Unit-III
Unit-III
Calculus of Matrices
Vectors and their linear combination and generated space. We consider the three
dimensional Euclidian space and denote it by R3 .
Each vector of this space can be represented by its position vector. For example, if
−→
O is the origin and OP is the vector with tail O and head P , where coordinates of
−→
P are (x1 , x2 , x3 ), then OP = x1 î + x2 ĵ + x3 k̂ is completely described by its coordi-
−→
nates (x1 , x2 , x3 ), i.e., all the information about OP is contained in the coordinates
(x1 , x2 , x3 ). Therefore, all the vectors of R3 are represented by their coordinates and
we write
R3 = {(x1 , x2 , x3 ) : x1 , x2 , x3 ∈ R}.
In further discussion, we represent a vector by:
x1
X = x2
x3
since it same as (x1 , x2 , x3 ) in the sense that both the notations give same information
about vector. The vector
x1
X = x2
x3
is also called a column vector or column matrix. Similarly, we can define a row
vector of row matrix by X 0 = [ x1 , x2 , x3 ].
Suppose that
1 1
X1 = 0 , X2 = 1
0 0
Dr. Satish Shukla Differential Calculus 2 of 21
(2) the pivot (first nonzero entry from the left) of any row is always strictly to the
right of the pivot of the row above it.
How to find the rank of a matrix. We use the following two methods of finding
the rank of matrices:
(I). Method of determinants. The rank of a matrix can also be calculated
using determinants. The rank of a matrix is the order of the largest square
submatrix of the given matrix with nonzero determinant. To find this, we
search a submatrix with nonzero determinant, and we start with the largest
possible submatrix of the given matrix. If this largest submatrix has a nonzero
determinant, then the order of the submetrix is the rank of the given matrix.
If the determinant of largest is zero, then we go to the submatrix of order
less than 1 from the largest submetrix, and repeat this process till we get a
submetrix with nonzero determinant.
(II). Method of echelon form. In this method, we first reduce the given metric
into echelon form by applying the elementary transformations, and then, the
number of nonzero rows in the reduced echelon form is the rank of the given
matrix.
cos α sin α
Example 1. Find the rank of the matrix A = .
− sin α cos α
Sol. We start with the highest order minor, i.e., the minor of order 2
cos α sin α
|A| =
− sin α cos α
= cos2 α − − sin2 α
= cos2 α + sin2 α
= 1 6= 0
for all values of α. Thus, the highest order nonzero minor of A is of order 2, and so,
ρ(A) = 2.
Example
2. Find
one nonzero minor of highest order of the matrix A =
1 −2 3
−2 4 −1 , hence find its rank.
−1 2 7
Sol. We start with the highest order minor, i.e., the minor of order 3
1 −2 3
|A| = −2 4 −1
−1 2 7
= 1(28 + 2) + 2(−14 − 1) + 3(−4 + 4)
= 30 − 30 = 0.
Therefore, the highest minor of order 3 is zero. We next consider the second highest
Dr. Satish Shukla Differential Calculus 4 of 21
−2 3
= = 2 − 12 = −10 6= 0.
4 −1
Thus, the highest order nonzero minor of A is of order 2, and so, ρ(A) = 2.
Example
3. In each
case, find the rank of the matrix A =
1 1 1
b+c c+a a+b
bc ca ab
1 1 1
|A| = b+c c+a a+b
bc ca ab
1 0 0
= b+c a−b a−c (applying C2 → C2 − C1 , C3 → C3 − C1 )
bc c(a − b) b(a − c)
a−b a−c
=
c(a − b) b(a − c)
= −(a − b)(b − c)(c − a).
Applying R4 → R4 − R3 , R3 → R3 − R2 ; R2 → R2 − R1 we obtain:
1 4 9 16
2 1 −2 −7
A∼ 2 2 2 2 .
2 2 2 2
Applying R3 → 21 R3 ; R3 ↔ R1 we obtain:
1 1 1 1
2 1 −2 −7
A∼ 1 4
.
9 16
2 2 2 2
The above matrix is in the echelon form, therefore, the rank of matrix A;
Dr. Satish Shukla Differential Calculus 6 of 21
Sol. Applying R1 ↔ R2 :
1 −1 −2 −4
2 3 −1 −1
A∼
3 1 3 −2 .
