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LINEAR ALGEBRA

Dr. Nguyen Ngoc Hai

Department of Mathematics
INTERNATIONAL UNIVERSITY, VNU-HCM

September 28, 2010

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


References

E. Kreyszig, Advanced Engineering Mathematics, 9th ed., John


Wiley & Sons, 2006. (pp. 271–363)

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


Chapter 1 MATRICES AND
SYSTEMS OF LINEAR EQUATIONS

1.1 MATRICES

1.1.1 General Concepts of Matrices


Definition 1.1 An m × n matrix (read “m by n matrix”)
is a rectangular array of m rows and n columns of the form
 
a11 a12 · · · a1n
 a21 a22 · · · a2n 
 
 .. .. 
 . . 
am1 am2 · · · amn

where each aij is a number (or function) called an entry or


element of the matrix. The numbers m and n are called the
dimension or size of the matrix.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.1 GENERAL CONCEPTS OF MATRICES

For example,
 √
 
3
 b11 b12 b13 b14
2 2 7  b21 b22 b23 b24 
0 1.2 π
b31 b32 b33 b34

e −2x ex
   
  0
1 9 4
sin 3x cos 5x −2

The first matrix has two rows and three columns.

• We denote matrices by capital boldface letters A, B, C, ...


• In a matrix A, aij denotes the entry that occurs in row i and
column j of A.
• Sometimes, we write “the m by n matrix A = [aij ]”.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.1 GENERAL CONCEPTS OF MATRICES

• Matrices with a single row or column are called vectors.

• Matrices having just one row are row vectors.

• Matrices having just one column are column vectors.

• Its entries are called the components of the vector.

• We shall denote vectors by lowercase boldface letters a, b, ...


or by its general components in brackets, a = [aj ], and so on.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.1 GENERAL CONCEPTS OF MATRICES

Definition 1.2 A matrix with n rows and n columns is


called a square matrix of order n, and the entries
a11 , a22 , ..., ann form the main diagonal of A.

For instance, the matrix


 
2 0 −9
 −1 5 7 
4 3 0

is a square matrix of order 3, and 2, 5 and 0 are entries on the


main diagonal.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.1 GENERAL CONCEPTS OF MATRICES

An m × n matrix whose entries are all zeros is called the m × n


zero matrix and is denoted by O.

For instance, the 2 × 3 zero matrix is


 
0 0 0
O= .
0 0 0

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.2 MATRICES ADDITION AND SCALAR MULTIPLE

Equality
Definition 1.3 Two matrices are said to be equal if they
have the same size and the corresponding entries in the two
matrices are equal.

Example 1.1 Two matrices


   
1 a 1 3
A =  −1 2  and B= x 2 
0 b y 5

are equal if and only if a = 3, b = 5, x = −1 and y = 0.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.2 MATRICES ADDITION AND SCALAR MULTIPLE

Addition of Matrices

Definition 1.4 The sum of two m × n matrices A = [aij ]


and B = [bij ] is the m × n matrix A + B obtained by adding
together the corresponding entries of A and B.

A = [aij ] and B = [bij ] =⇒ A + B = [aij + bij ]

As a special case, the sum a + b of two row vectors or two column


vectors, which must have the same number of components, is
obtained by adding the corresponding components.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.2 MATRICES ADDITION AND SCALAR MULTIPLE

Example 1.2 Let


 
    4 7
3 0 −2 5 −3 6
A= , B= , and C =  −5 −9  .
2 −1 4 1 2 −5
0 −1

Since A and B are the same size (2 × 3), their sum is defined. We
have
   
3 + 5 0 + (−3) (−2) + 6 8 −3 4
A+B= = .
2 + 1 (−1) + 2 4 + (−5) 3 1 −1

The sum A + C is not defined since their sizes are different.


Similarly, since B and C are not the same size, their sum does not
exist.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.2 MATRICES ADDITION AND SCALAR MULTIPLE

Properties of Matrix Addition

If A, B, C, and O have the same size, then


1. A + B = B + A
2. (A + B) + C = A + (B + C)
3. A + O = O + A = A

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.2 MATRICES ADDITION AND SCALAR MULTIPLE

Multiplication of Matrices

Traditionally, when discussing matrices, a number is called a


scalar.

Definition 1.5 If A is any matrix and k is any scalar, then


the product kA is the matrix obtained by multiplying each
entry of A by k.

Example 1.3 If  
3 0 −2
A=
2 −1 4
then
   
6 0 −4 −3 0 2
2A = and (−1)A = .
4 −2 8 −2 1 −4

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.2 MATRICES ADDITION AND SCALAR MULTIPLE

Definition 1.6 If A is any matrix, then −A will denote the


product (−1)A. If A and B are two matrices, then A − B is
defined to be the sum A + (−B).

• The matrix −A is usually called the negative of A or the


additive inverse for A.

• A − B is called the difference of A and B.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.2 MATRICES ADDITION AND SCALAR MULTIPLE

Properties of Scalar Multiplication

1. k(A + B) = kA + kA
2. (k1 + k2 )A = k1 A + k2 A
3. k1 (k2 A) = (k1 k2 )A
4. 1A = A
5. 0A = O
6. kO = O

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.2 MATRIX MULTIPLICATION

Definition of Matrix Multiplication

Matrix multiplication means multiplication of matrices by matrices.

Definition 1.7 If A is an m × n matrix and B is an n × p


matrix, then the product AB is the m × p matrix C whose
entry cij in row i and column j is obtained as follows: Sum
the products formed by multiplying each entry in row i of A
by the corresponding entry in column j of B.

cij = ai1 b1j + ai2 b2j + · · · + ain bnj (1)

The only requirement restricting the definition of the product AB


is that the number of columns of A must equal the number of
rows of B.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.2 MATRIX MULTIPLICATION

Example 1.4 Find AB where


 
  4 5 −1 3
1 3 −2
A= and B =  1 −2 0 1 .
−3 0 5
2 −1 0 2

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.2 MATRIX MULTIPLICATION

Example 1.5 A system of linear equations

a11 x1 + a12 x2 + ··· + a1n xn = b1


a21 x1 + a22 x2 + ··· + a2n xn = b2
.. .. ..
. . .
am1 x1 + am2 x2 + · · · + amn xn = bm

can be written as the matrix equation


    
a11 a12 · · · a1n x1 b1
 a21 a22 · · · a2n   x2   b2 
..   ..  =  ..
    
 .. 
 . .   .   . 
am1 am2 · · · amn xn bm

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.2 MATRIX MULTIPLICATION

or
Ax = b
where A is the coefficient matrix of the system,
     
a11 a12 · · · a1n x1 b1
 a21 a22 · · · a2n   x2   b2 
A= . , x= ..  and b =  .
     
