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Linear algebra and differential equations (Math 54): Lecture 1 - PowerPoint PPT Presentation

Linear algebra and differential equations (Math 54): Lecture 1 Vivek Shende January 22, 2019 Hello and welcome to class! I am Vivek Shende I will be teaching you this semester. My office hours 2-4 pm on Friday, 873 Evans hall. Come ask


  1. What will you learn in this class? Concrete procedures for manipulating linear equations Abstract notions capturing and organizing the idea of linearity Many real world examples of linear phenomena, especially in the form of differential equations It will be a lot of work

  2. What will you learn in this class? Concrete procedures for manipulating linear equations Abstract notions capturing and organizing the idea of linearity Many real world examples of linear phenomena, especially in the form of differential equations It will be a lot of work — both in terms of the raw amount of new concepts to process, and correspondingly, in terms of the number of exercises assigned to help you master them (20-30 per week) —

  3. What will you learn in this class? Concrete procedures for manipulating linear equations Abstract notions capturing and organizing the idea of linearity Many real world examples of linear phenomena, especially in the form of differential equations It will be a lot of work — both in terms of the raw amount of new concepts to process, and correspondingly, in terms of the number of exercises assigned to help you master them (20-30 per week) — but you will leave this class equipped with a powerful conceptual framework on which the vast majority of mathematics, science, engineering, etc., depend.

  4. Let’s get to work

  5. Linear equations

  6. Linear equations Example. The equation x + 2 y + 3 z = 6 is linear in x , y , z .

  7. Linear equations Example. The equation x + 2 y + 3 z = 6 is linear in x , y , z . Definition. An equation in variables x 1 , x 2 , . . . , x n is linear if it can be put in the form

  8. Linear equations Example. The equation x + 2 y + 3 z = 6 is linear in x , y , z . Definition. An equation in variables x 1 , x 2 , . . . , x n is linear if it can be put in the form a 1 x 1 + a 2 x 2 + · · · + a n x n = b

  9. Linear equations Example. The equation x + 2 y + 3 z = 6 is linear in x , y , z . Definition. An equation in variables x 1 , x 2 , . . . , x n is linear if it can be put in the form a 1 x 1 + a 2 x 2 + · · · + a n x n = b where a 1 , a 2 , . . . , a n and b do not depend on any of the x i .

  10. Linear equations Example. The equation x + 2 y + 3 z = 6 is linear in x , y , z . Definition. An equation in variables x 1 , x 2 , . . . , x n is linear if it can be put in the form a 1 x 1 + a 2 x 2 + · · · + a n x n = b where a 1 , a 2 , . . . , a n and b do not depend on any of the x i . Usually, the a i and b will just be explicit real or complex numbers.

  11. Linear equations Definition. An equation in variables x 1 , x 2 , . . . , x n is linear if it can be put in the form a 1 x 1 + a 2 x 2 + · · · + a n x n = b where a 1 , a 2 , . . . , a n and b do not depend on any of the x i . Usually, the a i and b will just be explicit real or complex numbers. Nonexample. The equation x 3 = 6 is not linear in x .

  12. Linear equations Definition. An equation in variables x 1 , x 2 , . . . , x n is linear if it can be put in the form a 1 x 1 + a 2 x 2 + · · · + a n x n = b where a 1 , a 2 , . . . , a n and b do not depend on any of the x i . Usually, the a i and b will just be explicit real or complex numbers. Nonexample. The equation x 3 = 6 is not linear in x . You might try writing it as ( x 2 ) x = 6 and pretend x 2 is a coefficient, but this is no good because x 2 depends on x .

  13. Linear equations Definition. An equation in variables x 1 , x 2 , . . . , x n is linear if it can be put in the form a 1 x 1 + a 2 x 2 + · · · + a n x n = b where a 1 , a 2 , . . . , a n and b do not depend on any of the x i . Usually, the a i and b will just be explicit real or complex numbers. Example-nonexample. The equation xy = 1 is “linear in the variable x ”, and it is “linear in the variable y ”, but it is not “linear in the variables x and y ”.

