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![Page 1: Linear Programming - University of Washington › ~burke › crs › 407 › lectures › L1-3… · Lecture 1: Linear Algebra Review Linear Programming 5 / 24. The Range of a Matrix](https://reader035.vdocuments.us/reader035/viewer/2022062603/5f1e54b591f05b1ccc47270c/html5/thumbnails/1.jpg)
Linear Programming
Lecture 1: Linear Algebra Review
Lecture 1: Linear Algebra Review Linear Programming 1 / 24
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1 Linear Algebra Review
2 Linear Algebra Review
3 Block Structured Matrices
4 Gaussian Elimination Matrices
5 Gauss-Jordan Elimination (Pivoting)
Lecture 1: Linear Algebra Review Linear Programming 2 / 24
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Matrices in Rm×n
A ∈ Rm×n
columns rows
A =
a11 a12 . . . a1na21 a22 . . . a2n
......
. . ....
am1 am2 . . . amn
=[a•1 a•2 . . . a•n
]=
a1•a2•
...am•
AT =
a11 a21 . . . am1
a12 a22 . . . am2
......
. . ....
a1n a2n . . . amn
=
aT•1aT•2
...aT•n
=[aT1• aT2• . . . aTm•
]
Lecture 1: Linear Algebra Review Linear Programming 3 / 24
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Matrices in Rm×n
A ∈ Rm×n
columns
rows
A =
a11 a12 . . . a1na21 a22 . . . a2n
......
. . ....
am1 am2 . . . amn
=[a•1 a•2 . . . a•n
]
=
a1•a2•
...am•
AT =
a11 a21 . . . am1
a12 a22 . . . am2
......
. . ....
a1n a2n . . . amn
=
aT•1aT•2
...aT•n
=[aT1• aT2• . . . aTm•
]
Lecture 1: Linear Algebra Review Linear Programming 3 / 24
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Matrices in Rm×n
A ∈ Rm×n
columns rows
A =
a11 a12 . . . a1na21 a22 . . . a2n
......
. . ....
am1 am2 . . . amn
=[a•1 a•2 . . . a•n
]=
a1•a2•
...am•
AT =
a11 a21 . . . am1
a12 a22 . . . am2
......
. . ....
a1n a2n . . . amn
=
aT•1aT•2
...aT•n
=[aT1• aT2• . . . aTm•
]
Lecture 1: Linear Algebra Review Linear Programming 3 / 24
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Matrices in Rm×n
A ∈ Rm×n
columns rows
A =
a11 a12 . . . a1na21 a22 . . . a2n
......
. . ....
am1 am2 . . . amn
=[a•1 a•2 . . . a•n
]=
a1•a2•
...am•
AT =
a11 a21 . . . am1
a12 a22 . . . am2
......
. . ....
a1n a2n . . . amn
=
aT•1aT•2
...aT•n
=[aT1• aT2• . . . aTm•
]
Lecture 1: Linear Algebra Review Linear Programming 3 / 24
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Matrices in Rm×n
A ∈ Rm×n
columns rows
A =
a11 a12 . . . a1na21 a22 . . . a2n
......
. . ....
am1 am2 . . . amn
=[a•1 a•2 . . . a•n
]=
a1•a2•
...am•
AT =
a11 a21 . . . am1
a12 a22 . . . am2
......
. . ....
a1n a2n . . . amn
=
aT•1aT•2
...aT•n
=[aT1• aT2• . . . aTm•
]
Lecture 1: Linear Algebra Review Linear Programming 3 / 24
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Matrices in Rm×n
A ∈ Rm×n
columns rows
A =
a11 a12 . . . a1na21 a22 . . . a2n
......
. . ....
am1 am2 . . . amn
=[a•1 a•2 . . . a•n
]=
a1•a2•
...am•
AT =
a11 a21 . . . am1
a12 a22 . . . am2
......
. . ....
a1n a2n . . . amn
=
aT•1aT•2
...aT•n
=[aT1• aT2• . . . aTm•
]
Lecture 1: Linear Algebra Review Linear Programming 3 / 24
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Matrix Vector Multiplication
A column space view of matrix vector multiplication.
a11 a12 . . . a1na21 a22 . . . a2n...
.... . .
...am1 am2 . . . amn
x1x2...xn
= x1
a11a21...
am1
+ x2
a12a22...
am2
+ · · ·+ xn
a1na2n...
amn
= x1 a•1 + x2 a•2 + · · · + xn a•n
A linear combination of the columns.
Lecture 1: Linear Algebra Review Linear Programming 4 / 24
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Matrix Vector Multiplication
A column space view of matrix vector multiplication.
a11 a12 . . . a1na21 a22 . . . a2n...
.... . .
...am1 am2 . . . amn
x1x2...xn
= x1
a11a21...
am1
+ x2
a12a22...
am2
+ · · ·+ xn
a1na2n...
amn
= x1 a•1 + x2 a•2 + · · · + xn a•n
A linear combination of the columns.
Lecture 1: Linear Algebra Review Linear Programming 4 / 24
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Matrix Vector Multiplication
A column space view of matrix vector multiplication.
a11 a12 . . . a1na21 a22 . . . a2n...
.... . .
...am1 am2 . . . amn
x1x2...xn
= x1
a11a21...
am1
+ x2
a12a22...
am2
+ · · ·+ xn
a1na2n...
amn
= x1 a•1 + x2 a•2 + · · · + xn a•n
A linear combination of the columns.
Lecture 1: Linear Algebra Review Linear Programming 4 / 24
![Page 12: Linear Programming - University of Washington › ~burke › crs › 407 › lectures › L1-3… · Lecture 1: Linear Algebra Review Linear Programming 5 / 24. The Range of a Matrix](https://reader035.vdocuments.us/reader035/viewer/2022062603/5f1e54b591f05b1ccc47270c/html5/thumbnails/12.jpg)
Matrix Vector Multiplication
A column space view of matrix vector multiplication.
a11 a12 . . . a1na21 a22 . . . a2n...
.... . .
...am1 am2 . . . amn
x1x2...xn
= x1
a11a21...
am1
+ x2
a12a22...
am2
+ · · ·+ xn
a1na2n...
amn
= x1 a•1 + x2 a•2 + · · · + xn a•n
A linear combination of the columns.
Lecture 1: Linear Algebra Review Linear Programming 4 / 24
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Matrix Vector Multiplication
A column space view of matrix vector multiplication.
a11 a12 . . . a1na21 a22 . . . a2n...
.... . .
...am1 am2 . . . amn
x1x2...xn
= x1
a11a21...
am1
+ x2
a12a22...
am2
+ · · ·+ xn
a1na2n...
amn
= x1 a•1 + x2 a•2 + · · · + xn a•n
A linear combination of the columns.