. .
.  ..
 . .   .   . 
am1 am2 · · · amn xn bm

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.2 MATRIX MULTIPLICATION

Properties of Matrix Multiplication

The following equalities hold provided that the operations exist.


1. (AB)C = A(BC)
2. (A + B)C = AC + BC
3. A(B + C) = AB + AC
4. k(AB) = (kA)B = A(kB)

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.3 TRANSPOSE OF A MATRIX

Definition 1.8 If A = [aij ] is an m × n matrix, then the


transpose of A, denoted AT , is the n × m matrix AT = [bij ],
where bij = aji for all i and j, 1 ≤ j ≤ m, and 1 ≤ i ≤ n.

As a special case, transposition converts row vectors to column


vectors and conversely.

Example 1.6 Find the transpose of


   
0 2 13 a −2  
A =  −1 4  , B =  4 −1 b , and C = −9 .
5 9 c 5 8

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.3 TRANSPOSE OF A MATRIX

Transpose are important in their own right, and following are a few
of their important properties.
1. (AT )T = A.
2. (A + B)T = AT + BT
3. (AB)T = BT AT

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.4 SPECIAL MATRICES

Symmetric Matrices

Symmetric matrices are square matrices whose transpose equals


the matrix itself.

A symmetric matrix ⇐⇒ AT = A ⇐⇒ aij = aji for all i, j

Example 1.7 The matrix


 
1 −5 8
A =  −5 0 2 
8 2 −3

is symmetric.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.4 SPECIAL MATRICES

Triangular Matrices

• Upper triangular matrices are square matrices that can have


nonzero entries only on and above the main diagonal, whereas any
entry below the diagonal must be zero.

• Similarly, lower triangular matrices can have nonzero entries


only on and below the main diagonal. Any entry on the main
diagonal of a triangular matrix may be zero or not.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.4 SPECIAL MATRICES

Example 1.8
 
  0 2 −4
a b  0 1 10 
and
0 c
0 0 7

are upper triangular matrices.


 
  5 0 0 0
1 0  0 0 0 0 
and  
0 8  9 0 7 0 
2 −4 −1 −11

are lower triangular matrices.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.1 MATRICES
1.1.4 SPECIAL MATRICES

Diagonal matrices are square matrices that can have nonzero


entries only on the main diagonal. Any entry above or below the
main diagonal must be zero. For example,
 
  5 0 0 0
−4 0  0 0 0 0 
and  
0 0  0 0 7 0 
0 0 0 0

are diagonal matrices.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.1 GENERAL LINEAR SYSTEMS

In science, engineering, and the social sciences, one of the most


important and frequently occurring mathematical problems is
finding a simultaneous solution to a set of linear equations
involving several unknowns.

In this section we introduce basic terminology and discuss a


method for solving systems of linear equations.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.1 GENERAL LINEAR SYSTEMS

Definition 2.1 A solution of a linear equation

a1 x1 + a2 x2 + · · · + an xn = b

is a sequence of n numbers s1 , s2 , ..., sn such that if we


substitute x1 = s1 , x2 = s2 , ..., xn = sn into the equation, we
obtain a true statement, that is, if

a1 s1 + a2 s2 + · · · + an sn = b.

A solution of an equation is usually written between parentheses as


(s1 , s2 , ..., sn ). For instance, (−1, 2, 1), (1, −1, 0), (−2, 7, −2) are
solutions of the equation 2x1 + x2 + x3 = 1.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.1 GENERAL LINEAR SYSTEMS

Definition 2.2 An m × n system of linear equations is


the system of m linear equations in n unknowns

a11 x1 + a12 x2 + · · · + a1n xn = b1


a21 x1 + a22 x2 + · · · + a2n xn = b2
.. .. ..
. . .
am1 x1 + am2 x2 + · · · + amn xn = bm

In other words, a finite set of linear equations in the variables


x1 , x2 , ..., xn is called a system of linear equations or more simply
a linear system.

A sequence of numbers s1 , s2 , ..., sn is called a solution of the


system if x1 = s1 , x2 = s2 , ..., xn = sn is a solution of every
equation in the system.
Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.1 GENERAL LINEAR SYSTEMS

For instance, the system

2x1 − x2 − 3x3 = −1
−2x1 + 2x2 + 5x3 = 3

has the solution x1 = 1, x2 = 0, and x3 = 1 since these values


satisfy both equations. However, x1 = 0, x2 = −1, and x3 = 1 is
not a solution since these value satisfy only the second of the two
equations in the system.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.1 GENERAL LINEAR SYSTEMS

Not all systems of linear equations have solutions. A system with


no solutions is called inconsistent; a system with at least one
solution is called consistent.
Example 2.1 (Geometric Interpretation) If m = n = 2, we have
two equations in two unknowns x1 , x2 :
a11 x1 + a12 x2 = b1
a21 x1 + a22 x2 = b2
(x1 , x2 ) is a solution of the system if and only if the point
P(x1 , x2 ) lies on both lines. Hence there are three possible cases:
(a) The two lines intersect at a single point, so there is a unique
solution.
(b) The two lines are coincident, so there are infinitely many
solutions.
(c) The two lines are parallel, so there are no solutions.
Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.2 MATRIX FORM OF LINEAR SYSTEMS

From the definition of matrix multiplication we see that the system


a11 x1 + a12 x2 + · · · + a1n xn = b1
a21 x1 + a22 x2 + · · · + a2n xn = b2
.. .. ..
. . .
am1 x1 + am2 x2 + · · · + amn xn = bm
may be written as a single vector equation
Ax = b (2)
where the coefficient matrix A = [aij ] is the m × n matrix
 
a11 a12 · · · a1n
 a21 a22 · · · a2n 
A= .
 
.. 
 .. . 
am1 am2 · · · amn
Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.2 MATRIX FORM OF LINEAR SYSTEMS

and    
x1 b1
 x2   b2 
x= and b=
   
..  .. 
 .   . 
xn bm
are column vectors. Note that x has n components, whereas b has
m components.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.2 MATRIX FORM OF LINEAR SYSTEMS

The matrix
 
a11 a12 ··· a1n b1
 a21 a22 ··· a2n b2 
A=
 
e .. .. 
 . . 
am1 am2 ··· amn bm

is called the augmented matrix for the system (2) and usually
denoted as [A|b]. The augmented matrix A e = [A|b] determines
the system (2) completely because it contains all the given
numbers appearing in (2).

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.3 GAUSSIAN ELIMINATION

Elementary Operations

• The basic method for solving a system of linear equations is to


replace the given system by a new system that has the same
solution set but which is quicker and easier to solve.