  14. Try it yourself! Which of these equations are linear in x 1 , x 2 , . . . , x n ? ◮ x 1 = 5

  15. Try it yourself! Which of these equations are linear in x 1 , x 2 , . . . , x n ? ◮ x 1 = 5 linear

  16. Try it yourself! Which of these equations are linear in x 1 , x 2 , . . . , x n ? ◮ x 1 = 5 linear ◮ x 1 + x 2 + · · · + x n = 1

  17. Try it yourself! Which of these equations are linear in x 1 , x 2 , . . . , x n ? ◮ x 1 = 5 linear ◮ x 1 + x 2 + · · · + x n = 1 linear

  18. Try it yourself! Which of these equations are linear in x 1 , x 2 , . . . , x n ? ◮ x 1 = 5 linear ◮ x 1 + x 2 + · · · + x n = 1 linear ◮ 4 x 1 + 17 x 2 = − x 3

  19. Try it yourself! Which of these equations are linear in x 1 , x 2 , . . . , x n ? ◮ x 1 = 5 linear ◮ x 1 + x 2 + · · · + x n = 1 linear ◮ 4 x 1 + 17 x 2 = − x 3 linear

  20. Try it yourself! Which of these equations are linear in x 1 , x 2 , . . . , x n ? ◮ x 1 = 5 linear ◮ x 1 + x 2 + · · · + x n = 1 linear ◮ 4 x 1 + 17 x 2 = − x 3 linear ◮ 4 x 1 + 17 x 2 = − x 3 cos( s )

  21. Try it yourself! Which of these equations are linear in x 1 , x 2 , . . . , x n ? ◮ x 1 = 5 linear ◮ x 1 + x 2 + · · · + x n = 1 linear ◮ 4 x 1 + 17 x 2 = − x 3 linear ◮ 4 x 1 + 17 x 2 = − x 3 cos( s ) linear

  22. Try it yourself! Which of these equations are linear in x 1 , x 2 , . . . , x n ? ◮ x 1 = 5 linear ◮ x 1 + x 2 + · · · + x n = 1 linear ◮ 4 x 1 + 17 x 2 = − x 3 linear ◮ 4 x 1 + 17 x 2 = − x 3 cos( s ) linear ◮ x 1 + x 2 + · · · + x n = x 1 x 2 · · · x n

  23. Try it yourself! Which of these equations are linear in x 1 , x 2 , . . . , x n ? ◮ x 1 = 5 linear ◮ x 1 + x 2 + · · · + x n = 1 linear ◮ 4 x 1 + 17 x 2 = − x 3 linear ◮ 4 x 1 + 17 x 2 = − x 3 cos( s ) linear ◮ x 1 + x 2 + · · · + x n = x 1 x 2 · · · x n nonlinear

  24. Try it yourself! Which of these equations are linear in x 1 , x 2 , . . . , x n ? ◮ x 1 = 5 linear ◮ x 1 + x 2 + · · · + x n = 1 linear ◮ 4 x 1 + 17 x 2 = − x 3 linear ◮ 4 x 1 + 17 x 2 = − x 3 cos( s ) linear ◮ x 1 + x 2 + · · · + x n = x 1 x 2 · · · x n nonlinear ◮ x 1 / x 2 = 4

  25. Try it yourself! Which of these equations are linear in x 1 , x 2 , . . . , x n ? ◮ x 1 = 5 linear ◮ x 1 + x 2 + · · · + x n = 1 linear ◮ 4 x 1 + 17 x 2 = − x 3 linear ◮ 4 x 1 + 17 x 2 = − x 3 cos( s ) linear ◮ x 1 + x 2 + · · · + x n = x 1 x 2 · · · x n nonlinear ◮ x 1 / x 2 = 4 I will try not to ask this question on an exam

  26. Try it yourself! Which of these equations are linear in x 1 , x 2 , . . . , x n ? ◮ x 1 = 5 linear ◮ x 1 + x 2 + · · · + x n = 1 linear ◮ 4 x 1 + 17 x 2 = − x 3 linear ◮ 4 x 1 + 17 x 2 = − x 3 cos( s ) linear ◮ x 1 + x 2 + · · · + x n = x 1 x 2 · · · x n nonlinear ◮ x 1 / x 2 = 4 I will try not to ask this question on an exam The equation x 1 / x 2 = 4 is equivalent to the equation x 1 = 4 x 2 , subject to the condition that x 2 � = 0. Depending on the context, one might or might not want to call this linear.

  27. Systems of linear equations Definition. A system of linear equations in x 1 , x 2 , . . . , x n is a finite collection of linear equations in x 1 , x 2 . . . , x n .

