LAWeek1 MA2006-2

Instructor
Yoon Yong Jin

Room: N3.2-01-22
Tel: 6790-5033
E-mail: yongjiny@ntu.edu.sg
Linear Algebra
What we will do during the first 3 weeks
Review of matrices
Systems of linear algebraic equations AX=B
Finding solution(s) by row operations
Inverse of a square matrix A

Finding inverse by row operations
Determinant of a square matrix A

Calculating determinant by row operations
Bigger pictures: how are these 3 topics connected together?

In between, we will look at vector space and linearly independent
vectors.
Matrix eigenproblem
Diagonalisation problem
Review: Product of matrices

Let A=(aij) and B=(bij) be MN and PQ matrices
respectively.
If N=P, we can form the product matrix AB.
If AB is denoted by C= (cij) then C is MQ and the
element ckp is calculated using the k-th row of A and p-th
column of B as follows.
b1 p

b2 p
ckp = ( ak1 ak 2 akN ) = ak1b1 p + ak 2b2 p + + akN bNp

N
bNp
=
a b
n =1
What is the condition for forming the product BA?

What is the order of BA if it can be formed?
kn
nj
Example:
1 2
5
3 4
Q
=
3
5 6
32
2 24
We can form PQ but not QP.
1 2
5 1 2 2
PQ =
3 4
3
3
1
2
24
5 6
32
11 7 4 6
27
15
10
14
43 23 16 22
34
Multiplication of matrices is not commutative, that is, even if AB and

BA can be formed, AB may or may not be equal to BA.
Review: Transpose of a matrix

If A is an MN matrix then the transpose of A is the NM matrix
obtained as follows:
The i-th column of the transpose of A (AT) is the i-th row of A.
The transpose of A is denoted by AT.
Examples:
1

A = 2
3

1

=
A T =
2
3

3
4
1 2
BT
B = 5 6
7=
8
9 10 11 12
(1
3)
3
4
1 2
=
5
6
7
8
9 10 11 12
2
3
5 9
6 10
7 11
8 12
Heres a system of N linear algebraic

equations in N unknowns.
a11 x1 + a12 x2 + a13 x3 + ... + a1N xN =

b1
a21 x1 + a22 x2 + a23 x3 + ... + a2 N xN =
b2
aN 1 x1 + aN 2 x2 + aN 3 x3 + ... + aNN xN =
bN
aij
is the (constant) coefficient of the unknown xj in the i-th equation.
bi
is the constant term in the i-th equation.
The system can be written in matrix

form AX =B, where:
a11
a12
A=

aN 1
x1
x2
X=

xN
a12
a22
aN 2
b1

b2
B=

bN
... a1N
... a2 N
aNN
Example:
2x + 3y =
10
x + y =
0
2 3 x 10
=
1 1 y 0
2 x + 3 y 10
=
x + y 0
It is possible that a system of linear

algebraic equations has no solution.
Example:
x+ y =
10
x+ y =
5
Such a system is said to be inconsistent.
It is possible that a consistent system

has more than one solutions.
Example:
x+ y =
10
10
2x + 2 y =
20 x + y =
The system really contains only one linear algebraic
equation in 2 unknowns!
So we can find infinitely many solutions for the system.
If a consistent system of linear algebraic

equations has only one solution, we say
the system has a unique solution.
To summarise, a system of linear algebraic
equations can either be consistent or inconsistent.
If it is consistent, it can have either a unique
solution or infinitely many solutions.
Given a system of linear algebraic

equations AX = B, how do we know
whether it is consistent or not?
If it is consistent, how do we find all
its solutions?
Reduce the system AX = B to a

simpler but equivalent system
UX = C.
AX = B and UX = C are equivalent if they have
exactly the same solution(s).
If we can work out the solution(s) of UX = C,
we would have solved AX = B.
If the square matrix U is an upper triangular
matrix, the system UX = C would be simpler
enough for us to work out its solution(s) (if any).
What is an upper triangular matrix?

