriate content
    13 views29 pages

    Document 3

    Uploaded by

    Loralie Dela Cruz Amantiad

    Copyright:

    © All Rights Reserved
    Download as PDF or read online from Scribd
    Flag for inappropriate content
    of 29
    po 1.4 PROPERTIES OF MATRIX OPERATIONS In this section we consider the algebraic properties of the matrix operations just defined. Many of these properties are similar to familiar properties of the real numbers. However, there will be striking differences between the bers and the set of matrices in their algebraic behavior under for example, under multiplication (as seen in Section 1.3). Most of the properties will be stated as theorems, whose proofs will be left as exercises. THEOREM 1 Proof 12 Seabee Sec. 1.4 Properties of Matrix Operations 33, (Properties of Matrix Addition) Let A, B, C, and D be m x n matrices. (a) A+B=B+A. (b) A+(B+C)=(A4 B)+C. (c) There is a unique m x n matrix O such that A+O=A aM for any m ? Wsc/,. Now We leave the proofs of (a), (b), prove only (c) here. Thus let A The i, jth element of (AB)! = FOW)(A) col, (By = aybu + ayrby, +--+ ajpbps wal = at bh + al bh +. eal bl, r = bial + 2 tet bral, - = POW BT) caly(Aly, which is We the sith element of Brat Sec. 1.4 Properties of Matrix Operations 39 Let 1 o 1 a-[} 1 3] and B=|2 2]. 3-1 Then r_fi2z (AB) -(" and ef Pape, DEFINITION Ke matrix A = [a, is called symmetric if EXAMPLE 12 AT =A. ‘That is, A is symmetric if itis a square matrix for which =a, (Exercise 7.17). If matrix A is symmetric, then the elements of A are symmetric with respect to the main diagonal of A 3 1 0 0 5} and h=/0 1 0 6 oo 1 Section 2.1, Graph Theory, which can be covered at this time, uses mate- rial from this section, The matrices 1 A 2 3 are symmetric. wan Sec. 1 Properties of Matrix Operations 41 1, Verify Theorem 1.1 for and (QB Nerity (a) of Theorem 1.2 for ef jhe 3] and Bag P34 (Gvenity (a). (b), and (c) of Theorem 1.3 for r = ‘= ~2,and aff Se [2 9 | 8, Verify (d) of Theorem 1.3 for r = ~3 and = Gyeity (b) and (d) of Theorem 1.4 for r = } o-[E: ‘} o-[3 4] possible, compute: ) (ABT. (b) BT AT () ABT. AG, Determine a constant & stich that (kA)! (kA) = (d) BT (ec) BTB. 9. If possible, compute: (a) (GC 26)" B. (b) AN(D + F), (c) BIC+A. (d) (2E)AT (e) (BT + ANC. 10.10 ~ A [3 3 and B ‘| show that AB = 0. 1. It aon telasal ae[2 al e-[% 3): show that AB = AC. 12. fA = ki a} stom that A? = 1s, 4=lt oo 42 13. Let A = [i H| Find (a) A? +34. (b) 249 +34? +4A + Shs 23. (a) A= 24 (b) 34° = 24? +54 = 41 14. Let A= [: 4 Find AK Determine a scalar r such that Ax = rx, where vf dat) [i Is there more than one value of k that could be used? 17. Let Zui 5 | and a, = col,(A), j = 1,2, 3. Verify that aysay ayo yea) ayemy ayy ata, ofa; afwy ala, aya aya; ajay, 1.5 SOLUTIONS OF LINEAR SYSTEMS OF EQUATIONS In this section we shall systematize the familiar method of elimination of un- knowns (discussed in Section 1.1) for the solution of linear systems and thus obtain a useful method for solving such systems. This method starts with the augmented matrix of the given linear system and obtains a matrix of a certain form. This new matrix represents a linear system that has exactly the same ipter 1 Linear Equations and Matrices DEFINITION solutions as the given system. For example, if 1 0 0 2: o 1 0-1 o 0 t 3 represents the augmented matrix of a linear system, then the solution is easily found from the corresponding equations at The task of this section is to manipulate the augmented matrix representing a given linear system into a form from which the solution can easily be found. An m x n matrix A is said to be in reduced row echelon form if it satisfies the following properties: (a) All zero rows. if there are any, appear at the bottom of the matrix. (b) The first nonzero entry from the left