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LINEAR ALGEBRA

Many times we have to


encounter the situations of
solving system of linear
equations in several variables.
For example.
2x + y+ 2z - 12u + v + 2w = 1
x + 2y z + 6u + 2v w = 2
5x + 4y + 3z + 45u + 4v+ 3w= 4
3x + 20y - 2z - 6u + 8v - 4 w=2
20x + y - 2z - 2u + v + 2w = 7
2x - 3y + 20z + 5u + 4v - 5w = 19

QUESTIONS :
1)Whether the solution exists?
2)If the solution exists then whether there
exist(s) ,
(a) Only one solution (UNIQUE)?
(b) More than one solutions?
(c) Infinite solutions?
and
(d)Can we have a simple method ?

Cramers Rule could not answer


(a) (b) (c) (d).
Rank of a matrix helps the methods, which
Answer (a) (b) (c) (d) in a far better way
than Cramers Rule.

Definition: Rank of a matrix A is r


if,
i) it has at least one non-zero
minor of order r and
ii) all the minors of order higher
than r are zeroes.

Notation. If Rank of a matrix A


is r then it is denoted as (A) = r

Elementary Transformations
The following operations w.r.t. a matrix are known
as elementary transformations.

Inter change of any two ROWS, indicated by Rij.


Multiplication of elements of any ROW by a
non-zero real number, indicated by kRi
Addition of the constant multiple of ith ROW to
jth ROW indicated by Ri + kRj
Similar COLUMN transformation are denoted by
Cij , kCi, Ci + kCj

Example. Using elementary transformations


reduce the matrix A first to upper triangular and
then to identity matrix where

2
1
=
3

5
2
1

7
3

Solution:

2
1

5
2
1

7
3

Operating R1 R12

A =

1
2

2
5
1

Operating R2 R2-2R1, R3 R3-3R1

A~

1
0

2
1
5

Operating R2 R3 R3 +5R2

A~

1
0

2
1
0

1
(Upper Triangular
2

Form)
Operating C2 C2-2C1, C3 C3-3C1

A~

1
0

0
1
0

0
1

Operating C3 C3-C2

A~

1
0

0
0

0
1
0

Operating C3 C3/(-2)

A~

1
0

0
1
0

0
0

(Identity matrix)

Definition:Two matrices A and B are said to


be eqivalent if one can be obtained from another

by a sequence of elementary transformations and


the same is symbolically written as A~B.

Example. Using elementary transformations


find the ranks of the following matrices

(1)

2
1

3
6

1
2
(2)
3

3
1
1
3

1
2
3
0

2 3

4 7

6 10

(3)

1
2

2
4
0

1 0

3 0

2 8

(4)

1 4 3 1
2 3 1 3

3 6 7 9
1 3 6 12

SOLUTIONS

3 1 1

1 2 4

1 3 2

3 0 7

2
1

3
6

(1)Let A =

Operating

1
2

3
6

R12

1 2 4

3 1 1

1 3 2

3 0 7

Operating R2 R2 -2R1, R3 R3-3R1, R4 R4-6R1

1
0

0
0

1 2 4

5 3 7

4 9 10

9 12 17

Operating R2 R2 -R3,

1 1 2 4
0 1 6 3

9 10
0 4
0 9 12 17

Operating R3 R3-4R2 , R4 R4-9R2

1 1
0 1

0 0
0 0

2 4
6 3

33 22
66 44

Operating , R4 R4-2R3

1 1 2 4
0 1 6 3

A ~
0 0 33 22
0 0

0
0

Operating R2 R2 -2R1, R3 R3-3R1, R4 R4-6R1

Observe that the matrix is in upper


TRIANGULAR FORM
The rank of the matrix = the number of non zero
rows

(A) = 3

1
2
B =
3
Operating

B~

4 7

6 10
2

R2 R2 -2R1, R3 R3-3R1

1
0

2
0
0

though the matrix is in upper TRIANGULAR


FORM we observe that
R2 and

R3 are identical.

