FOREIGN TRADE UNIVERSITY LINEAR ALGEBRA DANG LE QUANG, Ph.D September - 2022 Introduction 1. Introduction Dang Le Quang, Ph.D DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 2 / 178 Introduction Set Some basic definitions (1) Definition 1.1 (Set) Set is a fundamental concept of mathematics having no definition. we can only consider some objects having same property like a set. Example 1.1 The set of all FTU students passing the exam. The set Q of all Rational numbers. The set of all the animals in the forest. Object in the set is called to be an element of set. To denote x is an element of set A, write x ∈ A. If x isn’t belong to set A, write x ∈ / A. The empty set, denote ∅, is the set having nothing. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 3 / 178 Introduction Set Some basic definitions (2) Definition 1.2 (Denoting set) There are two way to denote a set 1. List the elements of the set. 2. Describe the special properties of the set. Example 1.2 Way 1: A = {2, 7, 3}, B = {1, 2, 3, . . .}. Way 2: C = {x ∈ N | 2 | x}, D = x ∈ R | x 2 − 2x − 3 = 0 . We have 3 ∈ / C , 4 ∈ C , 3 ∈ D, 4 ∈ / D. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 4 / 178 Introduction Set Some basic definitions (3) Definition 1.3 (Subset) Let two sets A and B, we call B to be a subset of A, denote B ⊂ A, if all elements belonging to B belong to A. Convention: The empty set ∅ is a subset of all sets. Example 1.3 √ Let A = 1, 2, 5, 5, 7, 9 , B = {2, 5, 7, 9}, Then, we have B ⊂ A, C ⊂ ̸ A, C ̸⊂ B. C= √ 5, 7, 9, 10 . Definition 1.4 (Equal set) Two sets A and B are called to be equal, denote A = B, if A is a subset of B and B is a subset of A. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 5 / 178 Introduction Set Basic operations - Intersections Let A and B be two sets. The intersection of A and B, denote A ∩ B, is the set of all elements belonging to both A and B, i.e., x ∈ A ∩ B ⇔ x ∈ A ∧ x ∈ B. We can describle that set by the following Venn Diagram. A∩B Example 1.4 Let A = {1, 2, 3, 4}, let B = {0, 1}. Then A ∩ B = {1}. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 6 / 178 Introduction Set Basic operations - Unions Let A and B be two sets. The Unions of A and B, denote A ∪ B, is the set of all elements belonging to either A or B, i.e., x ∈ A ∪ B ⇔ x ∈ A ∨ x ∈ B. We can describle that set by the following Venn Diagram. A∪B Example 1.5 Let A = {1, 2, 3, 4}, let B = {0, 1}. Then A ∪ B = {0, 1, 2, 3, 4}. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 7 / 178 Introduction Set Basic operations - Complements Let A and B be two sets. The relative complement of B in A, denote A\B, is the set of all elements that belong to A but don’t belong to B, i.e., x ∈ A\B ⇔ x ∈ A ∧ x ∈ / B. We can describle that set by the following Venn Diagram. A∪B Example 1.6 Let A = {1, 2, 3, 4}, let B = {0, 1}. Then A\B = {2, 3, 4}. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 8 / 178 Introduction Set Basic operations - Cartesian product Let A and B be two sets. The Cartesian product of A and B, denote A × B, is the set of all ordered pairs (a, b) such that a belongs to A and b belong to B, i.e., (a, b) ∈ A × B ⇔ a ∈ A ∧ b ∈ B. Example 1.7 Let A = {1, 2, 3}, let B = {0, 1}. Then A × B = {(0, 1), (1, 1), (2, 0), (2, 1), (3, 0), (3, 1)} DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 . 9 / 178 Introduction Set Basic properties Commutative law A∩B A∪B = B ∩ A, = B ∪ A. Associative Law (A ∩ B) ∩ C (A ∪ B) ∪ C = A ∩ (B ∩ C ), = A ∪ (B ∪ C ). Distribution law (A ∩ B) ∪ C (A ∪ B) ∩ C = = Dermorgan law DANG LE QUANG, Ph.D (A ∪ C ) ∩ (B ∪ C ), (A ∩ C ) ∪ (B ∩ C ). A\(B ∪ C ) = (A\B) ∩ (A\C ), A\(B ∩ C ) = (A\B) ∪ (A\C ). LINEAR ALGEBRA September - 2022 10 / 178 Introduction Map Definition of map Definition 1.5 (Map) Let X , Y be non-empty sets. The map f from X to Y is the rule that for every x ∈ X , there is only a unique y ∈ Y , denoted f : X →Y x 7→ y = f (x), Where X is called to be a domain of f . y is called to be a image of x through f . x is called to be a reverse image of y through f . DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 11 / 178 Introduction Map Example of map (1) Example 1.8 Let the following rule f : R→R x 7→ y = f (x) = x 2 . That rule is the map because for every x ∈ R, there is only a value x 2 . DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 12 / 178 Introduction Map Example of map (2) Example 1.9 Let X be a set. The map IX : X → X x 7→ x is called to be a uniform map. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 13 / 178 Introduction Map Example of map (3) Example 1.10 Let the following rule A = {1, 2, 3}, B = {a, b}, where a, b ∈ R; a ̸= b. f :A→B 1 7→ a 1 7→ b 2 7→ a 3 7→ b That rule isn’t a map because there are two images of 1. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 14 / 178 Introduction Map Image and Reverse image Definition 1.6 Let f : X → Y ; C ⊂ X ; D ⊂ Y . • Image set C of f , denoted f (C ), is the set of all images of x ∈ C , i.e., f (C ) = {y ∈ Y | ∃x ∈ C : f (x) = y } ⊂ Y . • Reverse image set D of f , denoted f −1 (D), is the set of all reverse images of y ∈ D, i.e., f −1 (D) = {x ∈ X | f (x) ∈ D} ⊂ X . DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 15 / 178 Introduction Map Example of Image and Reverse image Example 1.11 Let the following map. a) b) f : R → R, f (x) = x 2 . Then f ([−1, 2)) = y ∈ R : y = x 2 , x ∈ [−1, 2) = [0, 4). f −1 ([−1, 1)) = x ∈ R : x 2 ∈ [−1, 1) = (−1, 1). f : R → R, f (x) = |x + 1|. Then f ([−2, 1]) = {y ∈ R : y = |x + 1|, x ∈ [−2, 1]} = [0, 2]. f −1 ([0, 1]) = {x ∈ R : |x + 1| ∈ [0, 1]} = [−2, 0]. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 16 / 178 Introduction Map Properties of map Let f : X → Y ; A1 , A2 , A ⊂ X ; B1 , B2 , B ⊂ Y . Then • f −1 (f (A)) ⊃ A, f f −1 (B) ⊂ B. • f (A1 ∩ A2 ) ⊂ f (A1 ) ∩ f (A2 ), f (A1 ∪ A2 ) = f (A1 ) ∪ f (A2 ). • f −1 (B1 ∩ B2 ) = f −1 (B1 ) ∩ f −1 (B2 ), f −1 (B1 ∪ B2 ) = f −1 (B1 ) ∪ f −1 (B2 ) DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 17 / 178 Introduction Map Injection, Surjection, Bijection Definition 1.7 Let f : X → Y . f is a injective map if for each y ∈ Y , there isn’t more than a x ∈ X , i.e. f is a injective map if and only if ∀x1 , x2 ∈ X , f (x1 ) = f (x2 ) ⇒ x1 = x2 ⇔ x1 ̸= x2 ⇒ f (x1 ) ̸= f (x2 ) ⇔ ∀y ∈ Y , f −1 (y ) has at most one element. f is a surjective map if for all y ∈ Y , there is at least a reverse image, i.e. f is a surjective map if and only if ⇔ ⇔ ∀y ∈ Y , ∃ x ∈ X : y = f (x) f (X ) = Y ∀y ∈ Y , f −1 (y ) has at least one element. f is a bijective map if f is both injective and surjective map. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 18 / 178 Introduction Map Example Example 1.12 Let f : R → R, f (x) = x 2 . By the example 1.8, f is neither injective nor surjective map. Example 1.13 The map given by the example 1.9 is a bijective map. Example 1.14 Let X , Y ⊂ R, let f : X → Y , f (x) = sin(x). π If X = −π 2 , 2 , Y = [−1, 1], then for all y ∈ Y , there is a unique reverse image. Thus, f is a bijective map. If X = R, Y = [−1, 1], then f is surjective map but not bijective map since for all y ∈ Y , there is more than reverse images. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 19 / 178 Introduction Real number field Calculations and Properties In Q, R there are arithmetic operations: addition, subtraction, multiplication, and division and have the following basic properties: for all a, b, c ∈ R then Commutation: a + b = b + a ; ab = ba. Association: (a + b) + c = a + (b + c) ; (ab)c = a(bc). Distribution: a(b + c) = ab + ac. Q is dense in R : ∀a, b ∈ R if a < b, then exists q ∈ Q satisfied a < q < b. ( x, khi x ≥ 0, Absolute value: |x| = −x, khi x < 0. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 20 / 178 Introduction Real number field The premise of the supremum Definition 1.8 (Upper bound, Lower bound, sup, inf) Subset A ⊂ R is called to be upper bounded if there exists M satisfied a ≤ M for all a ∈ A. Futhermore, M is called to be a upper bound of A. The most minimum in all upper bound of A is called to be supremum of A, denoted sup A. If sup A ∈ A, then sup A is the maximum of A, denoted max A. Subset A ⊂ Ris called to be lower bounded if there exists m satisfied m ≤ a for all a ∈ A. Futhermore, M is called to be a lower bound of A. The most maximum in all lower bound of A is called to be infimum of A, denoted inf A. If inf A ∈ A, then inf A is the minimum of A, denoted min A. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 21 / 178 Introduction Real number field The premise of the supremise of the supremum Subset A ⊂ R is called to be bounded if it is both upper bounded and lower bounded, i.e. A is bounded if there exists M, m ∈ R (m < M) such that A ⊂ [m, M]. In other words, A is bounded if there exists α ≥ 0 such that |a| ≤ α ∀a ∈ A. The premise of the supremise of the supremum: For all A ⊂ R, A ̸= ∅ be upper bounded have upper bound belonging to R. Similarly, For all A ⊂ R, A ̸= ∅ be lower bounded have lower bound belonging to R DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 22 / 178 Introduction Complex number field Basic definition Definition 1.9 A complex number z is given that z = a + bi, where a ∈ R is a real part of z, denoted Re(z) = a. b ∈ R is a imaginary part of z, denoted Im(z) = b. i is a complex unit, we have i 2 = −1. The set of all complex numbers is denoted C. Definition 1.10 Two complex numbers are equal if and only if their both real part and imaginary part are equal. Definition 1.11 Let z = a + bi. Then z = a − bi is a complex conjugate number of z. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 23 / 178 Introduction Complex number field Calculation on complex number field Let z1 = a1 + ib1 , z2 = a2 + ib2 (a1 , b1 , a2 , b2 ∈ R). • Addition: z1 + z2 = (a1 + a2 ) + i(b1 + b2 ), z1 − z2 = (a1 − a2 ) + i(b1 − b2 ). • Multiplication: i 2 b1 b2 z1 z2 = (a1 + ib1 )(a2 + ib2 ) = a1 a2 + ia1 b2 + ib1 a2 + |{z} {z } | =−1 = (a1 a2 − b1 b2 ) + i(a1 b2 + b1 a2 ). • Division: a1 + ib1 (a1 + ib1 )(a2 − ib2 ) (a1 a2 + b1 b2 ) + i(−a1 b2 + b1 a2 ) z1 = = = z2 a2 + ib2 (a2 + ib2 )(a2 − ib2 ) a22 + b22 a1 a2 + b1 b2 b1 a2 − a1 b2 = +i 2 2 a2 + b2 a22 + b22 DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 24 / 178 Introduction Complex number field Trigonometric form of complex numbers Let z = a + ib (a, b ∈ R). Modun of z, denoted |z|, is given that |z| = r = √ a2 + b 2 Argument of z, denoted (z), is the set of all angles φ satisfied cos φ = a , r sin φ = b . r (1) If φ is a solution of (1), then Arg(z) = φ + k2π (k ∈ Z). Main Argument of z, denoted arg(z), is a Argument of z satisfied We have 0 ≤ arg(z) < 2π. (2) z = a + ib = r (cos φ + i sin φ) (3) Where r = |z|, φ = arg(z). (3) is a trigonometric form of complex number of z. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 25 / 178 Introduction Complex number field Example Example 1.15 Find the trigonometric form of z = 1 + i. √ √ 1 Proof. We have |z| = r = 12 + 12 = 2 and cos φ = sin φ = √ . 2 One solution of that equation is φ = π4 . Thus Arg(z) = π 4 + k2π, k ∈ Z. To imply arg(z), We select k ∈ Z to satisfy (2). Therefore, by k = 0, we have arg(z) = π4 . By (3), the trigonometric form of z is given that π i √ h π z = 1 + i = 2 cos + k2π + i sin + k2π , 4 4 DANG LE QUANG, Ph.D LINEAR ALGEBRA k ∈ Z. September - 2022 26 / 178 Introduction Complex number field Powers of complex numbers Multiply z1 times z2 : Let z1 = r1 (cos φ1 + i sin φ1 ), z2 = r2 (cos φ2 + i sin φ2 ). Then z1 z2 = r1 r2 [cos(φ1 + φ2 ) + i sin(φ1 + φ2 )] Moivre law: Let z = r (cos φ + i sin φ). Then z n = r n [cos(nφ) + i sin(nφ)], n ∈ N. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 27 / 178 Introduction Complex number field Example Example 1.16 √ Find (1 − i 3)2010 . q √ √ proof. Take z = 1 − i 3. We have |z| = 12 +√ (− 3)2 = 2 and − 3 1 . cos φ = , sin φ = 2 2 (4) −π k ∈ Z. One solution of (4) is φ = −π 3 . Thus Arg(z) = 3 + k2π, To imply arg(z), select k = 2 to satisfy (2). We have arg(z) = 5π 3 . By (3), the trigonometric form of z is given that −π z = 2 cos −π , k ∈ Z. 3 + k2π + i sin 3 + k2π By Moivre law, we have −2010π −2010π 2010 z = 2 cos + k.2.2010π + i sin + k.2.2010π , 3 3 k ∈Z = 2 [cos(−670π) + i sin(−670π)] = 2(1 + i.0) = 2 + 0i = 2 DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 28 / 178 Introduction Complex number field n-th root of complex numbers • Opening n − th root of complex number: Let α, β be complex numbers. β is called to be a n-th root of α if β n = α. Opening n − th root of α is to find all n − th root of α (i.e. to find all β ∈ C to β n = α). • Way of opening: Let α = r [cos(φ + k2π) + i sin(φ + k2π)] , k ∈ Z. Assume that β = s [cos ψ + i sin ψ] is the n − th of α. Then β n = α ⇒ s n [cos(nψ) + i sin(nψ)] = r [cos(φ + k2π) + i sin(φ + k2π)] ( √ s = n r sn = r ⇒ ⇒ ψ = φ + k2π nψ = φ + k2π n Thus, the set of the n-th root of is given that √ n √ α= βk = n r cos φ + k2π φ + k2π , +i sin n n k=0,1,...,n−1 . (5) The n-th root of α are n differently complex numbers calculated by (5). DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 29 / 178 Introduction Complex number field Example Example 1.17 Find all n − th of 1. Proof. We have 1 = 1 + 0i = 1 [cos(k2π) + i sin(k2π)] , k ∈ Z. Thus, n − th of 1 is the set given that √ k2π k2π n + i sin , k = 0, 1, ..., n − 1 . 1 = cos n n DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 30 / 178 Introduction Complex number field Solving equation A quadratic equation ax 2 + bx + c = 0 always has two solutions. A n-degree equation always has n solution in C. Example 1.18 Solve x 2 + 4x + 7 = 0. Proof. ∆ = −12 = 12i 2 √ √ −4 + 2 3i = −2 + 3i x1 = 2 √ √ −4 − 2 3i x2 = = −2 − 3i. 2 DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 31 / 178 Matrix and Determinants Section 2: Matrix and Determinants Dang Le Quang, Ph.D DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 32 / 178 Matrix and Determinants Basic definitions of Matrix Definition of Matrix Definition 2.1 Let m, n ∈ N. A m × n matrix A in R consists of m.n numbers in R arranged in the following m rows and n collums a11 a21 A= ... am1 a12 a22 ... am2 ... ... a1n a2n ... ... amn Where aij ∈ R (i = 1, m, j = 1, n). Number aij belonging to both row i and colum j of matrix A, denoted (A)ij , is a elements of matrix A. Matrix A is denoted A = (aij )m×n . If m = 1, A is row matix. Simply, If n = 1, A is colum matrix. Two matrix are equal if they have same size and all their corresponding elements are equal. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 33 / 178 Matrix and Determinants Basic definitions of Matrix Some concept of matrices Definition 2.2 • Transpose of matrix: Let m × n matrix A = (aij )m×n . Transpose of A, denoted At or AT , is the n × m matrix that for each i-th row, j-th column element of AT is the j-th row, i-th column element of A, i.e. At = (aji )n×m . t Remark: (At ) = A. • Zero matrix: If aij = 0 ∀i = 1, m, j = 1, n, then A is a zero matrix, denoted Om×n or O. • Square matrix: If m = n, then A is n-square matrix, denoted A = (aij )n . DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 34 / 178 Matrix and Determinants Basic definitions of Matrix Example Example 2.1 1 2 −5 0 0 0 0 A= :size 2 × 3. E = −7 3 8 0 0 0 0 1 2 B = −6 4 :size 3 × 2. 5 9 1 2 0 C = 4 7 −5 :size 3 × 3, square matrix. 0 0 0 0 0 :size 2 × 2, square matrix, O2×2 , O2 . D= 0 0 DANG LE QUANG, Ph.D LINEAR ALGEBRA 0 0 : O2×5 . September - 2022 35 / 178 Matrix and Determinants Basic definitions of Matrix Some concept of matrices (2) Definition 2.3 Let A = (aij )i,j=1,n is a n square matrix. Then • All a11 , a22 , ..., ann are all elements above main diagonal. • All a1n , a2(n−1) , ..., an1 are all elements above secondary diagonal. • If all elements above main diagonal are zero, then A is a upper triangular matrix. • If all elements above secondary diagonal are zero, then A is a lower triangular matrix. • If all the elements outside the main diagonal are zero, then A is a diagonal matrix. • If all elements belonging to main diagonal are equal to 1, all other elements are equal to 0, then A is a identity matrix of size n, denoted In . DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 36 / 178 Matrix and Determinants Basic definitions of Matrix Example Example 2.2 1 2 0 A = 0 2 0 : upper triangular matrix. 0 0 0 1 0 0 1 0 B = 1 0 0 : square matrix, D = 0 0 0 0 0 −1 0 C= : lower triangular matrix, E 1 0 DANG LE QUANG, Ph.D LINEAR ALGEBRA 0 1 0 0 0 0 1 0 = 1 3 0 0 : indentity matrix I4 . 0 1 −5 −10 : matrix 7 4 September - 2022 37 / 178 Matrix and Determinants Basic caculation of matrix Addition, subtraction Let A = (aij )m×n , B = (bij )m×n . The sum (or subtraction) of A and B, denoted A + B (or A − B) is the matrix m × n given that (A + B)ij = (A)ij + (B)ij = aij + bij (A − B)ij = (A)ij − (B)ij = aij − bij Where i = 1, m, j = 1, n. Remark: Two matrices are added/ subtraced if their sizes are equal. Example 2.3 1 2 Let A = 4 5 Then 3 7 , B= 6 10 A+B = 1 2 4 5 8 11 9 1 ,C= 12 3 3 7 + 6 10 8 11 0 2 , D= −7 1 9 8 = 12 14 −8 0 0 . 0 10 12 14 18 C can not be added with D since they have different size. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 38 / 178 Matrix and Determinants Basic caculation of matrix Scalar multiplication Let A = (aij )m×n and λ ∈ R. The product of λ and A, denoted λA, is the matrix m × n given that (λA)ij = λ(A)ij = λaij , Example 2.4 0 1 −2 (−3).0 −3 = −5 0 0 (−3).(−5) (−3).1 (−3).0 i = 1, m, j = 1, n. (−3).(−2) 0 −3 = (−3).0 15 0 6 0 Remark: If λ = −1, then λA = (−1)A = −A. − A is a opposite matrix of A. We can also define the subtraction that A − B = A + (−B). DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 39 / 178 Matrix and Determinants Basic caculation of matrix Matrix multiplication Let A be a m × n matrix, let B be a n × p matrix. Then the product of A and B, denoted AB, is the m × p matrix given that (AB)ij = n X (A)ik (B)kj , i = 1, m, j = 1, p. k=1 Example 2.5 1 2 Let A = 4 5 1 2 AB = 4 5 7 0 3 , B = 1 −2. Then 6 −1 3 7 3 1 6 −1 DANG LE QUANG, Ph.D 0 1.7 + 2.1 + 3.(−1) 1.0 + 2.(−2) + 3.3 −2 = 4.7 + 5.1 + 6.(−1) 4.0 + 5.(−2) + 6.3 3 6 5 = 27 8 LINEAR ALGEBRA September - 2022 40 / 178 Matrix and Determinants Basic caculation of matrix Matrix multiplication (2) Remark: • To AB is defined, both the number of colums of A and the number of rows of B are equal. • Each Element of (AB)ij is equal to the sum of the product each corresponding elements belonging to row i of A and each corresponding elements belonging to colum j of B Definition 2.4 For each n-square matrix A and each p ∈ N, we define A0 = In Ap = Ap−1 .A, p ≥ 1. We also call Ap (p ∈ N is the power p of A. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 41 / 178 Matrix and Determinants Basic caculation of matrix Matrix multiplication (3) Example 2.6 1 2 Let A = 1 0 . Find A.AT ; A2 . 0 −1 Proof. 2 5 1 −2 1 1 0 = 1 1 0 0 2 0 −1 −1 −2 0 1 1 2 1 2 2 A = A.A = 1 0 can’t calculate. 1 0 0 −1 0 −1 1 T A.A = 1 0 DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 42 / 178 Matrix and Determinants Basic caculation of matrix Property of calculation Assume that the following calculations are defined. Then 1) A + B = B + A. 2) A + (B + C ) = (A + B) + C ; A(BC ) = (AB)C . 3) A + O = A. 4) A + (−A) = O. 5) λ(A + B) = λA + λB, λ ∈ R. 6) (λ + µ)A = λA + µA, λ, µ ∈ R. 7) (λµ)A = λ(µA), 8) 1.A = A ; AI = IA = A. DANG LE QUANG, Ph.D λ, µ ∈ R. LINEAR ALGEBRA September - 2022 43 / 178 Matrix and Determinants Determinants Determinant of square matrices (1) • 1-square matrix: Let A = [a11 ]. Determinant of A, denoted |A| or detA, is given that detA = a11 . Example 2.7 Let A = [−5] , B = [2]. Then, detA = 5, detB = 2. a • 2-square matrix: Let A = 11 a21 detA = DANG LE QUANG, Ph.D a11 a21 a12 . Determinant of A is given that a22 a12 = a11 a22 − a12 a21 . a22 LINEAR ALGEBRA September - 2022 44 / 178 Matrix and Determinants Determinants Determinant of square matrices (2) a11 • 3-square matrix:Let A = a21 a31 a11 detA = a21 a31 a12 a22 a32 a12 a22 a32 a13 a23 . Determinant of A is given that a33 a13 a23 a33 = (a11 a22 a33 + a12 a23 a31 + a13 a21 a32 ) − (a11 a23 a32 + a12 a21 a33 + a13 a22 a31 ). To remember that law, we use Sarrus law. Example 2.8 2 Find 1 5 4 8 6 −1 3 ; −1 4 7 5 DANG LE QUANG, Ph.D −2 2 4 8 3 5 LINEAR ALGEBRA September - 2022 45 / 178 Matrix and Determinants Determinants Determinant of square matrices (3) • n-square matrix: Definition 2.5 (Definition of algebraic complement) Let n-square matrix A. a11 a21 ... an1 a12 a22 ... an2 ... a1n ... a2n ... ... ... ann Denote Mij is a matrix given by A after delecting row i and colum j. Number (−1)i+j detMij is called to be algebraic complement of aij , denoted Aij . DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 46 / 178 Matrix and Determinants Determinants Determinant of square matrices (4) Determinant of A is given that detA = ai1 Ai1 + ai2 Ai2 + ... + ain Ain = n X aij Aij (6) aij Aij (7) j=1 or detA = a1j A1j + a2j A2j + ... + anj Anj = n X i=1 (6) is called extended by row i. (7) is called extended by colum j. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 47 / 178 Matrix and Determinants Determinants Determinant of square matrices (5) Example 2.9 1 1 1 Find determinant of matrix M = 1 2 2. 1 2 3 Proof. By (6), we expand determinant by row 3 1 1 1 1 1 1 2 2 = 1(−1)1+3 2 2 3 1 1 + 2(−1)3+2 2 1 1 1 + 3(−1)3+3 2 1 1 2 = 1.2 − 1.2 − 2(1.2 − 1.1) + 3(1.2 − 1.1) = 1. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 48 / 178 Matrix and Determinants Determinants Property of determinant (1) det A = detAT . Determinant is equal to 0 if it satisfies one of the following conditions: - There is a row (or column) be equal to 0. - There are two rows (or columns) be equal orproportional. if we swap the two rows (or columns) of determinant, then the determinant is swaped sign. if we multiply a row (or column) of determinant with λ ∈ R, then the determinant is also multiplied with λ. In other word, a factor of a row (or a column) can be put outside of determinant. det(λA) = λn .detA. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 49 / 178 Matrix and Determinants Determinants Property of determinant (2) If determinant has a row (or column) expanded to the sum of two rows (or columns), then determinant is expanded to two corresponding determinant. If we multiply a row (or column) of the determinant by any number of λ and then add it to another row (another column) then the determinant does not change. If A, B are two n- square matrices, then det(AB) = detA.detB. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 50 / 178 Matrix and Determinants Determinants Way to calculate (1) • Bringing the determinant to the triangular form: Use property of determinant to bring it to the triangular form. Then the determinant is equal to the product of all numbers on main diagonal Example 2.10 2 Find M = 1 5 4 8 −1 3 ; N = 4 7 DANG LE QUANG, Ph.D 1 2 3 −2 0 −1 1 1 2 0 3 1 0 2 0 3 LINEAR ALGEBRA September - 2022 51 / 178 Matrix and Determinants Determinants Way to calculate (2) • Expanding determinant by Row or column . Remark: Expand on row or colum having many zero numbers. Example 2.11 Proof. By (7), we expand by column 2 5 0 0 10 5 10 0 2 −4 = 1(−1)3+2 10 2 1 4 9 −9 −9 0 0 −7 0 10 2 −4 0 −7 Continue expanding determinant in right. By (7), expand by column 2 5 1(−1)3+2 10 −9 0 10 5 2 −4 = (−1)2(−1)2+2 −9 0 −7 10 −7 = −2 (5(−7) − (−9).10) = −110. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 52 / 178 Matrix and Determinants Determinants Determinant of the profuct of matrices If A, B are n-square matrices, then det(AB) = detA.detB DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 53 / 178 Matrix and Determinants Rank of matrix Definition • Sub-determinant: Let A be a m × n matrix. Select the elements that lie on the intersection of k rows and k columns of A, we get a k-square matrix. The determinant of this k-square matrix is called k-sub-determinant of A. • Rank of matrix: Let A be a none zero m × n matrix. Rank of A, denoted rank(A) or r (A), is the highest level of the non-zero subdeterminators of the matrix A. Thus, rank of A, rank(A) = r satisfied - There exists at least one none zero sub-determinator r of A. - All sub-determinators of A level greater than r (if exists) must be 0. Convention: If A = O then r(A) = 0. Example 2.12 Find rank of the following matrices. 