of a nonzero row is a 1. This entry is called a leading one of its row. (c) For each nonzero row, the leading one appears to the right and below any leading one’s in preceding rows. (d) If a column contains a leading one, then all other entries in that column are zero. A matrix in reduced row echelon form appears as a staircase (“echelon”) patter of leading ones descending from the upper left comer of the matrix. ‘An m x n matrix satisfying properties (a), (b). and (c) is said to be in row echelon form. ‘The following are matrices in reduced row echelon form since they satisfy properties (a), (b), (c). and (4); 100% 10 0 0-2 4 oe o 1004 8 =\0 po ol. s=]o 0 0 1 7 Genk 0 0 0 0 0 Oo 09 0 0 0 0 Oo and 12001 c=|00123 00000 The following matrices are not in reduced row echelon form. (Why not?) 1200 4 10 3 p=|0 0 0 o|. e=lo 2-2 $ oo 1-3 oo 1 2 10 3 4 1203 ¢ -|0 1-2 5 o 1-2 5 Felo 1 2 2] Glo o 4 2 9 0 0 06 0 0 0 0. s gn DEFINITION Sec. 1.5 Solutions of Linear Systems of Equations 45 The following are matrices in row echelon form: 1 5 0 2-2 4 0 103 4 8 ae: n=|0 0 0 1 7-2), 1219 479 9 00000 0 Co Od 09000 0 and 0013 57 9 0 0 0 0 1-2 3 y=|o 0 0 001 2 0000001 000000 0 A useful property of matrices in reduced row echelon form (see Exer- cise T9) is that if A is ann x n matrix in reduced row echelon form # In, then A has a row consisting entirely of zeros. We shall now turn to the discussion of how to transform a given matrix to a matrix in reduced row echelon form. An elementary row operation on an m x n matrix A = [ay] is any of the following operations: (a) Interchange rows r and s of A. That is, replace a,1, 4,2, .--5 dyn BY si. 4,25 +65 yy AN Gy 525 «25 ag DY Mp Dy = (b) Multiply row r of A by c #0. Thatis, replace ari, d-2, C025 -+ 5 Cra (c) Add d times row r of Ato row s of A,r # s. That is, replace a,1, a,2, 25 Wan BY pt + dpi Gy + dra, 0-4 Aan + den. irn BY Cap), Observe that when a matrix is viewed as the augmented matrix of a linear system, the elementary row operations are equivalent, respectively, to inter- anging two equations, multiplying an equation by a nonzero constant, and adding a multiple of one equation to another equation. Let 0 0 1 2 A=|2 3 0 — 3.3 6 -! Interchanging rows 1 and 3 of A, we obtain oss B=|2 3 0 -2]. 00 STS Multiplying the third row of A by }, we obtain o Oo 1 2 c=|2 3 0 -2 Thapter 1 Linear Equations and Matrices DEFINITION P EXAMPLE 4 | THEOREM 1.5 Adding (~2) times row 2 of A to row 3 of A, we obtain o o 1 2 D=| 2 3 0 -2 af S30 6 8. Observe that in obtaining D from A, row 2 of A did not ¢ hange. . An m xn matrix A is said to be row equivalent to an m xn matrix Bit B can be obtained by applying a finite sequence of elementary row operations to the matrix A Let 12 4 3 A=|]2 1 3 2 1-2 2 3 If we add 2 times row 3 of A to its second row, we obtain 12 4 3 B=|4 -3. 7 8 1-202 3 so B is row equivalent to A. Interchanging rows 2 and 3 of B, we obtain 12 4 3 c=]! -2 2 3 4-397 8 so C is row equivalent to B Multiplying row 1 of C by 2, we obtain 4.8 6 D=|t -2 2 3 4-3 7 8 so Dis me equivalent to C. It then follows that D is row equivalent to A, since we obtained D by a g cee: s since we obtained D by applying three suecessive elementary row operations Iti not difficult to show (Exercise T.2) that 1, every matrix is row equivalent to itself; 2. if A is row equivalent to B, then B is row equivalent to A; and 3. if A is row equivalent to B and B is row equivalent to C. tt equivalent to C, " mie pin Ait os In view of 2, both statements, “A is row equivalent to B” and B is row equi¥- alent to A.” can be replaced by “A and B are row equivalent.” Every m x n matrix is row equivalent to a matrix in row echelon form. s See 1.5 Solutions of Linear Systems of Equations 47 We shall illustrate the proof of the theorem by giving the steps that must