6 3 0 −7
Applying R2 → R2 − 2R1 , R3 → R3 − 3R1 , R4 → R4 − 6R1 :
1 −1 −2 −4
0 5 3 7
A∼ 0 4 9
.
10
0 9 12 17
Applying R2 → R2 − R3 :
1 −1 −2 −4
0 1 −6 −3
A∼
0 4 9 10 .
0 9 12 17
Applying R3 → R3 − 4R2 , R4 → R4 − 9R2 :
1 −1 −2 −4
0 1 −6 −3
A∼ 0 0 33
.
22
0 0 66 44
Applying R4 → R4 − 2R3 :
1 −1 −2 −4
0 1 −6 −3
A∼
0 0 33 22 .
0 0 0 0
Dr. Satish Shukla Differential Calculus 8 of 21
Example 7. Reduce the matrix into the normal form and find its rank and
nullity:
1 2 3 2
A = 2 3 5 1 .
1 3 4 5
Applying R3 → R3 + R2 :
1 2 3 2
A ∼ 0 −1 −1 −3 .
0 0 0 0
where In is the unit matrix of order n. Now we convert this equation into the form
In = BA by applying a sequence of elementary row operation on equation (1). In
the new equation B is the inverse of A. To find B, we apply same sequence of row
operations on In (of R.H.S. of equation (1)) which we apply on A (of L.H.S. of (1)),
so that In of R.H.S. is converted into B. If we want to apply elementary column
operations we write A = AIn , now we repeat whole process keeping in mind that
the sequence of column operations is now applied to the In .
Example
8. Use elementary
transformations and find the inverse of the matrix
1 1 3
A= 1 3 −3 .
−2 −4 −4
Applying R2 → R2 − R1 , R3 → R3 + 2R1
1 1 3 1 0 0
0 2 −6 = −1 1 0 A.
0 −2 2 2 0 1
Applying R3 → R3 + R2
1 1 3 1 0 0
0 2 −6 = −1 1 0 A.
0 0 −4 1 1 1
Applying R3 → − 41 R3
1 1 3 1 0 0
0 2 −6 = −1 1 0 A.
0 0 1 −1/4 −1/4 −1/4
Applying R2 → 12 R2
1 1 0 7/4 3/4 3/4
0 1 0 = −5/4 −1/4 −3/4 A.
0 0 1 −1/4 −1/4 −1/4
Dr. Satish Shukla Differential Calculus 10 of 21
Applying R1 → R1 − R2
1 0 0 3 1 3/2
0 1 0 = −5/4 −1/4 −3/4 A
0 0 1 −1/4 −1/4 −1/4
3 1 3/2
i.e., I = BA, where B = −5/4 −1/4 −3/4 is the inverse of A.
−1/4 −1/4 −1/4
Example 9. Prove that the points (x1 , y1 ), (x2 , y2 ) and (x3 , y3 ) are collinear if
the rank of the following matrix is less than three and vice-versa:
x 1 y1 1
A = x 2 y2 1 .
x 3 y3 1
Sol. First suppose that the points (x1 , y1 ), (x2 , y2 ) and (x3 , y3 ) are collinear. Then,
we know that the area of triangle formed by these points must be zero, i.e.:
1 x1 y1 1
x2 y2 1 = 0
2 x y 1
3 3
1
=⇒ |A| = 0
2
=⇒ |A| = 0.
Therefore, the minor of highest order 3 is zero, hence rank of A is less than three.
Conversely: Suppose that the rank of A is less than three. Then we know that
the minor of highest order, i.e., |A| must be zero. Hence:
|A| = 0
1
=⇒ |A| = 0
2
1 x 1 y1 1
=⇒ x2 y2 1 = 0.
2 x y 1
3 3
This shows that the points (x1 , y1 ), (x2 , y2 ) and (x3 , y3 ) are collinear.
Exercise (Assignment)
(Q.2) Find the rank and nullity (if defined) of the following matrix:
1 3 4 3
A∼ 3 9 12 3
1 3 4 1
Ans. ρ(A) = 2.
1 1 1
(Q.3) Find the rank and nullity of the matrix A = a b c .
a3 b3 c3
Ans. (i) If a = b = c, then ρ(A) = 1 (ii) if a = b 6= c, then ρ(A) = 2 (iii) if
a 6= b 6= c, but a + b + c = 0, then ρ(A) = 2 (iv) if a 6= b 6= c, but a + b + c 6= 0,
then ρ(A) = 3.
