Matrix Algebra for Solving Systems of Equations

undefined
Autar   Kaw
Humberto Isaza
Transforming Numerical Methods Education for STEM Undergraduates
http://nm.MathForCollege.com
After reading this chapter, you should be able to:
1.
setup simultaneous linear equations in matrix form and vice-versa,
2.
understand the concept of the inverse of a matrix,
3.
know the difference between a consistent and inconsistent system of linear
equations, and
4.
learn that a system of linear equations can have a unique solution, no solution
or infinite solutions.
Matrix algebra is used for solving systems of equations.  Can you illustrate this
concept?
Matrix algebra is used to solve a system of simultaneous linear equations.  In fact, for
many mathematical procedures such as the solution to a set of nonlinear equations,
interpolation, integration, and differential equations, the solutions reduce to a set of
simultaneous linear equations.  Let us illustrate with an example for interpolation.
The upward velocity of a rocket is given at three different times on the following table.
Table 5.1.
 Velocity vs. time data for a rocket
The velocity data is approximated by a polynomial as
Set up the equations in matrix form to find the coefficients              of the velocity
profile.
 
 
The polynomial is going through three data                                          where from table
5.1.
Requiring that                               passes through the three data points gives
 
 
 
 
 
 
 
 
Substituting the data                                      gives
or
 
 
 
 
 
  
 
This set of equations can be rewritten in the matrix form as
 The above equation can be written as a linear combination as follows
and further using matrix multiplication gives
 
 
 
The previous is an illustration of why matrix algebra is needed. The complete solution
to the set of equations is given later in this chapter.
A general set of       linear equations and      unknowns,
             …………………………….
             …………………………….
 
 
 
 
 
can be rewritten in the matrix form as
Denoting the matrices by      ,      , and      , the system of equation is
                 , where      is called the coefficient matrix,       is called the right hand side
vector and        is called the solution vector.
 
 
 
 
 
 
 
 
 
Sometimes                   systems of equations are written in the augmented form.
That is
 
 
A system of equations can be consistent or inconsistent.  What does that mean?
A system of equations             is consistent if there is a solution, and it is
inconsistent if there is no solution.  However, a consistent system of equations does
not mean a unique solution, that is, a consistent system of equations may have a
unique solution or infinite solutions (Figure 1).
Figure 5.1. 
Consistent and inconsistent system of equations flow chart.
 
 
[A][X]= [B]
Give examples of consistent and inconsistent system of equations.
Solution
a) 
The system of equations
is a consistent system of equations as it has a unique solution, that is,
 
 
 
b) 
The system of equations
is also a consistent system of equations but it has infinite solutions as given as follows.
Expanding the above set of equations,
 
 
 
you can see that they are the same equation.  Hence, any combination of            that
satisfies,
is a solution.  For example                     is a solution.  Other solutions include
                          ,                        , and so on.
c)
 The system of equations
is inconsistent as no solutions exists.
 
 
 
 
How can one distinguish between a consistent and inconsistent system of
equations?
A system of equations                    is 
consistent
 if the rank of       is equal to the rank of
the augmented matrix          .
A system of equations                    is 
inconsistent
 if the rank of       is less than the rank
of the augmented matrix           .
But, what do you mean by rank of a matrix?
The rank of a matrix is defined as the order of the largest square submatrix whose
determinant is not zero.
 
 
 
What is the rank of
   
?
Solution
The largest square submatrix possible is of order 3 and that is        itself. Since
                          the rank of
 
 
 
 
What is the rank of
  
            ?
Solution
The largest square submatrix of         is of order 3 and that is       itself.  Since                  ,
the rank of          is less than 3.  The next largest square submatrix would be a 2  2 matrix.
One of the square submatrices of        is
And                      . Hence the rank of         is 2.  There is no need to look at other 2  2
submatrices to establish that the rank of       is 2.
 
 
 
 
 
 
 
How do I now use the concept of rank to find if
is a consistent or inconsistent system of equations?
 