be carried out on a Specific matrix A to obtain a matrix in row echelon form that is row equivalent to A. We use the following example to illustrate the steps involved. Let 0 2 —4 ' o Oo 3 4 Am lo 49 2 4 2 0 9 7. The procedure for transforming a matrix to row echelon form follows. Procedure Example Step 1. Find the first (count- 23-407 ing from left to right) column co 2 4 4 in A not all of whose entries are 5 zero. This column is called the oe 8 ; | pivotal column, - tL Pivotal column of A Step 2. Identify the first fo 23-40 (counting from top to bottom) 0023 4 nonzero entry in the pivotal col- oS ee umn, This element is called the @ 2-5 2 4 pivot, which we circle in A 2 0-6 9 WJ Pivot Step 3. Interchange, if neces- M252 4 ‘sry, the first row with the row 0023 4 where the pivot occurs so that fret es Sk 4 the pivot is now in the first row _-* Call the new matrix Ay 2 0-6 9 7 ‘The first and third rows of A were interchanged. Step 4. Multiply the first row r ror -go4 ‘of A) by the reciprocal of the 0023 4 pivot. Thus the entry in the first 0 afate | row and pivotal column (where a. oe the pivot was located) is now a 2 0 -6 9 7] 1, Call the new matrix Ap. The first row of A, was multiplied by $ Step 5. Add multiples of the tor-boag first row of A) to all other rows [i xe to make all entries in the pivotal w=fo 5 5 column, except the entry where 203 the pivot was located, equal to Lo -2 -1 zero. Thus all entries in the piv-(—2) times the first row of otal column and rows 2,3, ..., its fourth row. mare zero, Call the new matrix Ay 11 Linear Equations and Matrices Step 6. Identify B as the (m —1) x0 submatrix of Ax 0b- tained by deleting the first row of As; do not erase the first row of Ax. Repeat Steps | through Son B. Step 7. Identify C as the (m2) xn submatrix of By ob- tained by deleting the first row of Bs: do not erase this first row of Bs. Repeat Steps I through § on C. 1 2 ro . B=|0 a Lo 3 Pivotal column of B ——~ 1 2 41 3.4 F a, The first and second rows of B were inter- changed 1 1-$ § 2 fo 1 3-2 3 p=]0 0 2 3 4 0-2-1 7 3 ‘The first row of B, was multiplied by 4 14 4 2 o 1 3-2 4 oo 23 4 0 60 2 3 4 2 times the first row of By was added to its third row. 3 2 o 1 3-2 & °@3 4 o 23 1] Pivotal | Pivot column af C ——___| 1 wig Tr 3 9° ts} 2S re z 9 0 2 4 : 3 No rows of C had to be interchanges. The fist tow of C was multiplied by £ Remark Bese) age ae Wueekd Solution Sec. 1.5. Solutions of Linear Systems of Equations 49 eV sy Ts o 1 §$-2 4 3 q-[) o 1 3 2 0 o 0 0 0. (2) times the first row of C> was added to its second row, Step 8. \demtify D as the Poe Pas (m3) xn submatrix of C3 ob- : ; tained by deleting the first row oO 1 3-2 3 of Cx: do not erase this first row O-O..-"t 9 ca of Cy. We now try to repeat ph Steps 1-5 on D. However, be- D=[0 0 0 0 9} cause there is no pivotal row in D, we are finished, The matrix, 11 -$ 12 denoted by H, consisting of D or feat and the shaded rows above D is H= 2 a in row echelon form. 0 1 32 0 0 00 When doing hand computations, it is sometimes possible to avoid fractions by suitably modifying the steps in the procedure. A row echelon form of a matrix is not unique. Note that if we perform the following operation on the matrix H—add (—1) times row 2 of H to its first row—then we obtain the matrix 1 0-4 3 o 1 3-2 3 0 0 1 3 2 0 0 0 0 06 Observe that W is row equivalent to H and hence is row equivalent to A. Moreover, W is also in row echelon form. Every m xn matrix A = [a,j] is row equivalent to a unique matrix in reduced row echelon form. . We illustrate the proof of this theorem by also giving the steps that must be carried out on a specific matrix A to obtain a matrix in reduced row echelon form that is row equivalent to A. We omit the proof that the matrix thus obtained is unique. The following example will be used