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U Linear Algebra and Matrices Linear Equations Suppose x1, x2 ,, xn are n unknowns, and a1 , a 2 , , a n and b are scalars, then a1x1 a2 x2 an xn b is called a linear equation in the n unknowns. Example 3x1 4 x2 2 x3 5 System of Linear Equations A set of simultaneous linear equations of n unknowns forms a system of equations of the n unknowns. Example 3x1 2 x2 x3 10 2 x1 x2 x3 1 x1 x2 x3 2 Matrix Matrix A system of equations being written in an abbreviated form as a rectangular array of numbers enclosed by brackets is called a matrix (pl. matrices). Each number in the array is called an element or entry of the matrix. Example 2 3 2 A is a 23 matrix. 1 3 4 Transpose of A Matrix The transpose of a matrix can be obtained by taking the rows of the matrix and making them column (or, effectively equal to taking the columns of the matrix and making them rows). Example 2 1 2 3 2 A 3 3 is the transpose of A . 1 3 4 2 4 T Matrix Equality Two matrices are equal if they are the same size and if each pair of corresponding elements is equal. Addition and Subtraction of Matrices Addition of Matrices The sum of two m n matrices X and Y is the m n matrix X Y in which each element is the sum of the corresponding elements of X and Y. (It is important to remember that only matrices those are the same size can be added.) Example 1 2 1 2 0 4 3 4 1 2 4 2 1 3 3 1 2 4 Additive Inverse The additive inverse (or negative) of a matrix X is the matrix X in which each element is the additive inverse of the corresponding element of X. Example 2 3 2 2 3 2 If A , A . 1 3 4 1 3 4 Zero Matrix If O is an m n zero matrix, and A is any m n matrix, then AO O A A . Example 0 0 0 0 0 0 is the zero matrix of size 33. 0 0 0 Subtraction of Matrices For two m n matrices X and Y, the difference X Y is the m n matrix defined by X Y X Y . Example 2 1 0 1 1 3 Let X and Y . 4 5 3 2 0 1 2 1 0 1 1 3 3 2 3 X Y X Y . 4 5 3 2 0 1 2 5 4 Multiplication of Matrices Product of a Matrix and a Scalar The product of a scalar k and a matrix X is the matrix kX, each of whose elements is k times the corresponding element of X. Example 2 0 1 10 0 5 5 1 1 4 5 5 20 3 2 5 15 10 25 Product of Two Matrices Let A be an m n matrix and let B be an n k matrix. To find the element in the ith row and jth column of the product matrix AB, multiply each element in the ith row of A by the corresponding element in the jth column of B, and then add these products. The product matrix AB is an m k matrix. (The product AB of two matrices A and B can be found only if the number of columns of A is the same as the number of rows of B.) Example 1 2 1 1 1 2 0 Let A and B 0 1 2 1 . 2 3 1 3 0 0 4 0 5 1 1 AB 5 7 4 1 Identity Matrix If I is the identity matrix, both of the products AI and IA must equal A. that an identity matrix exists only for square matrices. This means Example 1 0 0 1 is the 2 2 identity matrix. Multiplicative Inverse Matrix For a given square matrix A, A1 is called the multiplicative inverse matrix of A if AA1 A1A I . ( A1 does not mean 1 A ; here, A1 is just the notation for the multiplicative inverse of matrix A. Also, only square matrices can have inverses because both A1 A and AA1 must exist and be equal to I.) To Rewrite a System of Equations in Matrix Form Example 3x1 2 x2 x3 10 2 x1 x2 x3 1 x1 x2 x3 2 3 2 1 x1 10 2 1 1 x 1 2 1 1 1 x3 2 Gauss-Jordan Method of Solving Systems of Linear Equations Example 3x1 2 x2 x3 10 2 x1 x2 x3 1 x1 x2 x3 2 3 2 1 10 2 1 1 1 1 1 1 2 To separate the constants in the last column of the matrix from the coefficients of the variables, we use a vertical line, producing the following augmented matrix. 