1 0 3 −2 2 0 1 A = 0 1 2 −1 ; B = 0 1 2 2 0 6 −4 5 0 6 DANG LE QUANG, Ph.D LINEAR ALGEBRA −2 3 4 September - 2022 54 / 178 Matrix and Determinants Rank of matrix Property of rank of matrix 1) Let A be a m × n matrix. Then 0 ≤ rank(A) ≤ min{m, n} ; rank(A) = 0 ⇔ A = O ; rank(A) > 0 ⇔ A ̸= O. 2) If A is a m × n matrix having (at least) a none zero r -sub-determinant r (0 < r ≤ min{m, n}) then rank(A) ≥ r . In particular, if A has a none zero r -sub-determinant with r = min{m, n}, then rank(A) = min{m, n}. Then, we calll that A has maximum rank. In separate case, If n-square matrix A has determinant equal to 0, then rank(A) = n, i.e. A A has maximum rank. If detA = 0, then rank(A) < n. 3) rank(AT ) = rank(A). DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 55 / 178 Matrix and Determinants Rank of matrix Way to calculate rank of matrix (1) • Elementary transformations on matrices: There are three the following way. 1. Multiply a row by any non-zero real number λ. a11 a11 a12 ... a1n a ... 21 ... ... ... di →λ.di ... ai1 ai2 ... ain −−−−−→ λai1 ... ... ... ... ... am1 am2 ... amn am1 DANG LE QUANG, Ph.D LINEAR ALGEBRA a12 a22 ... λai2 ... am2 ... a1n ... a2n ... ... ... λain ... ... ... amn September - 2022 56 / 178 Matrix and Determinants Rank of matrix Way to calculate rank of matrix (2) 2. Multiply a row by any real number λ and add it to another a11 a12 ... a1n a11 a12 ... ... ... ... ... ... di →λ.di +dj ai1 ai2 ... ain −−−−−−−→ λai1 + aj1 λai2 + aj2 i̸=j ... ... ... ... ... ... am1 am2 ... amn am1 am2 DANG LE QUANG, Ph.D LINEAR ALGEBRA row. ... a1n ... ... ... λain + ajn ... ... ... amn September - 2022 57 / 178 Matrix and Determinants Rank of matrix Way to calculate rank of matrix (3) 3. Swap two consecutive rows. a11 a12 ... a1n a11 ... ... ... ... ... di ↔dj ai1 ai2 ... ain aj1 −−−−−−−−→ aj1 aj2 ... ajn i,j consecutive ai1 ... ... ... ... ... am1 am2 ... amn am1 DANG LE QUANG, Ph.D LINEAR ALGEBRA a12 ... aj2 ai2 ... am2 ... a1n ... ... ... ajn ... ain ... ... ... amn September - 2022 58 / 178 Matrix and Determinants Rank of matrix Way to calculate rank of matrix (4) Example 2.13 1 1 1 2 1 2 1 d2 ↔d3 −− −−→ 0 −1 1 0 −2 DANG LE QUANG, Ph.D 1 1 d2 →(−1)d2 2 −−−−−−−→ −1 3 1 1 1 d →d1 −d2 −−→ 0 1 −−1−−− d3 →d3 +2d2 −2 −1 1 −2 2 1 0 −2 LINEAR ALGEBRA 1 1 d3 →d3 +d2 −−−−→ −1 −2 −− 3 0 0 0 d1 →d1 +d3 −−−−−→ 0 1 −−− 0 d3 →d3 +2d1new 1 −2 0 −1 September - 2022 1 −2 1 −1 0 0 1 −4 0 59 / 178 Matrix and Determinants Rank of matrix Way to calculate rank of matrix (5) • ladder matrix (row): Let A be a none zero m × n matrix. A is row ladder matrix if it satisfies all the following conditions. 1) Non-zero lines above zero lines (if any). 2) The first non-zero element from left to right in the lower row is always to the right of the column containing the element first non-zero of the above line. These first non-zero elements are called marked elements of A. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 60 / 178 Matrix and Determinants Rank of matrix Way to calculate rank of matrix (6) 1 A= 0 0 1 D= 0 0 0 1 0 0 0 2 2 1 0 ; B= 0 0 0 1 1 0 1 1 0 1 0 0 0 ; E = 0 0 0 DANG LE QUANG, Ph.D 1 2 0 1 0 0 2 0 ; C = 0 0 0 1 0 0 0 0 0 1 2 0 0 ; F = 0 1 0 1 0 −3 0 0 LINEAR ALGEBRA 0 0 0 is ladder matrix. 0 3 4 2 0 , isn’t ladder matrix. 0 0 September - 2022 61 / 178 Matrix and Determinants Rank of matrix Way to calculate rank of matrix (6) way to find the rank of matrix by elementary transformations Theorem 2.1 The elementary transformations on the line do not change the rank of the matrix. The rank of a row ladder matrix is equal to its number of non-zero rows. Therefore, to find the rank A, we use elementary transformations to return the ladder matrix A′ . Then rank of A is equal to rank of A′ equal to the number of non-zero lines of A′ . Example 2.14 1 A = 4 7 2 3 1 d2 →d2 −4d1 −−−−−→ 0 5 6 −− d3 →d3 −7d1 8 9 0 2 −3 −6 3 1 d3 →d3 −2d2 −−−−−→ 0 −6 −− −12 0 2 −3 0 3 −6 = A′ . 0 Thus, We have rank(A) = rank(A′ ) = 2. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 62 / 178 Matrix and Determinants Inverse matrix Definition Let A be n-square matrix. A n-square matrix is called inverse matrix of A if AB = BA = In . Example 2.15 1 2 3 −2 Let A = ; B= . 1 3 −1 1 Then, we have AB = BA = I2 , which imply A−1 = B. Property: If both A and B have inverse matrix, then A−1 −1 T −1 A (AB) DANG LE QUANG, Ph.D −1 = A, = A−1 =B −1 LINEAR ALGEBRA T , −1 A . September - 2022 63 / 178 Matrix and Determinants Inverse matrix Conditions of existence and uniqueness Theorem 2.2 A square matrix A has a inverse matrix if and only if detA ̸= 0. The inverse matrix of A if exists is unique. Definition 2.6 (Invertible Matrix, non-degenerate matrix) Matrix A having inverse matrix is called to be a Invertible Matrix. Matrix A having detA ̸= 0 is called to be a non-degenerate matrix. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 64 / 178 Matrix and Determinants Inverse matrix Way to find inverse matrix (1) • Way to find inverse matrix by auxiliary matrix Definition 2.7 (auxiliary matrix) (Review algebraic complement by Definition 2.5). Let cij = (−1)i+j detMij be a algebraic complement of aij . Let C = (cij ) be square matrix. Matrix C T is called to be a auxiliary matrix of A, denoted PA = C T . DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 65 / 178 Matrix and Determinants Inverse matrix Way to find inverse matrix (2) Algorithm to find A−1 (if any) by the auxiliary matrix: Let A be square matrix in R. Step 1: Find detA. Step 2: Argue: - If detA = 0, then A isn’t invertible, i.e. doesn’t exist A−1 . - If detA ̸= 0 then A is invertible. Find A−1 by step 3. Step 3: Find PA . - Find Cij = (−1)i+j detMij and find c11 c21 C = ... cm1 - Then, PA = C T and A−1 = DANG LE QUANG, Ph.D c12 c22 ... cm2 ... c1n ... c2n ... ... ... cmn 1 detA PA . LINEAR ALGEBRA September - 2022 66 / 178 Matrix and Determinants Inverse matrix Way to find inverse matrix (3) Example 2.16 Find inverse matrix (if any) of the following matrix. 1 A = 1 1 1 2 2 1 2 3 Proof. By Sarrus law, we have detA = 1 ̸= 0, it implies A is invertible. We have c11 = (−1)1+1 2 2 1 2 = 2 ; c12 = (−1)1+2 1 3 c21 = (−1)2+1 1 2 1 1 = −1 ; c22 = (−1)2+2 3 1 c31 = (−1)3+1 1 2 1 1 = 0 ; c32 = (−1)3+2 2 1 DANG LE QUANG, Ph.D 2 1 = −1 ; c13 = (−1)1+3 3 1 1 1 = 2 ; c23 = (−1)2+3 1 3 1 1 = −1 ; c33 = (−1)3+3 2 1 LINEAR ALGEBRA 2 =0; 2 1 = −1 ; 2 1 =1; 2 September - 2022 67 / 178 Matrix and Determinants Inverse matrix Way to find inverse matrix (4) Which imply 2 C = −1 0 −1 0 2 −1 −1 1 ⇒ PA = C T 2 = −1 0 −1 2 −1 0 −1 1 Thus A−1 DANG LE QUANG, Ph.D 2 1 = PA = −1 detA 0 LINEAR ALGEBRA −1 2 −1 0 −1 1 September - 2022 68 / 178 Matrix and Determinants Inverse matrix Way to find inverse matrix (5) • Find the inverse matrix by using elementary transformations Algorithm to find A−1 (if any) by using elementary transformations Let A be a n-square matrix in R. Step 1: Make a matrix [A|In ] by appending to the right A the indenity matrix In . Step 2: Use elementary transformations on row to get [A|In] to the form [In|B]. Then A is invertible and A−1 = B. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 69 / 178 Matrix and Determinants Inverse matrix Way to find inverse matrix (6) Example 2.17 Find inverse matrix (if any) of the following matrix. 1 A= 2 1 3 Proof. We have 1 [A|I2 ] = 2 1 1 3 0 0 d2 →d2 −2d1 1 −−−−−−−→ 1 0 Thus, A−1 = B = DANG LE QUANG, Ph.D 3 −2 1 1 1 −2 0 d1 →d1 −d2 1 −−−−−−→ 1 0 0 3 1 −2 −1 = [I2 |B ] 1 −1 . 1 LINEAR ALGEBRA September - 2022 70 / 178 Matrix and Determinants Inverse matrix Way to find inverse matrix (7) Example 2.18 Find inverse matrix (if any) of the following matrix. 1 A = 4 7 2 5 8 3 6 9 Proof. We have 1 2 [A|I3 ] = 4 5 7 8 3 1 6 0 9 0 0 1 0 0 1 d3 →d3 −7d1 −−−−−→ 0 0 −− 1 d2 →d2 −4d1 0 ... d3 →d3 −2d2 −− −−−−−→ ... 0 2 −3 −6 ... ... 0 0 0 1 0 −1 1 ... ... ... ... ̸= [I3 |B] . ... ... 3 1 −6 −4 −12 −7 ... ... ... ... 0 ... Thus, A isn’t invertible. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 71 / 178 Linear system Section 3: Linear system Dang Le Quang, Ph.D DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 72 / 178 Linear system Basic definitions General Linear system (1) Linear system (n variables, m equations) is system given that a11 x1 + a12 x2 + ... + a1n xn = b1 a x + a x + ... + a x = b 21 2 22 2 2n n 2 ......... am1 x1 + am2 x2 + ... + amn xn = bm (8) Where aij , bi (i = 1, m, j = 1, n are the coefficients, bi are the free coefficients. x1 , x2 , ..., xn are variables. a11 a21 Matrix A = ... am1 a12 a22 ... am2 Matrix B = b1 b2 DANG LE QUANG, Ph.D ... ... ... ... ... a1n a2n is coefficient matrix of system (8). ... amn bm T is a free coefficient matrix (8). LINEAR ALGEBRA September - 2022 73 / 178 Linear system Basic definitions General Linear system (2) ... a1n b1 ... a2n b2 .. is additional coefficient matrix ... ... . ... amn bm or expansion coefficient matrix of system (8). T Matrix X = x1 x2 . . . xn is variable matrix or variable column. a11 a21 Matrix A = [A|B] = ... am1 a12 a22 ... am2 System (8) can be written that AX = B. System (8) is Cramer system if it has number of equations equal to number of variables (n = m) and detA ̸= 0. System (8) is homogenous system if free column bi = 0 for all i = 1, m. All n variables (x1 , x2 , ..., xn ) are solutions of system (8) if when we substitute them into the system (8) we get the correct equality. Solving a system of linear equations is to find the solution of the system. Two systems of linear equations with the same variables are equivalent if their solution sets are equal. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 74 / 178 Linear system Basic definitions Condition for existence of solutions (1) Theorem 3.1 (Kronecker-Capelli) Lineat system (8) exists solution if and only if rank(A) = rank(A). Futhermore, assume that rank(A) = rank(A) = r (0 ≤ r ≤ min{m, n}). Then - If r = n (n is number of variables), then (8) exists unquie solution. - if r < n, then (8) exists there are infinitely many solutions depending on n − r parameters. Example 3.1 Do the following linear system exist solution? a) x1 + 2x2 + 3x3 = 1 4x1 + 5x2 + 6x3 = 4 7x + 8x + 9x = 8 1 2 3 DANG LE QUANG, Ph.D b) x1 + 2x2 + 3x3 = 1 4x1 + 5x2 + 6x3 = 4 7x + 8x + 9x = 7 1 2 3 LINEAR ALGEBRA c) ( x + 2y = 1 2x + 3y = −1 September - 2022 75 / 178 Linear system Basic definitions Condition for existence of solutions (2) Proof. a) 1 4 7 2 5 8 3 1 1 d2 →d2 −4d1 6 4 −−−−−−−→ 0 d3 →d3 −7d1 9 8 0 3 1 1 d3 →d3 −2d2 −6 0 −−−−−−−→ 0 −12 1 0 2 −3 −6 3 1 −6 0 0 1 2 −3 0 Since rank(A) = 2 ̸= rank(A) = 3 then system doesn’t exist solution. b) 1 4 7 3 1 1 d2 →d2 −4d1 6 4 −−−−−−−→ 0 d3 →d3 −7d1 9 7 0 2 5 8 2 −3 −6 3 1 1 d3 →d3 −2d2 −6 0 −−−−−−−→ 0 d2 d2 → −3 −12 0 0 2 1 0 3 1 2 0 0 0 Since rank(A) = 2 = rank(A) < number of variables = 3 then system has infintely solutions depending on 3 − 2 = 1 paramaters. c) 1 2 2 1 d2 →d2 −2d1 1 −−−−−−−→ 3 −1 0 2 1 d1 →d1 +2d2 1 −−−−−−−→ −1 −3 0 0 −5 −1 −3 Since rank(A) = 2 = rank(A) = number of variables then system has unique solution. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 76 / 178 Linear system Method to solve Cramer system Method to solve Cramer system (1) Definition 3.1 (Linear system Cramer ) By (8), if m = n, i.e. system has number of equations equal to number of variables, is Linear system Cramer. Let linear system Cramer be fomal matrix AX = B (A is square matrix, detA ̸= 0) • Inverse matrix method: System has uniquie solution X = A−1 B. Example 3.2 Solve x1 + x2 + x3 = 1 x1 + 2x2 + 2x3 = −1 x + 2x + 3x = 2 1 2 3 DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 77 / 178 Linear system Method to solve Cramer system Method to solve Cramer system (2) Proof. This system is written that AX = B Where 1 A = 1 1 1 2 2 1 x1 1 2 ; X = x2 ; B = −1 3 x3 2 We have A−1 2 = −1 0 −1 2 −1 DANG LE QUANG, Ph.D 0 2 −1 ⇒ X = −1 1 0 −1 2 −1 0 1 3 x1 = 3 −1 −1 = −5 ⇒ x2 = −5 x = 3 1 2 3 3 LINEAR ALGEBRA September - 2022 78 / 178 Linear system Method to solve Cramer system Method to solve Cramer system (3) Example 3.3 Solve 2x1 + x2 − x3 = 1 x2 + 3x3 = 3 2x + x + x = −1 1 2 3 • Determinant method: Recall that system Cramer is system having number of equations equal number of variables (m = n), i.e. system (8) now becomes a11 x1 + a12 x2 + ... + a1n xn = b1 a x + a x + ... + a x = b 21 2 22 2 2n n 2 ......... an1 x1 + an2 x2 + ... + ann xn = bn DANG LE QUANG, Ph.D LINEAR ALGEBRA (9) September - 2022 79 / 178 Linear system Method to solve Cramer system Method to solve Cramer system (4) b1 a11 a12 ... a1n b2 a21 a22 ... a2n ; B= Step 1: Let A = .. ; and Ai be the matrix ... ... ... ... . an1 an2 ... ann bn obtained from A by replacing column i with column B. Step 2: Find ∆ = detA ; ∆1 = detA1 ; ... ; ∆n = detAn . Step 3: Argument - If ∆ ̸= 0 then system (9) has unique solution ∆2 ∆n ∆1 , x2 = , . . . , xn = x1 = ∆ ∆ ∆ - If ∆ = 0 and ∆i ̸= 0 for all i = 1, n, then system(9) hasn’t solution. - If ∆ = ∆1 = ∆2 = ... = ∆n = 0, there is no general conclusion (either no solution or infinitely many solutions, now we use the method Gauss which will be mentioned in ??). DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 80 / 178 Linear system Method to solve Cramer system Method to solve Cramer system (5) Example 3.4 Solve the folowing systems by using the Cramer system method ( x + 2y + 3z = 1 x + 2y + 3z = 0 x + 2y = 1 a) ; b) 4x + 5y + 6z = 4 ; c) 4x + 5y + 6z = 0 3x − 4y = 2 7x + 8y + 9z = 8 7x + 8y + 9z = 0 1 1 2 1 2 Proof. a) Ta có A = ; B= ∆ = detA = = −10 ̸= 0. 2 3 −4 3 −4 1 2 1 1 A1 = ⇒ ∆1 = detA1 = −8., A2 = ⇒ ∆2 = detA2 = −1. 2 −4 3 2 ∆1 −8 4 = = x1 = ∆ −10 5 Thus system has unique solution ∆ −1 1 y = 2 = = . ∆ −10 10 DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 81 / 178 Linear system Method to solve Cramer system Method to solve Cramer system (6) 1 b) We have A = 4 7 2 5 8 3 1 6 ; B = 4 9 8 1 2 3 ∆ = detA = 4 5 6 = 0 (using Sarrus law to find det). 7 8 9 1 2 3 A1 = 4 5 6 ⇒ ∆1 = detA1 = −3 ̸= 0. 8 8 9 Thus, system hasn’t solution. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 82 / 178 Linear system Method to solve Cramer system Method to solve Cramer system (7) 1 c) We have A = 4 7 2 5 8 3 0 6 ; B = 0 9 0 ∆ = detA = 0 0 2 3 A1 = 0 5 6 ⇒ ∆1 = detA1 = 0. 0 8 9 1 0 3 A2 = 4 0 6 ⇒ ∆2 = detA2 = 0. 7 0 9 1 2 0 A3 = 4 5 0 ⇒ ∆3 = detA3 = 0. 7 8 0 Thus, we don’t know specifically whether the system has no solution or infinite solutions, i.e, we cannot use the determinant method to solve this system. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 83 / 178 Linear system Method to solve general linear system Method of returning to the caramel system Find rank of A and A - If rank(A) ̸= rank(A) then system has no solution. - If rank(A) = rank(A) = r , then there exists sub-determinant of order r of the nonzero matrix A. Dr We remove all equations that do not involve Dr (m − r equations). Variables corresponding to columns sticked with Dr are kept to the left as hidden. Variables for columns that don’t stick to Dr are switched to the right as a parameter. Then we have the system Cramer. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 84 / 178 Linear system Method to solve general linear system Gauss’s method Denote matrix A. Using elementary transformations on the rows to returns A to the ladder form. - If during the transformation, a row on the left is zero, the right side is non-zero. The system has no solution. - If return A to the ladder form, then the variables corresponding to the columns containing the marker element are kept as variables, the variables corresponding to the columns that do not contain the marked element are moved to the right as a parameter, then solve the equation reversed process from bottom row to row 1. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 85 / 178 Linear system Method to solve general linear system Example (1) Example 3.5 Solve the following system. ( x1 + x2 + x3 + x4 = 2 a) x1 + x2 + 2x3 + 2x4 = 4 ( b) x1 + x2 − x3 + x4 − x5 = 1 x5 = 2 Proof. a) Use Gauss’s method 1 1 1 1 1 2 1 2 d2 →d2 −d1 1 −−−−−−→ 2 4 0 1 0 1 1 1 2 1 2 By the theorem 3.1, r = rank(A) = rank(A) = 2, which implies that system exists solution. Futhermore, since (r = 2 < n = 4), system has infinite solutions depending on 2 parameters. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 86 / 178 Linear system Method to solve general linear system Example (2) Thus x1 = 2 − x2 − x3 − x4 = −a x = a (a ∈ R) 2 x 3 = 2 − x4 = 2 − b x4 = b (b ∈ R) Thus, set of system’s solution is {(−a, a, 2 − b, b) : a, b ∈ R}. b) Use Gauss’s method 1 0 1 0 −1 0 x1 = 3 − a + b − c x2 = a (a ∈ R) 1 −1 1 ⇒ x3 = b (b ∈ R) 0 1 2 x4 = c (c ∈ R) x = 2. 5 Thus, set of system’s solution is {(3 − a + b − c, a, b, c, 2) : a, b, c ∈ R}. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 87 / 178 Linear system Homogenous linear system Homogenous linear system (1) Let the following homogenous linear system a11 x1 + a12 x2 + ... + a1n xn = 0 a x + a x + ... + a x = 0 21 2 22 2 2n n ......... am1 x1 + am2 x2 + ... + amn xn = 0 (10) with the matrix form AX = O. They have solution since r (A) = r ([A|O]) . Sets (0, 0, . . . , 0) is always solutions of (10), called to be a trivial solution. Non-zero solutions, if any, are called non-trivial solutions of the system (10). By the theorem(3.1) Kronecker-Caperrli, we have - if r (A) = n then (10) has unique solution being trivial solution. - if r (A) = r < n then (10) has infinte solutions depending n − r parameters. A homogeneous system is a special case of a general system, so a general solution method can be applied to it with the note that in the transformation process, instead of the expanded matrix, we only need to transform the coefficient matrix. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 88 / 178 Linear system Homogenous linear system Homogenous linear system (2) Example 3.6 By Example 3.4, system c) is both a Cramer system and a homogeneous system. Furthermore, as shown in Example 3.4, this system is not solvable by the determinant method. x + 2y + 3z = 0 4x + 5 y + 6 z = 0 7x + 8y + 9z = 0 Review that the Cramer system, which is homogeneous, is a special case of the general system, so a general solution can be applied to it, but instead of transforming the extended matrix (as Example 3.5) then we only need to transform the coefficient matrix. Using the Gauss method, we get 1 2 A = 4 5 7 8 DANG LE QUANG, Ph.D 3 0 d2 →d2 −4d1 −−−−−→ 0 6 −− 9 d3 →d3 −7d1 0 2 −3 −6 1 3 d3 →d3 −2d2 −−−−−→ 0 −6 −− −d d2 → 3 2 −12 0 LINEAR ALGEBRA 2 1 0 September - 2022 3 2 0 89 / 178 Linear system Homogenous linear system Homogenous linear system (3) Since r (A) = 2 < n = 3, it has no solution. x = −2y − 3z = a y = −2a z = a (a ∈ R) Remark: The homogeneous system (10) has a non-trivial solution if and only if the rank of the coefficient matrix is less than the variable number (rank(A) < n). If the homogeneous linear system has the same number of equations as the variables (m = n), the coefficient matrix is square matrix. Then - The system has a trivial unique solution if and only if detA ̸= 0. - The system has a non-trivial solution if and only if detA = 0. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 90 / 178 Vector space Section 4: Vector space Dang Le Quang, Ph.D DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 91 / 178 Vector space Basic Definition Basic definition (1) Let Rn = x = (x1 , x2 , ..., xn ) : xi ∈ R, i = 1, n . Number xi is called to be a i-th elements of x. The two elements x and y of Rn are called to be equal, denoted x = y , if all corresponding elements are equal. In Rn , We give the following two operations: • Addition of two elements of Rn : For all x = (x1 , x2 , ..., xn ), y = (y1 , y2 , ..., yn ) ∈ Rn , we have x + y = (x1 + y1 , x2 + y2 , ..., xn + yn ). • Multiplication of a real number by an element of Rn : For λ ∈ R and x = (x1 , x2 , ..., xn ) ∈ Rn , we have λx = (λx1 , λx2 , ..., λxn ). DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 92 / 178 Vector space Basic Definition Basic definition (2) The set Rn together with those two operations has the following 8 properties: 1) ∀x, y ∈ Rn : x + y = y + x 2) ∀x, y , z ∈ Rn : (x + y ) + z = x + (y + z) 3) ∃O = (0, 0, ..., 0) ∈ Rn such that x + O = O + x = x∀x ∈ Rn . 4) ∀x = (x1 , x2 , ..., xn ) ∈ Rn , ∃(−x) = (−x1 , −x2 , ..., −xn ) ∈ Rn , we have x + (−x) = (−x) + x = O. 5) ∀x, y ∈ Rn , ∀λ ∈ R, λ(x + y ) = λx + λy . 6) ∀λ, µ ∈ R, ∀x ∈ Rn , (λ + µ)x = λx + µx. 7) ∀λ, µ ∈ R, ∀x ∈ Rn , (λµ)x = λ(µx). 8) x ∈ Rn , 1.x = x. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 93 / 178 Vector space Basic Definition Basic definition (3) Rn with these two operations satisfying the above 8 characteristic properties is called a vector space in R. The Elements of this space are called vectors. The element O = (0, 0, ..., 0) is called zero vector. The vector −x = (−x1 , −x2 , ..., −xn ) is called inverse vector of x = (x1 , x2 , ..., xn ). • Subtraction of two vectors: Let x, y ∈ Rn . We define x − y = x + (−y ). DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 94 / 178 Vector space Property of vector space Property of vector space Vector space has the following properties 1) Vector space is unique. Vector 0 of Rn , denoted 0Rn or 0. 0Rn = 0 ; 0R2 = (0, 0) ; 0R3 = (0, 0, 0) 2) Inverse vector of x is also unique. Convention: Inverse vector of x is denoted −x 3) Addition has a reduction rule. It mean x, y , z ∈ Rn , x + y = x + z ⇒ y = z. 4) Multiplication has a reduction rule for a non-zero number. It mean x, y ∈ Rn ; λ ∈ R, λ ̸= 0 ; λx = λy ⇒ x = y . 5) 6) Let x, y ∈ Rn . Then λ(x − y ) = λx − λy , λ ∈ R. λ=0 n Cho x ∈ R , λ ∈ R. Then λx = 0 ⇔ x =0 DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 95 / 178 Vector space Linear relationship between vectors linear combination (1) Let {α1 , α2 , ..., αm } ⊂ Rn . Then α ∈ Rn is linear combination of α1 , α2 , ..., αm if exist a1 , a2 , ..., am ∈ R such that α = a1 α1 + a2 α2 + ... + am αm . m P Linear combination ai αi of (αi )i=1,m is trival if a1 = a2 = ... = am = 0 ∈ R. i=1 Else if there is at least one coefficient aj ̸= 0(1 ≤ j ≤ n), then the linear m P combination ai αi is called no trivial. i=1 DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 96 / 178 Vector space Linear relationship between vectors linear combination (2) Example 4.1 In R3 , let the following vector α1 = (1, 3, −2) ; α2 = (0, 1, −1) ; α3 = (2, 0, 3) ; α = (−2, 1, −1) ; Is α a linear combination of α1 , α2 , α3 ? Proof. The vector α is a linear combination of the vectors α1 , α2 , α3 because α = −6α1 + 19α2 + 2α3 . DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 97 / 178 Vector space Linear relationship between vectors linear combination (3) How to check if α is a linear combination of α1 , α2 , ..., αm ? We have α is a linear combination of α1 , α2 , ..., αm when the following equation exists solution. α = a1 α1 + a2 α2 + ... + am αm (11) In particular, in the case of the space Rn . Suppose α = (b1 , b2 , ..., bn ) α1 = (a11 , a21 , ...., an1 ) α2 = (a12 , a22 , ...., an2 ) ...... αm = (a1m , a2m , ...., anm ) DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 98 / 178 Vector space Linear relationship between vectors linear combination (4) Then a11 α1 + a12 α2 + ... + a1m αm = b1 a α + a α + ... + a α = b 21 1 22 2 2m m 2 (11) ⇔ ....... an1 α1 + an2 α2 + ... + anm αm = bn a11 a21 Matrixize the (12), we have ... an1 a12 a22 ... an2 (12) ... a1m b1 ... a2m b2 . ... ... . ... anm bn That mean T α1 DANG LE QUANG, Ph.D α2T ... T αm | αT . LINEAR ALGEBRA September - 2022 99 / 178 Vector space Linear relationship between vectors linear combination (5) Thus, to check that α is a linear combination of α1 , α2 , ...αm in Rn , we apply the following steps: Step 1: Make an extended matrix T α1 α2T ... T αm | αT (13) Step 2: Solve linear system (13) - If (13) has no solution, then α is not a linear combination of α1 , α2 , ..., αm . - if (13) has solution a1 , a2 , ..., am then α is a linear combination of α1 , α2 , ..., αm and has the following form α = a1 α1 + a2 α2 + .... + am αm . DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 100 / 178 Vector space Linear relationship between vectors linear combination (6) Example 4.2 In R3 , let α1 = (1, 2, 5) ; α2 = (1, 3, 7) ; α3 = (−2, 3, 4) ; α = (4, 3, 5). Is α a linear combination of α1 , α2 , α3 ? Proof. We have h T T T α1 α2 α3 | α T i 1 = 2 5 −2 3 4 1 d →d1 −d2 −−1−−− −−→ 0 d3 →d3 −2d2 0 1 3 7 4 1 d2 →d2 −2d1 3 −−−−−−−→ 0 d3 →d3 −5d1 5 0 0 −9 9 1 7 −5 . 