to illustrate the steps involved. Find a matrix in reduced row echelon form that is row equivalent to the matrix A of Example 5 We start with the matrix H obtained in Example 5 in reduced echelon form. that is row equivalent to A. We add suitable multiples of each nonzero row of H 10 zero out all entries above a leading 1. Thus, we start by adding (~$) 50 Chapter | Linear Equations and Matrices es the third row of # to its second row: ” a ee o 1 0-2 -§ Melo o a 32) 0 0 0 0 0 Next, we add § times the third row of Jy to its first row: Remark Solving Linear Systems Asean Proof Proof io 0 9 & x o 1 0-2 -3 o o 1 3 2 0 0 0 0 0 Which is in reduced row echelon form and is row equivalent to A. . ‘The procedure given here for finding a matrix in reduced row echelon form that is row equivalent to a given matrix is not the only one possible. As an alternate procedure, we could first zero out the entries below a leading 1 and then immediately zero out the entries above the leading 1. This procedure is not as efficient as the one described above. In actual practice, we do not take the time to identify the matrices Ay, A2,..., By. Bre... C1, Ca... and so on. We merely start with the given matrix and transform it to reduced row echelon form, We now apply these results to the solution of linear systems, Let Ax = b and Cx = d be two linear systems each of m equations inn unknowns. If the augmented matrices [A b] and [c A] of these systems are row equivatent, then both linear systems have exactly the same solutions This follows from the definition of row equivalence and from the fact that the three elementary row operations on the augmented matrix turn out to be the three manipulations on a linear system, discussed in Section 1.1, yielding & Innear system having the same solutions as the given system, We also note that if one system has no solution, then the other system has no solution. IFA and C are row equivalent m x n matrice es, then the linear system Ax = and Cx = Whave exactly the same sc Smear See ations, Exercise 1.3 Sec. 1.5 Solutions of Linear Systems of Equations $1 The results established thus far provide us with two methods for solving Hinear systems. ‘The key idea is to start with the linear system Ax = b, then obtain a partitioned matrix [Cd] in either reduced row echelon form or row echelon form that is row equivalent to the augmented matrix [A | b]. Now [C | d] represents the linear system C d, which is easier to solve because of the simpler structure of [C | d]., and the set of all solutions to this system gives precisely the set of all solutions to the given system Ax = b ‘The method where [C * d] is in reduced row echelon form is called Gauss’— Jordan” reduction, the method where [C | d] is in row echelon form ts called Gaussian elimination. Strictly speaking, the alternate Gauss~Jordan reduction method described in the Remark above is not as efficient as that neither Gauss—Jordan reduction nor Gaussian elimination is used as much as the method involving the LU: factorization of A that is presented in Section 1.7. However, Gauss—Jordan reduction and Gaussian climination are fine for small problems, and we use the former frequently in this book GaussJordan reduction procedure for si AX = bis.as follows ing the linear system Step 1. Form the augmented matrix [Ab] Step 2. Transtorm [A | b] to reduced row echelon form [Cd] by using elementary row operations. Step 3. For each nonzero row of the matnix [C | d], solve the correspond- ing equation for the unknown associated with the leading one in that row ‘The rows consisting entirely of zeros can be ignored, because the corre- sponding equation will be satisfied for any values of the unknowns, SCanl Friedrich Gauss (1777-1895) was born into # poor working-class family in Brunswick Germany, and died