0% found this document useful (0 votes)
12 views

Lecture 4 - Determinants - Matrices - Eigen Values and Vectors

Uploaded by

minhtridta
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
0% found this document useful (0 votes)
12 views

Lecture 4 - Determinants - Matrices - Eigen Values and Vectors

Uploaded by

minhtridta
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
You are on page 1/ 119

EEAC021IU – Mathematics for Engineers

Dr. Huynh Vo Trung Dung

Lecture 4

Determinants
Matrices
Eigen Values & Eigen Vectors

1
Determinants

2
Introduction to Determinants
Determinants are powerful tools for solving systems of linear equations and they are indispensable in
the development of matrix theory.

3
Introduction to Determinants
1. Systems of Linear Equations
Solution of Two Linear Equations
a1x + b1y = d1, (1)
a2x + b2y = d2, (2)
multiply (1) by b2 and (2) by b1, and then take the difference → y is eliminated
(b2a1 − b1a2)x = b2d1 − b1d2,

4
Introduction to Determinants
1. Systems of Linear Equations
Solution of Two Linear Equations
It turns out that if we use the following notation, it is much easier to generalize this process to
larger systems of n × n equations

Its meaning is just that its value is equal to the right-hand side of this equation.
Explicitly, the value of a second-order determinant is defined as the difference
between the two products of the diagonal elements as shown in the schematic
diagram

A schematic diagram for a second-order


determinant
5
Introduction to Determinants
1. Systems of Linear Equations
Solution of Two Linear Equations
With determinants, x can be written as

and with a similar procedure one can easily show that

6
Introduction to Determinants
1. Systems of Linear Equations
Solution of Two Linear Equations
Example 1. Find the solution of
2x − 3y = −4,
6x − 2y = 2.
Solution:

7
Introduction to Determinants
2. Properties of Second-Order Determinants
1. If the rows and columns are interchanged, the determinant is unaltered,

2. If two columns (or two rows) are interchanged, the determinant changes sign,

8
Introduction to Determinants

2. Properties of Second-Order Determinants


3. If each element in a column (or in a row) is multiplied by m, the
determinant is multiplied by m,

2. If each element of a column (or of a row) is sum of two terms, the


determinant equals the sum of the two corresponding determinants,

9
Introduction to Determinants

2. Solution of Three Linear Equations


Solve a system of three equations
a1x + b1y + c1z = d1, (3)
a2x + b2y + c2z = d2, (4)
a3x + b3y + c3z = d3. (5)
First we can solve for y and z in terms of x. Writing (4) and (5) as
b2y + c2z = d2 − a2x,
b3y + c3z = d3 − a3x,
Then we can express y and z as

(6) (7)

10
Introduction to Determinants

2. Solution of Three Linear Equations


to solve a system of three equations, substituting these two expressions into
(3) and then multiplying the entire equation by

we have
(8)

By properties 3 and 4, this equation becomes

(9)

It follows: Dx = Nx, (10)

11
Introduction to Determinants

2. Solution of Three Linear Equations


where
(11)

(12)

Expanding the second-order determinants, (12) leads to


D = a1b2c3 − a1b3c2 − b1a2c3 + b1a3c2 − c1b2a3 + c1b3a2. (13)

To express these six terms in a more systematic way, we introduce a third


order determinant as a short hand notation for (13)

(14)

12
Introduction to Determinants

2. Solution of Three Linear Equations


For evaluating a third-order determinant
Write down the determinant column by
column, after the third column, we repeat
the first, then the second column, creating
a 3 × 5 array of numbers.
Then form a product of three elements
along each of the three diagonals going
from upper left to lower right. These
products carry a positive sign. Similarly,
three products can be formed along the
diagonals from lower left to upper right.
These three latter products carry a minus
sign. The value of the determinant A schematic diagram for a third-order
is equal to the sum of these six terms.
determinant

This is seen to be exactly equal to the six terms in (13).

