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_ SEVENTH eeiOn ADVANCED ENGINEERING MATHEMATICS JOHN WILEY & SONS, INC. New You Chichester riébane’ Toronto Singapore Linear Algebra: Matrices, Vectors, Determinants “incr algebra incdes the theory end aplication of tinear systems of inet a(oiely cated linear systems), near transformations. and Seettae pecblems, ss they arte, for instance, from clecrcl net Sere Fateworks fe mechanics, carve fing and other optimization Tobie processes in stlises, systems of dieretia equations, a | cinear algebra makes systematic use of veetors and matrices (See. sand a leser extent, determinants Se. 7.) ad the study of ‘oper of motes is by isl ental ask of incr algebra. ‘Rents isa rectangular erray of umber. Maries occur in various protean, fr insance as aay of coetens of equations Seo 7. | EiStoes (and vectors) ate useol because they enable us to consider h'uray ot many numbers ar @ sage object, denote i by a snele 2 eon whee yrbasinaverycompect | Te the mathematica shorthand” thas obtained is very legantand | serve and is stable fr vatouspraccal problems. 1 entered ap Ted matematis more than GD years ag ani of eresing impor fance in varios lds, "Tin chapr bas tres big prt: | Calculation with nares, Sees. 71-73 Systems of liner equations, Ses. 14-79 lgenvaliae problems, Secs. 7.10-7.14 anda (more abstract) optional sectio (15) on vestor ad nner prod tet spaces and near ansforations “Thus we fst intedoce matrices and veetors and related concepts (See. 7.1) and define the slgebras operations for matrices (Secs. 7.2, oS Nene we consider nea ysteme—soluton by Gauss elimination Ja Sees 74 existence of solutions in See. 7.6, determinants and Cri iRare rate fn Secs 7.8 and 7.3, Then we stdy elgenalue problems i [oseal ces 70,711 an for important special rel matrices See 3) and complex matrces (See. 7-3). Finally, we discuss the dia- ‘onatzton of maces andthe reduction of quadratic forms to prin- Spence (Se. 710). Other important concepts in ths caper are the tank of nati (Sexe. 7-5, 7.9 and the inverse of a mai Se 7-7). ‘Rovtcations of atrces to pacieal problems are shown throughout the chapter "NUMERICAL METHODS in Chap. 19 canbe sted immesitly | ater the eoresponding material in the resent cape. ole Se.74 Basic Concepts Prerequlite fortis chapter: Nowe. Sections that maybe omived in shorter course: 712-1. References: Appondi |, Pt B. Answers to problems: Sppendi 2. Basic Concepts ‘The st three sections af this chapter introdce the basi concepts and rues of matrix and vector sla. The main application to liver yates of ‘smuations begins in See. A matrix is rectangular aray of numbers (or functions) enclosed in ‘brackets, These mimbers (or functions) are called emrcs or lesets oe oC Sd ase EEG 5 matics, ‘The frst has two “vows” horizontal tines) and three ‘columns (veical lines), The second consists oa singh col tad ee all ita colunn vector. The thicé consists ofa sage fom, and he ins ‘row vector The lst wo are square matrices that each as nase ee 8 columas (Wo inthis ease). Matrices are practi in many applications. For example, ina system of equations such fs the coefiients ofthe unknowns sy, x af the eats of the coefcent mari, call A, fe -2 boo 4 ic pastes cofcients nthe pte ofthe eatin. Sales gues {or shree product 1, Tn a store on Monday (i), Twesday Ch ‘may foreach week Be arsed ine matre fo ss 0 a aw) 1 A=/0 2 wm 9% 53 x! on 32 Linear