Solution
The coefficient matrix is
and the right hand side vector is
 
The augmented matrix is
Since there are no square submatrices of order 4 as        is a         matrix, the rank of
is at most 3. So let us look at the square submatrices of          of order 3; if any of these
square submatrices have determinant not equal to zero, then the rank is 3. For example,
a submatrix of the augmented matrix       is
 
 
 
has.
Hence the rank of the augmented matrix        is 3. Since              , the rank of        is 3.
Since the rank of the augmented matrix       equals the rank of the coefficient matrix      ,
the system of equations is consistent.
 
 
 
 
 
 
 
 
Use the concept of rank of matrix to find if
Is consistent or inconsistent?
 
 
 
 
Solution
The coefficient matrix is given by
and the right hand side
 
 
Since there are no square submatrices of order 4 as       is a 4    3 matrix, the rank of
the augmented        is at most 3.  So let us look at square submatrices of the augmented
matrix        of order 3 and see if any of these have determinants not equal to zero.  For
example, a square submatrix of the augmented matrix        is
Has                  . This means, we need to explore other square submatrices of order 3 of
the augmented matrix       and find their determinants.
 
 
 
 
That is,
 
 
 
 
 
 
All the square submatrices of order          of the augmented matrix       have a zero
determinant.  So the rank of the augmented matrix        is less than 3.  Is the rank of
augmented matrix       equal to 2? One of the          submatrices of  the augmented
matrix        is
And
So the rank of the augmented matrix       is 2.
 
 
 
 
 
 
 
 
 
 
 
Now we need to find the rank of the coefficient matrix
and
So the rank of the coefficient matrix       is less than 3.  A square submatrix of the
coefficient matrix       is
So the rank of the coefficient matrix        is 2.
 
 
 
 
 
Hence, the rank of the coefficient matrix        equals the rank of the augmented
matrix        . So the system of equations                      is consistent.
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Use the concept of rank to find if
is consistent or inconsistent
 
 
 
 
 
 
The augmented matrix is
Since there are no square submatrices of order 4   4 as the augmented matrix        is a
4  3 matrix, the rank of the augmented matrix      is at most 3. So let us look at square
submatrices of the augmented matrix (
B
) of order 3 and see if any of the 3 3
submatrices have a determinant not equal to zero.  For example, a square submatrix of
order  3  3 of
 
det(
D
) = 0
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
So it means, we need to explore other square submatrices of the augmented matrix
So the rank of the augmented matrix      is 3.
The rank of the coefficient matrix       is 2 from the previous example.
Since  the rank of the coefficient matrix        is less than the rank of the augmented
matrix     , the system of equations is inconsistent.  Hence, no solution exists for
 
 
 
 
 
 
 
 
 
 
 
 
 
 
In a system of equations                   that is consistent, the rank of the coefficient
matrix       is the same as the augmented matrix         . If in addition, the rank of the
coefficient matrix       is same as the number of unknowns, then the solution is unique;
if the rank of the coefficient matrix    is less than the number of unknowns, then
infinite solutions exist.
 
 
 
 
 
Figure 5.2.
 Flow chart of conditions for consistent and inconsistent system of equations.
 
We found that the following system of equations
is a consistent system of equations.  Does the system of equations have a unique
solution or does it have infinite solutions?
 
Solution
The coefficient matrix is
and the right hand side is
While finding out whether the above equations were consistent in an earlier example, we
found that the rank of the coefficient matrix (
A
) equals rank of augmented matrix
equals 3.
The solution is unique as the number of unknowns = 3 = rank of (
A
).
 
 
 
We found that the following system of equations
is a consistent system of equations. Is the solution unique or does it have infinite
solutions.
 
Solution
While finding out whether the above equations were consistent, we found that the rank
of the coefficient matrix        equals the rank of augmented matrix            equals 2
Since the rank of               < number of unknowns = 3, infinite solutions exist.
If we have more equations than unknowns in [A] [X] = [C], does it mean the
system is inconsistent?
No, it depends on the rank of the augmented matrix         and the rank of
 
 
 
 
 
a)
For example
is consistent, since
 
rank of augmented matrix = 3
 
rank of coefficient matrix = 3
Now since  the rank of (
A
) = 3 = number of unknowns, the solution is not only
consistent but also unique.
 