13
2. Solution of Three Linear Equations
Using the determinant notation, one can easily
show that Nx in (11) is equal to:

Therefore: Similarly we can define:

and get

The determinant D is called the determinant of the coefficients. It is formed with the array of
the coefficients on the left-hand sides of (3)–(5).
To find Nx, start with D, erase the x coefficients a1, a2, & a3, and replace them with the
constants d1, d2, and d3 from the right-hand sides of the equations. Similar to Ny & Nz.
14
Introduction to Determinants

2. Solution of Three Linear Equations


Example 2. Find the solution of
3x + 2y + z = 11
2x + 3y + z = 13
x + y + 4z = 12.

15
Introduction to Determinants
2.Solution of Three Linear Equations
Solution of example 2:

Thus:

16
Practice

Practice 1: Find the value of

Practice 2: Find the value of

17
Matrices

18
Introduction
• Matrices have many important uses.
• One of the simplest uses of matrices is to store data.
• In fact, this is the most common use outside mathematics.
• Matrices are used to solve linear systems and represent geometric figures and
transformations. Building on this geometric interpretation, matrices can also be applied in
the study of trigonometry.
• Matrices are a powerful unifying concept, connecting ideas in mathematics to those in other
content domains as well as connecting various branches of mathematics. As such, matrices
can be a means of integrated whole rather than a set of isolated topics.
• Matrices introduce a fundamental concept in discrete mathematics.
• They model numerous realistic applications.
• They furnish opportunities for doing arithmetic and algebraic computation in a new context.
• Their properties and their operations lead to important theoretical results.

19
19
Storing and organizing numerical data

Passes At Annual Output


Year PSLE 1
GCE O Level 2
GCE A Level 3
ITE 4
Polytechnic5 University6
Per Cent Number
1995 94.2 90.9 86.3 7325 11008 7926
1996 95.5 90.8 85.4 5581 12105 8218
1997 95.7 90.3 84.2 4918 12919 8679
1998 95.0 91.1 86.0 6234 13904 9331
1999 96.2 92.1 86.5 8501 14641 9463
2000 95.8 92.3 85.4 8427 15074 9406

6 rows and 7 columns of data,


we say the matrix has size (order) 6  7

20
20
Storing and: organizing numerical data
Example
Type Friction Textbooks General Reference  25 47 22 30 
 
Malay 25 47 22 30
 40 72 38 40 
 80 85 67 54 
Chinese 40 72 38 40  
English 80 85 67 54
3 4 Matrix

Type Malay Chinese English


 25 40 80 
Friction 25 40 80  
 47 72 85 
Textbook 47 72 85  22 38 67 
 
General 22 38 67  30 40 54 
Reference 30 40 54
43 Matrix
21
21
The general form of a matrix

Definition: A matrix is a rectangular array of elements arranged in horizontal rows


and vertical columns.

The element aij are the entries of the matrix. The subscript on the entry aij indicates
that it is in the ith row and the jth column.

 a11 a12 L a1n 


a a L a 
A = [aij ] =  21 2n 
22 m rows
 M M M M
 
 m1 m 2
a a L amn 

n columns
We say the matrix has dimension m x n.
When m = n, A is called a square matrix.

22
The order of a matrix
Consider the following examples of matrices:

Q 2: Is the order of the matrices A and B equal to 6?

• The order is not a number, but an expression involving two positive integers and
the symbol .
• The order of the matrix A is 2 × 3,
• while the order of the matrix B is 3 × 2.
• The numbers m and n are sometimes called the dimensions of the matrix.

23
TYPES OF MATRICES
NAME DESCRIPTION EXAMPLE

Row matrix A matrix with only 1 row


3 2 1− 4
Column matrix A matrix with only 1 2
column  
3
Square matrix A matrix with same
 2 4
number of rows and
 
columns
 −1 7
Zero matrix A matrix with all zero
entries 0 0
 
 0 0
24
Vectors
A 1 × n matrix [a11; a12; …; a1n] is also called a row vector.

