Module 1 : Matrices Matrices Syllabus Linear Independence; Row Echelon form (REF) and Reduced Row Echelon form (RREF) of a Matrix, Rank of a Matric using REFIRREF; Inverse of a matrix using Gauss-Jordan method; Solution of System of linear equations by elementary row operations; Symmetric, skew- symmetric and orthogonal matrices; Eigen values and eigenvectors; Diagonalization of matrices; Inverse of a Matrix by Cayley-Hamilton Theorem. ae) Contents 1.0 Definition of Matrix. en Poteau <2 1.1 Elementary Row Operations in Matrix. sede? 1.2 Row Echelon and Reduced Row Echelon Forms. . 1-3 1.3 Solution of System of Linear Equations by Gauss Elimination and Gauss Jordan Methods.......1-3 EIST EEA 1.4 Rank by Echelon Forms. 1-13 Summer-19, Winter-19, 20, 21, 22, Marks 4 1.5 Inverse of a Square Matrix by Gauss - Jordan Method... . 21-16 1.6 Eigenvalues and Eigenvectors..... t «21-17 1.7 Diagonalization of A Matrix.........-.-- 1-30 1.8 Cayley - Hamilton Theorem ............. 1-36Watinaiies2° 2 gaa pee Sees i 1] refer to the matrix [oo] pefinition of Matrix | Throughout wel ster fo He mt | us + Definition of matrix : If m and n are positive ater integers, then an m xn matrix is a rectangular array Wes 4 ay a ats Ain | pi-l-l am 8m 823 + Aan | Ay, Asp 233 + Aan [MTOWS | for all of our examples. eee ‘i | s-there are three elementary OW Operations that yg Amt Ama Ams Amn | Tan perform on a matrix t0 get a nest matrix whig ncolumns | Gg considered "row equivalent” to it: 1. ‘sn which each entry, ay, of the matrix is a number, | Interchange two rows. eka “m by n°) has m rows Cee : e See etal lines). | For example eee ee a eat ae tx | 4, Interchanging rows 2 and 4 (shorthand : The entry aj is located in the i** row and the j ng row (ora a eript Ry oR,) in M yields the following : Column, The index i is called the row subscript | 2 Ry et ‘because it identifies the row in which the entry lies “41-2 0 o and the index j is called the column subscript 10 0-5) _Rpery fl 1-1 -1 sre nen | ee oe lan Sey | fe sap fk ies | zi-t 10 0 -5 we are with m rows and n columes (ann | Multiply all entries. in a row by a nonzeo natin) is said to be of sizemxn.Ifmxny the | constant. matrix is called square of order n. For a square ania ee ence val toa me called the | 2. We can multiply row 1 of M by 3 (shorthand inain diaganal ents | R, ©3R,) to get the following : | fi. 0 123-6 0 Examples of matrices : + Each mati has the indicated size | [20 0-8) mem | fio 0 -s a) Size :1%1 7 | oa 3 ot 013-1 oe | baaa tone! b) Size :2%2 | oo |Add (or subtract) a nonzero multiple of one row | to another row. ©) Size:1x4 £ be 3] \ 3 | 3. Lets say we wanted to add 4 times row 2 to row en 3, Le. we leave every row the same except row 3 ee Soe | and! we change row 3 by adding to it A toe | (shorthand : R; © Rj +4R,). | We could do this all at once, but to split it into 1.1 | Elementary Row Operations in Matrix | eee "Row reduction is a process by which @ matic ie | py cq Pue Bar be 404 0,0°-9) = (40,02 simplified into an “equivalent” matrix which is ) Compute R3 plus 4Rp, easier to use overall. In order to make this | '* 0/1,3,-1)+(4,0,0,~20) = (4, 1,3, -21) and Procedure more canonical, well pecform our | 6) Form the new matrix having the sam ete juction using a very precise collection of as M in rows 1, 2 and 4 and having Ry +4R2 * operations known as elementary row operations. (4.1.3, ~21) as its third row. : TECHNICAL PUBLICATIONS® - an up-hnist for knowledgeHence, the result is : 412 0 41-2 0 10 0 -5| RgoRgtaR, [1 0 0 -5 or 3-1 4103-2 141-1 -1 lia Row Echelon and Reduced Row Echelon Forms Row Echelon form «Definition : A matrix is in Row Echelon Form (REF) if it satisties the following three properties : +A matrix in row-echelon form has the following Properties, 1, All rows consisting entirely of zeros occur at the bottom of the matrix. 2. For each row that does not consist entirely of zeros, the first nonzero entry is 1 (called a leading 1). 3. For two successive (nonzero) rows, the leading 1 in the higher row is farther to the left than the leading 1 in the lower row. ‘+ As a remark, note that the entries above the leading 1 of such a matrix may or may not equal 0, For instance, both of the following matrices are in REF ‘The matrices below are in row-echelon form. 2-1 @ 0105 @jo1 0 3 ) joo13 oo 1-2 0000 1-52 -1 3 A O° o = oak Se 010 2 Gio oof re ® loo1 3 eee 000 0 Reduced row Echelon form + Definition : A matrix is in Reduced Row Echelon Form (RREF) if it satisfies the following three properties : 1. It is in REF; 2. Each leading 1 is the only nonzero entry in its column. 