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Linear Algebra and Differential Equations: Sartaj Ul Hasan

This document contains notes from a lecture on linear algebra and differential equations given by Sartaj Ul Hasan of IIT Jammu. The lecture discusses non-homogeneous systems of linear equations, their vector and geometric interpretations, and provides examples. It also briefly reviews invertible matrices and elementary matrices, stating that elementary matrices are always invertible and their inverses are also elementary matrices of the same type.

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51 views

Linear Algebra and Differential Equations: Sartaj Ul Hasan

This document contains notes from a lecture on linear algebra and differential equations given by Sartaj Ul Hasan of IIT Jammu. The lecture discusses non-homogeneous systems of linear equations, their vector and geometric interpretations, and provides examples. It also briefly reviews invertible matrices and elementary matrices, stating that elementary matrices are always invertible and their inverses are also elementary matrices of the same type.

Uploaded by

Vijay
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Linear Algebra and Differential Equations

Sartaj Ul Hasan

Department of Mathematics
Indian Institute of Technology Jammu
Jammu, India - 181221

Email: [email protected]

Sartaj Ul Hasan (IIT Jammu) SMD002U1M 0/8


Lecture 04
(March 15, 2021)

Sartaj Ul Hasan (IIT Jammu) SMD002U1M 1/8


Non-Homogeneous Systems
In this case, we work with the augmented matrix and reduce it to
an RREF matrix, say R
Proposition 4 (Existence and Nature of Solutions): The system is
consistent if and only if the rightmost column of R is not a pivot
column, i.e. if there is no row of the form [0, . . . , 0, b] with b nonzero.
If the system is consistent, then it has either (i) a unique solution if
there are no free variables or (ii) infinitely many solutions when there
is at least one free variable.

Vector Interpretation of Solutions

The general solution of a system of linear equations can be expressed


compactly and conveniently in vector form.
Let AX = b be a non-homogeneous system, and let AX = 0 be its
associated homogeneous system. Assume that the system AX = b is
consistent so that it has at least one solution u. By necessity, u 6= 0.
Sartaj Ul Hasan (IIT Jammu) SMD002U1M 2/8
Observation 6: A vector is a solution of the system AX = b if and
only if it is of the form u + v , where v is a solution of the associated
homogeneous system.
In case the homogeneous system has only the trivial solution, then
v = 0, and there is a unique solution u. Otherwise we have infinitely
many solutions.

Geometric Interpretation of Solutions

We can have a geometrical interpretation in case we are working with


2-tuples or 3-tuples. In this case, each vector corresponds to a point
in either 2-space or 3-space.
Observation 7: Then, the solution of a homogeneous system is either
the origin only or all the points on a line or a plane through the origin.
Observation 8: If a non-homogenous system has even a single
solution (point), then its entire solution set consists of only that point
or the line or plane through that point which is parallel to the solution
of the associated homogeneous system.
Sartaj Ul Hasan (IIT Jammu) SMD002U1M 3/8
Example
Write the general solution of the system:
X1 + X2 + X3 = 1
(1)
2X1 − X2 + X3 = 2
     
X1 1 −2/3
in the form X2  = 0 + t −1/3 = u + tv (t scalar)
X3 0 1
where u is the solution of the system and v is a solution of the
associated homogeneous system.
Reminder from Coordinate Geometry:
Equation for the line through P = (x0 , y0 , z0 ) prallel to a given vector
→
−r = aiˆ + b jˆ + c k̂ (i.e. the line segment from (0, 0, 0) to (a, b, c)) is:
x = x0 + ta, y = y0 + tb, z = z0 + tc, t ∈ R
The solution we have obtained corresponds to the geometrical
equation of the line through (1, 0, 0) which is prallel to the vector
determined by (−2/3, −1/3, 1).
Sartaj Ul Hasan (IIT Jammu) SMD002U1M 4/8
Invertible Matrices–Quick Revision
Definition
An m × m (square) matrix A is said to be invertible if there exists another
square matrix B such that BA = AB = Im (m × m identity matrix). B is
said to be an inverse of A.

Another terminology: Invertible matrices are also called nonsingular.


Matrices which are not invertible are said to be singular.
Observation 1: The inverse of A if it exists is unique, notation A−1 .
−1
Observation 2: If A is invertible, then so is A−1 and (A−1 ) = A.
Observation 3: If A and B are invertible, so is AB, and
(AB)−1 = B −1 A−1 .
Observation 4 (Generalization of 3): The product of invertible
matrices is invertible, and the inverse is the product of the inverses
taken in reverse order. In other words, if A1 , A2 , . . . , An are invertible
matrices, then C = A1 A2 . . . An is an invertible matrix, and
−1 −1
C −1 = A−1
n . . . A2 A1 .
Sartaj Ul Hasan (IIT Jammu) SMD002U1M 5/8
Elementary Matrices

Definition
An m × m (square) matrix is said to be an elementary matrix if it is
obtained from the m × m identity matrix Im by a single elementary row
operation.

Proposition 5: If e is an elementary row operation and E is the


m × m elementary matrix e(Im ), then for every m × n matrix A,
e(A) = EA.
Proof: Left as an exercise. (Hint: Try to prove it w.r.t. each
elementary row operation!)
In other words, applying an elementary row operation is the same as
left multiplication by the corresponding elementary matrix.

Sartaj Ul Hasan (IIT Jammu) SMD002U1M 6/8


Elementary Matrices (Conti . . . )
Operation Inverse Operation
I. Interchange row p and q Interchange row p and q
II. Multiply row p by k 6= 0 Multiply row p by 1/k
III. Add k times row p to row q 6= p Subtract k times row p from row q

Example: Find the inverse of each of the elementary matrices


     
0 1 0 1 0 0 1 0 5
E1 = 1 0 0 , E2 = 0 1 0 , E3 = 0 1 0
0 0 1 0 0 9 0 0 1

E1 , E2 and E3 are of type I , II and III resp. so the table gives:


     
0 1 0 1 0 0 1 0 −5
−1 −1
E1 = 1  0 0 = E1 , E2 = 0
  1 0  , E3−1 = 0 1 0 
0 0 1 0 0 1/9 0 0 1

Sartaj Ul Hasan (IIT Jammu) SMD002U1M 7/8


Elementary Matrices (Conti . . . )

Proposition 6: Every elementary matrix E is invertible, and E −1 is also


an elementary matrix (of the same type).

Sartaj Ul Hasan (IIT Jammu) SMD002U1M 8/8


Elementary Matrices (Conti . . . )

Proposition 6: Every elementary matrix E is invertible, and E −1 is also


an elementary matrix (of the same type).

Proof: Let E be any elementary matrix, and let e be its corresponding


elementary row operation. We know that there is another row operation f
of the same type that reverses the action of e. Let F be the elementary
matrix corresponding to f . Then:

FE = (FE )I = F (EI ) = f (e(I )) = I

Similarly, EF = I , so F is E −1 . Actually, we have seen that the inverse of


an elementary matrix is also an elementary matrix (of the same type).

Sartaj Ul Hasan (IIT Jammu) SMD002U1M 8/8

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