An m × 1 matrix is also called a column vector.

25
Vectors - Notation and Terminology

Vectors are special kinds of matrices, but we will use a different notation for them:

This is also the notation that you should use in your notes, quizzes, and tests.

26
Columns of a matrix
Consider an m × n matrix

The columns are m × 1 column vectors

27
A matrix of column vectors
Consider an m × n matrix

and let

is a 1 × n matrix whose elements are column vectors.

28
Some new concepts:

◼ Diagonal matrix:
d1 0  0
0 d  0
A = diag (d1 , d 2 ,, d n ) =  2
  M nn
   
0 0  d n 

◼ Trace:
If A = [aij ]nn
Then Tr ( A) = a11 + a22 +  + ann

29
Matrices and
Systems of Linear Equations

30
Introduction
In this section, we express a linear system by a matrix.

• This matrix is called the augmented matrix of the system.


• The augmented matrix contains the same information as the
system, but in a simpler form.
• The operations we learned for solving systems of equations
can now be performed on the augmented matrix.

31
The Augmented Matrix
of a Linear System

32
Augmented Matrix
We can write a system of linear equations as a matrix by writing only the
coefficients and constants that appear in the equations.

→ This is called the augmented matrix of the system.

33
Augmented Matrix

Here is an example.

Linear System Augmented Matrix

3 x − 2y + z = 5  3 −2 1 5 
  1 3 −1 0 
 x + 3y − z = 0  
− x + 4z = 11  −1 0 4 11

Notice that a missing variable in an equation corresponds to a 0 entry in the
augmented matrix.

34
34
Ex. 1—Finding Augmented Matrix of Linear System
Write the augmented matrix of the system of
equations.
6 x − 2 y − z = 4

 x + 3z = 1
 7y + z = 5

35
35
Ex. 1—Finding Augmented Matrix of Linear System

First, we write the linear system  6 x − 2y − z = 4



with the variables lined up in  x + 3z = 0
 7y + z = 5
columns. 

Then, the augmented matrix is the matrix whose entries are


the coefficients and the constants in this system.

6 −2 −1 4 
 1 0 3 1
 
0 7 1 5 

36
Elementary Row Operations

37
Elementary Row Operations

Add a multiple of one row to another.


Multiply a row by a nonzero constant.
Interchange two rows.

Note that performing any of these operations on the augmented


matrix of a system does not change its solution.

38
Elementary Row Operations—Notation
We use the following notation to describe the elementary
row operations:

Symbol Description
Change the ith row by adding
Ri + kRj → Ri k times row j to it.
Then, put the result back in row i.

kRi Multiply the ith row by k.

Ri Rj Interchange the ith and jth rows.

39
Gaussian
Elimination

40
Row-Echelon Form
A matrix is in row-echelon form if it satisfies the
following conditions.
1. The first nonzero number in each row (reading from left to
right) is 1.
This is called the leading entry.
2. The leading entry in each row is to the right of
the leading entry in the row immediately above it.
3. All rows consisting entirely of zeros are at
the bottom of the matrix.
4. Every number above and below each leading entry is a 0.

41
Not in Row-Echelon Form
Not in row-echelon form:

0 1 − 21 0 7
1 0 3 4 −5 
 
0 0 0 1 0.4 
 
0 1 1 0 0
  
1 4 4 2 4 4 3
Leading 1's do not
shift to the right
in successive rows.

42
Row-Echelon & Reduced Row-Echelon Forms

Row-Echelon Form Reduced


Row-Echelon Form
1 3 −6 10 0  1 3 0 0 0
0 0 1 4 −3  0 0 1 0 −3 
 
0 0 0 1 1
2
0 0 0 1 1
2
   
0 0 0 0 0 0 0 0 0 0
     
1 4 44 2 4 4 43 1 44 2 4 43
Leading 1's shift to Leading 1's have
the right in 0's above and
successive rows. below them.

