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Linear algebra and differential equations (Math 54): Lecture 8 - PowerPoint PPT Presentation

Linear algebra and differential equations (Math 54): Lecture 8 Vivek Shende February 19, 2019 Hello and welcome to class! Hello and welcome to class! Last time We studied the formal properties of determinants, and how to compute them by row


  1. Another perspective       a b c a b c a b c d e f d e f d e f       g h i g h i g h i + aei − afh − bdi + bfg + cdh − ceg � � � � � � e f d f d e � � � � � � + a − b + c � � � � � � h i g i g h � � � � � � no orange-green one orange-green two orange-green inversions inversions inversions

  2. Minor expansion For a matrix A , I’ll write A � i � j for the matrix formed by omitting row i and column j .

  3. Minor expansion For a matrix A , I’ll write A � i � j for the matrix formed by omitting row i and column j . For example, if   a 11 a 12 a 13 A = a 21 a 22 a 23   a 31 a 32 a 33

  4. Minor expansion For a matrix A , I’ll write A � i � j for the matrix formed by omitting row i and column j . For example, if   a 11 a 12 a 13 A = a 21 a 22 a 23   a 31 a 32 a 33 We have: � � � � � � a 22 a 23 a 21 a 23 a 21 a 22 � � � � � � | A | = a 11 � − a 12 � + a 13 � � � � � � a 32 a 33 a 31 a 33 a 31 a 32 � � � � = a 11 | A � 1 � 1 | − a 12 | A � 1 � 2 | + a 13 | A � 1 � 3 |

  5. Minor expansion More generally, by the same argument, for a square n × n matrix A with entry a i , j in row i and column j ,

  6. Minor expansion More generally, by the same argument, for a square n × n matrix A with entry a i , j in row i and column j , for any k in 1 , . . . , n , there is a minor expansion along the k ’th row n � ( − 1) j + k a kj | A � k � j | | A | = j =1

  7. Minor expansion More generally, by the same argument, for a square n × n matrix A with entry a i , j in row i and column j , for any k in 1 , . . . , n , there is a minor expansion along the k ’th row n � ( − 1) j + k a kj | A � k � j | | A | = j =1 and a minor expansion along the k ’th column n � ( − 1) j + k a jk | A � j � k | | A | = j =1

  8. The sign ( − 1) row + column  + − + − + −  − + − + − +     + − + − + −     − + − + − +     + − + − + −   − + − + − +

  9. Example Compute by minor expansion along the second row: � � 1 2 3 − 1 � � � � 2 0 3 1 � � � � 0 1 − 1 2 � � � � 3 7 8 − 2 � �

  10. Example � � � � � � 1 2 3 − 1 1 2 3 − 1 1 2 3 − 1 � � � � � � � � � � � � 2 0 3 1 2 0 3 1 2 0 3 1 � � � � � � = − 2 + 0 � � � � � � 0 1 − 1 2 0 1 − 1 2 0 1 − 1 2 � � � � � � � � � � � � 3 7 8 − 2 3 7 8 − 2 3 7 8 − 2 � � � � � � � � � � 1 2 3 − 1 1 2 3 − 1 � � � � � � � � 2 0 3 1 2 0 3 1 � � � � − 3 + 1 � � � � 0 1 − 1 2 0 1 − 1 2 � � � � � � � � 3 7 8 − 2 3 7 8 − 2 � � � �

  11. Example � � � � � � � � 2 3 − 1 1 3 − 1 1 2 − 1 1 2 3 � � � � � � � � � � � � � � � � − 2 1 − 1 2 +0 0 − 1 2 − 3 0 1 2 +1 0 1 − 1 � � � � � � � � � � � � � � � � 7 8 − 2 3 8 − 2 3 7 − 2 3 7 8 � � � � � � � �

  12. Example � � � � � � � � 2 3 − 1 1 3 − 1 1 2 − 1 1 2 3 � � � � � � � � � � � � � � � � − 2 1 − 1 2 +0 0 − 1 2 − 3 0 1 2 +1 0 1 − 1 � � � � � � � � � � � � � � � � 7 8 − 2 3 8 − 2 3 7 − 2 3 7 8 � � � � � � � � Now we minor-expand each of these 3 × 3 determinants.

