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415 views245 pagesBasic Linear Algebra Second Edition
Uploaded by
Hakimah Husnul HotimahCopyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF or read online on Scribd
/ 245
T. S. Blyth and E. F. Robertson
Basic Linear
Algebra
Second Edition
® Springer Go Springer Undergraduate Mathematics Series Advisory Board
MAJ. Chaplain University of Dundee
K. Erdmann Oxford University
A.MacIntyre Queen Mary, University of London
LCG. Rogers University of Cambridge
E.Silli Oxford University
LE. Toland University of Bath
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‘Worlds Out of Nothing: A Course in the History of Geometry in the 19th Century J. Gray T.S. Blyth and E.F. Robertson
Basic Linear Algebra
Second Edition
6 Springer Professor T.S. Blyth
Professor E.F. Robertson
School of Mathematical Sciences, University of St Andrews, North Haugh,
St Andrews, Fife KY16 9SS, Scotland
(Cover isration elements reproduced by kind permasion of
‘Aptech Systems, Ine, Publishers ofthe GAUSS Mathematica and Statistical Syste, 23804 SE. Kent Kangey Road, Maple Valley, WA $8038,
USA. Tel (206) 482 755 Fax (206) 432-7832 emai nfo@aptech com URL: wrwapech com
American Sutistcal Association: Chance Vol8No |, 1998 atl by KS and KW Heiner Tree Rings ofthe Northern Shuvangunks' page 82fig2
Springer-Verlag: Mathematica in Education and Research Vol 4 lave 31995 arc by Roman E Maeder, Beatie Anvbein and Olver Ghor
‘Wastated Mathematics: Visualization of Matheratcal Object page 9g 1, ongaaly published as «CD ROM ‘lustrted Mathematics by
‘TELOS-1SBN 0.387-1€22 3, Geman edition by Bikhause: ISBN 37643-51004,
Machertia in Education and Research Vol4Isue 31995 aicleby Richard | Gaylord and Katume Nshidate "Trafic Engucring wth Cela
‘Automat’ page 3562. Mathematica in Edcation and Research Val issue? 1998 arte by Michael Trot The Implcization of Tred
Kot page.
‘Mathematica in Education and Research Vol swe 2 1996 article by Lee de Cola ‘Coins, Trees, Bars and Bells: Slaton ofthe Binomial Pro-
ces page 19g Mathematica in Education and Research VolS Tuue 21996 atl by Richard Gaylord and Kame Nishida "Contagious
‘Spreading’ page 38g. Mathematica an Education and Rescarch Vol § [sue 2 1996 aie by Joe Buhler and Stan Wagon ‘Sectts of the
‘Madelung Constant page 50g
British Library Catalogui
‘Accatalogue record for this book is available from the British Library
Library of Congress Cataloging-in-Publication Data
Blyth, 7. (Thomas Scott)
Basic linear algebra / T.S. Blyth and E.F. Robertson. - 2nd ed.
. cm. ~ (Springer undergraduate mathematics series)
Includes index.
ISBN 1-85233-662'5 (alk. paper)
Algebras, Linear. I. Robertson, EF I Title. 1. Series.
QA184.2 .B58 2002
si2'5—deat 2002070836
‘Apart from any fair dealing for the purposes of research or private study, or criticism or review, as permitted
under the Copyright, Designs and Patents Act 1988, this publication may only be reproduced, stored or
transmitted, in any form or by any means, with the prior permission in writing ofthe publishers, or inthe case of
reprographic reproduction in accordance with the terms of licences issued by the Copyright Licensing Agency.
Enquiries concerning reproduction outside those terms should be sent tothe publishers.
Springer Undergraduate Mathematics Series ISSN 1615-2085
ISBN 1-85253-662-5 2nd edition
ISBN 3-540-76122-5 Ist edition
‘Springer Science +Business Media
springeronline.com
© Springer-Verlag London Limited 2002
Printed in Great Britain
4th printing 2007
‘The use of registered names, trademarks etc. in this publication does not imply, even in the absence ofa specific
statement, that such names are exempt from the relevant laws and regulations and therefore free for general use,
‘The publisher makes no representation, express or implied, with regard to the accuracy of the information
contained in this book and cannot accept any legal responsibility or liability for any errors or omissions that may
be made.
