SCHOOL OF MATHEMATICS 1 SCHOOL OF MATHEMATICS Preface The work presented in this book is a result of teaching my students for close to two decades. Much of the work can be found in other excellent books written by imminent authors. The approach used in the book is student friendly and can be read by anyone familiar with early years of undergraduate study. The material presented is sufficient for an introductory single semester course in linear Algebra. A number of theorems have just been stated to allow ease of reading. A Wafula 2 SCHOOL OF MATHEMATICS TABLE OF CONTENTS Chapter I Vector spaces Page 4 Chapter II Vector subspaces Page16 Chapter III Bases of vector spaces Page 20 Chapter IV Linear systems of equations Page31 Chapter V Linear transformations Page 40 3 SCHOOL OF MATHEMATICS CHAPTER I VECTOR SPACES We discuss a basic structure in linear Algebra that forms a foundation of solutions to many problems in diverse fields namely vector spaces. Definition; A vector space V is a non-empty set of elements called vectors on which is defined a concept of equality of vectors and two operation called vector addition and scalar multiplication with the following properties. i. If a, b V then a b V for all a, b V . (Closure of vector addition). ii. k, a V for all the aV and kR.(Closure of scalar multiplication). iii. a b c a b c for all vectors a, b, c V .(Associative law). iv. v. There exists a vector called zero and written 0 such that 0 a a for all aV. For every vector a V there exists a vector called minus a and denoted by -a such that a+(-a)=0 vi. a b b a for all vectors a and b in V vii. k a b ka kb for all a and b in V and k in R ix. p q a pa qa for all vectors a in V and scalars p and q in R pq a p qa for all scalars p and q in R and vector a in V x. 1a a for all a in V viii. Examples of vector space 1. The space R2 of all column vectors x=(𝑥𝑥1 ). 2 Note: i. 4 1 𝑥 + 𝑦 = (𝑥𝑥1 ) + (𝑦𝑦1 ) = (𝑥𝑥1 +𝑦 ) +𝑦 2 2 2 2 SCHOOL OF MATHEMATICS 1 (𝑘𝑥) = 𝑘 (𝑥𝑥1 ) = (𝑘𝑥 ) 𝑅 2 𝑘𝑥 ii. 2 (00) iii. 0= iv. 1 For 𝑥 = (𝑥𝑥1 ) 𝑡ℎ𝑒𝑛 − 𝑥 = (−𝑥 ) −𝑥 v. ∈𝑅 2 2 2 2 (𝑥 + 𝑦) + 𝑧 = (𝑥𝑥1 ) + 2 (𝑦𝑦1 ) 2 +𝑦1 +𝑧1 1 + (𝑧𝑧1 ) = (𝑥𝑥1 +𝑦 ) + (𝑧𝑧1 ) = (𝑥𝑥1+𝑦 ) +𝑦 +𝑦 2 2 2 2 2 2 3 One can verify that the remaining condition for a vector space are satisfied. 𝑥1 2. Consider R the space of all column vectors of the type 𝑥 = (𝑥2 ) where addition in R n 𝑥3 is performed according to corresponding entries, namely n 𝑥1 𝑦1 𝑥1 + 𝑦1 𝑦2 𝑥2 𝑥 +𝑦 𝑥 + 𝑦 = ( ⋮ ) + ( ⋮ ) = ( 2 ⋮ 2) 𝑥𝑛 𝑦𝑛 𝑥𝑛 + 𝑦𝑛 𝑘𝑥1 𝑘𝑥 𝑘𝑥 = ( 2 ) for any value 𝑘 in R ⋮ 𝑘𝑥𝑛 0 The zero in R is the vector with zero entries i.e. 0 = (0). ⋮ 0 n One can verify that R n is a vector space. This is called the Euclidean vector space 3. Let M(2) be the space of all 2x2 matrices where vector addition is performed by 𝑥11 𝑥 + 𝑦 = [𝑥 21 𝑥12 𝑦11 𝑥22 ] + [𝑦21 The zero vector is 0 = [ 𝑦21 𝑥11 + 𝑦11, 𝑥12+ 𝑦12 𝑦22 ]=[𝑥21 + 𝑦21, 𝑥22 + 𝑦22 ] for all 𝑖𝑛 𝑅 . 0 0 ] 0 0 One can verify that M(2) is a vector space. The space p n consisting of all polynomial in x of degree n or less is a vector space where addition and scalar multiplication are defined as follows a x n 5 n a n 1 a1x a 0 b n x n b n 1x n 1 b1x b 0 a n b n x n a n 1 b n 1 x n 1 a1 b1 x a 0 b 0 SCHOOL OF MATHEMATICS And k a n x n +a n 1x n a1x a ka n x n ka n 1x n ka1x ka 0 The zero in p n is the zero polynomial. p n is a vector space 4. Let C 0,1 be the space of all continuous real valued functions from the interval [0,1] Addition and scalar multiplication are defined as follows f g x f x g x . kf x kf x for all k R and x 0,1 That the above functions are continuous is well established in calculus. The zero in C 0,1 is the constant zero function. C 0,1 is an example of an infinite dimensional vector space. In the Euclidean space we have a concept of geometry. A vital tool in this vector space that can be used to investigate its geometry is called the dot product. Definition If x, y R n the dot product (scalar product) of x and y is defined by: x.y x1y1 x 2 y2 x n yn Example 1 2 (𝑖) (−1) . ( 4 ) = (1𝑥2) + (−1𝑥4) + (2𝑥10) = 2 − 4 + 20 = 18 2 10 2 (ii) (−1 ). (−1 ) = (−1𝑥2) + [2𝑥(- − 1)] = −2 + (−2) = −4. 2 0 1 (𝑖𝑖𝑖) (0) . (0) = (0𝑥1) + (0𝑥0) + (1𝑥0) = 0 + 0 + 0 = 0. 1 0 Definition The vector x and y are said to be orthogonal (perpendicular) if x. y=0 properties of the dot product. 6 SCHOOL OF MATHEMATICS x. x 0 and x. x 0 if and only if x 0 1. 2. x. y y.x for all 𝑥 and 𝑦 in V. 3. ( x. y ).z x.( y.z ) for all 𝑥, 𝑦 and z in V. x. y z x. y x. z for all x, y, z V 4. 5. 𝒌𝒙. 𝒚 = 𝒙. 𝒌𝒚 = 𝒌(𝒙. 𝒚) for all scalars k and vectors x and y Definition In R n we define the magnitude of a vector (the norm) to be x = √𝑥. 𝑥 Properties of the norm From the definition of the norm we identify the properties of the norm as follows (i) x ≥ 0 and x = 0 if and only if 𝑥 = 0 (ii) kx = kx for all x in R . (iii) x + y ≤ x + y for all vectors 𝑥, 𝑦 in R n n Example 1 2 1. Let 𝑥 = (−1) 𝑦 = ( 3 ) 0 −1 Evaluate 2x + 3y. 1 2 2 6 8 2x + 3y = 2 (−1) + 3 ( 3 ) = (−2) + ( 9 ) = ( 7 ). 0 −1 0 −3 −3 8 8 We first compute ( 7 ) . ( 7 ) = 64 + 49 + 9 = 122. −3 −3 So 2x + 3y = √122 = 11.045. 2. Given that x and y are orthogonal vectors, simplify the expression 7 SCHOOL OF MATHEMATICS x 2y.3x 2y Solution x 2y.3x 2y 3x. x y 2y. x 2y 3x 2 6xy 2yx 4y2 3x 2 4yx 4y2 =3x.x 4y.y= x y 2 2 (𝑥. 