R3 R3-R2

1
0
B~
0

2
0
0

3
1

This form of the

matrix where,
(i)First entry in every non-zero row is UNITY.
(ii)Elements in the column below these above
mentioned UNITIES are zeroes
(iii)All the zero rows are below the non-zero rows is
known as ROW ECHELON FORM

The rank of the matrix = the number of non zero


rows

(A) = 2

(3) Reduce to row -echelon form and find rank


of C for,

1
2
C=
1

2
4
0

1 0

3 0

2 8

Operating R2 R2+2R1, R3 R3-R1

C~

1
0

8
2

Operating

1
0
C~
0

1 0

5 0

1 8

2
2
8

R23

1 0
1 8

5 0

Operating R3 R3+4R2

Operating C ~

1
0

2
2
0

C
Operating
( 2 )
2

C~

1
0

1 1 0
1 1 8

0 9 0

1 0

18

9 0

Operating

C~

1
0

R
9

1 1 0

1 1 8

0 1 0

This is in

Row- echelon form.


The rank of the matrix = the number of non zero
rows

(A) = 3

(4)

1
2

C= 1
3

3 2 1
31 4 3

6 7 2 9
3 6 6 12
4

Operating C2 C2-4C1, C3 C3-3C1


C4 C4+2C1 C5 C5-C1

1 0 0 0 0
2 5 5 5 5

3 10 10 10 10

C~
1 15 15 15 15

Operating C3 C3 -C2 C4 C4 -C2


C5 C5 -C2

1
2

C~
1

0
5
10
15

0
0
0
0

0
0
0
0

0
0
0
0

Upper Triangular form

The rank of the matrix = the number of non zero


coloumns

(A) = 2

(5) Find the rank by reducing it to the


following matrix to normal form

91
92

93

D~
94

Operating

92
93
94
95

93
94
95
96

94
95
96
97

95
96
97
98

R2 R2 -R1, R3 R3 -R1 , R4 R4 -R1

91 92 93 94 95
1 1 1 1 1

D~ 2 2 2 2 2
3 3 3 3 3

Operating

R12

1 1 1 1 1
91 92 93 94 95

D~ 2 2 2 2 2
3 3 3 3 3

Operating R2 R2 -91R1, R3 R3 -2R1 ,

R4 R4 -3R1

1
0

D~
0

1
1
0
0

1
2
0
0

1
3
0
0

1
4
0
0

C1 C1 C2 , C3 C3 -C2 , C4 C4 - C2

D~

0
0

0
0

1 0 0 0

1123

0 0 0 0

0 0 0 0

91 92 93 94 95
1 1 1 1 1

D~ 2 2 2 2 2
3 3 3 3 3

CONSISTENCY OF SYSTEM OF
SIMULTANEOUS LINEAR EQUATIONS
Example 1.
Test the consistency and solve
x-2y+3z=8
2x-3y=-5
x+y+z=9

( *)

Solution: Consider The Augumented matrix of the system

We find
i)the rank of matrix A
ii) the rank of matrix [A/D]

(*)

If

1 2 3
A = 2 3 0 X =

1 1 1

x
y D =

z

8
5

9

Then (*) in matrix form is


AX = D

1 2 3 8
2 3 0 5
Consider [A/D]=

1 1 1 9
(Augumented matrix)
Operating

R2 R2 -2R1, R3 R3-R1

1 2 3 8
[A/D] ~ 0 1 6 21

0 3 2 1

Operating

R3 R3-3R2

1 2 3 8
[A/D] ~ 0 1 6 21 (**)

0 0 16 64

( (A) = 3 ) =

((A/D) = 3)

System of equations (*) are consistent.