 
 
 
 
 
b)
For example
is inconsistent, since
 
rank of augmented matrix  = 4
 
rank of coefficient matrix = 3
 
 
 
 
 
 
c)
For example
is consistent, since
 
rank of augmented matrix  = 2
 
rank of coefficient matrix = 2
But since the rank of (
A
) = 2 < the number of unknowns = 3, infinite solutions exist.
 
 
 
 
 
 
Consistent systems of equations can only have a unique solution or infinite
solutions.  Can a system of equations have more than one but not infinite number
of solutions?
No, you can only have either a unique solution or infinite solutions.  Let us suppose
                    has two solutions       and        so that
 
 
 
 
 
 
 
 
 
 
 
If 
r
 is a constant, then from the two equations
Adding the above two equations gives
 
 
 
 
 
 
 
 
 
 
 
 
 
Hence
is a solution to
Since 
r
 is any scalar, there are infinite solutions for                    of the form
 
 
 
 
 
 
 
 
 
 
If                     is defined, it might seem intuitive that                ,
but matrix division is not defined like that.  However an inverse of a matrix can be
defined for certain types of square matrices.  The inverse of a square matrix      , if
existing, is denoted by         such that
Where       is the identity matrix.
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
In other words, let [
A
] be a square matrix.  If [
B
] is another square matrix of the same
size such that                    , then [
B
]  is the inverse of [
A
]. [
A
] is then called to be
invertible or nonsingular. If         does not exist,       is called  noninvertible or singular.
If [
A
] and [
B
] are two            matrices such that                     , then these statements are
also true
[
B
] is the inverse of [
A
]
[
A
] is the inverse of [
B
]
[
A
] and [
B
] are both invertible
[
A
] [
B
]=[
I
].
[
A
] and [
B
] are both nonsingular
all columns of [
A
] and [
B
]are linearly independent
all rows of [
A
] and [
B
] are linearly independent.
 
 
 
 
 
Determine if
is the inverse of
 
 
Solution
Since,
[
B
] is the inverse of [
A
] and [
A
] is the inverse of [
B
].
 
 
 
 
            
 
 
Can I use the concept of the inverse of a matrix to find the solution of a set of
equations [A] [X] = [C]?
Yes, if the number of equations is the same as the number of unknowns, the coefficient
matrix       is a square matrix.
Given
Then, if          exists, multiplying both sides by         .
This implies that if we are able to find       , the solution vector of                       is
simply a multiplication of        and the right hand side vector,
 
 
            
 
 
 
 
            
 
 
 
 
 
 
 
 
 
 
If         is a 
         
matrix, then          is a 
          
 matrix and according to the definition of
inverse of a matrix
Denoting
 
 
 
 
 
 
 
 
 
 
Using the definition of matrix multiplication, the first column of the        matrix can
then be found by solving
Similarly, one can find the other columns of the        matrix by changing the right
hand side accordingly.
 
 
 
 
 
 
 
 
 
The upward velocity of the rocket is given by
 Table 5.2.
 Velocity vs time data for a rocket
In an earlier example, we wanted to approximate the velocity profile by
 
We found that the coefficients                 in         are given by
First, find the inverse of
and then use the definition of inverse to find the coefficients
 
 
 
 
 
Solution
If
is the inverse of       , then
 
 
 
 
 
 
 
 
Gives three sets of equations,
 
 
 
 
 
 
 
 
 
 
 
Solving the above three sets of equations separately gives
 
 
 
 
 
 
 
 
 
=
 
Hence
Now
where
 
 
 
 
 
 
 
 
 
 
 
 
Using the definition of
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
Hence
So
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
 
For finding the inverse of small matrices, the inverse of an invertible matrix can be
found by
Where
 
 
where       are the cofactors of       .  The matrix
itself is called the matrix of cofactors from [
A
].  Cofactors are defined in Chapter 4.
 