Lecture 1: Linear Algebra Review Linear Programming 4 / 24
![Page 14: Linear Programming - University of Washington › ~burke › crs › 407 › lectures › L1-3… · Lecture 1: Linear Algebra Review Linear Programming 5 / 24. The Range of a Matrix](https://reader035.vdocuments.us/reader035/viewer/2022062603/5f1e54b591f05b1ccc47270c/html5/thumbnails/14.jpg)
Matrix Vector Multiplication
A column space view of matrix vector multiplication.
a11 a12 . . . a1na21 a22 . . . a2n...
.... . .
...am1 am2 . . . amn
x1x2...xn
= x1
a11a21...
am1
+ x2
a12a22...
am2
+ · · ·+ xn
a1na2n...
amn
= x1 a•1 + x2 a•2 + · · · + xn a•n
A linear combination of the columns.
Lecture 1: Linear Algebra Review Linear Programming 4 / 24
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The Range of a Matrix
Let A ∈ Rm×n (an m × n matrix having real entries).
Range of A
Ran (A) = {y ∈ Rm | ∃ x ∈ Rn such that y = Ax }
Ran (A) = the linear span of the columns of A
Lecture 1: Linear Algebra Review Linear Programming 5 / 24
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The Range of a Matrix
Let A ∈ Rm×n (an m × n matrix having real entries).
Range of A
Ran (A) = {y ∈ Rm | ∃ x ∈ Rn such that y = Ax }
Ran (A) = the linear span of the columns of A
Lecture 1: Linear Algebra Review Linear Programming 5 / 24
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The Range of a Matrix
Let A ∈ Rm×n (an m × n matrix having real entries).
Range of A
Ran (A) = {y ∈ Rm | ∃ x ∈ Rn such that y = Ax }
Ran (A) = the linear span of the columns of A
Lecture 1: Linear Algebra Review Linear Programming 5 / 24
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Two Special Subspaces
Let v1, . . . , vk ∈ Rn.
The linear span of v1, . . . , vk :
Span [v1, . . . , vk ] = {y | y = ξ1v1 + ξ2v2 + · · ·+ ξkvk , ξ1, . . . , ξk ∈ R}
The subspace orthogonal to v1, . . . , vk :
{v1, . . . , vk}⊥ = {z ∈ Rn | z • vi = 0, i = 1, . . . , k }
Facts: {v1, . . . , vk}⊥ = Span [v1, . . . , vk ]⊥
Span [v1, . . . , vk ] =[Span [v1, . . . , vk ]⊥
]⊥
Lecture 1: Linear Algebra Review Linear Programming 6 / 24
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Two Special Subspaces
Let v1, . . . , vk ∈ Rn.
The linear span of v1, . . . , vk :
Span [v1, . . . , vk ] = {y | y = ξ1v1 + ξ2v2 + · · ·+ ξkvk , ξ1, . . . , ξk ∈ R}
The subspace orthogonal to v1, . . . , vk :
{v1, . . . , vk}⊥ = {z ∈ Rn | z • vi = 0, i = 1, . . . , k }
Facts: {v1, . . . , vk}⊥ = Span [v1, . . . , vk ]⊥
Span [v1, . . . , vk ] =[Span [v1, . . . , vk ]⊥
]⊥
Lecture 1: Linear Algebra Review Linear Programming 6 / 24
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Two Special Subspaces
Let v1, . . . , vk ∈ Rn.
The linear span of v1, . . . , vk :
Span [v1, . . . , vk ] = {y | y = ξ1v1 + ξ2v2 + · · ·+ ξkvk , ξ1, . . . , ξk ∈ R}
The subspace orthogonal to v1, . . . , vk :
{v1, . . . , vk}⊥ = {z ∈ Rn | z • vi = 0, i = 1, . . . , k }
Facts: {v1, . . . , vk}⊥ = Span [v1, . . . , vk ]⊥
Span [v1, . . . , vk ] =[Span [v1, . . . , vk ]⊥
]⊥
Lecture 1: Linear Algebra Review Linear Programming 6 / 24
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Two Special Subspaces
Let v1, . . . , vk ∈ Rn.
The linear span of v1, . . . , vk :
Span [v1, . . . , vk ] = {y | y = ξ1v1 + ξ2v2 + · · ·+ ξkvk , ξ1, . . . , ξk ∈ R}
The subspace orthogonal to v1, . . . , vk :
{v1, . . . , vk}⊥ = {z ∈ Rn | z • vi = 0, i = 1, . . . , k }
Facts:
{v1, . . . , vk}⊥ = Span [v1, . . . , vk ]⊥
Span [v1, . . . , vk ] =[Span [v1, . . . , vk ]⊥
]⊥
Lecture 1: Linear Algebra Review Linear Programming 6 / 24
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Two Special Subspaces
Let v1, . . . , vk ∈ Rn.
The linear span of v1, . . . , vk :
Span [v1, . . . , vk ] = {y | y = ξ1v1 + ξ2v2 + · · ·+ ξkvk , ξ1, . . . , ξk ∈ R}
The subspace orthogonal to v1, . . . , vk :
{v1, . . . , vk}⊥ = {z ∈ Rn | z • vi = 0, i = 1, . . . , k }
Facts: {v1, . . . , vk}⊥ = Span [v1, . . . , vk ]⊥
Span [v1, . . . , vk ] =[Span [v1, . . . , vk ]⊥
]⊥
Lecture 1: Linear Algebra Review Linear Programming 6 / 24
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Two Special Subspaces
Let v1, . . . , vk ∈ Rn.
The linear span of v1, . . . , vk :
Span [v1, . . . , vk ] = {y | y = ξ1v1 + ξ2v2 + · · ·+ ξkvk , ξ1, . . . , ξk ∈ R}
The subspace orthogonal to v1, . . . , vk :
{v1, . . . , vk}⊥ = {z ∈ Rn | z • vi = 0, i = 1, . . . , k }
Facts: {v1, . . . , vk}⊥ = Span [v1, . . . , vk ]⊥
Span [v1, . . . , vk ] =[Span [v1, . . . , vk ]⊥
]⊥
Lecture 1: Linear Algebra Review Linear Programming 6 / 24
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Matrix Vector Multiplication
A row space view of matrix vector multiplication.
a11 a12 . . . a1na21 a22 . . . a2n...
.... . .
...am1 am2 . . . amn
x1x2...xn
=
a1• • xa2• • x
...am• • x
=
∑n
i=1 a1ixi∑ni=1 a2ixi...∑n
i=1 amixi
The dot product of x with the rows of A.
Lecture 1: Linear Algebra Review Linear Programming 7 / 24
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The Null Space of a Matrix
Let A ∈ Rm×n (an m × n matrix having real entries).
