Further Algebra and Calculus
Further Algebra and Calculus
Dave Binding
Room: W11
Tel: 2775
E-mail: dmb
http://users.aber.ac.uk/dmb/
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COURSE CONTENT
Background
Information sources.
Matrix Algebra
Matrix operations (addition, scalar multiplication, matrix
multiplication, transposition, inversion). Special types of
matrices (zero, identity, diagonal, triangular, symmetric, skew-
symmetric, orthogonal). Row equivalence.
Linear equations
Systems of linear equations. Coefficient matrix, augmented
matrix. Elementary row operations. Gaussian and Gauss-Jordan
elimination.
Determinants
Properties of determinants. Computation of determinants.
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COURSE CONTENT
Partial derivatives
Functions of several variables. Partial Derivatives.
Differentiability and linearisation. The chain rule. Critical points.
Change of variables - the Jacobian.
Multiple integrals
Riemann sums and definite integrals. Double integrals in
rectangular coordinates; areas. Substitution in multiple
integrals.
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LITERATURE AND OTHER INFORMATION
SOURCES
‘mathcentre’ - Self-study
resources targetted at
individual courses
http://www.mathcentre.ac.uk
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CALCULATORS
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MATRICES
An m x n matrix A is an array of elements made up with m
rows and n columns:
a11 a12 a13 . . . . a1n
a . . . . a2n
21 a22 a23
a31 a32 a33 . . . . a3 n
A . . . . . . . .
. . . . . . . .
. . . . . . . .
a . . . . amn
m1 am 2 am 3
aij is the element in i-th row and j-th column. That is, the
first index refers to the row number and the second index
refers to the column number.
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MATRICES
m x n is referred to as the shape of the matrix.
Short-hand notation: A = [aij]
If the entries belong to a field of scalars K, then A is said
to be defined over the field K.
The main diagonal consists of the elements aii.
If m = n the matrix is square.
If n = 1 the matrix is referred to as an m-vector.
Special matrices:
Zero matrix,
All-one matrix,
Identity matrix.
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ZERO MATRIX
The zero m x n matrix is an array of elements made up
with m rows and n columns with all elements being equal
to zero:
0 0 0 . . . . 0
0 0 0 . . . . 0
0 0 0 . . . . 0
0 . . . . . . . .
. . . . . . . .
. . . . . . . .
0 0 0 . . . . 0
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ALL-ONE MATRIX
The all-one m x n matrix is an array of elements made up
with m rows and n columns with all elements being equal
to 1:
1 1 1 . . . . 1
1 1 1 . . . . 1
1 1 1 . . . . 1
. . . . . . . .
. . . . . . . .
. . . . . . . .
1 1 1 . . . . 1
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ALL-ONE MATRIX
The identity n x n matrix is a square array of elements
made up with n rows and n columns with all elements on
the principal diagonal being equal to 1 and all other
elements being equal to zero:
1 0 0 . . . 0
0 1 0 . . . .
0 0 1 . . . .
In . . . . . . .
. . . . . . .
. . . . . . .
0 0 0 . . . 1
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MATRIX OPERATIONS
Equality:
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MATRIX OPERATIONS
Scalar multiplication:
If A is an m x n matrix and if is a scalar then A = [aij]
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MATRIX OPERATIONS
Sum:
If A and B are m x n matrices (they must have the same
‘shape’), then A + B = [aij + bij]
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MATRIX OPERATIONS
Difference:
If A and B are m x n matrices (they must have the same
‘shape’), then A B = [aij bij]
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MATRIX OPERATIONS
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MATRIX OPERATIONS
Written out more fully, the i,j element in the product is:
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MATRIX OPERATIONS
1 1 0 2 1
Example: Let A 2 0 1 and
0 1
B
3 1 2 1 2
Then AB is a 3 x 2 matrix:
. .
AB . .
. .
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MATRIX OPERATIONS
1 1 0 2 1
Example: Let A 2 0 1 and
0 1
B
3 1 2 1 2
Then AB is a 3 x 2 matrix:
. .