0 0 −5 1 1 2 −2 4 7 −5 14 −15 This system has no solution since 0α1 + 0α2 + 0α3 = −5. Thus α isn’t a linear combination of α1 , α2 , α3 . DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 101 / 178 Vector space Linear relationship between vectors linear independence and linear dependence (1) Definition 4.1 (linear independence and linear dependence) Let α1 , α2 , ..., αm ∈ Rn . Consider the equation a1 α1 + a2 α2 + ... + am αm = 0 (14) - If (14) only has a trival solution a1 = a2 = ... = am = 0 then α1 , α2 , ..., αm (or {α1 , α2 , ..., αm }) are linear independence. - If (14) has a non-trivial solution, then we say α1 , α2 , ..., αm (or {α1 , α2 , ..., αm }) is linear dependence. In other word - If (14) has a unique solution, then α1 , α2 , ..., αm is linear independence. - If (14) has infinite solutions, then α1 , α2 , ..., αm is linear dependence. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 102 / 178 Vector space Linear relationship between vectors linear independence and linear dependence (2) Recall: Let a homogeneous linear system AX = 0 having m variables. Then rank(A) = rank([A|O]) = rank(A), with A is a extended matrix (Review in 89). Furthermore, applying Theorem 3.1 Kronecker-Capelli, we have - If rank(A) = rank(A) = m, then system only has a trivial solution. - If rank(A) = rank(A) < m then system has infitine solutions. Recall: (review the remark in page 89) Let A be a square matrix of order n. Then the following statements are equivalent: i) rank(A) = n. ii) detA ̸= 0. iii) System AX = 0 only has a trivial solution. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 103 / 178 Vector space Linear relationship between vectors linear independence and linear dependence (3) How to check for linear independence/dependence of vectors α1 , α2 , ..., αm in Rn . Step 1: Make matrix A A by stacking α1 , α2 , ..., αm into columns or into rows. Step 2: Find rank of A, i.e. find rank(A). - If rank(A) = m (rank = vector numbers) then α1 , α2 , ..., αm are linear independence. - If rank(A) < m (rank ¡ vector numbers) then α1 , α2 , ..., αm are linear dependence. In case m = n (ie vector numbers = all element vector numbers), we have A as square matrix. Then you can replace Step 2 with the following Step 2’ Step 2’: Find detA. - If detA ̸= 0 then α1 , α2 , ..., αm are linear independence. - If detA = 0 then α1 , α2 , ..., αm are linear dependence. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 104 / 178 Vector space Linear relationship between vectors linear independence and linear dependence (4) Example 4.3 In R3 , let α1 = (2m+1, −m, m+1); α2 = (m−2, m−1, m−2); α3 = (2m−1, m−1, 2m−1). Find the condition of m so that α1 , α2 , α3 are linear independence. 2m + 1 −m m+1 Proof. Make A = m − 2 m − 1 m − 2 . We have 2m − 1 m − 1 2m − 1 2m + 1 detA = m − 2 2m − 1 = m(−1)1+1 −m m−1 m−1 m m+1 m−2 = 0 0 2m − 1 m−1 m−1 m−2 2m − 1 −m m−1 m−1 m+1 m−2 2m − 1 (take c1 → c1 − c3 ) (expand the determinant by column 1) = m(m − 1)(m + 1) Then, α1 , α2 , α3 are linear independence if and only if detA ̸= 0 ⇔ m(m − 1)(m + 1) ̸= 0 ⇔ m ̸= 0 và m ̸= ±1. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 105 / 178 Vector space The rank of the vector system and the number of dimensions of the vector space The rank of the vector system (1) • Maximally Linearly Independent Subsystem: Let vectors α1 , α2 , ..., αm in Rn , or we can also understand that let a system consisting of m vectors {α1 , α2 , ..., αm } (α) Subsystem of vector system (α) is a vector system consisting of some (or all) of the system’s vectors. The subsystem {αi1 , αi2 , ..., αik } of the system (α) is called the maximally linearly independent subsystem if the system {αi1 , αi2 , ..., αik } is linear independence, and if we add any other vectors of the system (α) to that subsystem, we get a system be a linear dependence. Remark: A vector system can have many different maximally linearly independent subsystems, but the number of vectors of the maximally linearly independent subsystems are always equal. That number is called rank of the system (α), denoted rank(α). DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 106 / 178 Vector space The rank of the vector system and the number of dimensions of the vector space The rank of the vector system (2) How to find the maximally linearly independent subsystem, the rank of the vector system in Rn In Rn , let system consist m vectors {α1 , α2 , ..., αm } (α) To find the maximally linearly independent subsystem of the system (α), we do the following: - Make the matrix A, the rows of A are the vectors αi . - Use elementary transformations on the row to return A to the ladder matrix A′ . Then the rank of the system (α) is equal to the rank of the matrix A and the maximally linearly independent subsystem of (α), consists of corresponding vectors to the non-zero rows of the ladder matrix A′ . DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 107 / 178 Vector space The rank of the vector system and the number of dimensions of the vector space The rank of the vector system (3) Example 4.4 In R5 , let α1 = (1, 2, −3, 5, 1); α2 = (1, 3, −13, 22, −1); α3 = (3, 5, 1, −2, 5). Find rank of system (α) = {α1 , α2 , α3 } and point out their maximally linearly independent subsystem. Proof. Make α1 1 A = α2 = 1 α3 3 2 3 5 −3 −13 1 5 22 −2 1 1 d2 →d2 −d1 −1 −−−−−−−→ 0 5 d3 →d3 −3d1 2 1 −1 0 1 2 d3 →d3 +d2 −− −−−−→ 0 1 0 0 −3 −10 10 −3 −10 0 5 17 0 5 17 −17 1 −2 2 1 −2 = A′ 0 Then, the rank of the system (α) = rank(A) = 2 and the maximally linearly independent subsystem of the system (α) is (1, 2, −3, 5, 1), (0, 1, −10, 17, −2). DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 108 / 178 Vector space The rank of the vector system and the number of dimensions of the vector space The rank of the vector system (4) Example 4.5 In R4 , let α1 = (1, 1, 2, 2); α2 = (2, 3, 6, 6); α3 = (3, 4, 8, 8); α4 = (8, 11, 22, 22); α5 = (5, 7, 14, 14). Find rank of system (α) = {α1 , α2 , α3 , α4 , α5} and point out their maximally linearly independent subsystem. Example 4.6 Find rank of system and their maximally linearly independent subsystem. {β1 = (1, −1, 0, 1); β2 = (1, 0, −1, −2); β3 = (0, 1, −1, 2)} in R4 . DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 109 / 178 Vector space The rank of the vector system and the number of dimensions of the vector space Bases, dimension numbers, coordinates (1) • Bases, dimension numbers: Definition 4.2 (bases) Vector system {α1 , α2 , ..., αm } (α) in Rn is called a base of Rn if system (α) is linear independence and all vectors in Rn are linear combination of (α). Example 4.7 In R3 , let (α) = {α1 = (1, 1, 1) ; α2 = (1, 2, 1) ; α3 = (2, 3, 1)}. Is (α) a base in R3 ? DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 110 / 178 Vector space The rank of the vector system and the number of dimensions of the vector space Bases, dimension numbers, coordinates (2) Proof. We check if (α) = {α1 , α2 , α3 } is linearly independent? 1 α1 α2 = 1 2 α3 1 2 3 1 1 1 We have rank(A) = 3 (or detA = −1). It follows that (α) is linearly independent. Next, put A = (x, y , z) ∈ R3 , we check if A is a linear combination of α1 , α2 , α3 ? (review method in page 97). Make an extended matrix T α1 α2T 1 T T α3 |A = 1 1 1 2 1 1 2 x 3 y −→ 0 0 1 z 1 1 0 2 x 1 −x + y −1 −x + z The system has a solution, so A is a linear combination of {α1 , α2 , α3 }. So (α) is the basis of R3 . DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 111 / 178 Vector space The rank of the vector system and the number of dimensions of the vector space Bases, dimension numbers, coordinates (3) Remark 4.1 - In Rn , consider system vector e1 = (1, 0, ..., 0) e2 = (0, 1, ..., 0) .. . en = (0, 0, ..., 1) System {e1 , e2 , e3 } is a basic of Rn . This basis is called canonical basis of Rn , denoted (Cn ). - In the vector space Rn , the system of n linearly independent vectors is a basis of that space. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 112 / 178 Vector space The rank of the vector system and the number of dimensions of the vector space Bases, dimension numbers, coordinates (4) Definition 4.3 (dimesion numbers) A vector space can have many bases, but the number of vectors in each basis is the same. The number of vectors in the base is called dimensionnumbers of the space. The space Rn has dimension numbers equal to n, denoted dimRn = n. Definition 4.4 (Vector coordinates ) Let (α) = {α1 , α2 , ..., αn } be a base of Rn . Then every vector u ∈ Rn can be uniquely written in the form u = a1 α1 + a2 α2 + ... + an αn , with a1 , a2 , ..., an ∈ R We call the multiple (a1 , a2 , ..., an ) be the coordinates of the vector u in the base (α), denoted by u/(α) = (a1 , a2 , ..., an ). T We also denote [u]/(α) = a1 a2 . . . an or [u](α) . DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 113 / 178 Vector space The rank of the vector system and the number of dimensions of the vector space Bases, dimension numbers, coordinates (5) Remark 4.2 In Rn with canonical basis (Cn ) = {e1 = (1, 0, ..., 0) ; e2 = (0.1, ..., 0) ; ... ; en = (0, ..., 0, 1)} every vector x = {x1 , x2 , ..., xn } ∈ Rn has coordinates in (Cn ) is itself [x](Cn ) = (x1 , x2 , ..., xn )T because x = (x1 , x2 , ..., xn ) = x1 e1 + x2 e2 + ... + xn en . Method to find coordinates of vector u in base (α) in Rn , i.e. find [u](α) Assume (α) = {α1 , α2 , ..., αn } is a base and u ∈ Rn . Solve α1T α2T . . . αnT |u T . T Assume (a1 , a2 , ..., an ) is the solution. Then [u](α) = a1 a2 . . . an . Convention: Coordinates in Linear Algebra are written in columns. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 114 / 178 Vector space The rank of the vector system and the number of dimensions of the vector space Bases, dimension numbers, coordinates (6) Example 4.8 In R3 , let (α) = {α1 = (1, 2, 1), α2 = (1, 3, 1), α3 = (2, 5, 3)}. a) Show that (α) is a basis of R3 . b) Find the coordinates of the vector u = (a, b, c) on the basis (α). Proof. a) (do it yourself) b) With u = (a, b, c) ∈ R3 , to find [u](α) we make a system of equations T α1 α2T α3T |u T 1 = 2 1 1 3 1 2 a 1 5 b −→ 0 3 c 0 0 1 0 0 4a − b − c 0 −a + b − c 1 −a + c 4a − b − c = −a + b − c . −a + c So [u](α) DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 115 / 178 Vector space The rank of the vector system and the number of dimensions of the vector space Bases, dimension numbers, coordinates (7) • Base transfer matrix, Change of basis formula Definition 4.5 (Base transfer matrix) In Rn , let (α) = {α1 , α2 , ..., αn }, (β) = {β1 , β2 , ..., βn be 2 bases of Rn . Set Tαβ = [β1 ](α) [β2 ](α) ... [βn ]( alpha) . Then P is called base transfer matrix from base (α) to base (β), denoted [(α) → (β)] = Tαβ . Remark 4.3 If (α) = {α1 , α2 , ..., αn } is a base of Rn and (Cn ) = {e1 = (1, 0, ..., 0), e2 = (0, 1, ..., 0), e3 = (0, 0, ..., 1)} is the canonical basis of Rn then Tαβ = α1T α2T ... αnT DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 116 / 178 Vector space The rank of the vector system and the number of dimensions of the vector space Bases, dimension numbers, coordinates (8) Way to find Tαβ in Rn : Assume (α) = {α1 , α2 , ..., αn } ; (β) = {β1 , β2 , ..., βn } are two bases of Rn . Step 1: Make the extended matrix α1T α2 ... αnT | β1T β2T ... βnT . Step 2: Using elementary transformations on the row to return this matrix to the form [In |Tαβ ]. Then Tαβ is the base transfer matrix from base (α) to base (β). • Coordinate conversion formula: In Rn , let (α), (β) be 2 bases of Rn . Then [u](α) = Tαβ [u](β) , ∀u ∈ Rn . Theorem 4.1 In Rn , let (α), (β), (γ) are the bases of Rn . Then i) Tαα = In . ii) [u](α) = Tαβ [u](β) , iii) −1 Tβα = Tαβ . iv) Tαθ = Tαβ .Tβθ . DANG LE QUANG, Ph.D ∀u ∈ Rn . LINEAR ALGEBRA September - 2022 117 / 178 Vector space The rank of the vector system and the number of dimensions of the vector space Bases, dimension numbers, coordinates (9) Example 4.9 In R3 , let (α) = {α1 = (1, 1, 3), α2 = (1, −2, 1), α3 = (1, −1, 2)} (β) = {(β1 = (1, −2, 2), β2 = (1, −2, 1), β3 = (1, −1, 2)}. a) Prove that (α) and (β) are two bases of R3 . b) Find the base transfer matrix from (α) to (β). T c) Let u ∈ R3 satisfied [u](β) = 2 −3 −2 . Find [u](α) . Proof. a) (Do it yourself) b) Make an extended matrix h T T T T T α1 α2 α3 | β1 β2 β3 DANG LE QUANG, Ph.D i 1 = 1 3 1 −2 1 1 1 −1 −2 2 2 1 −2 1 LINEAR ALGEBRA 1 1 −1 → 0 2 0 0 1 0 0 −1 0 −1 1 3 September - 2022 0 1 0 0 0 1 118 / 178 Vector space The rank of the vector system and the number of dimensions of the vector space Bases, dimension numbers, coordinates (10) −1 = −1 3 0 0 Which implies Tαβ 1 0. 