2 +The matrices shown in parts (b) and (4) are in reduced row-echelon form. The matrices listed below are not in row-echelon form. Seas? : 7 Matrices 12-3 4 12-1 27 (jo 2 1 -1 ® joo 0 o oo 1-3 jo. 2-4 [£3] solution of system of Linear Equations by Gauss Elimination and linear A equation can be written as aX) $agky Hota qty =D, Where ay)..aq and b are real numbers known in advance. + For example, 4x, 5x2 +2 = x, is a linear equation, Bit = - 1 is also a linear equation, but xy = 2xgxy and x2 = 2/k;-6 are not linear equations. + A system of linear equations (or a linear system) is a collection of one or more linear equation involving the same variables. For example f nq 15x53 8 xy7 4x3 = -7 +A solution to a linear system is a list of numbers (yu8n) that make each equation a true statement, The set of all possible solutions is called a solution set. + Geometric interpretation : As we have leamed in analytic geometry, the solution of a linear system in two variables can have 1) Exactly one solution (when two lines intersect at a unique point) P< Fig. 1.3.4 2) Infinitely many solutions (two lines coincide) Fig. 1.3.2 + an up-thrust for knowledge3) No solution (two lines are parallel but not the same) Fig. 1.3.3, Existence and uniqueness questions 1) Does the solution exist ? (Existence question) : is, is the solution unique or infinite ? 2) If a solution exists, is it the only one solution ? that is, is ig (riquenes sti Anam aystem doesnt have a solution, we call the system inconsistent, otherwise, the system is cay consistent. : oo + One very common use of matrices is to represent systems of linear equations. The matrix derived from y coefficients and constant terms of a system of linear equations is called the augmented matrix ofthe sy, ‘The matrix containing only the coefficients of the system is called the coefficient matrix of the system. Here an example, System ‘Augmented matrix Coefficient matrix 1 =45 Seu 1-4 3 13-43 103-1 2 0-4 6 2 0 ~4 * When forming either the coefficient matrix or the augmented matrix of a system, you should begin by align the variables in the equations vertically. Givensystem Align variables Augmented matrix X1+3xp =9 xy 43x =9 1300 9 a xy t4x3 = xq 4x3 =-2 lo -1 4 -2 x1 ~ 5x3 =0 x1 ~ 5x3 =0 10-5 0 Solution of system of linear equations by Gauss Elimination method * Gaussian elimination with back-substitution works well as an algorithmic method for solving systems oflinex Cquations. For this algorithm, the order in which the elementary row operations are performed is importatt Move from lof to right by columns, changing all entries directly below the leading 1's to zeros An algorithm for Gaussian elimination 1. Write the augmented matrix of the system of linear equations. 2. Use elementary row operations to rewrite the augmented matrix in row-echelon form: 3. Write the system of linear equations corresponding to the matrix in row-echelon form and ws back-substitution to find the solution. TECHNICAL PUBLICATIONS® - an up-thrust for knowledgesales <2 = ts ee Gaussian elimination with back-substitution Ex. 13:1 : Solve the system. xp txy-2ry 2-3 xy+2x2 -x5 72 2x, +4¥) +45 —3ty = 2 44x ~7x ty = - 19 Sol. : The augmented matrix for this system is, 0 1 1-2 -3 1240 2 24 4-3 -2 1-4,-4 = -19 Obtain a leading 1 in the upper left comer and zeros elsewhere in the first column. 12 -1 0 2) eThefirsttworowsR, +R, _|0 1 1 -2 3] eareinterchanged. 4 oc? 1-4-7 1-19 1 2-1 0 2 Adding -2 times the first jo 1 1-2 -3]} — rowtothethird sow (0 0 63 -3 -6 |e producesa new thirdrow. R3 +(-2)R, >R3 1-4-7 -1 -19 4 2-10 2 _]0 1 1 -2 3] — Adding-1 times thefirst 0 0 3 -3 -6| — rowtothefourth row Ry +(-DR, OR, 0 -6 -6 -1 -21) producesa new fourth row. Now that the first column is in the desired form, you should change the second column as shown below. 