( (A) = 3 ) = ((A/D) = 3)= The of unknowns

There exists a unique solution of (*)

(*) and (**) are equivalent system

x - 2y + 3z = 8
(**)

--------(i)

y - 6z = -21--------(ii)
16z = 64--------(iii)
(iii)

z = 4 in (ii)
y = 3 and z = 4 in (i)

z=4
y=3
x=2

Answer x = 2, y = 3 and z = 4

Example 2.
Test the consistency and solve
2x+y+2z=1
x+2y - z=2
5x+4y+3z=4

( *)

Solution: Consider The Augumented matrix of the system

We find
i)the rank of matrix A
ii) the rank of matrix [A/D]

If
2 1 2
A = 1 2 1 X =

5 4 3

x
y D =

z

Then (*) in matrix form is

1
2

4

(*)

AX = D
2 1 2 1
Consider[A/D]= 1 2 1 2 (Augumented matrix)

5 4 3 4

Operating R12

1 2 1 2
2 1 2 1
[A/D] ~

5 4 3 4
Operating

R2 R2 -2R1, R3 R3-5R1

1 2 1 2
[A/D] ~ 0 3 4 3

0 6 8 6

Operating

R3 R3-2R2

1 2 1 2
[A/D] ~ 0 3 4 3 (**)

0 0 0 0

( (A) = 2 ) =

((A/D) = 2)

System of equations (*) are consistent.


( (A) = 2 ) = ((A/D = 2) < The of unknowns=3

There exist infinite solutions of (*)

(*) and (**) are equivalent system


x+ 2y - z = 2
(**)

--------(i)

-3y+ 4z = -3--------(ii)

Let z = k be the parameters


z=

4
k in (ii) y = 1+ k
3

4
5
y = 1+ k and z = k in (i) x = - k
3
3
5
Answer: x = - k
3

4
y = 1+ k
3

For example k=3 x = -5

y=5

is one particular solution.

z=k
z=3

Example 3.
Test the consistency and solve
x-4y+7z=14
3x+8y -2 z=13
7x-8y+26z=5

( *)

Solution: Consider The Augumented matrix of the system

We find
i)the rank of matrix A
ii) the rank of matrix [A/D]

If

1 4 7 14
3 8 2 2
Consider[A/D]=
7 8 26 5

(*)

Operating

R2 R2 -3R1, R3 R3-7R1

[A/D] ~

Operating

14
1 4 7
0 20 23 29

0 20 23 93

R3 R3-R2

14
1 4 7
0 20 23 29
[A/D] ~

0 64
0 0
( (A) = 2 ) ((A/D) = 3)
There exists no solution of system of
simultaneous linear equations(*).

GAUSS-SEIDAL ITERATION ETHOD

(of solving the system linear


simultaneous equations.)

Example 1.Use Gauss-Seidal iteration method to


solve
the following system of equations.
3x + 20y - 2z = -18
20x + y - 2z = 17

(A)

2x - 3y + 20z = 25
Solution. Rearranging the system of equations (A)

20x + y - 2z = 17

a xa ya z a
11

12

13

14

3x + 20y - 2z = -18

a xa ya z a

2x - 3y + 20z =25

a xa ya z a

21

31

22

23

32

33

(B)

24

34

The above system equations is arranged such


that,
20 > 1 + 1

11

20 > 3 + 2
20 > 1 + 1

> a +a

12

a
a

33

22

13

>a +a
21

23

>a +a
31

32

PROCESS of rearranging the system equations


satisfying the above conditions, is known as

DIAGONALIZATION of equations and the


SYSTEM is known as DIAGONALY
DOMINANT.
System (B)

1
x = [ 17- y +2z ]
20
1
y = [-18-3x + z ]
20

(C)

1
z = [25 2x + 3y ]
20

Let the initial approximations to the solution of the


system (A) be

x 0, y 0, z 0
(0)

(0)

(0)

First Iteration:Using ( C )

1
x [ 17- y +2z ]
20
(1)

(0)

(0)