Agora, Matis, Vectors, Dstorinants___Chap.7 323_Linear Agobra Manion, Vector, Osterinerts_Chsp.7 and ifthe company hasten stores, we can set up ten such matrices, one fr ‘ich store: then by adding corresponding eis of these matrices we can "iui showing the total sles ofeach product on each day. Can you ‘nk a other data fr which marices are feasible? For instance, in tans Donton or norege prot? Or i recording phone calls, or in fisting ‘Batanes ina natwork of roads? General Notations and Concept meant ‘ur discussion sugess the following. We denote matrices by capital bold fave letters A,B,C," or by wring the genera entry in brackets th, ae Tags and soon By an x nmatrn ead by matrix”) we mean ‘onar wth rows, aso called row vetoes ann columns, elo called ‘Samm sectors of the mati Ths, sm mt > matic A sof the form Ca 5 pete | RO Hence the maties in (1) a6 2% 3.2. 1,1 3,2 % 2, nd 2 2, “ithe doablesabsegt notation fr the entries, te firs! subscript lays denotes he rom and the second he column i which he siven entry stands, ‘Thus agi the entry inthe ocond row and third colunn. ‘fen we cll A nn square mars. Then its diagonal contining laces yy day = egg called the ma iagonalor principal dlazonal GEA. Thu the Test two arces in (1) are square. Sqoare matrices ae Important, a we sal se. wh subutatrt ofan % rs Ais «matrix obtained by omitting Some rou oF clumns (or bot) froth A. For convenience, this nlides Atel {asthe mattis obtained by omting no rows or eolumns of A). sats of matin cowiains thee 2 x 2 wubatrices. namely. 3 pe See Basie Concepts (a i On eae gah fen aah Uo ah eh 1 ttn ei gh ah z ‘A vector isa matric that has only one row—then we cal ta row vctor— ‘or only one colunn—then we cali elma vet. In bath cas We eal its emies components and denote the vector by a lnvercvebolface eter “OF by its general component in Brackets, = [a and = t a {sa row veetr, and isa column vector. twill depend on our purpose a 1 which af the two is more practical, bu weoflen want to switch from one type of vectr tothe ‘other. We can do this by “transpontion," which Is iadated bys thas if “a then BT= 4 0 oT) Transposition is practical to define tranapetion fr any mats. The transpose AT ofan ‘Xn matic A= (ag) a8 given i) isthe m > m mati tat as the frst row of Aas its frst column, the second row of ats second column, and soon. Thus the tranepore of An @) exaupee 2 ay a Se fq tm Su “Teansposiion ofa matic ‘Symmetric mates and sken-ymmetre mates are square matrices whose transpose equals the matrix or mus the max, respectively: AT =A. Goymmetic mati), AT = -A_(Gkevesymmetrc matin, “These maces are quite impotent, and we shall use them often in this shaper "Rules of matrix calculation follow in the next section and problems a the endef Matrix Addi What makes’ matrices and vectors Fealy useful isthe fact that we can ‘alulte with tem almost as easily as with aumbes, Tndeed, practical Spriations suggested the rules of addon and matipication by scalars {mbes}, which we now introduce. (Maltiptiaton of matrices by maties follows nthe next section) "We say bri that two maties have the same size if they ae both 8, for instance both 3% 4, We begin by defining exalt. Definition. Equality of matrices ‘Two maces A= faq) snd B = [by} ae equal, writen A = By ifsnd only {tthey have the same size andthe Goresponding entries are egal, that, fy Pay Og = Das ad 80 00, equatty of matrices ‘he eo ge hat gh [ a) eer BES 800.72 Matix