ch 7.3: systems of linear equations, linear independence, eigenvalues
DESCRIPTION
Ch 7.3: Systems of Linear Equations, Linear Independence, Eigenvalues. A system of n linear equations in n variables, can be expressed as a matrix equation Ax = b : If b = 0 , then system is homogeneous ; otherwise it is nonhomogeneous. Nonsingular Case. - PowerPoint PPT PresentationTRANSCRIPT
Ch 7.3: Systems of Linear Equations, Linear Independence, Eigenvalues
A system of n linear equations in n variables,
can be expressed as a matrix equation Ax = b:
If b = 0, then system is homogeneous; otherwise it is nonhomogeneous.
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n
n
b
b
b
x
x
x
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aaa
aaa
2
1
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1
,2,1,
,22,21,2
,12,11,1
,,22,11,
2,222,211,2
1,122,111,1
nnnnnn
nn
nn
bxaxaxa
bxaxaxa
bxaxaxa
Nonsingular Case
If the coefficient matrix A is nonsingular, then it is invertible and we can solve Ax = b as follows:
This solution is therefore unique. Also, if b = 0, it follows that the unique solution to Ax = 0 is x = A-10 = 0.
Thus if A is nonsingular, then the only solution to Ax = 0 is the trivial solution x = 0.
bAxbAIxbAAxAbAx 1111
Example 1: Nonsingular Case (1 of 3)
From a previous example, we know that the matrix A below is nonsingular with inverse as given.
Using the definition of matrix multiplication, it follows that the only solution of Ax = 0 is x = 0:
2/122/3
142
2/372/9
,
834
301
2101AA
0
0
0
0
0
0
2/122/3
142
2/372/910Ax
Example 1: Nonsingular Case (2 of 3)
Now let’s solve the nonhomogeneous linear system Ax = b below using A-1:
This system of equations can be written as Ax = b, where
Then
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2301
220
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321
xxx
xxx
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7
12
23
0
2
2
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0
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,,
834
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bxA
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Example 1: Nonsingular Case (3 of 3)
Alternatively, we could solve the nonhomogeneous linear system Ax = b below using row reduction.
To do so, form the augmented matrix (A|b) and reduce, using elementary row operations.
7
12
23
7
22
23
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2210
2301
14200
2210
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3
32
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x
bA
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xxx
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Singular Case
If the coefficient matrix A is singular, then A-1 does not exist, and either a solution to Ax = b does not exist, or there is more than one solution (not unique).
Further, the homogeneous system Ax = 0 has more than one solution. That is, in addition to the trivial solution x = 0, there are infinitely many nontrivial solutions.
The nonhomogeneous case Ax = b has no solution unless (b, y) = 0, for all vectors y satisfying A*y = 0, where A* is the adjoint of A.
In this case, Ax = b has solutions (infinitely many), each of the form x = x(0) + , where x(0) is a particular solution of
Ax = b, and is any solution of Ax = 0.
Example 2: Singular Case (1 of 3)
Solve the nonhomogeneous linear system Ax = b below using row reduction.
To do so, form the augmented matrix (A|b) and reduce, using elementary row operations.
soln no
10
153
12
1000
1530
1121
4000
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1121
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1121
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Example 2: Singular Case (2 of 3)
Solve the nonhomogeneous linear system Ax = b below using row reduction.
Reduce the augmented matrix (A|b) as follows:
072
2
7
2
1000
530
121
2
5
2
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Example 2: Singular Case (3 of 3)
From the previous slide, we require
Suppose
Then the reduced augmented matrix (A|b) becomes:
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Linear Dependence and Independence
A set of vectors x(1), x(2),…, x(n) is linearly dependent if there exists scalars c1, c2,…, cn, not all zero, such that
If the only solution of
is c1= c2 = …= cn = 0, then x(1), x(2),…, x(n) is linearly independent.
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)1(1
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0xxx )()2(2
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Example 3: Linear Independence (1 of 2)
Determine whether the following vectors are linear dependent or linearly independent.
We need to solve
or
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Example 3: Linear Independence (2 of 2)
We thus reduce the augmented matrix (A|b), as before.
Thus the only solution is c1= c2 = …= cn = 0, and therefore the original vectors are linearly independent.
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Example 4: Linear Dependence (1 of 2)
Determine whether the following vectors are linear dependent or linearly independent.
We need to solve
or
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Example 4: Linear Dependence (2 of 2)
We thus reduce the augmented matrix (A|b), as before.
Thus the original vectors are linearly dependent, with
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Linear Independence and Invertibility
Consider the previous two examples:The first matrix was known to be nonsingular, and its column vectors were linearly independent.
The second matrix was known to be singular, and its column vectors were linearly dependent.
This is true in general: the columns (or rows) of A are linearly independent iff A is nonsingular iff A-1 exists.
Also, A is nonsingular iff detA 0, hence columns (or rows) of A are linearly independent iff detA 0.