 
 
 
 
Find the inverse of
Solution
From Example 4.6 in Chapter 04.06, we found
Next we need to find the adjoint of       .  The cofactors of  are found as follows.
 
 
 
 
 
 
 
 
 
The minor of entry      is
The cofactors of entry      is
 
 
 
 
 
 
 
 
 
 
                   
                   
 
 
                   
                   
The minor of entry      is
The cofactors of entry      is
 
 
 
 
 
 
 
 
 
 
                   
                   
 
 
                   
                   
 
 
       
       
 
 
 
      
                  
 
      
 
Similarly
 
 
 
 
 
 
 
 
 
 
                   
                   
 
 
                   
                   
 
 
       
       
 
 
 
      
                  
 
      
 
 
 
 
 
 
 
Hence the matrix of cofactors of        is
The adjoint of matrix        is         ,
 
 
 
 
 
 
 
 
 
 
                   
                   
 
 
                   
                   
 
 
       
       
 
 
 
      
                  
 
 
 
 
 
 
 
 
 
 
                       
Hence
 
 
 
 
 
 
 
 
 
 
                   
                   
 
 
                   
                   
 
 
       
       
 
 
 
      
                  
 
 
 
 
 
 
 
 
 
                       
 
                     
 
        
Yes, the inverse of a square matrix is unique, if it exists.  The proof is as follows.
Assume that the inverse of        is       and if this inverse is not unique, then let another
inverse of        exist called
If        is the inverse of        , then
Multiply both sides by
 
 
 
 
 
 
 
 
 
 
                   
                   
 
 
                   
                   
 
 
       
       
 
 
 
      
                  
 
 
 
 
 
 
 
 
                       
 
 
 
 
 
 
 
 
 
Since        is inverse of
Multiply both sides by
This shows that       and        are the same. So the inverse of         is unique.
 
 
 
 
 
 
 
 
 
 
                   
                   
 
                   
                   
 
 
       
 
 
 
      
                  
 
 
 
 
 
 
 
 
                       
 
 
 
 
 
 
 
 
 
 
 
 
Consistent system
Inconsistent system
Infinite solutions
Unique solution
Rank
Inverse
Slide Note
Embed
Share

Explore the application of matrix algebra in solving systems of equations through a practical example involving the interpolation of rocket velocity data. Learn how to set up equations in matrix form to find the coefficients profile of the velocity polynomial, illustrating the concept effectively.

  • Matrix Algebra
  • Systems of Equations
  • Interpolation
  • Rocket Velocity
  • Coefficients Profile

Uploaded on Sep 10, 2024 | 1 Views


Download Presentation

Please find below an Image/Link to download the presentation.

The content on the website is provided AS IS for your information and personal use only. It may not be sold, licensed, or shared on other websites without obtaining consent from the author.If you encounter any issues during the download, it is possible that the publisher has removed the file from their server.

You are allowed to download the files provided on this website for personal or commercial use, subject to the condition that they are used lawfully. All files are the property of their respective owners.

The content on the website is provided AS IS for your information and personal use only. It may not be sold, licensed, or shared on other websites without obtaining consent from the author.

E N D

Presentation Transcript


  1. Autar Kaw Humberto Isaza http://nm.MathForCollege.com Transforming Numerical Methods Education for STEM Undergraduates

  2. http://nm.MathForCollege.com

  3. After reading this chapter, you should be able to: 1. setup simultaneous linear equations in matrix form and vice-versa, 2. understand the concept of the inverse of a matrix, 3. know the difference between a consistent and inconsistent system of linear equations, and 4. learn that a system of linear equations can have a unique solution, no solution or infinite solutions.

  4. Matrix algebra is used for solving systems of equations. Can you illustrate this concept? Matrix algebra is used to solve a system of simultaneous linear equations. In fact, for many mathematical procedures such as the solution to a set of nonlinear equations, interpolation, integration, and differential equations, the solutions reduce to a set of simultaneous linear equations. Let us illustrate with an example for interpolation.

