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LINEAR

ALGEBRA
HYONG UK KIM
CONTENTS
INTRODUCTION
BASIC MATRIX OPERATION
APPLICATION
SYSTEM OF EQUATION(LINEAR SYSTEM)

DEFINITE MATRIX
Upper and Lower Triangular Matrices
Gauss-Jordan Elimination
Laplace formula
Cramers Rule
INTRODUCTION: WHAT IS A MATRIX?
INTRODUCTION: WHAT IS A MATRIX?
INTRODUCTION: WHAT IS A MATRIX?
MATRIX MULTIPLICATION
TRANSPOSE MATRIX
SPECIAL MATRICES: IDENTITY AND NULL
BASIC MATRIX OPERATIONS
BASIC MATRIX OPERATIONS
LAWS OF MATRIX ADDITION & MULTIPLICATION
LAWS OF MATRIX ADDITION & MULTIPLICATION
LAWS OF MATRIX ADDITION & MULTIPLICATION
INVERSE OF A MATRIX
INVERSE OF A MATRIX
INVERSE OF A MATRIX
TRANSPOSE
PARTITIONED MATRIX
PARTITIONED MATRIX
PROPERTIES OF SYMMETRIC MATRICES
APPLICATION: SYSTEM OF EQUATIONS
APPLICATION: SYSTEM OF EQUATIONS
SOLUTION OF A GENERAL EQUATION SYSTEM
SOLUTION OF A GENERAL EQUATION SYSTEM
SOLUTION OF A GENERAL EQUATION SYSTEM
SOLUTION OF A GENERAL EQUATION SYSTEM
SETS OF SOLUTIONS: GEOMETRICAL EXAMPLES

Examples: infinite solutions


LINEAR DEPENDENCE
LINEAR DEPENDENCE
APPLICATION 1: ONE COMMODITY MARKET MODEL
APPLICATION 1: ONE COMMODITY MARKET MODEL
APPLICATION 2: FINITE MARKOV CHAINS
APPLICATION 2: FINITE MARKOV CHAINS
APPLICATION 2: FINITE MARKOV CHAINS
DEFINITE MATRICES FORMS( )
DEFINITE MATRICES FORMS
DEFINITE MATRICES DEFINITION( )
UPPER AND LOWER TRIANGULAR MATRICES
UT & LT MATRICES LU FACTORIZATION
UT & LT MATRICES FORWARD SUBSTITUTION
UT & LT MATRICES BACK SUBSTITUTION
UT & LT MATRICES LINEAR SYSTEMS
UT & LT MATRICES LDU DECOMPOSITION
INVERSE MATRIX (AGAIN)
INVERSE MATRIX: CALCULATION
DETERMINATION OF THE INVERSE (GAUSS-
JORDAN ELIMINATION)
GAUSS-JORDAN ELIMINATION: EXAMPLE
GAUSS-JORDAN ELIMINATION: EXAMPLE
GAUSS-JORDAN ELIMINATION: EXAMPLE
RANK AND EXISTENCE OF SOLUTIONS

Rank( ) of A is the number of nonzero rows in its row echelon form


Is rank well-defined?

Lemma
The rank of a matrix A is always less than or equal to the number of columns
of A and less than or equal to the number of rows of A.
Lemma
Let A be a coefficient matrix and be an augmented coefficient matrix.
Then, rank (A) rank ().
RANK AND EXISTENCE OF SOLUTIONS

Theorem (Existence of solutions)


A system of linear equations with coefficient matrix A and augmented
coefficient matrix has a solution (perhaps more than one) if and only if
rank(A) = rank().
( )
Example
4y z 5 0 4 1 0 4 1 5

x 2 y z 2 A 1 2 1 , A 1 2 1 2
8 y 2 z 10 0 8 2 0 8 2 10

What if b3 -10 ?
RANK AND EXISTENCE OF SOLUTIONS
Multiple solutions means infinite solutions

Lemma
Suppose x1 and x2 are two distinct solutions to the system of equations Ax = b.
Then the system of equations has infinitely many solutions.(also uncountable)

Solution existence for any b

Theorem (Solution existence)


A system of linear equations with coefficient matrix A will have a solution for any
choice of b1,, bm if and only if rank(A) is equal to the number of rows of A.
Corollary
For any system of equations with more equations than variables, (i.e. an
overdetermined system) there exists a choice of b such that no solutions exist.
RANK AND EXISTENCE OF SOLUTIONS
Uniqueness

Theorem (Solution uniqueness)


Any system of equations with coefficient matrix A has at most one solution
for any b1,, bm if and only if rank(A) equals the number of columns of A.
Corollary
If rank(A) is less than the number of columns of A then either no solutions
exists or multiple solutions exists.
Corollary
A is nonsingular (always has a unique solution) if and only if A has an equal
number of columns and rows (A is square) and has rank equal to its number
of columns (or rows).
SUMMARY: RANK AND SOLUTION OF LINEAR SYSTEMS

rank(A) = rank() (unique solution)

rank(A) = # of columns(A) (unique solution)

rank(A) < # of columns(A) (infinite number of solutions)

rank(A) < rank()


TRACE OF A MATRIX
APPLICATION: RANK OF THE RESIDUAL MAKER
DETERMINANT OF A MATRIX
DETERMINANT OF A MATRIX
DETERMINANT OF A MATRIX
DETERMINANTS: LAPLACE FORMULA
DETERMINANTS: LAPLACE FORMULA
DETERMINANTS: LAPLACE FORMULA
DETERMINANTS: PROPERTIES
DETERMINANTS: CRAMERS RULE
DETERMINANTS: CRAMERS RULE
DETERMINANTS: CRAMERS RULE
DETERMINANTS: CRAMERS RULE
DETERMINANTS: CRAMERS RULE
CRAMERS RULE APPLICATION: MACRO MODEL
CRAMERS RULE APPLICATION: MACRO MODEL