12-1 0 2 Adding6 times thesecond 01 1-2 3] — rowtothefourth row “Jo 0 3 -3 -6| & producesa new fourth row. 0 0 0 -13 -39 Ry+OR, Ry : Al To write the third column in proper form, multiply the third row by 5. Similarly, 12-1 0 2 01 1-2 -3 Multiplying the third row by 3 ; 00 1 -1 -2| eproducesa new third row. (3}8 SR; 00 0 -13 -39 12-1 0 2 o1 2 -3 00 1-1-2 Multiplying the fourth row by —7 ‘ 00 0 1 3. <=produces a new fourth row (-i}Re Rs TECHNICAL PUBLICATIONS® - an up-thrust for knowiedgeMathematics -2 i linear equati ‘The matrix is now in row-echelon form and the corresponding system of linear equations is as shoy_ below. xy #2xq-x3 = 2 xy 4X3 -2xy = -3 X3-Xs 7 xy=3 wd xp 22X37 1X 73. that the solution is x1 remember that it is possible for the system to have ng Using back-substitution, you can determine ‘a row with all zeros except for the last entry, i, + When solving a system of linear equations, iminati obtain solution. If during the elimination process you obtain aa eae ply eoncinde Gui ihe yeni is unnecessary to continue the elimination pi inconsistent and has no solution. A system with no solution Ex. 132 : Solve the system. xyrny #23 4 xytx <6 2r,-3ry +515 = 4 3x, #2ry -x5 = 1 Sol. : The augmented matrix for this system is, 1-124 1016 2-3 5 4 Saez Apply Gaussian elimination to the augmented matrix. Ry +(-DR, OR, 1-1 24 Oo 1-12 “la -3 5 4 3 2-11 R3 +(-2)R; >R3 eee 0 1-1 2 “fo -1 1-4 3 2-1 1 Ry +(-9)R, Ry 1-1 2 4 OL asleep 2 “lo -1 1-4 0 5 -7 -I1 TECHNICAL PUBLICATIONS® - an up-hrust for knowledge-2 -11 Note that the third row of this matrix consists of all zeros except for the last entry. This means that the original system of linear equations is inconsistent. A system with Infinite solutions Ex. 1.3.3 : Solve the system of equations 2x1 ~4x2 +345 xq +45 = 2 X17 2x2 +x, +25 = 4 4x1 —8xy +3x3 +x, +5x5 = 10. Sol. : First, convert the equation into matrix form Ax=b. Form the augmented matrix [A/b] and apply elementary row operations : 2-43 111 2 1201214 4.83 15110 ROR, 1-20 121 4 -|2-43 1112 4-83 15110 =2Ry +Ry Ry 1-20 121 4 -|0 03 -3 -3 1 -6 4-83 1 5110 Ry BOR, Dri 2a Oiigedon 2ebard -]o 01 -1 -1 1-2 eee st) oe 10) AR, +R3 3. 4-20 124.4 ~]0 01-1 11-2 0 03 -3 -3 | -6 e as Matrices -3Ry +R3 Rg ad c2e0re de ule -Jo 01-1 11-2 lo, 70:0, .0..0. |;,-0. The final matrix is in row Echelon form. Since columns 2, 4 and 5 do not contain leading 1's, set xp, xq and x5 to be free variables. Then using the equation given by the second row, Kg oXg —X5 = — 2H Xg HDA, HH Finally, using the equation given by the first row, XO x4 + 2x5 = 4 => A+ Ky —X 4-25. Summarizing we can write all solutions of the system in vector form as, xy] [44+2x, —x4 —2xs x x, x3 [=| 24x xs |, xp, x4 x5 ER % x Xs x5 An alternative way to write this solution is, m] [4] P) fay [2 x,| | 0} |i o 0 x3 |=]-2|+x2]0]+x4] 1] +xs] 1 xy] | 0] lo 1 0 x5} Lo} lo 0 1 Ex. 134: Solve x+y +w=12x+z2+w=3, 2y+2+2w=2 EET Sol. : Convert the augmented matrix into the row Echelon form : Ee 110441 2011/3 021 2|2 Ry -2Ri Aa ona fas -lo -2.1 -1]1 jo 21 2/2 TECHNICAL PUBLICATIONS® - an up-thrust for knowledgeMathematics -2 nee —— R3-(- DR, 1 10 afr | ~|o -2 1 -1J1 | 0, O 2-1/3 1 xtytw=1 | i see System (2) Ratw =3 Find the variable z from the equation 3 of the system (1) : 2z=3- zap i Find the variable y from the equation 2 of the Je system (I) :-2y=1-z4te1 -» System () Find the variable z from the equation 3 of i system (1) : z= 2. Find the variable y from the equation 2 of te system (1) :y=8-22=8-2-2=4 Find the variable x from the equation 1 of te system (1) :x=6-y-2=6-4-260. Find the variable x from the equation 1 of the 5 gyten):x1-yntore[Soda eed | x=Oye42=2 (0 | General solution : X = |4 2 | EX 136: Using Gauss elimination method solve the | following system (nx By 442 = 30 | axt2y-z99 3 | aenyranm, SE ee Re Sol.: Convert the augmented matrix Ex. 135: Solve the following equations by Gauss | Echelon form slimination method : x+y + 2= 6, x4 2y +32= 14, General solution : X = “1 3 4/30 2x + dy +72 = 30. |: Jia. 72-211 “9 Sol: Convert the augmented matrix into the row | | 2 -1 2/10 Echelon form : | Rear, 1141] 6 | fa 3 4)30 123/14 | =|0 11 11/99 2 4 7/30 2-1 2/10 TECHNICAL PUBLICATIONS® - an up-thrust for knowledgeois -1 3 4/30 -| 0 1 11}99 0 0 525 wix+ 3y +42 =30 Ly +112 =99 bz =25 sos System (1) Find the variable z from the equation 3 of the system (1) : 52 = 25, z= 5. Find the variable y from the equation 2 of the system (1) : Hy = 99 - 11z = 99-11-5= 44, y=4. Find the variable x from the equation 1 of the system (1) : - x = 30 - 3y - 42 = 30-3-4- 4.5 =-2x22 xeQya4zo5 2 General solution : X= |4 5 Ex.13.7: Solve system of linear equation