1
x [ 17- 0 + 2(0) ] = 0.8500
20
(1)

y =
(1)

1
[-18-3x + z ]
20
(1)

(0)

1
y = [ -18-3(0.8500 ) + 0 ] = -1.0275
20
(1)

(1)

(1)

1
= [25 2x
20

(1)

+ 3y ]
(1)

1
= [25 2(0.8500) + 3(- 1.0275)]
20

= 1.0109
Second Iteration: Usining ( C )

1
x [ 17- y +2z ]
20
(2)

(1)

(1)

1
x [ 17- (-10275) + 2(1.0109 ) ]
20
(2)

= 1.0025

(2)

1
= [-18-3x + z ]
20
(2)

(1)

1
y = [ -18-3(1.0025 ) + 1.0109 ]
20
(2)

= - 0.99928

(2)

(2)

1
= [25 2x
20

(2)

+ 3y ]
(2)

1
= [25 2(1.0025) + 3(- 0.99928)]
20
= 0.9998

Third Iteration: Usining ( C )

x
(3)

x
(3)

1
[ 17- y +2z ]
20
(2)

(2)

1
[ 17- (- 0.99928)+ 2(0.9998) ]
20

= 1.0000

(3)

1
= [-18-3x + z ]
20
(3)

(2)

1
y = [ -18-3(1.0000) +0.9998 ]
20
(3)

= -1.0000

(3)

(3)

1
= [25 2x
20

(3)

+ 3y ]
(3)

1
= [25 2(1.00) + 3(-1.0000)]
20

= 1.0000

Answer after three iterations


x =1.000, y = -1.0000 and z = 1.000

Example 2.Use Gauss-Seidal iteration method to


solve

the following system of equations.


x + y +54z=110
27x +6 y - z = 85

(A)

6x+15y + 2z =72
Solution. Rearranging the system of equations (A)
a xa ya z a

27x +6 y - z = 85
6x+15y + 2z =72
x + y +54z=110

11

12

13

14

a xa ya z a
21

22

23

a xa ya z a
31

32

33

24

(B)

34

The above system equations is arranged such


that,

27 > 6 + 1

11

15 > 6 + 2

54 > 1 + 1

12

13

>a +a

22

33

> a +a
21

23

>a +a
31

32

System (B)

x=

1
[ 85-6 y +z ]
27

1
y = [72-6x -2z ]
15
1
z = [110 x -y ]
54

(C)

Let the initial approximations to the solution of the


system (A) be
x 1, y 0, z 0
(0)

(0)

(0)

First Iteration:Using ( C )

1
x [ 85-6 y +z ]
27
(1)

x
(1)

(0)

(0)

1
[ 85- 6 (0) +0] =3.148148
27

1
y = [72- 6x -2 z ]
15
(1)

(1)

(0)

1
y = [72- 6(3.148148) -2 (0) ] =3.54074
15
(1)

(1)

(1)

1
= [110 x
54

(1)

-y ]
(1)

1
= [110 3.148148 -3.54074 ]=1.913168
54

Second Iteration: Usining ( C )

x
(2)

x
(2)

1
[ 85-6 y +z ]
27
(1)

(1)

1
[ 85- 6 (3.54074) +1.913168]
27

=2.432175

1
y = [72- 6x -2 z ]
15
(2)

(2)

(1)

1
y = [72- 6(2.432175) -2( 1.913168) ]
15
(2)

= 3.57204

(2)

(2)

1
= [110 x
54

-y ]
(2)

1
= [110 2.432175 -3.57204 ]
54
=1.925837

ert45t

(2)

Third Iteration: Usining ( C )

x
(3)

1
[ 85-6 y +z ]
27
(2)

(2)

1
x [ 85- 6 (3.57204) +2(1.925837)]
27
(3)

=2.425689

1
y = [72- 6x -2 z ]
15
(3)

(3)

(2)