• Gauss elimination is a standard elimination method for solving


linear systems that proceeds systematically irrespective of
particular features of coefficients.

• It is a method of great practical importance and is reasonable


with respect to computing time and storage demand.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.3 GAUSSIAN ELIMINATION

Definition 2.3 Two systems of linear equations in n


unknown are equivalent provided that they have the same set
of solutions.

A new equivalent system is generally obtained by applying three


types of operations, called elementary operations, to eliminate
unknowns systematically.

Theorem 2.1
If one of the following elementary operations is applied to a
system of linear equations, then the resulting system is
equivalent:
1. Interchange two equations.
2. Multiply an equation by a nonzero constant.
3. Add a multiple of one equation to another.
Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.3 GAUSSIAN ELIMINATION

Since the equations of a system correspond to rows of the


augmented matrix, elementary operations on a linear system
correspond to the following elementary row operations on the
augmented matrix.

1. Interchange two rows.


2. Multiply a row by a nonzero constant.
3. Add a multiple of one row to another.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.3 GAUSSIAN ELIMINATION

Example 2.2
Linear system Associated augmented matrix
 
3y + 2z =7 0 3 2 7
x + 4y − 4z =3  1 4 −4 3 
3x + 3y + 8z =1 3 3 8 1

Interchange the first and Interchange the first and


second equations. second rows.
 
x + 4y − 4z =3 1 4 −4 3
3y + 2z =7  0 3 2 7 
3x + 3y + 8z =1 3 3 8 1

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.3 GAUSSIAN ELIMINATION

Add −3 times the first Add −3 times the first


equation to the third. row to the third.
 
x + 4y − 4z = 3 1 4 −4 3
3y + 2z = 7  0 3 2 7 
9y + 20z = −8 0 −9 20 −8

Add −3 times the second Add −3 times the second


equation to the third. row to the third.
 
x + 4y − 4z = 3 1 4 −4 3
3y + 2z = 7  0 3 2 7 
26z = 13 0 0 26 13

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.3 GAUSSIAN ELIMINATION

Now the system is in “triangular form” and we can solve it by


“back substitution”, that is, solve the last equation for z:
1
26z = 13, z= ,
2
then substitute this value for z into the preceding equation and
solve for y :
1
3y + 2( ) = 7, y = 2.
2
Finally, substitute the known values for y and z into the first
equation and solve for x:
1
x + 4(2) − 4( ) = 3, x = −3.
2
Thus the solution is (−3, 2, 21 ).
The method we have used to solve this system of equations is
called Gaussian elimination.
Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.3 GAUSSIAN ELIMINATION

Echelon Form
Since a linear system is completely determined by its augmented
matrix, Gauss elimination can be done by merely considering the
matrices.

Definition 2.4 A matrix is said to be in echelon form if


(a) All rows that contain only zeros are grouped together at
the bottom of the matrix;
(b) For each row that does not contain only zeros, the first
nonzero number in the row, called the leading entry, appears
strictly to the right of the first nonzero number in each row
above it.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.3 GAUSSIAN ELIMINATION

Example 2.3 Determine which of the following matrices are in


echelon form:
 
2 1 0 3 −5  
 0 −4 1 4 −4 3
3 2 0 

A= B= 0 3 2 7 
 0 0 −9 0 −8 
0 −9 0 −8
0 0 0 1 4
   
1 5 0 0 4 −4 3
 0 3 2   2 3 2 7 
C=  2 0 −1 
 D= 
 0 0 1 −8 
0 0 0 0 0 0 −5
 
  0 4 −4 3
0 0  0 0 0 7 
E= 0 0  F=  0 0

0 0 
0 0
0 0 0 0
Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.3 GAUSSIAN ELIMINATION

Remark Every matrix can be transformed to matrix in echelon


form using elementary operations.

Example 2.4 Solve the system

x + y − 2z = 3z − y + 3
3z + 4 = 4y
2x − y + 2z = 1

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.3 GAUSSIAN ELIMINATION

Reduced Echelon Form


• The goal of Gassian elimination is to obtain a system of
equations that is equivalent to the given system and that has an
augmented matrix in echelon form.
• However, the system can be further reduced by proceeding from
right to left. This reduction technique avoids backsolving by using
elementary operations.

Definition 2.5 A matrix M that is in echelon form is in


reduced echelon form provided that the first nonzero
element in each nonzero row is the only nonzero entry in its
column.
Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.3 GAUSSIAN ELIMINATION

For example, the matrices


   
2 0 0 1 1 2 0 1 −1
C= 0 4 0 −3  and D =  0 0 3 −3 7 
0 0 −1 0 0 0 0 0 0

are in reduced echelon form. However


 
1 3 0 0
E= 0 1 0 −2 
0 0 −1 0

is not in reduced echelon form.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.3 GAUSSIAN ELIMINATION

Example 2.5 Solve the system of linear equations

2x1 − 3x2 + x3 − 3x4 + 2x5 = 6


2x1 − 3x2 + 5x3 − x4 + x5 = 8
4x3 + 3x4 + 2x5 = 3
−2x1 + 3x2 + 3x3 + 3x4 − 9x5 = −6,

Example 2.6 Solve the system

x1 + 3x2 − 2x3 + 2x5 = 0


2x1 + 6x2 − 5x3 − 2x4 + 4x5 − 3x6 = −1
5x3 + 10x4 + 15x6 = 5
2x1 + 6x2 + 8x4 + 4x5 + 18x6 = 6

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.3 GAUSSIAN ELIMINATION

From the above examples we see that


Every system of linear equations has either no solutions,
exactly one solution, or infinitely many solutions.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.4 HOMOGENEOUS SYSTEMS
OF LINEAR EQUATIONS

Definition 2.6 A system of linear equations is said to be


homogeneous if all the constant terms are zeros, that is, the
system has the form

a11 x1 + a12 x2 + · · · + a1n xn = 0


a21 x1 + a22 x2 + · · · + a2n xn = 0
.. .. ..
. . .
am1 x1 + am2 x2 + · · · + amn xn = 0

• Every homogeneous system is consistent, since


x1 = 0, x2 = 0, ..., xn = 0 is always a solution.
• This solution is called the trivial solution; if there are other
solutions, they are called nontrivial solutions.
Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.4 HOMOGENEOUS SYSTEMS
OF LINEAR EQUATIONS

For a homogeneous system of linear equations, exactly one of the


following is true:
1. The system has only the trivial solution.
2. The system has infinitely many nontrivial solutions in addition
to the trivial solution.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.2 INTRODUCTION TO
SYSTEMS OF LINEAR EQUATIONS
1.2.4 HOMOGENEOUS SYSTEMS
OF LINEAR EQUATIONS

Theorem 2.2
Let A be the reduced coefficient matrix of a homogeneous
system of linear equations in n unknowns. If A has exactly k
nonzero rows, then k ≤ n. Moreover,
1. if k < n, then the system has infinitely many solutions, and
2. if k = n, the system has a unique solution (the trivial
solution).

