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Linear Algebra and Applications

EEF281E

Week #2

Linear Algebra and Applications 1


1 Midterm, 1 Final Exam

Evaluation : 0.4*Midterm+0.6*Final (UPDATED)

Condition to attend
the Final Exam: Attending the Midterm & 30 pts Average

Linear Algebra and Applications 2


Matrices Vectors are column matrices.
Matrices are series of numbers with defined
orders.
𝑎11 𝑎12 … 𝑎1𝑛
𝑎21 𝑎22 … 𝑎2𝑛
𝐴= ⋮ ⋱ ⋱ ⋮
𝑎𝑚1 … … 𝑎𝑚𝑛 𝑚×𝑛

𝑚 → 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑟𝑜𝑤𝑠
𝑛 → 𝑛𝑢𝑚𝑏𝑒𝑟 𝑜𝑓 𝑐𝑜𝑙𝑢𝑚𝑛𝑠
If 𝑚 = 𝑛, this is a square matrix.
Note: Two Matrices can be multiplied
if the number of columns of the first is
equal to the number of rows of the second.

𝐴𝑚×𝑛 𝐵𝑛×𝑝 = 𝐶𝑚×𝑝

Linear Algebra and Applications 3


For instance,
𝐴 𝒙 𝒃
2𝑥1 + 5𝑥2 = 𝑏1 2 5 ฑ
𝑥1 ฐ
𝑏1
=
3𝑥1 + 7𝑥2 = 𝑏2 3 7 𝑥2 𝑏2

In general the way to find 𝒙 is to multiply both


sides of the linear equation by 𝐴−1 .

𝐴−1 𝐴𝒙 = 𝐴−1 𝑏,
𝐴−1 𝐴 =𝟙, 𝟙: Identity matrix

Linear Equations: 1 0 0 An identity matrix is a square matrix


𝐴𝒙 = 𝒃 𝟙= 0 ⋱ 0 having 1s on the main diagonal, and
Now 𝐴 and 𝒃 are known. 0 0 1 𝑛×𝑛
0’s everywhere else.
The task is know to find 𝒙.

Linear Algebra and Applications 4


Yet, we don’t know how to take the inverse of a
matrix, let’s deal with an easy example that we can
estimate the inverse matrix.

Revisit the previous


𝑏1 𝑏1
Example :
𝐴−1 𝑏2 = 𝑏1 + 𝑏2
𝑏3 𝑏1 + 𝑏2 + 𝑏3

We can easily infer that


100
−1
Here, 𝐴 is a difference matrix. 𝐴 = 110
As you see when 𝐴 is applied to a vector 111
Entries of 𝒃 is the differences between the row Apply 𝐴 and 𝐴−1 to different vectors. We see that the inverse of
entries of the previous vector 𝒙. difference matrix is the sum
matrix and vice versa.
Now, let’s solve 𝒙.
This result is similar to the
fundamental theorem of calculus;
integration is the inverse of
differentiation.

Linear Algebra and Applications 5


Note: Now consider,

No combinations of 𝑢, 𝑣, 𝑤 gives 𝑏 = 𝟎.
Here, note that 𝐶𝒙 = 𝟎 solution is possible for infinitely many 𝒙.
𝑢, 𝑣, 𝑤 don’t lie on the same plane. 𝑥1 𝑐 𝑥1 − 𝑥3 0
Therefore, 𝑢, 𝑣, 𝑤 are independent and 𝐴 For, 𝑥2 = 𝑐 , always 𝑥2− 𝑥1 = 0
is invertible. 𝑥3 𝑐 𝑥3 − 𝑥2 0
Therefore, 𝑢, 𝑣, 𝑤 ∗ are linear combinations of each other.
(The only solution for 𝐴𝒙 = 0 is They are dependent vectors.
𝑥1 = 𝑥2 = 𝑥3 = 0. ) They all lie in the same plane.
Matrix 𝐶 is not invertible. 𝐶 is called a singular matrix.

Linear Algebra and Applications 6


Column picture recognize the linear system as a vector equation.

The first vector should be multiplied by 𝑥 = 3 and then


added by the other vector multiplied by 𝑦 = 1.
We introduce new terms;
Row picture, Column picture, Matrix equation

Row Picture shows two lines meeting at a single point.

Linear Algebra and Applications 7


Matrix equation: Construct the coefficient matrix the elimination steps we obtain a triangular form.
Back substitution
𝑦=1

We find 𝑦 = 1 by the second equation and put it into the first.


We call this as back substitution. Solution : 𝑥, 𝑦 = (3,1)

The Idea of Elimination : Here we introduce new terms:

Pivot : First non-zero coefficient in the row


Multiplier (𝑙) : Entry to eliminate divided by pivot
Idea: Subtract a multiple of equation1 from equation2
3 → 𝑠𝑒𝑐𝑜𝑛𝑑 𝑝𝑖𝑣𝑜𝑡
and produce an upper triangular system. 𝑙=
1 → 𝑓𝑖𝑟𝑠𝑡 𝑝𝑖𝑣𝑜𝑡
Example:
Multiply Eq.1 by 𝑙 = 3
and subtract from Eq.2

Linear Algebra and Applications 8


Example:
4𝑥 − 8𝑦 = 4
3𝑥 + 2𝑦 = 11

Back substitution
𝑦=1

The new equation in the triangular form


starts with the second pivot which is 8.
If there were the third equation, we would
use it to eliminate 𝑦 from the third.
Temporary failure
Failure of elimination:
Elimination does not work with singular
equations.

This eq. has no solution. There is no second pivot.


Zero pivot is not allowed.
Linear Algebra and Applications 9
Three equations in three
unknowns First multiplier Now, we have
1
(1) 2𝑥 + 4𝑦 − 2𝑧 = 2 New multiplier : 𝑙3′ 2′ = = 1
1
(2′ ) 𝑦+𝑧 = 4

(3 ) 𝑦 + 5𝑧 = 12

Step3: Subtract equation (2′ ) from (3′ )


Step1: Subtract 2 times equation (1) Then,
from equation (2) 4𝑧 = 8
Finally,
We have 𝑦=2
𝑦+𝑧 =4
𝑧=2
Now let’s find the second multiplier:

Solution : 𝑥, 𝑦, 𝑧 = (−1,2,2)
Step2: Subtract -1 times equation (1)
from equation (3). Therefore, the original 𝐴𝒙 = 𝒃
has been converted into upper triangular 𝑈𝒙 = 𝒄
We have
𝑦 + 5𝑧 = 12

Linear Algebra and Applications 10

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