  13. Example � � � � � � � � 2 3 − 1 1 3 − 1 1 2 − 1 1 2 3 � � � � � � � � � � � � � � � � − 2 1 − 1 2 +0 0 − 1 2 − 3 0 1 2 +1 0 1 − 1 � � � � � � � � � � � � � � � � 7 8 − 2 3 8 − 2 3 7 − 2 3 7 8 � � � � � � � � Now we minor-expand each of these 3 × 3 determinants. We’ll use the second row for each (to catch the zero).

  14. Example � � 2 3 − 1 � � � � � � � � 3 − 1 2 − 1 2 3 � � � � � � � � 1 − 1 2 = − 1 � + ( − 1) � − 2 � � � � � � � � 8 − 2 7 − 2 7 8 � � � � � � 7 8 − 2 � � = − 2 − 3 + 10 = 5 � � 1 2 − 1 � � � � � � � � 2 − 1 1 − 1 1 2 � � � � � � � � 0 1 2 = − 0 � + 1 � − 2 � � � � � � � � 7 − 2 3 − 2 3 7 � � � � � � 3 7 − 2 � � = 0 + 1 − 2 = − 1 � � 1 2 3 � � � � � � � � 2 3 1 3 1 2 � � � � � � � � 0 1 − 1 = − 0 � + 1 � − ( − 1) � � � � � � � � 7 8 3 8 3 7 � � � � � � 3 7 8 � � = 0 − 1 + 1 = 0

  15. Example � � � � � � � � 2 3 − 1 1 3 − 1 1 2 − 1 1 2 3 � � � � � � � � � � � � � � � � − 2 1 − 1 2 +0 0 − 1 2 − 3 0 1 2 +1 0 1 − 1 � � � � � � � � � � � � � � � � 7 8 − 2 3 8 − 2 3 7 − 2 3 7 8 � � � � � � � �

  16. Example � � � � � � � � 2 3 − 1 1 3 − 1 1 2 − 1 1 2 3 � � � � � � � � � � � � � � � � − 2 1 − 1 2 +0 0 − 1 2 − 3 0 1 2 +1 0 1 − 1 � � � � � � � � � � � � � � � � 7 8 − 2 3 8 − 2 3 7 − 2 3 7 8 � � � � � � � � ( − 2 × 5) + (0 × ?) + ( − 3 × − 1) + (1 × 0) = − 7

  17. Example � � � � � � � � 2 3 − 1 1 3 − 1 1 2 − 1 1 2 3 � � � � � � � � � � � � � � � � − 2 1 − 1 2 +0 0 − 1 2 − 3 0 1 2 +1 0 1 − 1 � � � � � � � � � � � � � � � � 7 8 − 2 3 8 − 2 3 7 − 2 3 7 8 � � � � � � � � ( − 2 × 5) + (0 × ?) + ( − 3 × − 1) + (1 × 0) = − 7 That’s the same as we got doing this the other way.

  18. Example � � � � � � � � 2 3 − 1 1 3 − 1 1 2 − 1 1 2 3 � � � � � � � � � � � � � � � � − 2 1 − 1 2 +0 0 − 1 2 − 3 0 1 2 +1 0 1 − 1 � � � � � � � � � � � � � � � � 7 8 − 2 3 8 − 2 3 7 − 2 3 7 8 � � � � � � � � ( − 2 × 5) + (0 × ?) + ( − 3 × − 1) + (1 × 0) = − 7 That’s the same as we got doing this the other way. Which was easier?