  5. The upward velocity of a rocket is given at three different times on the following table. Table 5.1. Velocity vs. time data for a rocket Time, t Velocity, v (s) (m/s) 5 8 12 106.8 177.2 279.2 The velocity data is approximated by a polynomial as ( ) = at t v + + 2 , c 5 t 12. bt a , , b c Set up the equations in matrix form to find the coefficients profile. of the velocity

  6. ( ) ( , ) ( ) The polynomial is going through three data 5.1. , 5 1 = t where from table , , and , t , t v t v v 1 1 2 2 3 3 = 106 8 . v 1 = = , 8 177 2 . t v 2 2 = = 12 , 279 2 . t v 3 3 ( ) t = + + 2 Requiring that passes through the three data points gives v at bt c ( ) t 1 ( ) t 2 ( ) t 3 = = + + 2 1 v v at bt c 1 1 = = + + 2 2 v v at bt c 2 2 = = + + 2 3 v v at bt c 3 3

  7. ( ) ( , ) ( ) Substituting the data gives , , , and , t v t v t v 1 1 2 2 3 3 ( ) 52 ( ) 5 + + = 106 8 . a b c ( ) 82 ( ) 8 + + = 177 2 . a b c ( 122 ) ( ) 12 + + = 279 2 . a b c or + + = 25 5 106 8 . a b c + + = 64 8 177 2 . a b c + + = 144 12 279 2 . a b c

  8. This set of equations can be rewritten in the matrix form as + + 25 5 106 8 . a b c + + = 64 8 177 2 . a b c + + 144 12 279 2 . a b c The above equation can be written as a linear combination as follows 25 5 1 106 8 . + + = 64 8 1 177 2 . a b c 144 12 1 279 2 . and further using matrix multiplication gives 25 5 1 106 8 . a = 64 8 1 177 2 . b 144 12 1 279 2 . c

  9. The previous is an illustration of why matrix algebra is needed. The complete solution to the set of equations is given later in this chapter. A general set of linear equations and m n unknowns, + + + = a x a x a x c 11 1 12 2 1 1 n n + + + = a x a x a x c 21 1 22 2 2 2 n n . . + 2 1 1 + + = ........ a x a x a x c 2 m m mn n m

  10. can be rewritten in the matrix form as . . a a a x c 11 12 1 1 1 n . . a a a x c 21 22 2 2 2 n = . . a a a x c 1 2 m m mn n m Denoting the matrices by , , and , the system of equation is A X C A X A C , where is called the coefficient matrix, is called the right hand side vector and is called the solution vector. X = C

  11. X A Sometimes That is systems of equations are written in the augmented form. = C c a a ...... a 1 11 12 1 n c a a ...... a 2 21 22 2 n = A C a a ...... a c 1 2 m m mn n

  12. A system of equations can be consistent or inconsistent. What does that mean? X A A system of equations is consistent if there is a solution, and it is inconsistent if there is no solution. However, a consistent system of equations does not mean a unique solution, that is, a consistent system of equations may have a unique solution or infinite solutions (Figure 1). = C [A][X]= [B] Consistent System Inconsistent System Unique Solution Infinite Solutions Figure 5.1. Consistent and inconsistent system of equations flow chart.

  13. Give examples of consistent and inconsistent system of equations. Solution a) The system of equations 2 4 6 x = 1 3 4 y is a consistent system of equations as it has a unique solution, that is, 1 x = 1 y

  14. b) The system of equations 2 4 6 x = 1 2 3 y is also a consistent system of equations but it has infinite solutions as given as follows. Expanding the above set of equations, + = 2 4 6 x y + = 2 3 x y

  15. ( ) y you can see that they are the same equation. Hence, any combination of satisfies, 6 4 2 = + y x that x, is a solution. For example is a solution. Other solutions include ( ) ( ) 1 , 1 , = y x , , and so on. ( ) ) 25 . 1 , 5 . 0 ( , = y x ( , y x ) = ) 5 . 1 , 0 ( c) The system of equations 2 4 6 x = 1 2 4 y is inconsistent as no solutions exists.