by Gauss elimination method, if solution exists. x+y +22 = 9; 2x + dy — 32 = 1; 3x + by — 52 = 0. GTU Coe) Sol. Convert the augmented matrix into the row Echelon form : 11 249 2 4-3/1 3 6 -5|0 Ry-2Ry 11 2) 9 -|02 -7|-17 36-5] 0 Ry -3R, 11 2] 9 jo 2 -7|-17 0 3-11 | -27 Matrices + System (1) Find the variable z from the equation 3 of the 10-3 system (I) : z=, 2=3. Find the variable y from the equation 2 of the system (1) : 2y =~ 17+ 72=-17+7-3=4,y=2. Find the variable x from the equation 1 of the system (1): x=9-y-2z=9 -2-2-3=1. | xsLy+2293 1 General solution : X =|2 3 Solution of system of linear equations by Gauss Jordan method +A second method of elimination, called GaussJordan elimination after Carl Gauss and Wilhelm Jordan (1842-1899), continues the reduction process until a reduced row-Echelon form is obtained. This procedure is demonstrated in the next example. Ex. 1.3.8 : Solve the system of linear equations. 2x+4y-2z=0 3x +4y=1. Sol. : The augmented matrix of the system of linear equations is, 24-20 | ips on | Using a graphing utility, a computer software | program or Gauss-Jordan elimination, you can verify that the reduced row-Echelon form of the matrix is, (plo 5s 2 | joa -3 -1)° | ‘TECHNICAL PUBLICATIONS® - an up-thrst for knowledge+ The corresponding system of equation is, x+52e2 y-32=-1 «Now, using the parameter t to represent the nonleading variable z, you have x = 2 - 5, y=-1+3t, z= where t is any real number. + Note that in this example an arbitrary parameter was assigned to the non leading variable z. You subsequently solved for the leading variables x and y as functions of t. Ex. 13.9: Solve the following system of linear equations using the Gauss-Jordan method. x+y + 2z=8,—x—2y + 3z= 1, 3x —7y + 42 = 10. Sol: Convert the augmented matrix into the row reduced Echelon form : 1 12\8 a2 3\1 3-7 4}10 Ry “CDR, ft 2 -|o - s|9 3 -7 4|10, R3-3k, fia apes -|o -1 5] 9 Ra /-1) 1 41 2] 8 a 1 -5/-9 0 -10 -2|-14 R3 -(-10)R, ele a -9 104 8 -5 2 1 -|o 0 a 1 0 52 Rs /(-52) 11 2 -jo 1-5 oo 1 fl 3 General solution : X =|1 2 Ex. 1.3.10 : Solve following system by using Gauss Jords method. x+2ytz-we-2 2x + 3y-2+ 20-7 xty432- 209-6 xtytzew=2 Co 1, Marks 7 convert the augmented matrix into the roy rece Eeelon fom aa aly ee [eo jo -1 -3 afn 101 3 ~2\-6 2.11 af2 ee eee TECHNICAL PUBLICATIONS® - an up-thrust for knowledgeRyRy 12 1 -2f-2 o 1-3 4] “Jo -1 2 -1)-4 o -1 0 2] 4 Raf“) 1021 -1)-2 o 13 -4/-10 “Jo -1 2 -1|-4 jo -10 4) 4 R3-(-DR, 102 4 -1)-2 jo 1 3 -4]-11 “lo 0 5 -5|-15 jo 10 2] 4 Ry-(-DRa 121 -1/- jo. 3 -4)-11 “lo 0 5 -5|-15 loo 3 -2|- R3/6) 121 -1)- o.1 3 -4/-11 “Joo 1 -1]- 00 3 -2|- Ry-3R3 21 -1/-2 013 -4|-01 “Joo 1 -1/-3 Oo.) 1) 2 Ry-(DRy 24 -1)-2 joa -4)—-11 foo of-1 ooo af 2 Ry-(-4)Ry 121 -1)-2 [013 of-3 001 o|-1 ooo a] 2 Matrices 1210) 0 lo 13 o|-3 “Joo 10/-1 oo 0 1| 2] Ry -3R3 1210) 0 lo 100} 0 “lo 0 1 of-1 loo 01) 2 Ry-IR3 1200) 1 0100/0 “loo 1 0f-1 ooo 1,2 Ry-2Ry 1000/1 lo 100] 0 “lo 01 0f-1 ooo 12 Find the variable w from the row 4: w = 2 Find the variable 2 from the row 3 : z= -1 Find the variable y from the row 2: y = 0 Find the variable x from the row 1:x=1 x=Ly-0,2--Lw=2 Homogeneous system of linear equations : + Consider systems of linear equations in which each of the constant terms is zero, We call such systems homogeneous. For example, a homogeneous system of m equations in n variables has the form AyXy +8 4Q%2 $843X3 HAA = Ag Xy +A2gX2 $825%3 Ht Aan Xn, 1X1 $AgQX2 $Ag3X3 tA GAN =O. Aut X1 $8 aX tAmgX3 tt Ama%n =O «It is easy to see that a homogeneous system must have. at least one solution. Specifically, if all variables in a homogeneous system have the value zero, then each of the equations must be satisfied. Such a solution is called trivial (or obvious). For instance, a homogeneous system of three equations in the three variables x,, x) and x3 must have x1 =0, xp = 0 and x3 =0 as a trivial solution. TECHNICAL PUBLICATIONS® - an up-thrust for knowiedge‘Mathematics -2 = a Solving homogeneous system of linear equations Ex. 13.11 : Solve the system of linear equations. xy, +315 #0 2x +xp +313 = 0. é Sol. : Applying GaussJordan elimination to the augmented matrix 1130 2 130. yields the matrix shown below. Ry +(-2)R, 9Re 1-1 30 [sae 1 (3): aR A -1 3.0 “bb 1 a0 R,+R, 9R, 10 20 “[o 1 -10 The system of equations corresponding to this matrix is, xy +23 = 0 xg-xj 90 