Math 1300: Section 4-6 Matrix Equations and Systems of Linear Equations
1. Matrix Equations
Matrix Equations and Systems of Linear Equations
Application
Math 1300 Finite Mathematics
Section 4.6 Matrix Equations and Systems of Linear
Equations
Jason Aubrey
Department of Mathematics
University of Missouri
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Jason Aubrey Math 1300 Finite Mathematics
2. Matrix Equations
Matrix Equations and Systems of Linear Equations
Application
Solving a Matrix Equation
Suppose we have an n × n matrix A and an n × 1 column
matrices B and X . If A is invertible, then we can solve the
equation
AX = B
as follows
AX = B
−1
A (AX ) = A−1 B multiply both sides by A−1 on the left
(A−1 A)X = A−1 B matrix multiplication is associative
−1
IX = A B A−1 A = I
X = A−1 B
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Jason Aubrey Math 1300 Finite Mathematics
3. Matrix Equations
Matrix 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 = 1
2x2 − x3 = 1
2x1 + 3x2 +0x3 = 1
First, we write this as a matrix equation:
1 −1 1 x1 1
0 2 −1 x2 = 1
2 3 0 x3 1
A X B
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Jason Aubrey Math 1300 Finite Mathematics
4. Matrix Equations
Matrix 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 1 1 0 0 1 0 0 3 3 −1
0 2 −1 0 1 0 → · · · → 0 1 0 −2 −2 1
2 3 0 0 0 1 Row Operations 0 0 1 −4 −5 2
Therefore,
3 3 −1
A−1 = −2 −2 1
−4 −5 2
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Jason Aubrey Math 1300 Finite Mathematics
5. Matrix Equations
Matrix Equations and Systems of Linear Equations
Application
We know that X = A−1 B, so
x1 3 3 −1 1 5
x2 = −2 −2 1 1 = −3
x3 −4 −5 2 1 −7
X A−1 B
So, we conclude that
x1 = 5
x2 = −3
x3 = −7
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Jason Aubrey Math 1300 Finite Mathematics
6. Matrix Equations
Matrix 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 of
variables and the coeffiecient matrix has an inverse, then the
system will always have a unique solution that can be found by
using the inverse of the coefficient matrix to solve the
corresponding matrix equation.
Matrix Equation Solution
AX = B X = A−1 B
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Jason Aubrey Math 1300 Finite Mathematics
7. Matrix Equations
Matrix 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 the
number of equations.
In either case, use Guass-Jordan elimination.
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Jason Aubrey Math 1300 Finite Mathematics
8. Matrix Equations
Matrix Equations and Systems of Linear Equations
Application
Example: An investment advisor currently has two types of
investments available for clients: a conservative investment A that
pays 10% per year and investment B of higher risk that pays 20% per
year. Clients may divide their investments between the two to achieve
any total return desired between 10% and 20%. However, the higher
the desired return, the higher the risk. How should each client listed
in the table invest to achieve the desired return?
1 2 3 k
Total 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 unspecified
amounts k1 for total investment and k2 for annual return.
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Jason Aubrey Math 1300 Finite Mathematics
9. Matrix Equations
Matrix Equations and Systems of Linear Equations
Application
Let
x1 = amount invested in A by a given client
x2 = amount invested in B by a given client
Then we have the following mathematical model:
x1 + x2 = k1 total invested
0.1x1 + 0.2x2 = k2 Total annual return desired
Write as a matrix equation:
1 1 x1 k
= 1
0.1 0.2 x2 k2
A X B
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Jason Aubrey Math 1300 Finite Mathematics
10. Matrix Equations
Matrix Equations and Systems of Linear Equations
Application
If A−1 exists, then X = A−1 B. So, we find A−1 :
1 1 1 0 1 0 2 −10
→ ··· →
0.1 0.2 0 1 0 1 −1 10
Row Operations
Thus
2 −10
A−1 =
−1 10
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Jason Aubrey Math 1300 Finite Mathematics
11. Matrix Equations
Matrix Equations and Systems of Linear Equations
Application
Therefore,
x1 2 −10 k1
=
x2 −1 10 k2
X A−1 B
To solve each client’s problem, we replace k1 and k2 with
appropriate values from the table and multiply by A−1 :
x1 2 −10 20, 000 16, 000
= =
x2 −1 10 2, 400 4, 000
Client 1
Solution: x1 = $16, 000 in investment A,
x2 = $4, 000 in investment B
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Jason Aubrey Math 1300 Finite Mathematics
12. Matrix Equations
Matrix Equations and Systems of Linear Equations
Application
x1 2 −10 50, 000 25, 000
= =
x2 −1 10 7, 500 25, 000
Client 2
Solution: x1 = $25, 000 in investment A,
x2 = $25, 000 in investment B
x1 2 −10 10, 000 7, 000
= =
x2 −1 10 1, 300 3, 000
Client 2
Solution: x1 = $7, 000 in investment A,
x2 = $3, 000 in investment B
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Jason Aubrey Math 1300 Finite Mathematics