‘Typesetting: Camera ready by the authors
Printed and bound atthe Athenaum Press Ltd., Gateshead, Tyne & Wear
12/3830-543 Printed on acid-free paper Preface
The word ‘basic’ in the title of this text could be substituted by ‘elementary’ or by
‘an introduction to’; such are the contents. We have chosen the word ‘basic’ in order
to emphasise our objective, which is to provide in a reasonably compact and readable
form a rigorous first course that covers all of the material on linear algebra to which
every student of mathematics should be exposed at an early stage.
By developing the algebra of matrices before proceeding to the abstract notion of
a vector space, we present the pedagogical progression as a smooth transition from
the computational to the general, from the concrete to the abstract. In so doing we
have included more than 125 illustrative and worked examples, these being presented
immediately following definitions and new results. We have also included more
than 300 exercises. In order to consolidate the student's understanding, many of
these appear strategically placed throughout the text. They are ideal for self-tutorial
purposes. Supplementary exercises are grouped at the end of each chapter. Many of
these are ‘cumulative’ in the sense that they require a knowledge of material covered
in previous chapters. Solutions to the exercises are provided at the conclusion of the
text.
In preparing this second edition we decided to take the opportunity of including,
as in our companion volume Further Linear Algebra in this series, a chapter that
gives a brief introduction to the use of MAPLE! in dealing with numerical and alge-
braic problems in linear algebra. We have also included some additional exercises
at the end of each chapter. No solutions are provided for these as they are intended
for assignment purposes.
TSB. EER.
TMAPLE™ is a registered trademark of Waterloo Maple Inc., $7 Erb Street West, Waterloo, Ontario,
Canada, N2L6C2._ www.maplesoft.com Foreword
The early development of matrices on the one hand, and linear spaces on the other,
was occasioned by the need to solve specific problems, not only in mathematics but
also in other branches of science. It is fair to say that the first known example of
matrix methods is in the text Nine Chapters of the Mathematical Art written during
the Han Dynasty. Here the following problem is considered:
There are three types of corn, of which three bundles of the first, two bundles
of the second, and one of the third make 39 measures. Two of the first, three of the
second, and one of the third make 34 measures. And one of the first, two of the
second, and three of the third make 26 measures. How many measures of corn are
contained in one bundle of each type?
In considering this problem the author, writing in 200BC, does something that is
quite remarkable. He sets up the coefficients of the system of threc linear equations
in three unknowns as a table on a ‘counting board’
Rone
Reuwn
Sanu
2 3
and instructs the reader to multiply the middle column by 3 and subtract the right
column as many times as possible. The same instruction applied in respect of the
first column gives
one
uo
3
2
1
39 24 39
Next, the leftmost column is multiplied by 5 and the middle column subtracted from vil Basic Linear Algebra
it as many times as possible, giving
003
052
3611
99 24 39
from which the solution can now be found for the third type of corn, then for the
second and finally the first by back substitution. This method, now sometimes known
as gaussian elimination, would not become well-known until the 19th Century.
‘The idea of a determinant first appeared in Japan in 1683 when Seki published his
Method of solving the dissimulated problems which contains matrix methods written
as tables like the Chinese method described above. Using his ‘determinants’ (he had
no word for them), Seki was able to compute the determinants of 5 x 5 matrices
and apply his techniques to the solution of equations. Somewhat remarkably, also in
1683, Leibniz explained in a letter to de I’ Hépital that the system of equations
10 + Nx + y= 0
20 + 21x + 22y = 0
30 + 31x + 32y=0
has a solution if
10.21.32 + 11.22.30 + 12.20.31 = 10.22.31 + 11.20.32 + 12.21.30.
Bearing in mind that Leibniz was not using numerical coefficients but rather
two characters, the first marking in which equation it occurs, the second marking
which letter it belongs to
we see that the above condition is precisely the condition that the coefficient matrix
has determinant 0. Nowadays we might write, for example, a2, for 21 in the above.
‘The concept of a vector can be traced to the beginning of the 19th Century in the
work of Bolzano. In 1804 he published Betrachtungen iiber einige Gegensttinde der
Elementargeometrie in which he considers points, lines and planes as undefined ob-
jects and introduces operations on them. This was an important step in the axiomati-
sation of geometry and an early move towards the necessary abstraction required for
the later development of the concept of a linear space. The first axiomatic definition
of a linear space was provided by Peano in 1888 when he published Calcolo geo-
metrico secondo l'Ausdehnungslehre de H. Grassmann preceduto dalle operazioni
della logica deduttiva, Peano credits the work of Leibniz, Mébius, Grassmann and
Hamilton as having provided him with the ideas which led to his formal calculus.
