40
MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss-Jordan Elimination http://myhome.spu.edu/lauw

MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Embed Size (px)

Citation preview

Page 1: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

MAT 2401Linear Algebra

1.1, 1.2 Part I Gauss-Jordan Elimination

http://myhome.spu.edu/lauw

Page 2: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

HW

Written Homework

Page 3: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Time

Part I may be a bit longer today. Part II will be shorter next time.

Page 4: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Preview

Introduce the Matrix notations. Study the Elementary Row

Operations. Study the Gauss-Jordan Elimination.

Page 5: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Example 1

2 5Solve

4 6

x y

x y

Elimination:

Page 6: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Example 1

2 5Solve

4 6

x y

x y

Elimination: Geometric Meaning

Page 7: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

How many solutions?

Q: Given a system of 2 equations in 2 unknowns, how many solutions are possible?

A:

Page 8: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

How many solutions?

Q: Given a system of 3 equations in 3 unknowns, how many solutions are possible?

A:

Page 9: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

How many solutions?

Q: Given a system of 3 equations in 3 unknowns, how many solutions are possible?

______ System ______ System

Page 10: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Unique Solution

We will focus only on systems of unique solution in part I.

Such systems appear a lot in applications.

Page 11: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Example 2

Elimination:

4

Solve 2 2 5 11

4 6 8 24

x y z

x y z

x y z

Page 12: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Observation 1

Q: Why eliminations are not good?

A:1.2.3.

Page 13: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Observation 2

Compare the 2 systems:

Q: Are the 2 systems the same?

A:

4 4

2 2 5 11 1 , 3 2 4 8

4

6 8 24 ,

2

1 3 3

x y z x y z

x y z

Before Afte

y

r

z

x y z z

Page 14: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Observation 2

Compare the 2 systems:

Q: What do the 2 systems have in common?

A:

4 4

2 2 5 11 1 , 3 2 4 8

4

6 8 24 ,

2

1 3 3

x y z x y z

x y z

Before Afte

y

r

z

x y z z

Page 15: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Observation 2

Compare the 2 systems:

4 4

2 2 5 11 1 , 3 2 4 8

4

6 8 24 ,

2

1 3 3

x y z x y z

x y z

Before Afte

y

r

z

x y z z

Page 16: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Observation 2

Compare the 2 systems:

Q: Which system is easier to solve?

A:

4 4

2 2 5 11 1 , 3 2 4 8

4

6 8 24 ,

2

1 3 3

x y z x y z

x y z

Before Afte

y

r

z

x y z z

Page 17: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Extreme Makeover?

We want a solution method that it is systematic, extendable, and

easy to automate it can transform a complicated

system into a simple system

Page 18: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Extreme Makeover?

We want a solution method that it is systematic, extendable, and

easy to automate it can transform a complicated

system into a simple system

4 4

2 2 5

11 2 4 8

4 6 8 2 3 3

4

x y z x y z

x y z

Before Afte

z

x

r

y

y z z

Page 19: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Extreme Makeover?

We want a solution method that it is systematic, extendable, and

easy to automate it can transform a complicated

system into a simple system

4 4

2 2 5

11 2 4 8

4 6 8 2 3 3

4

x y z x y z

x y z

Before Afte

z

x

r

y

y z z

Page 20: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Extreme Makeover?

We want a solution method that it is systematic, extendable, and

easy to automate it can transform a complicated

system into a simple system

4 1

2 2 5 11 2

4 6 8 2

4

1

x y z x

x y z y

Before After

x y z z

Page 21: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Gauss-Jordan Elimination

4 1

2 2 5 11 2

4 6 8 2

4

1

x y z x

x y z y

Before After

x y z z

Page 22: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Gauss-Jordan Elimination

Before we can describe our systematic solution method, we need the matrix notations.

Page 23: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Essential Information

A system can be represented compactly by a “table” of numbers.

4 6 4 1 6

2 5 1 2 5

x y

x y

Page 24: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Matrix

A matrix is a rectangular array of numbers.

If a matrix has m rows and n columns, then the size of the matrix is said to be mxn.

1 2

1

2

n

m

Page 25: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Example 2

4

2 2 5 11

4 6 8 24

x y z

x y z

x y z

Write down the (Augmented) matrix representation of the given system.

Page 26: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Coefficient Matrix

4

2 2 5 11

4 6 8 24

x y z

x y z

x y z

The left side of the Augmented matrix is called the Coefficient Matrix.

Page 27: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Elementary Row Operations

We can perform the following operations on the matrix

1. Switching 2 rows.2. Multiplying a row by a constant.3. Adding a multiple of one row to another.

Page 28: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Elementary Row Operations

We can perform the following operations on the matrix

1. Switching 2 rows.

44

2 2 5 11 11

4

1 1 1

52 2

6 8 2 84 2464

x y z

x y z

x y z

Page 29: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Elementary Row Operations

We can perform the following operations on the matrix

2. Multiplying a row by a constant.

44

2 2 5 11 11

4

1 1 1

52 2

6 8 2 84 2464

x y z

x y z

x y z

Page 30: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Elementary Row Operations

We can perform the following operations on the matrix

3. Adding a multiple of one row to another.

44

2 2 5 11 11

4

1 1 1

52 2

6 8 2 84 2464

x y z

x y z

x y z

Page 31: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Elementary Row Operations

Theory: We can use the operations to simplify the system without changing the solution.1. Switching 2 rows.2. Multiplying a row by a constant.3. Adding a multiple of one row to another.

Page 32: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Elementary Row Operations

Notations (examples)

1. Switching 2 rows.2. Multiplying a row by a constant.3. Adding a multiple of one row to another.

1 2R R

2 1 23R R R

3 3

1

3R R

Page 33: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Gauss-Jordan Elimination

Main Idea: We want to use elementary row operations to get the matrix into the form (reduced row-echelon form RREF)

1 0 0 *

0 1 0 *

0 0 1 *

Page 34: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Gauss-Jordan Elimination

Main Idea: We want to use elementary row operations to get the matrix into the form (reduced row-echelon form RREF)

The order of creating “0” and “1” is extremely important!

1 0 0 *

0 1 0 *

0 0 1 *

1 2 3

Page 35: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Example 2

1 1 1 4

52 2 11

6 84 24

x

y

z

1 0 0 *

0 1 0 *

0 0 1 *

1 2 3

Page 36: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Remarks

Notice sometimes 2 “parallel” row operations can be done in the same step.

The procedure (algorithm) is designed so that the exact order of creating the “0”s and “1”s is important.

Page 37: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Remarks

Try to avoid fractions!!

Page 38: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

How do I Confirm My Answers?

Page 39: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Example 3

Use Gauss-Jordan Elimination to solve the system.

3 3 1

2 3

2 3 4

x y z

x y z

x y z

Page 40: MAT 2401 Linear Algebra 1.1, 1.2 Part I Gauss- Jordan Elimination

Example 3

x

y

z

3 31 1

31 2 1

32 1 4

1 0 0 *

0 1 0 *

0 0 1 *

1 2 3