Corollary 2.1
A homogeneous system of linear equations with fewer
equations than unknowns has infinitely many solutions.

Remark Note that the above theorem and corollary apply


only to homogeneous systems. A nonhomogeneous system
with more unknowns than equations need not be consistent.
Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.3 DETERMINANTS
1.3.1 DEFINITION OF DETERMINANTS

Cofactor Expansions of Determinants

Definition 3.1 If A = [a] is an 1 × 1 matrix, the we define


the determinant of A to be the number a. If A = [aij ] is an
2 × 2 matrix, the determinant of A is given by

det A = a11 a22 − a12 a21 .

The determinant is often expressed by using vertical bars:



a11 a12
det A = = a11 a22 − a12 a21 .
a21 a22

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.3 DETERMINANTS
1.3.1 DEFINITION OF DETERMINANTS

Definition 3.2 Let A = [aij ] be an n × n matrix, and let


Mrs denote the (n − 1) × (n − 1) matrix obtained by deleting
the r th row and sth column from A. Then Mrs is called a
minor matrix of A, and the number det Mrs is the minor of
the (r, s)th entry ars . In addition, the numbers
Aij = (−1)i+j det Mrs
are called cofactors (or signed minors).

Example 3.1 Determine the minor matrices M11 , M23 , and M32
for the matrix A given by
 
2 −1 3
A =  −1 −2 5  .
4 −6 2
Also, calculate the cofactors A11 , A23 , and A32 .
Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.3 DETERMINANTS
1.3.1 DEFINITION OF DETERMINANTS

Definition 3.3 Let A = [aij ] be an n × n matrix. Then the


determinant of A is

det A = a11 A11 + a12 A12 + · · · + a1n A1n

Note that determinants are defined only for square matrices.

Example 3.2 Compute det A, where


 
3 2 1
A =  2 1 −3  .
4 0 1

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.3 DETERMINANTS
1.3.1 DEFINITION OF DETERMINANTS

Example 3.3 Compute det A, where


 
1 2 0 2
 −1 2 3 1 
A=  −3
.
2 −1 0 
2 −3 −2 1

Theorem 3.1
If A = [aij ] is a lower-triangular matrix, then

det A = a11 a22 · · · ann .

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.3 DETERMINANTS
1.3.2 PROPERTIES OF DETERMINANTS

Theorem 3.2
If A is a square matrix then

det(AT ) = det A

Corollary 3.1
If A = [aij ] is an n × n upper or lower triangular matrix, then
det A is the product of the entries on the main diagonal:

det A = a11 a22 · · · ann .

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.3 DETERMINANTS
1.3.2 PROPERTIES OF DETERMINANTS

Theorem 3.3
Let A = [aij ] be an n × n matrix. Then

det A = ai1 Ai1 + ai2 Ai2 + · · · + ain Ain


det A = a1j A1j + a2j A2j + · · · + anj Anj

Example 3.4 Find the determinant



−1 0 1 3

2 1 −1 1
|A| = .
1 0 3 3

1 0 8 0

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1.3 DETERMINANTS
1.3.2 PROPERTIES OF DETERMINANTS

Theorem 3.4
If B is obtained from A by interchanging two rows (or two
columns), then det B = − det A.

In other words, interchanging two rows (or two columns) of a


square matrix changes the sign of its determinant.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.3 DETERMINANTS
1.3.2 PROPERTIES OF DETERMINANTS

Theorem 3.5
If B is obtained from A by multiplying a row (or column) of A
by a scalar k, then det B = k det A.

In other words, multiplication of a row or column by a constant k


multiplies the value of the determinant by k.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.3 DETERMINANTS
1.3.2 PROPERTIES OF DETERMINANTS

Corollary 3.2
If a square matrix contains a row of all zeros, then its
determinant is zero.

Corollary 3.3
Let A = [aij ] be an n × n matrix. Then

det(kA) = k n det A

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1.3 DETERMINANTS
1.3.2 PROPERTIES OF DETERMINANTS

Theorem 3.6
If A, B, and C are n × n matrices that are equal except that
the sth row of A is equal to the sum of the sth rows of B and
C, then det A = det B + det C.

CAUTION In general, det(B + C) 6= det B + det C

Theorem 3.7
If B is obtained from A by adding a multiple of one row of A
to another row, then det B = det A.

Thus, to obtain the value of a determinant, we can first simplify it


systematically by elementary row operations, similar to those for
matrices.
Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.3 DETERMINANTS
1.3.2 PROPERTIES OF DETERMINANTS

Corollary 3.4
(a) If a square matrix has two proportional rows, its determinant
is zero.
(b) If two rows of a square matrix are the same, then its
determinant is zero.

Example 3.5 Evaluate the determinant of


 
2a + 1 4 a x
 2b + 1 9 b x 
A=  2c + 1 −5 c x


2c + 1 3 d x

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1.3 DETERMINANTS
1.3.2 PROPERTIES OF DETERMINANTS

Example 3.6 Evaluate




x 1 1 1


1 x 1 1


1 1 x 1

1 1 1 x

Example 3.7 Compute



2 8 1 1

4
13 3 −1
−2 −5 −3 3

−6 −18 −1 1

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.3 DETERMINANTS
1.3.3 MATRIX INVERSES

Definition 3.4 The identity matrix In is the n × n matrix


that has ones on the main diagonal and zeros elsewhere:
 
1 0 0 ··· 0
 0 1 0 ··· 0 
In =  . ..  .
 
 .. . 
0 0 0 ··· 1

That is, the ijth entry of In is 0 when i 6= j and is 1 when i = j.


For example, I2 and I3 are given by
 
  1 0 0
1 0
I2 = and I3 =  0 1 0 .
0 1
0 0 1

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1.3 DETERMINANTS
1.3.3 MATRIX INVERSES

Remark The product of a matrix and the identity matrix is


the matrix itself:

AI = A and IB = B

provided that these products exist.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.3 DETERMINANTS
1.3.3 MATRIX INVERSES

Definition 3.5 If A is a square matrix and there exists a


matrix B such that AB = BA = I, then B is called an inverse
of A, and A is said to be invertible.

Remark If B and C are both inverses for the matrix A,


then B = C.

That is,
If A has an inverse, the inverse is unique.