Null Space of ANul (A) = {x ∈ Rn |Ax = 0}
Nul (A) = subspace orthogonal to the rows of A
= Span [a1•, a2•, . . . , am•]⊥
= Ran(AT)⊥
Fundamental Theorem of the Alternative:
Nul (A) = Ran(AT)⊥
Ran (A) = Nul(AT)⊥
Lecture 1: Linear Algebra Review Linear Programming 8 / 24
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The Null Space of a Matrix
Let A ∈ Rm×n (an m × n matrix having real entries).Null Space of A
Nul (A) = {x ∈ Rn |Ax = 0}
Nul (A) = subspace orthogonal to the rows of A
= Span [a1•, a2•, . . . , am•]⊥
= Ran(AT)⊥
Fundamental Theorem of the Alternative:
Nul (A) = Ran(AT)⊥
Ran (A) = Nul(AT)⊥
Lecture 1: Linear Algebra Review Linear Programming 8 / 24
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The Null Space of a Matrix
Let A ∈ Rm×n (an m × n matrix having real entries).Null Space of A
Nul (A) = {x ∈ Rn |Ax = 0}
Nul (A) = subspace orthogonal to the rows of A
= Span [a1•, a2•, . . . , am•]⊥
= Ran(AT)⊥
Fundamental Theorem of the Alternative:
Nul (A) = Ran(AT)⊥
Ran (A) = Nul(AT)⊥
Lecture 1: Linear Algebra Review Linear Programming 8 / 24
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The Null Space of a Matrix
Let A ∈ Rm×n (an m × n matrix having real entries).Null Space of A
Nul (A) = {x ∈ Rn |Ax = 0}
Nul (A) = subspace orthogonal to the rows of A
= Span [a1•, a2•, . . . , am•]⊥
= Ran(AT)⊥
Fundamental Theorem of the Alternative:
Nul (A) = Ran(AT)⊥
Ran (A) = Nul(AT)⊥
Lecture 1: Linear Algebra Review Linear Programming 8 / 24
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The Null Space of a Matrix
Let A ∈ Rm×n (an m × n matrix having real entries).Null Space of A
Nul (A) = {x ∈ Rn |Ax = 0}
Nul (A) = subspace orthogonal to the rows of A
= Span [a1•, a2•, . . . , am•]⊥
= Ran(AT)⊥
Fundamental Theorem of the Alternative:
Nul (A) = Ran(AT)⊥
Ran (A) = Nul(AT)⊥
Lecture 1: Linear Algebra Review Linear Programming 8 / 24
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The Null Space of a Matrix
Let A ∈ Rm×n (an m × n matrix having real entries).Null Space of A
Nul (A) = {x ∈ Rn |Ax = 0}
Nul (A) = subspace orthogonal to the rows of A
= Span [a1•, a2•, . . . , am•]⊥
= Ran(AT)⊥
Fundamental Theorem of the Alternative:
Nul (A) = Ran(AT)⊥
Ran (A) = Nul(AT)⊥
Lecture 1: Linear Algebra Review Linear Programming 8 / 24
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Block Structured Matrices
A=
3 −4 1 1 0 02 2 0 0 1 0−1 0 0 0 0 1
0 0 0 2 1 40 0 0 1 0 3
=
3 −4 1 1 0 02 2 0 0 1 0−1 0 0 0 0 1
0 0 0 2 1 40 0 0 1 0 3
=
[B I3×302×3 C
]
where
B =
3 −4 12 2 0−1 0 0
, C =
[2 1 41 0 3
]
Lecture 1: Linear Algebra Review Linear Programming 9 / 24
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Block Structured Matrices
A=
3 −4 1 1 0 02 2 0 0 1 0−1 0 0 0 0 1
0 0 0 2 1 40 0 0 1 0 3
=
3 −4 1 1 0 02 2 0 0 1 0−1 0 0 0 0 1
0 0 0 2 1 40 0 0 1 0 3
=
[B I3×302×3 C
]
where
B =
3 −4 12 2 0−1 0 0
, C =
[2 1 41 0 3
]
Lecture 1: Linear Algebra Review Linear Programming 9 / 24
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Block Structured Matrices
A=
3 −4 1 1 0 02 2 0 0 1 0−1 0 0 0 0 1
0 0 0 2 1 40 0 0 1 0 3
=
3 −4 1 1 0 02 2 0 0 1 0−1 0 0 0 0 1
0 0 0 2 1 40 0 0 1 0 3
=
[B I3×302×3 C
]
where
B =
3 −4 12 2 0−1 0 0
, C =
[2 1 41 0 3
]
Lecture 1: Linear Algebra Review Linear Programming 9 / 24
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Block Structured Matrices
A=
3 −4 1 1 0 02 2 0 0 1 0−1 0 0 0 0 1
0 0 0 2 1 40 0 0 1 0 3
=
3 −4 1 1 0 02 2 0 0 1 0−1 0 0 0 0 1
0 0 0 2 1 40 0 0 1 0 3
=
[B I3×302×3 C
]
where
B =
3 −4 12 2 0−1 0 0
, C =
[2 1 41 0 3
]
Lecture 1: Linear Algebra Review Linear Programming 9 / 24
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Multiplication of Block Structured Matrices
Consider the matrix product AM, where
A =
3 −4 1 1 0 02 2 0 0 1 0
−1 0 0 0 0 10 0 0 2 1 40 0 0 1 0 3
and M =
1 20 4
−1 −12 −14 3
−2 0
Can we exploit the structure of A?
Lecture 1: Linear Algebra Review Linear Programming 10 / 24
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Multiplication of Block Structured Matrices
Consider the matrix product AM, where
A =
3 −4 1 1 0 02 2 0 0 1 0
−1 0 0 0 0 10 0 0 2 1 40 0 0 1 0 3
and M =
1 20 4
−1 −12 −14 3
−2 0
Can we exploit the structure of A?
Lecture 1: Linear Algebra Review Linear Programming 10 / 24
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Multiplication of Block Structured Matrices
Consider the matrix product AM, where
A =
3 −4 1 1 0 02 2 0 0 1 0
−1 0 0 0 0 1
0 0 0 2 1 40 0 0 1 0 3
and M =
1 20 4
−1 −1
2 −14 3
−2 0
Can we exploit the structure of A?
A =
[B I3×302×3 C
]so take M =
[XY
],
where X =
1 20 4−1 −1
, and Y =
2 −14 3−2 0
.
Lecture 1: Linear Algebra Review Linear Programming 11 / 24
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Multiplication of Block Structured Matrices
Consider the matrix product AM, where
A =
3 −4 1 1 0 02 2 0 0 1 0
−1 0 0 0 0 1
0 0 0 2 1 40 0 0 1 0 3
and M =
1 20 4
−1 −1
2 −14 3
−2 0
Can we exploit the structure of A?
A =
[B I3×302×3 C
]
so take M =
[XY
],
where X =
1 20 4−1 −1
, and Y =
2 −14 3−2 0
.
Lecture 1: Linear Algebra Review Linear Programming 11 / 24
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Multiplication of Block Structured Matrices
Consider the matrix product AM, where
A =
3 −4 1 1 0 02 2 0 0 1 0
−1 0 0 0 0 1
0 0 0 2 1 40 0 0 1 0 3
and M =
1 20 4
−1 −1
2 −14 3
−2 0
Can we exploit the structure of A?