43
Putting in Row-Echelon Form—Step 1, 2, 3
Start by obtaining 1 in the top left corner.
1 
Then, obtain zeros below that 1 by adding 0 
 
appropriate multiples of the first row to the rows 0 
below it.
Next, obtain a leading 1 in the next row.
Then, obtain zeros below that 1.
• At each stage, make sure every leading entry is
to the right of the leading entry in the row above it.
• Rearrange the rows if necessary.

1  1 
0  → 0 1 
   
0  0 0 

44
Putting in Row-Echelon Form—Step 4

Continue this process until you arrive


at a matrix in row-echelon form.

1  1  1 
0  → 0 1  → 0 1 
     
0  0 0  0 0 1 

45
Gaussian Elimination
Once an augmented matrix is in row-
echelon form, we can solve the
corresponding linear system using back-
Johann Carl Friedrich Gauss
substitution. Born: 30 April 1777 @ Brunswick,
Duchy of Brunswick (now Germany)
→ This technique is called Gaussian elimination, in Died: 23 February 1855
Göttingen, Hanover (now Germany)
honor of its inventor, the German mathematician C. worked in a wide variety of fields in
both mathematics and physics
incuding number theory, analysis,
F. Gauss. differential geometry, geodesy,
magnetism, astronomy and optics.
His work has had an immense
influence in many areas.

46
Solving a System Using Gaussian Elimination

1. Augmented matrix

2. Row-echelon form

3. Back-substitution

47
Solving a System Using Gaussian Elimination

1. Augmented matrix
Write the augmented matrix of the system.
To solve a system 2. Row-echelon form
using Gaussian Use elementary row operations to change
elimination, we the augmented matrix to row-echelon
use: form.
3. Back-substitution
Write the new system of equations that
corresponds to the row-echelon form of
the augmented matrix and solve by
back-substitution.
48
Ex—Solving a System Using Row-Echelon Form
Solve the system of linear equations using Gaussian elimination.
 4 x + 8 y − 4z = 4

 3 x + 8y + 5z = − 11
 − 2x + y + 12z = − 17

We first write the augmented matrix of the system.
Then, we use elementary row operations to put it
in row-echelon form.

49
Ex-Solving a System Using Row-Echelon Form

1
R2
2

R3 – 5R2 → R3

1
− R3
10

50
Ex-Solving a System Using Row-Echelon Form
We now have an equivalent matrix in row-echelon form.
The corresponding system of equations is:
 x + 2y − z = 1

 y + 4z = −7
 z = −2

We use back-substitution to solve the system.

y + 4(–2) = –7
y=1
x + 2(1) – (–2) = 1
x = –3

• The solution of the system is: (–3, 1, –2)

51
Modeling with
Linear Systems

52
Modeling with Linear Systems
Linear equations—often containing hundreds or even thousands of
variables—occur frequently in the applications of algebra to the sciences
and to other fields.
→ For now, let’s consider an example that involves only three variables.

53
Ex-Nutritional Analysis

A nutritionist is performing an experiment on student volunteers.


• He wishes to feed one of his subjects a daily diet that consists of a
combination of three commercial diet foods:
MiniCal
LiquiFast
SlimQuick

For the experiment, it’s important that, every day, the


subject consume exactly:

• 500 mg of potassium
• 75 g of protein
• 1150 units of vitamin D

54
Ex—Nutritional Analysis
The amounts of these nutrients in one ounce of each food are given here.

How many ounces of each food should the subject eat every day
to satisfy the nutrient requirements exactly?

55
Ex—Nutritional Analysis
Let x, y, and z represent the number of ounces of MiniCal, LiquiFast, and
SlimQuick, respectively, that the subject should eat every day.

This means that he will get:


• 50x mg of potassium from MiniCal
• 75y mg from LiquiFast
• 10z mg from SlimQuick
This totals 50x + 75y + 10z mg potassium.

