§ 1.3 Consistent Systems of Linear Equations § 1.5 Matrix Chapter 1 Operations Matrices and Systems of Linear Equations § 1.3 Consistent Systems of Linear Equations § 1.5 Matrix Operations Lecture Linear Algebra - Math 2568M on January 14, 2013 MW 605 Oguz Kurt oguz@math.ohio-state.edu 292-9659 Off. Hrs: MWF 10:20-11:20 The Ohio State University 1.1 Outline § 1.3 Consistent Systems of Linear Equations § 1.5 Matrix Operations 1 § 1.3 Consistent Systems of Linear Equations 2 § 1.5 Matrix Operations 1.2 Homogeneous Systems 1 Definition A system of linear equations is called homogeneous of the constant term in each equation is zero. Otherwise, it is called non − homogeneous. If the [A|b] is homogeneous, then b = 0. 2 Theorem 2.3 If [A|0] is a homogeneous system of m linear equations with n variables, where m < n, then the system has infinitely many solutions. § 1.3 Consistent Systems of Linear Equations § 1.5 Matrix Operations Proof. After applying Gauss-Jordan Elimination to [A|0], we get [B |0] in reduced row echelon form. We make two observations on [B |0]: (1) [B |0] is consistent: If B has an all-zeros row, then that row corresponds to the equation 0 = 0 because it is homogenous. So, it has at least one solution. (2) It has at least one free variable: Since B has m equations, it can at most have m non-zero rows. Hence, it has at least n − m > 0 free variables. (1) and (2) together imply that the system has infinitely many solutions. (each free variable introduces a new variable in the solution set) 1.3 A note on the part (1) of Proof: Remark 1: A friend of yours asked in email why (1) and (2) imply the existence of infinitely many solutions. • If it is impossible to get the form 0 = d 6= 0, then say [B |0] is the reduced row echelon of [A|0]. We can then write the dependent variables (variables corresponding to leading terms) in terms of independent variables (variables corresponding to columns without a leading term in reduced row echelon form.) • This directly gives at least one solution and in fact infinitely many solutions since different assignments to non-leading variables gives various solutions. § 1.3 Consistent Systems of Linear Equations § 1.5 Matrix Operations Theorem If [A|b] is an m × n system of linear equations (m equations, n unknowns) with m < n, then either it is inconsistent or it has infinitely many solutions. Proof. If it is an inconsistent system, then the proof is completed. So, we may assume that the system is consistent. Since m < n, the reduced row echelon form can have at most m leading terms. Hence, it must have at least n − m ≥ 1 free variables. Hence, it must have infinitely many solutions. 1.4 § 1.3 Consistent What if it is non-homogeneous? Systems of Linear Equations § 1.5 Matrix Operations The last row in the following SLEs gives 0 = 1. This is not possible. So, it has no solution. 1 0 1 0 1 2 0 0 1 Remark 1: An SLEs has NO solution (inconsistent), if its augmented matrix [A|b] is row equivalent to some [B |c] such that one of the rows of [B |c] has the form £ 0 0 ... 0 0 d 6= 0 ¤ Remark 2: It is enough to apply elementary row operations and Gauss-Jordan Elimination to [A|b]. The process will itself tell you whether the system is consistent or inconsistent. 