A =
[B I3×302×3 C
]so take M =
[XY
],
where X =
1 20 4−1 −1
, and Y =
2 −14 3−2 0
.
Lecture 1: Linear Algebra Review Linear Programming 11 / 24
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Multiplication of Block Structured Matrices
Consider the matrix product AM, where
A =
3 −4 1 1 0 02 2 0 0 1 0
−1 0 0 0 0 1
0 0 0 2 1 40 0 0 1 0 3
and M =
1 20 4
−1 −1
2 −14 3
−2 0
Can we exploit the structure of A?
A =
[B I3×302×3 C
]so take M =
[XY
],
where X =
1 20 4−1 −1
, and Y =
2 −14 3−2 0
.
Lecture 1: Linear Algebra Review Linear Programming 11 / 24
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Multiplication of Block Structured Matrices
AM =
[B I3×3
02×3 C
] [XY
]
=
[BX + Y
CY
]
=
2 −112 12
−1 −2
+
2 −14 3
−2 0
[
4 1−4 −1
]
=
4 −126 151 −24 1
−4 −1
.
Lecture 1: Linear Algebra Review Linear Programming 12 / 24
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Multiplication of Block Structured Matrices
AM =
[B I3×3
02×3 C
] [XY
]=
[BX + Y
CY
]
=
2 −112 12
−1 −2
+
2 −14 3
−2 0
[
4 1−4 −1
]
=
4 −126 151 −24 1
−4 −1
.
Lecture 1: Linear Algebra Review Linear Programming 12 / 24
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Multiplication of Block Structured Matrices
AM =
[B I3×3
02×3 C
] [XY
]=
[BX + Y
CY
]
=
2 −112 12
−1 −2
+
2 −14 3
−2 0
[
4 1−4 −1
]
=
4 −126 151 −24 1
−4 −1
.
Lecture 1: Linear Algebra Review Linear Programming 12 / 24
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Multiplication of Block Structured Matrices
AM =
[B I3×3
02×3 C
] [XY
]=
[BX + Y
CY
]
=
2 −112 12
−1 −2
+
2 −14 3
−2 0
[
4 1−4 −1
]
=
4 −126 151 −24 1
−4 −1
.
Lecture 1: Linear Algebra Review Linear Programming 12 / 24
![Page 45: Linear Programming - University of Washington › ~burke › crs › 407 › lectures › L1-3… · Lecture 1: Linear Algebra Review Linear Programming 5 / 24. The Range of a Matrix](https://reader035.vdocuments.us/reader035/viewer/2022062603/5f1e54b591f05b1ccc47270c/html5/thumbnails/45.jpg)
Solving Systems of Linear equations
Let A ∈ Rm×n and b ∈ Rm.Find all solutions x ∈ Rn to the system Ax = b.
The solution set is either empty, a single point, or an infinite set
.
If a solution x0 ∈ Rn exists, then the set of solutions is given by
x0 + Nul (A) .
Lecture 1: Linear Algebra Review Linear Programming 13 / 24
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Solving Systems of Linear equations
Let A ∈ Rm×n and b ∈ Rm.Find all solutions x ∈ Rn to the system Ax = b.
The solution set is either
empty, a single point, or an infinite set
.
If a solution x0 ∈ Rn exists, then the set of solutions is given by
x0 + Nul (A) .
Lecture 1: Linear Algebra Review Linear Programming 13 / 24
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Solving Systems of Linear equations
Let A ∈ Rm×n and b ∈ Rm.Find all solutions x ∈ Rn to the system Ax = b.
The solution set is either empty,
a single point, or an infinite set
.
If a solution x0 ∈ Rn exists, then the set of solutions is given by
x0 + Nul (A) .
Lecture 1: Linear Algebra Review Linear Programming 13 / 24
![Page 48: Linear Programming - University of Washington › ~burke › crs › 407 › lectures › L1-3… · Lecture 1: Linear Algebra Review Linear Programming 5 / 24. The Range of a Matrix](https://reader035.vdocuments.us/reader035/viewer/2022062603/5f1e54b591f05b1ccc47270c/html5/thumbnails/48.jpg)
Solving Systems of Linear equations
Let A ∈ Rm×n and b ∈ Rm.Find all solutions x ∈ Rn to the system Ax = b.
The solution set is either empty, a single point,
or an infinite set
.
If a solution x0 ∈ Rn exists, then the set of solutions is given by
x0 + Nul (A) .
Lecture 1: Linear Algebra Review Linear Programming 13 / 24
![Page 49: Linear Programming - University of Washington › ~burke › crs › 407 › lectures › L1-3… · Lecture 1: Linear Algebra Review Linear Programming 5 / 24. The Range of a Matrix](https://reader035.vdocuments.us/reader035/viewer/2022062603/5f1e54b591f05b1ccc47270c/html5/thumbnails/49.jpg)
Solving Systems of Linear equations
Let A ∈ Rm×n and b ∈ Rm.Find all solutions x ∈ Rn to the system Ax = b.
The solution set is either empty, a single point, or an infinite set.
If a solution x0 ∈ Rn exists, then the set of solutions is given by
x0 + Nul (A) .
Lecture 1: Linear Algebra Review Linear Programming 13 / 24
![Page 50: Linear Programming - University of Washington › ~burke › crs › 407 › lectures › L1-3… · Lecture 1: Linear Algebra Review Linear Programming 5 / 24. The Range of a Matrix](https://reader035.vdocuments.us/reader035/viewer/2022062603/5f1e54b591f05b1ccc47270c/html5/thumbnails/50.jpg)
Solving Systems of Linear equations
Let A ∈ Rm×n and b ∈ Rm.Find all solutions x ∈ Rn to the system Ax = b.
The solution set is either empty, a single point, or an infinite set.
If a solution x0 ∈ Rn exists, then the set of solutions is given by
x0 + Nul (A) .
Lecture 1: Linear Algebra Review Linear Programming 13 / 24
![Page 51: Linear Programming - University of Washington › ~burke › crs › 407 › lectures › L1-3… · Lecture 1: Linear Algebra Review Linear Programming 5 / 24. The Range of a Matrix](https://reader035.vdocuments.us/reader035/viewer/2022062603/5f1e54b591f05b1ccc47270c/html5/thumbnails/51.jpg)
Gaussian Elimination and the 3 Elementary RowOperations
We solve the system Ax = b by transforming the augmented matrix
[A | b]
into upper echelon form using the three elementary row operations.
This process is called Gaussian elimination.
The three elementary row operations.
1 Interchange any two rows.
2 Multiply any row by a non-zero constant.
3 Replace any row by itself plus a multiple of any other row.
These elementary row operations can be interpreted as multiplying the augmentedmatrix on the left by a special nonsingular matrix.
Lecture 1: Linear Algebra Review Linear Programming 14 / 24
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Gaussian Elimination and the 3 Elementary RowOperations
We solve the system Ax = b by transforming the augmented matrix
[A | b]
into upper echelon form using the three elementary row operations.
