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a11 a12
a21 a22
and an 3 3 matrix is
0 0 0
0 0
and 0 0 0
0 0
0 0 0
Another special matrix is the identity matrix, denoted by I, a identity matrix is an matrix whose main diagonal elements are 1, and all
1
1 0
1 0
0 1
and
0 1
0 0
matrices are
0
0
1
x1
x2
for a two-dimensional vector and
x1
x2
x3
for a three dimensional vector. Here the element has only one index
that denotes the row position (Sometimes we use different variable to
denote number in different position such as using
x
y
for a 2-dimensional vector). We use bold lower case, such as v, to
denote a vector.
1.2. Operations on Matrices. Arrange number in rectangular
fashion, as a matrix, itself is not something terribly interesting. The
most important advantage from that kind arrangement is that we can
define matrix addition, multiplication, and scalar multiplication.
Definition 1.1.
(i) Equality: Two matrix A = (aij ) and B = (bij ) are equal
if corresponding elements are equal, i.e. aij = bij .
(ii) Addition: If A = (aij ) and B = (bij ) and the sum of Aand
B is A + B = (cij ) = aij + bij .
(iii) Scalar Product: If A = (aij ) is matrix and k is number(scalar), the kA = (kaij ) is product of k and A.
From the above definition, we see that, to multiply a matrix by
a number k, we simply multiply each of its entries by k; to add two
matrices we just add their corresponding entries; AB = A+(1)B.
Example 1.1. Let
A=
2 3
1 4
and
B=
0 5
3 4
0 5
A+B =
+
3 4
2+0
3+5
2 8
=
=
1 + 3 4 + (4)
2 0
(b)
3A = 3
2 3
1 4
2 3
1 4
6 9
3 12
(c)
4A B =
8 12
4 16
0 5
3 4
8 7
7 20
a
The following fact lists all properties of matrix addition and scalar
product.
Theorem 1.1. Let A, bB, and C be matrices. Let a, b be scalars
(numbers). We have
(1) A + 0 = 0 + A = A, A A = 0;
(2) A + B = B + A (commutativity);
(3) A + (B + C) = (A + B) + C, (ab)A = a(bA) (associativity);
(4) a(A+B) = aA+aB, (a+b)A = aA+bA (distributivity)
When we have a row vector and a column vector with the same
number of elements, we can define the dot product as
Definition 1.2. Dot Product:
y1
x1 x2 and y =
, the
in 2-dimension: Let x =
y2
dot product of x and y is,
x y = x1 y1 + x2 y2
in 3-dimension: Let x =
x1 x2 x3
y1
and y = y2 ,
y3
A=
and
B=
2 3
1 4
0 5
3 4
find AB
Solution
0 5
AB =
3 4
2 (0) + 3 (3)
2 5 + 3 (4)
9 2
=
=
(1) (0) + 4 3 1 5 + 4 (4)
12 21
2 3
1 4
0
product of first row of A, 2 3 and first column of B,
a
3
The following fact gives properties of matrix product,
Theorem 1.2. Let A, B, C be three matrices and r be a scalar,
we have
A(BC) = (AB)C, r(AB) = A(rB) (associativity)
A(B + C) = AB + AC (distributivity)
Notice, in general AB 6= BA, that is for most of the times, AB
is not equal to BA.
Using the matrix notation and matrix product, we can write the
following system of equations
ax1 + bx2 = y1
cx1 + dx2 = y2
as Ax = y with
A=
x1
y1
x=
, and y =
.
x2
y2
a b
c d
A=
a b
c d
1
d b
1
A =
ad bc c d
So if A is invertible, to solve Ax = y, we need to simply multiply
both sides with A-1 , that is
x = A-1 y.
Example 1.3. Solve the system of equation
3x1 4x2
= 2
2x1 + 5x2 = 7
Solution
3 4
A=
,
2 5
x1
2
x =
, and y =
. So in matrix form the system of
x2
7
equation is
3 4
x1
2
=
.
2 5
x2
7
Now the inverse of A is
1
5 4
1
A =
,
3(5) (2)(4) 2 3
so the solution is
1
x = A-1 y =
7
5 4
2 3
2
7
38
7
25
7
3 4 5
A = 2 5 0 ,
1 5 8
x1
2
x = x2 , and y = 7 . So in matrix form the system of
x3
1
equation, Ax = y, is
3 4 5
x1
2
2 5 0 x2 = 7 .