56
Ex-Nutritional Analysis
Based on the requirements of the three nutrients, we get the system
 50 x + 75y + 10z = 500 Potassium

 5 x + 10 y + 3z = 75 Protein
 90 x + 100 y + 50z = 1150
 Vitamin D

Dividing the first equation by 5 and the third by 10 gives the system
10 x + 15y + 2z = 100

 5 x + 10y + 3z = 75
 9 x + 10y + 5z = 115

• We can solve this using Gaussian elimination.
• Alternatively, we could use a graphing calculator to find the reduced row-
echelon form of the augmented matrix of the system.

57
The Algebra of Matrices

58
The Algebra of Matrices

• Thus far, we’ve used matrices simply for notational convenience when
solving linear systems.
• Matrices have many other uses in mathematics and the sciences.
• For most of these applications, we need to know about matrix algebra.
• Like numbers, matrices can be added, subtracted, multiplied, and
divided.

59
Equality of Matrices

60
Equality of Matrices
Two matrices are equal if they have the same entries in the
same positions.

Equal Matrices Unequal Matrices

 4 22 e 0   2 4 1 1 2
  = 1 2  3 4    1 3 5 
0.5 1 1 − 1  2 2 0    2 4 6 
5 6   

61
Equality of Matrices
• The matrices A = [aij] & B = [bij] are equal if and only if:
• They have the same dimension m × n.
• Corresponding entries are equal.
That is,
aij = bij
for i = 1, 2, . . . , m
and j = 1, 2, . . . , n.

62
Ex—Equal Matrices
Find a, b, c, and d, if

a b   1 3 
 c d  = 5 2 
   
Since the two matrices are equal, corresponding entries must be the same.
So, we must have:
a = 1, b = 3, c = 5, d = 2

63
Addition, Subtraction,
and
Scalar Multiplication of
Matrices

64
Addition and Subtraction of Matrices
• Two matrices can be added or subtracted if they have the same
dimension.

• Otherwise, their sum or difference is undefined.

• We add or subtract the matrices by adding or subtracting


corresponding entries.

65
Scalar Multiplication of Matrices
• To multiply a matrix by a number, we multiply
every element of the matrix by that number.
• This is called the scalar product

Note: a scalar is a number.

66
Sum, Difference, and Scalar Product of Matrices
Let: A = [aij] and B = [bij] be matrices of the same dimension m x n. And,
c be any real number.

67
Sum of Matrices
The sum A + B is the m x n matrix obtained by adding corresponding entries of A and

B. A + B = [aij + bij]

a11 a12   b11 b12  c11 c12 


a a  + b b  = c c 
where  21 22   21 22   21 22 

a31 a32  b31 b32  c31 c32 

a11 + b11 = c11


a12 + b12 = c12
a21 + b21 = c 21
a22 + b22 = c 22
a31 + b31 = c31
a32 + b32 = c32

68
Difference of Matrices
The difference A – B is the m x n matrix obtained by
subtracting corresponding entries of A and B.

A – B = [aij – bij]

69
Scalar Product of Matrices
The scalar product cA is the m x n matrix obtained by multiplying each
entry of A by c.

cA = [caij]

70
Properties of Addition and Scalar Multiplication
• Let A, B, and C be m x n matrices and
• Let c and d be scalars.

A+B=B+A Commutative Property of


Matrix Addition
(A + B) + C = A + (B + C) Associative Property
of Matrix Addition
c(dA) = (cd)A Associative Property
of Scalar Multiplication
(c + d)A = cA + dA Distributive Properties
of Scalar Multiplication
c(A + B) = cA + cB

71
Ex—Solving a Matrix Equation
Solve the matrix equation
2X – A = B
for the unknown matrix X, where:
 2 3  4 −1
A=  B= 
 −5 1 1 3 

72
Multiplication of
Matrices

73
Multiplication of Matrices

• Multiplying two matrices is more difficult to describe than other matrix


operations.
• In later examples, we will see why taking the matrix product involves a
rather complex procedure—which we now describe.