This process is called Gaussian elimination.
The three elementary row operations.
1 Interchange any two rows.
2 Multiply any row by a non-zero constant.
3 Replace any row by itself plus a multiple of any other row.
These elementary row operations can be interpreted as multiplying the augmentedmatrix on the left by a special nonsingular matrix.
Lecture 1: Linear Algebra Review Linear Programming 14 / 24
![Page 53: Linear Programming - University of Washington › ~burke › crs › 407 › lectures › L1-3… · Lecture 1: Linear Algebra Review Linear Programming 5 / 24. The Range of a Matrix](https://reader035.vdocuments.us/reader035/viewer/2022062603/5f1e54b591f05b1ccc47270c/html5/thumbnails/53.jpg)
Gaussian Elimination and the 3 Elementary RowOperations
We solve the system Ax = b by transforming the augmented matrix
[A | b]
into upper echelon form using the three elementary row operations.
This process is called Gaussian elimination.
The three elementary row operations.
1 Interchange any two rows.
2 Multiply any row by a non-zero constant.
3 Replace any row by itself plus a multiple of any other row.
These elementary row operations can be interpreted as multiplying the augmentedmatrix on the left by a special nonsingular matrix.
Lecture 1: Linear Algebra Review Linear Programming 14 / 24
![Page 54: Linear Programming - University of Washington › ~burke › crs › 407 › lectures › L1-3… · Lecture 1: Linear Algebra Review Linear Programming 5 / 24. The Range of a Matrix](https://reader035.vdocuments.us/reader035/viewer/2022062603/5f1e54b591f05b1ccc47270c/html5/thumbnails/54.jpg)
Gaussian Elimination and the 3 Elementary RowOperations
We solve the system Ax = b by transforming the augmented matrix
[A | b]
into upper echelon form using the three elementary row operations.
This process is called Gaussian elimination.
The three elementary row operations.
1 Interchange any two rows.
2 Multiply any row by a non-zero constant.
3 Replace any row by itself plus a multiple of any other row.
These elementary row operations can be interpreted as multiplying the augmentedmatrix on the left by a special nonsingular matrix.
Lecture 1: Linear Algebra Review Linear Programming 14 / 24
![Page 55: Linear Programming - University of Washington › ~burke › crs › 407 › lectures › L1-3… · Lecture 1: Linear Algebra Review Linear Programming 5 / 24. The Range of a Matrix](https://reader035.vdocuments.us/reader035/viewer/2022062603/5f1e54b591f05b1ccc47270c/html5/thumbnails/55.jpg)
Gaussian Elimination and the 3 Elementary RowOperations
We solve the system Ax = b by transforming the augmented matrix
[A | b]
into upper echelon form using the three elementary row operations.
This process is called Gaussian elimination.
The three elementary row operations.
1 Interchange any two rows.
2 Multiply any row by a non-zero constant.
3 Replace any row by itself plus a multiple of any other row.
These elementary row operations can be interpreted as multiplying the augmentedmatrix on the left by a special nonsingular matrix.
Lecture 1: Linear Algebra Review Linear Programming 14 / 24
![Page 56: Linear Programming - University of Washington › ~burke › crs › 407 › lectures › L1-3… · Lecture 1: Linear Algebra Review Linear Programming 5 / 24. The Range of a Matrix](https://reader035.vdocuments.us/reader035/viewer/2022062603/5f1e54b591f05b1ccc47270c/html5/thumbnails/56.jpg)
Gaussian Elimination and the 3 Elementary RowOperations
We solve the system Ax = b by transforming the augmented matrix
[A | b]
into upper echelon form using the three elementary row operations.
This process is called Gaussian elimination.
The three elementary row operations.
1 Interchange any two rows.
2 Multiply any row by a non-zero constant.
3 Replace any row by itself plus a multiple of any other row.
These elementary row operations can be interpreted as multiplying the augmentedmatrix on the left by a special nonsingular matrix.
Lecture 1: Linear Algebra Review Linear Programming 14 / 24
![Page 57: Linear Programming - University of Washington › ~burke › crs › 407 › lectures › L1-3… · Lecture 1: Linear Algebra Review Linear Programming 5 / 24. The Range of a Matrix](https://reader035.vdocuments.us/reader035/viewer/2022062603/5f1e54b591f05b1ccc47270c/html5/thumbnails/57.jpg)
Gaussian Elimination and the 3 Elementary RowOperations
We solve the system Ax = b by transforming the augmented matrix
[A | b]
into upper echelon form using the three elementary row operations.
This process is called Gaussian elimination.
The three elementary row operations.
1 Interchange any two rows.
2 Multiply any row by a non-zero constant.
3 Replace any row by itself plus a multiple of any other row.
These elementary row operations can be interpreted as multiplying the augmentedmatrix on the left by a special nonsingular matrix.
Lecture 1: Linear Algebra Review Linear Programming 14 / 24
![Page 58: Linear Programming - University of Washington › ~burke › crs › 407 › lectures › L1-3… · Lecture 1: Linear Algebra Review Linear Programming 5 / 24. The Range of a Matrix](https://reader035.vdocuments.us/reader035/viewer/2022062603/5f1e54b591f05b1ccc47270c/html5/thumbnails/58.jpg)
Exchange and Permutation Matrices
An exchange matrix is given by permuting any two columns of the identity.
Multiplying any 4× n matrix on the left by the exchange matrix1 0 0 00 0 0 10 0 1 00 1 0 0
will exchange the second and fourth rows of the matrix.
(multiplication of a m × 4 matrix on the right by this exchanges the second andfourth columns.)A permutation matrix is obtained by permuting the columns of the identity matrix.
Lecture 1: Linear Algebra Review Linear Programming 15 / 24
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Exchange and Permutation Matrices
An exchange matrix is given by permuting any two columns of the identity.
Multiplying any 4× n matrix on the left by the exchange matrix1 0 0 00 0 0 10 0 1 00 1 0 0
will exchange the second and fourth rows of the matrix.
(multiplication of a m × 4 matrix on the right by this exchanges the second andfourth columns.)A permutation matrix is obtained by permuting the columns of the identity matrix.
Lecture 1: Linear Algebra Review Linear Programming 15 / 24
![Page 60: Linear Programming - University of Washington › ~burke › crs › 407 › lectures › L1-3… · Lecture 1: Linear Algebra Review Linear Programming 5 / 24. The Range of a Matrix](https://reader035.vdocuments.us/reader035/viewer/2022062603/5f1e54b591f05b1ccc47270c/html5/thumbnails/60.jpg)
Exchange and Permutation Matrices
An exchange matrix is given by permuting any two columns of the identity.
Multiplying any 4× n matrix on the left by the exchange matrix1 0 0 00 0 0 10 0 1 00 1 0 0
will exchange the second and fourth rows of the matrix.
(multiplication of a m × 4 matrix on the right by this exchanges the second andfourth columns.)