in Gotugen, Germany, the most famous mathematician in the world, He was a child prodigy with a genius that did not impress his father, who called him 4 “stargazer”™ However, hus teachers were impressed enough to arrange for the Duke of Brunswick to provide «scholarship for Gauss af the lacal secondary school. Av a teenager there. he made original di: Coveries in number thcory and began 1 ypeculate about non-Euclidean geometry. His scientific publications inclade important contnbuvions in aumber theory, mathematical astronomy, mathe- Inatical geography, statistics, differential geometry, and magnetism, His diaries and private notes Contain many othe discoveries that he never published. "An austere, conservative man who had few frends and whose private life was generally tunbappy, be was very concemed that proper credit be given for scientiie discovenes. When he ‘relied on the results of others, be was careful to acknowledge them; and when others indepen- dently discovered results 1 his private motes, he was quick to claim prionty. 1a his research he used a method of cakculation that later generations generalized to 10 reduction of matrices and named in his honor although the method was used in China almost 2000 years carer *- Wilhelm Jordan (1842-1899) was born in southern Germany. He attended college in Stuttgart ‘and in 16% became full professor of geodesy at the technical college in Karlsruhe, Germany. He participated in surveying several regions of Germany. Jordan was a prolife writer whose ma- jor work, Handbuch der Vermessungskunde (Handbook of Geodesy), was translated into French. Italian, and Russian He was considered a superb writer and an excellent teacher Unfortunately the Gauss—Jordan reduction method has been widely attributed 4 Carmille Jordan (1838-1922), 44 well-known French mathematician, Moreover, it seems that the method was also discovered tndependenily atthe same time by B 1 Clasen, a priest who lived in Luxembourg. This biograph. ical sketch is based on an excellent article: S.C. Althoen and R. McLavghlin, “Gauss-Jordan reduction: A brief history.” MAA Monshly. 94 (1987), 130-142. cer | Linear Equations and Matrices ‘The Gaussian elimination procedure for solving the linear system Ax=b is as follows, Step 1. Form the augmented matrix [A } b]. Step 2. Transform [A { b] to (some) row echelon form [C } 4] by using elementary row operations. Step 3. Solve the linear system corresponding to [C ; d] by back substi- | tution (illustrated in Example 10). The rows consisting entirely of zeros can be ignored, because the corresponding equation will be satisfied for any values of the unknowns. The following examples illustrate the Gauss-Jordan reduction procedure. HEA Soe the linear system x 2y + de yt Bro = by Gauss—Jordan reduction. Solution Step 1. The augmented matrix of this linear system is Po a4 2-1 1 3.0 -1 3 ) Step 2. We now trat ix is Step 2. We nsform the matrix in Step 1 to reduced row echelon form 1 2 3:9 2-1 1:8 3 ot Fares Pty (2) times the first row was added to its f 0 second row. (—3) time: 0 aed tts third ow a V2 3: yan ry Ion 2 oof ii? fs at row was multiplied by (—1). 12 3:9 btw ah u oi] | Mins ct oa a S the second row was added to its bf iy] \wkas 112 \e oo fie third row ‘as multiplied by ( f oO t:s TEMAS. oy w 11a (—2) times a hist row DE SECON row was added to its f oo: 3 -bin aa 1- ot (=1) times added the 9 0 153 Second row and te ens wn Lace Solution See. 1.5 Solutions of Linear Systems of Equations 53 ‘Thus, the augmented matrix is row equivalent to the matrix 1 0 0; 2 OY Of-t Q) O 0 1:3 in reduced row echelon form ‘Step 3. The linear system represented by (2) is s Solve the linear system x+ y+2z7-Sw= 3 2x +Sy- 2-9w= -3 7 e+ y- z+3w=-ll 9 x—3y+22+7w= -5 by Gauss—Jordan reduction Step 1. The augmented matrix of