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Mathematics-I (14B11MA111) Course Credit: 3+1

Evaluation Plan (75+25=100)


1.Examinations (75): T-1 + T-2 + T-3 (15 + 25 + 35)
2.Teacher Assessment (25):
Tutorials/Assignments: 10
Quizzes / Tests: 10
Regularity: 5

Note: It may be noted by all students that 80% attendance is


required so as not to be detained in final examination.

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Date of Examinations:
T-1: 29th August to 1st September, 2016
T-2: 19th October to 24th October, 2016
T-3: 5th December to 10th December, 2016

Weightage and Duration of Examinations:


Examination T-1 T-2 T-3
% Weightage/ Marks 15 25 35
Duration 1 Hour 1.5 Hours 2 Hours

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Course Out-line

Algebra of matrices, Determinants, Gauss elimination method,


Rank, Eigen values and vectors, Quadratic forms, Differential
Equations with constants coefficients, Laplace transforms, Partial
differentiation, Taylor’s series, Maxima and minima, Jacobians,
Double integrals Equations to a line, plane, curve and surfaces,
Gradient, divergence and curl, Line and surface integrals, Normal
and tangent to a surface, Gauss and Stokes theorems.

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Text Books
1. R. K. Jain & S. R. K. Iyengar, Advanced engineering
mathematics, Narosa publishers.
2. B. V. Raman, Higher engineering mathematics, McGraw-Hill
publishers.
3. B. S. Grewal, Higher engineering mathematics, Khanna
publishers.
4. H. K. Dass, Advanced engineering mathematics, S. Chand
publishers.
5. N. P. Bali and Dr. Manish Goyal, A text book of engineering
mathematics, Laxmi publishers.

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Additional Readings
1. G. B. Thomas and R. L. Finney, Calculus and analytical
geometry, Addison-Wesley publishers.
2. Erwin Kreyszig, Higher engineering mathematics, Wiley
publishers.
3. S. Lipschutz and M Lipson, Schaum’s outline of linear
algebra, McGraw-Hill publishers.
4. M. D. Raisinghania, Ordinary and partial differential
equations, S. Chand & Company Publishers.

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UNIT-1
Matrices

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Matrices
m  n matrix is an arrangement of m n objects (not necessarily
distinct) in m rows and n columns in the following form:
 a11  a1n 
A     .
 
a  a 
 m1 mn 

Elements in horizontal lines form the rows of the matrix and


elements in vertical lines form the columns of the matrix. The
element in i th row and j th column is represented as aij . So above

matrix can be written as A =  aij  ; 1  i  m, 1  j  n.


mn

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We say that the matrix A is of order (or size) m by n (written as
m  n ). The objects a11 , a12 ,...., aij ,... are called the elements of the
matrix. Each element of the matrix can be a real or a complex
number or a variable or a function or any other object. If all
elements of a matrix are real, it is called a real matrix.
1 0 2 4 1 6 5
Examples: B   3 6 3 2  , C   3 4 2  .
   
1 7 8 9 8 9 7 
   
B and C are real matrices.
Order of the matrix B is 3  4.
Order of the matrix C is 3  3.

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Equal Matrices
Two matrices A =  aij  and B =  bij  are equal if m  o , n  p
mn o p

and aij  bij  i and j.

a b  2 7
Example: A    , B  .
c d  3 0 
Matrices A and B are equal if and only if a  2, b  7, c  3, d  0.

Row Matrices
A matrix A =  aij  is said to be a row matrix if m  1.
mn

Examples: A  1 2  , B   0 1 1 .

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Column Matrices
A matrix A =  aij  is said to be a column matrix if n  1.
mn

1
 1
Examples: A    , B   0  .
 3  
7
 

Rectangular Matrices
A matrix A =  aij  is said to be a rectangular matrix if m  n.
mn

1 0 2 4
Example: B   3 6 3 2  .
 
1 7 8 9
 
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Square Matrices
A matrix A =  aij  is said to be a square matrix if m  n.
mn

1 4 3
Examples: C   4 3 3  .
 
3 6 7
 

Zero or null Matrices


A matrix A =  aij  is said to be a zero matrix if aij  0  i and j.
mn

We can denote this matrix as 0.