The inverse of A (if exists) is denoted by the symbol A−1 . Thus,

A−1 A = AA−1 = I

CAUTION A−1 6= 1
A
Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.3 DETERMINANTS
1.3.3 MATRIX INVERSES

Example 3.8 Find the inverse of


 
1 2
A= .
2 3

METHOD FOR FINDING AN INVERSE MATRIX

To obtain A−1 for any n × n matrix A, follow these steps.


1. Form the augmented matrix [A|I], where I is the n × n
identical matrix.
2. Use elementary row operations to transform [A|I] to the form
[I|B].
Matrix B is A−1 .

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.3 DETERMINANTS
1.3.3 MATRIX INVERSES

Example 3.9 Find A−1 for


 
1 2 3
A= 2 5 4 .
1 −1 10

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.3 DETERMINANTS
1.3.4 SOLVING SYSTEMS OF EQUATIONS WITH INVERSES

Theorem 3.8
If A is an invertible n × n matrix, then for each n × 1 matrix
b, the system of linear equations Ax = b has exactly one
solution, namely, x = A−1 b.

Theorem 3.9
If A is an n × n matrix, then the following statements are
equivalent.
(a) A is invertible.
(b) The system Ax = 0 has only the trivial solution.
(c) The system Ax = b has a unique solution for every n × 1
matrix b.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.3 DETERMINANTS
1.3.4 SOLVING SYSTEMS OF EQUATIONS WITH INVERSES

Definition 3.6 A square matrix A is said to be


nonsingular if the equation Ax = 0 has only the trivial
solution x = 0. A is singular if it is not nonsingular.

By the Theorem 7.2,

A is invertible ⇐⇒ A is nonsingular.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.3 DETERMINANTS
1.3.5 THE DETERMINANT OF A PRODUCT

Theorem 3.10
If A and B are square matrices of the same size, then

det(AB) = det A det B

Theorem 3.11
A square matrix A is invertible if and only if
det A 6= 0.

Combining Theorem 7.3 with Theorem 7.4 we obtain:


A square matrix A is nonsingular if and only if det A 6= 0.
Thus,
A invertible ⇐⇒ A nonsingular ⇐⇒ det A 6= 0

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.3 DETERMINANTS
1.3.5 THE DETERMINANT OF A PRODUCT

Example 3.10 Find all values λ such that the matrix Bλ is


singular, where
 
2−λ 0 0
Bλ =  2 3−λ 4 
1 2 1−λ

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1.3 DETERMINANTS
1.3.5 THE DETERMINANT OF A PRODUCT

Corollary 3.5
If A is invertible, then
1
det A−1 = .
det A

Corollary 3.6
Suppose that A and B are square matrices of the same size. If
either AB = I or BA = I, then B = A−1 .

Corollary 3.7
Let A, B, C be n × n matrices. Then
(a) If A is nonsingular and AB = AC, then A = C.
(b) If A is nonsingular and AB = O, then B = O.
(c) If A is singular, so are AB and BA.
Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.3 DETERMINANTS
1.3.6 ADJOINT MATRIX AND INVERSE

Definition 3.7 If A is any n × n matrix and Aij is the


cofactor of aij , the the matrix
 
A11 A12 · · · A1n
 A21 A22 · · · A2n 
 
 .. .. .. 
 . . . 
An1 An2 · · · Ann

is called the matrix of cofactors from A. The transpose of


this matrix is called the adjoint of A and is denoted by
adj(A).

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.3 DETERMINANTS
1.3.6 ADJOINT MATRIX AND INVERSE

Example 3.11 Let


 
2 −3 1
A= 4 0 −2  .
3 −1 −3
The cofactors of A are

0 −2 4 −2
A11 = = −2, A12 = − = −6,
−1 −3 3 −3

4 0
= −4,
−3 1
A13 = A21 = − = −10,
3 −1 −1 −3

2 1 2 −3
A22 = = −9, A23 = − = −7,
3 −3 3 −1

−3 1 2 1
A31 = = 6, A32 = − = 8,
0 −2 4 −2

2 −3
A33 = = 12
4 0
Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.3 DETERMINANTS
1.3.6 ADJOINT MATRIX AND INVERSE

so that the matrix of cofactors is


 
−2 6 −4
 −10 −9 −7  .
6 8 12

Taking the transpose, we obtain the adjoint of A


 
−2 −10 6
adj(A) =  6 −9 8  .
−4 −7 12

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.3 DETERMINANTS
1.3.6 ADJOINT MATRIX AND INVERSE

Theorem 3.12
If A is an square matrix, then

A adj(A) = (det A)I.

Thus if A is invertible, then


1
A−1 = adj(A).
det A

Example 3.12 Find A−1 if


 
1 −1 2
A= 2 1 −3  .
4 1 1

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1.3 DETERMINANTS
1.3.6 ADJOINT MATRIX AND INVERSE

Remark The matrix


 
a b
A=
c d

is invertible if and only if det A = ad − bc 6= 0. Then


 
1 d −b
A−1 = .
ad − bc −c a

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.3 DETERMINANTS
1.3.7 SOLVING Ax = b WITH CRAMER’S RULE

Theorem 3.13 (Cramer’s Rule)


If Ax = b is a system of n linear equations in n unknowns
such that det A 6= 0, then the system has a unique solution.
This solution is

det A1 det A2 det An


x1 = , x2 = , . . . , xn =
det A det A det A

where Aj is the matrix obtained by replacing the entries in the


jth column of A by the entries in the matrix
 
b1
 b2 
b =  . .
 
 .. 
bn

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1.3 DETERMINANTS
1.3.7 SOLVING Ax = b WITH CRAMER’S RULE

Example 3.13 Use Cramer’s rule to solve

3x + 2y + 3z = 4
−2x − 4y + 2z = −12
2x + 3z = 0.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.1 EUCLIDEAN n -SPACE

Definition 4.1 If n is a positive integer, then an


ordered-n-tuple is a sequence of n real numbers
(a1 , a2 , ..., an ). The set of all ordered-n-tuples is called
n-space and is denoted by IR n .

When n = 2 or n = 3, we use the term ordered pair and ordered


triple rather than ordered-2-tuple and 3-tuple.

An ordered-n-tuple (a1 , a2 , ..., an ) can be viewed either as a


“generalized point” or a “generalized vector”. We will use both
descriptions.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.1 EUCLIDEAN n -SPACE

Definition 4.2 Two vectors u = (u1 , u2 , ..., un ) and


v = (v1 , v2 , ..., vn ) in IR n are said to be equal if

u1 = v1 , u2 = v2 , ..., un = vn .

The sum u + v is defined by

u + v = (u1 + v1 , u2 + v2 , ..., un + vn ).