Using the parameter t = x3, the solution set is, Xp == 2b x) =, tis any real number. + Example illustrates an important point about homogeneous systems of linear equations. You began with two equations in three variables and discovered that the system has an infinite number of solutions. In general, a homogeneous system with fewer equations than variables has an infinite number of solutions. tx Note : Every homogeneous system of linear equations is consistent. Moreover, if the system has fewer equations than variables, then it must have an infinite number of solutions. Ex 13:42: Use Gaussfrdan algortin ay gy system of linear equations ‘ Day + 2xy —X3+%5 = 0 Hxy-Xy +2x3 “Sty +5 = 0 ay tx, —2t5 X50 Sol. : Convert the augmented matrix into the reduced echelon form : 2 2-1 0 1/0 1-1 2-3 «1/0 1 1-2 0 -1/0 GO) 1) 4) 1/0, R,/2) 2 1 -y2 0 42/0 -1-1 2 -3 1/0 adel 20) 110) 0 0 1 1 1/0 Ry -(-DR, 11 -y2 0 2/0 0 0 32 -3 32/0 “l11 -2 0 -1/0 0 Oo 1 1 1/0 R3-IR; 11 -y2 0 42/0 loo 32 -3 32|o 0 0 -32 0 -32 Jo oo 1 1 1 |0 3 »(3) 11-2 0 yI0 | 0 1 -2 1jo 00 -32 0 ~32/0 0 Oo 1 1 1 jo 3 05-()s 1 = “0-42.10 e\080) 224 |9 00 0 -3 9 |o 0 0 1 a: 1-[0 TECHNICAL PUBLICATIONS® ‘n up-thrust for knowledge.. System (1) Find the variable x, from the equation 3 of the system (1): xq = 0. Find the variable x3 from the equation 2 of the system (1) : x3 = -x5- Find the variable x, from the equation 1 of the system (1) + 1 = X2 Xs, Ny 2a mAs Xp = yy Kg = HXsv Xa =O, 5 Matrices General solution : X = The solution set : | 1.4 Rank by Echelon Forms «The rank of a matrix A, denoted by Rank (A), is the number of non-zero rows in row Echelon or reduced row echelon form. Ex 141 Find the rank of the matrix 12-1 0 aa{7l 3 9-4 2 1 3-2 a Care] Sol. : The rank of the matrix is equal to the number of non-zero rows in the matrix after reducing it to the row Echelon form using elementary transformations over the rows of the matrix. 12-1 0 -1 300-4 Avlo 403-2 y.oa-t To calculate matrix rank transform matrix to upper triangular form, using elementary row operations. R, +1R, > Rp (Multiply 1 row by 1 and add it to 2 row); R3 -2R; +R (Multiply 1 row by 2 and subtract it from 3 row); Ry -IR, > Ry (Multiply 1 row by 1 and subtract it from 4 row) 12-1 0 0 5-1-4 “lo -3 5 -2 O71 2-1 TECHNICAL PUBLICATIONS® - an up-thrust for knowledgeMathematics - : malics = 2 . 1 o Me R,/5— Ry (divide the 2 row by 5) R,/8 + Ry (Divide the 1 row by 8) Ase. o | fz 002 _|® 1 -02 -o8 -lo 006 0 -3 5-2 I 099 9 aes | Ry © Rs (Interchange the 2 and 3 rows) Ry +3R, > Rj (Multiply 2 row by 3 and add it to 2 3 row); | f.002 | -10999 Ry +R, + Ry (Multiply 2 row by landadditto | [yg 9 6 4 row) 12 ° | Rp/9 9 Ry (Divide the 2 row by 9) _jo 1-02 -08 1002 0 0 44 -44 -lo112 0 0 18 -18 | 0006 Ry /AaRy (Divide he'3 row by 4.6) Rj /6 > Ry (Divide the 3 row by 6) 12 -1 0 1002 _Jo 1 -02 -08 tena 3 oo 1-1 Roo: oo 18 -18 | Answer : Since there is 3 non-zero rows, then Ry -18R3 > Ry (Multiply 3 row by 18 and subtract | (4 it from 4 row) 7 ~—_ — 12-1 0 | _/O 1 -02 -08 Ex. 1.4.3: Find the rank of the matrix oo 1-1 | 00 0 0 | | by reducing to row Echelon form. Answer : Since there is 3 non-zero rows, then J . ay Care Rank (A) | Sol: 800 16 - (0.1 -3 -1 Ex. 14.2: Find the rank of the matrix]0 0 0 6 |. aeii® bod 0999 | “/310 2 cn 11-2 0 Sol. - | To calculate matrix rank transform matrix to ups 8 0 0 16 | triangular form, using elementary row operations. A=|0006 | Ry Ry (Interchange the 1 and 2 rows) ena [7080-8 theeg To calculate matrix rank transform matrix to upper [0 1-3-1 triangular form, using elementary row operations. 31 0 2 112 0 TECHNICAL PUBLICATIONS® - an up-thrust for knowiedgeRy -2R, ~ Rs (Multiply 1 row by 3 and subtract it from 3 row); Ry-IR, > Ry (Mul '4 (Multiply 1 row by 1 and subtract it from 4 row) m 1 11 01-3 -1 “lo 1-3 -1 01-3 -1 Ry -IRz — Ry (Multiply 2 row by 1 and subtract it from 3 row); Rg-1R, — Ry (Multiply 2 row by 1 and subtract it from 4 row) to 1 4 01-3 4 “loo 0 0 00 0 0 Answer : Since there is 2 non-zero rows, then Rank(A) = 2 Ex. 144: Define the rank of a matrix and find the rank 2-1 «0 of the matrix A=|4 5 -3 1-4 7. Sol. : 2-1 0 45-3 1-4 7. A To calculate matrix rank transform matrix to upper triangular form, using elementary row operations. Ry /2 > R, (Divide the 1 row by 2) 1-05 0 405 -3 ioe ted Ry -4R, > Ry (Multiply 1 row by 4 and subtract it from 2 