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Chap. 7 Linear Algebra : Matrices, Vectors, Determinants

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중앙대학교 건설환경플랜트공학과 교수

김 진 홍

- 2주차 강의 내용 -

(2)

7.3 Linear Systems of Equations. Gauss Elimination

Linear System, Coefficient Matrix, Augmented Matrix

 A linear system of m equations in n unknowns is a set of eqs. of the form

(1)

1 1

1

11x a x b

a    n n

2 2

1

21x a x b

a   n n

m n mn

m x a x b

a 1 1   

* ; coefficientsa11,,amn

are all zero : homogeneous system cf) nonhomogeneous system bm

b1,,

 Matrix Form of the Linear System (1)

(2) Ax = b

coefficient matrix A =[ajk] m x n matrix

*

A x b

Chap. 7 Linear Algebra : Matrices, Vectors, Determinants

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 

 

 

 

 

 

 

n mn

m m

n n

x x x a

a a

a a

a

a a

a

A

1

2 1

2 22

21

1 12

11

,

x, b ; column vector

 Augmented matrixA~









 

m mn

m m

n n

b a

a a

a a

a

b a

a a

A

2 1

2 22

21

1 1

12 11

~

Ex. 1) Geometric Interpretation, Existence and Uniqueness of Solutions If m  n  2, There are three cases :

(a) Precisely one solution if the lines intersect.

(b) Infinitely many solutions if the lines coincide.

(c) No solutions if the lines are parallel.

2 2 22 1 21

2 2 12 1 11

b x a x a

b x a x a

 

 

bm

b

b

1

and

Chap. 7 Linear Algebra : Matrices, Vectors, Determinants

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Gauss Elimination and Back Substitution

 If a system is in triangular form, say,

26 13

2 5

2

2 2 1

x x x

we can solve it by back substitution, and

This gives us the idea of first reducing a general system to triangular form.

22

x x1 6.

Ex. 2) Gauss Elimination.

Solve the linear system x1x2x3  0

3 0

2

1   

x x x

90 25

10x2x3  80 10

20x1 x2A~

Augmented Matrix Pivot →

80 90 0 0

0 10 20

25 10 0

1 1 1

1 1 1 Eliminate →

30 3

4

2 5

2

2 1

2 1

x x

x x

Chap. 7 Linear Algebra : Matrices, Vectors, Determinants

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Step 1. Elimination of x1 Step 2. Elimination of x2

80 90 0 0

20 30

0

25 10 0

0 0 0

1 1 1

0 190 90

0

0 0 0

95 0

0

25 10 0

1 1 1

Back Substitution x32, x24, x12

0 80 90 0

0 0 0

20 30

0

25 10 0

1 1 1

Elementary Row Operations. Row-Equivalent Systems

• Elementary Row Operations for Matrices:

* Interchange of two rows

* Addition of a constant multiple of one row to another row

* Multiplication of a row by a nonzero constant c

Row2 +Row1 Row4-20Row1

Row3-3Row2

3 0

2

1xx

x

90

= 25 + 10x2 x3

190

= 95x3

•We call a linear system S1 row-equivalent to a linear system S2 if S1 can be obtained from S2 by the above row operations.

Chap. 7 Linear Algebra : Matrices, Vectors, Determinants

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Ex 3) Solve the linear system 2x1  6x2x3 7 1 2 2 3

1xx  

x

9 4 7

5x1x2x3A~

Augmented Matrix

9

1 7

4 7 5

1 2 1

1 6 2

Step 1. Elimination of Step 2. Elimination of

Back Substitution x35, x23, x110 Row2-2Row1

Row4-5Row1 Row3+1.5Row2

x1 x2

9 7 1

4 7 5

1 6 2

1 2 Row Operation 1

14 9

1

1 3 0

3 2 0

1 2 1

5 . 27

9 1

5 . 5 0 0

3 2 0

1 2 1

1 2 2 3

1xx  x

9 3 2x2  x3

5 . 27 5 . 5 x3

Theorem 1

Row-Equivalent Systems

Row-Equivalent Systems have the same set of solutions

Chap. 7 Linear Algebra : Matrices, Vectors, Determinants

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Gauss Elimination: The Three Possible Cases of Systems - unique solution, infinitely many solutions and no solutions

Ex. 4) Gauss Eliminations if Unique Solution Exists

Solve the following linear systems of three equations in three unknowns.

6 4 5 2

3 2 3

1 2

3 2 1

3 2 1

3 2 1

x x x

x x x

x x x

Step 1 ; Elimination of x1

8 8 3 0

4 4 2 0

1 2 1 1

Step 2 ; Elimination of x2

6 4 5 2

3 2 3 1

1 2 1 1

Row2-Row1

Row3-2Row1 Row3-1.5Row2

2 2 0 0

4 4 2 0

1 2 1 1

Thus,

2 2

4 4 2

1 2

3 3 2

3 2 1

x x x

x x x

1 , 0 ,

1 2 1

3  

x x x

Back Substitution

Chap. 7 Linear Algebra : Matrices, Vectors, Determinants

(8)

Ex. 5) Gauss Eliminations if Infinitely Many Solutions Exist

Solve the following linear systems of three equations in four unknowns.

