18.06.05: ‘Systems of linear equations as matrices’ Lecturer: Barwick Friday 12 February 2016

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18.06.05: ‘Systems of linear
equations as matrices’
Lecturer: Barwick
Friday 12 February 2016
18.06.05: ‘Systems of linear equations as matrices’
Suppose
๐‘Ž11 ๐‘Ž12
๐‘Ž
๐‘Ž22
๐ด = ( 21
โ‹ฎ โ‹ฎ
๐‘Ž๐‘š1 ๐‘Ž๐‘š2
โ‹ฏ ๐‘Ž1๐‘›
โ‹ฏ ๐‘Ž2๐‘›
)
โ‹ฑ โ‹ฎ
โ‹ฏ ๐‘Ž๐‘š๐‘›
an ๐‘š × ๐‘› matrix, and
๐‘ฃ1
๐‘ฃ
( 2 ) ∈ R๐‘š
โ‹ฎ
๐‘ฃ๐‘›
a vector.
18.06.05: ‘Systems of linear equations as matrices’
Last time, we learned that the following are logically equivalent:
1. ๐‘ฃ โƒ— = ๐ด๐‘ฅโƒ— for some vector ๐‘ฅโƒ— ∈ R๐‘› ;
2. the system of linear equations
๐‘ฃ1
=
๐‘Ž11 ๐‘ฅ1 + ๐‘Ž12 ๐‘ฅ2 + โ‹ฏ + ๐‘Ž1๐‘› ๐‘ฅ๐‘› ;
๐‘ฃ2
=
๐‘Ž21 ๐‘ฅ1 + ๐‘Ž22 ๐‘ฅ2 + โ‹ฏ + ๐‘Ž2๐‘› ๐‘ฅ๐‘› ;
โ‹ฎ
๐‘ฃ๐‘š
=
๐‘Ž๐‘š1 ๐‘ฅ1 + ๐‘Ž๐‘š2 ๐‘ฅ2 + โ‹ฏ + ๐‘Ž๐‘š๐‘› ๐‘ฅ๐‘› ;
has at least one solution;
3. ๐‘ฃ โƒ— lies in the span of the column vectors ๐ด1โƒ— , ๐ด2โƒ— , … , ๐ด๐‘›โƒ— .
18.06.05: ‘Systems of linear equations as matrices’
Can this system of equations be solved?
1 = 2๐‘ฅ + 4๐‘ฆ;
1 = 6๐‘ฅ + 8๐‘ง;
1 = 10๐‘ฆ + 12๐‘ง.
18.06.05: ‘Systems of linear equations as matrices’
How about this one?
3 = 2๐‘ฅ + 5๐‘ฆ;
−7 = 3๐‘ฅ + 3๐‘ฆ;
3 = 5๐‘ฅ + 2๐‘ฆ.
18.06.05: ‘Systems of linear equations as matrices’
This one?
3 = 2๐‘ฅ + 5๐‘ฆ;
0 = 3๐‘ฅ + 3๐‘ฆ;
−3 = 5๐‘ฅ + 2๐‘ฆ.
18.06.05: ‘Systems of linear equations as matrices’
The following are logically equivalent:
1. there are infinitely many vectors ๐‘ฅโƒ— such that ๐ด๐‘ฅโƒ— = 0;
2. there is a nonzero vector ๐‘ฅโƒ— ∈ R๐‘› that is orthogonal to all of the row
vectors ๐ดโƒ— 1 , ๐ดโƒ— 2 , … , ๐ดโƒ— ๐‘š ;
3. the row vectors ๐ดโƒ— 1 , ๐ดโƒ— 2 , … , ๐ดโƒ— ๐‘š do not span all of R๐‘› .
18.06.05: ‘Systems of linear equations as matrices’
Why are those last two the same?
On the one hand, if there’s a vector ๐‘ฅโƒ— ∈ R๐‘› that is orthogonal to all of the row
vectors ๐ดโƒ— 1 , ๐ดโƒ— 2 , … , ๐ดโƒ— ๐‘š , then certainly the row vectors ๐ดโƒ— 1 , ๐ดโƒ— 2 , … , ๐ดโƒ— ๐‘š do not
span all of R๐‘› .