𝑦 = 0 . Since the vectors are orthogonal) 3. Given that x+2y2=4 and 2x-3y2=9 find x and y if x and y are Orthogonal 4. Prove the parallelogram law that x y x y 2 x 2 y 2 5. 2 2 2 . Prove that the diagonals of a Rhombus intersect at right angles. 6. Show in a right-angled triangle whose longest side is 𝑐 it must be that c a b 2 2 2 . Theorem The zero in a vector space is unique Proof Let 𝟎 and 𝟎’ be zeroes in a vector space V then consider 0 0’ 0’(0 is a zero) . However, 0 0’ 0 (0’ is a zero) . Hence 0’ = 0 + 0’ = 0. And so zero is unique in V. Theorem 0a 0 For all 𝑎𝑉. Proof It is clear that 8 SCHOOL OF MATHEMATICS 0 0 0 .So 0a 0 0 a 0a 0a . And from the uniqueness of zero we must infer that 0a 0 . Theorem k0=0 for all kR Proof Now, 0+0=0 and so 𝑘0 = (0 + 0)𝑘 . Consequently 0 = 0𝑘 + 0𝑘 , and from the uniqueness of 0 it must be that 0𝑘 = 0. Theorem a 1 a For all vectors aV. Proof a+(-1)a=(1 1 )a 0a 0 From the definition of a in V, we have that 1 a a ,. Theorem Prove that –a is unique Proof Suppose that b and b’ are minuses of a. Then b b 0 b a b’ 9 SCHOOL OF MATHEMATICS b a b’ 0 b’ b’ Therefore, – 𝑎 is unique Theorem If a b if and only if a c b c for all a, b,c V Proof If a b then a c b c (a c) (a c) 0 Hence 𝑎 + 𝑐 = 𝑏 + 𝑐 Conversely, if a c b c for all a, b,c V , then a=a 0 a (c+-c)=(a+c) +-c=(b+c)-c=b+(c+-c)=b+0=b The angle between vectors In this section we make application of the geometry of a triangle to derive a remarkable relationship of the dot product and the angle between two vectors. 10 SCHOOL OF MATHEMATICS a In the diagram is the angle between the vectors 𝑎 and 𝑏 apply the cosine rule in OAB to obtain b-a2=a2+b2-2ab 𝑐𝑜𝑠 But b-a2 b a . b a = b.b b.a a.b a.a =b2 2a.b +a2 Hence a2+b2-2a.b=a2+b2-2ab𝑐𝑜𝑠 i.e. 𝑐𝑜𝑠𝜃 = 𝑎. 𝑏 ab Note that if a and b are parallel vectors then =0. let b = ka so, 𝑎. 𝑏 = 𝑎. 𝑘𝑎 aka 2 = 𝑘a 2 ka = ±1 i.e cos=±1 so =0 or 180 degrees .This agrees well with the orientation of parallel vectors. If a and b are perpendicular then 900 and cos 0 .On the other hand, if a and b are perpendicular then a.b 0 so 11 SCHOOL OF MATHEMATICS 0 𝑐𝑜𝑠 = ab = 0 . Hence =900 Example 1. Determine the acute angle between the vectors below a) 𝑎 = (12) 𝑏 = (−3 ) 4 −1 −1 b) 𝑎 = ( 2 ) 𝑏 = ( 0 ) 0 2 Solution 𝑎) 𝑐𝑜𝑠 = 𝑐𝑜𝑠 = 𝑎.𝑏 −3+8 = ab √(12 +22 )(−32 +42 ) 5 √5𝑥25 = 5 5√5 = 1 √5 = √5 5 √5 ) = 63.4350 5 = 𝑐𝑜𝑠 −1 ( −1 −1 b) 𝑎 = ( 2 ) 𝑏 = ( 0 ) 0 2 𝑐𝑜𝑠 = 𝑎. 𝑏 ab −1 −1 𝑎. 𝑏 = ( 2 ) . ( 0 ) = 1 + 0 + 0 = 1 0 2 = 1 √(−12 +22 +02 )(−12 +02 +22 1 = 1 = 1 1 =5 √5.5 √25 1 𝑐𝑜𝑠 = 5 . Hence = 𝑐𝑜𝑠 −1 5= 2. Prove that x + y ≤ x + y for all vectors 𝑥, 𝑦 in R n . Proof x y ( x y ).( x y ) x 2 x. y y 2 2 2 x 2 x . y cos y x 2 x . y y ( x y ) 2 2 2 2 2 The result follows on taking square-roots of both sides. This relationship is called the triangle inequality. It alludes to the fact that in a triangle the longest side cannot exceed the sum of the other sides in length . 12 SCHOOL OF MATHEMATICS The equation of a straight line b b-a The equation of the line AP is given by 𝑂𝑃 = 𝑎 + 𝑡(𝑏 − 𝑎) where 𝑡 is a scalar Example 1. Write the value of the line joining (0,1.-1) and (3,0,2) and hence find the parametric equation of the line. Solution 0 3 0 0 3 ( 1 ) + 𝑡 {(0) − ( 1 )}=( 1 ) + 𝑡 (−1) −1 2 −1 −1 3 x 0 3 (y) = ( 1 ) + t (−1) z −1 3 is the vector equation of the line. The parametric equations of the line are 𝑥 = 3𝑡, 𝑦 = 1 − 𝑡, 𝑧 = −1 + 3𝑡 2. Find the vector equation and parametric of the line joining the points 𝐴 (2, −1, 3) and 𝐵 (0,5, −1) 13 SCHOOL OF MATHEMATICS Solution From the equation 𝑂𝑃 = 𝑎 + 𝑡(𝑏 − 𝑎) we have 2 0 2 2 −2 (−1) + 𝑡 {( 5 ) − (−1)}=(−1) + 𝑡 ( 6 ) 3 −1 3 3 −4 𝑥 2 −2 (𝑦) = (−1) + 𝑡 ( 6 ) 𝑧 3 −4 The parametric equations are 𝑥 = 2 − 2𝑡 𝑦 = −1 + 6𝑡 𝑧 = 3 − 4𝑡 Equation of a plane The equation of a plane on R3 is of the form 𝑎𝑥 + 𝑏𝑦 + 𝑐𝑧 = 𝑘 where 𝑎 , 𝑏, 𝑐 and k are constants . 𝑎 And vector (𝑏 ) is the normal to the plane. To see this fact note that if (𝑝, 𝑞, 𝑟) is particular point 𝑐 on the plane and (𝑥, 𝑦, 𝑧) is a general point on the same plane then 𝑝−𝑥 𝑎 ( 𝑏 ) . (𝑝 − 𝑦 ) = 0 𝑞−𝑧 𝑐 On further expansion we have that 𝑎𝑝 − 𝑎𝑥 + 𝑏𝑝 − 𝑏𝑦 + 𝑐𝑞 − 𝑐𝑧 = 0. Consequently, 𝑎𝑥 + 𝑏𝑥 + 𝑐𝑧 = 𝑎𝑝 + 𝑏𝑝 + 𝑐𝑞 = 𝑘 Remarks The equation 𝑎𝑥 + 𝑏𝑦 + 𝑐𝑧 = 0 is the equation of a plane through the origin. When 𝑎 = 𝑏 = 0 then we have the equation of a plane parallel to the 𝑋 − 𝑌 plane. When 𝑏 = 𝑐 = 0 then we have the equation of a plane parallel to the 𝑌 − 𝑍 plane. Finally, when 𝑎 = 𝑐 = 0 then we have the equation of a plane parallel to the 𝑋 − 𝑍 plane. Question 1. Find the point of the intersection of the line joining (0, −1,1) and (3, −1,0) with plane 2𝑥 − 3𝑦 + 5𝑧 = 15. 14 SCHOOL OF MATHEMATICS Question 2. Determine the acute angle between the planes 𝑥 − 2𝑦 + 5𝑧 = 3 2𝑥 + 𝑦 − 3𝑧 = 15. Distance of a plane from the origin: Let 𝐴(𝑝, 𝑞, 𝑟) be the nearest point from the origin on the plane 𝑎𝑥 + 𝑏𝑦 + 𝑐𝑧 = 𝑘 then A is located on the normal to the plane. Thus 𝑎 𝑝 𝑏 𝑂𝐴 = 𝑡 ( ) = (𝑞 ) . 𝑐 𝑟 Substituting in the equation of the plane we obtain 𝑎2 𝑡 + 𝑏 2 𝑡 + 𝑐 2 𝑡 = 𝑘. From which we find that 𝑎 𝑘 𝑂𝐴 = 𝑎2 +𝑏2+𝑐 2 (𝑏 ). 