A permutation matrix is obtained by permuting the columns of the identity matrix.
Lecture 1: Linear Algebra Review Linear Programming 15 / 24
![Page 61: Linear Programming - University of Washington › ~burke › crs › 407 › lectures › L1-3… · Lecture 1: Linear Algebra Review Linear Programming 5 / 24. The Range of a Matrix](https://reader035.vdocuments.us/reader035/viewer/2022062603/5f1e54b591f05b1ccc47270c/html5/thumbnails/61.jpg)
Exchange and Permutation Matrices
An exchange matrix is given by permuting any two columns of the identity.
Multiplying any 4× n matrix on the left by the exchange matrix1 0 0 00 0 0 10 0 1 00 1 0 0
will exchange the second and fourth rows of the matrix.
(multiplication of a m × 4 matrix on the right by this exchanges the second andfourth columns.)A permutation matrix is obtained by permuting the columns of the identity matrix.
Lecture 1: Linear Algebra Review Linear Programming 15 / 24
![Page 62: Linear Programming - University of Washington › ~burke › crs › 407 › lectures › L1-3… · Lecture 1: Linear Algebra Review Linear Programming 5 / 24. The Range of a Matrix](https://reader035.vdocuments.us/reader035/viewer/2022062603/5f1e54b591f05b1ccc47270c/html5/thumbnails/62.jpg)
Notes on Matrix Multiplication
Let A = [aij ]m×n ∈ Rm×n.
Left Multiplication of A:When multiplying A on the left by an m ×m matrix M, it is often useful to thinkof this as an action on the rows of A.
For example, left multiplication by a permutation matrix permutes the rows of thematrix.
However, mechanically, left multiplication corresponds to matrix vectormultiplication on the columns.
MA = [Ma•1 Ma•2 · · · Ma•n]
Lecture 1: Linear Algebra Review Linear Programming 16 / 24
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Notes on Matrix Multiplication
Let A = [aij ]m×n ∈ Rm×n.
Left Multiplication of A:
When multiplying A on the left by an m ×m matrix M, it is often useful to thinkof this as an action on the rows of A.
For example, left multiplication by a permutation matrix permutes the rows of thematrix.
However, mechanically, left multiplication corresponds to matrix vectormultiplication on the columns.
MA = [Ma•1 Ma•2 · · · Ma•n]
Lecture 1: Linear Algebra Review Linear Programming 16 / 24
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Notes on Matrix Multiplication
Let A = [aij ]m×n ∈ Rm×n.
Left Multiplication of A:When multiplying A on the left by an m ×m matrix M, it is often useful to thinkof this as an action on the rows of A.
For example, left multiplication by a permutation matrix permutes the rows of thematrix.
However, mechanically, left multiplication corresponds to matrix vectormultiplication on the columns.
MA = [Ma•1 Ma•2 · · · Ma•n]
Lecture 1: Linear Algebra Review Linear Programming 16 / 24
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Notes on Matrix Multiplication
Let A = [aij ]m×n ∈ Rm×n.
Left Multiplication of A:When multiplying A on the left by an m ×m matrix M, it is often useful to thinkof this as an action on the rows of A.
For example, left multiplication by a permutation matrix permutes the rows of thematrix.
However, mechanically, left multiplication corresponds to matrix vectormultiplication on the columns.
MA = [Ma•1 Ma•2 · · · Ma•n]
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Notes on Matrix Multiplication
Let A = [aij ]m×n ∈ Rm×n.
Left Multiplication of A:When multiplying A on the left by an m ×m matrix M, it is often useful to thinkof this as an action on the rows of A.
For example, left multiplication by a permutation matrix permutes the rows of thematrix.
However, mechanically, left multiplication corresponds to matrix vectormultiplication on the columns.
MA = [Ma•1 Ma•2 · · · Ma•n]
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Notes on Matrix Multiplication
Let A = [aij ]m×n ∈ Rm×n.
Right Multiplication of A:When multiplying A on the right by an n × n matrix N, it is often useful to thinkof this as an action on the columns of A.
For example, right multiplication by a permutation matrix permutes the columnsof the matrix.
However, mechanically, rightmultiplication corresponds to leftmatrix vector multiplication onthe rows.
AN =
a1•Na2•N
...am•N
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Notes on Matrix Multiplication
Let A = [aij ]m×n ∈ Rm×n.
Right Multiplication of A:
When multiplying A on the right by an n × n matrix N, it is often useful to thinkof this as an action on the columns of A.
For example, right multiplication by a permutation matrix permutes the columnsof the matrix.
However, mechanically, rightmultiplication corresponds to leftmatrix vector multiplication onthe rows.
AN =
a1•Na2•N
...am•N
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Notes on Matrix Multiplication
Let A = [aij ]m×n ∈ Rm×n.
Right Multiplication of A:When multiplying A on the right by an n × n matrix N, it is often useful to thinkof this as an action on the columns of A.
For example, right multiplication by a permutation matrix permutes the columnsof the matrix.
However, mechanically, rightmultiplication corresponds to leftmatrix vector multiplication onthe rows.
AN =
a1•Na2•N
...am•N
Lecture 1: Linear Algebra Review Linear Programming 17 / 24
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Notes on Matrix Multiplication
Let A = [aij ]m×n ∈ Rm×n.
Right Multiplication of A:When multiplying A on the right by an n × n matrix N, it is often useful to thinkof this as an action on the columns of A.
For example, right multiplication by a permutation matrix permutes the columnsof the matrix.
However, mechanically, rightmultiplication corresponds to leftmatrix vector multiplication onthe rows.
AN =
a1•Na2•N
...am•N
Lecture 1: Linear Algebra Review Linear Programming 17 / 24
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Notes on Matrix Multiplication
Let A = [aij ]m×n ∈ Rm×n.
Right Multiplication of A:When multiplying A on the right by an n × n matrix N, it is often useful to thinkof this as an action on the columns of A.
For example, right multiplication by a permutation matrix permutes the columnsof the matrix.
However, mechanically, rightmultiplication corresponds to leftmatrix vector multiplication onthe rows.
AN =
a1•Na2•N
...am•N
Lecture 1: Linear Algebra Review Linear Programming 17 / 24
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Notes on Matrix Multiplication
Let A = [aij ]m×n ∈ Rm×n.
Right Multiplication of A:When multiplying A on the right by an n × n matrix N, it is often useful to thinkof this as an action on the columns of A.
For example, right multiplication by a permutation matrix permutes the columnsof the matrix.
However, mechanically, rightmultiplication corresponds to leftmatrix vector multiplication onthe rows.
AN =
a1•Na2•N
...am•N
Lecture 1: Linear Algebra Review Linear Programming 17 / 24
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Gaussian Elimination Matrices
The key step in Gaussian elimination is to transform a vector of the form aαb
,where a ∈ Rk , 0 6= α ∈ R, and b ∈ Rn−k−1, into one of the form a
α0
.