this linear system is, 1 ot 2-5: 2 5 -1 -9: 2 1 1 3 1-3 2 7 Step 2. The augmented matrix is row equivalent to the matrix (verify) 1 0 0 2 o 1 0-3 0 0 1 -2 @ o 0 0 0 which is in reduced row echelon form Step 3. The linear system represented by (4) is x +2w=-5 y -3w= 2 z-lw= 3. The row in (4) consisting entirely of zeros has been ignored. Solving each equation for the unknown that corresponds to the leading entry in each row of (4), we obtain -$ —2w 2+3w 3+2w nek wud papter 1 Linear Equations and Matrices Solution =-5-2 243r = 3+2 (5) w= + Because r can be assigned any real number in (5), the given linear system (3) has infinitely many solutions. 2 Solve the linear system my +2m 3x + ts =2 ny + ey tary — Bayt ts + 2 6) xy +2m — Beat ty y= 3xy + Ory +45 — 9x4 + 4s + 346 = 9 by GaussJordan reduction, Step 1. The augmented matrix of this linear system is 12 0-3 1 0:2 12 1-3 1 2:3 12 0-3 2 1:4 3.6 1-9 4°39 Step 2, The augmented matrix is row equivalent to the matrix (verify) 1 2 0-3 0 -1:0 0 0 1 0 0 2:1 0 0 0 oO 1 4)2 a 0. 09 9 0 0 0 0 Step 3. ‘The linear system represented by (7) is x42 -3y — xe =0 % + 2X6 Ast X% Solving each equation for the unknown that corresponds to the leading entry in each row of (7), we obtain X1 = 6 +344 — 20 xy = 1-26 ts = 2-16. Letting x6 =r, x4 = s, and x) = f, a solution to the linear system (6) is xp=rt+3s—2r t nade 8) where r, s, and r are any real numbers, Thus (8) is the solution to the give? linear system (6). Since r, s. andr can be assigned any real numbers, the “ linear system (6) has infinitely many solutions. Solution 1S Solution See. 1.5 Solutions of Linear Systems of Equations 55 ‘The following example illustrates the Gaussian elimination procedure and back substitution. Solve the linear system given in Example 7 by Gaussian elimination. Step 1. The augmented matrix of this linear system is, 162 3:9 2-1 158 300 -1:3 Step 2. A matrix in row echelon form that is row equivalent (o this augmented matrix is (verify) x+2y $3259 yt Step 3. The process of back substitution starts with the equation next substitute this value of z in the preceding equation y + z = for y, obtaining y = 2—z = 2-3 = —I. Finally, we substitute the values just obtained for y and z in the first equation x + 2y +32 = 9 and solve for “x, obtaining x = 9 — 2y — 3c = 9 +2—9 = 2. Thus, the solution is x = 2, y=—land: . Solve the linear system x+2yt3ct4w= 5 x+3yt5e+7w= Ul co) x ~ 2-2w=-6 by Gauss-Jordan reduction. Step 1. ‘The augmented matrix of this linear system is 102 3 4:5 13°59 7:0 10 -1 2-6 Step 2. The augmented matrix is row equivalent to the matrix (verify) 1 0-1 2:0 o 1 2 3:0). (10) 0 0 0 OF1 ‘Step 3. The last equation of the linear system represented by (10) is Ox + Oy + 02 + Ow which has no solution for any x, y, z, and w. Consequently. the given linear system (9) has no solution. . See, 1,5. Solutions of Linear Systems of Equations 57 is row equivalent to (verify) 1 0 0:0 o 1 0:0 0 0 1:0 which is in reduced row echelon form. Hence the solution to (13) is y=z=0, which means that the given homogeneous system (13) has only the trivial solution. . Consider the homogeneous system 4) ‘The augmented matrix of this system, 11 ob 10) 1 0 0 1: 0], 2 1 010 is row equivalent to (verify) 10 0 1:0 0 1 0-10 9 0 1 1 0 which is in reduced row echelon form. Hence the solution to (14) is where r is any real number. For example, if we let r = 2, then x w=2 js « nontrivial solution (o this homogeneous system. That is. roid 7 0 0 0 1 |= 0 1 2 1 off 3} Lo (Verify by computing the matrix product on the left side.) . Example 13 shows that a homogeneous system may have a nontrivial so- lution. The following theorem tells of one case when this occurs. A-homogeneous system of m equations in n unknowns always has a nontrivial ‘olution if m

    You might also like