AB . .
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The entry (AB)32 is calculated by taking the scalar
product of the 3rd row vector in A with the 2nd column
vector in B:
i.e: (AB)32 = (3 x 1) + (-1 x -1) + (2 x 2) = 8.
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MATRIX OPERATIONS
1 1 0 2 1
Example: Let A 2 0 1 and
0 1
B
3 1 2 1 2
Then AB is a 3 x 2 matrix:
2 0
AB 5 4
8 8
Repeat the process for all elements.
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RULES OF MATRIX ALGEBRA
A A A A A
A B A B AB A B A B
1A A, 1A A
A 0 A, A A 0
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RULES OF MATRIX ALGEBRA
A B C AC BC
Distributive laws
A B C AB AC
AΙ ΙA A
A
T T
A, A T AT
A B T AT BT
AB T BT AT
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SPECIAL TYPES OF MATRICES
Assume A is a square matrix:
A is symmetric if aij a ji , i , j
A is diagonal if aij 0, i j
A is orthogonal if AT A AAT I
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EXAMPLES
1 2 1 1 1 0
A 2 3 4 B 2 0 1
0 4 5 3 1 2
1 2 1 1 1 0 2 3 1
A B 2 3 4 2 0 1 4 3 5
0 4 5 3 1 2 3 5 7
1 2 1 1 1 0 0 1 1
A B 2 3 4 2 0 1 0 3 3
0 4 5 3 1 2 3 3 3
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EXAMPLES
1 2 1 1 2 0
A 2 3 4 AT 2 3 4
0 4 5 1 4 5
Notice that:
2 4 1
A AT 4 6 0 (Symmetric)
1 0 10
0 0 1
A AT 0 0 8 (Anti-symmetric)
1 8 0
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EXAMPLES
1 1 0 1
1 2 3
A B 2 0 1 C 1
1 0 1 3 1 2 2
1 1 0
1 2 3 14 2 8
AB 2 0 1
1 0 1 2 2 2
3 1 2
(The product BA does not exist)
1 1 0 1 0
BC 2 0 1 1 4
3 1 2 2 8
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EXAMPLES
1 0 2 1 0 0 1 0 0
A 0 2 4 B 2 0 0 C 0 0 0
0 0 1 3 1 2 0 0 2
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EXAMPLES
1 0 2 1 1 0
A 3 2 4 B 2 0 1
3 1 0 3 1 2
1 0 2 1 1 0 7 1 4
AB 3 2 4 2 0 1 11 1 6
3 1 0 3 1 2 1 3 1
1 2 3 1 3 3 7 11 1
BT AT 1 0 1 0 2 1 1 1 3
0 1 2 2 4 0 4 6 1
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INVERTIBLE MATRICES
a b
A 2 x 2 matrix A is invertible if and only if:
c d
ad bc 0
1 1 d b
A
ad bc c a
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INVERTIBLE MATRICES
d b
Proof: Let M and ad bc
c a
1 1 1 0
If 0 then: MA AM 0 1 as required.
If 0 then MA AM 0
Hence, if A is invertible:
MAA 1 0A 1 M 0 a b c d 0 A 0
Therefore: I AA 1 0A 1 0
This is a contradiction and so A is not invertible.
QED
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INVERTIBLE MATRICES
If A and B are invertible matrices then AB is invertible and
(AB)-1 = B-1A-1.
Proof:
(AB) (B-1A-1) = A(BB-1)A-1 = A(IA-1) = AA-1= I
Similarly: (B-1A-1) (AB) = I
QED
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INVERTIBLE MATRICES
If A is an invertible matrix then AT is invertible and:
A T 1
A 1 T
Proof:
Since AA A A I , it follows that:
1 1
AA A A I
1 T 1 T
and therefore: A A A A I
1 T T T 1 T
Hence A
1 T
is the inverse of AT .
QED
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CARTESIAN DECOMPOSITION
If A is an n x n matrix then it can be written as the sum of
a symmetric matrix and an anti-symmetric matrix. The
decomposition is unique.