74
Multiplication of Matrices
• First, the product AB (or A · B) of two matrices A and B is defined
only when
• The number of columns in A is equal to the number of rows in B.
• To multiply a matrix times a matrix, we write
AB (A times B)
• This is pre-multiplying B by A, or post-multiplying A by B.

75
Multiplication of Matrices
This means that, if we write their dimensions side by side, the two inner
numbers must match:

Matrices A B
Dimensions mxn nxk

Columns in A Rows in B

So,
A  B = C
(m  n)  (n  p) = (m  p)
76
Inner Product
If a1 a2 L an  is a row of A, and

if  b1  is a column of B,
b 
 2
 M 
 
bn 

→ Their inner product is the number


a1b1 + a2b2 +··· +anbn

77
Matrix Multiplication
• If A = [aij] is an m × n matrix and B = [bij] an n × k matrix, their
product is the m × k matrix
C = [cij]
• where cij is the inner product of the ith row of A and the jth
column of B.
• We write the product as C = AB
• This definition of matrix product says that each entry in the matrix AB is
obtained from a row of A and a column of B, as follows.

78
Multiplication of Matrices
• The entry cij in the ith row and jth column of the matrix AB is obtained by:
• Multiplying the entries in the ith row of A with the corresponding entries in
the jth column of B.
• Adding the results.

   W   
W W W  W = cij 
     
   W   

79
Multiplication of Matrices

Thus a11 a12 a13   b11 b12  c11 c12 


a a a  x b b  = c c 
 21 22 23   21 22   21 22 
a31 a32 a33  b31 b32  c31 c32 

where c11 = a11b11 + a12 b21 + a13b31


c12 = a11b12 + a12 b22 + a13b32
c 21 = a21b11 + a22 b21 + a23b31
c 22 = a21b12 + a22 b22 + a23b32
c31 = a31b11 + a32 b21 + a33b31
c32 = a31b12 + a32 b22 + a33b32

80
Ex—Multiplying Matrices
Let

 1 3  −1 5 2
A=  and B =  
 −1 0   0 4 7 

Calculate, if possible, the products AB and BA.

81
Properties of
Matrix
Multiplication

82
Properties of Matrix Multiplication
Although matrix multiplication is not commutative, it does obey the Associative
and Distributive Properties.

AB does not necessarily equal BA


(BA may even be an impossible operation)
For example,
A  B = C
(2  3)  (3  2) = (2  2)
B  A = D
(3  2)  (2  3) = (3  3)

83
Properties of Matrix Multiplication
Let A, B, and C be matrices for which the following products
are defined.
A(BC) = (AB)C Associative
Property
A(B + C) = AB + AC Distributive
(B + C)A = BA + CA Property

Multiplication and transposition


(AB)' = B'A'

84
Special matrices

A diagonal matrix is a square matrix that has values on the


diagonal with all off-diagonal entities being zero.

a11 0 0 0
0 a 0 0 
 22

0 0 a33 0 
 
0 0 0 a44 

85
Identity Matrix

An identity matrix is a diagonal matrix where the diagonal


elements all equal one.
1 0 0 0
0 1 0 0
I= 
0 0 1 0
 
0 0 0 1

AI=A

86
86
Null Matrix

A square matrix where all elements equal zero.

0 0 0 0
0 0 0 0

0 0 0 0
 
0 0 0 0

87
87
The Transpose of a Matrix: A'

The transpose of a matrix is a new matrix that is


formed by interchanging the rows and columns.

The transpose of A is denoted by A' or (AT)

88
Computer Graphics

89
Computer Graphics

• One important use of matrices is in the digital representation of images.


• A digital camera or a scanner converts an image into a matrix by dividing the
image into a rectangular array of elements called pixels.
• Each pixel is assigned a value that represents the color, brightness, or some
other feature of that location.