  19. Try it yourself! Compute by minor expansion the determinant of the matrix.  3 1 2 1  1 − 1 0 2     2 3 1 2   0 1 2 3

  20. A formula for the inverse   a 11 a 12 a 13 A = a 21 a 22 a 23   a 31 a 32 a 33

  21. A formula for the inverse    − A � 2 � 1  a 11 a 12 a 13 A � 1 � 1 A � 3 � 1 A = a 21 a 22 a 23 Adj ( A ) = − A � 1 � 2 A � 2 � 2 − A � 3 � 2     − A � 2 � 3 a 31 a 32 a 33 A � 1 � 3 A � 3 � 3

  22. A formula for the inverse    − A � 2 � 1  a 11 a 12 a 13 A � 1 � 1 A � 3 � 1 A = a 21 a 22 a 23 Adj ( A ) = − A � 1 � 2 A � 2 � 2 − A � 3 � 2     − A � 2 � 3 a 31 a 32 a 33 A � 1 � 3 A � 3 � 3  a 11 A � 1 � 1 − a 12 A � 1 � 2 + a 13 A � 1 � 3 − a 11 A � 2 � 1 + a 12 A � 2 � 2 − a 13 A � 2 � 3 a 11 A � 3 � 1 − a 12 A � 3 � 2 + a 13 A � 3 � 3  A · Adj ( A ) = a 21 A � 1 � 1 − a 22 A � 1 � 2 + a 23 A � 1 � 3 − a 21 A � 2 � 1 + a 22 A � 2 � 2 − a 23 A � 2 � 3 a 21 A � 3 � 1 − a 22 A � 3 � 2 + a 23 A � 3 � 3   a 31 A � 1 � 1 − a 32 A � 1 � 2 + a 33 A � 1 � 3 − a 31 A � 2 � 1 + a 32 A � 2 � 2 − a 33 A � 2 � 3 a 31 A � 3 � 1 − a 32 A � 3 � 2 + a 33 A � 3 � 3

  23. A formula for the inverse    − A � 2 � 1  a 11 a 12 a 13 A � 1 � 1 A � 3 � 1 A = a 21 a 22 a 23 Adj ( A ) = − A � 1 � 2 A � 2 � 2 − A � 3 � 2     − A � 2 � 3 a 31 a 32 a 33 A � 1 � 3 A � 3 � 3  a 11 A � 1 � 1 − a 12 A � 1 � 2 + a 13 A � 1 � 3 − a 11 A � 2 � 1 + a 12 A � 2 � 2 − a 13 A � 2 � 3 a 11 A � 3 � 1 − a 12 A � 3 � 2 + a 13 A � 3 � 3  A · Adj ( A ) = a 21 A � 1 � 1 − a 22 A � 1 � 2 + a 23 A � 1 � 3 − a 21 A � 2 � 1 + a 22 A � 2 � 2 − a 23 A � 2 � 3 a 21 A � 3 � 1 − a 22 A � 3 � 2 + a 23 A � 3 � 3   a 31 A � 1 � 1 − a 32 A � 1 � 2 + a 33 A � 1 � 3 − a 31 A � 2 � 1 + a 32 A � 2 � 2 − a 33 A � 2 � 3 a 31 A � 3 � 1 − a 32 A � 3 � 2 + a 33 A � 3 � 3 The diagonal terms, e.g., a 11 A � 1 � 1 − a 12 A � 1 � 2 + a 13 A � 1 � 3 , are minor expansions of det ( A ).

  24. A formula for the inverse   a 11 a 12 a 13 A = a 21 a 22 a 23   a 31 a 32 a 33

  25. A formula for the inverse    − A � 2 � 1  a 11 a 12 a 13 A � 1 � 1 A � 3 � 1 A = a 21 a 22 a 23 Adj ( A ) = − A � 1 � 2 A � 2 � 2 − A � 3 � 2     − A � 2 � 3 a 31 a 32 a 33 A � 1 � 3 A � 3 � 3 Let’s look at an off-diagonal term of A · Adj ( A ), say a 21 A � 1 � 1 − a 22 A � 1 � 2 + a 23 A � 1 � 3

  26. A formula for the inverse    − A � 2 � 1  a 11 a 12 a 13 A � 1 � 1 A � 3 � 1 A = a 21 a 22 a 23 Adj ( A ) = − A � 1 � 2 A � 2 � 2 − A � 3 � 2     − A � 2 � 3 a 31 a 32 a 33 A � 1 � 3 A � 3 � 3 Let’s look at an off-diagonal term of A · Adj ( A ), say a 21 A � 1 � 1 − a 22 A � 1 � 2 + a 23 A � 1 � 3 Expanding this out from the definition, � � � � � � a 22 a 23 a 21 a 23 a 22 a 23 � � � � � � � − a 22 � + a 23 a 21 � � � � � � a 32 a 33 a 31 a 33 a 32 a 33 � � � �

  27. A formula for the inverse The quantity � � � � � � a 22 a 23 a 21 a 23 a 22 a 23 � � � � � � a 21 � − a 22 � + a 23 � � � � � � a 32 a 33 a 31 a 33 a 32 a 33 � � � �

  28. A formula for the inverse The quantity � � � � � � a 22 a 23 a 21 a 23 a 22 a 23 � � � � � � a 21 � − a 22 � + a 23 � � � � � � a 32 a 33 a 31 a 33 a 32 a 33 � � � � is the minor expansion of the determinant � � a 21 a 22 a 23 � � � � a 21 a 22 a 23 � � � � a 31 a 32 a 33 � �

  29. A formula for the inverse The quantity � � � � � � a 22 a 23 a 21 a 23 a 22 a 23 � � � � � � a 21 � − a 22 � + a 23 � � � � � � a 32 a 33 a 31 a 33 a 32 a 33 � � � � is the minor expansion of the determinant � � a 21 a 22 a 23 � � � � a 21 a 22 a 23 � � � � a 31 a 32 a 33 � � The matrix has a repeated row, so the determinant is zero!

  30. A formula for the inverse The quantity � � � � � � a 22 a 23 a 21 a 23 a 22 a 23 � � � � � � a 21 � − a 22 � + a 23 � � � � � � a 32 a 33 a 31 a 33 a 32 a 33 � � � � is the minor expansion of the determinant � � a 21 a 22 a 23 � � � � a 21 a 22 a 23 � � � � a 31 a 32 a 33 � � The matrix has a repeated row, so the determinant is zero! The same is true for all the off diagonal terms.

  31. A formula for the inverse   a 11 a 12 a 13 A = a 21 a 22 a 23   a 31 a 32 a 33

  32. A formula for the inverse     − A � 2 � 1 a 11 a 12 a 13 A � 1 � 1 A � 3 � 1 A = a 21 a 22 a 23 Adj ( A ) = − A � 1 � 2 A � 2 � 2 − A � 3 � 2     − A � 2 � 3 a 31 a 32 a 33 A � 1 � 3 A � 3 � 3

  33. A formula for the inverse     − A � 2 � 1 a 11 a 12 a 13 A � 1 � 1 A � 3 � 1 A = a 21 a 22 a 23 Adj ( A ) = − A � 1 � 2 A � 2 � 2 − A � 3 � 2     − A � 2 � 3 a 31 a 32 a 33 A � 1 � 3 A � 3 � 3 A · Adj ( A ) = det ( A ) · I = Adj ( A ) · A

  34. A formula for the inverse     − A � 2 � 1 a 11 a 12 a 13 A � 1 � 1 A � 3 � 1 A = a 21 a 22 a 23 Adj ( A ) = − A � 1 � 2 A � 2 � 2 − A � 3 � 2     − A � 2 � 3 a 31 a 32 a 33 A � 1 � 3 A � 3 � 3 A · Adj ( A ) = det ( A ) · I = Adj ( A ) · A This holds for any square matrix A , where Adj ( A ) ij = ( − 1) i + j | A � j � i |

  35. A formula for the inverse     − A � 2 � 1 a 11 a 12 a 13 A � 1 � 1 A � 3 � 1 A = a 21 a 22 a 23 Adj ( A ) = − A � 1 � 2 A � 2 � 2 − A � 3 � 2     − A � 2 � 3 a 31 a 32 a 33 A � 1 � 3 A � 3 � 3 A · Adj ( A ) = det ( A ) · I = Adj ( A ) · A This holds for any square matrix A , where Adj ( A ) ij = ( − 1) i + j | A � j � i | The entry in row i , column j of Adj ( A )

