Upload
jason-aubrey
View
1.887
Download
3
Embed Size (px)
DESCRIPTION
My lecture notes for Section 4-6 of Barnett Finite Mathematics.
Citation preview
university-logo
Matrix EquationsMatrix Equations and Systems of Linear Equations
Application
Math 1300 Finite MathematicsSection 4.6 Matrix Equations and Systems of Linear
Equations
Jason Aubrey
Department of MathematicsUniversity of Missouri
Jason Aubrey Math 1300 Finite Mathematics
university-logo
Matrix EquationsMatrix Equations and Systems of Linear Equations
Application
Solving a Matrix Equation
Suppose we have an n × n matrix A and an n × 1 columnmatrices B and X . If A is invertible, then we can solve theequation
AX = B
as follows
AX = B
A−1(AX ) = A−1B multiply both sides by A−1 on the left
(A−1A)X = A−1B matrix multiplication is associative
IX = A−1B A−1A = I
X = A−1B
Jason Aubrey Math 1300 Finite Mathematics
university-logo
Matrix EquationsMatrix Equations and Systems of Linear Equations
Application
Using Inverses to Solve Systems of Equations
Example: Use matrix inverse methods to solve the system:
x1 − x2 + x3 = 12x2 − x3 = 1
2x1 + 3x2+0x3 = 1
First, we write this as a matrix equation:1 −1 10 2 −12 3 0
︸ ︷︷ ︸
A
x1x2x3
︸ ︷︷ ︸
X
=
111
︸︷︷︸
B
Jason Aubrey Math 1300 Finite Mathematics
university-logo
Matrix EquationsMatrix Equations and Systems of Linear Equations
Application
So we have a matrix equation
AX = B
To solve this equation, we find A−1:1 −1 10 2 −12 3 0
∣∣∣∣∣∣1 0 00 1 00 0 1
→ · · · →︸ ︷︷ ︸Row Operations
1 0 00 1 00 0 1
∣∣∣∣∣∣3 3 −1−2 −2 1−4 −5 2
Therefore,
A−1 =
3 3 −1−2 −2 1−4 −5 2
Jason Aubrey Math 1300 Finite Mathematics
university-logo
Matrix EquationsMatrix Equations and Systems of Linear Equations
Application
We know that X = A−1B, sox1x2x3
︸ ︷︷ ︸
X
=
3 3 −1−2 −2 1−4 −5 2
︸ ︷︷ ︸
A−1
111
︸︷︷︸
B
=
5−3−7
So, we conclude that
x1 = 5x2 = −3x3 = −7
Jason Aubrey Math 1300 Finite Mathematics
university-logo
Matrix EquationsMatrix Equations and Systems of Linear Equations
Application
Using Inverse Methods to Solve Systems of Equations
If the number of equations in a system equals the number ofvariables and the coeffiecient matrix has an inverse, then thesystem will always have a unique solution that can be found byusing the inverse of the coefficient matrix to solve thecorresponding matrix equation.
Matrix Equation SolutionAX = B X = A−1B
Jason Aubrey Math 1300 Finite Mathematics
university-logo
Matrix EquationsMatrix Equations and Systems of Linear Equations
Application
Insight. . .There are two cases where inverse methods will not work:
Case 1. If the coefficient matrix is singular.
Case 2. If the number of variables is not the same as thenumber of equations.
In either case, use Guass-Jordan elimination.
Jason Aubrey Math 1300 Finite Mathematics
university-logo
Matrix EquationsMatrix Equations and Systems of Linear Equations
Application
Example: An investment advisor currently has two types ofinvestments available for clients: a conservative investment A thatpays 10% per year and investment B of higher risk that pays 20% peryear. Clients may divide their investments between the two to achieveany total return desired between 10% and 20%. However, the higherthe desired return, the higher the risk. How should each client listedin the table invest to achieve the desired return?
1 2 3 kTotal Investment $20,000 $50,000 $10,000 k1
Annual Return Desired $2,400 $7,500 $1,300 k2
The answer to this problem involves six quantities, two for each client.We will solve this problem for an arbitrary client k with unspecifiedamounts k1 for total investment and k2 for annual return.
Jason Aubrey Math 1300 Finite Mathematics
university-logo
Matrix EquationsMatrix Equations and Systems of Linear Equations
Application
Let
x1 = amount invested in A by a given clientx2 = amount invested in B by a given client
Then we have the following mathematical model:
x1 + x2 = k1 total invested0.1x1 + 0.2x2 = k2 Total annual return desired
Write as a matrix equation:[1 1
0.1 0.2
]︸ ︷︷ ︸
A
[x1x2
]︸︷︷︸
X
=
[k1k2
]︸︷︷︸
B
Jason Aubrey Math 1300 Finite Mathematics
university-logo
Matrix EquationsMatrix Equations and Systems of Linear Equations
Application
If A−1 exists, then X = A−1B. So, we find A−1:[1 1
0.1 0.2
∣∣∣∣1 00 1
]→ · · · →︸ ︷︷ ︸
Row Operations
[1 00 1
∣∣∣∣ 2 −10−1 10
]
Thus
A−1 =
[2 −10−1 10
]
Jason Aubrey Math 1300 Finite Mathematics
university-logo
Matrix EquationsMatrix Equations and Systems of Linear Equations
Application
Therefore, [x1x2
]︸︷︷︸
X
=
[2 −10−1 10
]︸ ︷︷ ︸
A−1
[k1k2
]︸︷︷︸
B
To solve each client’s problem, we replace k1 and k2 withappropriate values from the table and multiply by A−1:[
x1x2
]=
[2 −10−1 10
] [20,0002,400
]︸ ︷︷ ︸
Client 1
=
[16,0004,000
]
Solution: x1 = $16,000 in investment A,x2 = $4,000 in investment B
Jason Aubrey Math 1300 Finite Mathematics
university-logo
Matrix EquationsMatrix Equations and Systems of Linear Equations
Application
[x1x2
]=
[2 −10−1 10
] [50,0007,500
]︸ ︷︷ ︸
Client 2
=
[25,00025,000
]
Solution: x1 = $25,000 in investment A,x2 = $25,000 in investment B[
x1x2
]=
[2 −10−1 10
] [10,0001,300
]︸ ︷︷ ︸
Client 2
=
[7,0003,000
]
Solution: x1 = $7,000 in investment A,x2 = $3,000 in investment B
Jason Aubrey Math 1300 Finite Mathematics