1
y = [72- 6(2.425689) -2( 1.913168) ]
15
(3)

=3.57313

(3)

(3)

1
= [110 x
54

(2)

-y ]
(2)

1
= [110 2.432175 -3.57204 ]
54
=1.925947

Answer after three iterations


x =2.425689, y = 3.57313 and z = 1.925947

EIGEN VALUES
AND
EIGENVECTORS
OF A MATRIX

Definition: Let A be a n n square matrix.


then,
i)Determinant of (A- I ) = 0 or Symbolically
A I 0
is known as characteristic equation
of the matrix A
ii) Roots of the characteristic equation are
known as characteristic rots or eigen values
of the matrix A
iii) X, The non-trivial solution of the system
(A- I )X = 0 is known as characteristic vector

or eigenvector of the matrix A w.r.t.


eigenvalue

EXAMPLES:
Example (1). Find the eigenvalues and eigenvectors
of the given matrices.

i)

8 6 2
6 7 4

A=
2 4 3

Characteristic equation is A I 0
8
6
2

6
2
7 4 = 0
4 3

7 4
6 4
6 7
(8 )
6
2
=0
4 3
2 3
2
4

Expandining the determinant we get

18 45 0 OR ( 18 45) 0
as the characteristic equation
3

Solvining this characteristic equation we get 3 roots


of the equation 0,3,15 and are known as
characteristic roots or eigen values of the matrix A
x
EIGENVECTORS: Let X= y be the eigenvector

z

of matrix A corresponding to eigenvalue

(A- I) X = 0

8
6

6
2
7 4

4 3

x
0
y = 0


z
0

For = 0
8 6 2
6 7 4

2 4 3
Operating R13
2 4 3
6 7 4

8 6 2

x
0
y = 0


z
0
x
y

z

0
= 0

0

Operating R2 R2 +3 R1, R3 R3 - 4 R1
3
2 4
0 5
5

0 10 10

Operating

x
y

z

0
= 0

0

R3 R3 + 2 R2

2 4 3
0 5 5

0 0 0

x
y

z

0
= 0

0

The above system is equivalent to


2x-4y+3z = 0
-5y+5z = 0
which generate the solutions as

x k
y = 2k

z 2k
eigenvector of matrix A corresponding to eigenvalue
=0
for example if k=1
x 1
y = 2

z 2
For = 3 we get
5 6 2 x
0
6 4 4 y = 0



2 4 0 z
0

Operating R1 R1 + R2

1 2 2 x
6 4 4 y


2 4 0 z

0
= 0

0

Operating R2 R2 -6 R1, R3 R3 + 2 R1
1 2 2 x
0 16 8 y


0 8 4 z

0
= 0

0

1
Operating R3 R3 +
R2
2
1 2 2 x
0
0 16 8 y = 0



0
0 z
0
0
The above system is equivalent to
x+2y+2z = 0
16y+8z = 0

which generate the solutions as


x 2k
y = k eigenvector

z 2k
of matrix A corresponding to eigenvalue =3
for example if k=-1
x 2
y = 1

z 2

For = 15 we get
2
7 6
6 8 4

2 4 12

x
0
y = 0


z
0

Operating R1 R1 - R2

1
6

2
8
4

6 x

0
4 y = 0


12 z
0

Operating R2 R2 -6 R1, R3 R3 + 2 R1
6
1 2
0 20 40

0
0
0

x
y

z

0
= 0

0

The above system is equivalent to


-x+2y+6z = 0
-20y-40z = 0

which generate the solutions as


x 2k
y = 2k eigenvector

z 1
of matrix A corresponding to eigenvalue =15
for example if k =1
x 2
y = 2

z 1

Example (2)
1 1 3
1 5 1

A=
3 1 1

Characteristic equation is A I 0
1
1
3
1
5
1 =0
3
1
1

5
1
1
1
1 5
(1 )
(1)
3
=0
1
1
3 1
3
1

Expanding the determinant we get

7 36 0
as the characteristic equation
3

-2, 3, 6 are the

eigen values of the matrix A.

x
EIGENVECTORS: Let X= y be the eigenvector

z
of matrix A corresponding to eigenvalue

(A- I) X = 0

1
3
1
5
1
1

1
1
3

For = -2

x
0
y = 0


z
0

3 1 3 x
0
1 7 1 y = 0



3 1 3 z
0

R3 R3 -

R1

3 1 3 x
0
1 7 1 y = 0



0 0 0 z
0

Operating R12
1 7 1 x
3 1 3 y


0 0 0 z

0
= 0

0

Operating R2 R2 -3 R1

7
1 x
1
0 20 0 y


0
0 z
0

0
= 0

0

The above system is equivalent to


X+7y+z = 0
-20y = 0

which generate the solutions as


x k
1
y = 0 = k 0


z k
1
eigenvector of matrix A corresponding to eigenvalue
=0
for example if k=3.43

x 3.43
y = 0

z 3.43

For = 3 we get
2 1 3
1 2 1

3 1 2

x
0
y = 0


z
0

Operating R12

1 2 1 x
2 1 3 y


3 1 2 z

0
= 0

0

Operating R2 R2 +2 R1, R3 R3 -3R1

Operating

1
0

2
5
5

1
5

x
y

z

0
= 0

0

R3 R3 + R2

1 2 1 x
0 5 5 y


0 0 0 z

0
= 0

0

which generate the solutions as


x k
y = k eigenvector

z k
of matrix A corresponding to eigenvalue =3

for example if k = 1
x 1
y = 1

z 1
For = 6 we get
3
5 1
1 1 1

1 5
3

x
0
y = 0


z
0

Operating R12
1 1 1 x
0
3 y = 0
5 1



1 5 z
3
0

Operating R2 R2 +5R1, R3 R3 -3 R1

1 1 1
0 4 8

0 4 8

x
0
y = 0


z
0

Operating R3 R3 + R1
1 1 1 x
0
0 4 8 y = 0



0 0 0 z
0

The above system is equivalent to


x-y+z = 0
-4y+8z = 0
which generate the solutions as

x k
y = 2k eigenvector

z k
of matrix A corresponding to eigenvalue =6
for example if k=1
x 1
y = 2

z 1

Example (3)
2 2 3
2
1 6

A=
1 2 0

Characteristic equation is A I 0
2
2
2
1
1
2

1
(2 )
1

3
6 = 0

6
2 6
2 1
2
3
=0

1
1 2

Expanding the determinant we get

21 -45=0
as the characteristic equation
3

-3,-3,5 are the

eigen values of the matrix A.

x
EIGENVECTORS: Let X= y be the eigenvector

z
of matrix A corresponding to eigenvalue

(A- I) X = 0

2
2
1
2

2
1

For = -3

3
6

x
0
y = 0


z
0

2 3 x
1
0
2
4 6 y = 0



1 2 3 z
0

Operating R12

2 3 x
1
0
2
4 6 y = 0



1 2 3 z
0

Operating R2 R2 -2 R1, R3 R3 + R1
1 2 3 x
0
0 0 0 y = 0



0 0 0 z
0

The above system is equivalent to


x+2y-3z = 0
Let z=k y=k
which generate the solutions as
x 3k 2k
y = k

z k

For = 5

7 2 3 x
0
2 4 6 y = 0



1 2 5 z
0

Operating R13

1 2 5
2 4 6

7 2 3

x
0
y = 0


z
0

Operating R2 R2 +2 R1, R3 R3 -7 R1

1 2 5
0 8 16

0 16 32

x
0
y = 0


z
0

Operating , R3 R3 +2 R2
1 2 5 x
0
0 8 16 y = 0



0
0 z
0
0

which generate the solutions as


x 9k
y = 2k

z k

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