90
Pixels
• For example, in a 256-level gray-scale image, each pixel is assigned a
value between 0 and 255.

• 0 represents white.
• 255 represents black.
• The numbers in between represent increasing gradations of gray.

91
Gray Scale
• The gradations of a much simpler 8-level gray scale are
shown.

• We use this 8-level gray scale to illustrate the process.

92
Digitizing Images
To digitize the black and white image shown, we place a grid over
the picture.

93
Digitizing Images

• Each cell in the grid is compared to the gray


scale.
• It is assigned a value between 0 and 7,
depending on which gray square in the scale
most closely matches the “darkness” of the
cell.
• If the cell is not uniformly gray, an average
value is assigned.

94
94
Digitizing Images
• The values are stored in the matrix shown.
• The digital image corresponding to this matrix is shown in the
accompanying image.

95
Digitizing Images
Here, we summarize the process.

96
Inverses of
Matrices and
Matrix Equations

97
Inverse of a Matrix—Definition

Let A be a square n x n matrix.

If there exists an n x n matrix A–1 with the property


that
AA–1 = A–1A = In

then we say that A–1 is the inverse of A.

98
Inverse of a 2 x 2 Matrix
a b 
If A= 
 c d 

−1 1  d −b 
A =
then ad − bc  −c a 

If ad – bc = 0, then A has no inverse.


(i) interchanging the positions of a and d,
(ii) changing the signs of c and b, and
(iii) multiplying this new matrix by the reciprocal of the determinant
of A
99
Ex—Finding the Inverse of a 2 x 2 Matrix
Let A be the matrix
4 5
A= 
2 3

Find A–1

100
Finding the Inverse
of an n × n Matrix

101
Finding the Inverse of an n × n Matrix
If A is an n × n matrix, we first construct the n × 2n matrix that has the
entries of A on the left and of the identity matrix In on the right:

 a11 a12 L a1n 1 0 L 0


a a a2 n 0 1 L 
 21 22 L 0
 M M O M M MO M
 
an1 an 2 L ann 0 0 L 1

102
Finding the Inverse of an n × n Matrix
We then use the elementary row operations on this new large matrix to change the
left side → the identity matrix.
→ This means that we are changing the large matrix to reduced row-echelon form.

 a11 a12 L a1n 1 0 L 0


a a a2 n 0 1 L 
 21 22 L 0
 M M O M M MO M
 
an1 an 2 L ann 0 0 L 1

103
Finding the Inverse of an n × n Matrix
• The right side is transformed automatically into A–1.
• We omit the proof of this fact.

 a11 a12 L a1n 1 0 L 0


a a a2 n 0 1 L 
 21 22 L 0
 M M O M M MO M
 
an1 an 2 L ann 0 0 L 1

104
Ex—Finding the Inverse of a 3 × 3 Matrix
Let A be the matrix

 1 −2 −4 

A =  2 −3 −6  
 −3 6 15 
Find A–1.

105
Matrix Equations

106
Matrix Equations
For example, the system
 x − 2y − 4z = 7

 2 x − 3 y − 6z = 5
−3 x + 6 y + 15z = 0

is equivalent to the matrix equation

 1 −2 −4   x  7 
 2 −3 −6   y  = 5 
    
 −3 6 15   z  0 

107
Coefficient Matrix
• If we let
 1 −2 −4  x 7 
A =  2 −3 −6  X =  y  B = 5 
 −3 6 15   z  0 

this matrix equation can be written as:


AX = B
• The matrix A is called the coefficient matrix.

108
Matrix Equations
We solve this matrix equation by multiplying each side by
the inverse of A—provided the inverse exists.
AX = B
A–1(AX) = A–1B
(A–1A)X = A–1B Associative Property
I3X = A–1B Property of Inverses
X = A–1B

109
Matrix Equations

In Example 4, we showed that:

 −3 2 0 
−1  2
A =  −4 1 − 3 
 1 0 1
3

110
Matrix Equations

So, from X = A–1B, we have:

 x   −3 2 0  7   −11
 y  =  −4 1 − 2  5  =  −23 
   3   
 z   1 0 1 
3 
0  7 

Thus, x = –11, y = –23, z = 7


is the solution of the original system.