Ado, Sealer Mutation a ‘Asta e io, y.22 x Sma Aen ester camot bel #10 re Sy Bevery etn ay it ‘We shall now define evo algebraic operations called matrix addon and scalar matioication, which tum out to be practical a very Ure ‘pplication, as we sal see ltr in this chapter Detintion. Adation of matices ‘Adonis defined only for matrices A = {ay] and B= Ib] ofthe same ‘and their sum, writen A+ Bis then obtained by ang he corresponding res. Matrices of diferent sacs cumot be aed. AS a special case, the sum a + b of two row vectors oF two colina ‘Yectors, which mst have the same numberof components, i oblased by, ding ie eoresponding componcats, ree pent Jeon ig Wey dady ais 2 Oe eet se i ‘Definition. Salar multpication (Mutiptcation by a number) ‘The product of ay m Xn mats A = fap] and any scalar © (Aum c), writen eA isthe m x n max eA = [ed] obtained by moltplying each entry in A bye Here —1)Aissimply written ~A andis called the negative ofA. Smarty, (WA is weiten “KA. Also, A + (—B)iswiten A~ Bnd is called the ernce ofA a B (which most have the she size Ser mtpiaton et ei ES ‘An m > zero mately is nm Xn mati wit ll entries zero. It denoted by , The last matrix in Example ie the 3% 2 ae mate rom the definition we see tht matrix addon enjoys properties quite similar to those ofthe ation of el numbers; namely, for matrices ofthe = Unser Agora Matias, Veet, Ostrminants__Cha.7 @ AB =BHA © GEM FWHU FWHM Contend+¥ +9 Ate wa @ AeCA = Furthermore, from the defsiton of atx addition an salar mutilation wealso obtain At Backs ® HA = CA +I (eta) = cba (riven eka) @ wm =A For the transpose (Sec. 7.1) of sun of two m % x matics We ve ° (amr oat eR, asthe reader may prove lo, ® (on = 8 ‘One more algebraic operation the multiplication of matrices by mates, follows in the next section. Then we shall be ready for applications. Problem Set 7.1 wef defbef s debs a Fad the folowing expretsins gv eons why ty are unde LAs BR SA 2A, 36,34 = 38, XA — 8) 320 + 29.20 + D) cabRrGc-D RAGA +OCGC HOA EAE ALA BAT A BL 1. a 2 28) AGT, 207, 6+ Cc" — DF oi poGihel Find the feowineexoressins or ve reasons why they ae undid preerer 4 Ma 0) a= SH at a 13K 4 alyoR + mL 14. Ga! 985,304 ~ 397,308" — 28 00.72 Metric Adon, Sela Mulipcton Ey ‘Symmetric and skew-symmetric matrices ‘Show da Kis symmetric ad Lis kew-ymneti ‘Show tat fora apneic atin A = lay] mB yey Show hatiFA = lag lsskewaymmeti, ten a= ~y npr, =O ‘We AG Prob. 13) asthe somo yin nds ew -rommetre a, Wte Ba he sm of symmetric nda shear mai Show that i A any squire ma, then § = HA + A) smmetic, T= HAS AD i seewsyemuie and = 8+ 21, Prove G) and in So. 7.2 8 wal as BERERR ‘eof mater in moan avers Mice have asiau engieeting plications ‘we sl se Fr sts hey may be tae Yo cancers conection ‘lec ewer fants ofronds omecng ci, a peducon pcre), 22. (loa tence mts) Fgre 3 shows an lel werk kvig 6 ranches (conection) aod ¢ nde pints where wo or re bunches come tgthe), ‘One nae isthe reference node (randed node, whew vlage 20) We Inter te ote odes sd ame and et the branches, Tis we doa ‘ily. The wetwork cn ow be deserted by matt A= ay woe 1 tbranch beaver node CE) a= |1iterncn tenes nade it tate K des not touch wade (A) ‘Atala moda lnc marc oh wor. Shots for the eon ini nla bas he gen form CRN RE aa nn Noe fi -1 -1 0 0) ATA Noe@ Jo 1 0 1 1 0 Irtvocsney Wole@ [0 6 1 0-1-1 Fig. 131. Network and node incisenoe matin Prob. 22 28, Find the not acldence mano te eats etwork in i 