Proof:
A A A A AT
1 T 1
Write
2 2
Clearly
1
A AT is symmetric and
1
2
A AT
2
is antisymmetric.
For uniqueness, assume that A A sm A asm where
A sm ,A asm are symmetric and anti-symmetric,
respectively. It is then straightforward to show that:
A A , A asm A AT
1 T 1
A sm
2 2 QED 34
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ORTHOGONAL MATRICES
If A and B are n x n orthogonal matrices then AB is
orthogonal.
AT A AAT I BT B BBT I
Hence:
AB T AB BT AT A B BT IB BT B I
Similarly
AB AB T
I
QED
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SOME ‘UNEXPECTED’ RESULTS
2 1 2 3
Let A and B 4 6
6 3
2 1 2 3 0 0
Then: AB
6 3 4 6 0 0
Therefore: If AB = 0 this does NOT imply that either A =
0 or B = 0.
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SOME ‘UNEXPECTED’ RESULTS
2 1 2 3
Let A and B 4 6
6 3
2 1 2 3 0 0
Then: AB
6 3 4 6 0 0
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SYSTEMS OF LINEAR EQUATIONS
Consider the following system of m linear equations
involving n variables xi:
a x
j 1
ij j bi , i 1,....., m
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SYSTEMS OF LINEAR EQUATIONS
The matrix representation of this system is:
or:
Ax b
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SYSTEMS OF LINEAR EQUATIONS
The ‘augmented’ matrix for the system is defined as:
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SYSTEMS OF LINEAR EQUATIONS
Example:
5 x 7 y 13 5 7 x 13 5 7 13
4 x 5 y 10 4 5 y 10 4 5 10
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SYSTEMS OF LINEAR EQUATIONS
Example:
5 x 7 y 13 5 7 x 13
4 x 5 y 10 4 5 y 10
This may be written as: Ax b where
5 7 x 13
A , x , b
4 5 y 10
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SYSTEMS OF LINEAR EQUATIONS
Example:
5 x 7 y 13 5 7 x 13
4 x 5 y 10 4 5 y 10
This may be written as: Ax b where
5 7 x 13
A , x , b
4 5 y 10
1 1 5 7
The inverse of A is: A
3 4 5
Hence: 1 5 7 13 5 3
x
3 4 5 10 2
3
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SYSTEMS OF LINEAR EQUATIONS
Example: Augmented
matrix
5 x 7 y 13 5 7 x 13 5 7 13
4 x 5 y 10 4 5 y 10 4 5 10
Multiply 1st equation by 4 and 2nd equation 5:
20 x 28 y 52 20 28 x 52 20 28 52
3y 2 0 3 y 2 0 3 2
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SYSTEMS OF LINEAR EQUATIONS
Example: Augmented
matrix
Multiply 1st equation by 3 and 2nd by 28:
x 53 1 0 x 5 3 1 0 5
3
y 23 0 1 y 2
3 0 1 2 3
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SYSTEMS OF LINEAR EQUATIONS
Elementary row operations:
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SYSTEMS OF LINEAR EQUATIONS
Example: Augmented
matrix
5 x 7 y 13 5 7 x 13 5 7 13
4 x 5 y 10 4 5 y 10 4 5 10
r1 4r1 r2 5r2
20 x 28 y 52 20 28 x 52 20 28 52
20 x 25 y 50 20 25 y 50 20 25 50
r2 r2 r1
20 x 28 y 52 20 28 x 52 20 28 52
3y 2 0 3 y 2 0 3 2
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SYSTEMS OF LINEAR EQUATIONS
Example: Augmented
matrix
r1 3r1 r2 28r2
60 x 84 y 156 60 84 x 156 60 84 156
84 y 56 0
84 y 56
0 84 56
r1 r1 r2
60 x 100 60 0 x 100 60 0 100
3y 2 0
3 y 2