𝑐 Therefore the shortest Distance of the plane from the origin is |𝑂𝐴| = 𝑘 √𝑎2 +𝑏 2 +𝑐 2 . Distance of a plane from a given point: Let 𝐴(𝑝, 𝑞, 𝑟) be the nearest point from a given point 𝑄(𝑚, 𝑛, 𝑡) on the plane 𝑎𝑥 + 𝑏𝑦 + 𝑐𝑧 = 𝑘 then the A is located on the normal to the plane passing through Q. We make the transformation 𝑋 = 𝑥 − 𝑚, 𝑌 = 𝑦 − 𝑛 , 𝑍 = 𝑧 − 𝑡 .So that the new origin shifts to (𝑚, 𝑛, 𝑡) . The equation of the plane becomes 𝑎(𝑋 + 𝑚) + 𝑏(𝑌 + 𝑛) + 𝑐(𝑍 + 𝑡) = 𝑘 Which on rearrangement becomes 𝑎𝑋 + 𝑏𝑌 + 𝑐𝑍 = 𝑘 − 𝑎𝑚 − 𝑏𝑛 − 𝑐𝑡. Now from the previous description the distance 𝑄𝐴 = 15 𝑘−𝑎𝑚−𝑏𝑛−𝑐𝑡 √𝑎2 +𝑏2 +𝑐 2 . SCHOOL OF MATHEMATICS CHAPTER II Vector subspaces Definition: Given a vector space V, a non-empty subset W of V is called a vector subspace of V if W is a vector space with respect to vector addition and scalar multiplication in V. Theorem W is a vector space of V if and only if i. a b W for all a, b W ii. ka W for all a W and k R Proof Suppose that W is a vector space of V then W is a vector space in its own right hence (i) and (ii) will apply Conversely Suppose that (i) and (ii) are satisfied in W then we need to show that the eight remaining conditions in a vector space apply in W Since W then a W Now 0a 0 W by (i) then 1 a a W by (ii). All the remaining six conditions apply in W since W is a subset of V. Examples a) let V be a vector space then W={0} is a vector subspace of V b) let V be a vector space and W=V then w is a vector space of V c) let V=R2 𝑎 𝑊 = {( ) a + 2b = 0} is a vector space of R2 𝑏 𝑥 𝑎 Let ( ) , (𝑦) 𝑊 then 𝑏 16 SCHOOL OF MATHEMATICS a 2b 0 and x 2y 0 .But, 𝑥 𝑎+𝑥 𝑎 ( ) + (𝑦) = (𝑏 + 𝑦) . Now 𝑏 a x 2 b y a x 2b 2y a 2b x 2y 00 0 So, 𝑥 𝑎 ( ) + (𝑦) 𝑊. 𝑏 Furthermore, 𝑎 𝑘𝑎 𝑘( ) = ( ) 𝑏 𝑘𝑏 𝑘𝑎 + 2𝑘𝑏 = 𝑘(𝑎 + 2𝑏) = k 0 0 . 𝑎 Hence 𝑘 ( ) 𝑊 𝑏 𝑥 d) 𝑊 = {(𝑦) x + y = 1} is not a subspace of R2 0 Note that 0 = ( ) 𝑊 𝑠𝑖𝑛𝑐𝑒 0 + 0 ≠ 1 0 𝑥 e) 𝑊 = {(𝑦) y = 𝑥 2 } is not a subspace of R2 1 Note ( ) 𝑊 1 1 1 2 But ( ) + ( ) = ( ) 𝑊 since 2≠22 1 1 2 Linear combinations In this section we discuss a method of creating subspaces from a finite set of vectors. Definition A vector x c1x1 c2 x 2 c3x 3 cn x n where c1,c2 ,c3 cn are scalars x1, x 2 .x n are vectors in a vector space V is called a linear combination of the x i ’s Example 1 2 ) , 𝑥2 = ( ) −5 −1 1 11 2 𝑥 = 3𝑥1 + 5𝑥2 = 3 ( ) + 5 ( ) = ( ). −5 −28 −1 11 1 2 ( ) is a linear combination of ( ) 𝑎𝑛𝑑 ( ). −28 −5 −1 𝑙𝑒𝑡 𝑥1 = ( 17 SCHOOL OF MATHEMATICS Remark If the xi’s are orthogonal, the scalars can be found as follows x c1x1 c2 x 2 c3x 3 cn x n We dot both sides by x1 obtain x1.x c1 (x1.x1) c2 (x 2.x1 ) cn (x n .x1 ) = c1.(x1.x1 ) 0 c1.(x1.x1 ) For x1≠0 we have that Similarly, 𝑐𝑖 = (𝑥𝑖 .𝑥) 𝑥𝑖 2 ( x 1 , x) c1 x1 2 . Hence, (𝑥1 .𝑥) 𝑥1 2 = 𝑐1 . , 𝑖 = 1,2, … , 𝑛. Example 1 7 1 2 Verify that 𝑥1 = ( ) 𝑎𝑛𝑑 𝑥2 = ( ) are orthogonal and hence write ( ) as a linear −5 2 −1 combination of the two vectors. Solution 1 2 ( ) . ( ) = 1 × 2 + 2 × (−1) = 0 . So 𝑥1 and 𝑥2 are orthogonal. 2 −1 Let 7 7 1 2 1 1 1 2 1 ( ) = 𝑐1 ( ) + 𝑐2 ( ) . So that ( ) . ( ) = 𝑐1 ( ) . ( ) + 𝑐2 ( ) . ( ) and, hence −5 −5 2 −1 2 2 2 −1 2 (7 − 10) = 𝐶1 (5) . Hence 𝐶1 = −3 5 19 1 and a similar computation using ( ) leads to 𝐶2 = 5 . Consequently 2 −3 1 19 2 7 )= ( )+ ( ) −5 5 2 5 −1 ( Example 2 1. Show that (0,0,1) is not a linear combination of (1,1,0) and (0,2,0) Proof Suppose that 0 1 0 (0) = 𝑐1 (1) + 𝑐2 (2) 1 0 0 18 SCHOOL OF MATHEMATICS 𝑐1 0 (0) = (𝑐1 + 2𝑐2 ) , this is absurd as 1≠0. 0 1 0 1 0 Hence (0) is not a linear combination of (1) and (2) 1 0 0 Question 4 0 1 2 2. Verify that (0) , (1) , (−2) are orthogonal and hence write (−2)as a linear combination of 1 0 0 3 the three vectors. Definition The subset W of all linear combinations of x1, x 2 ..x n is called the linear span of x1, x 2 ..x n . We write W span x1, x2 ,.xn for the linear span of x1, x 2 ..xn . Theorem The linear span of a set of vectors x1, x 2 ..x n is a vector subspace of the vector space V Proof Let c1x1 c2 x 2 . cn x n and c’1 x1 c’2 x 2 . c’n x n W Then c1x1 c2 x 2 . cn x n c’1 x1 c’2 x 2 . c1 c’2 x1 c2 c’2 x 2 . cn c’n x n W. Note that we have obtained the above by repeated use of the associative and commutative law. Finally k c1x1 c2x 2 . cn x n kc1x1 kc2x 2 . kc2x 2 W. The subset W of all linear combinations of the vectors x1, x 2 ..x n is called the linear subspace generated by x1, x 2 ..x n Remark Span {0} = {0} 19 SCHOOL OF MATHEMATICS Span 𝑉 = 𝑉 CHAPTER III BASIS OF VECTOR SPACES The objective in this chapter is to obtain the least number of vectors that can generate (span) a vector space Definition A set of vectors x1, x 2 ,.x n in a vector space V is said to be linearly dependent if there exists a vector in the set x1, x 2 ,.x n which is a linear combination of the other vectors. Example 1 1 0 1 1 0 The set {( ) , ( ) , ( )} is linearly dependent since ( ) = ( ) + ( ) 0 0 1 1 1 1 Note that any set of vector which contain zero is linearly dependent since 0=0x 1+0x2+…+0xn Theorem A set of vectors x1, x 2 ,.x n in a vector space V is linearly dependent if and only if there exists scalars c1,c2 ,cn not all zero so that c1x1 c2 x 2 . cn x n 0 Proof Suppose that x1, x 2 ,.x n are linearly dependent 20 SCHOOL OF MATHEMATICS At least one of the vectors is a linear combination of the others. We can assume x 1 is a linear combination of the others. If not we re-arrange the set so that x1 is a linear combination of the rest x1 c2 x 2 c3x 3 cn x n . So 0 x1 c2 x 2 c3x 3 cn x n where the first scalar is -1≠0 . Conversely, Suppose c1x1 c2 x 2 cn x n 0 and not all the ci ’s are zero. Assume that c1≠0. If c1=0 rearrange the equation so that c1≠0 then c2 x 2 c3x x . cn x n c1x1 