(Q.4) Find the rank and nullity of the matrix for zero and nonzero values of a, b, c
a b c
A = ab bc ca .
a2 b2 c2
Ans. (i) If a = b = c = 0, then ρ(A) = 0 (ii) if any one of a, b, c is zero and
other two are nonzero, then ρ(A) = 2 (iii) if any two of a, b, c are zero and the
remaining one is nonzero, then ρ(A) = 1.
(Q.5) Reduce the matrix into the normal form and find its rank and nullity:
8 1 3 6
A = 0 3 2 2 .
−8 −1 −3 4
Ans. ρ(A) = 2 and nullity is not defined.
(Q.6) Reduce the matrix into the normal form and find its rank:
1 2 −1 4
2 4 3 4
A= 1 2 3 4 .
−1 −2 6 −7
Ans. ρ(A) = 3.
(Q.7) Reduce the matrix into the normal form and find its rank and nullity:
2 3 4 5
3 4 5 6
A= 4
.
5 6 7
9 10 11 12
Ans. ρ(A) = 2.
Dr. Satish Shukla Differential Calculus 12 of 21
(Q.8) Use row (or column) transformation and find the inverse of the matrix:
2 3 4 5 −2 4
(i) A = 4 3 1
(ii) A = −2 1
1 .
1 2 4 4 1 0
−2 4/5 9/5 1 1 −4 6
Ans. (i) A−1 = 3 −4/5 −14/5 (ii) A−1 = −4 16 13 .
−1 1/5 6/5 37 6 13 −1
Then, we follow the following procedure to test the consistency and obtain the
solution of the system (2):
(A) If ρ A B 6= ρ(A), then system is inconsistent, and has no solution.
(B) If ρ A B = ρ(A) = n, then system is consistent, and has a unique solu-
tion.
(C) If ρ A B = ρ(A) < n, then system is consistent, and has infinitely many
solutions with n − ρ(A) independent variables.
Dr. Satish Shukla Differential Calculus 13 of 21
Example 10. Show that the following system is consistent and solve it:
x+y+z = 3
x + 2y + 3z = 4
x + 4y + 9z = 6.
1 1 1 x 3
Sol. Write the system as: AX = B, A = 1 2 3 , X = y , B = 4 .
1 4 9 z 6
Now, augmented matrix will be
1 1 1 3
A B = 1 2 3 4 .
1 4 9 6
Applying R2 → R2 − R1 , R3 → R3 − R1
1 1 1 3
A B ∼ 0 1 2 1 .
0 3 8 3
Dr. Satish Shukla Differential Calculus 14 of 21
Applying R3 → R3 − 3R2
1 1 1 3
A B ∼ 0 1 2 1 .
0 0 2 0
It is the echelon form of the augmented matrix and it is clear that ρ A B =
ρ(A) = 3, which is equal to the number of unknown variables. Therefore, the given
system is consistent and has a unique solution. From the echelon form we have the
equations:
x+y+z = 3
y + 2z = 1
2z = 0.
Therefore, the solution will be:
x = 2, y = 1, z = 0.
It is the echelon form of the augmented matrix and it is clear that ρ A B =
ρ(A) = 2, which is less than the number of unknown variables (3). Therefore, the
given system is consistent and has infinitely many solution. Since n−ρ(A) = 3−2 =
1, so one variable in the given system id independent. From the echelon form we
have two equations:
−x − 49y + 3z = −14
−121y + 11z = −33.
Since one variable is independent, let z = k, then from the above equations we get
7 16 3+k
x= − k, y = , z = k.
11 11 11
Applying R3 → R3 − R2
1 −2 1 −1 −1
A B ∼ 0 6 −5 6 −1 .
0 0 0 0 3
It is the echelon form of the augmented matrix and it is clear that ρ A B =
3 6= ρ(A) = 2. Therefore, the given system is inconsistent and has no solution.
Example 13. Investigate the values of λ and µ so that the equations:
x+y+z = 6
x + 2y + 3z = 10
x + 2y + λz = µ,
have (i) no solution and (ii) a unique solution (iii) an infinite number of solu-
tions.
Dr. Satish Shukla Differential Calculus 16 of 21
1 1 1 x
Sol. Write the system as: AX = B, where A = 1 2 3 , X = y , B =
1 2 λ z
6
10 . Now, augmented matrix will be
µ
1 1 1 6
A B = 1 2 3 10 .