0 3 2
r1 r1 / 60 r2 r2 / 3
x 53 1 0 x 5 3 1 0 5
3
y 23 0 1 y 2 3 0 1 2 3
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ECHELON FORM OF MATRICES
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ECHELON FORM OF MATRICES
A matrix is said to be in reduced (row) echelon form if it
satisfies the following conditions:
6 0 2 3 1 0 0 0 2 0 0 2 0
0 1 1 5 3 4 0 0 0 0 3 0 0
A 0 0 0 3 0 0 B 0 0 0 0 0 1 3
0 0 0 0 1 1 0 0 0 0 0 0 4
0 0 0 0 0 0 0 0 0 0 0 0 0
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ECHELON FORM OF MATRICES
Example:
1 0 0 0 0 0 0 0 1 0 0 0 0
0 1 1 0 0 4 0 0 0 0 1 0 0
A 0 0 0 1 0 0 B 0 0 0 0 0 1 0
0 0 0 0 1 1 0 0 0 0 0 0 1
0 0 0 0 0 0 0 0 0 0 0 0 0
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PROCEDURES FOR SOLVING SYSTEMS OF
LINEAR EQUATIONS
Gaussian elimination:
Gauss-Jordan elimination:
Equivalent
Original Augmented Hermite Write down
system matrix matrix solutions
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SOLVING SYSTEMS OF LINEAR EQUATIONS
Example: Find all solutions of the system:
x
5 x 7 y 5z 13 5 7 5 13
4 x 5 y 2z 10 4 5 2 y 10
z
The augmented matrix is:
5 7 5 13
4 5 2 10
r1 4r 1, r2 5 r 2 20 28 20 52
20 25 10 50
r2 r2 r1 20 28 20 52
0 3 30 2
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SOLVING SYSTEMS OF LINEAR EQUATIONS
20 28 20 52
0 3 30 2
r1 3r1 , r2 28r2 60 84 60 156
0 84 840 56
r1 r1 r2 60 0 780 100
0 84 840 56
1 0 13 5
r1 r1 / 60, r2 r2 / 84 3
0 1 10 2 3
The general solution is therefore:
x 13z 5 3 , y 10z 2 3
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SOLVING SYSTEMS OF LINEAR EQUATIONS
Example: Find all solutions of the system:
2 x 3 y 2z 1 2 3 2 x 1
3 x y 2z 5 3 1 2 y 5
x 4y z 4 1 4 1 z 4
2 3 2 1
The augmented 3 1 2 5
matrix is:
1 4 1 4 1 0 0 16
11
The equivalent Hermite matrix is: 0 1 0 7 11
0 0 1 0
Hence there is a unique solution:
x = 16/11, y = 7/11, z = 0.
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SOLVING SYSTEMS OF LINEAR EQUATIONS
Example: Find all solutions of the system:
2x 3y z 2 2 3 1 x 2
3 x y 2z 5 3 1 2 y 5
x 4y z 4 1 4 1 z 4
2 3 1 2
The augmented 3 1 2 5
matrix is:
1 4 1 4
1 4 1 4
The equivalent echelon matrix is: 0 11 1 7
0 0 0 1
The last row implies that 0x+0y+0z = 1. Hence there are
no solutions to this system.
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SOLVING SYSTEMS OF LINEAR EQUATIONS
Example: Find all solutions of the system:
2x 3y z 1 2 3 1 x 1
3 x y 2z 5 3 1 2 y 5
x 4y z 4 1 4 1 z 4
2 3 1 1
The augmented 3 1 2 5
matrix is:
1 4 1 4 1 0 7 16
11 11
The equivalent Hermite matrix is: 0 1 111 7 11
0 0 0 0
x 7z 16 , y z 7
11 11 11 11
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DETERMINANTS
Consider the general linear system involving 2
parameters, x1 and x2:
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DETERMINANTS
Therefore, the 2-parameter linear system has a solution iff
det A 0. That solution is unique.
b1 a12 a11 b1
b2 a22 a21 b2
x1 x2
a11 a12 a11 a12
a21 a22 a21 a22
1 2
or: x1 , x 2
0 0
This is known as Cramer’s rule.