i.e. −𝑐2 𝑐1 𝑥2 + −𝑐3 𝑐1 𝑐 𝑥3 + ⋯ + − 𝑐𝑛 𝑥𝑛 = 𝑥1 1 Hence x1 is a linear combination of the other vectors and so x1, x 2 ,.x n is a linearly dependent set. LINEAR INDEPENDENCE Definition A set of vectors x1, x 2 ,.x n is said to be linearly independent if none of the vectors is a linear combination of the other vectors Theorem The vectors x1, x 2 ,.x n are linearly independent if and only if the equation c1x1 c2 x 2 cn x n 0 has one and only one solution c1 c2 cn 0 . Proof Suppose that x1, x 2 ,.x n are linearly independent and c1x1 c2 x 2 cn x n 0 . If any of the scalars ci’ s is non-zero then x1, x 2 ,.x n are linearly independent contradicting the initial assumption it must be that c1 c2 cn 0 21 SCHOOL OF MATHEMATICS Conversely Suppose that the equation c1x1 c2 x 2 cn x n 0 has one and only one solution c1=c2=……=cn=0 we must show that the xi’s are independent. Suppose that the xi’s are linearly dependent. There exist scalars c1,c2 ,cn not all zero such that c1x1 c2 x 2 cn x n 0 . This contradicts the initial assumption as all such scalars are zero. Examples 2 −1 1. Show that ( ) 𝑎𝑛𝑑 ( ) 𝑎𝑟𝑒 𝑙𝑖𝑛𝑒𝑎𝑟𝑙𝑦 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 1 2 Proof 0 2 −1 Suppose that 𝑐1 ( ) + 𝑐2 ( ) = ( ) then 0 1 2 [ 2𝑐1 − 𝑐2 0 ]=( ) 𝑐1 + 2𝑐2 0 2𝑐1 − 𝑐2 = 0,𝑐1 + 2𝑐2 = 0 𝑐2 + 4𝑐2 = 0 5𝑐2 = 0𝑐2 = 0 𝑐1 = 𝑐2 2 0 𝑐1 = 2 𝑐1 = 0 1 0 0 Prove that the vectors (1) , (1) 𝑎𝑛𝑑 (1) are linearly independent in R3 0 0 2 Proof Suppose that 1 0 0 0 𝑐1 (1) + 𝑐2 (1) + 𝑐3 (1) = (0) 0 0 2 0 𝑐1 0 0 0 𝑐 𝑐 ( 2 ) + (𝑐2) + ( 3 ) = (0) 0 2𝑐3 0 0 𝑐1 + 0 + 0 = 0 𝑐1 = 0 0 + 0 + 2𝑐3 = 0𝑐3 = 0 22 SCHOOL OF MATHEMATICS 𝑐1 + 𝑐2 + 𝑐3 = 0 (but c1=0, c2=0) 0 + 0 + 𝑐3 = 0𝑐3 = 0 2. Prove that the functions 𝑐𝑜𝑠 and 𝑠𝑖𝑛 are linearly independent in the space 𝐶 [0,2] of continuous functions Proof Assume that for some scalars 𝑐1 cos + 𝑐2 sin = 0…….i Differentiating −𝑐1 𝑠𝑖𝑛 + 𝑐2 𝑐𝑜𝑠 = 0….ii We multiply (i) by sin and (ii) by 𝑐𝑜𝑠 to obtain 𝑐1 sincos + 𝑐2 𝑠𝑖𝑛2 = 0……iii −𝑐1 𝑠𝑖𝑛𝑐𝑜𝑠 + 𝑐2 𝑐𝑜𝑠 2 = 0…..iv Solving (iii) and (iv) simultaneously and eliminating c1 we obtain 𝑐2 𝑠𝑖𝑛2 + 𝑐2 𝑐𝑜𝑠 2 = 0 𝑐2 (𝑠𝑖𝑛2 + 𝑐𝑜𝑠 2 ) = 0 But 𝑠𝑖𝑛2 + 𝑐𝑜𝑠 2 = 1 , hence 𝑐2 . 1 = 0𝑐2 = 0 From (i) 𝑐1 cos = 0 (cos is not always zero) .So it must be that 𝑐1 = 0 . Question 3. Prove that 1 − 𝑥, 𝑥 2 − 1, 𝑥 3 + 2𝑥 − 1 are linearly independent in the vector space P3(x) Question 4. Prove that 𝑒 −𝑥 , 𝑒 −2𝑥 , 𝑒 −3𝑥 are linearly independent in the space 𝐶 [0,1] Question 4 Prove that if x1, x 2 ,.x n are orthogonal, then they are linearly independent. 5 Prove that if 𝑢, 𝑣, 𝑤 are linearly independent in a vector space V then 𝑢, 𝑢 + 𝑤, 𝑢 − 𝑤 are also linearly independent. Matrices and Matrix operations 23 SCHOOL OF MATHEMATICS We introduce matrices as useful tools of trade as will be evident in the subsequent topics. A matrix is a rectangular arrangement of numbers. We add matrices according to corresponding entries. For this reason addition is meaningful only for matrices of the same order. Thus 𝐴 + 𝐵 = (𝑎𝑖𝑗 ) + (𝑏𝑖𝑗 ) = (𝑎𝑖𝑗 + 𝑏𝑖𝑗 ) 𝑖 = 1,2 … . , 𝑚 𝑗 = 1,2, … . , 𝑛 Matrix multiplication is computed by the dot product of rows of the first matrix with the columns of the second matrix. More precisely the dot product of the 𝑖𝑡ℎ row in 𝐴 with the 𝑗𝑡ℎ column of 𝐵 yield the 𝑖 𝑗𝑡ℎ entry in 𝐴𝐵 .Matrix multiplication is only possible when the number of columns of the first matrix is the same as the number of rows of the second matrix. Elementary row operations The following are called elementary row operations on a Matrix i. ii. iii. Interchanging any two rows Multiplying a row of a Matrix by a non -zero scalar Adding a scalar multiple of a row to another row A matrix A is similar to B if B is obtained from A by a finite sequence of elementary operations Echelon form A matrix A is said to be in echelon form if for each non-zero row , the first nonzero element 𝑎𝑖𝑗 has all the element below it as zero ,unless the row is the last row in the matrix. The echelon form is one of the canonical forms we shall investigate. Example The matrices below are in echelon form 2 −1 1 [0 3 ], [0 0 0 0 −1 0 3 5] 0 −1 Each matrix can be reduced to echelon form by use of elementary row operations Example 1. Reduce the matrix 1 −1 0 [2 3 2 ] to echelon form. −1 3 −1 24 SCHOOL OF MATHEMATICS Solution Replace the second row with the sum of −2 times the first row and the second row. Also replace the third row with the sum of the first row and the third row. Secondly Replace the third row with the sum of −2times the third row and the second row . Finally replace the third row with the sum of −5times the third row to the second row 1 [2 −1 −1 0 1 −1 0 1 −1 0 1 3 2 ] ≡ [0 5 2] ≡ [0 5 2] ≡ [0 3 −1 0 2 1 0 1 0 0 −1 0 5 2] 0 −3 The final Matrix is in echelon form 2 Reduce the matrix below to echelon form 2 1 [3 2 ] 1 −1 3 Show that the rows of the matrix below are linearly independent 𝑎 𝑏 𝑐 [0 𝑑 𝑒 ] 0 0 𝑓 Theorem The nonzero rows of a matrix when reduced to echelon form are linearly independent The above theorem can be used to provide an alternative method of investigating independence of vectors in 𝑅 𝑛 . The vectors are written as the rows of a matrix and then an equivalent matrix is obtained that is in echelon form. If the echelon form does not contain a zero row the vectors are linearly independent. If on the other hand the echelon form does contain a zero row then