Matrix Calculations: Pivots, Echelon Form, and Data Fitting at Radboud University Nijmegen, Cheat Sheet of Linear Algebra

A review of pivots and Echelon form in the context of matrix calculations and data fitting. It covers topics such as homogeneous and non-homogeneous systems, vectors and solutions, and the relationship between homogeneous and non-homogeneous systems. The document also includes examples and theorems to illustrate the concepts.

Typology: Cheat Sheet

2020/2021

Uploaded on 03/20/2021

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Review: pivots and Echelon form
Application: Data fitting
Vectors and solutions
Homogeneous systems
Non-homogeneous systems
Radboud University Nijmegen
Matrix Calculations: Solutions of Systems of
Linear Equations
A. Kissinger (and H. Geuvers)
Institute for Computing and Information Sciences Intelligent Systems
Radboud University Nijmegen
Version: spring 2016
A. Kissinger Version: spring 2016 Matrix Calculations 1 / 44
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Download Matrix Calculations: Pivots, Echelon Form, and Data Fitting at Radboud University Nijmegen and more Cheat Sheet Linear Algebra in PDF only on Docsity!

Application: Data fitting Vectors and solutions Homogeneous systems Non-homogeneous systems

Radboud University Nijmegen

Matrix Calculations: Solutions of Systems of

Linear Equations

A. Kissinger (and H. Geuvers)

Institute for Computing and Information Sciences – Intelligent Systems Radboud University Nijmegen

Version: spring 2016

Application: Data fitting Vectors and solutions Homogeneous systems Non-homogeneous systems

Radboud University Nijmegen

Outline

Review: pivots and Echelon form

Application: Data fitting

Vectors and solutions

Homogeneous systems

Non-homogeneous systems

Application: Data fitting Vectors and solutions Homogeneous systems Non-homogeneous systems

Radboud University Nijmegen

Echelon form

A matrix is in Echelon form if:

1 All of the rows with pivots occur before zero rows, and

2 Pivots always occur to the right of previous pivots 

X

   

3 2 5 − 5 1 0 0 2 1 − 2 0 0 0 0 0 0 0 0 -2 2

   

   

3 2 5 − 5 1 0 0 4 − 2 2

0 2 0 1 − 2 0 0 0 0 0

   

   

3 2 5 − 5 1 0 0 4 − 2 2

0 0 2 1 − 2 0 0 0 0 0

   

Application: Data fitting Vectors and solutions Homogeneous systems Non-homogeneous systems

Radboud University Nijmegen

Points and polynomials

Here’s a really useful thing about polynomials:

Theorem

For any n points in a plane, there exists a unique polynomial of

degree n − 1 which hits them all.

That is: given points (x 1 , y 1 ),... , (xn, yn), there is precisely one

‘polynomial’ function of the form:

f (x) = a 0 + a 1 x + a 2 x

2

  • a 3 x

3

  • · · · + an− 1 x

n− 1

with f (xi ) = yi for all i ≤ n.

NB. No two points should be on the same vertical line!

  • (^) The data fitting problem is: given the points (xi , yi ) obtained

from some experiment, find the a 0 ,... , an− 1

  • (^) This can be done with what we have seen so far!

Application: Data fitting Vectors and solutions Homogeneous systems Non-homogeneous systems

Radboud University Nijmegen

Unique solutions

From the first lecture:

Theorem

A system of equations in n variables has a unique solution if and

only if its Echelon form has n pivots.

Example ( denotes a pivot)

x 1 + x 2 = 3

x 1 − x 2 = 1

gives

and

(using transformations R 2 := R 2 − R 1 and R 2 := −

1 2

R 2 )

Question: What if there are more solutions? Can we describe them

in a generic way?

Application: Data fitting Vectors and solutions Homogeneous systems Non-homogeneous systems

Radboud University Nijmegen

General solutions

The Goal:

  • (^) Describe the space of solutions of a system of equations.
  • In general, there can be infinitely many solutions, but only a

few are actually ‘different enough’ to matter. These are called

basic solutions.

  • Using the basic solutions, we can write down a formula which

gives us any solution: the general solution.