This can be accomplished by left matrix multiplication as follows.
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Gaussian Elimination Matrices
The key step in Gaussian elimination is to transform a vector of the form aαb
,where a ∈ Rk , 0 6= α ∈ R, and b ∈ Rn−k−1, into one of the form a
α0
.
This can be accomplished by left matrix multiplication as follows.
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Gaussian Elimination Matrices
a ∈ Rk , 0 6= α ∈ R, and b ∈ Rn−k−1
Ik×k 0 00 1 00 −α−1b I(n−k−1)×(n−k−1)
aαb
=
aα0
.
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Gaussian Elimination Matrices
a ∈ Rk , 0 6= α ∈ R, and b ∈ Rn−k−1
Ik×k 0 00 1 00 −α−1b I(n−k−1)×(n−k−1)
aαb
=
aα0
.
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Gaussian Elimination Matrices
a ∈ Rk , 0 6= α ∈ R, and b ∈ Rn−k−1
Ik×k 0 00 1 00 −α−1b I(n−k−1)×(n−k−1)
aαb
=
a
α0
.
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Gaussian Elimination Matrices
a ∈ Rk , 0 6= α ∈ R, and b ∈ Rn−k−1
Ik×k 0 00 1 00 −α−1b I(n−k−1)×(n−k−1)
aαb
=
aα
0
.
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Gaussian Elimination Matrices
a ∈ Rk , 0 6= α ∈ R, and b ∈ Rn−k−1
Ik×k 0 00 1 00 −α−1b I(n−k−1)×(n−k−1)
aαb
=
aα0
.
Lecture 1: Linear Algebra Review Linear Programming 19 / 24
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Gaussian Elimination Matrices
The matrix Ik×k 0 00 1 00 −α−1b I(n−k−1)×(n−k−1)
is called a Gaussian elimination matrix.
This matrix is invertible with inverse Ik×k 0 00 1 00 α−1b I(n−k−1)×(n−k−1)
.
Note that a Gaussian elimination matrix and its inverse are both lower triangularmatrices.
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Gaussian Elimination Matrices
The matrix Ik×k 0 00 1 00 −α−1b I(n−k−1)×(n−k−1)
is called a Gaussian elimination matrix.
This matrix is invertible with inverse Ik×k 0 00 1 00 α−1b I(n−k−1)×(n−k−1)
.
Note that a Gaussian elimination matrix and its inverse are both lower triangularmatrices.
Lecture 1: Linear Algebra Review Linear Programming 20 / 24
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Gaussian Elimination Matrices
The matrix Ik×k 0 00 1 00 −α−1b I(n−k−1)×(n−k−1)
is called a Gaussian elimination matrix.
This matrix is invertible with inverse Ik×k 0 00 1 00 α−1b I(n−k−1)×(n−k−1)
.
Note that a Gaussian elimination matrix and its inverse are both lower triangularmatrices.
Lecture 1: Linear Algebra Review Linear Programming 20 / 24
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Matrix Sub-Algebras
Lower (upper) triangular matrices in Rn×n are said to form a sub-algebra of Rn×n.
A subset S of Rn×n is said to be a sub-algebra of Rn×n if
S is a subspace of Rn×n,
S is closed wrt matrix multiplication, and
if M ∈ S is invertible, then M−1 ∈ S .
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Matrix Sub-Algebras
Lower (upper) triangular matrices in Rn×n are said to form a sub-algebra of Rn×n.
A subset S of Rn×n is said to be a sub-algebra of Rn×n if
S is a subspace of Rn×n,
S is closed wrt matrix multiplication, and
if M ∈ S is invertible, then M−1 ∈ S .
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Matrix Sub-Algebras
Lower (upper) triangular matrices in Rn×n are said to form a sub-algebra of Rn×n.
A subset S of Rn×n is said to be a sub-algebra of Rn×n if
S is a subspace of Rn×n,
S is closed wrt matrix multiplication, and
if M ∈ S is invertible, then M−1 ∈ S .
Lecture 1: Linear Algebra Review Linear Programming 21 / 24
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Matrix Sub-Algebras
Lower (upper) triangular matrices in Rn×n are said to form a sub-algebra of Rn×n.
A subset S of Rn×n is said to be a sub-algebra of Rn×n if
S is a subspace of Rn×n,
S is closed wrt matrix multiplication, and
if M ∈ S is invertible, then M−1 ∈ S .
Lecture 1: Linear Algebra Review Linear Programming 21 / 24
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Matrix Sub-Algebras
Lower (upper) triangular matrices in Rn×n are said to form a sub-algebra of Rn×n.
A subset S of Rn×n is said to be a sub-algebra of Rn×n if
S is a subspace of Rn×n,
S is closed wrt matrix multiplication, and
if M ∈ S is invertible, then M−1 ∈ S .
Lecture 1: Linear Algebra Review Linear Programming 21 / 24
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Gaussian Elimination in Practice
Transformation to echelon (uppertriangular) form.
A =
1 1 22 4 2−1 1 3
.Eliminate the first column with a
Gaussian elimination matrix.G1 =
1 0 0−2 1 0
1 0 1
G1A =
1 0 0−2 1 0
1 0 1
1 1 22 4 2−1 1 3
=
1 1 20 2 − 20 2 5
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Gaussian Elimination in Practice
Transformation to echelon (uppertriangular) form.
A =
1 1 22 4 2−1 1 3
.
Eliminate the first column with aGaussian elimination matrix.
G1 =
1 0 0−2 1 0
1 0 1
G1A =
1 0 0−2 1 0
1 0 1
1 1 22 4 2−1 1 3
=
1 1 20 2 − 20 2 5
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Gaussian Elimination in Practice
Transformation to echelon (uppertriangular) form.
A =
1 1 22 4 2−1 1 3
.Eliminate the first column with a
Gaussian elimination matrix.
G1 =
1 0 0−2 1 0
1 0 1
G1A =
1 0 0−2 1 0
1 0 1
1 1 22 4 2−1 1 3
=
1 1 20 2 − 20 2 5
Lecture 1: Linear Algebra Review Linear Programming 22 / 24
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Gaussian Elimination in Practice
Transformation to echelon (uppertriangular) form.
A =
1 1 22 4 2−1 1 3
.Eliminate the first column with a
Gaussian elimination matrix.G1 =
1 0 0−2 1 0
1 0 1
G1A =
1 0 0−2 1 0
1 0 1
1 1 22 4 2−1 1 3
=
1 1 20 2 − 20 2 5
Lecture 1: Linear Algebra Review Linear Programming 22 / 24
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Gaussian Elimination in Practice
Transformation to echelon (uppertriangular) form.
A =
1 1 22 4 2−1 1 3
.Eliminate the first column with a
Gaussian elimination matrix.G1 =
1 0 0−2 1 0
1 0 1
G1A =
1 0 0−2 1 0
1 0 1
1 1 22 4 2−1 1 3
=
1 1 20 2 − 20 2 5
Lecture 1: Linear Algebra Review Linear Programming 22 / 24
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Gaussian Elimination in Practice
Transformation to echelon (uppertriangular) form.
