Engineering Mathematics Chapter 8: Matrices by Dr.Adnan Daraghmeh Department of Mathematics An-Najah National University 2021-2022 1 Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 2 of 66 Section 8.1: Matrix Algebra Definition: A matrix is any rectangular array of numbers or functions a11 a12 · · · a1n a21 a22 · · · a2n .. .. .. . . . . . . am1 am2 · · · amn We denote a matrix by a capital boldfaced letter such as A, B, C, or X. The numbers or functions are called entries or elements of the matrix. If a matrix has m rows and n columns we say that its size is m by n (written m × n). An n × n matrix is called a square matrix or a matrix of order n. The entry in the ith row and j th column of an m × n matrix A is written aij . An m × n matrix A is then abbreviated as A = aij m×n For an n × n square matrix, the entries a11 , a22 , · · · , ann are called the main diagonal entries. Definition: Column and Row Vectors An n × 1 matrix, a1 a2 .. . an is called a column vector. An 1 × n matrix, a1 a2 · · · an is called a row vector. Matrices, 2021 Dr.Adnan Daraghmeh 3 −8 π −3 7 6 9 10 Example 1: Let A = 4 3 −8 −5 2 3 6 Lecture Notes - Page 3 of 66 −3 5 12 5 −6 2 11 and B = −8 9 0 . Find 4 −3 5 4 7 13 a) The size of A. solution: b) The size of B. solution: c) a22 , b22 , a53 and b42 solution: Example 2: Find a matrix A = aij solution: 3×4 2i i + 2j such that aij = 3−j ,i > j ,i = j ,i < j Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 4 of 66 Definition: Equality of Matrices Two m × n matrices A and B are equal if aij = bij for each i and j. Example 1: Find the value(s) of x and y 1 x 1 y−2 a) = . y −3 y 2 −3 solution: b) 2 x 3 16 3 . = 9 2x y 2 −8 solution: Definition: Matrix Addition: If A and B are m × n matrices, then their sum is A + B = aij + bij m×n Scalar Multiple of a Matrix: If k is a real number, then the scalar multiple of a matrix A is ka11 ka12 · · · ka1n ka21 ka22 · · · ka2n kA = . = kaij m×n . . . .. .. .. .. kam1 kam2 · · · kamn The difference of two m × n matrices is defined in the usual manner: A − B = A + (−B) Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 5 of 66 1 3 4 −2 −1 6 7 Example 1: Given A = ,B = and C = . Find if possible 5 −3 7 8 2 −3 9 a) A + B and B + A solution: b) A − B and B − A. solution: c) A − C and C + B. solution: d) 3A − 2B solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 6 of 66 Properties of Matrix Addition and Scalar Multiplication : Suppose A, B, and C are m × n matrices and k1 and k2 are scalars. Then A + B = B + A and A − B 6= B − A A+ B+C = A+B +C k1 k2 A = k1 k2 A 1A = A k1 A + B = k1 A + k1 B k1 + k2 A = k1 A + k2 A 1 3 4 −2 Example 2: Find the matrix X such that 5X + =2 + 3X 5 −3 7 8 solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 7 of 66 Matrix Multiplication: Let A be a matrix having m rows and p columns, and let B be a matrix having p rows and n columns. The product AB is the m × n matrix a11 a21 AB = . .. a12 a22 .. . am1 am2 b11 b12 a1p b21 b22 a2p .. .. .. . . . bp1 bp2 · · · amp ··· ··· .. . +a1p bpn +a2p bpn am1 b11 + am2 b21 + · · · +amp bp1 + · · · +am1 b1n + am2 b2n + · · · +amp bpn ! p X aik bkj a11 b11 + a12 b21 + a21 b11 + a22 b21 + = .. . = · · · b1n · · · b2n .. .. . . · · · bpn k=1 ··· ··· +a1p bp1 + +a2p bp1 + ··· ··· +a11 b1n + a12 b2n + +a21 b1n + a22 b2n + .. . ··· ··· m×n The product C = AB is defined only when the number of columns in the matrix A is the same as the number of rows in B. The dimension of the product can be determined from Am×n × Bn×p = Cm×p −1 6 7 4 −2 1 3 . Find if possible and C = ,B = Example 1: Given A = 2 −3 9 7 8 5 −3 a) AB and BA solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 8 of 66 b) AC and CA. solution: 3 −8 4 −3 5 −6 2 −3 7 6 12 −8 9 0 . If C = AB, find the 4 9 10 11 Example 2: Let A = and B = −3 5 4 3 −8 −5 4 10 6 −2 2 3 6 13 value of c42 solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 9 of 66 Properties Matrix Multiplication: If A is an m × p matrix, B a p × r matrix, and C an r × n matrix, then the product A(BC) = (AB)C is an m × n matrix. If B and C are both r × n matrices and A is an m × r matrix, then A(B + C) = AB + AC Furthermore, if the product (B + C)A is defined, then (B + C)A = BA + CA If n is an integer number and A is a square matrix, then An = AAA | {z· · · A} n−times −1 6 4 −2 1 3 . Find if possible and C = ,B = Example 1: Given A = 2 −3 7 8 5 −3 a) A3 solution: b) (AB)C and A(BC). solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 10 of 66 Transpose of a Matrix: The transpose of the m × n matrix a11 a12 a21 a22 A= . .. .. . am1 am2 is the n × m matrix AT given by a11 a12 AT = . .. a21 a22 .. . a1n a2n ··· ··· .. . a1n a2n .. . · · · amn ··· ··· .. . am1 am2 .. . · · · amn In other words, the rows of a matrix A become the columns of its transpose AT . Properties of Transpose: Suppose A and B are matrices and k a scalar. Then T AT =A T A+B A+B+C AB ABC kA T T = AT + B T + C T = B T AT T T = AT + B T = C T B T AT = kAT Example 1: Given A = a) T AT solution: 1 3 4 −2 −1 6 ,B = and C = . Find 5 −3 7 8 2 −3 Matrices, 2021 b) c) d) e) A+B+C solution: T 2CB solution: T 3B solution: T A2 solution: Dr.Adnan Daraghmeh T Lecture Notes - Page 11 of 66 Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 12 of 66 Special Matrices Zero Matrix : A matrix that consists of all zero entries and is denoted by 0. For example, 0 0 0 0 0 = 0 0 0 , 0 = 0 0 0 0 are zero matrices. If A and 0 are n × m matrices, then A+0=A A + (−A) = 0 Triangular Matrix : A a square matrix A = (aij)n×n is said to be a triangular matrix if all its entries above the main diagonal are zeros or if all its entries below the main diagonal are zeros. If aij = 0 whenever i < j, then the matrix is called lower triangular matrix 7 5 −6 3 −5 | lower 0 0 0 0 2 0 0 0 4 9 0 0 1 8 −1 0 7 −3 2 6 {z } triangular matrix If aij = 0 whenever i > j, then the matrix is called upper triangular matrix 3 0 0 0 0 | upper 4 −6 1 9 2 −5 7 6 0 9 2 −1 0 0 −1 8 0 0 0 −6 {z } triangular matrix Diagonal Matrix : A a square matrix A = (aij)n×n is said to be a diagonal matrix if all its entries not on the main diagonal are zeros. If aij = 0 for i 6= j, then the matrix is called a diagonal matrix. 3 0 0 0 2 0 0 0 9 | {z } diagonal matrix Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 13 of 66 Scalar Matrix: A diagonal matrix A is called scalar matrix, when the entries aii are all equal. 3 0 0 0 3 0 0 0 3 | {z } scalar matrix Identity Matrix: A scalar matrix is called identity matrix, denoted by In , when the entries of the main diagonal are all equal to one. 1 0 ··· 0 0 1 · · · 0 In = . . . .. . . . . . . . | 0 0 ··· 1 {z } identity matrix 1 0 0 I3 = 0 1 0 0 0 1 is an identity matrix of order 3. For any m × n matrix A it is readily verified that Im A = AIn = A Symmetric and Skew-Symmetric Matrix: An n × n matrix A is said to be symmetric if AT = A T An n× n matrix A is said to be skew-symmetric if A = −A 1 2 7 A = 2 5 8 is symmetric, why? 7 8 6 0 1 −2 3 is skew-symmetric, why? B = −1 0 2 −3 0 Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 14 of 66 Example 1: Determine whether each of the following statements is TRUE or FALSE. a) A − B A + B = A2 − B 2 (T) (F) solution: b) 2 A + B = A2 + 2AB + B 2 solution: (T) (F) c) If A 6= 0 and AB = 0, then B = 0 solution: d) If A is a square matrix, then C = solution: (T) 1 2 A−AT (F) is a skew-symmetric matrix e) If A is an m × n matrix, then AAT is a symmetric matrix solution: (T) (F) (T) (F) Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 15 of 66 f ) If AB defined and A has a row of zeros, then AB has a row of zeros solution: (T) (F) g) Symmetric and upper triangular matrix must be a diagonal matrix