the vectors are linearly dependent Example 25 SCHOOL OF MATHEMATICS −4 −1 0 1) Investigate the vectors ( 2 ) , (1) , ( 3 ) for linear independence 3 5 0 Solution −1 2 3 −1 Let the matrix 𝐴 = [ 0 1 5] then 𝐴 ≡ [ 0 −4 3 0 0 2 3 −1 2 1 5 ]≡[ 0 1 −5 −12 0 0 3 5] 13 The echelon form does not contain a Zero row so the three vectors are linearly independent −1 0 −5 2) Show that the vectors ( 2 ) , (1) , ( 12 ) ,, are linearly dependent and show clearly how one 3 5 25 of the vectors is a linear combination of the other vectors Solution −1 2 Let 𝐴 = [ 0 1 −5 12 3 −1 2 3 −1 2 ] ≡ [ ] (−5𝑅 + 𝑅 ) ≡ [ 5 0 1 5 0 1 1 3 25 0 2 10 0 0 3 5] (−2𝑅 ′ 2 + 𝑅 ′ 3 ) 0 The echelon form equivalent to A has a zero row so the original vectors are linearly dependent. Furthermore, −2𝑅 ′ 2 + 𝑅 ′ 3 = 0 = −2𝑅2 + (−5𝑅1 + 𝑅3 ) Hence, 𝑅3 = 5𝑅1 + 2𝑅2 . −1 0 −5 Clearly, ( 12 ) = 5 ( 2 ) + 2 (1) 3 5 25 3) Show that the polynomials 1 − 𝑥, 1 − 2𝑥 2 , 𝑥 2 − 𝑥 + 1,1 + 2𝑥 + 𝑥 2 are linearly dependent and clearly indicate how one of the Polynomials is a linear combination of the other Polynomials 4) Prove that any three non- zero vectors 𝑅 2 are linearly dependent Theorem Given that the vectors x1, x 2 ,.x n are linearly independent and x c1x1 c2 x2 . cn xn then this representation is unique 26 SCHOOL OF MATHEMATICS Proof Suppose that x c1x1 c2 x2 . cn xn and x c1/ x1 +c2/ x2 cn/ xn Then subtracting both sides we obtain 0 (c1 c1/ ) x1 +(c1 c2/ ) x2 (c1 cn/ ) xn . Since the xi’s are linearly independent we must have that: 0 (c1 c1/ ) (c1 c2/ ) (c1 cn/ ) . Hence c1 c1/ ,c1 c2/ ,c1 cn/ . Definition A set of vectors x1, x 2 ,.x n is called a finite basis of a vector space V if x1, x 2 ,.x n are linearly independent and generate (span) the vector space V i.e. span{ x1, x 2 ,.x n }=V Definition A vector space V is said to be finite dimensional if V has a finite basis. Otherwise, V is infinite dimensional. Theorem Every vector space V that is different from the trivial vector space 𝑉 = {0} has a basis Theorem A set of vectors [ x1, x 2 ,.x n ] is a basis of V if and only if the set [ x1, x 2 ,.x n ] is maximal linearly independent in V Remark This means that the vectors x1, x 2 ,.x n are linearly independent and if a new element is introduced, the resulting set is linearly dependent. Proof 27 SCHOOL OF MATHEMATICS Suppose x1, x 2 ,.x n is a finite basis of vector space V. we show that the set is maximal linearly independent Let xV then since x1, x 2 ,.x n are a basis therefore x is a linear combination of x1, x 2 ,.x n hence [ x1, x 2 ,.x n , x ,] is a linearly dependent set. Hence [ x1, x 2 ,.x n ] is maximal linearly independent Conversely Suppose that { x1, x 2 ,.x n } is maximal linearly independent. We must show that { x1, x 2 ,.x n } is a basis for V. It is sufficient to show that { x1, x 2 ,.x n } is a generating set for V. Let xV then {x, x1, x 2 ,.x n } is a linearly independent set. It must be that x is a linear combination of x1, x 2 ,.x n , hence { x1, x 2 ,.x n } is a basis for V. Theorem A of vectors { x1, x 2 ,.x n } is a basis for vector space V if and only if { x1, x 2 ,.x n } is a minimal generating (spanning) set of vectors for the vector space V Remark The set { x1, x 2 ,.x n } generates the vector space V but if any one of the vectors is deleted from the list, the remaining vectors do not generate V Theorem If a vector space V has a finite basis then each basis of V has the same number of elements Example 1 0 0 The vectors 𝑖 = (0) , 𝑗 = (1) , 𝑘 = (0) are a basis for R3 0 0 1 Note 𝑖, 𝑗, 𝑘 are orthogonal vectors in R3 hence they are linearly independent Let 𝑥1 𝑥 = (𝑥2 ) 𝑥 = 𝑥1 𝑖 + 𝑥2 𝑗 + 𝑥3 𝑘 𝑥3 28 SCHOOL OF MATHEMATICS So span {𝑖, 𝑗, 𝑘} = R3 Definition If 𝑉 has a finite basis and that n is the number of elements in a basis of V then the dimension of V is n Definition If { x1, x 2 ,.x n } is a finite basis for a Vector space V and matrix or column vector representation of x by x c1x1 c2 x2 . cn xn then define the 𝑐1 𝑐2 𝑥 = ( ⋮ ). 𝑐𝑛 Example The Dimension of R4 is 4. In R4 the vectors 1 0 0 0 0 1 0 0 𝑖 = ( ) , 𝑖2 = ( ) , 𝑖3 = ( ) , 𝑖4 = ( ) 0 0 1 0 0 0 0 1 form the standard basis and so R4 has 4 dimensions. Determine the dimension of the subspace of R3 below i. 𝑤1 = {(𝑎, 𝑏, 0)a, bR} ii. 𝑤2 = {(𝑎, 𝑎 − 𝑏, 𝑏)a, bR} iii. 𝑤3 = {(𝑎, 𝑏, 𝑐)2a + c = b} Solution 𝑊1 = {(𝑎, 𝑏, 0)a, bR} 𝑥𝜖𝑊1 ↔ 𝑥 = (𝑎, 𝑏, 0) = (𝑎, 0,0) + (0, 𝑏, 0) = 𝑎(1,0,0) + 𝑏(0,1,0) a,bR 29 SCHOOL OF MATHEMATICS The vector (1,0,0) and (0,1,0) generated W1 since (1,0,0) and (0,1,0) are orthogonal and they are linearly independent hence form a basis for 𝐷𝑖𝑚(𝑊1 ) = 2 𝑊2 = {(𝑎, (𝑎 − 𝑏), 𝑏)a, bR} ={(𝑎, 0,0) + (0, (𝑎 − 𝑏), 0) + (0,0, 𝑏)} ={𝑎(1,0,0) + 𝑎(0,1,0) − 𝑏(0,1,0) + 𝑏(0,0,1)} ={𝑎(1,1,0) + 𝑏(0, −1,1)} Hence (1,1,0) and (0, −1,1) generates W2 . The vector (1, 1, 0) and (0, −1,1) are linearly independent hence they form a basis for 𝑊2 .The dimension of 𝑊2 is two . 𝑊3 = {(𝑎, 𝑏, 𝑐)2a + c = b} 𝑊3 = {(𝑎, 2𝑎 + 𝑐, 𝑐): 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑠𝑐𝑎𝑙𝑎𝑟𝑠 𝑐} ={(𝑎, 0,0) + (0,2𝑎 + 𝑐, 0) + (0,0, 𝑐)} ={𝑎(1,0,0) + 2𝑎(0,1,0) + 𝑐(0,1,0) + 𝑐(0,0,1)} ={𝑎(1,0,0) + 𝑎(0,2,0) + 𝑐(0,1,0) + 𝑐(0,0,1)} ={𝑎(1,2,0) + 𝑐(0,11)}. Hence (1,2,0) and (0,1,1) are linearly independent and forms the basis for 𝑊3 The dimension of 𝑊3 is two. 30 SCHOOL OF MATHEMATICS CHAPTER IV LINEAR SYSTEMS OF EQUATIONS A system of equations of the type below is called a linear system of equation of m equations in n variables. 𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ + 𝑎1𝑛 𝑥𝑛 = 𝑏1 𝑎21 𝑥1 + 𝑎22 𝑥2 + ⋯ + 𝑎2𝑛 𝑥𝑛 = 𝑏2 𝑎𝑚1 𝑥1 + 𝑎𝑚2 𝑥2 + ⋯ + 𝑎𝑚𝑛 𝑥𝑛 = 𝑏𝑚 This represents m equation in n unknowns can be written as a matrix equation as follows. The matrix 𝑎11 𝑎21 𝐴=[ ⋮ 𝑎𝑚1 𝑎12 𝑎22 ⋮ 𝑎𝑚2 ⋯ 𝑎1𝑛 ⋯ 𝑎2𝑛 ⋮ ⋮ ] ⋯ 𝑎𝑚𝑛 is called the coefficient matrix . 