  16. How can one distinguish between a consistent and inconsistent system of equations? X A C A A A system of equations the augmented matrix is consistent if the rank of is equal to the rank of = C . X A A A system of equations is inconsistent if the rank of is less than the rank of the augmented matrix . C A = C But, what do you mean by rank of a matrix? The rank of a matrix is defined as the order of the largest square submatrix whose determinant is not zero.

  17. What is the rank of 3 1 2 A = ? 2 0 5 1 2 3 Solution The largest square submatrix possible is of order 3 and that is itself. Since the rank of , 0 23 ) det( = A . 3 ] [ = A [A ]

  18. What is the rank of 3 1 2 A = 2 0 5 ? 1 5 7 Solution The largest square submatrix of the rank of is less than 3. The next largest square submatrix would be a 2 2 matrix. One of the square submatrices of is ] [A = is of order 3 and that is itself. Since , [A ] [A ] det( ) 0 A [A ] 3 1 B = 2 0 = And submatrices to establish that the rank of is 2. . Hence the rank of 0 is 2. There is no need to look at other 2 2 ] [A det( ) 2 B [A ]

  19. How do I now use the concept of rank to find if 25 5 1 106 8 . x 1 = 64 8 1 177 2 . x 2 144 12 1 279 2 . x 3 is a consistent or inconsistent system of equations?

  20. Solution The coefficient matrix is 25 5 1 A = 64 8 1 144 12 1 and the right hand side vector is

  21. The augmented matrix is 25 5 1 106 8 . B = 64 8 1 177 2 . 144 12 1 279 2 . Since there are no square submatrices of order 4 as is a matrix, the rank of is at most 3. So let us look at the square submatrices of of order 3; if any of these square submatrices have determinant not equal to zero, then the rank is 3. For example, a submatrix of the augmented matrix is ] [B 3 4 [B ] [B ] [B ]

  22. 25 5 1 = [D ] 64 8 1 144 12 1 has. Hence the rank of the augmented matrix is 3. Since , the rank of is 3. Since the rank of the augmented matrix equals the rank of the coefficient matrix , the system of equations is consistent. = det( ) 84 0 D A = [B ] [ ] [ ] [A ] D [B ] [A ]

  23. Use the concept of rank of matrix to find if 25 5 1 106 8 . x 1 = 64 8 1 177 2 . x 2 89 13 2 284 0 . x 3 Is consistent or inconsistent?

  24. Solution The coefficient matrix is given by 25 5 1 A = 64 8 1 89 13 2 and the right hand side 106 8 . C = 177 2 . 284 0 .

  25. Since there are no square submatrices of order 4 as is a 4 3 matrix, the rank of the augmented is at most 3. So let us look at square submatrices of the augmented matrix of order 3 and see if any of these have determinants not equal to zero. For example, a square submatrix of the augmented matrix is [B ] [B ] [B ] [B ] 25 5 1 D = 64 8 1 89 13 2 = Has the augmented matrix and find their determinants. ] [B . This means, we need to explore other square submatrices of order 3 of det( ) 0 D

  26. That is, 5 1 106 8 . E = 8 1 177 2 . 13 2 284 0 . = det( ) 0 E 25 5 106 8 . F = 64 8 177 2 . 89 13 284 0 . = det( ) 0 F 25 1 106 8 . G = 64 1 177 2 . 89 2 284 0 . = det( ) 0 G

  27. All the square submatrices of order determinant. So the rank of the augmented matrix is less than 3. Is the rank of augmented matrix equal to 2? One of the submatrices of the augmented matrix is ] [B of the augmented matrix have a zero ] [B 3 3 [B ] 2 [B ] 2 25 5 H = 64 8 And = 120 det( ) 0 H So the rank of the augmented matrix is 2. [B ]