solution: (T) (F) (T) (F) h) If AB = 0, then A = 0 or B = 0 solution: i) If AC = BC, then A = B solution: (T) (T) (F) (F) 2 1 j) Suppose A = 6 3 Verify that the matrix B = AAT is symmetric 2 5 solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 16 of 66 Section 8.2: Systems of Linear Algebraic Equations A system of linear equations (or linear system) is a collection of one or more linear equations involving the same set of variables. a11 x1 + a12 x2 + · · · + a1n xn = b1 a21 x1 + a22 x2 + · · · + a2n xn = b2 .. . am1 x1 + am2 x2 + · · · + amn xn = bm The matrix (general) form of this linear system is: AX = b a11 a12 · · · a1n x1 b1 a21 a22 · · · a2n x2 b2 .. .. .. .. = .. . . . . . . . . am1 am2 · · · amn xn bm | {z } | {z } | {z } A X b A: The coefficients matrix X: The variables matrix b: The constants matrix. Homogeneous Systems : The system AX = b is called homogeneous system, if the matrix (vector) b is zero. The system AX = b is called non-homogeneous system, if the matrix (vector) b is non-zero. Augmented Matrix The augmented matrix ( or the matrix of the system) of the system AX = b is defined as a11 a12 · · · a1n b1 a21 a22 · · · a2n b2 A |b = . .. .. .. .. . ··· . . am1 am2 · · · amn bm Example 1: Write the linear system represented by the augmented matrix 1 −3 5 2 4 7 −1 8 solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 17 of 66 Example 2: Find the augmented matrix ( or the matrix of the system) x1 − 5x3 = −1 2x1 + 8x2 = 7 x2 + 9x3 = 1 solution: Elementary Row Operations on A Matrix : Interchange any two rows i and j : Ri ←→ Rj Multiply the ith row by a nonzero constant c : cRi Multiply the ith row by c and add to the j th row : cRi + Rj −→ Rj Example 1: Apply elementary row operations on the matrix: A = a) 1 2 R1 b) −5R1 + R2 solution: c) 1 11 R2 d) 2R2 + R1 2 −4 5 1 Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 18 of 66 Elimination Methods: We say that two matrices are row equivalent if one can be obtained from the other through a sequence of elementary row operations. The procedure of carrying out elementary row operations on a matrix to obtain a row-equivalent matrix is called row reduction. Row-Echelon Form (REF): We row-reduce the matrix until we arrive at a row-equivalent matrix in row-echelon form: 1. The first nonzero entry in a nonzero row is a 1. 2. In consecutive nonzero rows, the first entry 1 in the lower row appears to the right of the 1 in the higher row. 3. Rows consisting of all zeros are at the bottom of the matrix Reduced Row-Echelon Form (RREF): We row-reduce the matrix until we arrive at a row-equivalent matrix in reduced row-echelon form: 1. The first nonzero entry in a nonzero row is a 1. 2. In consecutive nonzero rows, the first entry 1 in the lower row appears to the right of the 1 in the higher row. 3. Rows consisting of all zeros are at the bottom of the matrix 4. A column containing a first entry 1 has zeros everywhere else. Example 1: Determine whether the matrix is in row echelon form, reduced row echelon form, both, or neither 1 5 0 2 a) 0 1 0 −1 0 0 0 0 1 0 0 7 b) 0 1 0 −1 0 0 1 0 0 0 1 −6 2 2 c) 0 0 0 0 1 4 0 0 1 −6 0 −6 d) 0 0 0 0 1 4 0 0 1 2 3 6 e) 0 1 0 0 0 4 0 0 1 0 0 7 Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 19 of 66 Elimination Methods for Solving Linear Systems: To solve a linear system using an augmented matrix, we shall use either Gaussian elimination or the Gauss–Jordan elimination method. In the Gaussian elimination, we stop when we have obtained an augmented matrix in row-echelon form. In the Gauss–Jordan method, we stop when we have obtained an augmented matrix in reduced row-echelon form. A linear system of equations is said to be consistent if it has at least one solution (a unique solution) or infinitely many solutions. A linear system of equations is said to be inconsistent if it has no solutions. Example 1: Solve the linear system a) 3x1 + 6x2 = 3 x1 − 4x2 = 7 solution: b) 3x1 + 6x2 = 3 −x1 − 2x2 = −1 solution: c) 3x1 + 6x2 = 3 −x1 − 2x2 = 2 solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 20 of 66 Example 2: Verify that x1 = 14 + 7t, x2 = 9 + 6t, x3 = t, where t is any real number, is a solution of the system 2x1 − 3x2 + 4x3 = 1 x1 − x2 − x3 = 5 solution: Matrices, 2021 Dr.Adnan Daraghmeh Example 3: Solve the linear system using 1. Gaussian elimination. 