Systems of 1 near Equations A Eg: 34Syay 288 am equation fora line, equations of the first order or degree eng Y i Seneral equation ofa line in R2 is of the form a ax +by=¢ cause two. Variables are used here, where R denotes the set of real numbers. Seneral equation of a plane in R3 is of the form ax tby + z= d Definition: 4 linear e ‘Quation in the n variables x1, x2, ..., xn is an equation that can be written in the f form alx1+ a2x2 +..+ anxn=b where the Coefficients al, a2,..., anand the constant term b are constants. Practice: Find out the linear (a) 3x -4y=-1 2 4 Orts+H (c) xy#2z41 equ from following examples: A System of Linear Equations is when we have two or more linear equations. A solution of a system of linear equations is a vector that is simul solution of each equation in the system, Solution: y=2x-3 Substituting it in 2nd equ: x43(2x-3)=5 Tx-9=5, x=2 y=l taneously a[2, 1] as a solution. Substituting the value of x and y in the given equs. 2x2-1=3 24+3*1=5 LGN | Reese enema Ee Sey By eS Solve the following systems of linear equations: f)x-y=l (b) x~ 2 (e-y xtys3 ax des x-y (a) [2,1] (b) 2nd equ is just twice the first. So, the points on the line x -y= 2 are the sols. Infinitely many solutions. (c)no solutions. ‘A system of linear equations is called consistent if it has at least one solution. A sys- tem with no solutions is called inconsistent. (a) Consistent, (b) consistent, (c ) inconsistent Draw st lines from equ. (a) Put x=0, y=+1 (0,-1) Put y =0, x= (1,0)- draw a line Put x=0, y-3 (0,3) Put y=0, x=3 (3,0)- draw a line (b)x=0, y=-2 (0,-2) ; y=0, x=2 (2.0) (1,0) G,0) (©) x=0, y=1 (0,-1) 5 ¥=0, x=0, y=-3 (0,-3) 5 yO, Graphical representation:omre21 Intersects- unique solution single line - infinite parallel lines- no solution A system of linear equations with real coefficients has either (a) a unique solution (a consistent system) or (b) infinitely many solutions (a consistent system) or (©) no solutions (an inconsistent system). Practice: Solve and plot the lines to verify: xty=6, J2e-4Y27 Sol: X= and y=5 ‘Two linear systems are called equivalent if they have the same solution sets. (unique solution (2, 1]) Triangular pattern in 2nd example Example: x -y-z=2 y 432-5 5z= 10 Sol: 2=2,y =5-3(2)=-1, andx=2+(-1)+2=3. back substitution)Degrmented mahi Qa Bee B4-34 429216 watts 24 Moke id Brin gulan potter bo ehiminacte # 0 nee voriablis one mat nage? # ogra fem Rk al a gee: ae ep ee [ ae aot [a Gunlock Cypha feo E47 Ve yom trea] 2 Subtroet poe [ie |. eguse eet ‘ 4 fee dat @ Se cle X tq. =| [i ie 1 © ° *O ant on : oa 34 2 Won 4 o os 13Row echelon form A matrix is in row echelon form if it satisfies the following properties: 1. Any rows consisting entirely of zeros are at the bottom. 2. In each nonzero row, the first nonzero entry (called the leading entry) is in @ column to the left of any leading entries below it. The following matrices are in row echelon form: oO el 3 2 10 a ag BEE |g ocd 2 2 ; OO ee lig 0 01d: 0 oo4) loo] |p 5 90 05 al Solve all. (a) [9/2 5-2}, (b) no sol, (c) infinitely many solutions (d) no sol Elementary Row Operations It is the procedure by which any matrix can be reduced to a matrix in row echelon form. Def: The following elementary row operations can be performed on a matrix: 1. Interchange two rows. 2. Multiply a row by a nonzero constant. 3, Add a multiple of a row to another row. The row echelon form of a matrix is not unique. ‘The leading entry in each row is used to create the zeros below it. Elementary row operations are reversible—that is, they can be “undo: ne.”Gaussian elimination: When row reduction is applied to the augmented mateix of a system of linear equations, we create an equivalent system that can be solved by back substitution. The entire process is known as Gaussian elimination. Procedure: 1. Write the augmented matrix of the system of linear equations. 