Linear Algebra PDF

Linear Algebra
Lecture 1
September 19, 2011

1
Outline
Course information
Motivation
Outline of the course
What is linear algebra?
Chapter 1. Systems of Linear Equations
1.1 Solving Linear Systems
1.2 Vectors and Matrices
2
Course information
Instructor: Professor Gwoboa Horng
Textbook
Linear Algebra : Theory and Applications,
Ward Cheney & David Kincaid,
Jones and Bartlett 1st ed. 2009 (760 pages) / 2nd ed. 2012 (648 pages)
http://www.ma.utexas.edu/CNA/LA/index.html
Errata List: http://www.ma.utexas.edu/CNA/LA/errata.html

http://www.ma.utexas.edu/CNA/LA2/errata.html
3
Course information
Course web page
http://ailab.cs.nchu.edu.tw/course/LA/100/
schedule.htm
Password: ailab 4
Course information
Grading (Tentative)
Homework/Quiz 20%
(You may collaborate when solving the homework.
However, when writing up the solutions you must do
so on your own. Handwritten only.)
Midterm exam 30%
Final exam 30%
Class participation 20%
5
Outline
Course information
Motivation
6
Purposes of the course
To make the students become familiar with the basic
concepts of linear algebra.
Understand matrices, vector spaces, linear transformations.
To enhance the students' ability to reason
mathematically.
Understand proofs, abstract notions.
To make the students aware of the crucial
importance of linear algebra to many fields in
engineering, statistics and computer science.
Nonliear mathematics are hard.
Linearizations are good approximations.
7
Some application areas
Computer network
Network flow
Computer graphics
Transformations of the plane
Coding theory
Error-correcting codes
Cryptography
Hill cipher
More applications
http://aix1.uottawa.ca/~jkhoury/app.htm
8
Outline
Course information
Motivation
9
Outline of the course (1/2)
1.3 Homogeneous Linear Systems
Chapter 2. Vector Spaces and Transformations
2.1 Euclidean Vector Spaces
2.2 Line, Planes, and More
2.3 Linear Transformations
2.4 General Vector Spaces
Chapter 3. Matrix Operations
3.1 Matrices
3.2 Matrix Inverses
Chapter 4. Determinants
4.1 Determinants: Introduction
4.2 Determinants: Properties and Applications
10
Outline of the course (2/2)
Chapter 5. Vector Subspaces
5.1 Column, Row, and Null Spaces
5.2 Bases and Dimension
5.3 Coordinate Systems
Chapter 6. Eigensystems
6.1 Eigenvalues and Eigenvectors
Chapter 7. Inner Product Vector Spaces
7.1 Inner Product Spaces
7.2 Orthogonality
Chapter 8. Additional Topics
8.1 Hermitian Matrices and Spectral Theorem
8.2 Matrix Factorizations and Block Matrices
8.3 Iterative Methods
11
Outline
Course information
Motivation
12
Algebraic structures
An algebraic structure consists of one or
more sets, closed under one or more
operations, satisfying some axioms.
Group-like structures
Z under addition (+) is an abelian group.
Field
Each of Q, R, and C, under addition and
multiplication, is a field.
13
What is Linear & Algebra? y
cv
v
Consider a line through the origin x
A directed arrow from the origin (v) on the

line, when scaled by a constant (c) remains
on the line y
Two directed arrows (u and v) on the line

can be added to create a longer directed u
v
u+v
arrow (u + v) in the same line. x
This is nothing but arithmetic with

symbols!
Algebra: generalization and extension of
arithmetic.
Linear operations: addition and scaling.
14
Continued in the next slide.
What is Linear & Algebra? y
cv
v
Abstract and Generalize ! x
Line vector space having N dimensions

Point vector with N components in each of the
N dimensions (basis vectors). y
Vectors have: Length and Direction.

v
Basis vectors: span or define the space & its u u+v
dimensionality. x
Linear function transforming vectors matrix.
The function acts on each vector component and
scales it
Add up the resulting scaled components to get a new
vector!
In general: f(cu + dv) = cf(u) + df(v)
15
A branch of mathematics that studies vectors,
matrices, vector spaces, and systems of
linear equations (p. 1)
Vectors and matrices can produce systems of
linear equations
Systems of linear equations can often model
an applied problem from the real world
16
Outline
Course information
Motivation
17
Some advise
Take notes
Read in advance
Do exercises
Make use of the web resources
18
Linear equations
Example 7x - 3y = 21
A single linear equation
ontaining two variables
The word linear
derives from the word
(0,-7)
line.
19
Linear equations
The point-slope form of a line is
y = mx + b where m is the slope and b is the
intercept on the y-axis.
Example 1: 7x - 3y = 21 y = 7/3 x 7
For two points (x0,y0) and (x1,y1), the
two-point form of the line through these
points is y - y0 = m (x-x0) where
m=(y1-y0)/(x1-x0)
20
Linear equations
Extend
a single linear equation containing two
variables
to
a system of m linear equations containing n
variables (unknowns)
21
Linear equations
A linear equation in the n variables
a1x1 + a2 x2 + ... + an xn = b
a1, a2 , ..., an and b are real constants

x1, x2 , ..., xn are called variables and sometimes called unknowns
which do not involve any products or roots of variables.
That is, all variables occur only to the first power and do not
appear as arguments for logarithmic, trigonometric, or exponential
functions.
22
Linear equations
Notation:
Example: x + 3 y = sin 7, 2 variables: x, y
1 3 variables: x, y, z
y = x + 8z + 7 , n variables: x1, x2, ,xn
2
x1 9 x2 3 x3 + x4 = 34
Example:
x+3 y =5, 3x+2yz+xz=4, and y =sinx
23
Solving Systems of Linear Equations
A solution of a linear equation is a sequence of n numbers

s1, s2 , ..., sn such that the equation is satisfied. The set of all
solutions of the equation is called its solution set.
Example:
Find the solution to 4 x 3 y = 1
Solution:
we assign an arbitrary value to x and solve for y , or
choose an arbitrary value for y and solve for x.
4t 1 3t + 1
x = t, y = or x= t, y = t
3 4
4t 1 3t + 1
solution set = {( t , ) | t R } or {( , t ) | t R}
3 4
arbitrary number t is called parameter. 24

y system of linear equations (linear systems)

A system of m linear equations in n unknowns
a11 x1 + a12 x 2 + ... + a1n xn = b1
a 21 x1 + a 22 x 2 + ... + a 2 n x n = b2
# # # #
a m1 x1 + a m 2 x 2 + ... + a mn xn = bm
A sequence of numbers s1, s2 , ..., sn is called a solution
of the system if a11 s1 + a12 s 2 + ... + a1n s n = b1
a 21 s1 + a 22 s 2 + ... + a 2 n s n = b2
# # # #
a m1 s1 + a m 2 s 2 + ... + a mn s n = bm
25
Definition
A system of equations is consistent if it has at least one solution,
and inconsistent if it has no solution.
Every system of linear equations has either no solutions, exactly
one solution, or infinitely many solutions.
Figure 1.2 Different cases of two lines in R. 26

y to solve a linear system

Example:
x + y + 2z = 9 1 1 2 9
2 4 3 1
2 x + 4 y 3z = 1
3x + 6 y 5 z = 0 3 6 5 0
add -2 times the first equation add -2 times the first row
to the second to the second
x + y + 2z = 9 1 1 2 9
2 y 7 z = 1 7 0 2 7 17

3x + 6 y 5 z = 0 3 6 5 0
add -3 times the first quation add -3 times the first row
to the third to the third 27
x + y + 2z = 9 1 1 2 9
2 y 7 z = 17 0 2 7 17

3 y 11z = 27 0 3 11 27
multiple the second equation by 1/2 multiple the second row by 1/2
x + y + 2z = 9 1 1 2 9
0 1 7 17
y 72 z = 172 2 2
3 y 11z = 27 0 3 11 27
add -3 times the second add -3 times the second

equation to the third row to the third
28
x + y + 2z = 9
1 1 2 9
y 7 z = 17 0 1 7 172
2 2 2
1z=3 0 0 12 32
2 2
multiple the third equation by -2 multiple the third equation by -2
x + y + 2z = 9 1 1 2 9
0 1 7 172
y 7 z = 17 2
2 2
0 0 1 3
z= 3
add -1 times the second
add -1 times the second
equation to the first
equation to the first
29
x + 11
z= 35 1 0 112 35
2
2 2

0 1 7
17
y 72 z = 172 2 2
0 0 1 3
z= 3
add -11/2 times the third add -11/2 times the third
equation to the third and equation to the third and
7/2 times the third 7/2 times the third
equation to the second equation to the second
x =1 1 0 0 1
y = 2 0 1 0 2

z= 3 0 0 1 3
solution 30
Matrix form of a Linear System
a11 x1 + a12 x 2 + ... + a1n x n = b1 a11x1 + a12 x2 + ... + a1n xn b1
a 21 x1 + a 22 x 2 + ... + a 2 n x n = b2 a x + a x + ... + a x b
21 1 22 2 2n n
= 2
# # # # # # # #
a m1 x1 + a m 2 x 2 + ... + a mn x n = bm
a x +
m1 1 m2 2
a x + ... + a mn n
x bm
a11 a12 ... a1n b1 a11 a12 ... a1n x1 b1

a a ... a a a ... a x b
21 22 2n b2 21 22 2n 2
= 2
# # # # # # # # #

am1 am 2 ... amn bm am1 am 2 ... amn xm bm
augmented matrix Ax = b A: coefficient matrix
x: unknown vector
[A|b] 31
b: righthand side
a11 x1 + a12 x2 + ... + a1n xn = b1 a11 a12 ... a1n b1

a21 x1 + a22 x2 + ... + a2 n xn = b2 a a ... a b
21 22 2n 2
# # # # # # # #

am1 x1 + am 2 x2 + ... + amn xn = bm am1 am 2 ... amn bm
Elementary Row Operations
reduced row-echelon form or

row-echelon form
32

1. Multiply an equation through by an nonzero constant.
a11 a12 ... a1n
a11 a12 ... a1n a
a 21 a 22 ... a 2 n 21
a 22 ... a 2 n
# # # # # #
ka ka
a i1 a i 2 ... a in ... ka in
i1 i2
# # # # # #
a m1 a m 2 ... a mn a
am 2 ... a mn
m1
33
2. Add a multiple of one equation to another.

a11 a12 ... a1n a11 a12 ... a1n
a ... a2n a ...
21 a22 21 a22 a2n
# # ... # # # ... #

ai1 ai 2 ... ain ai1 ai 2 ... ain
# # ... # # # ... #

a j1 a j 2 ... a jn kai1 + a j1 kain + a j 2 ... kain + a jn
# # ... # # # ... #

am1 amn ... amn am1 amn ... amn
34
3. Interchange two equation.
a11 a12 ... a1n a11 a12 ... a1n

a a22 ... a2n a a22 ... a2n
21 21
# # ... # # # ... #

ai1 ai 2 ... ain a j1 a j 2 ... a jn
# # ... # # # ... #

a j1 a j 2 ... a jn ai1 ai 2 ... ain
# # ... # # # ... #

am1 amn ... amn am1 amn ... amn
35
Three types of elementary row operations:
1. (scale) Multiple a row by a nonzero factor.
2. (replacement) Add a multiple of one row to another.
3. (swap) Interchange a pair of rows.
Let ri and rj be two rows.
1. ri kri (scale k 0)
2. rj rj + kri (i j, k is a scale)
3. ri rj
Note that the third type of operation is redundant
(since it can be achieved by a sequence of operations of
the first two types).
36
37
38
When we transform a system by elementary
row operations, we do not introduce
spurious solutions or lose genuine solutions.
We can add equal quantities to equal quantities
to obtain further equalities, and the process can
be reverse.
39
Equivalent Linear Systems
Definition (Equivalent Linear Systems)
Two linear systems are said to be equivalent if
one can be obtained from the other by a finite
number of elementary row operations.
THEOREM
Two equivalent systems have the same set of
solutions.
40
LEMMA
Let Cx = d be the linear system obtained
from the linear system Ax = b by a single
elementary row operation. Then the linear
systems Ax = b and Cx = d have the same
set of solutions.
41
42
row-echelon form (ref)

A matrix is in row-echelon form if it satisfies
1. All zero rows have been moved to the bottom.

2. The leading nonzero element in any row is father to the
right than the leading nonzero element in the row just above it.
3. In each column containing a leading nonzero element, the
entry below that leading nonzero element are o.
43
reduced row-echelon form (rref)

A matrix is in reduced row-echelon form if it satisfies
1.
0 0... 0 .1 does not consist entirely of zeros
..
then the first nonzero number in the
row is a 1. We call this a leading 1
or pivot
2. If there are any rows that consist entirely of zeros,
then they are grouped together at the bottom of the matrix.
... each row not all zeros

0 0 0 0 ... 0 0 0
44
0 0 0 0 ... 0 0 0
3. In any two successive rows that do not consist entirely

of zeros, the leading 1 in the lower row occurs farther to
the right than the leading 1 in the higher row.
0 0 ... 1 x x x x x x
0 0 ... 0 0 0 1 x x x
...
4. Each column that contains a leading 1 has zeros everywhere

else. 0
0
0 0 ... 0 1 x x x
...
45
0
Example: reduced row-echelon form
46
Example: row-echelon form:
1 4 3 7 1 1 0 0 1 2 6 0
0 1 7 5 , 0 1 0 , 0 0 1 1 3
0 0 1 5 0 0 0 0 0 0 0 1
Example: reduced row-echelon form:
1 0 0 0 0 1 7 0 1
0 0 1 3 , 0 0
0 1 0 , 0 0 0 0 0 0 0
0 0 1
0 0 0 0 0
1. If a row does not consist entirely of zeros then the first nonzero number in the row is a 1.
2. If there are any rows that consist entirely of zeros, then they are grouped together at the bottom of the matrix.
3. In any two successive rows that do not consist entirely of zeros, the leading 1 in the lower row occurs farther to
the right than the leading 1 in the higher row.
4. Each column that contains a leading 1 has zeros everywhere else 47
Example: row-echelon form

1 * * * 1 * * * 1 * * *
0 1 * * , 0 1 * * , 0 1 * *
0 0 1 * 0 0 1 * 0 0 0 0
0 0 0 1 0 0 0 0 0 0 0 0
Example: reduced row-echelon form

1 0 0 0 1 0 0 * 1 0 * *
0 1 0 0 , 0 1 0 * , 0 1 * *
0 0 1 0 0 0 1 * 0 0 0 0
0 0 0 1 0 0 0 0 0 0 0 0
Theorem 1 (will be proved later).

Every matrix has one and only one reduced row echelon form.
48
RREF vs REF
49
Gaussian Elimination
Example:
x1 + 3 x2 2 x3 + 2x 5 = 0
2 x1 + 6 x2 5 x3 2 x4 + 4 x5 3 x6 = 1
5 x3 + 10 x4 + 15 x6 = 5
2 x1 + 6 x2 + 8 x4 + 4 x5 18 x6 = 6
1 3 - 2 0 2 0 0
1 3 -2 0 2 0 0 0 0 1 2 0 3 1
2 6 - 5 - 2 4 - 3 - 1
0 0 5 10 0 15 5 0 0 0 0 0 1 13
2 6 0 8 4 - 18 6
0 0 0 0 0 0 0
Augmented Matrix row-echelon form
Continued in the next slide. 50

1 3 - 2 0 2 0 0
0 0 1 2 0 3 1
x1 + 3x2 + 4x4 + 2x 5 = 0

0 0 0 0 0 1 13 x3 + 2x4 + 3x6 = 0

0 0 0 0 0 0 0 x6 = 13
Substituting x6 = 1/3 x1 = 3 x 2 + 2 x 3 2 x 5
into the 2nd equation x3 = 1 2 x 4 3 x6
x1 = 3 x 2 + 2 x 3 2 x 5 x6 = 1
3
x3 = 2 x 4 x1, x3, x6: leading variables
x6 = 1
3
x2, x4, x5: free variables

Substituting x3 = 2x4 into the 1st equation

x1 = 3 x 2 + 2 x 3 2 x 5
x3 = 2 x 4
x6 = 1
3
Assign free variables, the general solution is given

by the formulas.
x1 = 3 r 4 s 2 t , x 2 = r , x 3 = 2 s , x 4 = s , x 5 = t , x 6 = 1
3
52
Gaussian-Jordan Elimination
Example:
x1 + 3x2 2x3 + 2x5 = 0
2x1 + 6x2 5x3 2x4 + 4x5 3x6 = 1
5x3 +10x4 +15x6 = 5
2x1 + 6x2 + 8x4 + 4x5 18x6 = 6
1 3 0 4 2 0 0
1 3 -2 0 2 0 0 0 0 1 2 0 0 0
2 6 - 5 - 2 4 - 3 - 1
0 0 5 10 0 15 5 0 0 0 0 0 1 1
3
2 6 0 8 4 - 18 6
0 0 0 0 0 0 0
Augmented Matrix reduced row-echelon form
x1 + 3 x2 + 4 x4 + 2 x5 =0 x1 = 3 x 2 4 x 4 2 x 5
x3 + 2 x4 =0 x3 = 2 x 4
x6 = 13 x6 = 1
3
x1 = 3r 4 s 2t , x 2 = r , x3 = 2 s , x 4 = s , x5 = t , x6 = 1
3
54
Algorithm for the reduced row
echelon form (p. 26)
Use blackboard
55
Important Terms
Pivot position: a position of a leading entry in
an echelon form of the matrix.
Pivot: a nonzero number that either is used in a
pivot position to create 0s or is changed into a
leading 1, which in turn is used to create 0s.
Pivot column: a column that contains a pivot
position.
56
Algorithm for the reduced row echelon form
Row reduce the matrix A below to echelon form and
locate the pivot columns of A.
0 3 6 4 9
1 2 1 3 1
A=
2 3 0 3 1

1 4 5 9 7
Step 1: Interchange rows if necessary to place all

zero rows on the bottom.
57
Step 2(a): Begin with the leftmost nonzero column.
This is a pivot column. The pivot position is at the top.
Pivot 0 3 6 4 9
1 2 1 3 1
Position
2 3 0 3 1

1 4 5 9 7
Pivot Column
58
Step 2(b): Select a nonzero entry in the pivot column
as a pivot. If necessary interchange rows to move this
entry into the pivot position.
Pivot 0 3 6 4 9 R1 R4
1 2 1 3 1
Position
2 3 0 3 1

1 4 5 9 7
Pivot Column
59
Step 2(b): Select a nonzero entry in the pivot column
as a pivot. If necessary interchange rows to move this
entry into the pivot position.
Pivot 1 4 5 9 7
1 2 1 3 1

2 3 0 3 1

0 3 6 4 9
Pivot Column
60
Step 2(c): Use elementary row operations to create
zeros in all positions below the pivot.
Pivot 1 4 5 9 7
1 2 1 3 1 R2 R2 + R1

2 3 0 3 1 R3 R3 + 2 R1

0 3 6 4 9
61
After a few computations we get
1 4 5 9 7
0 2 4 6 6

0 5 10 15 15

0 3 6 4 9
62
Step 3: Cover (or ignore) the row containing the pivot
position and cover all rows, if any, above it. Apply steps
1-2 to the remaining submatrix. Repeat the process until
there are no more nonzero rows to modify.
1 4 5 9 7
0 2 4 6 6
Possible
Pivots 0 5 10 15 15 R3 R3 5 2 R2

0 3 6 4 9 R4 R 4 + 3 2 R2
63
1 4 5 9 7
0 2 4 6 6

0 5 10 15 15 R3 R3 5 2 R2

0 3 6 4 9 R 4 R 4 + 3 R2
2
1 4 5 9 7
0 2 4 6 6

0 0 0 0 0

0 0 0 5 0
64
1 4 5 9 7
0 2 4 6 6

0 0 0 0 0
R3 R4
0 0 0 5 0
1 4 5 9 7
0 2 4 6 6

0 0 0 5 0

0 0 0 0 0
Pivot Columns
65
Step 4: Beginning with the rightmost pivot and working
upward and to the left, create zeros above each pivot.
If a pivot is not 1, make it 1 by a scaling operation.
1 4 5 9 7
0 2 4 6 6

0 0 0 5 0 R3 1 R3
5
0 0 0 0 0
66
1 4 5 9 7 R1 R1 + 9 R3
0 2 4 6 6 R2 R2 + 6 R3

0 0 0 1 0

0 0 0 0 0
1 4 5 0 7
0 2 4 0 6 R2 1 2 R2

0 0 0 1 0

0 0 0 0 0
Step 5: Repeat step 4, ending with the unique
reduced row echelon form of the given matrix. 67
1 4 5 0 7 R1 R1 4 R2
0 1 2 0 3

0 0 0 1 0

0 0 0 0 0
1 0 3 0 5
0 1 2 0 3 Reduced Row

0 0 0 1 0 Echelon Form

0 0 0 0 0
68
More examples
TRANSFORMING MATRIX TO ROW
ECHELON FORM
example01-2.htm
TRANSFORMING MATRIX TO THE
REDUCED ROW ECHELON FORM
example01-3.htm
69
Outline
Course information
Motivation
70
Vectors and Matrices
y vectors
x1
x = x2 = [x1, x2, ..., xn]T = (x1, x2, ..., xn)
..
.
xn
component xi: ith entry
zero vector: 0 = (0, 0, ..., 0)
vector addition: x = (x1, x2, ..., xn), y = (y1, y2, ..., yn)
x + y = (x1+ y1, x2 + y2, ..., xn+ yn) (Figure 1.3)
scalar multiplication: ax = (ax1, ax2, ..., axn) (Figure 1.4)
n-space Rn = {(x1, x2, ..., xn) | xi R}
71
Figure 1.3 Addition of pairs of vectors in R.
72
Figure 1.4 Scalar

multiples of vectors in R.
73
y linear combinations of vectors

A vector w is a linear combination of the vectors v1, v2,, vn
if it can be expressed in the form
w = k1v1 + k2v2 + + knvn ,
where ki is a scalar.
Example: 8 1 2 1
35 = 3 7 5 3 1
15 2 4 1
Example 1(p. 44/36):

Every point in R2 is a linear combination of e1 = (1, 0) and
e2 = (0, 1).
Reason: for any point (x, y) = x(1, 0) + y(0, 1)
74
Example 2 (p. 45/36):

Is every point in R2 a linear combination of (5, 2) and (7, 3).
Solution: for any point b = (b1, b2), we try to solve the equation
x(5, 2) + y(7, 3) = (b1, b2)
5 7 b1 1 0 3b1 7b2
2 3 b2 ~ 0 1 2b1 + 5b2
x = 3b1 - 7b2
y = -2b1 + 5b2
75
y linear combinations of vectors

A vector w is a linear combination of the vectors v1, v2,, vn
if it can be expressed in the form
w = k1v1 + k2v2 + + knvn ,
where ki is a scalar.
Example 3 (p. 45/37):

Is the w = (-1, 3, 7) a linear combination of (4, 2,7) and (3, 1, 4)?
to solve the linear system x(4, 2, 7) + y(3, 1, 4) = (-1, 3, 7)
4x + 3y = -1
2x + y = 3
7x + 4y = 7
76
example02-1.htm
77
78
79
80
81
Definition
Let S = {v1, v2, ..., vn}. The set of all linear combinations, denoted
as span(S), of a set of vectors is called the span of S.
Example: (Example 1 and Example 2)
R2 = span({(1, 0), (0,1)}) = span({(5, 2), (7, 3)})
Example 7 (p. 49/41):

Is (42, 6, 76) in the span of (1, 2, 11), (3, 1, 4), and (7, -4, 3)?
solution: The question is whether a solution exists for the equation
42 1 3 7
6 = a 2 + b 1 + c 4
76 11 4 3
Use program. example02-2.htm 82

Example 6 (p. 49/40):

Give a simple description for the span({(4, 2, 7), (3, 1, 4)}).
solution: for any (b1, b2, b3) try to solve for scalars x and y in
x(4, 2, 7) + y(3, 1, 4) = (b1, b2, b3)
4 3 b1 1 0 4b2 b3
2 1 b2 ~ 0 1 b1 2b2
7 4 b 0 0 b + 5b 2b
3 1 2 3
for the consistency, we require b1 + 5b2 - 2b3 = 0

span({(4, 2, 7), (3, 1, 4)})
= {(b1, b2, b3) | b1 + 5b2 - 2b3 = 0}
By simple description, we mean a simple test that can be applied

to a vector to determine whether it is or is not in the span of a
given set. 83
Interpreting linear systems
a11 x1 + a12 x2 + ... + a1n x n = b1 a11 a12 a1n b1
a 21 x1 + a 22 x 2 + ... + a 2 n x n = b2
x1 a.21 + x2 a22 + ... + xn
..
a2n = b.2
..
# # # # .. ..
. .
a m1 x1 + a m 2 x2 + ... + a mn x n = bm am1 am2 amn bm
a11 a12 ... a1n x1 b1
a21 a22 ... a2 n
A= x b2
#
x = ..2 b = ..
# # . .
am1 am 2 ... amn bm
xn
Ax = b is consistent a11 a12 a1n

b is a linear combination of a.21 , a22
.. , ..., a2n
..
.. . .
am1 am2 amn
84
Equivalent forms of Ax = b (pp. 51/43)
(1) matrix form Ax = b
n
(2) a compact summation a x
j =1
ij j = bi , 1 i m
(3) linear equations in complete detail
a11 x1 + a12 x 2 + ... + a1n x n = b1
a 21 x1 + a 22 x2 + ... + a 2 n x n = b2
# # # #
a m1 x1 + a m 2 x2 + ... + a mn xn = bm
Continued in next slide.
85
(4) a matrix with vectors (5) an augmented matrix
a11 a12 ... a1n x1 b1
a a ... a x b a11 a12 ... a1n b1
a a ... a
21 22 2n 2
= 2 21 22 2n b2
# # # # # # # # #

am1 am 2 ... amn xm bm am1 am 2 ... amn bm
(6) a linear combination of the columns of A

a11 a12 a1n b1
x1 a.21 + x2 a22 + ... + xn
..
a2n = b.2
..
.. ..
. .
am1 am2 amn bm
(7) a linear combination of the column vectors of A 86
row equivalent systems
Definition (p. 52/44)

Two matrices are row equivalent to each other if each can be
obtained from the other by applying a sequence of elementary
(permitted) row operations.
Example:
5 1 r2(-1)r1+r2 5 1 r2(1/2)r2 5 1 r1 r2 1 2
7 3 2 4 1 2 5 1
87
88
Example:
5 1 11 ~ 5 1 11 ~ 5 1 11 ~ 1 2 11 ~ ... ~ 1 0 3
7 3 33 2 4 22 1 2 11 5 1 11 0 1 4
5x y = 11 x=3
7x + 3y = 33 y= 3
Example 8 (p. 53/45)

Use blackboard.
89
Example 8
90
Example 8
91
Example 8
92
The span of the set of columns in a matrix A is called the column

space of A and is written Col(A).
If A is mn, then the span of the set of its columns is

Col(A) = Span{a1, a2, ..., an } = {Ax : x Rn}
93
Theorem 2 (p. 56/48).

A system of linear equations Ax = b is consistent if and only if
the vector b is in the span of the set of columns of A.
94
Theorem 3 (p. 56/48).

Let A be an m n matrix. The system of equations Ax = b is
consistent for all b in Rm if and only if the columns of A span
Rm. That is, col(A) = Rm.
a11 x1 + a12 x2 + ... + a1n x n = b1 a11 a12 ... a1n b1 1 * * " * *

a 21 x1 + a 22 x 2 + ... + a 2 n x n = b2 a a ... a b 0 1 * " * *
21 22 2n 2
0 0 1 " * *
# # # # # # # # #
# # # " #
a m1 x1 + a m 2 x2 + ... + a mn x n = bm am1 am 2 ... amn bm 0 0 0 " 1 *
1 * * * 1 * * * 1 * * *
0 1 * * , 0 1 * * , 0 1 * *
0 0 1 * 0 0 1 * 0 0 0 0
0 0 0 1 0 0 0 0 0 0 0 0 95
Theorem 4 (p. 56/48). 1 * * " * *

Let A be an m n matrix. The system of equations 0 1 * " * *
Ax = b is consistent for all b in Rm if and only if 0 0 1 " * *
each row of the coefficient matrix A has a pivot # # # " # #
position. 0 0 0 " 1 *
96
Theorem 5 (p. 57/48).

A system of linear equations is inconsistent
if and only if its augmented matrix has a
0 0 0 " 0 1
pivot position in the last column. 0 0 0 " 0 0
97
A restatement of Theorem 5
Theorem 6 (p. 58/50).

A system of linear equations is consistent if and only if the
reduced row echelon form of its augmented matrix does not
have a pivot position in the last column.
98
Questions?
99

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Linear Algebra

Errata List: http://www.ma.utexas.edu/CNA/LA/errata.html

A directed arrow from the origin (v) on the

Two directed arrows (u and v) on the line

This is nothing but arithmetic with

Abstract and Generalize ! x

Line vector space having N dimensions

Vectors have: Length and Direction.

a1, a2 , ..., an and b are real constants

x+3 y =5, 3x+2yz+xz=4, and y =sinx

A solution of a linear equation is a sequence of n numbers

arbitrary number t is called parameter. 24

y system of linear equations (linear systems)

Figure 1.2 Different cases of two lines in R. 26

y to solve a linear system

add -3 times the second add -3 times the second

a11 a12 ... a1n b1 a11 a12 ... a1n x1 b1

a11 x1 + a12 x2 + ... + a1n xn = b1 a11 a12 ... a1n b1

Elementary Row Operations

reduced row-echelon form or

Elementary Row Operations

2. Add a multiple of one equation to another.

3. Interchange two equation.

a11 a12 ... a1n a11 a12 ... a1n

row-echelon form (ref)

1. All zero rows have been moved to the bottom.

reduced row-echelon form (rref)

... each row not all zeros

3. In any two successive rows that do not consist entirely

4. Each column that contains a leading 1 has zeros everywhere

Example: row-echelon form:

Example: reduced row-echelon form:

Example: row-echelon form

Example: reduced row-echelon form

Theorem 1 (will be proved later).

Continued in the next slide. 50

Continued in the next slide. 51

Substituting x3 = 2x4 into the 1st equation

Assign free variables, the general solution is given

Step 1: Interchange rows if necessary to place all

Figure 1.3 Addition of pairs of vectors in R.

Figure 1.4 Scalar

y linear combinations of vectors

Example 1(p. 44/36):

Example 2 (p. 45/36):

y linear combinations of vectors

Example 3 (p. 45/37):

Example 7 (p. 49/41):

Use program. example02-2.htm 82

Example 6 (p. 49/40):

for the consistency, we require b1 + 5b2 - 2b3 = 0

By simple description, we mean a simple test that can be applied

Ax = b is consistent a11 a12 a1n

Continued in next slide.

(6) a linear combination of the columns of A

Definition (p. 52/44)

Example 8 (p. 53/45)

The span of the set of columns in a matrix A is called the column

If A is mn, then the span of the set of its columns is

Theorem 2 (p. 56/48).

Theorem 3 (p. 56/48).

a11 x1 + a12 x2 + ... + a1n x n = b1 a11 a12 ... a1n b1 1 * * " * *

Theorem 4 (p. 56/48). 1 * * " * *