LINEAR ALGEBRA

&
ORDINARY DIFFERENTIAL EQUATIONS

Instructor:
Dr. Naila Amir
Course Objectives:
The successful completion of the course should develop the ability to select an
appropriate and efficient method for solving linear system of equations. The handling
with the Eigenvalue problems which are extensively studied for example in resonance
and vibration theory. The understanding of Ordinary Differential Equations which is a
strong tool for Mathematical Modeling. The Understanding of Laplace transforms with
applications in various engineering/technological concepts.
WHAT IS LINEAR ALGEBRA ???
 Algebra means, roughly, relationships.
Grade-school algebra explores the relationship between unknown numbers.
Without knowing x and y, we can still work out that (x + y)2 = x2 + 2xy + y2.

Linear Algebra means, roughly, line-like relationships.

Linear Algebra is a branch of mathematics as old as mathematics

itself. Solving the simple linear equation ax + b = 0 may be considered as
the original problem of this subject. Although this problem presents
absolutely no difficulty at all, the method which solves it (i.e. if a 0, then
the unique solution is given by x = (-b)/a, no solution if a=0 and b 0 and
infinitely many solutions if both a and b are nonzero), together with the
properties of the corresponding linear function y = ax+b, are fundamental
models for the ideas and methods of all of linear algebra.
The study of systems of linear equations acquired a new significance after the creation of
analytic geometry, it was possible to reduce all the fundamental questions about
the arrangements of lines and planes in space to the investigation of such algebraic
systems. Here we see a fantastic idea which is the undercurrent of most mathematical
processes:

Start from a problem in geometry, translate the problem in the language

of algebra, solve the resulting algebra problem using the algebraic tools
and finally transport the solution back to geometry.

We will encounter several such examples of this process in our course. This process of
back-and-forth translation itself leads to new discoveries in linear algebra. For example,
the search in the 18th century for the general solution of n equations in n unknowns led
Leibnitz and Cramer to the notion of determinants.
Linear algebra is essential to nearly every sub-discipline of Electrical Engineering.
Linear algebra is commonly associated with vector spaces but is more simply a means
to solving systems of linear equations. Using Kirchhoff's Voltage/Current Laws, a
system of equations can be formed for any electrical circuit.
Given this law, any number of equations can be created to describe the nodes and
loops within a circuit.
Linear algebra allows us to place the system of equations into
a matrix and using Gaussian Elimination to solve for each unknown.
This can be done by hand or more conveniently using a computer.
The understanding of vector mathematics is important to the application of rotating
magnetic fields. References to real and apparent power are mathematically
represented as vector quantities. In order to solve complex systems of vectors, linear
algebra is rather handy.
I can go on and on but let me stop with this observation:

today we can safely declare that there is no branch of science which

does not apply Linear Algebra.

The real world applications need Linear Algebra. That is, perhaps, one reason why we
demand Linear Algebra (and her sister, Calculus) as a pre-requisite for all programs in
different fields of studies.

Enjoy the course!

Introduction to Matrices
Matrices: The importance of study of matrices lies in the fact that many
situations in booth pure and applied mathematics involve rectangular arrays of
numbers. In many branches of business, biological and social sciences, it is
necessary to express and use a set of numbers arranged in a rectangular array.

Example: Suppose a firm produces three types of goods G , G and G which it

sells to two companies C and C . The monthly sales of these goods are given
in the following table:
Monthly sales of goods
G G G
Customers C 9 4 5
C 2 6 7

Ignoring table headings, we usually write this information more concisely as:
9 4 5
2 6 7

which is an example of a matrix.

A matrix is a rectangular array of numbers or functions which we will
enclose in brackets. For example,
a11 a12 a13
0.3 5 a a23 ,
1
0 0.2 16 , 21 a22
a31 a32 a33
(1)
e x 4
2x2 1
6x , a1 a2 a3 ,
e 4x
2

The numbers (or functions) are called entries or, less commonly,
elements of the matrix.
The first matrix in (1) has two rows, which are the horizontal lines of
entries.
Furthermore, it has three columns, which are the vertical lines of
entries.