1 . 2 4 . 2 3 . 0 3 . 0 2 . 1

7 . 2 4 . 5 5 . 1 5 . 1 6 . 0

0 . 8 0 . 5 0 . 2 0 . 2 0 . 3

1 . 2 4 . 2 3 . 0 3 . 0 2 . 1

7 . 2 4 . 5 5 . 1 5 . 1 6 . 0

0 . 8 0 . 5 0 . 2 0 . 2 0 . 3

4 3

2 1

4 3

2 1

4 3

2 1

x x

x x

x x

x x

x x

x x

Step 1 ; Elimination ofx1

1 . 1 4 . 4 1 . 1 1 . 1 0

1 . 1 4 . 4 1 . 1 1 . 1 0

0 . 8 0 . 5 0 . 2 0 . 2 0 . 3

Row2-0.2Row1 Row3-0.4Row1

Step 2 ; Elimination ofx2

0 0 0 0 0

1 . 1 4 . 4 1 . 1 1 . 1 0

0 . 8 0 . 5 0 . 2 0 . 2 0 . 3

Row3+Row2

0 0

1 . 1 4 . 4 1 . 1 1 . 1

0 . 8 0 . 5 0 . 2 0 . 2 0 . 3

4 3

2

4 3

2 1

x x

x

x x

x Thus, x

Back Substitution x2 1x34x4, x1 2x4

← infinitely many solutions since and remain arbitraryx3 x4

Chap. 7 Linear Algebra : Matrices, Vectors, Determinants

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Ex. 6) Gauss Eliminations if no Solution Exists

Solve the following linear systems of three equations in three unknowns.

6 4 2

6

0 2

3 2

3

3 2

1

3 2

1

3 2

1

x x

x

x x

x

x x

x

6 4 2 6

0 1 1 2

3 1 2 3

Step 1 ; Elimination of x1

0 2 2 0

2 3 / 1 3 / 1 0

3 1 2 3

Row2-(2/3)Row1 Row3-2Row1

Step 2 ; Elimination of x2

12 0 0 0

2 3 / 1 3 / 1 0

3 1 2 3

Row3-6Row2

12 0

2 )

3 / 1 ( ) 3 / 1 (

3 2

3

3 2

3 2

1

x x

x x

x

The false statement shows that the system has no solution. 0 12 Thus,

Chap. 7 Linear Algebra : Matrices, Vectors, Determinants

(10)

7.6 Second and Third Order Determinants

- Determinants of second order

(1) 11 22 12 21

22 21

12

det 11 a a a a

a a

a A a

D    

- Cramer's rule for solving linear systems of two equations

(2) (a)

2 2 22 1 21

1 2 12 1 11

b x a x a

b x a x a

 is, (b)

(3) 1 1,

D xD

D

x2D2 with D≠0

where,

22 21

12 11

a a

a Da

22 2

12 1

1 b a

a Db

2 21

1 11

2 a b

b Da

21 12 22

11a a a

a

 b1a22a12b2a11b2b1a21

Chap. 7 Linear Algebra : Matrices, Vectors, Determinants

(11)

Ex. 1) Cramer's Rule for Two Equations

8 5

2

12 3

4

2 1

2 1

x x

x x

14 4 56

5 2

3 4

8 2

12 4 ,

14 6 84

5 2

3 4

5 8

3 12

2

1 x

x

Third-Order Determinants

 Determinants of third order

(4)

23 22

13 12 31 33 32

13 12 21 33 32

23 22 11 33 32 31

23 22 21

13 12 11

a a

a a a

a a

a a a

a a

a a a

a a a

a a a

a a a

D   

* signs ; + - +

* entry in the first column of D times its minor

* minor ; the second-order determinant obtained from D by deleting the row and column of that entry

(4*) D

a11a22a33

a11a23a32

a21a13a32

a21a12a33

a31a12a23

a31a13a22

Chap. 7 Linear Algebra : Matrices, Vectors, Determinants

(12)

Cramer's Rule for Linear Systems of Three Equations (5)

3 3 33 2 32 1 31

2 3 23 2 22 1 21

1 3 13 2 12 1 11

b x a x a x a

b x a x a x a

b x a x a x a

(6) D

x D D

x D D

x1D1, 22, 33

where,

3 32 31

2 22 21

1 12 11 3 33 3 31

23 2 21

13 1 11 2 33 32 3

23 22 2

13 12 1

1 , ,

b a a

b a a

b a a D a b a

a b a

a b a D a

a b

a a b

a a b

D

Ex. 2) Cramer's Rule to Solve Equations

1 2 4 5

3 3

7 2

3

3 2 1

3 2 1

3 2 1

x x x

x x x

x x x

,

33 32 31

23 22 21

13 12 11

a a a

a a a

a a a D

, 13 2 4 5

3 1 1

1 2 3

D 39

2 4 1

3 1 3

1 2 7

1

D

, 78 2 1 5

3 3 1

1 7 3

2

D 52

1 4 5

3 1 1

7 2 3

3

4 D ,

6 ,

3 2 2 3 3

1

1

D x D D

x D D

x D

Chap. 7 Linear Algebra : Matrices, Vectors, Determinants

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