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0
  0 0 0 0 0
Examples: A   0 0  , B  0 , C    , D  .
  0 0 0 0 0
0
 

Diagonal Matrices
A square matrix A =  aij  , is said to be a diagonal matrix if
nn

aij  0  i  j.

1 0 0 1 0 0 0 0 0
Examples: A   0 3 0  , B   0 0 0  , C   0 0 0  .
     
0 0 7 0 0 0 0 0 0
     

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Identity Matrices
A diagonal matrix A =  aij  , is said to be an identity matrix if
nn

aij  1  i  j. We can denote this matrix as Inn or In .

1 0 0
1 0 0 1 0 .
Examples: I 2    , I 
 0 1 
3  
0 0 1
 

Scalar Matrices
A diagonal matrix A =  aij  , is said to be a scalar matrix if
nn

aij  k  i  j , k  R or C.

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1  i 0 0 
7 0  0 1 i 0  .
Examples: B    , C 
 0 7   
 0 0 1  i 
 

Upper triangular Matrices


A square matrix A =  aij  , is said to be an upper triangular
nn

matrix if aij  0  i  j.

1 2 4 1 0 0 0 0 0
Examples: A   0 3 7  , B   0 0 0  , C   0 0 0  .
     
0 0 7 0 0 0 0 0 0
     

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Lower triangular Matrices
A square matrix A =  aij  , is said to be a lower triangular matrix
nn

if aij  0  i  j.

1 0 0 1 0 0 0 0 0
Examples: A   9 3 0  , B   0 0 0  , C   0 0 0  .
     
6 2 7 0 0 0 0 0 0
     
Submatrix
In a matrix A =  aij  if we delete some rows or some columns or
mn

both rows and columns then the resultant matrix is called


submatrix of A.

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1 2 3 4
2 4 6 7
   4 6
  6 7
Examples: A   3 6 7 3, B   6 7 , C    .
     2 5
7 2 5 8  2 5
1 4 2 6 

B and C are submatrices of matrix A.

Scalar multiplication in matrices


Let A =  aij  be a matrix. Then  k  R or C , we have
mn

kA =  k aij  ;1  i  m, 1  j  n.
mn

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 1 4 6   3 1 3  4 3  6   3 12 18 
Example: 3       .
 2 2 0   3 2 3 2 3 0   6 6 0 

Addition in matrices
Two or more matrices are said to be conformable for addition if
they have same order. If A =  aij  and B =  bij  are two
mn mn


matrices, then A  B= aij  bij  mn
.

1 2  6 7   1 6 2  7   7 9 
Examples:         .
3 4  2 5 3  2 4  5  5 9

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1 4 6 6 7
 2 2 0    2 5   Not defined.
   

Properties of matrix addition and scalar multiplication


Let A, B, C, 0 are matrices and k1 , k 2  R or C . If matrices A , B , C
and 0 are conformable for addition, then
i. A  B  B  A.
ii. ( A  B )  C  A  ( B  C ).
iii. A  0  0  A  A.
iv. A  (  A )  (  A )  A  0 .
v. k1 ( A  B)  k1A  k1B.
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vi. (k1  k2 ) A  k1A  k2 A.
vii. (k1k2 ) A  k1 (k2 A).
viii. 1.A  A.1  A.

Matrix multiplication
Let A =  aij  and B =  bij  are two matrices. Then the product
mn o p

AB is defined if n  o. If AB = C , then the order of C is m  p. i.e.


if A =  aij  and B =  bij  , then
mn n p

n
C   cij  ; cij   aik bkj , 1  i  m, 1  j  p.
m p
k 1

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 4 6
1 4 6
Example: If A    and B   6 7  , then
 2 2 0  23  
 2 5
 32
 4 6
 1 4 6  
AB    6 7
 2 2 0  

 2 5
 1  4  4  6  6  2 1 6  4  7  6  5 
 
 2  4  2  6  0  2 2  6  2  7  0  5 
 40 64 
  .
 20 26 22

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Note:
i. If for matrices A and B product AB is defined, then it may be
possible that BA is not defined. If AB is defined and BA is
also defined, then AB and BA are square matrices.
ii. In matrices commutative law does not hold under
multiplication.
iii. For nonzero matrices A and B it may be possible that AB  0.
iv. If A and B are two matrices such that A  B , then there may
exist a matrix C such that AC  BC.