The second and third matrices are square matrices, which means that
each has as many rows as columns 3 and 2, respectively.

The entries of the second matrix have two indices, signifying their
location within the matrix. The first index is the number of the row and
the second is the number of the column, so that together the entrys
position is uniquely identified. For example, a23 (read a two three) is in
Row 2 and Column 3, etc.
The notation is standard and applies to all matrices, including those that
are not square.
General Concepts and Notations
We shall denote matrices by capital boldface letters A, B, C, , or by
writing the general entry in brackets; thus A = [ajk], and so on.

By an m n matrix (read m by n matrix) we mean a matrix with m rows

and n columnsrows always come first! m n is called the size of the
matrix. Thus an m n matrix is of the form

a11 a12 a1n

a a22 a2 n
(2) A a jk 21 .


am 1 am 2 amn
Vectors
A vector is a matrix with only one row or column. Its entries are called
the components of the vector.

We shall denote vectors by lowercase boldface letters a, b, or by its

general component in brackets, a = [aj], and so on.

Our special vectors in (1) suggest that a (general) row vector is of the
form

a a1 a2 an . For instance, a 2 5 0.8 0 1 .

Vectors (continued)
A column vector is of the form

b1
b 4
b 2 . For instance, b 0 .

7
bm
Definition
Equality of Matrices

Two matrices A = [ajk] and B = [bjk] are equal, written A = B, if and only if

(1) they have the same size

and
(2) the corresponding entries are equal ,

that is, a11 = b11, a12 = b12, and so on.

Matrices that are not equal are called different. Thus, matrices of different
sizes are always different.
Definition
Addition of Matrices
The sum of two matrices A = [ajk] and B = [bjk] of the same size is written
as A + B and has the entries ajk + bjk obtained by adding the corresponding
entries of A and B.

Note: Matrices of different sizes cannot be added.

Definition
Scalar Multiplication (Multiplication by a Number)
The product of any m n matrix A = [ajk] and any scalar c (number c) is written as
cA and is the m n matrix cA = [cajk] obtained by multiplying each entry of A by
c.
Rules for Matrix Addition:
From the familiar laws for the addition of numbers we obtain similar laws
for the addition of matrices of the same size m n, namely,

(a) AB BA
(b) (A B) C A (B C) (written A B C)
(3) (c) A0 A
(d) A ( A ) 0.

Here 0 denotes the zero matrix or null matrix (of size m n), that is,
the m n matrix with all entries zero. Hence matrix addition is
commutative and associative [by (3a) and (3b)].
Rules Scalar Multiplication:
Similarly, for scalar multiplication we obtain the rules

(a) c( A B) cA cB
(b) ( c k )A cA kA
(4)
(c) c( kA ) ( ck )A (written ckA )
(d) 1A A.
Matrix Multiplication
Definition: Matrix Multiplication
Multiplication of a Matrix by a Matrix
The product C = AB (in this order) of an m n matrix A = [ajk] times an r
p matrix B = [bjk] is defined if and only if r = n and is then the m p
matrix C = [cjk] with entries

n
(1) c jk a jl blk a j 1b1k a j 2 b2 k a jnbnk
l 1
j 1, ,m
k 1, , p.
The condition r = n means that the second factor, B, must have as many
rows as the first factor has columns, namely n.
A diagram of sizes that shows when matrix multiplication is possible is as
follows:
A B = C
[m n] [n p] = [m p].
The entry cjk in (1) is obtained by multiplying each entry in the jth row of A
by the corresponding entry in the kth column of B and then adding these n
products. For instance, c21 = a21b11 + a22b21 + + a2nbn1, and so on. One
calls this briefly a multiplication of rows into columns. For n = 3, this is
illustrated by

n 3 p2
p2

a11 a12 a13 c11 c12
a b11 b12
c22


21 a22 a23 c21
m 4
b21 b22 m 4
a31 a32 a33 c31 c32

b31 b32

a41 a42 a43 c41 c42

where we shaded the entries that contribute to the calculation of entry c21
just discussed.