  36. A formula for the inverse     − A � 2 � 1 a 11 a 12 a 13 A � 1 � 1 A � 3 � 1 A = a 21 a 22 a 23 Adj ( A ) = − A � 1 � 2 A � 2 � 2 − A � 3 � 2     − A � 2 � 3 a 31 a 32 a 33 A � 1 � 3 A � 3 � 3 A · Adj ( A ) = det ( A ) · I = Adj ( A ) · A This holds for any square matrix A , where Adj ( A ) ij = ( − 1) i + j | A � j � i | The entry in row i , column j of Adj ( A ) is the determinant of the matrix

  37. A formula for the inverse     − A � 2 � 1 a 11 a 12 a 13 A � 1 � 1 A � 3 � 1 A = a 21 a 22 a 23 Adj ( A ) = − A � 1 � 2 A � 2 � 2 − A � 3 � 2     − A � 2 � 3 a 31 a 32 a 33 A � 1 � 3 A � 3 � 3 A · Adj ( A ) = det ( A ) · I = Adj ( A ) · A This holds for any square matrix A , where Adj ( A ) ij = ( − 1) i + j | A � j � i | The entry in row i , column j of Adj ( A ) is the determinant of the matrix formed by removing column i and row j of A ,

  38. A formula for the inverse     − A � 2 � 1 a 11 a 12 a 13 A � 1 � 1 A � 3 � 1 A = a 21 a 22 a 23 Adj ( A ) = − A � 1 � 2 A � 2 � 2 − A � 3 � 2     − A � 2 � 3 a 31 a 32 a 33 A � 1 � 3 A � 3 � 3 A · Adj ( A ) = det ( A ) · I = Adj ( A ) · A This holds for any square matrix A , where Adj ( A ) ij = ( − 1) i + j | A � j � i | The entry in row i , column j of Adj ( A ) is the determinant of the matrix formed by removing column i and row j of A , times ( − 1) i + j .

  39. Try it yourself! � a � b For the 2 × 2 matrix , determine Adj ( A ), and verify c d A · Adj ( A ) = det ( A ) · I = Adj ( A ) · A

  40. Try it yourself! � a � b For the 2 × 2 matrix , determine Adj ( A ), and verify c d A · Adj ( A ) = det ( A ) · I = Adj ( A ) · A � � − b d Adj ( A ) = − c a

  41. Try it yourself! � a � b For the 2 × 2 matrix , determine Adj ( A ), and verify c d A · Adj ( A ) = det ( A ) · I = Adj ( A ) · A � � − b d Adj ( A ) = − c a � 1 � a � ad − bc � � � � � b d − b − ab + ba 0 · = = ( ad − bc ) c d − c a cd − dc − cb + da 0 1

  42. Cramer’s rule Consider a matrix equation A x = b where A is square.

  43. Cramer’s rule Consider a matrix equation A x = b where A is square. Then det ( A ) · x = ( Adj ( A ) · A ) x = Adj ( A ) · b

  44. Cramer’s rule Consider a matrix equation A x = b where A is square. Then det ( A ) · x = ( Adj ( A ) · A ) x = Adj ( A ) · b Take the i ’th row of the column vector on both sides:

  45. Cramer’s rule Consider a matrix equation A x = b where A is square. Then det ( A ) · x = ( Adj ( A ) · A ) x = Adj ( A ) · b Take the i ’th row of the column vector on both sides: � � ( − 1) i + j | A � j � i | b j det ( A ) · x i = Adj ( A ) ij b j = j j

  46. Cramer’s rule Consider a matrix equation A x = b where A is square. Then det ( A ) · x = ( Adj ( A ) · A ) x = Adj ( A ) · b Take the i ’th row of the column vector on both sides: � � ( − 1) i + j | A � j � i | b j det ( A ) · x i = Adj ( A ) ij b j = j j I.e., the minor expansion along the i ’th column of the determinant

  47. Cramer’s rule Consider a matrix equation A x = b where A is square. Then det ( A ) · x = ( Adj ( A ) · A ) x = Adj ( A ) · b Take the i ’th row of the column vector on both sides: � � ( − 1) i + j | A � j � i | b j det ( A ) · x i = Adj ( A ) ij b j = j j I.e., the minor expansion along the i ’th column of the determinant of the matrix formed by replacing the i ’th column of A by b .