If k is any scalar, the scalar multiple ku is defined by

ku = (ku1 , ku2 , ..., kun ).

The zero (null) vector is defined to be the vector

0 = (0, 0, ..., 0).

It is also called the origin.


Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.4 VECTOR SPACES
1.4.1 EUCLIDEAN n -SPACE

Definition 4.3 If u = (u1 , u2 , ..., un ) is any vector in IR n ,


then the negative (or additive inverse) of u is denoted by
−u and is defined by

−u = (−u1 , −u2 , ..., −un ).

We define subtraction of vectors in IR n by

u − v = u + (−v) = (u1 − v1 , u2 − v2 , ..., un − vn ).

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.1 EUCLIDEAN n -SPACE

Example 4.1 Let x = (2, −1, 0, 5, −8) and y = (−2, 4, 9, −1, 3)


be in IR 5 . Then
x + y = (2 + (−2), −1 + 4, 0 + 9, 5 + (−1), −8 + 3) = (0, 3, 9, 4, 5)
7x = (14, −7, 0, 35, −56)
−x = (−2, 1, 0, −5, 8)
x − y = (2 − (−2), −1 − 4, 0 − 9, 5 − (−1), −8 − 3)
= (4, −5, −9, 6, −11).

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.1 EUCLIDEAN n -SPACE

Theorem 4.1
If u = (u1 , u2 , ..., un ), v = (v1 , v2 , ..., vn ), and
w = (w1 , w2 , ..., wn ) are vectors in IR n and k and l are scalars,
then
(a) u + v = v + u
(b) u + (v + w) = (u + v) + w
(c) u + 0 = 0 + u = u
(d) u + (−u) = 0, that is, u − u = 0
(e) k(lu) = (kl)u
(f) k(u + v) = ku + kv
(g) (k + l)u = ku + lu
(h) 1u = u

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.1 EUCLIDEAN n -SPACE

Definition 4.4 If u = (u1 , u2 , ..., un ) and


v = (v1 , v2 , ..., vn ) are any vectors in IR n , then the Euclidean
inner product or dot product u · v is defined by

u · v = u1 v1 + u2 v2 + · · · + un vn .

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.1 EUCLIDEAN n -SPACE

The four main arithmetic properties of the Euclidean inner product


are listed in the next theorem.

Theorem 4.2
If u, v, and w are vectors in IR n and k is any scalar, then
(a) u · v = v · u;
(b) (u + v) · w = u · w + v · w;
(c) (ku) · v = ku · v = u · (kv);
(d) u · u ≥ 0. Further, u · u = 0 if and only if u = 0.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.1 EUCLIDEAN n -SPACE

Definition 4.5 The Euclidean norm (or length) of a


vector u = (u1 , u2 , ..., un ) in IR n , is defined by
q
1
kuk = (u · u) 2 = u12 + u22 + · · · + un2 .

The Euclidean distance between u = (u1 , u2 , ..., un ) and


v = (v1 , v2 , ..., vn ) in IR n , is defined y
q
d(u, v) = ku−v k = (u1 − v1 )2 + (u2 − v2 )2 + · · · + (un − vn )2 .

By Euclidean n-space we mean IR n , together with these


distance and product.

√ √
Example 4.2 Let u = (1, 2 2, 4) and v = (3, 2, 5). Compute
(a) kuk and kvk (b) d(u, v).
Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.4 VECTOR SPACES
1.4.1 EUCLIDEAN n -SPACE

Note It is possible to use the matrix notation


 
u1
 u2 
u= . 
 
 .. 
un

rather than the horizontal natation u = (u1 , u2 , ..., un ) to denote


vectors in IR n . If we use matrix notation for the vectors u and v
and omit the brackets on 1 × 1 matrices, then we have the matrix
formula
vT u = v · u
for the Euclidean inner product.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.2 GENERAL VECTOR SPACES

Definition and Examples of Vector Spaces

• Using IR n as a model, we now extends the notion of a vector


even further to include subjects such as matrices, polynomials,
functions continuous on a given intervals, and solutions to certain
differential equations, etc.

• We take the basic properties of vectors in IR n as axioms.

• The axioms guarantee that one obtains a useful and applicable


theory of those more general situations.

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1.4 VECTOR SPACES
1.4.2 GENERAL VECTOR SPACES

Definition 4.6 A nonempty set V of elements is called a


real vector space (or real linear space), and these elements
are called vectors if an addition operation is defined between
any two elements of V and a scalar multiplication is defined
between any number and any vector in V as follows.
(1) If u and v are vectors in V , then u + v is a vector in V .
(2) For any two vectors u and v of V , u + v = v + u.
(3) For any three vectors u, v and w of V ,
(u + v) + w = u + (v + w).
(4) There is a vector in V , called the zero vector and denoted by
0, such that 0 + u = u + 0 = u for all u in V .
(5) For each u in V , there is a vector in V that is denoted by −u
and is such that u + (−u) = (−u) + u = 0.
(6) If k is any scalar and u is any vector in V , then ku is in V .

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.2 GENERAL VECTOR SPACES

Definition 4.7

(7) For every scalar k and vectors u and v in V ,


k(u + v) = ku + kv.
(8) For all scalar k and l and every u in V , (k + l)u = ku + lu.
(9) For all scalar k and l and every u in V , k(lu) = (kl)u.
(10) For every u in V , 1u = u.

A complex vector space is obtained if, instead of real numbers,


we take complex numbers as scalars.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.2 GENERAL VECTOR SPACES

Example 4.3 For any positive integer n, IR n is a real vector


space.

Example 4.4 Verify that the set of all 2 × 3 matrices with real
entries is a real vector space.

In general for any m and n the set of all m × n matrices with real
entries, together with the operations of matrix addition and scalar
multiplication, is a real vector space.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.2 GENERAL VECTOR SPACES

Example 4.5 Let Pn denote the set of all real polynomials of


degree n or less. If f and g are two such polynomials and k is any
real number, define the sum f + g and the scalar multiple kf by

(f + g )(x) = f (x) + g (x)


(kf )(x) = kf (x)

Verify that Pn is a linear space.

Example 4.6 Let C [a, b] be the set of all continuous functions


defined on [a, b]. Verify that C [a, b] is a linear space.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.2 GENERAL VECTOR SPACES

Theorem 4.3 If V is a vector space, then


1. The zero vector is unique.
2. For each u, the additive inverse −u is unique.
3. 0u = 0 for every u in V , where 0 is the zero number.
4. k0 = 0 for every scalar k.
5. If ku = 0, then k = 0 or u = 0.
6. (−1)u = −u.
7. If u + w = v + w, then v = w.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.2 GENERAL VECTOR SPACES

Inner Product Spaces

Definition 4.8 An inner product on a real vector space V


is a function that associates a real number hu, vi with each
pair of vectors u and v in V in such a way that the following
axioms are satisfied for all vectors u, v, and w in V and all
scalars k.
(1) hu, vi = hv, ui
(2) hu + v, wi = hu, wi + hv, wi
(3) hku, vi = khu, vi
(4) hu, ui ≥ 0 and hu, ui = 0 if and only if u = 0.
A real vector with an inner product is called a real inner
product space.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.2 GENERAL VECTOR SPACES

Example 4.7 If u = (u1 , u2 , ..., un ) and v = (v1 , v2 , ..., vn ) are


vectors in IR n , the the formula

hu, vi = u1 v1 + u2 v2 + · · · + un vn

defines hu, vi to be the Euclidean inner product on IR n .

More generally, if
µ1 , µ2 , ..., µn
are positive real numbers, and if u = (u1 , u2 , ..., un ) and
v = (v1 , v2 , ..., vn ) are vectors in IR n , then it can be shown that the
formula
hu, vi = µ1 u1 v1 + µ2 u2 v2 + · · · + µn un vn
defines an inner product on IR n ; it is called the weighted
Euclidean inner product with weights µ1 , µ2 , ..., µn .
Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.4 VECTOR SPACES
1.4.2 GENERAL VECTOR SPACES

Example 4.8 Let f and g be continuous functions on [a, b], and


define Z b
hf , g i = f (x)g (x)dx.
a
Show that this formula defines an inner product on the vector
space C [a, b].

Theorem 4.4 If u, v and w are vectors in a real inner product


space, and k is any scalar, then
(a) h0, ui = 0;
(b) hu, v + wi = hu, vi + hu, wi;
(c) hu, kvi = khu, vi;

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1.4 VECTOR SPACES
1.4.2 GENERAL VECTOR SPACES

Length and Distance in Inner Product Spaces

Definition 4.9 If V is an inner product space, then the


norm (or length) of a vector u is denoted by kuk and defined
by
kuk = hu, ui1/2 .

Definition 4.10 If V is an inner product space, then the


distance between two points (or vectors) u and v is denoted
by d(u − v) and is defined by

d(u − v) = ku − vk.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.2 GENERAL VECTOR SPACES

Linear Transformations
If V and W are any vector spaces and F is a function that
associates a unique vector in W with each vector in V , we say F
maps V into W , and write F : V → W . Further, if F associates
the vector w in W with the vector v in V , we write w = F (v ) and
say that w is the image of v under F . F is called a mapping (or
transformation or operator) of V into W .

Definition 4.11 Let V and W be vector spaces, and let F


be a function from V to W . We say that F is a linear
transformation if for all vectors u and v in V and all scalars
k,
F (u + v) = F (u) + F (v)
and
F (ku) = kF (u).
Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.4 VECTOR SPACES
1.4.2 GENERAL VECTOR SPACES

Example 4.9 Let F : IR 2 → IR 3 be the function defined by


F (x, y ) = (x, x + y , x − y ).
Show that F is a linear operator.

Example 4.10 Let A be a fixed m × n matrix. Show that the


function T : IR n → IR m defined by
T (x) = Ax.
is a linear operator. This transformation is called multiplication
by A.

Example 4.11 Let T : C [a, b] → IR be defined by


Z b
T (f ) = f (t)dt.
a
Prove that T is a linear transformation.
Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.4 VECTOR SPACES
1.4.3 SUBSPACES

Definition 4.12 A nonempty subset W of a vector space


V is called a subspace of V if W is itself a vector space
under the addition and scalar multiplication defined on V .

Theorem 4.5
Let W be a nonempty subset of a vector space V . Then W is a
subspace of V if and only if the following conditions are met.
(a) If u and v are vectors in W , then u + v is in W .
(b) If k is any scalar and u is any vector in W , then ku is in W .

In other word, W is a subspace if it is closed under addition and


scalar multiplication.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.3 SUBSPACES

Example 4.12 Let A be an m × n matrix and W be the set of all


solutions of the system Ax = 0. Then W is a subspace of IR n .
However, if b is a nonzero vector in IR n , then the set of all
solutions of Ax = b is not a subspace of IR n .

Example 4.13 Show that the set W of all 2 × 2 matrices having


zeros on the main diagonal is a subspace of the vector space M22
of all 2 × 2 matrices.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.3 SUBSPACES

The following definition is one of the most fundamental concepts


in the study of vectors.

Definition 4.13 A vector w is called a linear combination


of the vectors v1 , v2 , ..., vp if it can be expressed in the form

w = k1 v1 + k2 v2 + · · · + kp vp ,

where k1 , k2 , ..., kp are scalars.

For instance, every vector u = (x, y ) ∈ IR 2 is a linear combination


of vectors e1 = (1, 0) and e2 = (0, 1) since
u = (x, 0) + (0, y ) = xe1 + y e2 .

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.3 SUBSPACES

Theorem 4.6
If v1 , v2 , ..., vr are vectors in in a vector space V , then the set
of all linear combinations of v1 , v2 , ..., vr is a subspace of V .

If S = {v1 , v2 , ..., vr } is a subset of V , then the subspace W


consisting of all linear combinations of v1 , v2 , ..., vr is called the
subspace spanned by S and will denoted by

lin(S) or lin{v1 , v2 , ..., vr }.

We also say that the set S spans W .

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.3 SUBSPACES

Definition 4.14 Let A be an m × n matrix. The range of


A is the set of vectors in IR m defined by

R(A) = {y : y = Ax for some x in IR n }.

Theorem 4.7
If A is an m × n matrix, then the range of A is a subspace of
IR m . More precisely,

R(A) = lin{A1 , A2 ..., An },

where A1 , A2 ..., An are column vectors of A.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.3 SUBSPACES

Let A be the m × n matrix:


 
a11 a12 ··· a1n
 a21 a22
 ··· a2n 

 .. .. .. 
 . . ··· . 
an1 an2 ··· ann

The rows of A,

r1 = (a11 , a12 , ..., a1n )


r2 = (a21 , a22 , ..., a2n )
.. ..
. .
rm = (am1 , am2 , ..., amn )

can be regarded as vectors in IR n , called the row vectors of A.


The row space of A is defined to be lin{r1 , r2 , ..., rm }.
Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.4 VECTOR SPACES
1.4.3 SUBSPACES

Theorem 4.8
Let A be an m × n matrix, and suppose that A is row
equivalent to the m × n matrix B. Then A and B have the
same row space.

In other words, elementary row operations do not change the row


space of a matrix.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.4 BASIS AND DIMENSION

Linear Independence

Definition 4.15 A set S = {v1 , v2 , ..., vp } of p vectors is


said to be linearly dependent if there are scalars
k1 , k2 , ..., kp , not all of which are zero, such that
k1 v1 + k2 v2 + · · · + kp vp = 0.
S is said to be linearly independent if it is not linearly
dependent; that is, the only scalars for which
k1 v1 + k2 v2 + · · · + kp vp = 0
are the scalars k1 = k2 = · · · = kp = 0.
S = {v1 , v2 , ..., vp } linearly independent ⇐⇒
 
k1 v1 + k2 v2 + · · · + kp vp = 0 =⇒ k1 = k2 = · · · = kp = 0

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.4 BASIS AND DIMENSION

Example 4.14 (a) The set of vectors {v1 , v2 , v3 }, where


v1 = (2, −1, 6, 5), v2 = (5, 1, 2, 2), and v3 = (0, −1, 4, 3) is linearly
dependent, since 5v1 − 2v2 − 7v3 = 0.
(b) Consider the set of vectors {e1 , e2 , e3 }, where
e1 = (1, 0, 0), e2 = (0, 1, 0), and e3 = (0, 0, 1). The equation
k1 e1 + k2 e2 + k3 e3 = 0 is equivalent to (k1 , k2 , k3 ) = (0, 0, 0).
Thus, k1 = 0, k2 = 0, and k3 = 0, so the set {e1 , e2 , e3 } is linearly
independent.

Note (a) If a set contains the zero vector, it is linearly


independent.
(b) A set with exactly two vectors is linearly independent if and
only if at least one of the vectors is a scalar multiple of the other.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.4 BASIS AND DIMENSION

Theorem 4.9
n vectors v1 = (v11 , v12 , ..., v1n ), ..., vn = (vn1 , vn2 , ..., vnn ) in
IR n are linearly independent if and only if

v11 v12 ... v1n

v21 v22 ... vnn
.. 6= 0.

.. ..
. . .

vn1 vn2 ... vnn

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.4 BASIS AND DIMENSION

Basis

Definition 4.16 A finite set S of vectors in a vector space


V is called a basis for V if
(i) S is linearly independent and
(ii) S spans V .

Remark If B = {v1 , v2 , ..., vp } is a basis for V , then each vector


x in V can be represented uniquely in terms of the basis B. That
is, there are unique scalars k1 , k2 , ..., kp such that

x = k1 v1 + k2 v2 + · · · + kp vp .

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.4 BASIS AND DIMENSION

Example 4.15 (a) The following systems are bases for IR 3 :


(i) e1 = (1, 0, 0), e2 = (0, 1, 0), and e3 = (0, 0, 1).
(ii) v1 = (1, 0, 0), v2 = (1, 1, 0), and v3 = (1, 1, 1).
(b) In IR n , the set S of vectors

e1 = (1, 0, ..., 0), e2 = (0, 1, ..., 0), ...., en = (0, 0, ..., 1)

is linearly independent. Since any vector x = (x1 , x2 , ..., xn ) in IR n


can be expressed as x = x1 e1 + x2 e2 + · · · + xn en , S spans IR n and
is therefore a basis. It is called the standard basis for IR n .

Example 4.16 The set S = {1, x, x 2 , ..., x n } is a basis for the


vector space Pn and is called the standard basis for Pn .

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.4 BASIS AND DIMENSION

Example 4.17 Let


   
1 0 0 1
M1 = , M2 =
0 0 0 0
   
0 0 0 0
M3 = , M4 = .
1 0 0 1

Then the set S = {M1 , M2 , M3 , M4 } is a basis for the vector space


M22 of 2 × 2 matrices, called the standard basis for M22 . More
generally, the standard basis for Mmn consists of mn different
matrices with a single 1 and zero for the remaining entries.

Example 4.18 If S = {v1 , v2 , ..., vp } is a linearly independent set


in a vector space V , then S is a basis for the subspace lin(S) since
S is dependent, and by definition of lin(S), S spans lin(S).
Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.4 VECTOR SPACES
1.4.4 BASIS AND DIMENSION

Theorem 4.10
If the nonzero matrix A is row equivalent to the matrix B in
echelon form, then the nonzero rows of B form a basis for the
row space of A.

Example 4.19 Find a basis for the row space of


 
1 1 2 −1
 1 2 1 1 
 
A=  1 4 −1 5 
.
 1 0 4 −1 
2 5 0 2

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.4 BASIS AND DIMENSION

Dimension

Definition 4.17 A nonzero vector space V is called finite


dimensional if it contains a finite set of vectors
{v1 , v2 , . . . , vp } that forms a basis. If no such set exists, V is
called infinite dimensional.

Note We shall regard the zero vector space as finite dimensional


even though it has no linearly independent sets and consequently
no basis.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.4 BASIS AND DIMENSION

Theorem 4.11
If S = {v1 , v2 , ..., vp } is a basis for a vector space V , then
every set with more than p vectors is linearly dependent.

Corollary 4.1
Let S be a set of p vectors in IR n . If p > n, then S is linearly
dependent.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.4 BASIS AND DIMENSION

Theorem 4.12
Any two bases for a finite-dimensional vector space have the
same number of vectors.

For instance, the standard basis for IR n contains n vectors.


Therefore, every basis for IR n contains n vectors.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.4 BASIS AND DIMENSION

Definition 4.18 The dimension of a space W is defined


to be the number of vectors in a basis for W and denoted
dim(W ). In addition, we define the zero vector space to have
dimension zero.

• For example, since {e1 , e2 , e3 } is a basis for IR 3 , IR 3 has


dimension 3.
• In general, IR n has a basis {e1 , e2 , ..., en } that contains n vectors,
so
dim(IR n ) = n

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA


1.4 VECTOR SPACES
1.4.4 BASIS AND DIMENSION

Theorem 4.13
If A is any matrix, then the row space and the column space
of A have the same dimension.

Definition 4.19 The dimension of the range of a matrix A


is called the rank of A and is denoted by rank(A).

Corollary 4.2
rank(A) = rank(AT )

Note It should be noted that the column space of A is exactly


the range of A.
Dr. Nguyen Ngoc Hai LINEAR ALGEBRA
1.4 VECTOR SPACES
1.4.4 BASIS AND DIMENSION

Theorem 4.14
A system of linear equations Ax = b is consistent if and only
if the rank of the coefficient matrix is the same as the rank of
the augmented matrix.

Ax = b consistent ⇐⇒ rank(A) = rank([A|b]).

Theorem 4.15
An n × n matrix A is nonsingular if and only if the rank of A
is n.

Dr. Nguyen Ngoc Hai LINEAR ALGEBRA

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