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DETERMINANTS
Example: 3x y 4
4 x 3y 2
3 1 4 1 3 4
0 5 1 10 2 10
4 3 2 3 4 2
Hence:
1 2
x 2, y 2
0 0
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DETERMINANTS
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DETERMINANTS
x1
a22a33 a23a32 b1 a12a33 a13a32 b2 a12a23 a22a13 b3
a11 a22a33 a23a32 a12 a21a33 a23a31 a13 a21a32 a22a31
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DETERMINANTS
Then, if det A 0, the solution to the 3-parameter system
is given by:
1 2 3
x1 , x 2 , x3
0 0 0
where:
a11 a12 a13 b1 a12 a13
0 a21 a22 a23 1 b2 a22 a23
a31 a32 a33 b3 a32 a33
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DETERMINANTS
Note:
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DETERMINANTS
Example: 2 x1 x 2 x3 1
x1 2 x 2 x3 2
4 x1 5 x 2 2 x3 0
2 1 1 1 1 1
0 1 2 1 5 1 2 2 1 5
4 5 2 0 5 2
2 1 1 2 1 1
2 1 2 1 10 3 1 2 2 15
4 0 2 4 5 0
Example: 1 2 0 1
3 2 2 0
A
1 0 0 1
1 2 1 0
The 2,3 minor of A is:
1 2 1
M 23 A 1 0 1
1 2 0
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LAPLACE EXPANSION OF DETERMINANTS
Example: 1 2 10
3 2 2 0
A
1 0 0 1
1 2 1 0
The 2,3 cofactor of A is:
1 2 1
c 23 A 1 5
1 0 1 6
1 2 0
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LAPLACE EXPANSION OF DETERMINANTS
n
det A aik c ik ai 1c i 1 ai 2c i 2 ..... ain c in
k 1
Example 2 3 2
A 3 1 2
1 4 1
The minors are:
1 2 3 2 3 1
M11 M12 M13
4 1 1 1 1 4
3 2 2 2 2 3
M21 M22 M23
4 1 1 1 1 4
3 2 2 2 2 3
M31 M32 M33
1 2 3 2 3 1
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LAPLACE EXPANSION OF DETERMINANTS
Example 2 3 2
A 3 1 2
1 4 1
The corresponding cofactors are:
c11 7, c12 1, c13 11
c 21 11, c 22 0, c 23 11
c31 8, c32 2, c33 11
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LAPLACE EXPANSION OF DETERMINANTS
7 11 8
Hence: 1 1
A 1 0 2
11
11 11 11
To confirm this:
2 3 2 7 11 8 1 0 0
1 1 1 0 1 0
AA 3 1 2 0 2
11
1 4 1 11 11 11 0 0 1
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GENERAL PROPERTIES OF DETERMINANTS
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GENERAL PROPERTIES OF DETERMINANTS
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DETERMINING THE INVERSE USING GAUSS-
JORDAN ELIMINATION
A
In In A 1
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DETERMINING THE INVERSE USING GAUSS-
JORDAN ELIMINATION
1 0 2
Example: Find the inverse of: A 0 1 1
1 2 1
det A = 1 ( 0) and so the inverse exists.
1 0 2 1 0 0
A In 0 1 1 0 1 0
1 2 1 0 0 1
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DETERMINING THE INVERSE USING GAUSS-
JORDAN ELIMINATION
Apply the following reduction:
1 0 2 1 0 0
r3 r3 r1 0 1 1 0 1 0
0 2 3 1 0 1
1 0 2 1 0 0
r3 r3 2r2 0 1 1 0 1 0
0 0 1 1 2 1
1 0 0 1 4 2
r1 r1 2r3 0 1 0 1 3 1
r2 r2 r3
0 0 1 1 2 1
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DETERMINING THE INVERSE USING GAUSS-
JORDAN ELIMINATION
Finally:
1 0 0 1 4 2
r3 r3 0 1 0 1 3 1
0 0 1 1 2 1
1 2 1
1 0 0
It is easily confirmed that: AA 1 A 1A 0 1 0
0 0 1
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