1.5 Dependent/Independent Variables § 1.3 Consistent Systems of Linear Equations § 1.5 Matrix Operations Definition Let [A|b] be a system of linear equations and [Rref (A)|c] be its reduced row echelon form. The variables of [A|b] corresponding to leading terms of [Rref (A)|c] are called the dependent variables of the system of linear equations. If a column of [Rref (A)|c] has no leading term, then the corresponding variable is called an independent (free) variable of the system of linear equations. Remark 1: Note that a variable is either dependent or independent. Remark 2: # of dependent variables + # of independent variables = # of all variables (unknowns) 1.6 § 1.3 Consistent Example: Systems of Linear Equations Solve the following system of linear equations: § 1.5 Matrix Operations 2 −2 2 −2 2x1 −2x1 2x1 −2x1 + − + − 2 −2 2 −2 −1 4 5 −2 2x2 2x2 2x2 2x2 − + + − x3 4x3 5x3 2x3 = = = = 1 1 5 −3 1 1 R2 :=R2 +R1 ,R3 :=R3 +R2 1 0 −− −−−−−−−−−−−−−−−−−−→ 5 R4 :=R4 +R1 ,R1 :=R1 /2 0 −3 0 1 0 0 0 1 R2 :=R2 /3,R4 :=R4 +R2 0 −−−−−−−−−−−−−−−−−−→ 0 R3 :=R3 −3R2 0 1 0 0 0 −1/2 1 0 0 d x 1/2 1 2/3 1 −−−−−−−−−−−→ 0 0 R1 :=R1 +R2 /2 0 0 0 −1/2 3 9 −3 f x2 1 0 0 0 d x3 0 1 0 0 1/2 2 6 −2 5/6 2/3 0 0 x1 −1 5/6 5 2 x2 = t , x1 = − t , x3 := ⇒ x2 = t 1 + 0 6 3 x3 0 2/3 1.7 1 2 Definition A matrix is a rectangular array of numbers called the entries, or elements, of the matrix. Example: · 3 4 1 0 ¸ 2 , 3 "p 5 2 −1 π # 1 , 2 £ 1 1 ¤ 1 1 , 2 Systems of Linear Equations § 1.5 Matrix Operations 4 17 A 1 × m matrix is called a row matrix, and an n × 1 matrix is called a column matrix. A general m × n matrix A has the form a11 a 21 A= .. . am1 5 0 § 1.3 Consistent a12 a22 .. . am2 ··· ··· .. . ··· a1n a2n .. . amn The diagonal entries of A are a11 , a22 , a33 , . . . . If m = n then A is called a square matrix. A square matrix whose nondiagonal entries are all zero is called a diagonal matrix. A diagonal matrix all of whose diagonal entries are the same is called a scalar matrix. If the scalar on the diagonal is 1, the scalar matrix is called an identity matrix. 1.8 § 1.3 Consistent Matrix Addition and Scalar Multiplication Systems of Linear Equations § 1.5 Matrix A + B = [aij + bij ], Operations cA = c[aij ] = [caij ] where c is a scalar. Remark 1: A − B = A + (−B), A + O = A = O + A, A − A = O = −A + A. Remark 2: We can only add matrices A and B if they have the same dimensions m × n. Example Let · A= · A+B = 1 −2 1 −2 5 −3 5 −3 ¸ · 3 −1 , B= 7 3 ¸ · 3 −1 + 7 3 2 5 ¸ 2 5 · 1 0 = 1 0 ¸ · 1 4 , C= 0 2 7 2 4 7 3 1 ¸ ¸ A + C is not possible since A is a 2 × 3-matrix while C is a 2 × 2 matrix. 1.9 § 1.3 Consistent Matrix Multiplication 1 Systems of Linear Equations Definition If A is an m × n matrix and B is an n × r matrix, then the product C = AB is an m × r matrix. The (i , j) entry of the product is computed as follows: cij = ai1 b1j + ai2 b2j + · · · + ain bnj = n X § 1.5 Matrix Operations aik bkj k =1 2 − R1 − − R − 2 is an m × n matrix and Definition If A = . . − . − − Rm − | | ... | B = C1 C2 . . . Cr is an n × r matrix, then the product | | ... | C = AB is an m × r matrix. The (i , j) entry of the product is computed as follows: cij = Ri (A) · Cj (B) . Remark 1: Note that rows of A (Ri ’s) and columns of B (Cj ’s) are vectors in Rn . So, their dot product makes total sense. 