2A ® @ @ ‘ Qe SNe o . + @ wmene nnn eae 73. LUnear Agora Matias, Vectors, Determinants __Chap.7 124, Meh of etic! nctwork anlashaveaptations moter ls 00 ‘ere thaoy tthe anal indeace at forthe et fore-way Sees (Grceton since byte som) shown nF. 12D. Stetc the petwok whow ol niece mats PE 28 (sh ecldeace matt) Actor ca lo be characterized by the mes lene mar st (mh were 1 teach sin mah [7] a ste me rintaton ing = }-1itbranch sn mesh 7 ]and haste pete cretion Oi branch Ais ot a esd] ] sinece «mesh oo with branch iter rin ts exten. Here ‘Geinetcs te mombered and dete (ost) In ary aston. Sw {hi forthe setwork nF 153, the marx Mis te ie form, : Tip 188 Nets an atic Mn Prblon 28 out 0 1 Matrix Multiplication ‘As the lst alsbrac persion we shall now define the multiplication of ‘atices by mattces. Tis definition wil at fist look somewhat artificial tht afterward it wil be fully mosivated by the use of matics i near {tansformatins, by which this mulisieaton i suggested. Definition, Multiplication of a matrix by a matrix ‘The proct C= AB (in hs onde) ofan m % wematrx A.~ (dl and 2 Pe pnatsic B= Ub is dened i and aly if7 =m hat i, [Number of ows of 2nd fstorB = Number of columns of Ist fstor Ay Fig. 194 Mac mutptoxion AB = € Examples. Properties of Matrix Multiplication esl me LUncor Alper Mations, Vet, Determinants Chap. 7 TREY ea ABABA ingenera nd 2) AB = 0 docs not necessary imply A = 0 0° B or BA ‘by which matrix malpliation differs thom the muliplctio of number Hience, ays observe the order of factors very caeflly! To emphasis th, we say that in AD, the mati Bi premade, or mailed frm the Tgp by As ad As pesmi, of mapied fom the ight, by B. More stb (20) wl be sald in See. 7.7. Theater properties of matrix mol {Ente ar Smite those of he mulplcation of mbes, namely, (A= KAB) = AUB) writen KAB or ANB @ @ awe = ABC writen ABC @ @smc= ACH BC © casm case provided A,B, and Cate such thatthe expresions onthe let are defined here, kis any scl. Special Matrices Cetin kins of matrices will occur gute equetly in our further work, fou we now lst the most innportant ones of them. ‘Trangular matrices “Regure mntrx whose enres above the main agonal re al zeros alle A aia angular max, Smal, n upper triangnlar matics 9 sae ee dod entre below the man diagonal ae al z2o. Fr instance, 1 0 of mele 3 of me [so ae lower and uppee wang, respeesively. An entry on the main diagonal ‘ta ingle matrix may be 210 oF nl Marc Mutpeaion sr Diagonal matrices ‘A uarematrit A= [¢g] who eaties shove and blow te sin diagonal ‘ae all 2ro, that, gg'= O for ll) A, called & agonal mate: For crample, Oe a) 0-4 oo 2 are diagonal matrices. ‘A dagona mai whose entries on the main diagonal are ell equals called scsclar metre, Ts scar mat of the for where cis any number. The name comes fom the ac that an % seal ‘matrix S commutes with any n x m matrix A, andthe multipcaion by S ® AS = $A = cA. particular, salar atts whose envies oo the ie sgn ae al 1s called a unit matrix nd is denoted by I or simply by I. For, formula 6) becomes AAs a. o For example, the 3% 3 unit mre i transpose of a Product ‘The wanspose see Se.1.1) ofa produ actors, taken in revere order, © omy stequal the product ofthe transposed 38 Unser Algebra Mains, Vet, Dstrminants Chap. 7 “The proof of the useful formula (5) flows from the defiriton of mati ‘mlplistion st Tet to the sudent. Transpstion oa product oma) estate by «(Je)-E J-g:4 ef ESI. 4 Inner Product of