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Properties of matrix multiplication
i. For matrices A mn ,B n p and C pq , we have
(AB)C = A(BC).
ii. For matrices A mn ,B n p and Cn p , we have
A ( B  C ) = AB  AC.
iii. For matrices A mn ,B mn and Cn p , we have
( A  B )C = AC  BC.
iv. For matrices A mn ,B n p and k  R or C , we have
k ( AB ) = A ( kB )  ( kA ) B.

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Transpose of matrices
The matrix obtained from a matrix A by interchanging its
corresponding rows and columns is called the transpose matrix of
A. Transpose of matrix A is denoted by AT or A ' .
1 2
1 4 6 T  4 2 .
Example: If A    , then A 
 2 2 0   
6 0
 
Properties of transpose of matrices
i. For a matrix A, we have
T T
A   A.

ii. For matrices A mn , B mn , we have


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( A  B)T = AT  BT .
iii. For matrices A mn ,B n p , we have

( AB)T = BT AT .

Trace of matrices
If A is a square matrix, then the trace of matrix A is equal to the
sum of its diagonal elements. The trace of matrix A is denoted by
tr ( A).
1 0 0
Example: If A   9 3 0  , then tr ( A)  1  3  7  11.
 
6 2 7
 
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Properties of trace of matrices
Let A, B are two square matrices of order n and k  R or C. Then
i. tr ( A  B ) = tr ( A )  tr ( B ),
ii. tr ( k .A ) = k . tr ( A ),
iii. tr ( AB ) = tr ( BA ),
iv. tr ( A T ) = tr ( A ).

Symmetric matrices
A matrix A is symmetric matrix iff A T  A .
Skew-symmetric matrices
A matrix A is skew-symmetric matrix iff A T   A .
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1 9 6 0 6 5  0 9 6
Examples: A   9 3 2  , B   6 0 9  , C   9 0 2  .
     
6 2 7 5 9 0  6 2 0 
     
A and B are symmetric matrices.
C is skew-symmetric matrix.
Note: Diagonal entries of a skew-symmetric matrix are zero.

Orthogonal matrices
A matrix A is orthogonal matrix iff AA T  A T A  I.
 cos sin  
Example: A    is orthogonal matrix.
  sin  cos 

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Conjugate of matrices
If A =  aij  is any matrix, then its conjugate matrix is given by
mn

 
A = aij
mn
.

Hermitian matrices
T
A matrix A is hermitian matrix iff A    A.

Skew- hermitian matrices


T
A matrix A is skew- hermitian matrix iff A    A.
T
Note: If A is any matrix then A    A  AT . 
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 1 3i  0 1 i 
Examples: A    , B  ,
3i 2  1  i 0 
 0 1 i   i 4i  i 2i 
C  , D  , E  .
 (1  i ) 0   (4  i ) 0   2i i 
A and B are hermitian matrices.
C, D and E are skew- hermitian matrices.
Note:
i. Diagonal entries of a hermitian matrix are real.
ii. Diagonal entries of a skew-hermitian matrix are purely
imaginary.

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iii. In real matrices, hermitian matrix is same as symmetric matrix
and skew-hermitian matrix is same as skew-symmetric matrix.

Unitary matrices
A matrix A is unitary matrix iff AA   A  A  I.
Normal matrices
A matrix A is normal matrix iff AA   A  A .

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Determinants
The determinant of a square matrix A is denoted by det( A ) or A

a11  a1n
i.e. det( A)  A     .
an1  ann
Minors and cofactors
Let A be a determinant. Then minor of any aij  A is a

determinant obtained from A by deleting i th row and j th column

of A . Minor of aij is denoted by M ij . The cofactor of aij  A is

denoted by Aij and is equal to Aij  (1)i j M ij .