2. Gauss–Jordan elimination. a) 2x1 + 6x2 + x3 = 7 x1 + 2x2 − x3 = −1 5x1 + 7x2 − 4x3 = 9 solution: Lecture Notes - Page 21 of 66 Matrices, 2021 Dr.Adnan Daraghmeh b) x + 3y − 2z = −7 4x + y + 3z = 5 2x − 5y + 7z = 19 solution: Lecture Notes - Page 22 of 66 Matrices, 2021 Dr.Adnan Daraghmeh 2 2 2 4 3 1 ,b = 0 Example 4: Let A = 1 −2 −4 −2 −2 a) Write A in REF. solution: b) Find all solutions to AX = b ( if exist) solution: Lecture Notes - Page 23 of 66 Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 24 of 66 Example 5: Use Gauss–Jordan elimination to solve the system i1 − i2 − i3 = 0 i1 R1 + i2 R2 = E i2 R2 − i3 R3 = 0 when R1 = 10 ohms, R2 = 20 ohms, R3 = 10 ohms, and E = 12 volts. solution: Matrices, 2021 Dr.Adnan Daraghmeh Example 6: Solve x1 + x2 = 1 4x1 − x2 = −6 2x1 − 3x2 = 8 solution: Lecture Notes - Page 25 of 66 Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 26 of 66 Homogeneous Systems: A homogeneous system AX = 0 is always consistent and either possesses only the trivial solution X = 0 or possesses the trivial solution along with infinitely many nontrivial solutions. A homogeneous system AX = 0 possesses nontrivial solutions if the number m of equations is less than the number n of variables (m < n). If X1 is a solution of AX = 0, then so is cX1 for any constant c. If X1 and X2 are solutions of AX = 0, then so is X1 + X2 . Example 1: Solve 2x1 − 4x2 + 3x3 = 0 x1 + x2 − 2x3 = 0 solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 27 of 66 Section 8.3: Rank of a Matrix Rank of a Matrix by Row Reduction : a) rank(A) = the number of nonzero rows in B. b) A linear system of equations AX = b is consistent if and only if rank(A) = rank(A|b) 1 1 −1 3 Example 1: Given A = 2 −2 6 8. Find rank(A) 3 5 −7 8 solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 28 of 66 Section 8.4: Determinants A determinant of an n×n matrix A is said to be a determinant of order n denoted by |A| or det(A) (a number). Determinant of a 1 × 1 Matrix: If A = (a)1×1 , then det(A) = a Determinant ofa 2 × 2 Matrix: a a a11 a12 If A = , then det(A) = 11 12 = a11 × a21 − a12 × a22 a22 a21 a22 a21 2×2 1 2 4 −2 Example 1: Given A = ,B = and C = −3 . Find 4 −3 −5 −1 a) det(A) solution: b) det(B) solution: c) det(C) solution: d) det(AT ) solution: e) det A + B solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 29 of 66 f ) det 2A − 3B solution: g) det AB solution: Example 2: Find the value(s) of x such that solution: x−2 x 3 −8 = 3 x 0 2 Matrices, 2021 Dr.Adnan Daraghmeh Determinant of a n × n Matrix: Let a11 a12 a21 a22 A= . .. .. . am1 am2 ··· ··· .. . Lecture Notes - Page 30 of 66 a1n a2n .. = aij n×n . · · · amn be an n × n matrix. The cofactor of aij is the determinant Cij = (−1)i+j Mij where Mij is the determinant of the submatrix obtained by deleting the ith row and the jth column of A. The determinant Mij is called a minor determinant. The matrix of cofactors corresponding to the entries of A denoted by cof (A) and defined as: C11 C21 · · · Cn1 C12 C22 · · · Cn2 cof (A) = . .. .. .. .. . . . C1n C2n · · · Cnn For each 1 ≤ i ≤ n, the cofactor expansion of det(A) along the ith row is det(A) = ai1 Ci1 + ai2 Ci2 + · · · + ain Cin . For each 1 ≤ j ≤ n, the cofactor expansion of det(A) along the j th column is det(A) = a1j C1j + a2j C2j + · · · + anj Cnj . Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 31 of 66 2 −4 7 Example 1: Given A = 6 2 3. 1 5 3 a) Find the matrix of cofactors corresponding to the entries of A ( find cof (A)) solution: b) Evaluate the determinant of A using cofactor expansion along the first row. solution: c) Evaluate the determinant of A using cofactor expansion along the third column. solution: Matrices, 2021 Dr.Adnan Daraghmeh Example 2: Evaluate the determinant of the matrix 6 5 0 a) A = −1 8 −7 −2 4 0 solution: 5 −1 b) B = 1 1 solution: 1 0 1 0 2 2 6 0 4 3 1 4 Example 2: Evaluate 2 2 0 0 −2 1 1 6 0 5 a) 1 4 2 −1 −1 2 0 1 −3 3 0 1 0 0 1 solution: Lecture Notes - Page 32 of 66 Matrices, 2021 0 0 −2 0 b) 8 −1 −1 2 2 2 solution: Dr.Adnan Daraghmeh Lecture Notes - Page 33 of 66 0 3 0 0 2 0 0 −7 2 2 3 2 3 6 4 Example 3: Find the values of λ that satisfy the given equation. a) b) −3 − λ 10 =0 2 5−λ solution: 1−λ 0 −1 1 2−λ 1 =0 3 3 −λ solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 34 of 66 Section 8.5: Properties of Determinants Determinant of a Transpose If AT is the transpose of the n × n matrix A, then det(AT ) = det(A) 2 −4 Example: Given A = . Find det(A) and det(AT ) 6 2 solution: Two Identical Rows If any two rows (columns) of an n × n matrix A are the same, then det(A) = 0 6 2 2 Example: Given A = 4 2 2. Find det(A) 9 2 2 solution: Zero Row or Column If all the entries in a row (column) of an n × n matrix A are zero, then det(A) = 0 6 2 0 Example: Given A = 4 3 0. Find det(A) 9 5 0 solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 35 of 66 Interchanging Rows If B is the matrix obtained by interchanging any two rows (columns) of an n × n matrix A, , then det(B) = −det(A) a1 a2 a3 Example: Given that b1 b2 b3 = 5 c1 c2 c3 a3 a2 a1 a) Find b3 b2 b1 c3 c2 c1 solution: a1 b1 c1 b) Find a2 b2 c2 a3 b3 c3 solution: Constant Multiple of a Row If B is the matrix obtained from an n × n matrix A by multiplying a row (column) by a nonzero real number k, then det(B) = kdet(A) a1 a2 a3 Example: Given that b1 b2 b3 = 5 c1 c2 c3 2a1 a2 a3 a) Find 6b1 3b2 3b3 2c1 c2 c3 solution: 2a1 4b1 2c1 b) Find 5a2 10b2 5c2 a3 2b3 c3 solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 36 of 66 Constant Multiple of a Matrix If A is an n × n matrix and k real number , then det(kA) = k n det(A) Example: Let A and B are both 3 × 3 matrices such that |A| = −4 and |B| = 21 . Find a) |2A| solution: b) |4B| solution: c) |(4B T )| solution: Determinant of a Matrix Product If A and B are both n × n matrices, then det(AB) = det(A) · det(B) Example: Let A and B two 3 × 3 matrices such that |A| = −4 and |B| = 12 . Find a) |AB| solution: b) |(4BA)T | solution: c) |A + B| solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 37 of 66 Determinant Is Unchanged Suppose B is the matrix obtained from an n × n matrix A by multiplying the entries in a row (column) by a nonzero real number k and adding the result to the corresponding entries in another row (column). Then det(B) = det(A) Example: Given that a b =5 c d a b 2a + c 2b + d solution: a) Find a b − 3a c d − 3c solution: b) Find a1 a2 a3 Example: Given that b1 b2 b3 = 5 c1 c2 c3 −a1 −a2 −a3 b1 b2 b3 a) Find c1 − a1 c2 − a2 c3 − a3 solution: a1 − 2b1 + 3c1 a2 − 2b2 + 3c2 a3 − 2b3 + 3c3 b1 b2 b3 b) Find c1 c2 c3 solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 38 of 66 Determinant of a Triangular Matrix Suppose A is an n × n triangular matrix (upper or lower). Then det(A) = a11 × a22 × · · · × ann , where a11 , a22 , · · · , ann are the entries on the main diagonal of A. Example: Find 2 0 0 0 0 9 1 0 0 0 a) 3 4 2 0 0 2 −5 1 −3 0 4 1 7 0 1 solution: 2 0 0 0 0 6 0 0 b) 0 0 −2 0 0 0 0 −5 solution: 2 1 Example 1: Evaluate the determinant of the matrix A = 0 3 solution: 9 3 1 1 1 7 6 4 8 4 5 2 Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 39 of 66 a a+1 a+2 Example 2: Evaluate the determinant of the