  28. Now we need to find the rank of the coefficient matrix [B ] 25 5 1 A = 64 8 1 89 13 2 and = det( ) 0 A [A ] So the rank of the coefficient matrix is less than 3. A square submatrix of the coefficient matrix is ] [A 5 1 J = 8 1 = det( ) 3 0 J So the rank of the coefficient matrix is 2. [A ]

  29. Hence, the rank of the coefficient matrix equals the rank of the augmented matrix . So the system of equations is consistent. ] [B [A ] = [ [ ] A ] [ ] X C

  30. Use the concept of rank to find if 25 5 1 106 8 . x 1 = 64 8 1 177 2 . x 2 89 13 2 280 0 . x 3 is consistent or inconsistent

  31. The augmented matrix is 25 5 1 : 106 8 . B = 64 8 1 : 177 2 . 89 13 2 : 280 0 . Since there are no square submatrices of order 4 4 as the augmented matrix is a 4 3 matrix, the rank of the augmented matrix is at most 3. So let us look at square submatrices of the augmented matrix (B) of order 3 and see if any of the 3 3 submatrices have a determinant not equal to zero. For example, a square submatrix of order 3 3 of ] [B = 2 13 89 [B ] [B ] 25 5 1 D 64 8 1 det(D) = 0

  32. So it means, we need to explore other square submatrices of the augmented matrix [B ] 5 1 106 8 . E = 8 1 177 2 . 13 2 280 0 . det( 0 12 0 . 0 E [B ] So the rank of the augmented matrix is 3. The rank of the coefficient matrix is 2 from the previous example. Since the rank of the coefficient matrix is less than the rank of the augmented matrix , the system of equations is inconsistent. Hence, no solution exists for ] [B ] [ ] [ ] [ C X A = [A ] [A ]

  33. In a system of equations matrix is the same as the augmented matrix . If in addition, the rank of the coefficient matrix is same as the number of unknowns, then the solution is unique; if the rank of the coefficient matrix is less than the number of unknowns, then infinite solutions exist. that is consistent, the rank of the coefficient ] [ C A = [ [ ] A ] [ ] X C [A ] [A ] [A ]

  34. [A] [X] = [B] Consistent System if rank (A) = rank (A.B) Inconsistent System if rank (A) < rank (A.B) Unique solution if rank (A) = number of unknowns Infinite solutions if rank (A) < number of unknowns Figure 5.2. Flow chart of conditions for consistent and inconsistent system of equations.

  35. We found that the following system of equations 25 5 1 106 8 . x 1 = 64 8 1 177 2 . x 2 144 12 1 279 2 . x 3 is a consistent system of equations. Does the system of equations have a unique solution or does it have infinite solutions?

  36. Solution The coefficient matrix is 25 5 1 A = 64 8 1 144 12 1 and the right hand side is 106 8 . C = 177 2 . 279 2 . While finding out whether the above equations were consistent in an earlier example, we found that the rank of the coefficient matrix (A) equals rank of augmented matrix equals 3. The solution is unique as the number of unknowns = 3 = rank of (A). A C

  37. We found that the following system of equations 25 5 1 106 8 . x 1 = 64 8 1 177 2 . x 2 89 13 2 284 0 . x 3 is a consistent system of equations. Is the solution unique or does it have infinite solutions.

  38. Solution While finding out whether the above equations were consistent, we found that the rank of the coefficient matrix equals the rank of augmented matrix Since the rank of < number of unknowns = 3, infinite solutions exist. 2 ] [ = A ( ) equals 2 [A ] A C If we have more equations than unknowns in [A] [X] = [C], does it mean the system is inconsistent? No, it depends on the rank of the augmented matrix and the rank of [A ] A C

  39. a) For example 25 5 1 106 8 . x 1 64 8 1 177 2 . = x 2 144 12 1 279 2 . x 3 89 13 2 284 0 . is consistent, since rank of augmented matrix = 3 rank of coefficient matrix = 3 Now since the rank of (A) = 3 = number of unknowns, the solution is not only consistent but also unique.