But what about the other direction? If there’s a vector ๐‘ฅโƒ— not in the span of
๐ดโƒ— 1 , ๐ดโƒ— 2 , … , ๐ดโƒ— ๐‘š , then it doesn’t have to be orthogonal to each of ๐ดโƒ— 1 , ๐ดโƒ— 2 , … , ๐ดโƒ— ๐‘š
…
18.06.05: ‘Systems of linear equations as matrices’
However, there’s a procedure (called the Gram–Schmidt process) that produces
from ๐‘ฅโƒ— a new vector ๐‘ฆโƒ— that is orthogonal to each of the vectors ๐ดโƒ— 1 , ๐ดโƒ— 2 , … , ๐ดโƒ— ๐‘š .
We will return to this later in the course!
18.06.05: ‘Systems of linear equations as matrices’
How many solutions have we here?
0 = 2๐‘ฅ + 4๐‘ฆ;
0 = 4๐‘ฆ + 6๐‘ง.
18.06.05: ‘Systems of linear equations as matrices’
How many here?
0 = ๐‘ฅ + ๐‘ฆ − ๐‘ง;
0 = ๐‘ฅ − ๐‘ฆ + ๐‘ง;
0 = −๐‘ฅ + ๐‘ฆ + ๐‘ง.
18.06.05: ‘Systems of linear equations as matrices’
Here’s a fun exercise: in R4 , can we find four vectors ๐‘ฃ1โƒ— , ๐‘ฃ2โƒ— , ๐‘ฃ3โƒ— , ๐‘ฃ4โƒ— such that the
angle between any pair of them is ๐œ‹/4?
18.06.05: ‘Systems of linear equations as matrices’
Here’s one that might come as a surprise: suppose ๐ด an ๐‘› × ๐‘› matrix. Then the
following are logically equivalent:
โƒ— are linearly independent;
1. the column vectors ๐ด1โƒ— , ๐ด2โƒ— , … , ๐ด๐‘š
2. the row vectors ๐ดโƒ— 1 , ๐ดโƒ— 2 , … , ๐ดโƒ— ๐‘š are linearly independent;
18.06.05: ‘Systems of linear equations as matrices’
3. the system of linear equations
0
=
๐‘Ž11 ๐‘ฅ1 + ๐‘Ž12 ๐‘ฅ2 + โ‹ฏ + ๐‘Ž1๐‘› ๐‘ฅ๐‘› ;
0
=
๐‘Ž21 ๐‘ฅ1 + ๐‘Ž22 ๐‘ฅ2 + โ‹ฏ + ๐‘Ž2๐‘› ๐‘ฅ๐‘› ;
โ‹ฎ
0
=
has exactly one solution.
๐‘Ž๐‘š1 ๐‘ฅ1 + ๐‘Ž๐‘š2 ๐‘ฅ2 + โ‹ฏ + ๐‘Ž๐‘š๐‘› ๐‘ฅ๐‘› ;
18.06.05: ‘Systems of linear equations as matrices’
Here’s a system of 512 linear equations in 512 variables ๐‘ฅ1 , ๐‘ฅ2 , … , ๐‘ฅ512 :
513
=
๐‘ฅ2 + ๐‘ฅ3 + โ‹ฏ + ๐‘ฅ511 + ๐‘ฅ512 ;
514
=
๐‘ฅ1 + ๐‘ฅ3 + โ‹ฏ + ๐‘ฅ511 + ๐‘ฅ512 ;
โ‹ฎ
1023
=
๐‘ฅ1 + ๐‘ฅ2 + โ‹ฏ + ๐‘ฅ510 + ๐‘ฅ512 ;
1024
=
๐‘ฅ1 + ๐‘ฅ2 + โ‹ฏ + ๐‘ฅ510 + ๐‘ฅ511 .
How many solutions does it have?
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