1.10 § 1.3 Consistent Systems of Linear Equations Example Compute AB if · A= 1 3 −2 −1 § 1.5 Matrix Operations 1 1 ¸ −4 0 −2 2 and B = 5 −1 3 −1 0 −1 1 6 c1,1 = (1)(−4) + (3)(5) + (1)(−1) = 10 , c1,2 = (1)(0) + (3)(−2) + (1)(2) = −4, c1,3 = (1)(3) + (3)(−1) + (1)(0) = 0 , c1,4 = (1)(−1) + (3)(1) + (1)(6) = 8, c2,1 = (−2)(−4) + (−1)(5) + (1)(−1) = 2 , c2,2 = (−2)(0) + (−1)(−2) + (1)(2) = 4, c2,3 = (−2)(3) + (−1)(−1) + (1)(0) = −5 , c2,4 = (−2)(−1) + (−1)(1) + (1)(6) = 7 · AB = 10 2 −4 4 0 −5 8 7 ¸ 1.11 Partitioned Matrices § 1.3 Consistent Systems of Linear Equations § 1.5 Matrix Theorem Operations Let A be an m × n matrix, ei a 1 × m standard unit vector, and ej an n × 1 standard unit vector. Then a. ei A is the ith row of A and b. Aej is the jth column of A. Proof. ei is a row vector. So, for all j,ei · Cj (A) = [ei A]j = [A]i ,j ⇒ ei A = Ri (A). ej is a column vector. So, for all i, Ri (A) · ej = [Aej ]i = [A]i ,j ⇒ Aej = Cj (A). Theorem Let A be an m × n matrix and B be an n × r matrix. Then a. Ri (A)B is the ith row of AB and b. ACj (B) is the jth column of AB. 1.12 § 1.3 Consistent Systems of Linear Equations § 1.5 Matrix Theorem Operations Let A be an m × n matrix and B be an n × r matrix. Then a. Ri (A)B is the ith row of AB and b. ACj (B) is the jth column of AB. Proof. We can write Ri (A) = ai ,1 e1 + ai ,2 e2 + . . . + ai ,n en where ei ’s are 1 × n standard unit vectors. This (by previous theorem) implies Ri (A)B [Ri (A)B]j = Ri (A)Cj (B) = ai ,1 e1 B + ai ,2 e2 B + . . . + ai ,n en B = ai ,1 R1 (B) + ai ,2 R2 (B) + . . . + ai ,n Rn (B) = ai ,1 b1,j + ai ,2 b2,j + . . . + ai ,n bn,j = [AB]i ,j So, Ri (A)B is the i th row of AB. Part (b) is an exercise!! 1.13 § 1.3 Consistent Examples · 1 A= 1 0 Systems of Linear Equations 2 1 4 and B = 1 3 −1 § 1.5 Matrix Operations 2 0 · AC1 (B ) = ¸ 3 −1 1 0 ¸ 4 · ¸ · 2 13 1 1 = and AC2 (B ) = 1 2 0 3 3 −1 3 −1 ¸ −1 · ¸ 2 5 2 = 1 −2 0 . . . 5 . . 2 .−2 Remark 1: The above form is called the matrix-column representation of the product. . 13 . Therefore AB = [AC1 (B ).AC2 (B )] = · 2 1 0 4 ¸ 3 −1 2 1 and B = 1 R1 (A)B = [1 3 4 2] 1 3 A= 3 −1 −1 2 0 2 = [13 0 5] and R2 (A)B = [0 −1 4 1] 1 3 −1 2 = [2 0 −2] R1 (A)B 13 5 ··· Therefore, AB = · · · = · · · R2 (A)B 2 −2 Remark 2: The above form is called the row-matrix representation of the product. 1.14 § 1.3 Consistent Matrix Powers Systems of Linear Equations § 1.5 Matrix Operations Definition If A is a square matrix and r and s are nonnegative integers, then 1. Ar As = Ar +s 2. (Ar )s = Ars Example · 1 If A = 1 Example · 1 If A = ¸ " ¸ · # 2n−1 1 then An = n−1 1 2 2n−1 for all n ≥ 1. 2n−1 ¸ · ¸ · ¸ 1 2 1 3 2 5 3 , then A2 = , A3 = , A4 = an so on.In 1 0 1 0 1 0 1 0 · ¸ f f fact, An = n n−1 , (n ≥ 1) where fn is defined by the following 1 0 sequence Fibonacci Sequence: f0 = f1 = 1, fn = fn−1 + fn−2 for n ≥ 2 1.15 § 1.3 Consistent The Transpose of a Matrix Systems of Linear Equations § 1.5 Matrix 1 Definition The transpose of an m × n matrix A is the n × m matrix AT obtained by interchanging the rows and columns of A. That is, the ith column of AT is the ith row of A for all i. Operations [AT ]i,j = [A]j,i 2 Definition A square matrix A is symmetric if AT = A, that is, if A is equal to its own transpose. Example Let 1 A = 3 2 3 5 0 · 2 1 0 and B = −1 4 2 3 ¸ Remark 1: A square matrix A is symmetric if and only if Aij = Aji for all i and j. 1.16