111
Eigen Values and
Eigen Vectors

112
What are Eigenvalues and Eigenvectors?

Note: An eigenvalue is allowed to be 0, but eigenvectors are not


allowed to be zero vectors.
If A is an n × n matrix and λ is a scalar for which Ax = λx has a nontrivial
solution x ∈ ℜⁿ, then λ is an eigenvalue of A and x is a corresponding
eigenvector of A.
→ Ax = λx is called the eigenvalue problem for A.

113
Eigenvalues
• Let x be an eigenvector of the matrix A. Then there must exist an
eigenvalue λ such that Ax = λx or, equivalently,
Ax - λx = 0 or
(A – λI)x = 0
• If we define a new matrix B = A – λI, then
Bx = 0
• If B has an inverse then x = B-10 = 0. But an eigenvector cannot be
zero.
• Thus, it follows that x will be an eigenvector of A if and only if
B does not have an inverse, or equivalently det(B)=0, or
det(A – λI) = 0
• This is called the characteristic equation of A. Its roots
determine the eigenvalues of A.

114
Eigenvalues: examples
2 − 12
Example: Find the eigenvalues of A =  
 1 − 5 
 −2 12
I − A = = ( − 2)( + 5) + 12
−1  +5
= 2 + 3 + 2 = ( + 1)( + 2)
two eigenvalues: −1, − 2
Note: The roots of the characteristic equation can be repeated. That is, λ1 = λ2
=…= λk. If that happens, the eigenvalue is said to be of multiplicity k.
Example 3: Find the eigenvalues of 2 1 0
A = 0 2 0
0 0 2

 −2 −1 0
I − A = 0  −2 0 = ( − 2)3 = 0 λ = 2 is an eigenvector
0 0  −2 of multiplicity 3.

115
Eigenvectors
To each distinct eigenvalue of a matrix A there will correspond at least one eigenvector
which can be found by solving the appropriate set of homogenous equations. If λi is an
eigenvalue then the corresponding eigenvector xi is the solution of (A – λiI)xi = 0

Example (cont.):
 −3 12  1 −4 
 = −1: (−1) I − A =    
 −1 4   0 0 
x1 − 4 x2 = 0  x1 = 4t , x2 = t
 x1  4
x1 =   = t  , t  0
 x2  1 
 −4 12  1 −3
 = −2 : (−2) I − A =    
 −1 3   0 0 
 x1  3
x 2 =   = s  , s  0
 x2  1
116
Properties of Eigenvalues and Eigenvectors

• Definition: The trace of a matrix A, designated by tr(A), is the sum of the


elements on the main diagonal.
• Property 1: The sum of the eigenvalues of a matrix equals the trace
of the matrix.
• Property 2: A matrix is singular if and only if it has a zero eigenvalue.
• Property 3: The eigenvalues of an upper (or lower) triangular matrix are
the elements on the main diagonal.
• Property 4: If λ is an eigenvalue of A and A is invertible, then 1/λ is an
eigenvalue of matrix A-1.

117
Properties of Eigenvalues and Eigenvectors

• Property 5: If λ is an eigenvalue of A then kλ is an eigenvalue of kA where k


is any arbitrary scalar.
• Property 6: If λ is an eigenvalue of A then λk is an eigenvalue of Ak for any
positive integer k.
• Property 7: If λ is an eigenvalue of A then λ is an eigenvalue of AT.
• Property 8: The product of the eigenvalues (counting multiplicity) of a
matrix equals the determinant of the matrix.

118
Example

Find the eigenvalues and the corresponding eigenvectors of A.

 −3 −2 
A= 
 −5 0 

119

You might also like