Numerical Analysis II Essentials
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Numerical Analysis II Essentials - The Editors of REA
METHODS
CHAPTER 9
SIMULTANEOUS LINEAR SYSTEMS AND MATRIX METHODS
9.1 MATRIX MATHEMATICS
Definition 9.1.1
Given two matrices B and C , then B’ is equal to C if both B and C are of order m × n, and the entries bij = cij ∀ i = 1,2, . . . ,m, j = 1,2, . . . ,n.
Definition 9.1.2
If B and C are m × n matrices, then the sum B + C = D is a matrix D of order m × n with entries dij = aij + bij ∀i = 1,2, . . . ,m j = 1,2, . . . ,n.
Definition 9.1.3
If B is a matrix of order m × n, and α any real number, then the product αB = B′ is an m × n matrix with entires bij = αbij ∀ i = 1,2, . . . ,m j = 1,2, . . . ,n.
Let Bm+n denote a matrix of order m × n. All matrices discussed are from the field of real numbers.
Definition 9.1.4
If Bm×n , Cs×p are two matrices, then the product BC is defined if and only if n = s. The new product BC is of order m × p . If Bm×n, Cn×p , are two matrices, then BC = D is a matrix with entries dij given by
In general, matrix multiplication is not commutative.
Theorem 9.1.1 1
If A, B, C are matrices that are suitable for addition, with α, β arbitrary real scalars, then properties (A) through (J) are sufficient to establish that all m × n real matrices form a vector space over ℝ
A + B = B + A
A + (B + C) = (A + B) + C
Let Z be the identity element for matrix addition, A + Z = Z + A = A
A + (−A) = − A + A = Z.
k ∈ ℝ, A ∈ M then kA ∈ M
α (A + B ) = αA + αB
(α + β)A = αA + βA
α(βA) = (αβ)A
1A = A
ZA = Z
Definition 9.1.5
The identity matrix of order n is denoted
Theorem 9.1.2
If Am×n , Bn×k, Ck×j ,Dn×k are matrices, α any real scalar, then
A(BC) = (AB)C
A(B + D) = AB + AD
InB = B, BIk= B
α(AB) = (αA)B = A(αB)
Definition 9.1.6
Any square matrix An×n is non-singular if there exist an n × n matrix denoted by A−1 such that A−1 A = AA−1 = In. A−1 is called the inverse of A.
A is singular if A−1 does not exist, equivalently det(A) = 0. Only square matrices can have inverses.
Theorem 9.1.3
If A and B are non-singular matrices , then AB is also non-singular, and (AB)−1 = B−1 A−1. If A is a 2 × 2 matrix such that
Then
Theorem 9.1.4
If A is a partitioned matrix such that
then
Theorem 9.1.5
If a particular sequence of elementary row operations reduces A to I, then the same sequence reduces [A/I] to [I/A−1] .
Theorem 9.1.6
If a particular sequence of elementary column operations reduces A to I , then the same sequence reduces
Theorem 9.1.7
If
is non-singular, and A11 is square and non-singular then
where
Determinants
Definition 9.1.7
If A is the matrix, [a] , then