Professional Documents
Culture Documents
Concepts:
• Linear Systems of Equations
• Linear (Vector) Spaces
• Linear Transformations / Operators
• Matrix Algebra & Determinants
• Inner Product (Hilbert) Spaces
Techniques:
• Mathematical Proofs
• Computational Skills
Hefferon
1. Linear Systems
2. Vector Spaces
3. Maps Between Spaces
4. Determinants
5. Similarity
Chapter One: Linear Systems
C : 7x 7z N : y 3z
H : 8 x y 5z 2 w O : 3 y 6z w
Definition: An ordered set of n real numbers is called an n-tuple.
a1 , a2 , , an ai R
Definition 1.1a: A linear equation in variables x1, x2, …, xn has the form
a1 x1 a2 x2 an xn d (1)
where a1, a2, …, an R are the equation’s coefficients, and dR its constant.
3x1 2 x2 7 3 1 2 5 7
Example 1.2: (1, 5 ) is a solution of since
x1 x2 6 1 5 6
3 5 2 1 13 7
(5, 1) is not a solution because
5 1 6 6
I.1. Gauss’ Method
Gauss’method Systematic elimination of variables.
3x3 9
Example 1.3: x1 5 x 2 2 x3 2
1
x1 2 x2 3
3
Forward elimination ( upper triangularization ) :
row 1 row 3 : 3 row 1 : row 1 + row 2:
1
x1 2 x2 3 x1 6 x2 9 x1 6 x2 9
3
x1 5 x2 2 x3 2 x2 2 x3 7
x1 5 x2 2 x3 2
3x3 9 3x3 9
3x3 9
Backward substitution (diagonalization) with ρi = row i :
1/3ρ3 ; ρ2 : 2ρ3 + ρ2 : 6ρ2 +ρ1 :
x1 6 x2 9 x1 6 x2 9 x1 3
x2 2 x3 7 x2 1 x2 1
x3 3 x3 3 x3 3
Theorem 1.4 (Gauss’ Method) :
A linear system is invariant under the following operations :
1. ρi ρj , where i j.
2. ρi → c ρi , where c 0.
3. ρi → ρi + c ρj , where i j and c 0.
x y 0
2 x y 3z 3
x 2 y z 3
x y 0 x y 0
21 2 2 3
3 y 3z 3 3 y 3z 3
1 3
3 y z 3 4 z 0
1
3 x y 0 1
3 x 1
4
3 y 3 3 y 1
3 3 2 2 1
z 0 z 0
Definition 1.9:
Leading variable = 1st variable with non-zero coefficient in a row.
A system is in echelon form if each leading variable is to the right of the one above it.
A linear system needs not have the same number of equations as unknowns.
Example 1.6:
x 3 y 1 x 3 y 1
2 1 2
2 x y 3 5 y 5
2 1 3
2 x 2 y 3 4 y 4
1
2 x 3 y 1
5
y 1
42 3
0 0
A linear system can have exactly one, none, or infinitely many solutions.
x 3 y 1 x 3 y 1
2 1 2
2 x y 3 5 y 5
2 1 3
2 x 2 y 0 4 y 2
1
2 x 3 y 1
5
y 1
42 3 Inconsistent.
0 2
x y 4 2 1 2 x y 4
2 x 2 y 8 0 0
Unique solution:
(Triangular)
No solution:
(Echelon)
Many solution:
(Echelon)
Exercise 1:
Four positive integers are given. Select any three of the integers, find their
arithmetic average, and add this result to the fourth integer. Thus the numbers
29, 23, 21, and 17 are obtained. One of the original integers is:
(a) 19 (b) 21 (c) 23 (d) 29 (e) 17
Exercise 2:
Laugh at this: AHAHA + TEHE = TEHAW.
It resulted from substituting a code letter for each digit of a simple example in
addition, and it is required to identify the letters and prove the solution unique.
I.2. Describing the Solution Set
Example 2.1: System with many solutions.
1 2x z 3
2x z 3 1 2 3 1
2
y z
x y z 1 3 2 2
1 3
3x y 4 2 3 1
y z
2 2
1 3
x z
1 2 2
1 ; 2
3 1
2 y z
2 3 2 2
z = free variable
0 0
3 1 1 3
Solution set = x, y , z z , z , z zR z = parameter
2 2 2 2
Definition 2.2: The non-leading variables in an echelon form are free variables.
Variables used to describe a solution set are parameters of the solution set.
Example 2.3: System with 2 free variables.
x y z w 1 x y z w 1
y z w 1 31 3 y z w 1
3x 6 z 6w 6 3 y 3z 3w 3
y z w 1 y z w 1
x y z w 1
3 2 3 y z w 1
2 4 0 0
0 0
x 2 z 2 w 2
3 1 y z w 1
0 0
0 0
z, w = free variables
Solution set = x, y , z , w 2 2 z 2 w , 1 z w , z , w z, w R
z, w = parameters
Matrix
x1 2 x2 4
1 2 0 4
x2 x3 0 can be abbreviated as 0 1 1 0
x1 2 x3 4 1 0 2 4
1 2 0 4 1 2 0 4 1 0 2 4
2 2 1
13
0 1 1 0
2 2 3
0 1 1 0 0 1 1 0
0 0 0 0
0 2 2 0 0 0 0 0
4 2
0 z 1 z R
S x1 , x2 , x3 4 2 z , z , z z R
0 1
Definition 2.8: Vector v1 1
An m-dimensional (column) vector is an m1 matrix. v 2
v v 2
An n-dimensional row vector is an 1n matrix. v3 7
The entries of a vector are its components.
