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CH8 Matrix PAI 1. Basic Concepts: 1) Matrix = [aij ]mxn = … 5075 A21 azzazz Ami amz ·Amn⋅ all a 12 ain row matrix 一有方向性的向量不一樣意思, (ii) A man matrix can be viewed as m Ixn vectors or n mal vectors Column matrix Example * min 14-1/31, (就畫一槓! 01=03563 92 = [145] (i)転置 93=[213] 94-18923 14x3 Mikiki → ýjun§ ØX 40 1×3 㣆‡ or 33 4×1 Ref = || a₁ 02 93 A-Lajmin Example = A = [αij Jnxm 2. Matrix mulitplication A mxn = 07 Az am ' ay ↑ Yow matrix set 1 Bmxk = [ b₁ bz ... bk ] Çmxk = [Cij ] = [ai⋅bj] 3. Special types of matrix: Diagonal matrix (AME) [aij] man is diagonal if αij =0, V₁ #j Example ummmm :000 0200 0030 2000. 0400 L0001-4x4 20050-3x4 123 456 2x3 [b, bz b3] ↑ column matrix T A mxn x Buck = Cmsk H... A column & Brow #k Example = [] (i) Unit matrix (Identity matrix) AxB= B = [ D 47-3×2 24 20 A*D=C = [141 61 ] 2×2 1,i=1 [az] ] nxm is a unit matrix it aus = {t, it arg= Execele I= 0 0 000hxn 0, (iii) Aman 6368 13x2 [312] [] -15+1+6=24 [312] =6+0+14=20 方陣 is called a "square matrix" if m=n (iv) A matrix is called a "column matrix (vector)" if there is only one column in the matrix. Example A= A = [ } ] (V) A matrix is called a "row matrix (vector)" if there is only one row in the matrix. Example A-[123] →上半部不全。 (V) Upper triangular matrix (±Âži) [ij] such that Vaij=0 it i > j 12345 02678 00542 23x5 Example Dicj ①对綿查下来(丁)) 000 14x4 Fi>jibo 全為oj i=j
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(vii) Lower triangular matrix [aij] such that Vaij=0 if i < j Example -400 200→j,上半部都是。 i 4010 ·6327-4x4 V. 4. Linear Algebraic System 性状系統(联立方程式) Given that X+22+6x3 = 11 3x1+4X2+x3=12←← 42x1+3x2-x3=7 Linear Algebraic System 126 BALALA 2 41 3 13x3 3x1 ⇒ A⋅ x = B, Find x = ¦ - ·linear equation - linear equation Find x1, x2, x3 = 1 -linear equation 3x1 (i) Linear Algebraic System To find Xnx! (ii) Elementary row operations An Xxl = Bmx1 x equation number I where Aman is called coefficient matrix Xnxl is called variable matrix Bmxl is called constant matrix I row interchange Scalar multiplication rows addiction (i) Gaussian elimination. → to solve X To apply elementary row operation to an augmented coefficient matrix such that the matrix can be converted into a upper friangular matrix. 增廣矩陣 -x1+X2+2X3=2 Example 34-12+x3=6 -x1+3×2+4x3=4 -1122 112 3 x x2 = - 34. 3x3 X3 3×1 3-16 Augmented coefficient matrix Step1. definition: -1344 coefficient↓ constant 增廣矩陣 3x1 Step 2. Gaussian elimination (to convert to an upper triangular matrix) x3 3 122 X1-1) -122. L-1 3 4. = 122 7122 027 12 = 0 7123 44. 02 22 1-101 Coefficient constant |- 1-x1+x2+2x3=2 282+783=12 55733-10 Solve X3 X3=2 -x1+(-1)+4=-2 272+14=12 X2=-1 x=1
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Summary: To solve for the linear algebaric equation: (1) elementary row operation ⇒ upper triangular matrix (2) back-substitution 5. Rank of a matrix 12, linear dependence of matrix Definition: Let Vi, Vz ... Vk be k nxl matrices α1, az •ak bek constants, then 線性組合 V = a₁₁ + a2V2 + ... + Akvk is called a linear combination of V, V2.... VK If V=0, Va, az.... ak 710, then V₁, V₂, Cons Vk are "linear dependent" Example V₁=['}] V2= [?] a₁₁ + A₂V₂ = 0 ⇒ a₁ = -2α2, 11 V1, Vz are linearly dep. © It V = 0, Va₁, a 2 ... ako, then V₁, Vz,... Vk are "linear independent" Example v₁= [ 1 ] V₂ = [ 1 ] a₁√ ₁ + A ₂ V ₂ = 0 (i) Rank of a matrix ⇒ α₁ = a₂ = 0, ₁₁ V₁, Vz are linearly independent (Vector) (vector) A mxn matrix can be viewed as m lxn row matrices and n mx1 column matrices Example A = 35 6 5 = 213 -892-4x3 4 row matrix: [356], [145], [213],[892] -0.0.0 3 column matrix: Definition: The maximum number of linearly independent row matrices is called the "rank" of the matrix Example A 517 : 413x3 -324√3×3 (column) 3 row matrix: [312], [517], [634] rank(A)=3 3 row matrix: [111], [213], [324] rank (B) = 2
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Theory: The number of linearly indepent row matrix is equivalent to the number of linearly independent column matrix. In other words, A and AT have the same rank! Example 10066]. 3299 3x4 In terms of row matrix, rank = 2 AQQA 獨立 無關係 = 4 column matrix 4=- 42=6 [j] = «[}] + +9199 C3=-5 44=12 In terms of column matrix, rank = 2 6. Linear Systems: One has m equations, unknowns, then the general expression of the corresponding linear system is given by : Amen Xnxi = Bmx1 equation o↑ {3x+5y + bz = 2 Example -7x-3y-2=10 356 增廣矩陣 and A= [AB] is called augmented matrix +4;9[}}]}[M] 562 (1) A linear system has solutions if only if |rank (A) = rank (Ã) rank (A) + rank (Ã) {x+y=1 1x+y=2 ⇒無解 (ii) If rank (A)-rank(A)=n, then the linear system has precisely one solution By using Gaussian elimination, we can obtain the solution.
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8. Inverse of a matrix k鿽½18`~ (i) definition: Let A be nxn matrix. If there exists an nxn matrix B such that AxB=Bx 可有倒拔 = = = where I is the nxn identity, then A is said to be invertible, and B is said to be the "inverse" of A, denoted as A (ii) Properties: nonsingular essence # (#) +4213x 500 unit 51 © (A")" = A rank (A) = n A nxn is invertible if and only it A has full rank (nunsingular) (A, B) = A *A' Let Anxn Xnx1 = Bnx1 Xnxi is unique if t rank (A)= n A'. A · X = A¹· B ⇒ X = A + B = A exists since x exists (iii) Finding the inverse © Gaussian elimination [AI] elementary Yow operations transforming A into I Simultaneously transforming I into A' for real number: [51]→[17 Example Find the inverse of A= 2 wwwm -30 YA is nonsingular, ii A " exists +5 Applying the Gauss elimination of the augmented [A11]: 其它变成口 13|100 [A11]= 2 2 010 X(-3) *留下对角線, 0 001 | 131100 = ·B X(-1) 0142 0-3-81-30 1×(3) = 113|100 0-1-4 -210x-1 0 -3 -81-30 1 10-1-110 2-10 0 4 X(-1) 00 --3 P.
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有解 (iii) It rank (A) = Yank (Ã) = r < then one has infinately many solutions and one can arbitarily assign values to n-r unknowns to obtain the values of other r variables. Example {x+y+2=3 (奇異(發散) (iv) singular/nonsingular •Amxn is called singular it rank (A)=r<n It rank (A)=n, then we called the matrix has full rank (non-singular) 42x+y+2=5 != [[ } }] rn rank (A) = rank (A) = 2 <3 ct *x+x+x / Let z=1 { x+y=z x=2 n-r=1 C2x+y=4 y=0 →[]=[] 1 independent variable (2) Z 2 dependent variable. →X, Y Let z=2 [x+4=1 x=2 42x+y=3 y=-1 [44] 7. Determinants of matrix = (i) 2x2 matrix The determinant of Auz = Laz azz↓ 1 denoted as det (A) all α12 || = | = 011922-012021 Az azz (ii) 3x3 matrix all 12 13 + t all 12 13 The determinant of x= au azz az is det (A) = | A21 Azz Azz -A31 A32 A33. |a31 32 33 = all 922 923 ✗ A21 A23 Az a12 + α13 1932 0331 2012(降階过程) = all · C11 + α12 · C12 +α13. C 13° where C11, C12, C13 are called the "cofactors" corresponded to a11, a12, a13 respectively
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9. Cramer's Rule (8.1) 10. Homogenous Linear Equations A system of linear equations with n unknowns of X1, X2 TATE Xn is given by: all a12 ain A nxn Xnx1 = Bnx1, where A = az azzazn = 1✗= ani anz ...ann. Xn we know that Xnxi is unique ift A is nonsingular A' exists! ⇒ A+ A•X = A+B ⇒ x= A₁₁ B I We could use the inverse to solve the system. A homogeneous linear system is such that, B-0, and be expressed by: Anxn Xnx₁ = 0 (i) it § is nonsingular (rank (1) r=n) " ⇒ exists! = 10=0← trivial solution (ii) if A is singular (rank (1) ren) There must exist an infinite number of solutions, which are nontrivial solution 非零解 In • arbitarily assign n-r unknowns •obtaining other variables conclusion, for a homogeneous system of linear equations with n unknowns ( Anxn · Xnx₁ = 0): it and only it only the trivial solution exists A is nonsingular (det (9)70, rank (^)=n) a nontrivial solution may exists ift A is singular. (det (A)=0, rank (^)=r<n)
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1 0 -1 | -1 010-12-1 00413-31 0 010 001 2 1 = | 0 I 0-12-1 4 00 = [1 | A'] Using the determinant & cofactors 3,31 q 4 伴隨矩陣 definition: Let A be an nxn matrix. The adjont matrix is the transpose of the matrix of cofactors Corresponding to the elements of A Cin T C11 C12 C11 C 21 Chi adj (A) = Cu Czz Czn C12 C22 Chz LCn₁ Ch₂- Cin Can Chn- If A is invertible, then A== I. adj (1) (i) 2x2 matrix: ail 912 Given that A= A21 Azz. t det (4) ⇒ C₁ = a22, C12=- A21, C21 = -α12, C22=011 then adj (9) = [Cu Cu] = [al - 24 ] = [au Au] (12] -C21 C22 = a22-12 detla) L-az all- + - all 12 13 (iii) 3x3 matrix: Given that A=aa all -921 all azz azz a2z a2z3 021 023 C₁₁ = , 1 C ₁₂ = -| C 13 = 032 033 031 033 / 921 azz 931 932 012 013 all 013 all 012 C21=- Cz₂ = 1 023=- 032 033 931 933 | 031 032 | Pazz C31= 012 013 det (A) 0231 ·[ (32= C12 C22 C32 913023033 all as A21 A231 all 012 1033= azı azz
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(iii) Cofactors and mirror Determinants (15-2££}$) In general, the cofactors of Aij is given by: A 3x3 matrix has 9 cofactors: Cij = (-1). Mij, where Mij is the determinant of the submatrix obtained by deleting i th row and jth column of A. Mij is thus called "minor determinant" Cl = MC12=-M12, C13-M13 C21=-M21, C22-M22, C23=-M23 C31 = M31 C32=-M32 C33= M33 The sign factor can be obtained by this pattern: t t (#) t 3x3 matrix ) In conclusion, det (A) can be obtained by expanding the cofactors along one of the rows (columns). The same approach can be utilized for non matrix. (iv) Properties (Chap. 8.5) det (Amxn) = det(Amxn) √ If any two rows (columns) of Anxn are the same, then det (A) = 0 If all the entries in a row (column) of Anxn are zero, then det (A)=0 √ Proportionals of a row (column): Scalar product to a row (column): Example det 312 613 = 0 456 189 x2 624 ⇒ It A is singular, then det (A)=0 23 456 89 = then det (b) =②x det (!) Note that det (kA) = "det (A) ⑥det (AxB) = det(A)x det (b)
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0λ=-1 (A - λ) k= -4 =0 by Gauss elimination: 20 x -420 [^\² 0 ] 2×) → [* ² 0 ] ⇒ - 4 k tzk₂ = 0 2 000 (iii) Properties If Ann has distinct ev, then their Ⓡ It corresponding nevec. are linearly independent may nik = [ ] not be possible to find n linearly indep evec for an Anxn when some of the eiv, are repeated (tk) -22-3 Example Find the ev. and the corresponding eve of A= 21-6 -2-7 ⇒ det (A-1) = Z 2-3 +λ-6=0 -1-2-λ -1-20 (2-2) (+2) (-2)+12+12-3(+2)+42-12 (-2-1)=0 (-2-1)(12)(-2)+24+92-3+122+24=0 (-2-a)(1a)(-a)†19a+45=0 +2+9 3 27-2x+x-x²+192+45=0 1-5 | X³3+27=-217-45 -2-77212+45=0 x³-3x² x²+1-212-45=0 67-212 673307 (1-5)(x²+67+9)=0 92-45 (3-5)(2+3)=0 01=5: k= (A-AE)K = 2-4 + -72-3 (ⅱ入=5,-3,-3(重根) by Gauss elimination -72-30- k2 =0 2-4 -60 -1-2-5 k3. 1-2-50- 1-2-50 2-4-6 0 1-2-50 -> 0-8-160 --72 (x) 2016 0 9-2-50 0 -160 00 0 0 ·-1-2-5. 20-816 (BOQ)PN) - assign l-indep variable⇒k² = 1 x²) 5+1-242-543=0 -8k2-16k3=0 get other 2-dep variables → k2=21+1=-1 PH
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1. Eigen Value Problem $1 (i) definition: 入 eigen vector Let Anan, a scalars, knxi (column/matrix) If Athen λ is an ev of A I is an e.vec. of A corresponding (ii) solution method: (to find λ and k) "AK = 2K 純量,要完成向量,有辦法相加 to λ ⇒ AB -λE =0 (A-λ1) = 0 homogeneous 保抆矩陣 nxn nxI →持微方程式 To seek for a non-trivial solution for £, we must 7 we have det (A-1)=0, which is a characteristic equation of A (the poly hormial equation of 1") (11-21) is singular) ⇒ The roots of the characteristic epnation of A are the eigen value of A And, by solving the system of equation (A-1) = 0, we can find the solution of k, which is the eigen factor of A corresponding to λ. Example, Find the e.v. and the corresponding even of A = [1 2 3] To find ev. of, we have det (A-1)=0 (A-λ) -5-22-0 det (^-^=) = | 3-1 [^{}] 2-0-2-2 = (-5-2) (2-2)-4=0 FORTR ein of Ath = (a+b)(2+1)=0, λ=-1or-6 To find the corresponding evec,, we solve for |(A-1)=0 07=-6 •入)=1 40 (₤1+2 /2=0) 2/21+4/2 = 0 ) by Gauss elimination 20 2X2 2 = 0 NEXGCH) 000. ⇒ ki+zk2=0 ik [1] [2] [] or
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• (lower triangular) Example 4 Find the Giv, of A = [' +4-[] Find the characteristic equation From the characteristic equation det (A-1) = 3-70 02-20=0 01-2 D 2 -40 (3-2)(2-A)(1-2) = 0 入=31211 in Triangular matrix (or Diagonal matrix) by eigen 恰等於其對角線上的元素 12. Diagonalization 2-1 (eivi application 1) (i) definition: An is called "diagonalizable" if it exists a = ·A·P = D, where ip nonsingular nxn such that PA. P = D needs to (ii) to find P: Dis a diagonal matrix. = 線性獨立 If Anxn has linearly indep. evec (K1, K2 1111 kn) Let nxn [k|kz|| kn], then ·A· = nxn where is the ev. corresponding to ki = D Az is "I " "12 Lain is " " "kn Enxn can diagonalize Anxn 1 proof: nxn = [kilk21 ··· | kn] nxn = ⇒ A.kA. Ckilkz|| kn] = [Ak₁ | Ak₂ | Akn] [1|zk|ankn] = [ki|kz| kn].20 0 A2 00 .... An ] 111 multiplying on the above equation: F k1. K⋅ D = = =
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- © λ=-3 (§*k)→ try to find two linearly indep e,vec, [ 12-3 (A-AI)K= (A-λ1) K = 24-6 1-23 { k2=0k1+2k2-3k3= 0 {assign 2-indep variables get 1-dep variable ⇒(1) let k²-1, k3=1 ⇒ k₁ = 1 # k= [] (ii) let k2=1,k3-2 ⇒ k₁ = 47 kε [j] [ ]*[}] 112=-3 (24k), two e,vec Example 3 Find the eiv. and evec of A = [ } } ] From the characteristic equation 1^1^1^1 | = (1-5)²= 0 24+ 10 +2 + 4 = 0 -172 det (A-1)= 3-74 入=5,5(重根) 24-10入++4=0 23-102+25=0 |λ=53 try to find two linearly indep e,vec (9-2)-[42] []=0 = ⇒ -11 +22=0 719=2k2 Let k₂ = 1, k₁ = 2 ⇒ k = [ 1 ]. not linearly Let k₂ = 2, k₁ = 4 7 k = [ 1 ] ← indep (the same) Let k₂ K=0 We only have 1. e,vec corresponding to入=5(重根)
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Example Diagonalize A = [11] (17-05-15 = 0 入=34入+289-225=0 0=3入+64=6 ⇒ det (A-1)= | 1713 15|=0 x=-342+64=0 (A-1)= -15 51= -15-15 A = 32 = (^-^3) E = [ 15 - 15 ] [ " ]] = 0 --15-15. =0 k1+k2=0,k1=-12 let k₁ =1, k2=-1 15+5 λ=2 = (A-^=) · K = [115 15. (iii) Property: · [12] = [4] =0 11-12-0741-2 let k₁=1,k2=1 [[][] Anxn is diagonalizable if and only if Anxn has n linearly indep evec, even though some repeated e.v. exist. (2-2313-321=0 {^-32 = k₁ = [√] (x=2 =⇒ k²= [1] = 131 Orthogonal Matrix 正交矩陣 垂直 (i) definition: The inner product of two vector x = (x1, x2,... Xn) and y = (y," yn ) is given by : 7. j = X₁₁ +x y z + X nyn Using the same approach, we define that the inner product for two column matrix: Xnx= following way : x⋅y = x². y #x.yt = 3nxn =[xxxzxn]* nx=2, in the Lynnx1 = [141+2+x] 1x We say is orthogonal to y, if x.y = [x₁y, +xzy₂+m+Xnyr] | x₁ =0 * The length (norm) of a column matrix is given ←
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右下角是解答,但我一直算不出來,請幫我解答一下,還有過程
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