1 2 λ µ
Applying R2 → R2 − R1 , R3 → R3 − R1
1 1 1 6
A B ∼0 1 2 4 .
0 1 λ−1 µ−6
Applying R3 → R3 − R2
1 1 1 6
A B ∼0 1 2 4 .
0 0 λ − 3 µ − 10
It is the echelon form of the augmented matrix. Now, we consider the following
cases:
(i) System has no solution: It is possible only when ρ A B 6= ρ(A), i.e.,
when λ = 3 and µ 6= 10.
(ii) System has a unique solution: It is possible only when ρ A B = ρ(A) =
3, i.e., λ 6= 3 and µ ∈ R.
(iii) System has infinitely many solutions: It is possible only when ρ A B =
ρ(A) < 3, i.e., λ = 3 and µ = 10.
Applying R2 → R2 − R1 , R3 → R3 − R1
1 1 1 1
A B ∼ 0 1 3 k − 1 .
0 3 9 k2 − 1
Applying R3 → R3 − 3R2
1 1 1 1
A B ∼0 1 3 k−1 . (3)
2
0 0 0 k − 3k + 2
The system of equations will have a solution if it is consistent, i.e., if ρ A B =
2
ρ(A), and it is possible
when k − 3k + 2 = 0, i.e., k = 1 or k = 2. In both the
only
cases we have ρ A B = ρ(A) = 2 < 3 (no. of variables). Therefore, in both
the cases we have 3 − 2 = 1 independent variable and infinitely many solutions of
the given system. We consider the following cases:
Case I. If k = 1, then from (3) we have the following equations:
x+y+z = 1
y + 3z = 0.
x = 1 + 2a, y = −3a, z = a.
x+y+z = 1
y + 3z = 1.
x = 2b, y = 1 − 3b, z = b.
Applying R3 → R3 − 2R1
2 −3 6 −5 3
A B ∼ 0 1 −4 1 1 .
0 1 −4 1 k − 6
Applying R3 → R3 − R2
2 −3 6 −5 3
A B ∼ 0 1 −4 1 1 .
0 0 0 0 k−7
The system of equations will have a solution if it is consistent, i.e., if ρ A B =
ρ(A), it is possible only when k − 7 = 0, i.e., k = 7. In this case we have
and
ρ A B = ρ(A) = 2 < 4 (no. of variables). Therefore, we have 4 − 2 = 1
independent variables and infinitely many solutions of the given system. Now, for
k=7, the above system reduces to:
2x − 3y + 6z − 5t = 3
y − 4z + t = 1.
Since two variables are independent, choose z = a and t = b we have the following
solution:
x = 3 + 3a + b, y = 1 + 4a − b, z = a, t = b.
Note that, in the above system all the constant of R.H.S. are zero and such a
system is called the homogeneous system. In matrix form it can be written as
AX = 0, where A is the coefficient matrix and
X isthe variable vector. In such
systems the augmented matrix is A B = A 0 . Note that, in any case the
rank of coefficient matrix A and the rank of augmented matrix A B are equal.
Therefore, homogeneous systems are always consistent and have a solution, namely,
x1 = x2 = · · · = xn = 0 is always a solution of system (4) and it is called the zero
solution or trivial solution.
Note. (A) If ρ(A) = n =number of variables, then system (4) has only the
trivial solution.
(B) If ρ(A) < n =number of variables, then system (4) has a nontrivial solution.
(C) For homogeneous system, we find the rank of only A, not of A B .
Dr. Satish Shukla Differential Calculus 19 of 21
has (i) trivial solution (ii) nontrivial solution. Find the nontrivial solution.
Exercise (Assignment)
(Q.6) Find the values of λ so that the system of equations has non trivial solution
and hence find the non trivial solution:
(λ − 1)x + (3λ + 1)y + 2λz = 0
(λ − 1)x + (4λ − 2)y + (λ + 3)z = 0
2x + (3λ + 1)y + 3(λ − 1)z = 0.
Ans. λ = 0, 1, 3.
(Q.7) Solve the following system of equations completely:
2w + 3x − y − z = 0
4w − 6x − 2y + 2z = 0
−6w + 12x + 3y − 4z = 0.
k1 k2
Ans. w = 2, x= 2, y = k1 , z = k2 .