  28. Systems of linear equations Definition. A system of linear equations in x 1 , x 2 , . . . , x n is a finite collection of linear equations in x 1 , x 2 . . . , x n . It is helpful to “line up the x ’s” and write such systems in the form a 11 x 1 + a 12 x 2 + · · · + a 1 n x n = b 1 a 21 x 1 + a 22 x 2 + · · · + a 2 n x n = b 2 . . . a m 1 x 1 + a m 2 x 2 + · · · + a mn x n = b m

  29. Systems of linear equations Definition. A system of linear equations in x 1 , x 2 , . . . , x n is a finite collection of linear equations in x 1 , x 2 . . . , x n . It is helpful to “line up the x ’s” and write such systems in the form a 11 x 1 + a 12 x 2 + · · · + a 1 n x n = b 1 a 21 x 1 + a 22 x 2 + · · · + a 2 n x n = b 2 . . . a m 1 x 1 + a m 2 x 2 + · · · + a mn x n = b m We say this is a system of m linear equations in n unknowns.

  30. Systems of linear equations: examples We now have a description for our old friend

  31. Systems of linear equations: examples We now have a description for our old friend x + 2 y + 3 z = 6 x − y + z = 1 2 x + 3 y + 4 z = 9

  32. Systems of linear equations: examples We now have a description for our old friend x + 2 y + 3 z = 6 x − y + z = 1 2 x + 3 y + 4 z = 9 It is a system of 3 linear equations in 3 unknowns (namely x , y , z ).

  33. Systems of linear equations: examples An example of 2 equations in 3 unknowns x + y + z = 0 x + y = 1

  34. Systems of linear equations: examples An example of 2 equations in 3 unknowns x + y + z = 0 x + y = 1 An example of 2 equations in 1 unknown = 1 x x = 2

  35. Solutions of systems of linear equations Definition. The set of solutions to a system of linear equations in x 1 , . . . , x n is the set of all tuples of numbers ( s 1 , . . . , s n ) such that substituting s i for x i gives an identity.

  36. Solutions of systems of linear equations Definition. The set of solutions to a system of linear equations in x 1 , . . . , x n is the set of all tuples of numbers ( s 1 , . . . , s n ) such that substituting s i for x i gives an identity. Examples.

  37. Solutions of systems of linear equations Definition. The set of solutions to a system of linear equations in x 1 , . . . , x n is the set of all tuples of numbers ( s 1 , . . . , s n ) such that substituting s i for x i gives an identity. Examples. ◮ The equation x 1 = 5 has solution set { 5 } .

  38. Solutions of systems of linear equations Definition. The set of solutions to a system of linear equations in x 1 , . . . , x n is the set of all tuples of numbers ( s 1 , . . . , s n ) such that substituting s i for x i gives an identity. Examples. ◮ The equation x 1 = 5 has solution set { 5 } . ◮ The system x 1 = 2 and x 1 + x 2 = 7 has solution set { (2 , 5) } .

  39. Solutions of systems of linear equations Definition. The set of solutions to a system of linear equations in x 1 , . . . , x n is the set of all tuples of numbers ( s 1 , . . . , s n ) such that substituting s i for x i gives an identity. Examples. ◮ The equation x 1 = 5 has solution set { 5 } . ◮ The system x 1 = 2 and x 1 + x 2 = 7 has solution set { (2 , 5) } . ◮ The system x 1 = 2 and x 1 = 7 has the empty solution set.

  40. Solutions of systems of linear equations Definition. The set of solutions to a system of linear equations in x 1 , . . . , x n is the set of all tuples of numbers ( s 1 , . . . , s n ) such that substituting s i for x i gives an identity. Examples. ◮ The equation x 1 = 5 has solution set { 5 } . ◮ The system x 1 = 2 and x 1 + x 2 = 7 has solution set { (2 , 5) } . ◮ The system x 1 = 2 and x 1 = 7 has the empty solution set. ◮ The system x 1 + x 2 = 0 has the solution set { ( s , − s ) } where s takes any value.

  41. Consistency and inconsistency. Definition. A system of linear equations is consistent if it has solutions, and inconsistent otherwise. We saw examples of both consistent and inconsistent systems already. In all the examples so far, there were either 0 , 1, or ∞ solutions. We will learn soon that this is always the case.