0 1 −1 c) We have [u](α) = Tαβ [u](β) = −1 3 0 0 2 −2 1 0 −3 = −5 . 0 1 −2 4 Example 4.10 In R3 , let (C3 ) be the canonical basis and let the base (β) = {(β1 = (1, −1, 1)), β2 = (2, 3, 1), β3 = (1, 2, 1)} a) Find the base transfer matrix from (C3 ) to (β). b) Find the base transfer matrix from (β) to (C3 ). c) Let α = (1, 2, 3) ∈ R3 . Find [α](β) . d) Find the vector β4 ∈ R3 whose coordinates in (β) are (2, 3, 5). DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 119 / 178 Vector space vector subspace vector subspace (1) Let U be a non-empty subset of Rn . The set U is called vector subspace (subspace) of Rn if i) ∀α, β ∈ U then α + β ∈ U. ii) ∀a ∈ R, α ∈ U then aα ∈ U. Remark 4.4 In Rn , let U be a non-empty subset of Rn - If U is a subspace of Rn then the vector 0 ∈ U. - If vector 0 ∈ / U then U is not a subspace of Rn . DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 120 / 178 Vector space vector subspace vector subspace (2) How to check the Subspace: Let U be a subset of Rn . To check that U is a subspace of Rn , we perform the following steps: Step 1: Check vector 0 ∈ U. - If vector 0 ∈ / U, then conclude U is not a subspace of Rn −→. Stop. - If vector 0 ∈ U, then go to Step 2. Step 2: For every α, β ∈ U and every a ∈ R. - If α + β ∈ U and aα ∈ U, then conclude U is a subspace of Rn . - On the contrary, we need to give a contradiction, i.e., we show a concrete example to show that α, β ∈ U but α + β ∈ / U; or α ∈ U, a ∈ R but n aα ∈ / U. Then U is not a subspace of R . DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 121 / 178 Vector space vector subspace vector subspace (3) Example 4.11 Let U = {(x1 , x2 , x3 ) ∈ R3 |x1 = 2x2 x3 }. Is U a subspace of R3 ? Proof. With α = (2, 1, 1) and β = (4, 2, 1). We have α, β ∈ U but α + β = (6, 3, 2) ∈ / U (because 6 ̸= 2.3.2). So U is not a subspace of R3 . Example 4.12 Let U = {(x1 , x2 , x3 ) ∈ R3 |x1 + 3x2 + x3 = 1}. Is U a subspace of R3 ? Proof. We have the vector 0 = (0, 0, 0) ∈ / U because 0 + 3.0 + 0 = 0 ̸= 1. So U 3 is not a subspace of R . Example 4.13 Let U = {(x1 , x2 , x3 ) ∈ R3 | 2x1 + x2 − x3 = 0}. Is U a subspace of R3 ? DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 122 / 178 Vector space vector subspace vector subspace (4) Proof. We have • Vector 0 = (0, 0, 0) ∈ U (because 2.0 + 0 − 0 = 0). So U ̸= ∅. • For all a ∈ R, α = (α1 , α2 , α3 ), β = (β1 , β2 , β3 ) ∈ U, i.e. 2α1 + α2 − α3 = 0, 2β1 + β2 − β3 = 0. We have α + β = (α1 + β1 , α2 + β2 , α3 + β3 ). Futhermore, 2(α1 + β1 ) + (α2 + β2 ) − (α3 + β3 ) = 0. Which implies α + β ∈ U. We have aα = (aα1 , aα2 , aα3 ). Futhermore, 2aα1 + aα2 − aα3 = a(2α1 + α2 − α3 ) = a0 = 0. Which impies aα ∈ U. Thus U is a subspace of R3 . Example 4.14 Which of the following sets is a subspace of R2 ? a) U1 = {(x1 , x2 ) ∈ R2 |x2 = 3x1 }. b) U2 = {(x1 , x2 ) ∈ R2 |x2 = 2 + 3x1 }. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 123 / 178 Vector space vector subspace Subspace generated by a vector system (1) Definition 4.6 ( subspace generated by a vector system) In Rn , let the vector system {α1 , α2 , ..., αm }. Then the set of all linear combinations of vectors α1 , α2 , ..., αm , denoted ⟨α1 , α2 , ..., αm ⟩ is a subspace in Rn . That space is called subspace of Rn generated by the vector system {α1 , α2 , ..., αm } (also called linear bound of the vector system {α1 , α2 , ..., αm }). ⟨α1 , α2 , ..., αm ⟩ = {a1 α1 + a2 α2 + ... + am αm |ai ∈ R}. Note: A base of ⟨α1 , α2 , ..., αm ⟩ is the maximally linearly independent subsystem of the system {α1 , α2 , ..., αm }. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 124 / 178 Vector space vector subspace Subspace generated by a vector system (2) Example 4.15 In R2 , we consider (α) = {α = (1, 2)}. Then ⟨α⟩ = {a(1, 2) |a ∈ R} = {(a, 2a) |a ∈ R}. Example 4.16 In R3 , we consider (α) = {α1 = (1, 2, 1), α2 = (−1, 2, 0)}. Then ⟨α1 , α1 ⟩ = {tα1 + sα2 | t, s ∈ R} = {(t − s, 2t + 2s, t) |t, s ∈ R}. Example 4.17 In R3 , find a base, the dimension numbers of the subspace generated by the following vector system {α1 = (1, 1, 1), α2 = (2, 3, 4), α3 = (4, 5, 6)}. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 125 / 178 Vector space vector subspace Solution space of a homogeneousl linear system (1) Consider the following homogeneousl linear system a11 x1 + a12 x2 + ... + a1n xn = 0 a x + a x + ... + a x = 0 21 2 22 2 2n n ......... am1 x1 + am2 x2 + ... + amn xn = 0 with the matrix form AX = 0 (15) Solution space: Let the solution set of the system (15) be L = {x = (x1 , x2 , ..., xn ) ∈ Rn : AX = 0}. Theorem 4.2 L is a subspace of Rn and if rank(A) = r then dimL = n − r . We call L the solution space of the homogeneous linear system. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 126 / 178 Vector space vector subspace Solution space of a homogeneousl linear system (2) Method to find the base of the solution space: Step 1: Solve the system (15), find the general solution. Step 2: Give the free implicit set the values in turn (1, 0, ..., 0), ...., (0, 0, ..., 1). we get the basic solutions x1 , x2 , ..., xn . Step 3: Then, the base of the solution space is {x1 , x2 , ..., xn }. Example 4.18 Find the base and dimension numbers of the solution space of the linear system. x1 + 2x2 − 3x3 + 5x4 = 0 x + 3x − 13x + 22x = 0 1 2 3 4 3x + 5x + x − 2x = 0 1 2 3 4 2x1 + 3x2 + 4x3 − 7x4 = 0 DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 127 / 178 Vector space vector subspace Solution space of a homogeneousl linear system (3) Proof. Matrixize the system of equations, we have 1 2 1 3 A= 3 5 2 3 DANG LE QUANG, Ph.D −3 5 1 −13 22 d2 →d2 −d1 , d3 →d3 −3d1 0 −−−−−−−−−−−−−−→ 0 d4 →d4 −2d1 1 −2 4 −7 0 1 d1 →d1 −2d2 , d3 →d3 +d2 0 −−−−−−−−−−−−−−→ 0 d4 →d4 +d2 0 LINEAR ALGEBRA 2 1 −1 −1 0 1 0 0 −3 5 −10 17 10 −17 10 −17 17 −29 −10 17 0 0 0 0 September - 2022 128 / 178 Vector space vector subspace Solution space of a homogeneousl linear system (4) The solution of the system is x = (x1 , x2 , x3 , x4 ) = (−17t + 29s, 10t − 17s, t, s), with t, s ∈ R. Given t = 1, s = 0 and t = 0, s = 1, respectively, the basic solutions of the system are X1 = (−17, 10, 1, 0) ; X2 = (29, −17, 0, 1). Therefore, if L is a solution space then B = {X1 , X2 } is the base of L and dimL = 2. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 129 / 178 Linear Model in economic analysis Section 5: Linear Model in economic analysis Dang Le Quang, Ph.D DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 130 / 178 Linear Model in economic analysis Interdisciplinary equilibrium model (Input-Output Leontief) Interdisciplinary equilibrium model (I/0 Leontief) (1) This model is also known as the I/O model. It refers to determining the level of aggregate demand for the products of each industry in the economy as a whole. Within the framework of the model, the concept of industry is considered in a purely productive sense. The following assumptions are made: 1) Each industry produces a homogeneous product or produces a combination of goods a certain rate. In the second case, we consider each of these fixed-proportion combinations of goods to be one side row. 2) The inputs of production within an industry are used in a fixed proportion. Aggregate demand for each industry’s product includes: - Intermediary demand from manufacturers who use that type of product for the production process. - The final demand from users to use the product for consumption or export, including households the family, the state, the exporters. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 131 / 178 Linear Model in economic analysis Interdisciplinary equilibrium model (Input-Output Leontief) Interdisciplinary equilibrium model (I/0 Leontief) (2) Suppose an industry economy consists of n industries: industry 1, industry 2, . . . , industry n and in addition one other part of the economy (called the open economy), it does not produce goods like the n industry above, but only consumption of the product of this industry n. To facilitate the cost of factors of production, we express the quantity demanded of all goods in terms of value, i.e. measured in money (assuming the market is stable determined). The aggregate demand for industry goods i is calculated by the formula: xi = xi1 + xi2 + ... + xin + bi , i = 1, 2, ..., n. (16) Where xi is the industry’s aggregate demand for goods i. xik is the value of the good of industry i that industry k needs to use for production (intermediate demand). bi is the value of industry goods i that is consumed and exported (final demand). DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 132 / 178 Linear Model in economic analysis Interdisciplinary equilibrium model (Input-Output Leontief) Interdisciplinary equilibrium model (I/0 Leontief) (3) Transform (16) xi = xi1 xi2 xin x1 + x2 + ... + xn + b i , x1 x2 xn i = 1, 2, ..., n. Put aik = xik , xk i, k = 1, 2, ..., n. (17) We get the system of equations (the Input-Output Liontief model or the production equation): x1 = a11 x1 + a12 x2 + ... + a1n xn + b1 x = a x + a x + ... + a x + b 2 21 1 22 2 2n n 2 ... xn = an1 x1 + an2 x2 + ... + ann xn + bn (1 − a11 )x1 − a12 x2 − ... − a1n xn = b1 −a x + (1 − a )x − ... − a x = b 21 1 22 2 2n n 2 ⇔ ... −an1 x1 − an2 x2 − ... + (1 − ann )xn = bn (18) DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 133 / 178 Linear Model in economic analysis Interdisciplinary equilibrium model (Input-Output Leontief) Interdisciplinary equilibrium model (I/0 Leontief) (4) The matrix form is X = AX + B or (I − A)X = B (5.3’) Where a11 a21 A= ... an1 a12 a22 ... an2 ... a1n ... a2n ; ... ... ... ann is the input cost factor matrix or the engineering coefficientmatrix T X = x1 x2 ... xn is the total demand matrix (or production vector); T B = b1 b2 ... bn is the terminal bridge matrix . From (17), the element aik of A is the fraction of the cost of industry k paid for the purchase of goods by industry i per unit value of the good of industry. industry k (factorial cost of production). DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 134 / 178 Linear Model in economic analysis Interdisciplinary equilibrium model (Input-Output Leontief) Interdisciplinary equilibrium model (I/0 Leontief) (5) Example aik = 0.2 means that to produce 1USD worth of its goods (on average), industry k must buy 0.2USD of industry goods i. Under assumption 2 we have aik constant. We call aik the factor cost factor or technical coefficient, so 0 ≤ aik < 1. In the matrix A, the elements of the line i are the coefficients of the value of goods of industry i sold to all industries. intermediate goods (including industry i), and column k is the coefficient of commodity value of industry k purchased by industries for use used for themselves to produce their goods (including industry k). Sum of all elements of column k is the cost level industry’s k has to pay for the purchase of factors of production per 1 of its value, thus: a1k + a2k + ... + ank < 1, k = 1, 2, ..., n. The equation (5.3’) allows us to determine the aggregate demand for a good across all industries. This has important implications for production planning to ensure smooth running of the economy. Avoid excess or shortage of goods. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 135 / 178 Linear Model in economic analysis Interdisciplinary equilibrium model (Input-Output Leontief) Interdisciplinary equilibrium model (I/0 Leontief) (6) Theorem 5.1 Assume A is the input coefficient matrix of an economy and B is the final demand. If the elements of A and B is not negative and the sum of the elements per column of A is less than 1 then (I − A)−1 exists and the aggregate demand matrix X = (I − A)−1 B. The matrix I − A is called the matrix Liontief or the technology coefficient matrix. Example 5.1 Suppose in an economy, there are 3 manufacturing industries: industry 1, industry 2, industry 3. Show the matrix of technical coefficients 0.2 0.4 0.1 0.3 0.1 0.3 0.2 0.2 0.2 a) Explain the meaning of the number 0.4 in the matrix A. b) Indicate that the final demand for goods of industries 1, 2, 3 is 10, respectively; 5; 6 million USD. Let’s Determine the level of aggregate demand DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 136 / 178 for each industry. Linear Model in economic analysis Interdisciplinary equilibrium model (Input-Output Leontief) Interdisciplinary equilibrium model (I/0 Leontief) (7) Proof. b) We have 0.8 I − A = −0.4 −0.1 −0.3 0.9 −0.3 −0.2 0.66 0.30 0.24 1 0.34 0.62 0.24 −0.2 ⇒ (I − A)−1 = 0, 384 0.8 0.21 0.27 0.60 Aggregate demand matrix is 0.66 1 X = (I − A)−1 B = 0.34 0, 384 0.21 0.30 0.62 0.27 0.24 ten 24.84 0.24 5 = 20.68 0.60 6 18.36 Thus, the aggregate demand for goods of industry 1 is 24.84; for goods of industry 2 is 20.68; for goods of industry 3 is 18.36 (million USD). DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 137 / 178 Linear Model in economic analysis Market equilibrium model n related goods Market equilibrium model n related goods (1) • The model of market equilibrium for a commodity: In economic analysis, we use the supply function QS and the demand function QD to express the dependence quantity supplied , quantity demanded in the price of the good P assuming all other factors remain unchanged. Assume QS and QD have linea form QS = −a + bP ; QD = c − dP, QS = −a + bP Market equilibrium model is QD = c − dP Q = Q S a, b, c, d > 0. QS = −a + bP D ⇔ QD = c − dP −a + bP = c − dP Derive the equilibrium price is P= a+c b+d Balance amount is QS = QD = DANG LE QUANG, Ph.D cd − ad b+d LINEAR ALGEBRA September - 2022 138 / 178 Linear Model in economic analysis Market equilibrium model n related goods Market equilibrium model n related goods (2) • Market equilibrium model fo n related goods: In a multi-commodity market, the value of the good can affect the quantity supplied and the demand supplied for other commodities. The linear demand and supply functions of the market for n goods have the form: QSi = ai 0 + ai 1 P1 + ai 2 P2 + ... + ain Pn QDi = bi 0 + bi 1 P1 + bi 2 P2 + ... + bin Pn , i = 1, 2, ..., n. Where QSi , QDi , Pi are respectively the quantity supplied, the quantity demanded, the price of the good i. The market equilibrium model for n goods is QSi = QDi , i = 1, 2, ..., n. Converting cik = aik − bik we get the system c11 P1 + c12 P2 + ... + c1n Pn = −c10 c21 P1 + c22 P2 + ... + c2n Pn = −c20 ... cn1 P1 + cn2 P2 + ... + cnn Pn = −cn0 (19) Solving the (19) system we get the equilibrium price of n of the good, from which the equilibrium supply and demand are found. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 139 / 178 Linear Model in economic analysis Market equilibrium model n related goods Market equilibrium model n related goods (3) Example 5.2 The market consists of three types of goods. The supply and demand functions at prices are determined by: QD1 = 8 − 2P1 + P2 + P3 QD2 = 10 + P1 − 2P2 + P3 QD3 = 14 + P1 + 2P2 − 2P3 QS1 = −5 + 4P1 − P2 − P3 QS2 = −2 − P1 + 4P2 − P3 QS3 = −1 − P1 + P2 + 4P3 Determine the market equilibrium. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 140 / 178 Linear Model in economic analysis Market equilibrium model n related goods Market equilibrium model n related goods (4) Proof. System of equations for determining the equilibrium price 8 − 2P1 + P2 + P3 = −5 + 4P1 − P2 − P3 6 − 2P2 − 2P3 = 13 10 + P1 − 2P2 + P3 = −2 − P1 + 4P2 − P3 14 + P + 2P − 2P = −1 − P + P + 4P 1 2 3 1 2 3 ⇔ −2P1 + 6P2 − 2P3 = 12 −2P − P + 6P = 15. 1 2 3 Solving this system we get the equilibrium point P1 = DANG LE QUANG, Ph.D 425 52 391 ; P2 = ; P3 = . 72 9 72 LINEAR ALGEBRA September - 2022 141 / 178 Linear Model in economic analysis Market equilibrium model n related goods National income equilibrium model (1) Consider the model given the form Y C T = C + I0 + G0 = a + b (Y − T ), = d + tY , (20) a > 0, 0 < b < 1 d > 0, 0 < t < 1. Where Y is the gross national income, C is residential consumption, I0 is the planned fixed investment. G0 is a fixed level of government spending. T is tax. Transform (20) we get a system of equations with three variables Y − C = I0 + G0 (21) −bY + C + bT = a −tY + T = d Solving the (21) system we get the equilibrium level of national income, consumption and tax rates. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 142 / 178 Linear Model in economic analysis Market equilibrium model n related goods National income equilibrium model (2) Example 5.3 Let gross national income Y , consumption C and tax rate T determine by Y = C + I0 + G0 C = 15 + 0.4(Y − T ) T = 36 + 0.1Y . where I0 = 500 is fixed investment, G0 = 20 is fixed expenditure Find the equilibrium level of national income, consumption, and tax rate DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 143 / 178 Linear Model in economic analysis Market equilibrium model n related goods National income equilibrium model (3) Proof. We have Y = C + 500 + 20 C T ⇔ = 15 + 0.4(Y − T ) ⇔ = 36 + 0.1Y . C = Y − 520 T = 0.1Y + 36 0.64Y = 520.6 ⇔ C = Y − 520 T = 0.1Y + 36 Y − 520 = 15 + 0.4(Y − 0.1Y − 36) C = 293.4375 T = 117.34375 Y = 813.4375 So Y = 813.4375 ; C = 293.4375 ; T = 117.34375. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 144 / 178 Linear Model in economic analysis Equilibrium market for goods and money (IS-LM model) Equilibrium market for goods and money (IS-LM model) (1) The IS-LM model is used to analyze the market equilibrium of the economy in both market: commodity market and money market. In the presence of the money market, the investment of I depends on the interest rate of r . Suppose I = a1 − b1 r , a1 , b1 > 0. Consider the equilibrium income and consumption model of the form (a) Y = c + I + G0 I = a1 − b1 r (a1 , b1 > 0) (b) C = a + bY (a > 0, 0 < b < 1) (c) (22) Substituting (b) and (c) into (a), we get Y = a + bY + a1 − b1 r + G0 ⇔ b1 r = a + a1 + G0 − (1 − b)Y (23) The equation (23), which represents the relationship between interest rates and income when the goods market is in equilibrium, is known as the IS equation. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 145 / 178 Linear Model in economic analysis Equilibrium market for goods and money (IS-LM model) Equilibrium market for goods and money (IS-LM model) (2) In the money market, the quantity demanded of money L depends on income Y and the interest rate r . Suppose L = a2 Y − b2 r , a2 , b2 > 0. Assume that the money supply is fixed at M0 . The money market equilibrium condition is M0 = a2 Y − b2 r ⇔ b2 r = a2 Y − M0 (24) The equation (24) representing the equilibrium condition of the money market is called the LM equation. IS-LM model is a model that combines IS and LM into one system IS LM DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 146 / 178 Linear Model in economic analysis Equilibrium market for goods and money (IS-LM model) Equilibrium market for goods and money (IS-LM model) (3) From the model you determine the level of income Y and the interest rate r that ensures equilibrium in both markets goods and currency. For example, solve the system ( b1 r = a + a1 + G0 − (1 − b)Y b2 r = a2 Y − M0 We found (a + a1 + G0 )b2 + b1 M0 b1 a2 + (1 − b)b2 (a + a1 + G0 )a2 + (1 − b)M0 r= b1 a2 + (1 − b)b2 Y = DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 147 / 178 Linear Model in economic analysis Equilibrium market for goods and money (IS-LM model) Equilibrium market for goods and money (IS-LM model) (4) Example 5.4 Let G0 = 250 ; M0 = 4500 ; I = 34 − 15r C = 10 + 0.3Y ; L = 22Y − 200r . a) Make the IS equation. b) Make the equation LM. c) Find the equilibrium level of income and interest rate in the commodity and money markets. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 148 / 178 Linear Model in economic analysis Equilibrium market for goods and money (IS-LM model) Equilibrium market for goods and money (IS-LM model) (5) Proof. a) We have Y = C + I + G0 ⇔ Y = (10 + 0.3Y ) + (34 − 15r ) + 250. So the IS equation is 15r = 294 − 0.7Y . b) The LM equation has the form L = M0 ⇔ 22Y − 200r = 4500 ⇔ 200r = 22Y − 4500. c) The equilibrium level of income Y and the interest rate r are the solution of the system of equations ( ( 15r = 294 − 0.7Y 15(0.11Y − 22.5) = 294 − 0.7Y ⇔ 200r = 22Y − 4500 r = 0.11Y − 22.5 ( ( 2.35Y = 631.5 Y = 268.72 ⇔ ⇔ r = 7.06. r = 0.11Y − 22.5 So Y = 268.72 ; r = 7.06. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 149 / 178 Linear mapping and Quadratic form Section 6: Linear mapping and Quadratic form Dang Le Quang, Ph.D DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 150 / 178 Linear mapping and Quadratic form Linear map Definition (1) A mapping f : Rn → Rm is called linear mapping if f satisfies both of the following properties: f (x + y ) = f (x) + f (y ), f (λx) = λf (x), ∀x, y ∈ Rn (a) n ∀x ∈ R , ∀λ ∈ R (b) If f is a linear map from Rn to Rn (f : Rn → Rn ) then f is called linear transform on Rn . Condition (a) in the definition is addition conservation, and condition (b) is multiplication conservation. We can combine the above two conditions with the following condition f (λ1 x + λ2 y ) = λ1 f (x) + λ2 f (y ), DANG LE QUANG, Ph.D LINEAR ALGEBRA ∀x, y ∈ Rn ; ∀λ1 , λ2 ∈ R. September - 2022 151 / 178 Linear mapping and Quadratic form Linear map Definition (2) Example 6.1 Let the map f : R2 → R2 be defined by f (x, y ) = (3x − 2y , x), ∀x, y ∈ R2 Is the f linear map? Proof. ∀x, y ∈ R2 , i.e., x = (x1 , x2 ), y = (y1 , y2 ); ∀λ1 , λ2 ∈ R. we have f (λ1 x + λ2 y ) = f (λ1 x1 + λ2 y1 , λ1 x2 + λ2 y2 ) = (3(λ1 x1 + λ2 y1 ) − 2(λ1 x2 + λ2 y2 ), λ1 x1 + λ2 y1 ) = λ1 (3x1 − 2x2 , x1 ) + λ2 (3y1 − 2y2 , y1 ) = λ1 f (x) + λ2 f (y ). So f is a linear mapp. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 152 / 178 Linear mapping and Quadratic form Linear map Definition (3) Example 6.2 Let A be a square matrix of order n in R, denoted Mn (R). Let Map ϕ : Mn (R) → Mn (R) defined by ϕ(X ) = XA + AX , with X ∈ Mn (R). Prove that ϕ is a linear map Proof. For all X , Y ∈ Mn (R); λ1 , λ2 ∈ R. We have ϕ(λ1 X + λ2 Y ) = (λ1 X + λ2 Y )A + A(λ1 X + λ2 Y ) = (λ1 X )A + (λ2 Y )A + A(λ1 X ) + A(λ2 Y ) = λ1 (XA) + λ1 (AX ) + λ2 (YA) + λ2 (AY ) = λ1 (XA + AX ) + λ2 (YA + AY ) = λ1 ϕ(X ) + λ2 ϕ(Y ) So ϕ is a linear map. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 153 / 178 Linear mapping and Quadratic form Linear map Definition (4) Example 6.3 Let the map f : R2 → R2 defined by √ √ f (x, y ) = ( 3 x, 3 y ), ∀x, y ∈ R2 Is the f linear map? Proof. For all λ ∈ R, we √ consider √ √ √ f (λ(x, y )) = f (λx, λy ) = ( 3 λx, 3 λy ) ̸= λ( 3 x, 3 y ) = λf (x, y ). So f is not a linear map. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 154 / 178 Linear mapping and Quadratic form Linear map Definition (5) Example 6.4 Let a map f : M2 (R) → R defined by f a c map? Proof. For all λ ∈ R, we have a b λa λb a 2 f λ = det = λ .det c d λc λd c b d a =det c b a ̸ λ.det = d c b . Is f a linear d b a = λf d c b d the ”=” sign occurs when λ = 1, but by definition, we must consider ∀λ ∈ R. So f is not a linear map. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 155 / 178 Linear mapping and Quadratic form Linear map Matrix of the linear map (1) Definition 6.1 Let a linear map f : Rn → Rm and let (α) = {α1 , α2 , ..., αn } is the base of Rn ; (β) = {β1 , β2 , ..., βn } is the base of Rm . Then, the matrix [f ](α),(β) = [f (α1 )](β) [f (α2 )](β) ... [f (αn )](β) is called matrix of linear map f . Example 6.5 Let f : R3 → R2 ; f (x1 , x2 , x3 ) = (x1 + x2 + x3 , x1 − x2 − x3 ) and bases (A) = {e1 = (1, 0, 0), e2 = (0, 1, 0), e3 = (0, 0, 1)} (B) = {ε1 = (1, 0), ε2 = (0, 1)} (α) = {α1 = (1, 1, 1), α2 = (1, 2, 2), α3 = (1, 2, 3)} (β) = {β1 = (1, 1), β2 = (1, 2)}. Find [f ](A),(B) and [f ](α),(β) . DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 156 / 178 Linear mapping and Quadratic form Linear map Matrix of the linear map (2) Proof. We have [f ](A),(B) = [f (e1 )](B) = [(1, 1)](B) 1 = 1 1 −1 [f (e2 )](B) [f (e3 )](B) [(1, −1)](B) [(1, −1)](B) 1 (see Comments 4.2 page 114) −1 [f ](α),(β) = [f (α1 )](β) = [(3, −1)](β) [f (α2 )](β) [f (α3 )](β) [(5, −3)](β) [(6, −4)](β) (∗) We calculate (∗) as follows: (see Definition ?? page ??). Let X = (x1 , x2 ). DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 157 / 178 Linear mapping and Quadratic form Linear map Matrix of the linear map (3) a Assume [X ] = 1 . We infer a2 X = a1 β1 + a2 β2 = a1 (1, 1) + a2 (1, 2) ⇔(x1 , x2 ) = (a1 , a1 ) + (a2 , 2a2 ) = (a1 + a2 , a1 + 2a2 ) ⇔ ⇔ ( a1 + a2 = x1 a1 + 2a2 = x2 ( a1 = 2x1 − x2 a2 = x2 − x1 ⇒[X ](β) = [(x1 , x2 )](β) ⇒[f ](α),(β) = 2x1 − x2 = x2 − x1 2.3 + 1 2.5 + 3 2.6 + 4 7 = −1 − 3 −3 − 5 −4 − 6 −4 DANG LE QUANG, Ph.D LINEAR ALGEBRA 13 −8 16 −10 September - 2022 158 / 178 Linear mapping and Quadratic form Linear map Matrix of the linear map (4) Example 6.6 Let f : R3 → R3 ; f (x1 , x2 , x3 ) = (x1 − x3 , x1 + x2 , −x2 − x3 ), and let bases (α) = {α1 = (1, 1, 1), α2 = (−1, 1, 2), α3 = (1, 2, 3)} (β) = {β1 = (0, 1, 1), β2 = (1, 0, 1), β3 = (1, 1, 0)} Find the matrix of f in the base pair (α), (β). Example 6.7 Let f : Rn → Rm ; f (x1 , x2 , ..., xn ) = (a11 x1 +a12 x2 +...+a1n xn , a21 x1 +a22 x2 +...+a2n xn , ..., am1 x1 +am2 x2 +...+amn xn ). Find the matrix of f in the canonical base pair (Cn ), (Cm ). DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 159 / 178 Linear mapping and Quadratic form Eigenvalues and eigenvectors Definitions (1) • Eigenvalues and eigenvectors of matrix: Let A be a square matrix of order n a11 a21 A= ... an 1 a12 a22 ... an 2 ... ... ... ... a1n a2n ... ann The number λ ∈ R is the eigenvalue of A if there exists a vector x = (x1 , x2 , ..., xn ) ̸= 0 satisfied T T A = x1 x2 . . . xn = λ x1 x2 . . . xn That vector x ̸= 0 is called eigenvector of A, corresponding to the eigenvalue λ. a11 − λ a12 ... a1n a21 a22 − λ ... a2n Polynomial PA (λ) = is a polynomial of degree n ... ... ... ... an1 an2 ... ann − λ for λ , called characteristic polynomial of the matrix A. The equation Pa (λ) = 0 is called characteristic equation of the matrix A. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 160 / 178 Linear mapping and Quadratic form Eigenvalues and eigenvectors Definitions (2) How to find eigenvectors, eigenvalues: Step 1: Solve the characteristic equation Pa (λ) = 0. All solutions of this equation are eigenvalues of the matrix A. Step 2: Assume λ0 is an eigenvalue of A. Then all non-trivial solutions of a homogeneous linear system T T (A − λ0 In ) x1 . . . xn = 0 . . . 0 is the eigenvector of the matrix A corresponding to the eigenvalue λ0 . Theorem 6.1 If u1 , u2 , ..., uk are eigenvectors corresponding to distinct eigenvalues λ1 , λ2 , ..., λk of A then {u1 , u2 , ..., uk } are linearly independent. Example 6.8 3 Find eigenvalues, eigenvectors of a matrix A = 0 DANG LE QUANG, Ph.D LINEAR ALGEBRA 2 1 5 ;B = 0 1 7 0 2 September - 2022 0 −1 4 161 / 178 Linear mapping and Quadratic form Eigenvalues and eigenvectors Diagonalize a square matrix (1) Definition 6.2 Let A be a square matrix of order n. The matrix A is said to be diagonalizable if there exists a square matrix that is non singular T of order n such that T −1 AT = D is a diagonal matrix. Matrix diagonalization A means finding the matrices T and D such that T −1 AT = D. How to diagonalize matrix: To diagonalize the matrix A we find linearly independent eigenvectors of A. - If the number of linearly independent eigenvectors is less than n: then A is not diagonalizable. - If A has enough linearly independent eigenvectors n then A is diagonalizable. The matrix T is the matrix that the columns of T are linearly independent eigenvectors. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 162 / 178 Linear mapping and Quadratic form Eigenvalues and eigenvectors Diagonalize a square matrix (2) Example 6.9 Check if the following matrices are them 2 3 5 A= ; B= 0 0 7 0 DANG LE QUANG, Ph.D diagonalizable? If possible, diagonalize 1 1 2 0 −3 −1 ; C = −7 4 −6 LINEAR ALGEBRA 1 5 6 −1 −1 −2 September - 2022 163 / 178 Linear mapping and Quadratic form Quadratic form Definitions (1) A quadratic form in Rn is a map q : Rn → R defined by n P aij xi xj ; x = (x1 , x2 , ..., xn ) ∈ Rn q(x) = i,j=1 where aij is a constant, aij = aji ∀i, j = 1, 2, ..., n. Since aij = aji , the quadratic form is also written as n P P aii xi2 + 2 aij xi xj . q(x) = i<j i=1 a11 a21 Square Matrix A = ... am1 a12 a22 ... am2 ... a1n ... a2n is called matrix of quadratic form of q. ... ... ... amn We have a matrix A that satisfies aij = aji so A = AT . This square matrices whose property is called symmetric matrix. T If we sign [x] = x1 x2 . . . xn then we can write the quadratic form as a matrix as follows q(x) = [x]T A[x]. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 164 / 178 Linear mapping and Quadratic form Quadratic form Definitions (2) Example 6.10 Give the quadratic form in R3 q(x) = 2x12 + 3x22 − x32 − x1 x2 + 4x2 x3 + 6x1 x3 . Find the matrix A of q(x). Proof. The coefficients x12 , x22 , x32 are the elements on the main diagonal of A. The coefficients of the product xi xj (i ̸= j) are twice the value of aij of A. Thus 2a12 = −1 ⇒ a12 = −1 = a21 2 2a13 = 6 ⇒ a13 = 3 = a31 2a23 = 4 ⇒ a23 = 2 = a32 2 −1 So A = 2 3 −1 2 3 2 DANG LE QUANG, Ph.D 3 2 −1 LINEAR ALGEBRA September - 2022 165 / 178 Linear mapping and Quadratic form Quadratic form Definitions (3) • Canonical form of the quadratic form: The canonical form of the quadratic form in Rn is the quadratic form containing only the squares of the variables q(x) = b1 x12 + b2 x22 + ... + bn xn2 DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 166 / 178 Linear mapping and Quadratic form Quadratic form Return quadratic form to canonical form (1) n P • Lagrange Method: Let the quadratic form q(x) = aij xi xj . i,j=1 If a11 ̸= 0, we write q (x ) = a11 x12 + 2a12 x1 x2 + ... + 2a1n x1 xn + ... 2 a12 a1n = a11 x1 + x2 + ... + xn + g1 a11 a11 Sets x1′ = x1 + a12 a1n x2 + ... + xn , we have a11 a11 q(x) = a11 x1′2 + g1 where g1 is a quadratic form that does not contain x1 . If a11 = 0 but a12 ̸= 0, sets x1 = x1′ + x2′ , x2 = x1′ − x2′ . Then a12 x1 x2 = a12 x1′2 − a12 x2′2 . In the case of a11 ̸= 0 we also have q(x) = b1 x1′2 + g1 where g1 is the quadratic form that does not contain x1′ . Continuing this process, we will get q(x) to canonical form. DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 167 / 178 Linear mapping and Quadratic form Quadratic form Return quadratic form to canonical form (2) Example 6.11 Return the following quadratic form to the canonical form q(x) = x12 + 5x22 + 8x32 + 4x1 x2 + 6x1 x3 + +8x2 x3 Proof. q (x ) = (x12 + 4x1 x2 + 6x1 x3 ) + 5x22 + 8x32 + 8x2 x3 = x12 + 2x1 (2x2 + 3x3 ) + (2x2 + 3x3 )2 + x22 − x32 − 4x2 x3 = (x1 + 2x2 + 3x3 )2 + (x22 − 4x2 x3 ) − x32 = (x1 + 2x2 + 3x3 )2 + (x22 − 4x2 x3 + 4x32 ) − 5x32 = (x1 + 2x2 + 3x3 )2 + (x2 − 2x3 )2 − 5x32 Put y1 = x1 + 2x2 + 3x3 y2 = x2 − 2x3 y = x 3 3 We get q = y12 + y22 − 5y32 . DANG LE QUANG, Ph.D ⇔ x1 = y1 − 2y2 − 7y3 x2 = y2 + 2y3 x = y 3 3 LINEAR ALGEBRA September - 2022 168 / 178 Linear mapping and Quadratic form Quadratic form Return quadratic form to canonical form (3) Example 6.12 Return the following quadratic form to the canonical form q(x) = 2x1 x2 + 2x1 x3 − 6x2 x3 . Proof. Changing the variable, we set x1 = y1 + y2 , x2 = y1 − y2 , x3 = y3 . Then q = 2(y1 + y2 )(y1 − y2 ) + 2(y1 + y2 )y3 − 6(y1 − y2 )y3 = 2y12 − 2y22 − 4y1 y3 + 8y2 y3 Change q = (2y12 − 4y1 y3 ) − 2y22 + 8y2 y3 = 2 y12 − 2y1 y3 + y32 − 2y22 + 8y2 y3 − 2y32 = 2(y1 − y3 )2 − 2(y22 − 4y2 y3 + 4y32 ) + 6y32 = 2(y1 − y3 )2 − 2(y2 − y3 )2 + 6y32 DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 169 / 178 Linear mapping and Quadratic form Quadratic form Return quadratic form to canonical form (4) Put z1 = y1 − y3 z2 = y2 − y3 z = y 3 3 ⇔ y1 = z1 + z2 + z3 y2 = z2 + z3 y = z 3 3 We get q = 2z12 − 2z22 + 6z32 . So, with the variable change variablex1 = z1 + 2z2 + 2z3 . x2 = z1 x = z 3 3 The quadratic form q has the canonical form q = 2z12 − 2z22 + 6z32 . DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 170 / 178 Linear mapping and Quadratic form Quadratic form Return quadratic form to canonical form (5) • Jacobi Method: This method applies to matrix of order n a11 a12 a21 a22 A= ... ... an1 an2 all quadratic form having square ... a1n ... a2n ... ... ... ann Which satisfy D1 = a11 ̸= 0, D2 = DANG LE QUANG, Ph.D a11 a21 a11 a12 ̸= 0, ..., Dk = ... a22 ak1 LINEAR ALGEBRA ... a1k ... ... ̸= 0, ... akk k = 1, 2, ..., n − September - 2022 171 / 178 Linear mapping and Quadratic form Quadratic form Return quadratic form to canonical form (6) Then change the variable according to the formula x1 = y1 + y2 b21 + ... + yn bn1 x = y + y b + ... + y b 2 2 3 32 n n2 ... xn = yn Where bji = (−1)i+j Dj−1,i , Dj−1 (j > i) Dj−1,i is the determinant of a matrix whose elements lie on the intersection of rows 1, 2, ..., j − 1 and columns 1, 2, . . . , i − 1, i + 1, . . . , j (remove column i ) of matrix A. Then q = D1 y12 + DANG LE QUANG, Ph.D D2 2 Dn 2 y2 + ... + y . D1 Dn−1 n LINEAR ALGEBRA September - 2022 172 / 178 Linear mapping and Quadratic form Quadratic form Return quadratic form to canonical form (7) Example 6.13 Return the following quadratic form to the canonical form q(x) = 2x12 + x22 + x32 + 3x1 x2 + 4x1 x3 . Proof. Matrix of q is 2 3 A= 2 2 3 2 1 0 2 0 1 We have 2 D 1 = 2 ; D2 = DANG LE QUANG, Ph.D 3 2 2 3 −1 2 = ; D3 = 3 4 2 1 2 LINEAR ALGEBRA 3 2 2 1 0 = 0 1 −17 4 September - 2022 173 / 178 Linear mapping and Quadratic form Quadratic form Return quadratic form to canonical form (8) We calculate bji b21 = (−1)2+1 −3 −3 D1,1 = 2 = D1 2 4 3 2 b31 = (−1)3+1 b32 = (−1)3+2 DANG LE QUANG, Ph.D 2 ten D2,1 = −1 D2 4 D2,2 = D2 − LINEAR ALGEBRA 2 3 2 −1 4 =8 2 0 = −12 September - 2022 174 / 178 Linear mapping and Quadratic form Quadratic form Return quadratic form to canonical form (9) Change variable 3 x1 = y1 − y2 + 8y3 4 x2 = y2 − 12y3 x3 = y3 we get q = 2y12 + DANG LE QUANG, Ph.D −1 4 2 y22 + −17 4 −1 4 1 y32 = 2y12 − y22 + 17y32 8 LINEAR ALGEBRA September - 2022 175 / 178 Linear mapping and Quadratic form Quadratic form Return quadratic form to canonical form (10) • Gauss Method: Assume A is a matrix of q in a base, then by matrix language, to return q to the canonical form, we find the matrix T such that T T AT is a diagonal matrix. How to find the matrix T : Step 1: Write the matrix [A | In ]. Step 2: Performs the elementary transformations on the row, and repeats the same transformations on the column of [A | In ] to return A to diagonal form. Then the right matrix is T T . Example 6.14 Return the following quadratic form to the canonical form q(x) = x12 + 5x22 + 8x32 + 4x1 x2 + 6x1 x3 + 8x2 x3 DANG LE QUANG, Ph.D LINEAR ALGEBRA September - 2022 176 / 178 Linear mapping and Quadratic form Quadratic form Return quadratic form to canonical form (11) Solve. Find the matrix T T . We have 1 2 3 1 0 0 1 2 3 1 0 d2 →d2 −2d1 [A | I3 ] = 2 5 4 0 1 0 −− −−−−−→ 0 1 −2 −2 1 d3 →d3 −3d1 3 4 8 0 0 1 0 −2 −1 −3 0 1 0 0 1 0 0 1 0 c →c2 −2c1 d →d3 +2d2 −−2−−− −−→ 0 1 −2 −2 1 0 −−3−−− −−→ 0 1 c3 →c3 −3c1 0 −2 −1 −3 0 1 0 0 1 0 0 1 0 0 c3 →c3 +2c2 −− −−−−→ 0 1 0 −2 1 0 0 0 −5 −7 2 1 DANG LE QUANG, Ph.D LINEAR ALGEBRA 0 0 1 0 1 −2 −2 −5 −7 September - 2022 0 0 1 0 2 1 177 / 178 Linear mapping and Quadratic form Quadratic form Return quadratic form to canonical form (12) The left matrix block is diagonal, so we get TT 1 ⇒ T = 0 0 Put x1 = y1 − 2y2 − 7y3 x2 = y2 + 2y3 x = y 3 3 DANG LE QUANG, Ph.D −2 1 0 1 = −2 −7 0 0 1 0 2 1 −7 1 2 ; T T AT = 0 1 0 0 1 0 0 0 . −5 , we get q = y12 + y22 − 5y32 . LINEAR ALGEBRA September - 2022 178 / 178