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    ES#3 Setup

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    Jakub Komárek
    This document outlines an exercise session on linear algebra topics including matrix inverse, systems of linear equations, determinants, and matrix definiteness. It includes definitions, problems, and theorems related to these concepts, such as computing the inverse of a matrix, solving systems of equations using Gauss-Jordan elimination, calculating matrix determinants, and determining if a matrix is positive/negative (semi-)definite. Five problems are provided to work through applying these linear algebra concepts.

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    ES#3 Setup

    Uploaded by

    Jakub Komárek
    6 views3 pages
    This document outlines an exercise session on linear algebra topics including matrix inverse, systems of linear equations, determinants, and matrix definiteness. It includes definitions, problems, and theorems related to these concepts, such as computing the inverse of a matrix, solving systems of equations using Gauss-Jordan elimination, calculating matrix determinants, and determining if a matrix is positive/negative (semi-)definite. Five problems are provided to work through applying these linear algebra concepts.

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    This document outlines an exercise session on linear algebra topics including matrix inverse, systems of linear equations, determinants, and matrix definiteness. It includes definitions, problems, and theorems related to these concepts, such as computing the inverse of a matrix, solving systems of equations using Gauss-Jordan elimination, calculating matrix determinants, and determining if a matrix is positive/negative (semi-)definite. Five problems are provided to work through applying these linear algebra concepts.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    6 views3 pages

    ES#3 Setup

    Uploaded by

    Jakub Komárek
    This document outlines an exercise session on linear algebra topics including matrix inverse, systems of linear equations, determinants, and matrix definiteness. It includes definitions, problems, and theorems related to these concepts, such as computing the inverse of a matrix, solving systems of equations using Gauss-Jordan elimination, calculating matrix determinants, and determining if a matrix is positive/negative (semi-)definite. Five problems are provided to work through applying these linear algebra concepts.

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    Complementary Mathematics: Algebra

    Fall Semester 2020/2021


    Teaching assistant: Olga Bychkova
    Date: 26/10/2020

    Exercise Session #3
    Singularity. Inverse of a square matrix. Matrix equations. Systems of linear
    equations. Gauss-Jordan method of elimination. Determinant of a square
    matrix. (Semi-) positive definiteness.

    Definition 1. A square n × n matrix A is called non-singular or invertible if there is an


    n × n matrix B such that
    AB = In = BA.
    Any matrix B with the above property is called an inverse of A. If A does not have an
    inverse, it is called singular.
     
    1 2 −1
    Problem 1. For matrix A = 2 5 1  determine:
    0 1 −1
    (a) AT
    (b) A2
    (c) A−1
    Remark 1. If the matrix has a full rank (i.e. rank = size of the matrix), it’s called regular
    (or non-singular).
         
    1 1 1 −1 0 −1 1 1 0
    Problem 2. Let A = 2 2 2, B =  1 1 0 , and C = 0 1 1. Solve the
    2 −1 0 1 0 1 1 0 1
    following matrix equation:
    AX − C = BX.

    Problem 3. Find a general solution to the system of linear equations:



     x + y + 4z = 2
    2y + 5z = 4
    3x + 2y + 4z = −7

    Definition 2.
    (a) The determinant of a 2 × 2 matrix is

    a11 a12
    = a11 a22 − a12 a21 .
    a21 a22

    (b) The determinant of a 3 × 3 matrix is

    a11 a12 a13


    a21 a22 a23 = a11 a22 a33 + a21 a32 a13 + a12 a23 a31 − a13 a22 a31 − a12 a21 a33 − a23 a32 a11 .
    a31 a32 a33

    1
    (c) The determinant of a 4 × 4 matrix is

    a11 a12 a13 a14


    a21 a22 a23 a24
    =
    a31 a32 a33 a34
    a41 a42 a43 a44

    a22 a23 a24 a21 a23 a24 a21 a22 a24 a21 a22 a23
    = a11 a32 a33 a34 − a12 a31 a33 a34 + a13 a31 a32 a34 − a14 a31 a32 a33 .
    a42 a43 a44 a41 a43 a44 a41 a42 a44 a41 a42 a43

    Remark 2.
    (a) If det(A) 6= 0, A is non-singular.
       
    a11 a12 −1 1 a22 −a12
    (b) If A = ,A = .
    a21 a22 det(A) −a21 a11
    Problem 4. Compute the determinants of the following matrices:
     
    2 1
    (a)
    3 1
     
    2 2 1
    (b)  3 −1 0
    −2 0 5
     
    3 0 2 −1
    1 2 0 −2
    (c) 
    4 0 6 −3

    5 0 2 0
     
    1 −1 2 3
    2 2 0 2
    (d) 
    4 1 −1 −1

    1 2 3 0
    Definition 3. A minor of a symmetric n × n matrix A of order k is principal (denoted
    by ∆k ) if it is obtained by deleting n − k rows and the n − k columns with the same
    numbers. The leading principal minor of A of order k (denoted by Dk ) is the minor of
    order k obtained by deleting the last n − k rows and columns.
    Theorem 1. Let A be a symmetric n × n matrix. Then we have:
    • A is positive definite ⇐⇒ Dk > 0 for all leading principal minors
    • A is negative definite ⇐⇒ (−1)k Dk > 0 for all leading principal minors
    • A is positive semi-definite ⇐⇒ ∆k ≥ 0 for all principal minors
    • A is negative semi-definite ⇐⇒ (−1)k ∆k ≥ 0 for all principal minors
    Problem 5. Determine the definiteness of the following matrices:
     
    1 4 6
    (a) A = 4
     2 1
    6 1 6

    2
     
    3 0 3
    (b) B = 0 1 −2
    3 −2 8
     
    −2 1
    (c) C=
    1 −2
     
    2 0 2
    (d) D = 0 4 4
    2 4 6
     
    −2 1 −1
    (e) E =  1 −2 −1
    −1 −1 −2

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