𝑏1 𝑏 The vector 𝐵 = ( 2 ) is called the constant Matrix. The system can now be summarized in a ⋮ 𝑏𝑚 𝑥1 𝑥2 vector equation of the type 𝐴𝑋 = 𝐵 where 𝑋 = ( ⋮ ) is a solution to the system 𝐴𝑋 = 𝐵 , is a 𝑥𝑛 vector in Rn . So, to solve the system we note that we obtain an equivalent system by any of the following operations: 31 SCHOOL OF MATHEMATICS i. ii. iii. Interchanging two equations Multiply an equation by a non-zero scalar Add a scalar multiple of one equation to another equation Operations (𝑖) → (𝑖𝑖𝑖) are called elementary row operations similar to those defined on matrices. The technique is called the Gaussian Elimination method. It involves applying a sequence of row operation to reduce the number of variables in each subsequent equation and is illustrated below Gauss elimination method Solve the system 𝑥 − 2𝑦 + 3𝑧 = 3 (i) 2𝑥 − 4𝑦 + 5𝑧 = 0 ( ii) 𝑥 + 3𝑦 − 𝑧 = 5 ( iii) Solution We apply elementary operations on the system to obtain an equivalent system where each subsequent equation has fewer variables Equation (𝑖𝑖) ↔ 2(𝑖) − (𝑖𝑖) and (𝑖𝑖𝑖) ↔ (𝑖) − (𝑖𝑖) 𝑥 − 2𝑦 + 3𝑧 = 3 𝑧=6 −5𝑦 + 4𝑧 = −2 Interchanging rows we have that 𝑥 − 2𝑦 + 3𝑧 = 3 −5𝑦 + 4𝑧 = −2 𝑧=6 And now we substitute in the rest of the equations −5𝑦 + 4(6) = −2 𝑦= 32 26 5 ,𝑥 = −23 5 ,𝑧 =6 SCHOOL OF MATHEMATICS The same steps can be achieved by use of row operations on the augmented matrix [𝐴; 𝐵] . The objective is to reduce the augmented matrix to echelon form and the recover a more simple system 1 2 3 2 4 5 1 3 1 3 1 2 3 3 1 2 3 3 ' ' ' ' 0 2 R1 R2 R2 ; R1 R3 R3 0 0 1 6 R2 R3 0 5 4 2 0 5 4 2 0 0 1 6 5 From the reduced form we obtain the equations just was found in the earlier method 𝑥 − 2𝑦 + 3𝑧 = 3 −5𝑦 + 4𝑧 = −2 𝑧=6 Question 2𝑥 − 3𝑦 + 𝑧 = 5 5𝑥 − 4𝑦 + 5𝑧 = 1 Solution 𝑥 2 −3 1 𝑦 5 [ ][ ] = [ ] 5 −4 5 𝑧 1 The augmented matrix 2 [ 5 −5 1 5 2 ]=[ −4 5 1 0 −5 1 5 ] 7 5 −23 We replace the equation 2x − 5y + z = 5 7𝑦 + 5𝑧 = −23 . Let 𝑧 = then 7𝑦 = −5 − 23 𝑦= 𝑥= 33 −5−23 7 −17−11 7 . Here is an arbitrary value, leading to infinity of solutions SCHOOL OF MATHEMATICS Question Solve the system below 𝑥 − 5𝑦 + 7𝑧 = 5 2𝑥 − 3𝑦 + 5𝑧 = 1 4𝑥 − 𝑦 − 𝑧 = 0 Question Find the solutions of the following systems of equation 1. 𝑥1 + 2𝑥2 − 𝑥3 = 0 2𝑥1 + 4𝑥2 − 𝑥5 = −4 𝑥1 − 2𝑥3 − 𝑥4 = 2 2𝑥1 + 3𝑥2 − 𝑥3 + 𝑥4 − 2𝑥5 = −5 2. 𝑥1 + 𝑥2 = 1 𝑥1 + 𝑥2 = 2 Solve the system below 2𝑥 − 𝑦 = 5 𝑥 + 3𝑦 = 1 4𝑥 − 7𝑦 = 2 Solution 3 1 2 −1 5 1 [1 3 1]=[0 7 3] 4 −7 2 0 −17 −2 1 3 1 1 3 1 =[0 −133 57 ]=[0 −133 57 ] 0 −133 −14 0 0 −71 We recapture the equations from echelon form, 𝑥 + 3𝑦 = 1 −133𝑦 = 57 0 = −71 From the equations we obtain 0 = −71 .This is a contradiction. Hence the system is inconsistence Remark A linear system either has a unique solution or infinity of solutions or is inconsistent. 34 SCHOOL OF MATHEMATICS The Jordan Gauss reduction Method The method above can be used to solve a system which has unique solution . The augmented matrix [𝐴; 𝐵] is reduced to the form [𝐼; 𝑃] .From which the equivalent system is 𝐼𝑋 = 𝑃 Hence 𝑋 = 𝑃 Question Solve the system below 𝑥 − 5𝑦 + 7𝑧 = 5 2𝑥 − 3𝑦 + 5𝑧 = 1 4𝑥 − 𝑦 − 𝑧 = 0 Recall that the system when reduced to echelon form is 23 5 1 2 3 3 1 2 0 15 1 0 0 0 5 4 2 R 4 R R ' , R 3R R ' 0 5 0 26 1 R R '' , R 2 R R '' 0 1 0 26 2 3 2 1 3 1 2 1 2 1 5 2 5 5 0 0 1 6 0 0 1 6 0 0 1 6 Leading to the same solution namely,𝑥 = 23 ,= 5 26 5 , 𝑧 = 6. This is the same result we obtained earlier. Of cause the technique involves many more steps hence one needs care to avoid errors. Question 1 Solve the matrix equation 𝐴𝑋 = 𝐵 where 𝐴 = [ 3 Solution 35 2 5 6 ] and 𝐵 = [ ] 4 7 8 SCHOOL OF MATHEMATICS We use the Jordan-Gauss method to find the Matrix X The augmented matrix is [ 1 2 5 6 1 2 5 6 1 0 −3 −4 ] ≡ 3𝑅1 − 𝑅2 [ ] ≡ 𝑅1 − 𝑅2 [ ] 3 4 7 8 0 2 8 10 0 2 8 10 1 1 0 −3 −4 ≡ 𝑅2 [ ] 0 1 4 5 2 Hence the solution is 𝑋 = [ −3 −4] 4 5 Definition If A is a matrix the number of non-zero rows when it is reduced to echelon form is called the rank of the matrix. Example Find the rank of the matrix below 1 𝐴 = [2 3 −1 0 3 5] 2 5 Solution 1 −1 0 [0 5 5 ] 0 5 5 1 −1 0 [0 5 5 ] 0 0 0 Rank (A)=2 Find the rank of the matrix below 1 𝐴 = [2 1 1 3 5 [0 −7 −7] 0 1 1 1 3 5 [0 −7 −7] 0 0 0 36 3 5 −1 3] 2 4 SCHOOL OF MATHEMATICS The Rank of A is 2 since the reduced matrix equivalent to A has two non- zero rows A linear system of the type 𝐴𝑥 = 𝐵 has no solution if Rank (A)Rank of augmented matrix A square matrix A is said to be a non-singular matrix if there exists a square matrix B such that 𝐴𝐵 = 𝐼 = 𝐵𝐴 The matrix B is called the inverse of A written as 𝐴−1 Theorem If A and B are nonsingular matrices then 𝐴−1 is nonsingular and (𝐴−1 )−1 = 𝐴 (𝐴 𝐵)−1 = 𝐵 −1 𝐴−1 𝑨𝑩 = 𝑨𝑿 ↔ 𝑩 = 𝑿 i) ii) iii) Proof 𝐴(𝐴−1 ) = 𝐼=(𝐴−1 )𝐴 Hence from definition(𝐴−1 )−1 = 𝐴. (AB) (𝐵 −1 𝐴−1 ) = ((𝐴𝐵)𝐵−1 )𝐴−1 = (𝐴(𝐵𝐵 −1 ))𝐴−1 = (𝐴𝐼)𝐴−1 = 𝐴𝐴−1 = 𝐼 If 𝑩 = 𝑿 then 𝐴𝐵 = 𝐵𝑋 by substitution. Conversely, if 𝑨𝑩 = 𝑩𝑿 then, i) i) ii) 𝑩 = 𝑰𝑩 = (𝐴−1 𝐴)𝐵 = 𝐴−1 (𝐴𝐵) = 