1 5 8
x3
1
It is a little harder to compute the inverse of a 3 3 matrix, we
will use Mathcad to solve the equation. Here is how to do it,
Type A:[Ctrl][M] at a blank area to bring up the matrix
definition screen, put 3 in the both input boxes and click OK,
you will get a 3 3 matrix place holder like
A :=
81
175
81
80
81
Notice, by default, Mathcad will display the results as decimal, you can double click on the result vector to change it
to fraction, after you double click the result you will have a
popup menu such as
C1 + C2 = 1
2C1 C2 = 3
Rewrite the equation in matrix form
1
1 1
C1
=
,
C2
3
2 1
and using Mathcad we find the solution is
C1
3
=
C2
13
a b
c d
a b
= ad bc. For a 3 3
termined of A is defined as |A| =
c d
matrix
a22 a23
a21 a23
a32 a33
a31 a33
a31 a32
a31 a32 a33
In Mathcad , type the vertical bar to bring up the absolute
evaluator | |, put the matrix in the place holder and press = to compute
the determinant. The following screen shot shows an example,
-( 3-1)
1+ 3
1
1
(8+2 3) 2 (8-2 3) 2 ,
2
2
1
1
(8+2 3) 2
(8-2 3) 2
3
3
10
t
Example 2.1.
(1) v(t) =
t2
(2) x = t2
et
1 t3 4t + 5
(3) A(t) =
0
sin(t)
2.1. Arithmetics of vector-valued function.
To add two vector-valued function is to add their corresponding components.
To multiply a vector-valued function by a scalar function to
to multiply each entry by the scalar function.
To multiply a vector(matrix) valued function to another vectorvalued function is same as multiply a matrix with a vector.
The following example illustrate how to add/subtract two vector-valued
functions and how to multiply a vector-valued function by a scalar
function and how to apply a vector-valued function that is matrix to a
vector value function.
2. VECTOR-VALUED FUNCTIONS
11
t
1
2
t
Example 2.2. Suppose v(t) =
, x = t2
3
t 2
et
1 t3 4t + 5
1
2
sin(t) .
A(t) = 0
2
0
1
, and
t
1
2
t
v(t) + x(t) =
+ t2
3
t 2
et
(b)
1
f (t)x(t) = et t2
et
(c)
t+1
==
;
2t2
3
t
t 2+e
et
2
= t et
e2t
1 t3 4t + 5
1
1
0
2
sin(t)
t2
A(t)x(t) ==
2
0
1
et
1 + t2 (t3 4t + 5) + et
2t2 + et sin(t)
=
2 + sin(t)
a
2.2. derivative and integrations of vector-valued functions.
A vector-valued function is continuous if each of its entries
are continuous.
A vector-valued function is differentiable if each of its entries
are differentiable.
If v(t) is an vector-valued function, then the derivative dvdt(t) =
v 0 (t) of v(t) is a vector-valued function whose entries are the
derivative of corresponding entries of v(t). That is to find
derivative of a vector-valued function we just need to find derivative of each of its component.
12
R
The antiderivative v(t) dt of an vector-valued function v(t)
is a vector-valued function whose entries are the antiderivative
of corresponding entries of v(t).
3t2 5
Example 2.3. Find derivative of x(t) =
sin(t)
Solution
dx(t)
d
3t2 5
0
x (t) =
=
=
sin(t)
dt
dt
d
(3t2 5)
dt
d
(sin(t))
dt
6t
cos(t)
3t2 5
sin(t)
Solution
R
R
3t2 5
(3t2 5) dt
R
x(t) dt =
dt =
sin(t)
dt
3
3
sin(t)
t 5t + C1
t 5t
C1
=
=
+
cos(t) + C2
cos(t)
C2
a
Theorem 2.1. Suppose v(t), x(t), A(t) are differentiable vectorvalued functions (A(t) is matrix), and f (t) is differentiable scalar
function. We have,
(1) Sum and Difference rule:
0
- [v(t)
x(t)]0 = v 0 (t)
R
R x (t), R
- v(t) x(t) dt = v(t) dt x(t) dt.
(2) Product rule:
- [f (t)v(t)]0 = f 0 (t)v(t) + f (t)v 0 (t),
- [A(t)x(t)]0 = A0 (t)x(t) + A(t)x0 (t),
Using Mathcad to find derivative or antiderivative of a vectorvalued function using Mathcad , you need to find derivative or antiderivative component wise as shown in the following screen shot,
2. VECTOR-VALUED FUNCTIONS
13
14
Notice:
- Press [Shift][/]to get the derivative operator and press [Ctrl][I]
to get the antiderivative operator.
- To get dx(t)simplif y you type dx(t) and press [Shift][Ctrl][.]
and type the key word simplify in the place holder before .
- To execute symbolically ( operator), just press [Ctrl][.]
3. Linearly independency
3.1. Linearly independency of vectors. Let x1 , x2 , , xn
be n vectors, C1 , C2 , , Cn are n scalars(numbers), the expression
C1 x1 + C2 x2 + + Cn xn
is called a linear combination of vectors x1 , x2 , , xn .
Definition 3.1. n vectors x1 , x2 , , xn is linearly independent
if
C1 x1 + C2 x2 + + Cn xn = 0
leads to C1 = 0, C2 = 0, , Cn = 0.
A set of vectors are linearly dependent if they are not linearly independent.
If 0 is one of x1 , x2 , , xn , then they linearly dependent.
Two nonzero vectors x and y are linearly dependent if and
only if x = sy for some s 6= 0.
n nonzero vectors are linearly independent if one can be represented as linear combination of the others.
Any three or more 2-dimensional vectors (vectors with two
entries) are linear dependent.
Any four or more 3-dimensional(vectors with three entries)
vectors are linear dependent.
To determine if a given set of vectors are linearly independent,
create a matrix so that the row of the matrix are given vectors. Using
Mathcad function rref( ) to find the reduced echelon form of the
matrix, if the result contains one or more rows that are entirely zero
the vectors are linearly dependent, otherwise the vectors are linearly
independent.
3. LINEARLY INDEPENDENCY
15
2
0
= 3 , x2 = 1 , and x3 =
4
4
4
8 , we can form a matrix,
0
2 3 4
A = 0 1 4 ,
4 8 0
apply rref(type rref and in the place holder type A, then press =),
1 0 8
rref (A) = 0 1 4
0 0 0
.
We see that the vectors are linearly dependent as the last row is
entirely zero.
3.2. Linearly independency of functions. We can also define
linearly independency for a group of functions over an given interval [a, b]. Let f1 , f2 , , fn be n functions defined over [a, b],
C1 , C2 , , Cn are n scalars(numbers), the expression
C1 f1 + C2 f2 + + Cn fn
is called a linear combination of functions f1 , f2 , , fn .
Definition 3.2. n functions f1 , f2 , , fn is linearly independent over [a, b]if
(1) C1 f1 + C2 f2 + + Cn fn = 0
for all
atb
leads to C1 = 0, C2 = 0, , Cn = 0.
A set of function are linearly dependent if they are not linearly
independent.
If 0 function is one of f1 , f2 , , fn , then they linearly dependent.
Two nonzero functions f (t) and g(t) are linearly dependent
over [a, b] if and only if f (t) = sg(t) for a constant s 6= 0
and all a t b, for example, f (t) = t and g(t) = 4t
are linearly dependent but f (t) = t and g(t) = 4t2 are not,
even f (0) = 4g(0) and f (1) = 4g(1).
There are exists infinite many functions that are linearly independent. For example the set {1, t, t2 , t3 , , tn , } is
a linearly independent set.
16
Here are some sets of linearly independent functions that we encounter in solving a system of differential equations, assume k1 , k2 , , kn
are different numbers,
-
3. LINEARLY INDEPENDENCY
17
Solution
Choose t1 = 1, t2 = 0, and t3 = 1,
7
3
2
1 6 9
= 50,
20 4
2
so the functions are linearly independent.
Project
At beginning you should enter: Project title, your name, ss#, and
due date in the following format
Project One: Define and Graph Functions
John Doe
SS# 000-00-0000
Due: Mon. Nov. 23rd, 2003
You should format the text region so that the color of text is different
than math expression. You can choose color for text from Format
>Style select normal and click modify, then change the settings for
font. You can do this for headings etc.
18
1
4
1
5
1
Change b a little to b = 1 we get different solu1.1
tion, which component of the new solution change most?
The change of the third component if 10% what is the
percentage change of the most changed component?
Note:
Our definition of condition number is not accurate, the
1
true definition is C(A) =
-1k where k k is a
kAkkA
given norm (metric).
Mathcad provides three functions cond1(A), cond2(A)
and condi(A) in compute condition number for A in
different metric.