In this remarkable book, Peano introduces what subsequently took a long time to
become standard notation for basic set theory. Foreword ix
Peano’s axioms for a linear space are
1. a=bifand only ifb = a, ifa = band b= c thena=c.
2. The sum of two objects a and b is defined, i.e. an object is defined denoted by
a + b, also belonging to the system, which satisfies
Ifa= bthenatc=b+c,atb=b+a,a+(b+c) = (a+b) +c, and the common
value of the last equality is denoted bya +b +c.
3. If a is an object of the system and m a positive integer, then we understand by
ma the sum of m objects equal to a. It is easy to see that for objects a,b, ... of the
system and positive integers m,n,... one has
If a= b then ma = mb, m(a + b) = ma + mb, (m + n)a = ma + na, m(na) = mna,
la=a,
We suppose that for any real number m the notation ma has a meaning such that the
preceding equations are valid.
Peano also postulated the existence of a zero object 0 and used the notation a —b
for a + (-b). By introducing the notions of dependent and independent objects, he
defined the notion of dimension, showed that finite-dimensional spaces have a basis
and gave examples of infinite-dimensional linear spaces.
If one considers only functions of degree n, then these functions form a linear
system with n+ 1 dimensions, the entire functions of arbitrary degree form a linear
system with infinitely many dimensions,
Peano also introduced linear operators on a linear space and showed that by using
coordinates one obtains a matrix.
With the passage of time, much concrete has set on these foundations. Tech-
niques and notation have become more refined and the range of applications greatly
enlarged. Nowadays Linear Algebra, comprising matrices and vector spaces, plays
a major réle in the mathematical curriculum. Notwithstanding the fact that many im-
portant and powerful computer packages exist to solve problems in linear algebra,
it is our contention that a sound knowledge of the basic concepts and techniques is
essential. Preface
Foreword
The Algebra of Matrices
Some Applications of Matrices
Systems of Linear Equations
Invertible Matrices
Vector Spaces
Linear Mappings
‘The Matrix Connection
Determinants
Eigenvalues and Eigenvectors
The Minimum Polynomial
Computer Assistance
Solutions to the Exercises
Index
Contents I
The Algebra of Matrices
If m and n are positive integers then by a matrix of size m by n, or an m x n matrix,
we shall mean a rectangular array consisting of mn numbers in a boxed display con-
sisting of m rows and n columns. Simple examples of such objects are the following:
12
size 1x5: [109 876] wera fi
56
1234 0
: p23 45 :
size 4x42 13456 wtf
4567
In general we shall display an m x n matrix as
Fn Fn *3
Xa X22 X23
Ay X32 X33 +++ X3n]
Xm m2 Xm3 +++ %
© Note that the first suffix gives the number of the row and the second suffix that
of the column, so that x,; appears at the intersection of the i-th row and the
j-th column.
‘We shall often find it convenient to abbreviate the above display to simply
[xglmxn
and refer to xy as the (i, j)+th element or the (i, j)-th entry of the matrix.
© Thus the expression X = [2ijJmxn Will be taken to mean that ‘X is the m x n
matrix whose (i, j)-th element is x,;’. 2 Basic Linear Algebra
Example 1.1
Pr.
The 3 x 3 matrix X = : 2 231 can be expressed as X = [xj}sx3 where xy = 2.
337 3
Example 1.2
aaa
The 3 x 3matrixX = |0 a a! can be expressed as X = [xj]}.3 where
00a
_ fa ifisis
“4 10 otherwise.
Example 1.3
The n x n matrix
1
e
X=/e
ene’
can be expressed a5 X = [xij]aca where
_ fet ifiay;
*5~ 10 otherwise.
EXERCISES
1.1 Write out the 3 x 3 matrix whose entries are given by xy =itj.
1.2 Write out the 3 x 3 matrix whose entries are given by
_ { 1 ifi+jiseven;
x=
‘T™ (0 otherwise.
1.3 Write out the 3 x 3 matrix whose entries are given by x,; = (-1)"7.
1.4 Write out the n x n matrix whose entries are given by
-l ifi>;
mye} 0 fis;
1 ific