matrix A = b b + 1 b + 2 c c+1 c+2 solution: 1 1 1 1 a b c d Example 3: Evaluate 2 2 2 2 a b c d a3 b3 c3 d3 solution: Matrices, 2021 Dr.Adnan Daraghmeh 1 1 1 Example 4: Show that a b c = (b − a)(c − a)(c − b). a2 b2 c2 solution: Lecture Notes - Page 40 of 66 Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 41 of 66 Example 5: Determine whether each of the following statements is TRUE or FALSE. a) Suppose A is an n × n matrix such that A2 = I. Then |A| = ±1 solution: (T) b) Suppose A is an n×n matrix such that A2 = A. Then |A| = 0 or |A| = 1 solution: c) If A and B are n × n matrices, then det(AB) = det(BA) solution: (T) f ) If A is a 5 × 5 skew-symmetric matrix, then |A| = 0 solution: (T) (F) (T) (T) (F) d) If A is an n × n skew-symmetric matrix, then |A| = 0 or |A| = 1 solution: e) If A is an n × n symmetric matrix, then |A| = 0 solution: (F) (F) (T) (F) (F) Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 42 of 66 Section 8.6: Inverse of a Matrix Non-singular Matrices and det(A) An n × n matrix A is non-singular (invertible) if and only if det(A) 6= 0 An n × n matrix A is singular (non-invertible) if and only if det(A) = 0 Example 1: determine whether the given matrix is singular or non-singular. 1 12 a) 2 32 solution: 1 −2 3 b) 5 4 7 2 −4 6 solution: 1 2 1 0 0 3 c) 3 2 1 1 1 1 solution: 1 0 0 0 2 −3 4 Example 2: Find all values of x ∈ R such that the matrix is non-singular 6 1 9 4 x 8 solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 43 of 66 The Inverse of a Matrix Inverse of a Matrix Let A be an n × n matrix. If there exists an n × n matrix B such that AB = BA = I where I is the n × n identity, then the matrix A is said to be nonsingular or invertible. The matrix B is said to be the inverse of A. An n × n nonsingular matrix A has an inverse denoted by A−1 such that AA−1 = A−1 A = I An n × n singular matrix A has no inverse. Note that the symbol −1 in the notation A−1 is not an exponent; in other words, A−1 is not a reciprocal. If A is nonsingular, then its inverse is unique. Properties of the Inverse −1 a) A−1 =A −1 b) AB = B −1 A−1 T −1 = A−1 c) AT 1 −1 A k 1 e) If A is non-singular matrix, then det(A−1 ) = det(A) d) If k is a non-zero constant, then (kA)−1 = Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 44 of 66 Finding the Inverse Adjoint Method: Let A be an n × n matrix. The matrix that is the transpose of the matrix of cofactors is called the adjoint of A and is denoted by adj(A). T adj(A) = cof (A) Let A be an n × n matrix. If det(A) 6= 0, then A−1 = 1 adj(A) det(A) For a 2 × 2 non-singular matrix A = A −1 1 = det(A) a11 a12 , then a21 a22 a22 −a12 −a21 a11 a11 a12 a13 For a 3 × 3 non-singular matrix A = a21 a22 a23 , then a31 a32 a33 A−1 C C21 C31 1 11 C12 C22 C32 = det(A) C13 C23 C33 Example 1: Find the inverse of the matrix (if it exist) 1 4 a) A = 2 10 solution: Matrices, 2021 Dr.Adnan Daraghmeh 2 2 0 b) A = −2 1 1 3 0 1 solution: Example 2: a) If A−1 = 4 3 , what is A ? 3 2 solution: b) If (2A)−1 solution: = 5 3 , what is (3A) ? −3 −2 Lecture Notes - Page 45 of 66 Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 46 of 66 Finding the Inverse Row Operations Method: If an n × n matrix A can be transformed into the n × n identity matrix I by a sequence of elementary row operations, then A is non-singular. The same sequence of operations that transforms A into the identity I will also transform I into A−1 . Row A|I −−−−−−−→ I|A−1 Operations If the matrix to the left of the vertical bar has a row of zeros, we can stop at this point and conclude that A is singular and has no inverse. Example 1: Find 2 0 a) A = −2 3 −5 5 solution: the inverse of the matrix (if it exist) 1 4 6 Matrices, 2021 Dr.Adnan Daraghmeh 1 −1 −2 5 b) A = 2 4 6 0 3 solution: 2 1 4 3 c) A = 2 1 0 1 solution: 3 6 4 2 1 2 1 1 Lecture Notes - Page 47 of 66 Matrices, 2021 1 0 0 