  42. Try it yourself! Find all solutions to the following. Is it a consistent system? How many solutions are there? = 1 x = 2 x

  43. Try it yourself! Find all solutions to the following. Is it a consistent system? How many solutions are there? = 1 x = 2 x The solution set is the empty set. The system is inconsistent, with zero solutions.

  44. Try it yourself! Find all solutions to the following. Is it a consistent system? How many solutions are there? x + y + z = 0 x + y = 1

  45. Try it yourself! Find all solutions to the following. Is it a consistent system? How many solutions are there? x + y + z = 0 x + y = 1 The solution set of possible ( x , y , z ) is { ( s , 1 − s , − 1) | any number s } The system is consistent, with infinitely many solutions.

  46. I’ll do one Find the solution set. Is it a consistent system? How many solutions are there? x + 2 y + 3 z = 6 x − y + z = 1 2 x + 3 y + 4 z = 9

  47. Solving a system Here is one way to arrive at the solution. Of the equations, x + 2 y + 3 z = 6 x − y + z = 1 2 x + 3 y + 4 z = 9

  48. Solving a system Here is one way to arrive at the solution. Of the equations, x + 2 y + 3 z = 6 x − y + z = 1 2 x + 3 y + 4 z = 9 we can pick one, say x − y + z = 1,

  49. Solving a system Here is one way to arrive at the solution. Of the equations, x + 2 y + 3 z = 6 x − y + z = 1 2 x + 3 y + 4 z = 9 we can pick one, say x − y + z = 1, and use it to express x in terms of the other variables:

  50. Solving a system Here is one way to arrive at the solution. Of the equations, x + 2 y + 3 z = 6 x − y + z = 1 2 x + 3 y + 4 z = 9 we can pick one, say x − y + z = 1, and use it to express x in terms of the other variables: x = 1 + y − z .

  51. Solving a system Here is one way to arrive at the solution. Of the equations, x + 2 y + 3 z = 6 x − y + z = 1 2 x + 3 y + 4 z = 9 we can pick one, say x − y + z = 1, and use it to express x in terms of the other variables: x = 1 + y − z . Now, we substitute

  52. Solving a system Here is one way to arrive at the solution. Of the equations, x + 2 y + 3 z = 6 x − y + z = 1 2 x + 3 y + 4 z = 9 we can pick one, say x − y + z = 1, and use it to express x in terms of the other variables: x = 1 + y − z . Now, we substitute this back into the other two, giving

  53. Solving a system Here is one way to arrive at the solution. Of the equations, x + 2 y + 3 z = 6 x − y + z = 1 2 x + 3 y + 4 z = 9 we can pick one, say x − y + z = 1, and use it to express x in terms of the other variables: x = 1 + y − z . Now, we substitute this back into the other two, giving (1 + y − z ) + 2 y + 3 z = 6 and 2(1 + y − z ) + 3 y + 4 z = 9

  54. Solving a system These two equations (1 + y − z ) + 2 y + 3 z = 6 and 2(1 + y − z ) + 3 y + 4 z = 9

  55. Solving a system These two equations (1 + y − z ) + 2 y + 3 z = 6 and 2(1 + y − z ) + 3 y + 4 z = 9 simplify into 3 y + 2 z = 5 and 5 y + 2 z = 7

  56. Solving a system These two equations (1 + y − z ) + 2 y + 3 z = 6 and 2(1 + y − z ) + 3 y + 4 z = 9 simplify into 3 y + 2 z = 5 and 5 y + 2 z = 7 We can use the first

  57. Solving a system These two equations (1 + y − z ) + 2 y + 3 z = 6 and 2(1 + y − z ) + 3 y + 4 z = 9 simplify into 3 y + 2 z = 5 and 5 y + 2 z = 7 We can use the first to write z = (5 − 3 y ) / 2,

  58. Solving a system These two equations (1 + y − z ) + 2 y + 3 z = 6 and 2(1 + y − z ) + 3 y + 4 z = 9 simplify into 3 y + 2 z = 5 and 5 y + 2 z = 7 We can use the first to write z = (5 − 3 y ) / 2, and then substitute

  59. Solving a system These two equations (1 + y − z ) + 2 y + 3 z = 6 and 2(1 + y − z ) + 3 y + 4 z = 9 simplify into 3 y + 2 z = 5 and 5 y + 2 z = 7 We can use the first to write z = (5 − 3 y ) / 2, and then substitute this into the second to find 5 y + 2(5 − 3 y ) / 2 = 7,

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