v4 1
A B i j ai j bi j i 1, ,m j 1, ,n
v1 cv1
c v c
cv i cvi i 1, ,m
v cv
m m
y w u 4
x z 2w 0
2 1 0 1 0 4 1
1 3 2 1 0 1 0 4
0 1 0 1 1 4
2 0 1 0 1 1 4
1 0 1 2 0 0 0 1/ 2 1 5/ 2 0 2
1
2 3 2 1 0 1 0 4 2 0 0 2 1 0
3
2 0 1 0 1 1 4 0 1 0 1 1 4
2 1
0 0 1 3 1/ 2 0 0 0 1 3 1/ 2 0
1
1 1 0 0 1 1/ 2 0
2 0 1 0 1
1 4
0 0 1 3 1/ 2 0
x 1 1/ 2 0
y 1 1 4
1 1
S w u , w u 4 , 3w u w, u R z w 3 u 1/ 2 0 w, u R
2 2
w
1
0 0
u 0 1 0
Particular solution
Possible scenarios:
Exercise:
Solve the following using matrix notations &
express the solution sets in vector notations.
x y z 0
x z w 4
y w 0
2x y w 2
3 x 2 y 3 z w 0
3x y z 7
y w 0
Exercise:
1. Describe all functions f(x) = a x2 + b x + c such that f(1) = 2 & f(1) = 6.
2. Describe all functions f(x) = a x2 + b x + c such that f(1) = 2
Exercise:
Consider the linear system { a x + y = a2 , x + a y = 1 }.
Find values of a so that it has
1) No solutions. 2) Infinitely many solutions.
I.3. General = Particular + Homogeneous
Definition 3.2: Homogeneous Equations
A linear equation is homogeneous if it can be put in the form
a1x1 + a2x2 + … + anxn = 0
A linear system of equations is homogeneous if it can be put in the form
am1 x1 am 2 x2 amn xn 0
0
1/ 2 1/ 2 2 0 0
4
2 0 4 0 4
0
satisfies the 4 0 0 4
0 inhomogeneous system: 0 0 2 0 0
0
Example 3.5: Homogeneous system with unique solution 0.
3x 2 y z 0
6 x 4 y 0
y z 0
3 2 1 0 3 2 1 0 3 2 1 0
3 2
6 4 0 0 2 12
0 0 2 0 0 1 1 0
1 0 0 1 0
0 1 1 0 0 1 1 0 3
2
3 2 0 0 1 0 0 0
3 2 2 2 1
0 1 0 0 0 1 0 0
3 1
0 0 1 0 1
1 0 0 1 0
3
Lemma 3.7:
For any homogeneous linear system, there exists vectors β1 , …, βk s.t.
S c1 β 1 ck βk c1 , , ck R
where k is the number of free variables in an echelon form of the system.
Proof :
Let the system be of m equations in n unknowns with m n.
By means of the Gauss method, it can be reduced to an echelon form.
Next, we make sure the leading variable of every row is on the diagonal position
by moving any offending columns to the rightmost position.
Let there be p equations of the form 0 = 0 at the bottom:
a11 a12 a13 a1n 0
0 a22 a23 a2 n 0 Moving columns
0 means re-ordering
0 am p , m p am p , m p 1 am p , n 0 the unknowns.
0 0 0 0
0
0
0
By meaning of backward substitution, one gets
1 0 0 b1, m p 1 b1n 0
0 1 0 b2, m p 1 b2 n 0
0
0 1 bm p , m p 1 bm p , n 0
0 0 0 0
0
0 0
xi bi , m p 1 xm p 1 ai , n xn i 1, ,m p
By definition: nm p k
Proof is completed by setting βj to be
the jth column of the nk matrix
b1, m p 1 b1n z
b2, m p 1 b2 n
β1 βk
bm p , m p 1 bm p , n
1 0
0 1
Particular solution:
Lemma 3.8:
S p h p = particular solution, h = homogeneous solution
Proof:
1. Every solution s can be be written as s = p + h :
Let s be a solution, then sp satisfies the associated homogeneous system since
a i1 s1 p1 ai n sn pn ai1s1 ai n sn ai1 p1 ai n pn di di 0
2. Every s = p + h is a solution :
a i1 p1 h1 ai n pn hn ai1 p1 ai n pn ai1h1 ai n hn di 0 di
Theorem 3.1: For any linear system, there exists vectors β1 , …, βk s.t.
S p c1 β 1 ck βk c1 , , ck R
where p is a particular solution and k is the number of free variables.
Example 3.10: System with empty solution set
x z w 1
2x y w 3
x y 3z 2w 1
1 0 1 1 0 1 0 1 1 0 1 0 1 1 0
2 1 2 2
2 1 0 1 0 0 1 2 1 0 0 1 2 1 0
1 3 2 3
1 1 3 2 0 0 1 2 1 0 0 0 0 0 0
1 1
2 1
Homogeneous solution set = z w z, w R
1 0
0 1
1 0 1 1 1 1 0 1 1 1 1 0 1 1 1
2 1 2 2
2 1 0 1 3 0 1 2 1 5 0 1 2 1 5
1 3 2 3
1 1 3 2 1 0 1 2 1 2 0 0 0 0 7
Theorem
A square matrix is nonsingular iff its rank is equal to its dimension.
Exercises