Example (General solution for one equation)

2 x 1 − x 2 = 3 gives x 2 = 2x 1 − 3

So a general solution (for any c) is:

x 1 := c x 2 := 2c − 3

Application: Data fitting Vectors and solutions Homogeneous systems Non-homogeneous systems

Radboud University Nijmegen

A new tool: vectors

  • (^) Vectors are useful for lots of stuff. In this lecture, we’ll use

them to hold solutions.

  • (^) Since variable names don’t matter, we can write this:

x 1 := 2 x 2 := − 1 x 3 := 0

  • (^) ...more compactly as this:
  • ...or even more compactly as this: (2, − 1 , 0).

Application: Data fitting Vectors and solutions Homogeneous systems Non-homogeneous systems

Radboud University Nijmegen

Linear combinations

  • (^) We can multiply a vector by a number to get a new vector:

c ·

x 1

x 2

. . .

xn

cx 1

cx 2

. . .

cxn

This is called scalar multiplication.

  • (^) ...and we can add vectors together: 

x 1

x 2

. . .

xn

y 1

y 2

. . .

yn

x 1 + y 1

x 2 + y 2

. . .

xn + yn

as long as the are the same length.

Application: Data fitting Vectors and solutions Homogeneous systems Non-homogeneous systems

Radboud University Nijmegen

Aside: checking linear independence

Equivalently:

Definition

Vectors V 1 ,... , Vn are called linearly independent if for all scalars

a 1 ,... , an ∈ R one has:

a 1 · V 1 + · · · + an · Vn = 0 implies a 1 = a 2 = · · · = an = 0

Example

The 3 vectors (1, 0 , 0), (0, 1 , 0), (0, 0 , 1) are linearly independent,

since if

a 1 · (1, 0 , 0) + a 2 · (0, 1 , 0) + a 3 · (0, 0 , 1) = (0, 0 , 0)

then, using the computation from the previous slide,

(a 1 , a 2 , a 3 ) = (0, 0 , 0), so that a 1 = a 2 = a 3 = 0

Application: Data fitting Vectors and solutions Homogeneous systems Non-homogeneous systems

Radboud University Nijmegen

Proving (in)dependence via equation solving I

  • Investigate (in)dependence of

, and

  • Thus we ask: are there any non-zero a 1 , a 2 , a 3 ∈ R with:

a 1

 (^) + a 2

 (^) + a 3

  • (^) If there is a non-zero solution, the vectors are dependent, and

if a 1 = a 2 = a 3 = 0 is the only solution, they are independent

Application: Data fitting Vectors and solutions Homogeneous systems Non-homogeneous systems

Radboud University Nijmegen

Proving (in)dependence via equation solving III

  • Same (in)dependence question for:
  • (^) With corresponding matrix: 

 (^) reducing to

  • Thus the only solution is a 1 = a 2 = a 3 = 0. The vectors are

independent!

Application: Data fitting Vectors and solutions Homogeneous systems Non-homogeneous systems

Radboud University Nijmegen

Linear combinations of solutions

  • (^) It is not the case in general that linear combinations of

solutions give solutions. For example, consider: {

x 1 + 2x 2 + x 3 = 0

x 2 + x 4 = 2

  • This has as solutions:

V 1 =

, V 2 =

but not V 1 +V 2 =

, 3 V 1 ,...

  • The problem is this system of equations is not homogeneous,

because the the 2 on the right-hand-side (RHS) of the second

equation.

Application: Data fitting Vectors and solutions Homogeneous systems Non-homogeneous systems

Radboud University Nijmegen

Homogeneous and non-homogeneous, illustration

Example

A non-homogeneous system:

x 1 + x 2 = 3

x 1 − x 2 = 0

can be made homogeneous, namely as:

x 1 + x 2 = 0

x 1 − x 2 = 0

In terms of matrices, this means going from:

to

i.e. to

Application: Data fitting Vectors and solutions Homogeneous systems Non-homogeneous systems

Radboud University Nijmegen

Zero solution, in homogeneous case

Lemma

Each homogeneous equation has (0,... , 0) as solution.

Proof: A homogeneous system looks like this

a 11 x 1 + · · · + a 1 nxn = 0

. . .

am 1 x 1 + · · · + amnxn = 0

Consider the equation at row i:

ai 1 x 1 + · · · + ainxn = 0

Clearly it has as solution x 1 = x 2 = · · · = xn = 0.

This holds for each row i. -