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Calculation of determinants
If A be a square matrix represented as
 a11  a1n 
A      ,
 
a  a 
 n1 nn 

then det( A ) is given by


n n
det( A)   ai1 (1)i1 M ij   a1 j (1)1 j M ij .
i 1 j 1

Properties of determinants
i. If any row or column of a determinant is zero, then the value of
determinant is zero.

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ii. A  AT .

iii. If two rows or two columns of a determinant are identical, then


value of determinant is zero.
iv. If matrix A nn is diagonal or upper triangular or lower
triangular, then
det( A )  a11  a22  ...  ann .
v. If any row of a determinant is multiplied by a scalar k , then the
value of determinant is multiplied by scalar k.
vi. If A is a square matrix of order n and k is any scalar, then
kA  k n A .

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vii. If A nn and B nn are two matrices, then in general
AB  A . B .
viii. If A nn and B nn are two matrices, then in general
AB  A  B .
Singular and nonsingular matrices
A square matrix A is singular if A  0. If A  0, then
matrix is nonsingular.
Adjoint of matrices
Let A be a square matrix and Aij is matrix of cofactors of A. Then
T
adjoint of A is given by adj ( A)   Aij  .

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Inverse of matrices
Let A be a square matrix. Then inverse of matrix A is given by
1adj ( A)
A  .
A
Properties of inverse matrices
i. If A 1 exists, then it is unique.
1 1
ii. A   A.
1 1 T
iii. A 
T
 A  .
1
iv.  AB   B 1A 1.

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Linear independence and dependence in R
The vectors u1 , u2 ,..., uk are linearly independent if
 a1 , a2 ,..., ak  R
a1u1  a2u2  ...  ak uk  0  ai  0 ,  i  1, 2,..., k .
The vectors u1 , u2 ,..., uk are linearly dependent if there exist scalars
a1 , a2 ,..., ak  R such that at least one ai  0, i  1, 2,..., k and
a1u1  a2u2  ...  ak uk  0.
Example: Prove that the vectors (1,0,0),(0,1,0) and (0,0,1) are
linearly independent.
Proof: If a, b, c  R, then
a (1,0,0)  b(0,1,0)  c(0,0,1)  (0,0,0)
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 ( a, b, c)  (0,0,0)
 a  0, b  0, c  0.
Hence the vectors (1,0,0),(0,1,0) and (0,0,1) are linearly
independent.
Example: Prove that the vectors (1,0,0),(0,1,0),(0,0,1) and (1,1,0)
are linearly dependent.
Proof: If a, b, c, d  R, then
a(1,0,0)  b(0,1,0)  c(0,0,1)  d (1,1,0)  (0,0,0)
 (a  d , b  d , c)  (0,0,0)
 a  d  0, b  d  0, c  0.
Case1: If we take d  0, then a  b  c  0.
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Case 2: If we take d  1, then a  b  1.
So for nonzero a, b and d , we have
a(1,0,0)  b(0,1,0)  c(0,0,1)  d (1,1,0)  (0,0,0).
Hence the vectors (1,0,0),(0,1,0),(0,0,1) and (1,1,0) are linearly
dependent.

Note: (n  1) or more vectors in R n are linearly dependent.

Example: Prove that the vectors (1,0,0) and (0,1,0) are linearly
independent.
Proof: If a, b  R, then
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a (1,0,0)  b(0,1,0)  (0,0,0)
 ( a, b,0)  (0,0,0)
 a  0, b  0.
Hence the vectors (1,0,0) and (0,1,0) are linearly independent.

Note: The vectors 0, u1 , u2 ,..., uk are linearly dependent.

Note: The vectors u1 , u2 are linearly dependent if there exist a  R


such that u1  a u2 .

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Example: Prove that the vectors (1,0,0) and (4,0,0) are linearly
dependent.
Proof: If a, b  R, then
a (1,0,0)  b(4,0,0)  (0,0,0)
 ( a  4b,0,0)  (0,0,0)
 a  4b  0.
If we take b  1, then a  4. Hence the vectors (1,0,0) and
(4,0,0) are linearly dependent.
OR
Since 4  R and (4,0,0)  4(1,0,0) so (1,0,0) and (4,0,0) are
linearly dependent.
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Elementary row operations
Suppose A is matrix with rows R1 , R2 ,..., Rn . The following
operations on A are called elementary row operations:
i. Row interchange: Interchange rows Ri and R j . This may be
written as:
Interchange Ri and R j OR " Ri  R j ".
ii. Row scaling: Replace row Ri by k Ri , k  R or C , and k  0.
This may be written as:
Replace Ri by k Ri OR " Ri  k Ri ".