E.g.
1 4 5
0
1
6
0 0 2
0 0 0
8
0
To solve AX = B, reduce it to an
equivalent system UX = C, where
U is an upper triangular matrix.
How can this be done?
Write AX = B in tableau form A | B.
E.g.
2x + 3y + 4z =
6
3x + 5 y 2 z =
7
x + 10 y + 5 z =
9
2 3 4 6
3 5 2 7
1 10 5 9
Use legitimate row operations in a systematic

manner to reduce the tableau to become U | C.
There are 2 types of legitimate row

operations.
Ri R j
Interchange i-th and j-th rows.
Use row j to change row i to

Ri Ri + R j become R + R .
i
j
Important. The constant is not allowed to be zero.
Why? Why R1 R3 (say) is not allowed?
A simple rule to observe
In changing a tableau by the second type of row
operation, keep one row fixed. Use the fixed row
to change other row(s).
Example
Solve the system (if it is consistent)
x + y 2 z + 3w =
2
x+ yz+w=
5
2x y + 4z =
1
y+z+w=
8
1 2 3 2
1 2 3 2
1 1 1 1 5
2 1 4 0 1
0 1 1 1 8
-3
8 -6 -3 R3 R3 2 R1
1 1 8
1 -2
3 R2 R2 R1
1 2
1 2
0 0
0 3
1 2 3
8 6 3
0 1
0 3
1 1 8
8 6 3
1 2
1 1
0 1
0 0
0 0
1
1
8
11 3 21
0 -19 12
R4 11R4 R3
1
0
0
0
R2 R4
1 2 3 2
1 1 1 8
0 11 -3 21 R3 R3 + 3R2
0
1 2
1 1 2
0 1
0 0
0 0
1
1 8
11 3 21
0 19 12
x + y 2 z + 3w =
2
y+z+w=
8
11z 3w = 21 z = (21 + 3w) /11 = 33/19
19 w =
12 w =
12 /19
The only solution of the system is
x 9 /19

y
131/19
=
z 33/19

w 12 /19
Example
Solve the system (if it is consistent):
x + 2 y + 3z =
6
5x + 6 y + 7 z =
8
8 x + 9 y + 10 z =
0
5
8
6
9
7
10
8
0
1
0
0
22
14
48
R2 R2 5 R1
R3 R3 8 R1
1
0
0
2
4
7
3
6
8 22
14 48
1
0
0
2
4
0
3
8
6
22
38
R3 4 R3 7 R2
The last row gives a nonsensical statement!

The system is inconsistent.
Example
x + 2 y + 3z =
8
5x + 6 y + 7 z =
24
8 x + 9 y + 10 z =
36
1
2
3
8
0 4 8 16
0
There is nothing wrong with the last row. It tells that

there are only 2 independent equations. The system
has infinitely many solutions.
Let z = s (s is any arbitrary real number).
4 y 8s =16 y =
4 2s
x + 2(4 2s) + 3s = 8 x = s
x

y=
z

4 2s
s
Example
x + 2 y + 3z + 2w =
1
2 x + 5 y + 6 z + 4w =
0
3x + 7 y + 9 z + 6w =
1
x + 3 y + 3z + 2w =
1
1 2
0 1
0 0
0
0
1
0 2
0 0
0 0
There are only two independent equations here.

We can let two of the unknowns be any values
but second row in the final tableau tells us that
y = 2.
Let z=t1 and w=t2.
x + 2(2) + 3t1 + 2t2 =

1
A homogeneous system of linear

algebraic equation is one of the form
a11 x1 + a12 x2 + + a1(N1) xN 1 + a1N xN = 0
a21 x1 + a22 x2 + + a2(N 1) xN 1 + a2N xN = 0
a31 x1 + a32 x2 + + a3(N 1) xN 1 + a3N xN = 0
aN1 x1 + aN2 x2 + + a(N 1) xN 1 + aNN xN = 0
In matrix form, it can be written as AX = 0
where 0 =
0
.
A homogeneous system AX=0 is

always consistent.
x1
x2

xN
0

= 0 is a solution, no matter what A is.
trivial solution

0
A|0
U|0
Depending on what A is, the homogeneous system

AX=0 has either only one (unique) solution given by
X=0 or infinitely many solutions (one of which is X=0).
Example
Find all solutions of the homogeneous system
x + 2 y + 3z =
0
5x + 6 y + 7 z =
0
8 z + 9 z + 10 z =
0
z =t
y = 2t
x=t
infinitely many
solutions
1
5
2
6
3
7
0
0
10
1
0
2
-4
3
-8
-7
0
0 R2 R2 5 R1
0 R3 R3 8 R1
1
0
0
2
4
0
-14
3
8
0
0
R3 4 R3 7 R2
A|B
U|C
We can make the following general observations:

If all the diagonal elements of U are not zero,
the system AX=B has only one solution.
(For a homogeneous system, this means X=0
is the only solution.)
If at least one diagonal element of U is zero,
the system AX=B has either no solution or
infinitely many solutions.
(For a homogeneous system, this means that
there are infinitely many solutions, one of
which is X=0.)
Vector space
An N-th dimensional vector is a well-ordered set of
x1

x2
N real numbers written in the form .

xN
For example,
and
3
4-th dimensional vectors.
2

8 are two different
4

3
The set of all N-th dimensional vectors

forms a vector space denoted by RN.
For example, R3 is the set of all three-dimensional
1
vectors and 0 is a member of R3, that is, we

2
1

3
0
R
write
.
We can think of solutions of a linear algebraic equation

in N unknowns as vectors in RN.
Linear combination of vectors

Let u and v1, v2, , vK1 and vK be vectors in RN.
We say that u is a linear combination of v1, v2,
, vK1 and vK if we can find real numbers
a1, a2, , aK1 and aK such that
u = a1 v1 + a2 v2 + +aK1 vK1 + aK vK
5
Example:

If possible, express 3 as a linear combination of
4
0

1 3
and 1 .

1, 0
3
0 1

If possible, find a, b and c such that
1
3
0
a + 3b
5
a 1 + b 0 +c 1 = a +c

-3 =
b + 3c
-4
0
1
3

If possible, solve: a + 3b +0c = 5 If this system has no
a + 0b + c = 3
0a + b +3c = 4
solution, it is not possible

to express the first vector
as a linear combination of
the three vectors.
Write the equations in tableau form:
a
1
1
0
b
3
0
1
c
0
5
1 3
3 4
1 3 0 5
0 3 1 8
0 1 3 4
R2 R2 R1
10c = 20 c = 2
3b+(2) = 8 b = 2
a+3(2) = 5 a = 1
1
0
0
3 1 8
0 10 20
R3 3R3 + R2
5
Yes, we can express 3 as a linear combination of

4
0
1
3

and 1 !
1 , 0

Specifically, we find that:
5
1 3
0

3 = (1) 1 + 2 0 + (2) 1
4
0 1
3

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Instructor

Yoon Yong Jin

Inverse of a square matrix A

Determinant of a square matrix A

Bigger pictures: how are these 3 topics connected together?

Review: Product of matrices

ckp = ( ak1 ak 2 akN ) = ak1b1 p + ak 2b2 p + + akN bNp

What is the condition for forming the product BA?

We can form PQ but not QP.

Multiplication of matrices is not commutative, that is, even if AB and

Review: Transpose of a matrix

Heres a system of N linear algebraic

a11 x1 + a12 x2 + a13 x3 + ... + a1N xN =

is the (constant) coefficient of the unknown xj in the i-th equation.

is the constant term in the i-th equation.

The system can be written in matrix

It is possible that a system of linear

It is possible that a consistent system

If a consistent system of linear algebraic

Given a system of linear algebraic

Reduce the system AX = B to a

What is an upper triangular matrix?

Use legitimate row operations in a systematic

There are 2 types of legitimate row

Interchange i-th and j-th rows.

Use row j to change row i to

The only solution of the system is

The last row gives a nonsensical statement!

There is nothing wrong with the last row. It tells that

There are only two independent equations here.

x + 2(2) + 3t1 + 2t2 =

A homogeneous system of linear

A homogeneous system AX=0 is

Depending on what A is, the homogeneous system

We can make the following general observations:

4-th dimensional vectors.

The set of all N-th dimensional vectors

vectors and 0 is a member of R3, that is, we

We can think of solutions of a linear algebraic equation

Linear combination of vectors

If possible, find a, b and c such that

solution, it is not possible

Write the equations in tableau form:

Specifically, we find that:

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