  40. b) For example 25 5 1 106 8 . x 1 64 8 1 177 2 . = x 2 144 12 1 279 2 . x 3 89 13 2 280 0 . is inconsistent, since rank of augmented matrix = 4 rank of coefficient matrix = 3

  41. c) For example 25 5 1 106 8 . x 1 64 8 1 177 2 . = x 2 50 10 2 213 6 . x 3 89 13 2 280 0 . is consistent, since rank of augmented matrix = 2 rank of coefficient matrix = 2 But since the rank of (A) = 2 < the number of unknowns = 3, infinite solutions exist.

  42. Consistent systems of equations can only have a unique solution or infinite solutions. Can a system of equations have more than one but not infinite number of solutions? No, you can only have either a unique solution or infinite solutions. Let us suppose has two solutions ] [ ] [ ] [ C X A = and so that ] [Z [Y ] = [ [ ] ] [ ] A Y C = [ [ ] ] [ ] A Z C

  43. If r is a constant, then from the two equations Y A r = C r ) ( Z A ) C ( = 1 1 r r Adding the above two equations gives ( Y A ) A ( C ) C + = + 1 1 r r Z r r ( ( Y r A ) Z ) = + 1 r C

  44. Hence ( Y ) Z + 1 r r is a solution to A = X C Since r is any scalar, there are infinite solutions for of the form = [ [ ] A ] [ ] X C ( Y ) Z + 1 r r

  45. B C A = ] [ If [ ] [ A is defined, it might seem intuitive that , = ] [ ] B C but matrix division is not defined like that. However an inverse of a matrix can be defined for certain types of square matrices. The inverse of a square matrix , if existing, is denoted by such that ] [ A [A ] 1 = = 1 1 [ [ ] A ] [ ] [ ] [ ] A I A A Where is the identity matrix. ] [I

  46. In other words, let [A] be a square matrix. If [B] is another square matrix of the same size such that , then [B] is the inverse of [A]. [A] is then called to be invertible or nonsingular. If does not exist, is called noninvertible or singular. If [A] and [B] are two matrices such that , then these statements are also true = [ [ ] B ] [ ] A I [A [ ] [ ] B 1 [ ] A n n = ] [ ] A I [B] is the inverse of [A] [A] is the inverse of [B] [A] and [B] are both invertible [A] [B]=[I]. [A] and [B] are both nonsingular all columns of [A] and [B]are linearly independent all rows of [A] and [B] are linearly independent.

  47. Determine if 3 2 = [B ] 5 3 is the inverse of 3 2 = [A] 5 3

  48. Solution 3 2 3 2 = [ ][ ] B A 5 3 5 3 1 0 = 0 1 = [I ] Since, = [ [ ] B ] [ ] A I [B] is the inverse of [A] and [A] is the inverse of [B].

  49. Can I use the concept of the inverse of a matrix to find the solution of a set of equations [A] [X] = [C]? Yes, if the number of equations is the same as the number of unknowns, the coefficient matrix is a square matrix. Given ] [ ] [ ] [ C X A = [A ] 1 1 Then, if exists, multiplying both sides by . ] [ A = [ ] A 1 1 [ ] [ ][ ] [ ] [ ] A A X A C = 1C [ [ ] I ] [ ] [ ] X A = 1C [ ] [ ] [ ] X A 1 [ ] A = This implies that if we are able to find , the solution vector of is simply a multiplication of and the right hand side vector, [ [ ] A ] [ ] X C 1 [ ] A [C ]

  50. n n n n 1 [ ] A n If is a inverse of a matrix [ matrix, then is a matrix and according to the definition of n n n [A ] = 1 [ ] A ] [ ] A I Denoting a a a 11 12 1 n a a a 21 22 2 n = [ ] A a a a 1 2 n n nn

More Related Content

giItT1WQy@!-/#giItT1WQy@!-/#giItT1WQy@!-/#giItT1WQy@!-/#giItT1WQy@!-/#giItT1WQy@!-/#