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1 Linear Equations in Linear Algebra 1.4 THE MATRIX EQUATION Ax  b © 2012 Pearson Education, Inc. MATRIX EQUATION Ax  b  Definition: If A is an m  n matrix, with columns a1, n …, an, and if x is in , then the product of A and x, denoted by Ax, is the linear combination of the columns of A using the corresponding entries in x as weights; that is, Ax   a1 a 2  x1  x  2  a n    x1a1  x2a 2  ...  xna n .   x   n  Ax is defined only if the number of columns of A equals the number of entries in x. © 2012 Pearson Education, Inc. Slide 1.4- 2 MATRIX EQUATION Ax  b m  Example 1: For v1, v2, v3 in , write the linear combination 3v1  5v 2  7v3 as a matrix times a vector.  Solution: Place v1, v2, v3 into the columns of a matrix A and place the weights 3, 5 , and 7 into a vector x.  That is, 3v1  5v 2  7v3   v1 © 2012 Pearson Education, Inc. v2  3 v3   5  Ax .    7  Slide 1.4- 3 MATRIX EQUATION Ax  b  Now, write the system of linear equations as a vector equation involving a linear combination of vectors.  For example, the following system x1  2 x2  x3  4 ----(1) 5 x2  3x3  1 is equivalent to  1  2  1  4 x1    x2    x3     . 0  5  3  1 © 2012 Pearson Education, Inc. ----(2) Slide 1.4- 4 MATRIX EQUATION Ax  b  As in the given example (1), the linear combination on the left side is a matrix times a vector, so that (2) becomes  x1   1 2 1    4  0 5 3  x2    1.   x    3  ----(3)  Equation (3) has the form Ax  b. Such an equation is called a matrix equation. © 2012 Pearson Education, Inc. Slide 1.4- 5 MATRIX EQUATION Ax  b  Theorem 3: If A is an m  n matrix, with columns m a1, …, an, and if b is in , then the matrix equation Ax  b has the same solution set as the vector equation x1a1  x2a 2  ...  xn an  b , which, in turn, has the same solution set as the system of linear equations whose augmented matrix is a n b.  a1 a 2 © 2012 Pearson Education, Inc. Slide 1.4- 6 EXISTENCE OF SOLUTIONS  The equation Ax  b has a solution if and only if b  is a linear combination of the columns of A. Theorem 4: Let A be an m  n matrix. Then the following statements are logically equivalent. That is, for a particular A, either they are all true statements or they are all false. m a. For each b in , the equation Ax  b has a solution. b. Each b in m is a linear combination of the columns of A. m c. The columns of A span . d. A has a pivot position in every row. © 2012 Pearson Education, Inc. Slide 1.4- 7 PROOF OF THEOREM 4  Statements (a), (b), and (c) are logically equivalent.  So, it suffices to show (for an arbitrary matrix A) that (a) and (d) are either both true or false.  Let U be an echelon form of A. m  Given b in , we can row reduce the augmented matrix  A b to an augmented matrix U d  for m some d in : A b ... U d  If statement (d) is true, then each row of U contains a pivot position, and there can be no pivot in the augmented column. © 2012 Pearson Education, Inc. Slide 1.4- 8 PROOF OF THEOREM 4 So Ax  b has a solution for any b, and (a) is true. If (d) is false, then the last row of U is all zeros. Let d be any vector with a 1 in its last entry. Then U d  represents an inconsistent system. Since row operations are reversible, U d  can be transformed into the form  A b.  The new system Ax  b is also inconsistent, and (a) is false.      © 2012 Pearson Education, Inc. Slide 1.4- 9 COMPUTATION OF Ax 3 4  2    Example 2: Compute Ax, where A  1 5 3    x1   6 2 8   and x  x2 .    x3   Solution: From the definition, 3 4   x1   2  2  3  4  1 5 3  x   x  1  x  5  x  3   2 1  2   3    6 2 8  x3   6   2  8 © 2012 Pearson Education, Inc. Slide 1.4- 10 COMPUTATION OF Ax  2 x1   3x2   4 x3     x1    5 x2    3x3  ---(1)        6 x1   2 x2   8 x3   2 x1  3x2  4 x3     x1  5 x2  3x3     6 x1  2 x2  8 x3 .  The first entry in the product Ax is a sum of products (a dot product), using the first row of A and the entries in x. © 2012 Pearson Education, Inc. Slide 1.4- 11 COMPUTATION OF Ax  2 3 4   x1   2 x1  3x2  4 x3   x    .  That is,    2      x3     Similarly, the second entry in Ax can be calculated by multiplying the entries in the second row of A by the corresponding entries in x and then summing the resulting products.    x1     1 5 3  x     x  5 x  3x  2 3   2  1     x3    © 2012 Pearson Education, Inc. Slide 1.4- 12 ROW-VECTOR RULE FOR COMPUTING Ax  Likewise, the third entry in Ax can be calculated from the third row of A and the entries in x.  If the product Ax is defined, then the ith entry in Ax is the sum of the products of corresponding entries from row i of A and from the vertex x.  The matrix with 1s on the diagonal and 0s elsewhere is called an identity matrix and is denoted by I.  1 0 0  For example,  0 1 0  is an identity matrix.   0 0 1 © 2012 Pearson Education, Inc. Slide 1.4- 13 PROPERTIES OF THE MATRIX-VECTOR PRODUCT Ax    Theorem 5: If A is an m  n matrix, u and v are n vectors in , and c is a scalar, then a. A(u  v)  Au  Av; b. A(cu)  c( Au). Proof: For simplicity, take n  3 , A  a1 a 2 a 3 , 3 and u, v in . For i  1,2,3, let ui and vi be the ith entries in u and v, respectively. © 2012 Pearson Education, Inc. Slide 1.4- 14 PROPERTIES OF THE MATRIX-VECTOR PRODUCT Ax  To prove statement (a), compute A(u  v) as a linear combination of the columns of A using the entries in u  v as weights. A(u  v)   a1 a 2  u1  v1  a 3  u2  v2     u3  v3  Entries in  (u1  v1 )a1  (u2  v2 )a 2  (u3  v3 )a 3 uv Columns of A  (u1a1  u2a 2  u3a 3 )  (v1a1  v2a 2  v3a 3 )  Au  Av © 2012 Pearson Education, Inc. Slide 1.4- 15 PROPERTIES OF THE MATRIX-VECTOR PRODUCT Ax  To prove statement (b), compute A(cu) as a linear combination of the columns of A using the entries in cu as weights.  cu1  A(cu)   a1 a 2 a 3  cu2   (cu1 )a1  (cu2 )a 2  (cu3 )a 3    cu3   c(u1a1 )  c(u2a 2 )  c(u3a 3 )  c(u1a1  u2a 2  u3a 3 )  c( Au) © 2012 Pearson Education, Inc. Slide 1.4- 16