  48. Cramer’s rule Consider a matrix equation A x = b where A is square.

  49. Cramer’s rule Consider a matrix equation A x = b where A is square. Then if det ( A ) � = 0,

  50. Cramer’s rule Consider a matrix equation A x = b where A is square. Then if det ( A ) � = 0, x i = det (replace column i of A by b ) det ( A )

  51. Never use these formulas to compute

  52. Never use these formulas to compute As we saw, taking the determinant of a 4 × 4 matrix by minor expansion was more difficult than by row reduction.

  53. Never use these formulas to compute As we saw, taking the determinant of a 4 × 4 matrix by minor expansion was more difficult than by row reduction. It only gets worse as the size of the matrix grows.

  54. Never use these formulas to compute As we saw, taking the determinant of a 4 × 4 matrix by minor expansion was more difficult than by row reduction. It only gets worse as the size of the matrix grows. Likewise, row reduction beats computing Adj for inverting matrices, and beats Cramer’s rule for solving systems.

  55. Why learn these formulas at all?

  56. Why learn these formulas at all? It’s conceptually satisfying to know that, not only is there a procedure for solving systems or inverting matrices,

  57. Why learn these formulas at all? It’s conceptually satisfying to know that, not only is there a procedure for solving systems or inverting matrices, there’s in fact a closed form formula.

  58. Why learn these formulas at all? It’s conceptually satisfying to know that, not only is there a procedure for solving systems or inverting matrices, there’s in fact a closed form formula. The properties of the formula reveal facts about the solutions.

  59. Integer inverses and solutions Say you have an invertible matrix M with integer entries.

  60. Integer inverses and solutions Say you have an invertible matrix M with integer entries. Does its inverse also have integer entries?

  61. Integer inverses and solutions Say you have an invertible matrix M with integer entries. Does its inverse also have integer entries? It does, if and only det ( M ) = ± 1.

  62. Integer inverses and solutions Say you have an invertible matrix M with integer entries. Does its inverse also have integer entries? It does, if and only det ( M ) = ± 1. Observe det( M ) det( M − 1 ) = det( MM − 1 ) = 1.

  63. Integer inverses and solutions Say you have an invertible matrix M with integer entries. Does its inverse also have integer entries? It does, if and only det ( M ) = ± 1. Observe det( M ) det( M − 1 ) = det( MM − 1 ) = 1. The determinant of an integer matrix is always an integer

  64. Integer inverses and solutions Say you have an invertible matrix M with integer entries. Does its inverse also have integer entries? It does, if and only det ( M ) = ± 1. Observe det( M ) det( M − 1 ) = det( MM − 1 ) = 1. The determinant of an integer matrix is always an integer — it’s made by additions and multiplications. If M − 1 has integer entries,

  65. Integer inverses and solutions Say you have an invertible matrix M with integer entries. Does its inverse also have integer entries? It does, if and only det ( M ) = ± 1. Observe det( M ) det( M − 1 ) = det( MM − 1 ) = 1. The determinant of an integer matrix is always an integer — it’s made by additions and multiplications. If M − 1 has integer entries, then det( M ) and det( M − 1 ) are two integers which multiply to 1,

  66. Integer inverses and solutions Say you have an invertible matrix M with integer entries. Does its inverse also have integer entries? It does, if and only det ( M ) = ± 1. Observe det( M ) det( M − 1 ) = det( MM − 1 ) = 1. The determinant of an integer matrix is always an integer — it’s made by additions and multiplications. If M − 1 has integer entries, then det( M ) and det( M − 1 ) are two integers which multiply to 1, hence both ± 1.

  67. Integer inverses and solutions Say you have an invertible matrix M with integer entries. Does its inverse also have integer entries? It does, if and only det ( M ) = ± 1. Observe det( M ) det( M − 1 ) = det( MM − 1 ) = 1. The determinant of an integer matrix is always an integer — it’s made by additions and multiplications. If M − 1 has integer entries, then det( M ) and det( M − 1 ) are two integers which multiply to 1, hence both ± 1. Similarly, the Adj of an integer matrix is an integer

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