Vectors “This is jos speci case of ovr definition of matrt multiplication, which ‘ocur frequen, so that it pays to give it special name and notation, a8, Fallows fa and bare column vectors with n components, then asa row vector, ‘and mattis lipaion ofthese vectors gives af 1 max, thus rea hutaer, which failed the inner product or dot product of and band is denoted by ash; thus 6 6 aba ate =fayeerag) |! | = Bb = ah to + dade 4, Inner products have iacvesting aplcations in mechanics and geometry, as weal opin Soe, 82. At present we shall use them fo expres at ‘rode in 8 condensed form, which soften gute useful Product in Terms of Row and Column Vectors Matrix multiplication i a muliieation of rows into corns, as we know, find we can thus write (1 in tems of iner prods. Indeed, every entry (OFC = ABs an inner product, (Gest row of A(t colar of B) ug = Ayrhy = first 0w of Ae(second column of B) ‘and soon, the general tenm being o [x *b, = Oth row of A)eUAth column of B). 00.73 ati Mtipation 208 Sy 0 Oy) “a -* Oa) eq 2 gl OR] laarbs aarby ay “This idea sometimes helps in applications to see more clesty what is going Furthermore, Abi. column vector few lpr] pooh ON a | . | and () shows that this the frst colum of AB. Silly forthe oer ‘columns of AB, 20 that we can write ° AB = [Ab Aby <-> Ab). ‘formula that is ften useful or instance in See. 7.14 Seen nn EEE Agetra Mefees, Veco, Determinants Chap. 7 EXAUPLET Product i tems of row and column vectors EJB e222 of dee = ff) eagle Motivation of Matrix Multiplication ‘Matrix mutpization may look somewhat strange at fs ight, but there is ‘good reason for such aa “unnatural” detain, which comes from the tse of mates in connection with "linear transformations" To se thi Wwe consider thee coordinate systems in he plane, which we dete os the iwgaystem, the yxsystom, and the y5ystem, and we assume tht these systems are related by transformations a Yat ate and a = bai + bah a= ba + aa \which ae (speci Hear vansfermatlons. By substituting (11) into (10) we fee that te yy-coorinates ean be obtaivd drety fom the w,W-coor- entbum + bam) + alban, * Beam) Pars + bam) + ealbamy + bay ‘Compatng this with (12), we see that we must have n= Subs * Gdn Gen = Saba + aber cu Aarhus Graber Gan Cabra + Gahan or biel 0) Sao tab t dab = Bayh, skein This is (1) with m = m= p = 2, ‘What does our calculation show? Bsteniaiy two things, First, mati ‘mutpication is dened in such a way that ne tansornatons can be writen in compas orm, using mauices: nos ease, (10) becomes and (1) becomes uy be Pa]. fou he ia 09 am ana oe Seon etme oe en a Sch ee npn ee Spe creas Sener ‘and B ofthe given transformation, in the rit onde suggested by the subttton; rom (10°), (1%, and (1) we get, yA = AGB) ABW = Cw where = AB, For higher dimensions the idea andthe result ae exactly the same; only te numberof variables changes. We then have m varies yy", fd n variables, = y xg and p variables iy, => yy. The hati AB mms the matt Bis p,and Cis m % pas in Fig. 134 An the ‘quirement that C be the product AB leas to formal (1) in ts genta form. This completely motivates the definition of marx sukiplicaton We shall say more about (ener lear transfortions and related ‘mates in See 7.15, ater we have guaed more experience with mates ‘by considering inca systems of equations, begining the nex! section. Cee een ee EEE 22____Unear Algebra Maton, Ver, Osteminants Chap. 7 ‘An Application of Matrix