2. Use elementary row operations to reduce the augmented matrix to row echelon form, 3. Using back substitution, solve the equivalent system that corresponds to the row-reduced matrix,Mactri | Foes oe Con be reduecd +e fame now echelon fp m. | | Coausian EVrrinection en awble lve Hue Sapte Ge He ys usa echelon form DQ back subs trtation. axe FBx3 ~8 Ray 4 Bip t hg eS Ao = Ane ange sol 30 io ac-g epee 20o Berd 4 OF -3 ee tod L f : j gol: to <2 +4 4 dgrell cil fel a infirate sol? free yartabl= 2 4% So feosting appiabies Ls were dd 5 epee fides pea ty oR 2 gaee. a pet (ite) hE Consider. ges piles 2. & gel alga)2-4 -y Q 4 oOo 8 Qo ele Pie ese, eS Ro -8h ah oh 252 Ss mie, eae 2 [fees {2 i ah S PRs © 6G: 78 es K—ps go 4.0 ta se Opal 10 =a Si Ons 7 6S. ES O86 Bee 20 Og ol 2s 10 Ry 438, Fey? Bee oy Be 2 Nie ie k po ge By ilo Ue ees © & O 4. Vota tas a ogg, @ 8 : oO. (eee | 2 » 0 O A 24 OS O OF 24 24 IA. | } Ry - RAR ig ea eS aa) Ogre glo. FS oo Te. =Iwe: The rank of a matrix A (d RANK Of the Matrix its row echelon form. nN bY *AK(A)) isthe number of nonzero rows im The Rank Theorem Let A be the coefficient matrix of a system of linear equations with n variables. ee the system is consistent, then number of free variables = n - rank(A) For Q2: Free var= 3-3=0 (so unique sol) For Q3: Free var= 4-2=2 (so infinite sol) Solve: x1 -x2+2x3=3 x1 + 2x2 -x3 =3 2x2- 2x3 = (No sol) Gauss-Jordan Elimination Definition: A matrix is in reduced row echelon form if it satisfies the following properties: 1. It is in row echelon form. ; >. The leading entry in each nonzero row is aI (called a leading 1). 3 Each column containing a leading | has zeros everywhere else. Gauss-Jordan Elimination: Procedure: : 1. Write the augmented matrix ofthe system of linear equations. 2 Use elementary row operations to reduce the augmented matrix to reduced row echelon form.Boss. Tord elimination: YW SO© Fron 3. 2 Hrd +22 a1 : Ronde +32 =3 Ww ary” 2°38 Ny ot CeO ae So, echelon fom [: o Me : oO oo Dotled circle poche we peduced pr colton So a : » pt ae © oe o 0 0 0 ere eg a Ao qt ae elt? - wegtece and ges guol. pet $7 WCE| @ Solve > Rt+2y-2Ze23 oR Seeger 1S 2a: 3 —_—> ae Ee 2.37 il ’ a ee : at Seen Ft de cee nw, f 3 lead: vantables . a fre vaste les eo zat to Fos fs st3tInverse of a Matrix such that AA’= I, an Matrix equation Ax = b, find a matrix A’ (analogous to 1/A) suc identity matrix (analogous to 1). ; a Ax = b= A'(Ax) = A'b => (A'A)x = A'b => Ix = A'b=>x = A Definition: If A is an nX n matrix, an inverse of A is an n X n matrix A’ with the Property that AA’= I and A’A=1 where I =In is then Xn identity matrix. If such an A’ exists, then A is called invertible, (a) 25 - % a=? Seen 2a an mens a since 2 2 5: = aa = [ il }-[2 tf andara=[ 3 ~3][2 5 ={1 0 1 3jL-1 2 o1 oe 2jL1 3 O41 ) . Show that the following matrices are not invertible: 00 as2 = () a ww o-[2 4] w-[! 2] Solution: (@) It is easy to see that the zero matrix does not have an inverse. If it did, then there would be a matrix O such that OO 1 00. But the product of theZerO matrix with an equal the identity, = “a (©) Suppose B has an inverse BY = [w x] [yz], Paly J-b.4] from which we get the equations The equ BB’=1 is Wok Bee Bh x +22=0 wi = +4y = 0 2x +4z=1 Sol is 0 =- 2, Thus, there is no solution. no such matrix B’ exists; that is, Bis not invertible. fe IfA isan invertible matrix, then its inverse is unique. © if |A[= 0, then A is not invertible (only for 2X2 matrix) ab pun ia sae jj then Aisinventible if ad — bc#0, in which case ¢ ae 1 | aie ad—bl-c a. If ad — be = 0, then A is not invertible. 