Advanced Math: Inverse Matrices & Solving Square Linear Systems, Assignments of Mathematics

The relationship between inverse matrices and solutions of square linear systems. It explains how to find the inverse matrix using its algebraic properties and calculates determinants of square matrices using the cofactor expansion method. The document also shows how to use these concepts to solve the equation ax = b.

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Pre 2010

Uploaded on 08/18/2009

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MATH348 - Advanced Engineering Mathematics 1
E. Kreyszig, Advanced Engineering Mathematics, 9th ed. Section 7.8, pgs. 315-322
Lecture: Construction and Properties of A1Module: 04
Suggested Problem Set: Suggested Problems : {7, 8, 15, 17, 19}June 17, 2009
E. Kreyszig, Advanced Engineering Mathematics, 9th ed. Section 7.7, pgs. 308-315
Lecture: Determinants and Cramer’s Rule Module: 05
Suggested Problem Set: Suggested Problems : {5, 6, 13, 15, 16, 19, 24(a,b,c)}June 17, 2009
Quote of Lecture 4
Jerry: (Knocking on Kramer’s door) Hello? Is Kramer home? Oh, hey.
Kramer: (Spraying his flowers) Hello, neighbour.
Jerry: Boy, those azaleas are really coming in nicely.
Kramer: Oh, you gotta mulch. You’ve got to.
Jerry: You barbecuing tonight?
Kramer: (Ringing his wind chimes) Right after the fireworks.
Seinfeld: The Serenity Now (1997)
Up to this point we have built some logic and intuition supporting the idea that to methodically solve a
linear system efficiently we rewrite the system as a matrix vector product, Ax =b, where Am×nis a matrix
containing the coefficient data for the system and bis an inhomogeneity, which corresponds to translations
of the linear equations in space. The goal now is to find the vector unknown xand to do this we apply the
row-reduction algorithm to the corresponding augmented matrix [A|b]. 1
We say that if m < n then there are fewer equations than unknowns and that the system is under-determined
and expect that at best there may be infinitely many solutions.2If m>nthen there are more equations
than unknowns and the system is over-determined and in this case we expect that solutions may exist and
possibly be unique.3The final case, m=n, provides more intuition about the behavior of solutions to linear
systems. In the following we recap the results for square systems (as many equations as unknowns) and add
to this growing list of equivalent statements:
1. There exists a unique solution, xRn×1to the system Ax =bfor every bRn×1.
2. The homogeneous system Ax =0has only the trivial solution,x=0.
3. AI
4. There is a pivot in every column of the coefficient matrix.
5. The columns of Aare linearly indep endent.4
1At this point it should be clear to the reader that if ARm×nthen xRn×1and bRm×1.
2Quick sanity check: If two planes are placed in space then at best they will intersect at a line or be the same
plane.
3See homework 1 problem 5 for a case where three-lines are given and that these three lines have a common
intersection.
4We haven’t yet used the term ‘linearly independent’, but we will.
pf2

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MATH348 - Advanced Engineering Mathematics 1

E. Kreyszig, Advanced Engineering Mathematics, 9 th^ ed. Section 7.8, pgs. 315-

Lecture: Construction and Properties of A−^1 Module: 04

Suggested Problem Set: Suggested Problems : {7, 8, 15, 17, 19} June 17, 2009

E. Kreyszig, Advanced Engineering Mathematics, 9 th^ ed. Section 7.7, pgs. 308-

Lecture: Determinants and Cramer’s Rule Module: 05

Suggested Problem Set: Suggested Problems : {5, 6, 13, 15, 16, 19, 24(a,b,c)} June 17, 2009

Quote of Lecture 4

Jerry: (Knocking on Kramer’s door) Hello? Is Kramer home? Oh, hey. Kramer: (Spraying his flowers) Hello, neighbour. Jerry: Boy, those azaleas are really coming in nicely. Kramer: Oh, you gotta mulch. You’ve got to. Jerry: You barbecuing tonight? Kramer: (Ringing his wind chimes) Right after the fireworks.

Seinfeld: The Serenity Now (1997)

Up to this point we have built some logic and intuition supporting the idea that to methodically solve a linear system efficiently we rewrite the system as a matrix vector product, Ax = b, where Am×n is a matrix containing the coefficient data for the system and b is an inhomogeneity, which corresponds to translations of the linear equations in space. The goal now is to find the vector unknown x and to do this we apply the row-reduction algorithm to the corresponding augmented matrix [A|b]. 1

We say that if m < n then there are fewer equations than unknowns and that the system is under-determined and expect that at best there may be infinitely many solutions.^2 If m > n then there are more equations than unknowns and the system is over-determined and in this case we expect that solutions may exist and possibly be unique.^3 The final case, m = n, provides more intuition about the behavior of solutions to linear systems. In the following we recap the results for square systems (as many equations as unknowns) and add to this growing list of equivalent statements:

  1. There exists a unique solution, x ∈ Rn×^1 to the system Ax = b for every b ∈ Rn×^1.
  2. The homogeneous system Ax = 0 has only the trivial solution, x = 0.
  3. A ∼ I
  4. There is a pivot in every column of the coefficient matrix.
  5. The columns of A are linearly independent. 4

(^1) At this point it should be clear to the reader that if A ∈ Rm×n (^) then x ∈ Rn× (^1) and b ∈ Rm× (^1). (^2) Quick sanity check: If two planes are placed in space then at best they will intersect at a line or be the same plane. (^3) See homework 1 problem 5 for a case where three-lines are given and that these three lines have a common intersection. (^4) We haven’t yet used the term ‘linearly independent’, but we will.

MATH348 - Advanced Engineering Mathematics 2

So, from this we gather the following idea, ‘If the solution to a square system, Ax = b, exists and is unique then there must exist an inverse matrix A−^1 such that x = A−^1 b.’ At this point our logic begs the questions:

  • Given a square matrix A, assuming that it’s inverse, A−^1 , exists then how do we find it?^5
  • Suppose we don’t want to actually find A−^1. Is there a way to know that A−^1 exists without finding it?^6

Goals

  • Understand the relationship between inverse matrices and solutions of linear systems.
  • Connect the concept of determinants for square matrices with existence of inverses and solubility of square linear systems.

Objectives

  • Define an algorithm for inverse matrices using it’s proposed algebraic properties.
  • Define and apply the cofactor expansion method for calculating determinants of square matrices.
  • Connect the previous concepts by utilizing them to solve Ax = b.
  • Record, without proof, some of the properties of inverse matrices and determinant calculations.

(^5) It turns out that one can find this matrix by the same process used to solve the linear system itself. (^6) There is a matrix function called the determinant. This function returns a scalar, which will tell us whether the columns of A are linearly independent and thus invertible.