row); Ry IR; —> R3 (Multiply 1 row by 1 and subtract it from 3 row) 1-05 0 “jo 7 -3 0-35 7, TECHNICAL PUBLICATIONS® 1s R, /7 + Ry (Divide the 2 row by 7) 1-05 0 -|0 1-3/7 0-35 7 Rj +3.5R, Ry (Multiply 2 row by 3.5 and add it to 3 row) 1-05 0 -lo 1 -37 0 0 55. Rj /55 > Ry (Divide the 3 row by 5.5) 1-05 0 -jo 1 -37 (eo 1 Answer : Since there is 3 non-zero rows, then Rank(A) = 3. Ex. 145: Reduce matrix A = aon, Echelon form and find its rank. Sol. : 9 4 9 To calculate matrix rank transform matrix to upper triangular form, using elementary row operations. Ry -2R, > Ry (Multiply 1 row by 2 and subtract it from 2 row); R3-4R, > Rj (Multiply 1 row by 4 and subtract it from 3 row) ieeo) oe 2) ~|0 -10 -2 5 0-12 -3 7 Rj /-10 + Rp (Divide the 2 row by ~ 10) 1 5-3. 22 -|0 1 02 -05 0-12 -3 7 ‘an up-thrust for knowledge‘Mathematics -2 Ry -12R, +R; (Multiply 2 row by 12 and add it to | -2n, +R, Ri 3 row) | eee a 2 0 15 3 -2 j -Jor 41 9 lo 1 02 -05 | foo 11-8 #4 00-06 1 | sr3+R1—>R 1001-24 18 5 Rj /-0.6 > Ry (Divide the 3 row by - 0.6) (420 edn 0 15 3.22 | -jo14 ~\o 1 02 -05 | oo. -5 4 1 £0 Ba 43 + Rp Ra Answer : Since there is 3 non-zero rows, then 1001-4 8 S Rank (A) = 3. -lo 101 20 -15 -4 oo1l-5 4 2 Lis} inverse of a Square Matrix by Gauss - Jordan Method ‘Therefore A is invertible and «A way to do this is to augment A by all columns of 4 eS Tto get [A/T] and apply elementary row operations A) =| 20-15 -4 until we obtain (1/A™] 1s This is called the Gauss-Jordan method for finding ce even if we not yw whether Mtb ceabw oe emilee eae qineer ee 152: Find the inverse of the matrix A=|1 4 3 Echelon form of A will reveal this information. 134 Hence we can apply this algorithm without first using Gauss-Jordan method. checking invertibilt. 133 - | Sol. : Adjoin the identity matrix onto the right of he Ex 15. 12 original matrix, so that you have A on the left sie a-lo 14 and the identity matrix on the right side. It will lod 560 like this : Sol | fis aiio0o0 | 4, 2 Bato, a} Re ale oa fam-[o 141010 | : 3601001) | Now find the inverse matrix. Using elementary row Bn operations to transform the left side of the resulting rts >R3 | matrix to the identity matrix. 12 31 100 % [ ae geal ai ‘| | m a rh a row by 1 and subtract it | from 2 row); Rj -IR, > R. i 4-15 | ~ | 3 “AR (Multiply 1 row by 1 oO a4 asf 520-8 and subtract it from 3 tow) Maa 482 +R3R3 133/100 1231 100 f ofect oe 8 -fo14i 010 je 0 Alaa Oe. oor! 541 : TECHNICAL PUBLICATIONS® - an up-thrust for knowledgeMathematics -2 ipa 1-17 Ry -3R > Ry(Multiply 2 row by 3 and subtract it | from 1 row) | 103, 4-3 0 -jo 1 0/-1 10 oo1j-1 01 R,-3R; — R, (Multiply 3 row by 3 and subtract it from 1 row) 1:0 0] 7 -3 -3 -]0 1 0}/-1 1 °0 oo1j-1 0 1 7-3-3 Answer: A7=|-1 1 0 -1 0 1 Le | CCCs Sol. : Adjoin the identity matrix onto the right of the original matrix, so that you have A on the left side and the identity matrix on the right side. It will look like this : 123/100 25 3)010 108|001 Now find the inverse matrix. Using elementary row operations to transform the left side of the resulting matrix to the identity matrix. R,-2R, > Rp (Multiply 1 row by 2 and subtract it ” from 2 row); Rj-1R, — Rg (Multiply 1 row by 1 and subtract it from 3 row) / 120 3] 10-0 -|0.1°-3/-2 10 | 0-2 5/-101 | R,-2R, > R, (Multiply 2 row by 2 and subtract it from 1 row); R3-2R, > Rg (Multiply 2 row by 2 and add it to 3 row) To 9{ 5 -20 | -|o 1 -3/-2 10 i 00 -1[/-5 21 Rj /-1+R (Divide the 3 row by ~ 1) 10. 9/ 5-2. 0 -jo 1 -3/-2 1 0 oo 1] 5 -2 -1 R,-9R; + Ry (Multiply 3 row by 9 and subtract it from 1 row); Rz -3R3 > R; (Multiply 3 row by 3 and add it to 2 row) 10 0/-40 16 9 -|o 10] 13 -5 -3 oo1| 5 2 -1 40 16 9 Answer: AT =| 13-5 -3 5-2 -1 [16] Eigenvalues and Eigonvectors «Definition : Suppose that A is an n xn matrix. A vector v # 0 is called an Eigenvector for A if Av = dv for some number 2. In this case, Ais called the Eigenvalue associated to v. « How can we find eigenvalues and eigenvectors of a given matrix ? Suppose that v # 0 and Av = Iv. Since both 2 and v are unknown, we cannot solve this linear system directly. But we have Av -}v =0= (A-A)v=0 ‘Since the last equation is a homogeneous system and v is a non-trivial solution, the matrix A — AI must be non-invertible. Therefore det(A - I) = 0: « Definition : The equation det(A - 21) = 0 is called the Characteristic equation of the matrix A. Working rule to find charact equation : For a 3 x 3 matrix: Method 1 : The characteristic equation is det(A ~ Al) = 0. Method 2 : Its characteristic equation can be written as 13 -S,)? +8,4-S, = 0 where, S, = Sum of the main diagonal elements, Sz = Sum of the minors of the main diagonal elements, S3 = Determinant of A = 1A! TECHNICAL PUBLICATIONS® - an up-thrust for knowledgeMattematcs-2_ For a2 2 matrix : Method 1 : The characteristic equation is |A - All = 0. Method 2 : Its characteristic equation can be written as 22 -S,A+S_ = 0 where S, = Sum of the main diagonal elements, $2 = Determinant of A = |Al. Ex. L641 : Find the characteris 1 2 [al Sol.: Let A “| a Its characteristic equation is equation of the matrix 22 -S,X+S, = 0 where, 8, = Sum of the main diagonal elements = 1+2=3, Sq = Determinant of A = IAI = 1(2) - 2(0) = 2 ‘Therefore, the characteristic equation is 1? -34+2 = 0. Ex. 1.6.2 : Find the characteristic equation of 8-6 2 -6 7-4). 2-43 Sol. : Its characteristic equation is 23 S17? +5,4-S, = 0 where 51 =Sum of the main diagonal elements -8+743~-18, 5, ~Sum ofthe minors of the main diagonal elements =| 7-4/8 aL) 8 -6 aah able 3] 2 3|*|-6 7| = 5+20+20=45, Sj = Determinant of A =|A|= 8(5) + 6(— 10) + 2(10) = 40 ~60+20=0. Therefore, the characteristic equation is, 23-182 +45.=0 Ex. 1.63 : Find characteristic equation of Pony aslo 21 29} CURIE Sol.: From the definition of the eigenvector v corresponding to the eigenvalue 2 we have Av = iv. Then : Av - av = (A-2)v=0 “iy Equation has @ non-zero solution if and only g det(A - Al) =0 1-A 1 de(A-AN =] 0 2-2 1 2 0 1A = -28 4422 32-4 “Teas Find the eigenvalues and the eigenveag~ Be L6a: Find the eigen fe eigenvetyy the matrix A “i zi a -2 sol. :det(A-AD=| 5 _g_,|7? (-2y-4-2)+6 = 0 22 +3042 = 0 (+2)A+1) = 0 ‘Therefore the eigenvalues of A are Ay = - 2 a dg = 1. In order to find the eigenvectors for }, solve the linear system (A~2,])v = 0: 3-210 p -2 10. “Ry + Rp +Rp fp 210 lo oo = RyRy _[t 2A 10 o 0 10 Set v2 to be a free variable. Then the eigenvectors at : v= fP3? ine + al unter ‘The eigenvectors for A, can be fe (Acughveo, 2 found by solving Lp 210 3-3 10 RyRy ft ato 3 -3 10 TECHNICAL PUBLICATIONS® - an up-thnust for knowledge-3R, +R, 9Rz 1-110 “lo o1o Again, set vp to be free. Then the eigenvectors for Va Lecter Jone v2 #0, Note : 1. Corresponding to n distinct eigenvalues, we get n independent eigenvectors. 2. If 2 or more eigenvalues are equal, it may or may not be possible to get linearly independent eigenvectors corresponding to the repeated eigenvalues. 3. Algebraic multiplicity of an eigenvalue 2 is the order of the eigenvalue as a root of the characteristic polynomial (ie, if 2 is a double root, then algebraic multiplicity is 2). 4. Geometric multiplicity of A is the number of linearly independent eigenvectors corresponding tor Ex. 165: Find the eigenvalues and the eigenvectors of 1-6 -4 the matrix A=|0 4 2]. 0-6 -3 Cored Sol.: From the definition of the eigenvector v corresponding to the eigenvalue 2 we have Av = Av, ‘Then : Av-Av =(A-Al)-v = 0 Equation has a non-zero solution if and only if det(A - 21) = 0 I-A 6-4 det(A -A1) =| 0 0 23 +202 -2 = -h(? 2241) = For every 4 we find its own vectors : 1 Aso 1-6 -4 AAs lo 42 0 -6 -3 Ay = av? (A-AD-v = 0 So we have a homogeneous system of linear equations, we solve it by Gaussian elimination : 1-6 -4)0 0 4 2fo 0 -6 -3/0 R,/(4) 1-6 -4/0 -lo 1 2/0 jo -6 -3|0 R, 1-6 -4! o 142 0 00 (-6)Ry 0 0 0 Ry-ORz 10 -1/0 01 y/o oo ojo X,-X3 = 3 ate oO +» System (1) Find the variable x, from the equation 2 of the system (1) xp = hx Find the variable x; from the equation 1 of the system (1): x1 = x5. 1 Ayo | 2 del x | xy =X, TECHNICAL PUBLICATIONS® - an up-thrust for knowledgea | Note : Algebraic multiplicity of an eigenvalue A= 0 is Land geometric multiplicity of 4 0 is 1, | Ard 0-6 -4 =o 3 2 0-6 - Av = dv" (A-ADy = 0 So we have a homogeneous system of linear equations, we solve it by Gaussian elimination fo -6 -4/0 fo 3 2/0 jo -6 -4/0 A-ha! Ryf- 6) | fo 1 28) -jo 3 2I/0 lo -6 -4|0 | Rp -3R, 01 28/0 -|o 0 ofo lo -6 -4|0 Rs -(-6)Ry fo 1 28/0 00 0/0 00 ojo x2 +2/8-x5 =0 System (1) Find the varlable xp from the equation 7 system (1) :X2 = 2/3-%3 & xy Mt xq 7 -2/8-%3 xg ey 1. 2 General solution : X =|=3°%3 Xs. 1 xy 40 fxs 0 2 ‘The solution set Note : Algebraic multiplicity of an eigenvalue = 1) 2 and geometric multiplicity of 2 = 1 is 2 Ex. 16.6: Find the eigenvalues and correspond eigenvectors of the matrix 407 A=|-2 1 0]. £2, 9ch Sol.:From the definition of the eigenvector 1 corresponding to the eigenvalue A we have Av = iv. Then : Av-av = (A-Al)-v = 0 Equation has a non-zero solution if and only if deA-Al)= 0 4-h 0 Z deqa-an=|-2 1-2 0 -2 0 «1-4 = 8 +677 11046 = -(-1)-(A-2)--3) = 0 Led 2 Aya? 3. Age3 (A-1)-(0? -52+6) TECHNICAL PUBLICATIONS® - an up-thmust for knowledgeFor every Awe find its own vectors : so we have a homogeneous system of linear equations, we solve it by Gaussian elimination : 1 yed 30 A-A = |-2 on 0 0 & ° Av = Av" (A-ADv = 0 30 1/0 -2.0 0/0 -2 0 0/0 Ry/B) 10 43 -|-20 0 |o 20 0 |o RyRy 10 ¥3{o -| 00 73/0 -20 0/0 RyRy 10 13/0 Jo 0 23 }0 0 0 73/0 Rp 2/3] 10 ¥3|0 -j00 1/0 jo 0 23/0 Ry-@A)R, TECHNICAL PUBLICATIONS® 0 General solution : X= 3] 0 (A-ADy = 0 So we have a homogeneous system of linear equations, we solve it by Gaussian elimination : 2eHo a -2 -1 0 -2 0-1 0 0 ) R,/Q) 1 0 ¥2 -|-2 10 2:0 ct O) 0 0 Rp -(-2)-Ry 1 0 42 ee ee 20 -1 0 0 0 Rs -(-2)Ry 1 0 y2|o -jo a 10 0 0 o|o R,/(-1) 10 y2\0 -|o 1 -1J0 00 ofoMathematics-2__ : a ts 5 | ata. ws System (1) xX. = 0 Find the variable x» from the equation 2 of the system (1) : xp = x3 Find the variable x, from the equation 1 of the system (1): x, = ze “1 x ps Xp x3 | x3 4x3 | <1 zs General solution : X =| "x Xs = B: | The solution set :{x5-] | 1 ell | 1 i ag = 3 Poet | A-AgI =|-2 -2 0 | 2 0 2 ' Ay = av" i (A-AD-v = 0 So we have a homogeneous system of linear equations, we solve it by Gaussian elimination : | 12 4081/0 | 2-2 of0 | -2 0 -2]}0 i Ry ~(-2)-Ry | TECHNICAL PUBLICATIONS® Te Oei 0" ~| 0 -2 2/0 -2 0 Ry -(-2)-Ry 180.110 -|o -2 2/0 0 0 ojo Ra /(-2) 10 -jo1 00 xytx3 = 0 =0 1/0 -1/0 ojo 2 7X3 System Find the variable x, x3. Find the variable x, from the equation 1 system (1): x1 = x3. from the equation 2 of ¢ te General solution : X = x3 x3 1 The solution set : |x3| 1 1 1 vg =| 1 a‘ Ex. 1.6.7: If 1 is an eigenvalue of the matrix 210 =1 0 1| then find és corresponding eigenvector. oo1 Sol. dg = 1 F1 1 0 nate 4 0 0 0 ‘an up-thrust for knowtedgeFind the variable x, from the equation 1 of the So we have a homogeneous system of linear ae | Equation has a non-zero solution if and only if (A-A)y = 0 | de(A-an=0 go we have a homogeneous system of linear fozu 6 ions, we solve it by Gaussian elimiy | a equations y elimination deqa-ap=| 1. 2-2 1 [e145 ene 1 1 0/0 }1 0 3-2 1-1 1/0 0 0 0/0 = -Q-1)02 ~42+4)= -G-A-2P = 0 = 1 aed Ry--DR: 2 aye2 41010 For every 4 we find its own vectors : jo 0 1/0 0 0 00 fo 47a = | | 40 -2 4 ae . aI System (1) A-Ai= | 1 101 3 | 1.30..-2 Find the variable x3 from the equation 2 of the | Av = Av" A) : x3 = 0. | system (1): X3 ' (A-alpv = 0 system (1): x1 = ~X2- xy =X xp = x2 x3 = 0 =X General solution : X =| xz 0 “1 The solution set : {x2-} 1 0. -1 vg =| 1 0 equations, we solve it by Gaussian elimination : | fa o 2I0 iano [ao 2h R/C) 10 2/0 -|1 1 ao 10 2/0 | R,-TR, fo 20 | -lo 1-1/0 | [to 2fo | Ry-PRy a fio 2lo Ex. 168: Find the eigenvalues and eigenvectors for the = ly 4 4/9 0 0 -2 matrix|1 2 1). oo ojo OE cro vin 20, =. Faas .«. System (1) Sol.:From the definition of the eigenvector v XQ-X3 = corresponding to the eigenvalue A we have Av = Av Find the variable x, from the equation 2 of the ‘Then : Av-Av(A-Al)-v = 0 system (1) : x2 = x3. ‘TECHNICAL PUBLICATIONS® - an up-hrust for knowledgeFind the variable x, from the equation 1 of the system (1): xy = ~2x3- xy = -2x3 x, = Xs, x3 =X 2x3 General solution :X=| x3 x3 ‘The solution set : 2 x3| 1 1 2) ve] 1 1 Av = av" (A-aly = 0 So we have a homogeneous system of linear equations, we solve it by Gaussian elimination : System (1) Find the variable x1 from the equation 1 op system (1) 21 7 7*9" xy 773 x2 = %2 x3 7% General solution : X= ‘The solution set ¢ }*2 0 vy = f1 0 =a vy =| 0 1 9: Find the eigenvalues and eigenvectors jor fo 1 0 matrix|0 0 1 1-3 3 Ex. 1 Sol.:From the definition of the eigenvector corresponding to the eigenvalue 2 we have Av = iv Then : Av-Av(A-Al)-v = 0. Equation has a non-zero solution if and only if det(A-Al) = 0 o-~A 1 0 de(A-A) =| 0 O-A 1 1 3 3-A| = -18 +392 -3h+1 = -GQ-Peapel For every 2. we find its own vectors : Lo Ay=1 Ja 10 AAI =| 0-11 1-32 Av = Av" (A-A-v = 0 TECHNICAL PUBLICATIONS® - an up-thrust for knowledge