0 d) A = 0 0 0 1 solution: Dr.Adnan Daraghmeh 0 1 0 0 0 0 1 0 Lecture Notes - Page 48 of 66 Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 49 of 66 Using the Inverse to Solve Linear Systems The linear system a11 x1 + a12 x2 + · · · + a1n xn = b1 a21 x1 + a22 x2 + · · · + a2n xn = b2 .. . an1 x1 + an2 x2 + · · · + ann xn = bn can be written compactly as a11 a12 a21 a22 A= . .. .. . an1 an2 a matrix equation AX = b, where · · · a1n x1 b1 x2 b2 · · · a2n .. , X = .. , b = .. .. . . . . · · · ann xn bn If A is non-singular, then the system AX = b can be solved by multiplying both of the equations by A−1 X = A−1 b A non-homogeneous system AX = b has: a) A unique solution if and only if det(A) 6= 0 (A non-singular) b) No solution or infinitely many solution if and only if det(A) = 0 (A singular) A homogeneous systems AX = 0 of n linear equations in n variables has: a) Only the trivial solution if and only if A is non-singular (det(A) 6= 0) b) A nontrivial solution if and only if A is singular (det(A) = 0). Example 1: Find the pair (a, b) such that the system 1 b a x 3 2 1 −1 , y = 6 1 1 −2 z 3 has unique solution. solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 50 of 66 Example 2: Use the inverse of the coefficient matrix to solve the system 2x1 − 9x2 = 15 3x1 + 6x2 = 16 solution: Example 3: Use the inverse of the coefficient matrix to solve the system 2x1 + x3 = 2 −2x1 + 3x2 + 4x3 = 4 −5x1 + 5x2 + 6x3 = −1 solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 51 of 66 Example 4: The sequence of elementary row operations R3 ←→ R2 , R1 + 2R3 −→ R1 , R3 + 3R2 −→ R3 , were applied on a 3 × 3 identity matrix to obtain matrix A. a) Find A−1 . solution: b) Find A. solution: R2 − 2R1 −→ R2 Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 52 of 66 Example 4: The 3 × 3 identity matrix was obtained by applying the following sequence of elementary row operations on a 3 × 3 matrix A R1 −→ R2 , R1 −2R2 −→ R1 , R1 +R3 −→ R1 , −6R3 −→ R3 , . a) Compute det(A). solution: 4 b) Solve the system AX = b, where b = 11 . 3 solution: 1 R3 +2R2 −→ R3 , 2 −R2 +R1 −→ R2 Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 53 of 66 Section 8.7: Cramer’s Rule Cramer’s Rule Let A be the coefficient matrix of the system: a11 x1 + a12 x2 + · · · + a1n xn = b1 a21 x1 + a22 x2 + · · · + a2n xn = b2 .. . an1 x1 + an2 x2 + · · · + ann xn = bn a11 a21 A= . .. a12 a22 .. . an1 an2 a1n x1 b1 x2 b2 a2n .. , X = .. , b = .. . . . · · · ann xn bn ··· ··· .. . If det(A) 6= 0, then the solution of this system is given by x1 = det(A1 ) det(A2 ) det(An ) , x2 = , · · · , xn = det(A) det(A) det(A) where Ak is the same as the matrix A except that the k th column of A has been replaced by the entries of the column matrix b1 b2 b=. .. bn Matrices, 2021 Dr.Adnan Daraghmeh Example 1: Use Cramer’s rule to solve the system 2x1 − 9x2 = 15 3x1 + 6x2 = 16 solution: Example 2: Use Cramer’s rule to solve the system 3x1 + 2x2 + x3 = 7 x1 − x2 + 3x3 = 3 5x1 + 4x2 − 2x3 = 1 solution: Lecture Notes - Page 54 of 66 Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 55 of 66 Example 3: Use Cramer’s rule to determine the solution of the system (2 − k)x1 + kx2 = 4 kx1 + (3 − k)x2 = 3 For what value(s) of k is the system inconsistent? solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 56 of 66 Section 8.8: The Eigenvalue Problem Eignvalues and Eigenvectors Let A be an n × n matrix. A number λ is said to be an eigenvalue of A if there exists a nonzero solution vector X of the linear system AX = λX The solution vector X is said to be an eigenvector corresponding to the eigenvalue λ. Eigenvalues and eigenvectors are also called characteristic values and characteristic vectors, respectively. To find the eigenvalues of a n × n matrix A a) Find the nth -degree characteristic polynomial in λ: P (λ) = det A − λI b) The eigenvalues of A are the roots of the characteristic equation det A − λI = 0 c) To find an eigenvector corresponding to an eigenvalue λ, we simply solve the system of equations A − λI X = 0 by applying Gauss-Jordan elimination to the augmented matrix A − λI|0 When an n×n matrix A possesses n distinct eigenvalues λ1 , λ2 , · · · λn , it can be proved that a set of n linearly independent eigenvectors K1 , K2 , · · · , Kn can be found. However, when the characteristic equation has repeated roots, it may not be possible to find n linearly independent eigenvectors for A. Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 57 of 66 1 0 −1 −3 3 3 Example 1: Verify that X = −1 is an eigenvector of the 3×3 matrix A = 2 1 −2 1 1 solution: 2 0 −1 −3 3 3 , find Example 2: If X = −2 is an eigenvector of the 3 × 3 matrix A = 2 2 −2 1 1 the corresponding eigenvalue. solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 58 of 66 4 2 Example 3: Find the eigenvalues and eigenvectors of A = 5 1 solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 59 of 66 1 2 1 Example 4: Find the eigenvalues and eigenvectors of A = 6 −1 0 −1 −2 −1 solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 60 of 66 9 1 1 Example 5: Find the eigenvalues and eigenvectors of A = 1 9 1 1 1 9 solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 61 of 66 4 6 6 3 2 Example 6: Find the eigenvalues and eigenvectors of A = 1 −1 −5 −2 solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 62 of 66 Example 7: a) Find the eigenvalues and eigenvectors of A = solution: 6 −1 b) Find the eigenvalues of A = 5 4 solution: 3 4 −1 7 Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 63 of 66 1 2 1 Example 8: Given the matrix A = 6 −1 0 −1 −2 −1 a) Find the characteristic equation of A. solution: b) Find the eigenvalues of A. solution: c) Find an eigenvector corresponding to the largest eigenvalue solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 64 of 66 −1 4 0 Example 9: Given the matrix A = 1 1 3 0 1 0 a) Find the characteristic equation of A. solution: 3 b) Given that X = 3 is an eigenvectors of A, find the eigenvalue associated with 1 X. solution: c) Find all eigenvalues of A. solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 65 of 66 Let A be an n × n matrix with eigenvalues λ1 , λ2 , · · · , λn The set of all eigenvalues of A is called spectrum of A and denoted by σ(A) = {λ1 , λ2 , · · · , λn } The determinant of A is the product of its eigenvalues. det(A) = λ1 λ2 · · · λn The eigenvalues of the transpose AT are the same as the eigenvalues of A. σ(AT ) = {λ1 , λ2 , · · · , λn } Triangular and Diagonal Matrices: The eigenvalues of an upper triangular, lower triangular, and diagonal matrix are the main diagonal entries. Eigenvalues and Eigenvectors of A−1 : Let A be a non-singular matrix. If λ is an eigenvalue of A with corresponding 1 eigenvector X, then is an eigenvalue of A−1 with the same corresponding λ eigenvector X. Eigenvalues and Singular Matrices: a) λ = 0 is an eigenvalue of A if and only if A singular. b) A matrix A is non-singular if and only if the number 0 is not an eigenuvalue of A. Example 1: Let λ1 = 3, the eigenvalues of a 2×2 matrix A with corresponding λ2 = 4are 0 1 . Find the eigenvalues of A−1 and the corresponding ,X2 = eigenvectors X1 = 1 2 eigenvectors. solution: Matrices, 2021 Dr.Adnan Daraghmeh Lecture Notes - Page 66 of 66 Example 2: Let λ1 = 11, λ2 = λ3 = 8 be the eigenvalues of a 3 × 3 matrix A a) Find the characteristic polynomial of A. solution: b) Find σ(AT ). solution: c) Find σ(A−1 ). solution: d) Determine whether A is singular or non-singular. solution: 2 0 0 Example 3: Given the matrix A = 1 −3 0 1 1 4 a) Find the characteristic polynomial of A. solution: b) Find σ(AT ). solution: c) Find σ(A−1 ). solution: d) Determine whether A is singular or non-singular. solution: