MATHEMATICAL SKILLS SEMINARS ESSENTIAL ENGINEERING MATHEMATICAL SKILLS by Clayton R. Paul Professor, ECE Department School of Engineering Mercer University Seminar #2 Solution of simultaneous, linear, algebraic equations (1) Linear, algebraic equations; how to identify them (2) Where do they arise, meaning of a solution (3) Cramer’s rule and symbolic solutions (4) Gauss elimination (5) Matrix algebra (6) Exercises II-2 Linear, algebraic equations; how to identify them (1) What do they look like? (a) Two equations in two unknowns: a11x1 a12x 2 b1 a 21x1 a 22x 2 b2 aij equation i unknown x j a ij and bi are known (given) (b) Three equations in three unknowns: a11x1 a12x 2 a13x 3 b1 a 21x1 a 22x 2 a 23x 3 b2 a 31x1 a 32x 2 a 33x 3 b3 (2) How do we identify them? Algebraic Contains no derivatives: Differential Equation: dx(t) ax(t) b(t) dt Linear unknown NOT raised to a power >1: Nonlinear Equation: a11x2 a12x3 b1 1 2 II-3 My General Rules I will never solve more than three equations in three unknowns by hand. I will reluctantly solve three equations in three unknowns by hand. I will always solve two equations in two unknowns by hand. Methods of Solution (1) Cramers Rule (best for hand solution) (2) Gauss Elimination (this is the method computers use to solve and is less suitable for hand calculation) (3) Matrix Inverse (Matrix Algebra) (other two are better methods) II-4 What Do We Mean By A Solution? Two equations in two unknowns: a11x1 a12x 2 b1 a 21x1 a 22x 2 b2 These represent two straight lines in twodimensional space: x2 a11x1 a12x 2 b1 a 21x1 a 22x 2 b2 X2 b1 X1 a 11 x1 b2 a 21 Other possibilities: x2 x2 x1 No Solution x1 Infinite Number of Solutions The solution of three equations in three unknowns represents the intersection of three planes in threedimensional space. II-5 Cramer’s Rule Determinants: 2 2: a a 11 12 a a a a 11 22 12 21 a a 21 22 3 3: a11 a12 a13 a a 21 a 22 a 23 a11 22 a 32 a 31 a 32 a 33 a a a 23 a 21 23 12 a a a 33 31 33 a13 a a 21 31 a a 22 32 checkerboard sign pattern: II-6 Cramer’s Rule: a11x1 a12x 2 b1 a 21x1 a 22x 2 b2 b1 b2 x1 a 11 a 21 a12 b a b a a 22 1 22 2 12 a12 = a a a a 11 22 12 21 a 22 a11 b1 b a b a a 21 b2 2 11 1 21 x2 a = 11 a12 a a a a 11 22 12 21 a 21 a 22 Example: 2x 3y 4 x 5y 6 4 3 4 5 3 6 6 5 2 2 x 2 3 2 5 1 3 13 13 1 5 2 4 2 6 1 4 1 6 16 16 y 2 3 2 5 1 3 13 13 1 5 “Sanity check it” II-7 a11x1 a12x 2 a13x 3 b1 a 21x1 a 22x 2 a 23x 3 b2 a 31x1 a 32x 2 a 33x 3 b3 a11 b1 a13 a 21 b2 a 23 a 31 b3 a 33 x2 a11 a12 a13 a 21 a 22 a 23 a 31 a 32 a 33 Example: x 3y z 4 2x 4y 2z 3 3x y z 2 1 3 4 2 4 3 z 1 4 3 3 2 3 4 2 4 3 1 2 1 2 3 2 3 1 60 15 1 3 1 4 2 2 2 2 4 8 2 1 3 1 2 4 2 1 1 3 1 3 1 3 1 1 II-8 Cramer’s Rule is Very Useful For Symbolic Equation Solution Example: (Laplace Transform) 2s 4I1s 4I2s 1s 4I1s 3s 5I 2 s 0 1 s 0 4 3s 5 I1 s 2s 4 4 4 3s 5 1 3s 5 s 2s 4 3s 5 4 4 3s 5 s 6s 2 22s 4 II-9 Gauss Elimination Gauss Elimination seeks to reduce the equations to Upper Triangular Form using elementary row operations: (a) you can multiply an equation by any nonzero number (b) you can add or subtract any two equations and replace one with that result. These two operations do not change the solution. a11x1 a12x 2 a13x 3 b1 c11x1 c12x 2 c13x 3 d1 a 21x1 a 22x 2 a 23x 3 b2 0 c22x 2 c23x 3 d2 0 0 c33x 3 d3 a 31x1 a 32x 2 a 33x 3 b3 Once triangular form is achieved, back substitute to get solution: d x3 3 c33 d c x 2 2 23 x 3 c22 c22 d c c x1 1 12 x 2 13 x 3 c11 c11 c11 II-10 Example: x 3y z 4 2x 4y 2z 3 3x y z 2 multiply row 1 by -2, and add result to row 2 and replace row 2 with result: x 3y z 4 0 10y 4z 5 3x y z 2 multiply row 1 by -3, and add result to row 3 and replace row 3 with result: x 3y z 4 0 10y 4z 5 0 8y 4z 10 multiply row 2 by -8/10, and add result to row 3 and replace row 3 with result: x 3y z 4 0 10y 4z 5 4 0 0 z 6 5 Now solve by back substitution: z 6 15 4 2 5 10y 4 15 5 or y 5 2 2 x 3 5 15 4 or x 4 2 2 II-11 Matrix Algebra A matrix is an ordered array of elements: a12 a 11 A a a 22 21 A a 11 a12 a 13 a A 11 a 21 a12 a13 a 22 a 23 A matrix with n rows and m columns is said to be nm. Special types of matrices: (a) Square matrix nn: a 11 A a 21 a 31 a12 a13 a 22 a 23 a 32 a 33 (b) Symmetric matrix a ij a ji (must be square): a 11 A a12 a 13 a12 a13 a 22 a 23 a 23 a 33 (c) Identity matrix (must be square): 1 13 0 0 0 0 1 0 II-12 0 1 Matrix algebra (1) Addition (add corresponding elements): a A 11 a 21 b B 11 b21 a12 a13 a 22 a 23 a 11 b11 AB b21 a 21 a 12 b12 a 22 b22 b12 b13 b22 b23 a 13 b13 a b 23 23 Note: (a) In order to add two matrices, their numbers of rows must be the same and their numbers of columns must be the same. (b) Resulting matrix is of dimension of either, nm+ nm= nm. (2) Subtraction (subtract corresponding elements) a 11 b11 AB b21 a 21 a 12 b12 a 22 b22 II-13 a 13 b13 a b 23 23 (3) Multiplication A B B A a A 11 a 21 a12 a13 a 22 a 23 b 11 B b12 b 13 a11b11 a12b12 a13b13 a21b11 a22b12 a23b13 A B Note: (a) In order to multiply A and B in the order AB, number of columns of A must equal number of rows of B. (b) The resulting matrix is of dimension number rows of Anumber of columns of B: (np)(pm) = nm Example: 4 A 2 2 1 3 5 3 B 1 4 3 1 1 13 A B 2 3 3 1 3 2 3 5 1 11 II-14 (4) “Division”, Matrix Inverse Scalar inverse: a a 1 a 1 a 1 . Matrix Inverse: (A is nn) A A1 A1 A 1n How Calculate? Let A 1 be nn and have n columns: A1 C C1 C2 Cn Solve for these using Cramer’s rule: A A 1 A C 1n 1 0 A C1 0 , A C2 0 1 0 II-15 1 0 0 0 0 1 0 0 1 , ..... , A Cn 0 0 1 For Example: C2 c 21 c 22 c 2n a11 0 a1n a 21 1 a 2n a c22 a n1 11 a 21 0 a nn a12 a1n a 22 a 2n a n1 a n2 a nn Writing Linear, Algebraic Equations in Matrix Form: a11x1 a12x 2 a13x 3 b1 a 21x1 a 22x 2 a 23x 3 b2 a 31x1 a 32x 2 a 33x 3 b3 AX B where a 11 A a 21 a 31 Solution: a12 a13 a 22 a 23 a 32 a 33 x 1 X x 2 x 3 X A 1B II-16 b 1 B b2 b 3 Finding A-1 : 33 Matrices a 11 A a 21 a 31 a12 a13 a 22 a 23 a 32 a 33 II-17 x 3y z 4 2x 4y 2z 3 3x y z 2 Example: AX B 1 A 2 3 1 3 A 2 4 3 1 A1 1 2 1 1 6 4 14 x X y z 2 4 1 1 A 1 3 1 4 2 1 4 4 8 1 3 2 2 2 3 1 3 4 4 1 2 10 7 4 B 1 12 A 1 4 5 2 15 2 II-18 2 4 3 1 1 4 1 2 1 2 1 1 2 1 4 4 x 3 4 y 1 2 1 2 1 2 3 z 7 4 1 5 4 2 X 4 3 2 B 5 4 8 Important Special Case: 22 Matrices a A 11 a 21 a12 a 22 The inverse is: c12 c 11 1 A c c 22 21 1 0 0 1 a11 1 a12 a 22 a12 a12 0 a11 0 a 22 a12 1 A Therefore a12 a 22 1 1 A A a 21 a11 Note that the inverse of a 2 2 matrix is obtained by (1) swapping the main-diagonal terms (2) negating the off-diagonal terms, and (3) dividing all terms by the determinant of A II-19 Example: a11x1 a12x 2 b1 a 21x1 a 22x 2 b2 These are, in matrix form, a12 x1 b a 11 1 a a 22 x 2 b 21 2 A X B X A 1B 1 a 22 a12 b1 A a 21 a11 b 2 a b1 a12b 2 1 22 a11a 22 a12a 21 a 21b1 a11b 2 x 1 x 2 giving the solutions as a 22b1 a12b 2 x1 a11a 22 a12a 21 x2 a 21b1 a11b 2 a11a 22 a12a 21 II-20 Example: 2x 3y 4 x 5y 6 or 2 3 x 4 y 6 1 5 A x y 1 5 3 4 A 1 2 6 X B 5 4 3 6 1 2 5 1 3 1 4 2 6 1 2 13 16 2 13 16 13 II-21 EXERCISES Exercise 1: Find X, such that 3x 1x x 4 1 2 3 4x 2x 2x 3 1 2 3 3x x x 2 1 2 3 II-22