𝐴−1 (𝐴𝑋) = (𝐴−1 𝐴)𝑋 = 𝐼𝑋 = 𝑋 The method of reduction to echelon can be used to find the inverse of the square matrix. Actually we solve the equation 𝐴𝑋 = 𝐼 . The augmented matrix [𝐴 ⋮ 𝐼] is reduced to the form [𝐼 ⋮ 𝐵] then = 𝑋 = 𝐵 . So the matrix 𝐵 = 𝐴−1 Example Find the inverse of the matrix below 1 𝐴 = [0 1 −1 2 2 1] 2 1 Solution −1 𝐴𝐴 37 1 = 𝐵 [0 1 −1 2 𝑎11 2 1] [𝑎21 2 1 𝑎31 𝑎12 𝑎22 𝑎32 𝑎13 1 𝑎23 ] = [0 𝑎33 0 0 0 1 0] 0 1 SCHOOL OF MATHEMATICS The augmented matrix is 1 −1 2 [0 2 1 1 2 1 ⋮ 1 0 ⋮ 0 1 ⋮ 0 0 0 0] 1 1 −1 2 ⋮ 1 [0 2 1 ⋮ 0 0 3 −1 ⋮ −1 0 0 1 0] 0 1 1 −1 2 ⋮ 1 [0 6 3 ⋮ 0 0 6 −2 ⋮ −2 0 0 3 0] 0 2 1 −1 2 ⋮ 1 [0 6 3 ⋮ 0 0 6 −5 ⋮ −2 0 0 3 0] −3 2 1 [0 0 −1 2 ⋮ 1 1 1⁄2 ⋮ 0 0 1 ⋮ 2⁄5 1 −1 0 0 1 0 [0 0 1 1 [0 0 0 ⋮ 1 0 ⋮ 0 0 1 ⋮ 1⁄ 5 1 ⋮ − ⁄5 ⋮ 2⁄5 ⋮ 0 1⁄ 2 3⁄ 5 0 0 ] − 2⁄5 − 6⁄5 1⁄ 5 3⁄ 5 0 −1 1 1 − ⁄5 ⁄5 3⁄ 2⁄ 5 5 4⁄ 5 1⁄ 5 2 − ⁄5] 1 1⁄ 5 ] 2 − ⁄5 Hence 𝐴−1 0 1 = [− ⁄5 2⁄ 5 −1 1 1⁄ 1⁄ 5 5 ] 3⁄ − 2⁄ 5 5 Question 1 1 Find the inverse of the matrix below 𝐴 = [2 0 −5 3 1 1] 1 4 1 −1 1 2 −1 5 1 1 ] and 𝐵 = [0 1 1] 1 0 −1 2 3 −1 2 Solve the matrix equation 𝐴𝑋 = 𝐵 where 𝐴 = [0 38 SCHOOL OF MATHEMATICS Definition A square matrix A can be written in the form 𝐴 = 𝐿𝑈 where L is a lower triangular matrix and U is an upper triangular matrix . This is called the 𝐿𝑈 Decomposition of the Matrix A The matrix U can be found by reducing A to echelon form then L can be found by solving the matrix equation 𝐴 = 𝑋𝑈 1 −5 3 3 Write the matrix below in the form 𝐴 = 𝐿𝑈 where 𝐴 = [2 1 1] 0 1 4 Solution 1 −5 3 1 −5 [2 1 1] ≡ (2𝑅1 − 𝑅2 ) [0 −11 0 1 4 0 1 3 1 5] ≡ [0 4 0 −5 3 −11 5 ] 0 49 So let 1 −5 𝑈 = [0 −11 0 0 𝑎 Then We solve the equation𝐴 = [ 𝑏 𝑑 0 𝑐 𝑒 0 1 −5 0] [0 −11 𝑓 0 0 3 5] 49 3 1 −5 3 5 ] = [2 1 1] 49 0 1 4 1 From which we have that 𝑎 = 1, 𝑏 = 2, 𝑐 = −1, 𝑑 = 0, 𝑒 = − 11 . 𝑓 = 1/11 1 0 −1 Hence 𝐴 = [2 0 −1/11 39 0 1 −5 3 0 ] [0 −11 5 ] 1/11 0 0 49 SCHOOL OF MATHEMATICS CHAPTER V LINEAR TRANSFORMATIONS Definition A matrix of T from a linear space V to a linear space W is called a linear transformation if T(x + y) = Tx + Ty for all , scalars and vectors 𝑥, 𝑦𝑉 Remark The scalar multiplication and vector addition on the left hand side are performed in V while the ones the right hand side are performed in W. Theorem If T is a linear transformation of the vector space w, then i. ii. iii. T(0) = 0 T(x + y) = Tx + Ty 𝑇(−𝑥) = −𝑇(𝑥) Set = 1, = 1. Then 𝑇(𝑥 + 𝑦) = 𝑇(𝑥) + 𝑇(𝑦) Set = (−1), = 0 then 𝑇(−𝑥 + 0𝑦) = −1(𝑇(𝑥) + 0𝑇(𝑦) = −𝑇(𝑥) + 0 = −𝑇(𝑥) Example 1. Show that 𝑇(𝑥, 𝑦, 𝑧) = (2, 𝑥 − 𝑦, 𝑥 + 𝑧) is not a linear transformation Proof 40 SCHOOL OF MATHEMATICS 𝑇(0,0,0) = (2,0,0) ≠ 0 Prove that 𝑇(𝑥, 𝑦) = (𝑥 − 𝑦, 𝑥 + 2𝑦) is a linear transformation Proof Let , be the scalars and (𝑥1 , 𝑦1 ), (𝑥2 , 𝑦2 )𝑅 (𝑥1 , 𝑦1 ) + (𝑥2 , 𝑦2 ) = (𝑥1 + 𝑥2 , 𝑦1 + 𝑦2 ) 𝑇((𝑥, 𝑦) + (𝑥2 + 𝑦2 )} = 𝑇(𝑥1 + 𝑥2 , 𝑦1 + 𝑦2) =((𝑥1 + 𝑥2 ) − (𝑦1 + 𝑦2 ), (𝑥1 + 𝑥2 + 2(𝑦1 + 𝑦2 )) =((𝑥1 − 𝑦1 ) + (𝑥2 − 𝑦2 ), (𝑥1 + 2𝑦1 ) + (𝑥2 + 2𝑦2 )) However T(x, y) + T(𝑥1 , 𝑥2 ) =((𝑥1 − 𝑦1 ), (𝑥1 + 2𝑦1 )) + ((𝑥2 − 𝑦2 ), (𝑥2 + 2𝑦2 )) =((𝑥1 − 𝑦1 ) + (𝑥2 − 𝑦2 ), (𝑥1 + 2𝑦1 ) + (𝑥2 + 2𝑦2 )) =(𝑥1 − 𝑦1 ), (𝑥1 − 2𝑦1 ) + (𝑥2 + 𝑦2 ), (𝑥2 + 2𝑦2 =((𝑥1 − 𝑦1 ) + (𝑥2 − 𝑦2 ), (𝑥1 + 2𝑦1 ) + (𝑥2 + 2)) From the computation, T is a linear transformation Example Show that 𝑇(𝑥, 𝑦) = (𝑥 2 + 𝑦 2 , 𝑥 − 𝑦) is not a linear transformation Proof Note T(0)=0 𝑇(1,1) + 𝑇(1,1) = (12 + 12 , 1 − 1) + (12 + 12 , 1 − 1) = (2,0) + (2,0) 4,0) ≠ (8,0) = 𝑇(2,2) hence is not a linear transformation Example Prove that 𝑇(𝑥, 𝑦) = (𝑥𝑦, 𝑦 − 𝑥) is not a linear transformation 41 SCHOOL OF MATHEMATICS Proof 𝑇(0) = 0 𝑇((1,1) + (1,1)) = 𝑇(2,2) = [(2𝑥2), (2 − 2)] = (4,0) 𝑇(1,1) + 𝑇(1,1) = [(1𝑥1), (1 − 1) + (1𝑥1), (1 − 1)] = (1,0) + (1,0) = (2,0) (4,0) ≠ (2,0) .T is not a linear transformation. Definition Let 𝑇 be a linear transformation of the linear space V into the linear space W then i. The kernel of T is defined as ker(𝑇) = {𝑣𝑉T(v) = 0} ii. The image of the image of V under T is 𝑇(𝑉) = {𝑤𝑊T(v) = w} Theorem i. ii. ker(𝑇) is a subspace of V image of V under T is a subspace of W Proof of (i) Let 𝑣1,, 𝑣2 𝑘𝑒𝑟(𝑇). Then 𝑇(𝑣1 ) = 𝑇(𝑣2 ) = 0 Hence 𝑇(𝑣1 + 𝑣2 ) = 𝑇(𝑣1 ) + 𝑇(𝑣2 ) = 0 + 0 = 0 So, 𝑣1 + 𝑣2 ker(𝑇) Finally let 𝑣ker(𝑇) and be scalars. Then 𝑇(𝑣) = 𝑇(𝑣) = 0 hence Vker𝑇. Prove part ii of the above theorem as an exercise Examples 1 Determine the dimension of the kernel of the transformation below: 𝑇((𝑥, 𝑦. 𝑧) = (𝑥 − 2𝑦 + 𝑧, 2𝑥 + 𝑦+) 2 Determine the dimension of the Kernel and image space of the transformation below: 42 SCHOOL OF MATHEMATICS 𝑇((𝑥, 𝑦, 𝑧, 𝑤) = (𝑥 ∓ 𝑧 + 𝑤, 𝑦 + 𝑤, 𝑥 − 2𝑦 + 𝑧) Theorem A linear transformation T from V into W is injective if and only if the Kernel of T is {0} Proof If T is injective then T is one to one . But 𝑇(0) = 0. So Kernel of T is {0}. Conversely suppose that Kernel of Kernel of T is {0} and 𝑇(𝑥) = 𝑇(𝑦) then is 𝑇(𝑥 − 𝑦) = 𝑇(𝑥) − 𝑇(𝑦) = 0 Hence 𝑥 − 𝑦 = 0 and so 𝑥 = 𝑦. LINEAR TRANSFORMATIONS AND THEIR MATRICES If V is a finite dimensional vector space then to each linear transformation we associate a matrix. Also a Matrix thus represents a linear transformation from a finite dimensional space Let 𝑥1 , 𝑥2 … … . . 𝑥𝑛 be a basis for vector space V and A to be a linear transformation of V into W with basis 𝑦1 , 𝑦2 … … . . 𝑦𝑚 Each vector xV can be written uniquely as a linear combination of the basis vectors i.e. 