MIT 18.06(Linear Algebra) L2 Note
1. Mind Map
2. Reading Notes(2.2-2.3)
2.2 The Idea of Elimination
A systematic way to solve linear equations: elimination
- GOAL: produce an upper triangular system
- The system solved from the bottom upwards: back substitution
- Pivot : first nonzero in the row that does the elimination
- Multiplier : (entry to eliminate) divided by (pivot)
Breakdown of Elimination
Failure: The method might ask us to divide by zero.
- Permanent failure with no solution.
- Failure with infinitely many solutions.
- Elimination leads to an equation $0 \neq 0$ (no solution) or 0 = 0 (many solutions)
Success comes with n pivots. But we may have to exchange the n equations.
Three Equations in Three Unknowns
Goal: Forward elimination is complete from A to U.
Elimination from A to U
- Column 1. Use the first equation to create zeros below the first pivot.
- Column2. Use the new equation2 to create zeros below the second pivot.
- Columns 3 to n. Keep going to find all n pivots and the upper triangular U.
2.3 Elimination Using Matrices
Matrices times Vectors and Ax = b
- $Ax=b$
- Ax is a combination of columns of A
- Components of Ax are dot products with rows of A.
The Matrix Form of One Elimination Step
$Ax=b: \begin{bmatrix}2&4&-2 \cr 4&9&-3 \cr -2&-3&7 \end{bmatrix} \begin{bmatrix} -1 \cr 2 \cr 2 \end{bmatrix} =\begin{bmatrix}2 \cr 8 \cr 10 \end{bmatrix}$
- First step: Subtract 2*Row1 from Row2
- Elimination matrix is $E = \begin{bmatrix}1&0&0 \cr -2&1&0 \cr 0&0&1 \end{bmatrix}$
- $b_{new} = Eb$
- $\begin{bmatrix}1&0&0 \cr -2&1&0 \cr 0&0&1 \end{bmatrix} \begin{bmatrix} 2 \cr 8 \cr 10 \end{bmatrix} =\begin{bmatrix}2 \cr 4 \cr 10 \end{bmatrix}$
- $\begin{bmatrix}1&0&0 \cr -2&1&0 \cr 0&0&1 \end{bmatrix} \begin{bmatrix}b_1 \cr b_2 \cr b_3 \end{bmatrix} = \begin{bmatrix}b_1 \cr -2b_1+b_2 \cr b_3 \end{bmatrix}$
- I: identity matrix $\begin{bmatrix}1&0&0 \cr 0&1&0 \cr 0&0&1 \end{bmatrix}$
- E :elementary matrix or elimination matrix
- $E_{ij}$ has extra nonzero entry $-l$ in the i,j position. Then $E_{ij}$ subtracts a multiple $l$ of row j from row i.
- $E_{31} = \begin{bmatrix}1&0&0 \cr 0&1&0 \cr -l&0&1 \end{bmatrix}$
- The purpose of $E_{31}$ **is to produce a zero in the ( 3, 1) position of the matrix.**
- Products and inverses are especially clear for E’s. It is those two ideas that the book will use.
Matrix Multiplication
Q: How do we multiply two matrices?
- $E(Ax) =Eb \quad{also}\quad (EA)x = Eb$
- Associative law is true
- Commutative law is false
- E on the rights acts on the columns of A
- E on the left acts on the rows of A
Matrix multiplication:
$AB = A [b_1,b_2,b_3]=[Ab_1,Ab_2,Ab_3]$
The Matrix $P_{ij}$ for a Row Exchange
Permutation Matrix
- A row exchange is needed when zero is in the pivot position.
$$ \begin{bmatrix}1&0&0 \cr 0&0&1 \cr 0&1&0 \end{bmatrix} \begin{bmatrix}2&4&1 \cr 0&0&3 \cr 0&6&5 \end{bmatrix} = \begin{bmatrix}2&4&1 \cr 0&6&5 \cr 0&0&3 \end{bmatrix} $$
- Row Exchange Matrix $P_{ij}$ is the identity matrix with rows i and j reversed.
The Augmented Matrix
$$ \text{Augmented matrix} [A\quad b] = \begin{bmatrix} 2&4&-1&2 \cr 4&9&-3&4 \cr -2 &-3&7&10 \end{bmatrix} $$