Multiplication [EXAMPLES Stochuatc mat Markoy proces 1 (Commarisy ie) 20% 1M dad et) 50%. dhe 198 20, sing athe son pte Ser irae sept onng me = Tah mf s 3 ee ge twit monte ote mato ea ce» {he pce cal «Maar recon! Taso eagles «Wao poses 1 (aia) 08-30 401-308 0.50 = 2606) 1M (Comme) 61-304 07-20 + 01-0298 1M usa): 30 6 42-20 609: 30 520, “De ami 1 ashe, We ne ia mim: La hol ves te Loess {Ge il nde nS 26 oq en) Fr. oop Beet Se Bea % ‘This the end ofthe frat potion of Chap, 7 in which we have defined the rules of matrix and vector algebra. We re now ready for applications, ‘begining in the next section "ANDRE ANDREJEVITCH MARKOV (85192, Ra tein, eno 00.7 Maric Mutpeaion 29 Problem Set 7.3 o-bipe Fd those ofthe following expressions tht re defined 1. C8, BC, BcT 2eChec,cre 3 Ge, cat, sma, aad Swen 6 88%, m5, one Toate sea cat aa, a, sd 9. Prove 10. od el? x 2maros as many as you cs) whove squares he nit ma. UL Find n2 x 2matie Av anc tht 2 = 0 12, Find to 2 % 2 mates Ay Bch that (A +B) AE + 2A + 1. depen mati A mite Aisaito be dempotent At = A Givecxanpes ‘of dempcent matrices, reat fom the Sta or nt mas 14. Show that AAT symnat 15, Foal eal square mates ht are both syne an sews 16, Show that te podut of syne maces hy Bis sme and oly CA ‘Sota incr anfrmation versed he et to mative ac mito, and we a ace problems of racic! terest (Lage tanserntons esc {low im Sees 718) 17. (eta) Show tha the Haertansoraton y ~ Ax with mae we al = Gh ol ee eet ‘What des his est meen poetical? 19. (Computer grap) To veatae a thee-dmcasios bjs wth plane fs (an mete we may soe the positon vento ofthe vere wih reas sue sorte system at ofthe onesing ces) then ‘sna two-dinensional image ons vida secen by projet he coerce ‘coor plae francs ono he plane ing y= Foshan the appearance af the image we en nia near trmtion oe Boston vectors store Shw tata goal max Dwth man nga ents 53.1.4 she om anx = a] the new poston vecory = De whee yo (siete in ne heston By aft 3) yg enchonge yp = flea, {taction in the tp Gectin). What effect wl alarms et ———— i rv Lnwar Algebra. Mates, Voc, Determinants Chap. 7 20, (tans space in compute ap) What fit wood the fowig matics vein the stun drerbe ia he, 19? Pete es 3 131 (Asqnmeat pb Conair CCC, hi fos Jp J 8 he cost ‘mai Ga 10 om oar unt) shows Wat asim mies tl ort (nds no onion?) Under the conto at xc omar be tiga {ooo cfu 4 8) ao Gls «6 2 Antes | als 5 4 30 20] Cost mati fr Problem 24 Matic A for Problem 22 2. It worker W, can do ob Jin ows, 8 shown bythe matic Ay and ech ‘worker shoul done job oy, which asenment wuld imi tele? 23. ah pen Forth Maho pocen wh so mai A = a wse siesta ay OS. 0g = OF, oy = Of an alse (GY Oe Son tS es a production proces, et N mean“ trouble oT “rouble Le the aration poate fom one dy othe net be G8 or > Nhe 2 fee Tand OS fr T=» Rene 0 foe > 7 adn thereon one, what isthe probaly of tobe? day ir ody? 3 dae ae toy? Pel 4] Linear Systems of Equations. Gauss Elimination ‘The most important practical use of mates is inthe solution of near systems of equations, which appear frequently ss medee of various probe Jems fo instance, in frameworks, elecrcl network, tac ov, produc tion and consumption, assignment of jobs to werker, population growth, Stites, numeral methods for ferential equations (Chap. 2), and many ‘others. We begin inthis section with an important solution method the Gauss elimination, and discuss general properties of soluions fn the next sectors.