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iii. Row addition: Replace rows R j by R j  k Ri . This may be
written as
Replace R j by R j  k Ri . OR " R j  R j  k Ri ".

Row equivalence
A matrix A is said to be row equivalent to a matrix B, written as
A  B, if B, can be obtained from A by a sequence of elementary
row operations.

Echelon Matrices
A matrix A is said to be an echelon matrix if it satisfy following
conditions:
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1. If there are zero rows, then they are at the bottom of the
matrix.
2. Each leading nonzero entry in a row is right to the nonzero
entry in the preceding row.
1 2 3 0 2 3 1 0 3
Examples: A   0 1 7  , B   0 0 7 , C   0 1 7 ,
     
0 0 1 0 0 0 0 0 0
     
1 0 3 0 2 3 0 4
0 1 3 0 1 4 0 0 1 0 7
D   0 0 7 , E   , F   .
  0 0 3 0 0 0 0 8
0 0 0
     
0 0 0 0 0 0 0 0

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Second method to check linear independence and dependence
Example: Prove that the vectors (1,7,6),(1,3,5),(1,17,9) are
linearly independent.
Proof: The matrix representation of these vectors is
 1 7 6
A   1 3 5 
 
 1 17 9 
 
1 7 6 
A   0 10 11 ; R2  R2  R1 , R3  R3  R1.
 
 0 10 3 
 

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1 7 6 
A   0 10 11  ; R3  R3  R2 .
 
 0 0 8 
 
Since the echelon form of matrix A contains nonzero rows. So the
given vectors are linearly independent.
Example: Prove that the vectors (1,7,6),(1,3,5),(1,17,17) are
linearly dependent.
Proof: The matrix representation of these vectors is
1 7 6
A   1 3 5 
 
 1 17 17 
 

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1 7 6 
A   0 10 11 ; R2  R2  R1 , R3  R3  R1.
 
 0 10 11
 
1 7 6 
A   0 10 11 ; R3  R3  R2 .
 
0 0 0 
 
Since the echelon form of matrix A contains zero row. So the
given vectors are linearly dependent.

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Rank of a matrix
Let A mn be a matrix and B mn is echelon form of A mn . If matrix
B mn has r linearly independent rows (or r nonzero rows), then
rank ( A )  r.

 1 7 6
Example: Calculate the rank of matrix A   1 3 5  .
 
 1 17 9 
 
Solution: We have
 1 7 6
A   1 3 5 
 
 1 17 9 
 

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1 7 6 
A   0 10 11 ; R2  R2  R1 , R3  R3  R1.
 
 0 10 3 
 
1 7 6 
A   0 10 11  ; R3  R3  R2 .
 
 0 0 8 
 
Since the echelon form of matrix A contains three linearly
independent rows (or three nonzero rows). So the rank of matrix
A is 3, i.e. rank ( A )  3.

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1 7 6
Example: Calculate the rank of matrix A   1 3 5  .
 
 1 17 17 
 
1 7 6
Solution: We have A   1 3 5 
 
 1 17 17 
 
1 7 6 
A   0 10 11 ; R2  R2  R1 , R3  R3  R1.
 
 0 10 11
 
1 7 6 
A   0 10 11 ; R3  R3  R2 .
 
0 0 0 
 
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Since the echelon form of matrix A contains two linearly
independent rows (or two nonzero rows). So the rank of matrix A
is 2, i.e. rank ( A )  2.

System of linear equations


A system of n linear equations in n unknowns is given by
a11 x1  a12 x2  ...  a1n xn  b1
a21 x1  a22 x2  ...  a2 n xn  b2
. . . .
(1)
. . . .
. . . .
an1 x1  an 2 x2  ...  ann xn  bn .
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If all b1 , b2 ,..., bn are zero, then system is homogeneous. If at least
one bi  0, i  1, 2,..., n, then system is non-homogeneous.
System (1) can be written as
AX  B,
where
 a11 . . . a1n   x1   b1 
 . . . . .   .   .
     