Further, if A = BC, then det(C) = det(A)det(B). Thus if the columns (or rows) of A and B are linearly independent, then the columns (or rows) of C are also.
Linear Dependence & Vector Functions
Now consider vector functions x(1)(t), x(2)(t),…, x(n)(t), where
As before, x(1)(t), x(2)(t),…, x(n)(t) is linearly dependent on I if there exists scalars c1, c2,…, cn, not all zero, such that
Otherwise x(1)(t), x(2)(t),…, x(n)(t) is linearly independent on I
See text for more discussion on this.
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Eigenvalues and Eigenvectors
The eqn. Ax = y can be viewed as a linear transformation that maps (or transforms) x into a new vector y.
Nonzero vectors x that transform into multiples of themselves are important in many applications.
Thus we solve Ax = x or equivalently, (A-I)x = 0.
This equation has a nonzero solution if we choose such that det(A-I) = 0.
Such values of are called eigenvalues of A, and the nonzero solutions x are called eigenvectors.
Example 5: Eigenvalues (1 of 3)
Find the eigenvalues and eigenvectors of the matrix A.
Solution: Choose such that det(A-I) = 0, as follows.
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Example 5: First Eigenvector (2 of 3)
To find the eigenvectors of the matrix A, we need to solve (A-I)x = 0 for = 3 and = -7.
Eigenvector for = 3: Solve
by row reducing the augmented matrix:
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0
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1
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1
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Example 5: Second Eigenvector (3 of 3)
Eigenvector for = -7: Solve
by row reducing the augmented matrix:
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Normalized Eigenvectors
From the previous example, we see that eigenvectors are determined up to a nonzero multiplicative constant.
If this constant is specified in some particular way, then the eigenvector is said to be normalized.
For example, eigenvectors are sometimes normalized by choosing the constant so that ||x|| = (x, x)½ = 1.
Algebraic and Geometric Multiplicity
In finding the eigenvalues of an n x n matrix A, we solve det(A-I) = 0.
Since this involves finding the determinant of an n x n matrix, the problem reduces to finding roots of an nth degree polynomial.
Denote these roots, or eigenvalues, by 1, 2, …, n.
If an eigenvalue is repeated m times, then its algebraic multiplicity is m.
Each eigenvalue has at least one eigenvector, and a eigenvalue of algebraic multiplicity m may have q linearly independent eigevectors, 1 q m, and q is called the geometric multiplicity of the eigenvalue.
Eigenvectors and Linear Independence
If an eigenvalue has algebraic multiplicity 1, then it is said to be simple, and the geometric multiplicity is 1 also.
If each eigenvalue of an n x n matrix A is simple, then A has n distinct eigenvalues. It can be shown that the n eigenvectors corresponding to these eigenvalues are linearly independent.
If an eigenvalue has one or more repeated eigenvalues, then there may be fewer than n linearly independent eigenvectors since for each repeated eigenvalue, we may have q < m. This may lead to complications in solving systems of differential equations.
Example 6: Eigenvalues (1 of 5)
Find the eigenvalues and eigenvectors of the matrix A.
Solution: Choose such that det(A-I) = 0, as follows.
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)1)(2(
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11
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detdet
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2
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Example 6: First Eigenvector (2 of 5)
Eigenvector for = 2: Solve (A-I)x = 0, as follows.
1
1
1
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1
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3
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Example 6: 2nd and 3rd Eigenvectors (3 of 5)
Eigenvector for = -1: Solve (A-I)x = 0, as follows.
1
1
0
,
1
0
1
choose
arbitrary,where,
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Example 6: Eigenvectors of A (4 of 5)
Thus three eigenvectors of A are
where x(2), x(3) correspond to the double eigenvalue = - 1.
It can be shown that x(1), x(2), x(3) are linearly independent.
Hence A is a 3 x 3 symmetric matrix (A = AT ) with 3 real eigenvalues and 3 linearly independent eigenvectors.
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Example 6: Eigenvectors of A (5 of 5)
Note that we could have we had chosen
Then the eigenvectors are orthogonal, since
Thus A is a 3 x 3 symmetric matrix with 3 real eigenvalues and 3 linearly independent orthogonal eigenvectors.
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,
1
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Hermitian Matrices
A self-adjoint, or Hermitian matrix, satisfies A = A*, where we recall that A* = AT .
Thus for a Hermitian matrix, aij = aji.
Note that if A has real entries and is symmetric (see last example), then A is Hermitian.
An n x n Hermitian matrix A has the following properties:All eigenvalues of A are real.
There exists a full set of n linearly independent eigenvectors of A.
If x(1) and x(2) are eigenvectors that correspond to different eigenvalues of A, then x(1) and x(2) are orthogonal.
Corresponding to an eigenvalue of algebraic multiplicity m, it is possible to choose m mutually orthogonal eigenvectors, and hence A has a full set of n linearly independent orthogonal eigenvectors.