𝑥 = 𝑐1 𝑥1 + 𝑐2 𝑥2 + ⋯ + 𝑐𝑛 𝑥𝑛 Hence, 𝐴𝑥 = 𝐴(𝑐1 𝑥1 + 𝑐2 𝑥2 + ⋯ + 𝑐𝑛 𝑥𝑛 ) = 𝑐1 𝐴𝑥1 + 𝑐2 𝐴𝑥2 + ⋯ + 𝑐𝑛 𝐴𝑥𝑛 = 𝑐1 (𝑎11 𝑦1 + 𝑎21 𝑦2 + 𝑎31 𝑦3 + ⋯ + 𝑎𝑚1 𝑦𝑚 ) + 𝑐2 (𝑎12 𝑦1 + 𝑎22 𝑦2 + ⋯ + 𝑎𝑚2 𝑦𝑚 )+. . +𝑐𝑛 (𝑎1𝑛 𝑦1 + 𝑎2𝑛 𝑦2 + ⋯ + 𝑎𝑚𝑛 𝑦𝑚 ) = (𝑐1 𝑎11+𝑐2 𝑎12+…+𝑐𝑛 𝑎1𝑛 ) 𝑦1 +(𝑐1 𝑎21 + 𝑐2 𝑎22 + ⋯ + 𝑐𝑛 𝑎2𝑛 ) 𝑥2 +…+(𝑐1 𝑎𝑛1 + 𝑐2 𝑎𝑛2+ … +𝑐𝑛 𝑎𝑛𝑚 ) 𝑥𝑛 . An inspection of the above expression confirms that 𝐴𝑥 is a matrix product where 43 SCHOOL OF MATHEMATICS 𝑐1 . . . 𝑎1𝑚 𝑐2 … 𝑎2𝑚 ] and 𝑥 = ( ) . Note that the basis vectors 𝑥1 , 𝑥2 … … . . 𝑥𝑛 can ⋮ 𝑎𝑛𝑚 𝑐𝑛 1 0 0 0 1 0 be written as column vectors namely ( ) , ( ) … ( ) where it is understood to mean that ⋮ ⋮ ⋮ 0 0 1 𝑎11 𝐴 = [ 𝑎21 𝑎𝑛1 𝑎12 𝑎22 𝑎𝑛2 𝑥1 = 1𝑥1 + 0𝑥2 + ⋯ 0𝑥𝑛 , 𝑥2 = 0𝑥1 + 1𝑥2 + ⋯ 0𝑥𝑛 .. 𝑥𝑛 = 0𝑥1 + 0𝑥2 + ⋯ 1𝑥𝑛 𝑎11 𝑎12 . . . 𝑎1𝑚 1 𝑎11 𝑎12 . . . 𝑎1𝑚 0 𝑎 𝑎 … 𝑎2𝑚 ] (0) = ( 21 ) and 𝐴𝑥2 = [𝑎21 𝑎22 … 𝑎2𝑚 ] (1) = ( 22 ) ⋮ ⋮ ⋮ ⋮ 𝑎𝑛𝑚 𝑎𝑛1 𝑎𝑛2 𝑎𝑛𝑚 𝑎 𝑎 0 𝑛1 0 22 and etc. It is clear the columns of the Matrix are precisely the images of the basis vectors. 𝑎11 So 𝐴𝑥1 = [𝑎21 𝑎𝑛1 𝑎12 𝑎22 𝑎𝑛2 Example 1 Find the matrix of the transformation of 1 0 𝑇(𝑥, 𝑦) = (𝑥 − 𝑦, 2𝑥 − 3𝑦) 𝑖𝑛 𝑡ℎ𝑒 𝑠𝑡𝑎𝑛𝑑𝑎𝑟𝑑 𝑜𝑓 𝑡ℎ𝑒 𝑏𝑎𝑠𝑖𝑠 ( ) , ( ) 0 1 Solution 1 1 𝑇( ) = ( ) 0 2 −1 0 𝑇( ) = ( ) −3 1 Hence the matrix of the transformation is 𝑇=[ 1 −1 ] 2 −3 2 Find the matrix of transformation if T is defined by 𝑇(𝑥, 𝑦, 𝑧) = (2𝑥 − 𝑦, 𝑥 + 3𝑧, 𝑥 − 2𝑦 = 𝑧 in the standard basis 1 0 0 𝐵 = {(0) , (1) , (0)} 0 0 1 44 SCHOOL OF MATHEMATICS Solution 1 2 𝑇 (0) = (1) 0 1 0 −1 𝑇 (1 ) = ( 0 ) 0 −2 0 0 𝑇 (0) = (3) 1 1 The matrix of transformation is 2 −1 0 𝑇 = [1 0 3]. 1 −2 1 Obviously, a change in the basis will result in different matrix representation of a linear function F 3 Write the matrix representation of 𝑇(𝑥, 𝑦) = (𝑥 − 2𝑦. 2𝑥 − 3𝑦) in the (u) standard basis (ii) 𝐵 = {(2,1), (−1,2)} Solution (i) We first find the image of the basis vectors under T as follows 1 1 𝑇( ) = ( ) 0 2 −2 0 𝑇( ) = ( ) −3 1 1 Hence the matrix is [ 2 −2 ] −3 1 (ii) 1 2 2 −1 2 0 Now 𝑇 ( ) = ( ) = ( ) + ( ) = (52) 5 5 2 1 1 1 5 And −14 −14 2 −3 −1 −1 𝑇( ) = ( ) = ( )−( )=( 5 ) −8 2 2 5 1 −1 45 SCHOOL OF MATHEMATICS Hence the matrix is 1 −14 [52 5 5 −1 ] 4 Let D be the differential linear transformation defined on the space V of all polynomials of degree three. Find the matrix for D in the basis (i) 𝐵 = {1, 𝑥, 𝑥 2 , 𝑥 3 (ii) 𝐵 ′ = {1, 1 − 𝑥. 1 − 𝑥2 , 1 − 𝑥3} 5 Let V be the Euclidean space and the linear transformation T be represented by the Matrix 1 0 0 [−1 1 0 ] 0 −1 1 in the standard basis .(i) Write the transformation T in the Cartesian f form (ii) Hence find matrix for T using the basis 𝐵 = {(1,1,1), (0,1,1), (0.0.1)} If T is a linear transformation of a linear space V into a linear space W and S is a linear transformation of W into a linear space X than we obtain a composite map of ST of V into X. Now ST is defined by 𝑆𝑇(𝑥) = 𝑆(𝑇(𝑋)) for values of x in V. Theorem If T𝑻: 𝑽 → 𝑾and 𝑆: 𝑊 → 𝑋are linear transformations then 𝑆𝑇: 𝑉 → 𝑋 is a linear transformation. Proof 𝑆𝑇(𝑥 + 𝑦) = 𝑆(𝑇(𝑥 + 𝑦)) = 𝑆(𝑇(𝑥) + 𝑇(𝑦)) = 𝑆(𝑇(𝑥)) + 𝑆(𝑇(𝑦)) = 𝑆𝑇(𝑥) + 𝑆𝑇(𝑦) . Theorem. A linear transformation 𝑇: 𝑉 → 𝑊 is a one to one mapping if and only if ker(𝑇) = {0} Proof Suppose that ker(𝑇) = {0} and 𝑇(𝑥) = 𝑇(𝑦) then𝑇(𝑥) − 𝑇(𝑦) = 𝑇(𝑥 − 𝑦) = 0. So it must be that 𝑥 − 𝑦 = 0 leading to 𝑥 = 𝑦. Conversely, let 𝑇 be one to one and 𝑇(𝑥) = 0 then since 𝑇(0) = 0 𝑥 = 0. Soker(𝑇) = {0} Definition The mapping 𝐼: 𝑉 → 𝑉 defined by 𝐼(𝑥) = 𝑥 is called the identity mapping. The identity mapping is a linear transformation that is both one to one and onto. 46 SCHOOL OF MATHEMATICS Definition If 𝑇: 𝑉 → 𝑊 is a one to one onto mapping then the mapping 𝑆: 𝑊 → 𝑉 defined such that for 𝑇(𝑥) = 𝑦 ,then 𝑆(𝑦) = 𝑥 is called the inverse function of 𝑇 Note that 𝑆𝑇(𝑥) = 𝑆(𝑇(𝑥)) = 𝑥 .So 𝑆𝑇 = 𝐼. We write 𝑇 −1 for the inverse function of 𝑇. Theorem If 𝑇: 𝑉 → 𝑊 is a linear transformation that admits an inverse then the Inverse 𝑇 −1 is a linear transformation. Proof Let 𝑦1 , 𝑦2 be elements of 𝑊 such that there exists 𝑥1 , 𝑥2 with 𝑇(𝑥1 ) = 𝑦1 , 𝑇(𝑥2 ) = 𝑦2 Then 𝑇(𝑥1 ) = 𝑦1 and from the linearity of T we have T(𝑥1 + 𝑥2 ) = T𝑥1 + T𝑥2 = 𝑦1 + 𝑦2 Hence from the definition of the inverse𝑇 −1 (𝑦1 + 𝑦2 ) = 𝑥1 + 𝑥2 = 𝑇 −1 (𝑦1 ) + 𝑇 −1 (𝑦2 ) Definition A vector space V is said to be isomorphic to a vector space W if there exists an invertible linear transformation T from V onto W Theorem If 𝑥1 , 𝑥2 … … . . 𝑥𝑛 are linearly independent vectors of V and T is a one to one linear map of V into W then 𝑇𝑥1 , 𝑇𝑥2 … … . . 𝑇𝑥𝑛 are linearly independent in W. Proof Suppose that c1Tx1 c2Tx 2 cn Tx n 0 Then from the linearity of T c1Tx1 c2Tx 2 cn Tx n T (c1x1 c2 x 2 ... cn x n ) 0 Now the Kernel of T is consist of the Zero vector alone, it must be that c1x1 c2 x 2 cn x n 0 Since the vectors are linearly independent in V we must have that c1 =c2 cn 0 . Remark. It follows from the above result that Isomorphic spaces have the same dimension Corollary. Each finite dimensional space V is isomorphic to 47 SCHOOL OF MATHEMATICS Rn Proof Let 𝑥1 , 𝑥2 … … . . 𝑥𝑛 be a basis for vector space V then each vector in V is of the form n 𝑥 = 𝑐1 𝑥1 + 𝑐2 𝑥2 + ⋯ + 𝑐𝑛 𝑥𝑛 . The mapping 𝑇: 𝑉 → R defined by 𝑇(𝑥) = (c1,c2 ,,cn ) Is an isomorphism. The fact that T is linear can be easily verified. Also, note that if T ( x ) 0 . Then (c1,c2 ,,cn ) 0 . Hence c1 =c2 cn 0 and so the Kernel of 𝑇 = {0} . Theorem 𝑅 𝑛 is not isomorphic to 𝑅 𝑚 for 𝑚 ≠ 𝑛 48