A . . . . .  , X .  , B .  .
     
 . . . . .   .   .
a . . . ann nn x  b 
 n1  n n1  n  n1

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Now consider the matrix (Augmented Matrix)
 a11 . . . a1n b1 
 . . . . . .
 
 A B   . . . . . . .
 
 . . . . . .
a . . . ann bn 
 n1
System (1) has
(a.) unique solution if rank  A B   rank ( A)  n,

(b.) no solution if rank  A B   rank ( A),

(c.) infinite solutions if rank  A B   rank ( A)  r  n.

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Gauss elimination method
Example: Solve the following system of equations (if possible) by
Gauss elimination method
x  y  z 1
2x  4 y  z  7
3x  7 y  2 z  12.
Solution: The given system of equations can be written as
AX  B,
 1 1 1  x 1
where A   2 4 1  , X   y  , B   7 .
     
3 7 2  z 12 
     

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Now we have
1 1 1 . 1
 A B    2 4 1 . 7

3 7 2 . 12 

1 1 1 . 1
 A B    0 2 3 . 5

R2  R2  2 R1 , R3  R3  3R1
0 4 5 . 9 

1 1 1 . 1
 A B    0 2 3 . 5

R3  R3  2 R2 .
0 0 1 . 1 

 rank  A B   rank ( A)  3.

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Hence the given system of equations has a unique solution.
Now we have
 1 1 1 x   1 
 0 2 3  y    5 
    
 0 0 1 z   1
    
 x y  z  1 
  2 y  3z    5 
   
  z   1 
   
 x  y  z 1
2 y  3z  5
 z  1
Now by back substitution method, we get z  1, y  1, x  1.
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Example: Solve the following system of equations (if possible) by
Gauss elimination method
 2 0 1  x   3 
 1 1 1  y    1  .
    
 4 2 3  z   3 
    
Solution: The given system of equations can be written as
AX  B,
 2 0 1  x  3
where A   1 1 1  , X   y  , B   1  .
     
 4 2 3  z  3
     
Now we have

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2 0 1 . 3
 A B    1 1 1 . 1

4 2 3 . 3 

2 0 1 . 1 R1
R2  R2  ,
 A B    0 1 1/ 2 . 1/ 2 
 2
0 2 1 . 3  R3  R3  2 R1

2 0 1 . 3
 A B    0 1 1/ 2 . 1/ 2 

R3  R3  2 R2 .
0 0 0 . 2 

Now rank  A B   3 and rank ( A)  2.

 rank  A B   rank ( A).

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Hence the given system of equations has no solution.

Example: Using Gauss elimination method determine the values


of a and b for which the following system of equations:
x  2 y  3z  6
x  3 y  5z  9
2 x  5 y  a z  b.
i. has no solution,
ii. has unique solution,
iii. has infinite solutions.
Solution: The given system of equations can be written as

Page 57 of 60
AX  B,
1 2 3  x  6
where A   1 3 5  , X   y  , B   9 .
     
2 5 a z b
     
Now we have
1 2 3 . 6
1 3 5 . 9
  
A B 

2 5 a . b
 
1 2 3 . 6 
R2  R2  R1 ,
 A B    0 1 2 . 3 
 R3  R3  2 R1
0 1 a6 . b  12 
 

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1 2 3 . 6 
 A B    0 1 2 . 3 

R3  R3  R2 .
0 0 a 8 . b  15 
 
Case I: If a  8 and b  15, then rank  A B   3 and rank ( A)  2.

 rank  A B   rank ( A).

Hence the given system of equations has no solution.


Case II: If a  8 and b is arbitrary, then rank  A B   3 and
rank ( A)  3.
 rank  A B   rank ( A)  3.

Hence the given system of equations has unique solution.

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Case III: If a  8 and b  15, then rank  A B   2 and
rank ( A)  2.
 rank  A B   rank ( A)  2  3.

Hence the given system of equations has infinite solutions.

Page 60 of 60