2 LE a Se ra=| Solve: 2 questions.12 _ [2 15 tye. Find heinvenesot = [1 jjanaa= aes is invertible, Solution We have det A = 1(4) = 2(3) = ~2#0, s0 Ais inv el ee Ree ca] Spa 17. (Check this.) 7 i ible. On the other hand, det B = 12(~5) ~ (15) (4) = 0, s0 Bis not invertible. with Solving a linear system Ax =b via x =A’b is a good method. Unfortunately, except for 2 X 2 coefficient matrices, i is faster to use Gauss-Jordan elimination to find the solution directly. Solve: Use the inverse of the coefficient matrix to solve the linear system X+2y=3 3x4 4y= 2 ‘ 2 Solution The coefficient matrix is the matrix A i, whose inverse we com- Puted in Example 3.24. By Theorem 3.7, Ax = b has the unique solution x = A~'b, 3 Here we have b = fs 2 | thus, the solution to the given system is [4 l-fTheorem 3.9 > ES ® IF Ais an invertit : isan invertible matrix, then A~' is invertible and ee invertible then cA is an invert? OaeAiees es If Ais an invertible matrix and cis a nonzero scalar matrix and 1 (cA) = 2A" f then ABis invertible and ¢. IfAand Bare invertible matrices of the same sizes (aay! = BIA d. If Ais an invertible matrix, then A’ is invertible and ays ¢. If Aisan invertible matrix, then A" is invertible for all nonnegative inte- gers mand (ay =(4 Gauss-Jordan Method for Computing the Inverse Theorem: Let A be a square matrix. If a sequence of elementary row operations reduces A to I, then the same sequence of elementary row operations transforms 1 into Al. For Gauss jordan, construct a “super-augmented matrix” [A|T]. [AJ I]= [I] A*]Q. Find the inverse of A using Gauss Jordan. 12 SB. 0.0 [4jj=]2 2 4/0 10 13 -3]0 0 1 ok, Za) t 0s0 = 1-3} 1 -} 0 1 -2|-1 01 2.2 eri[oa 0 0 o 1-3] 1-0 0 al-2 448 LU Factorization Any representation of a matrix as a product of two or more oth a matrix factorization. Let A bea square matrix. A factorization of A as A= LU, where L is unit lower triangular and U is upper triangular, is called an LU factorization of A, Theorem: If A is a Square matrix that can be reduced to row using any row interchanges, then A has an LU factorization. ler matrices is called echelon form without© 88 LU}, ow, deg a PorL Uy - Solve Ly 5 “ONE R In ga 2. Solve eUxs, bstitution Substitution Question: 213 Use an ry: factorization ofAs 1 4-13 eat ctaess|) #224575 a Soltion 1, Example 3.33, we found that 1 0 o}f2 1. 33) F/ 2 1 ollo 3-3) = 1y “T-2-1lo 2. As outlined above, nv Ly=bfory =| y, 10 solve Ax = b (which s the same as L(U) =), we ist solve - This is just the linear system Ys n aul mth s-4 N-MRt p= 9 Forward substitution (that is, working from top to bottom) yields n=l y= 4-2, 6 A= 9+ y+ Iy= —2 te1 ca = is linear system is Thusy = | ~6 | and we now solve Ux = yforx = | % | This linear sj 2 % Iyt xt3y= 1 3x, — 3x = -6 2x; = -2 and back substitution quickly produces ye-h 6 + 3x = 9 sothat x = 3,and 2x, = 1 — 4 — 3x; = 1 sothatx, =} ? ‘Therefore, the solution to the given system Ax=bisx =| 3 |. -1 An Easy Way to Find LU Factorizations: Find an LU factorization of 31 3 -4 _| 64 8 -10 A ess A 95-2 -4Solution Reducing A to row echelon form, we have 3} = V9 ort) aa, 3 1 3. -# 6 4 8 H10)RrR) lo 202s 2 34°7 g ey 5 5 AS or aes 8 Saeed 087 -16 3.13.74 ee ee oo 1 4 00-1 -8 313 -4 (DR, ee nena] 02-2 2} Ly oo1 4 000 -4 “The first three multipliers are 2, 1, and —3,and these go into the subdiagonal entries of the first column of L. So, thus far, 000 2 ia 100 be 10 34The next two multipliers are $ and 4, so we continue to fill out Lt 0 0 1 * eo -oco ‘The final multiplier, ~1, replaces the last * in L to give 1.50. 0-0 200-0, Tete °0} -3.4 -11 Thus, an LU factorization of A is 301 Sa a 10 0 0]f3 13 -4 6 4 8 -10 2-1-0 0}/0 2 2 -2 aS 302 cS ea hie Wotioc Of Iee4] eee -9 5-2-4 -3 4-1 1JLo 0 0 -4 as is easily checked.howe - Q-For eshat values of k he seystiin. wilh (Lo me, (ey inforte sotuchor ? MtQy oS Sat Wook + ay-S= 0 oat 41g =0 fo) Viriqus a by ai 2 : Sa rag Boe. aap Ae fe Kee For alt Valies srencepe ¢: Bit hao uiejut sotto - BINGE ey tee ae con “of wns Ba bh f bak poe Op gy kee | Keo 6