3 2 1 10 2 1 1 1 1 1 1 2 Row Operations For any augmented matrix of a system of equations, the following operations produce the augmented matrix of an equivalent system: 1. 2. 3. interchanging any two rows; multiplying the elements of a row by any nonzero real number; adding a nonzero multiple of the elements of one row to the corresponding elements of a nonzero multiple of some other rows. Gauss-Jordan Method of Solving a Linear System 1. 2. 3. 4. 5. Write each equation so that variable terms are in the same order on the left side of the equals sign and constants are on the right. Write the augmented matrix that corresponds to the system. Use row operations to transform the first column so that all elements except the element in the first row are zero. Use row operations to transform the second column so that all elements except the element in the second row are zero. Use row operations to transform the third column so that all elements except the element in the third row are zero. 6. Continue in this way until the last row is written in the form 0 0 0 7. 0 j k , where j and k are constants. Multiply each row by the reciprocal of the nonzero element in that row. Example Solve 1. x1 3x2 x3 6 x3 3 x1 x x 2 x 4 3 1 2 Write each equation so that variable terms are in the same order on the left side of the equals sign and constants are on the right. x1 3x2 x3 6 x3 3 x1 x x 2 x 4 3 1 2 2. Write the augmented matrix that corresponds to the system. 1 3 1 6 x1 3x2 x3 6 x3 3 1 0 1 3 x1 x x 2 x 4 1 1 2 4 3 1 2 3. Use row operations to transform the first column so that all elements except the element in the first row are zero. 1 3 1 6 1 3 1 6 R3:R3 R1 0 3 0 3 0 3 0 3 1 1 2 4 0 4 3 10 R2 :R2 R1 4. Use row operations to transform the second column so that all elements except the element in the second row are zero. 1 0 1 3 1 0 1 3 R3:3 R3 4 R2 0 3 0 3 0 3 0 3 0 4 3 10 0 0 9 18 R1:R1 R2 5. Use row operations to transform the third column so that all elements except the element in the third row are zero. 9 0 0 9 0 3 0 3 0 0 9 18 R1:9 R1 R3 6. Continue in this way until the last row is written in the form 0 0 0 0 j k , where j and k are constants. 9 0 0 9 0 3 0 3 0 0 9 18 R1:9 R1 R3 7. Multiply each row by the reciprocal of the nonzero element in that row. 19 R1 R2 : 13 R2 1 R3: 19 R3 0 R1: 0 0 1 1 0 1 0 0 1 2 The solution of the system is x1 1, x2 1 and x3 2. Solving a System AX B Using Matrix Inverses To solve a system of equations AX B , where A is the matrix of coefficients, X is the matrix of variables, and B is the matrix of constants, first find A1 . Then X A1B . Finding a Multiplicative Inverse Matrix To obtain A1 for any n n matrix A for which A1 exists, follow these steps. 1. Form the augmented matrix A I , where I is the n n identity matrix. 2. Perform row operations on A I to get a matrix of the form I B . 3. Matrix B is A1 . Example 1 2 0 A 2 1 2 2 0 4 0 1 0 0 1 2 0 1 0 0 R2:R2 2 R1 1 2 : R 2 R 2 1 2 0 1 0 R 3 3 1 0 3 2 2 1 0 2 0 4 0 0 1 0 4 4 2 0 1 0 3 6 3 3 0 4 1 2 0 R1:5 R1 R3 15 0 R2:10 R2 R3 0 3 2 2 1 0 0 30 0 18 6 3 0 0 20 2 4 3 0 0 20 2 4 3 R1:3R1 2 R2 R3:3R3 4 R2 1 R R1:15 1 1 R R2 : 30 2 1 R R3 : 20 3 1 0 0 0 1 0 0 0 1 1 5 3 5 1 10 2 5 1 5 1 5 1 5 1 10 3 20 51 A1 53 1 10 2 5 1 5 1 5 1 5 1 10 3 20 . Formulation of Systems of Equations I. Ans: x1 x5 800 x x x 400 4 1 2 x2 x3 600 x3 x7 1200 x4 x6 x7 0 x5 x6 1000 II. A coffee merchant has a supply of 300 kg of Type A coffee, 2400 kg of Type B coffee, and 4800 kg of Type C coffee. He makes a Mocha blend consisting of 25% Type A and 75% Type B coffee. He makes a Columbian blend consisting of 10% Type A, 60% Type B, and 30% Type C coffee. He makes a Brazilian blend consisting of 20% Type B and 80% Type C coffee. How many kg of each of the three blends should he prepare?