A =
1 1 22 4 2−1 1 3
.Eliminate the first column with a
Gaussian elimination matrix.G1 =
1 0 0−2 1 0
1 0 1
G1A =
1 0 0−2 1 0
1 0 1
1 1 22 4 2−1 1 3
=
1 1 20 2 − 20 2 5
Lecture 1: Linear Algebra Review Linear Programming 22 / 24
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Gaussian Elimination in Practice
Transformation to echelon (uppertriangular) form.
A =
1 1 22 4 2−1 1 3
.Eliminate the first column with a
Gaussian elimination matrix.G1 =
1 0 0−2 1 0
1 0 1
G1A =
1 0 0−2 1 0
1 0 1
1 1 22 4 2−1 1 3
=
1
1 20 2 − 20 2 5
Lecture 1: Linear Algebra Review Linear Programming 22 / 24
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Gaussian Elimination in Practice
Transformation to echelon (uppertriangular) form.
A =
1 1 22 4 2−1 1 3
.Eliminate the first column with a
Gaussian elimination matrix.G1 =
1 0 0−2 1 0
1 0 1
G1A =
1 0 0−2 1 0
1 0 1
1 1 22 4 2−1 1 3
=
1 1
20 2 − 20 2 5
Lecture 1: Linear Algebra Review Linear Programming 22 / 24
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Gaussian Elimination in Practice
Transformation to echelon (uppertriangular) form.
A =
1 1 22 4 2−1 1 3
.Eliminate the first column with a
Gaussian elimination matrix.G1 =
1 0 0−2 1 0
1 0 1
G1A =
1 0 0−2 1 0
1 0 1
1 1 22 4 2−1 1 3
=
1 1 2
0 2 − 20 2 5
Lecture 1: Linear Algebra Review Linear Programming 22 / 24
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Gaussian Elimination in Practice
Transformation to echelon (uppertriangular) form.
A =
1 1 22 4 2−1 1 3
.Eliminate the first column with a
Gaussian elimination matrix.G1 =
1 0 0−2 1 0
1 0 1
G1A =
1 0 0−2 1 0
1 0 1
1 1 22 4 2−1 1 3
=
1 1 20
2 − 20 2 5
Lecture 1: Linear Algebra Review Linear Programming 22 / 24
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Gaussian Elimination in Practice
Transformation to echelon (uppertriangular) form.
A =
1 1 22 4 2−1 1 3
.Eliminate the first column with a
Gaussian elimination matrix.G1 =
1 0 0−2 1 0
1 0 1
G1A =
1 0 0−2 1 0
1 0 1
1 1 22 4 2−1 1 3
=
1 1 20 2
− 20 2 5
Lecture 1: Linear Algebra Review Linear Programming 22 / 24
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Gaussian Elimination in Practice
Transformation to echelon (uppertriangular) form.
A =
1 1 22 4 2−1 1 3
.Eliminate the first column with a
Gaussian elimination matrix.G1 =
1 0 0−2 1 0
1 0 1
G1A =
1 0 0−2 1 0
1 0 1
1 1 22 4 2−1 1 3
=
1 1 20 2 − 2
0 2 5
Lecture 1: Linear Algebra Review Linear Programming 22 / 24
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Gaussian Elimination in Practice
Transformation to echelon (uppertriangular) form.
A =
1 1 22 4 2−1 1 3
.Eliminate the first column with a
Gaussian elimination matrix.G1 =
1 0 0−2 1 0
1 0 1
G1A =
1 0 0−2 1 0
1 0 1
1 1 22 4 2−1 1 3
=
1 1 20 2 − 20 2 5
Lecture 1: Linear Algebra Review Linear Programming 22 / 24
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Gaussian Elimination in Practice
Now do Gaussian eliminiation on the second column. 1 1 20 2 −20 2 5
G2 =
1 0 00 1 00 −1 1
1 0 00 1 00 −1 1
1 1 20 2 −20 2 5
=
1 1 20 2 − 20 0 7
Lecture 1: Linear Algebra Review Linear Programming 23 / 24
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Gaussian Elimination in Practice
Now do Gaussian eliminiation on the second column. 1 1 20 2 −20 2 5
G2 =
1 0 00 1 00 −1 1
1 0 00 1 00 −1 1
1 1 20 2 −20 2 5
=
1 1 20 2 − 20 0 7
Lecture 1: Linear Algebra Review Linear Programming 23 / 24
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Gaussian Elimination in Practice
Now do Gaussian eliminiation on the second column. 1 1 20 2 −20 2 5
G2 =
1 0 00 1 00 −1 1
1 0 00 1 00 −1 1
1 1 20 2 −20 2 5
=
1 1 20 2 − 20 0 7
Lecture 1: Linear Algebra Review Linear Programming 23 / 24
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Gaussian Elimination in Practice
Now do Gaussian eliminiation on the second column. 1 1 20 2 −20 2 5
G2 =
1 0 00 1 00 −1 1
1 0 00 1 00 −1 1
1 1 20 2 −20 2 5
=
1
1 20 2 − 20 0 7
Lecture 1: Linear Algebra Review Linear Programming 23 / 24
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Gaussian Elimination in Practice
Now do Gaussian eliminiation on the second column. 1 1 20 2 −20 2 5
G2 =
1 0 00 1 00 −1 1
1 0 00 1 00 −1 1
1 1 20 2 −20 2 5
=
1
1 2
0
2 − 2
0
0 7
Lecture 1: Linear Algebra Review Linear Programming 23 / 24
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Gaussian Elimination in Practice
Now do Gaussian eliminiation on the second column. 1 1 20 2 −20 2 5
G2 =
1 0 00 1 00 −1 1
1 0 00 1 00 −1 1
1 1 20 2 −20 2 5
=
1 1
2
0
2 − 2
0
0 7
Lecture 1: Linear Algebra Review Linear Programming 23 / 24
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Gaussian Elimination in Practice
Now do Gaussian eliminiation on the second column. 1 1 20 2 −20 2 5
G2 =
1 0 00 1 00 −1 1
1 0 00 1 00 −1 1
1 1 20 2 −20 2 5
=
1 1 20
2 − 2
0
0 7
Lecture 1: Linear Algebra Review Linear Programming 23 / 24
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Gaussian Elimination in Practice
Now do Gaussian eliminiation on the second column. 1 1 20 2 −20 2 5
G2 =
1 0 00 1 00 −1 1
1 0 00 1 00 −1 1
1 1 20 2 −20 2 5
=
1 1 20 2
− 2
0
0 7
Lecture 1: Linear Algebra Review Linear Programming 23 / 24
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Gaussian Elimination in Practice
Now do Gaussian eliminiation on the second column. 1 1 20 2 −20 2 5
G2 =
1 0 00 1 00 −1 1
1 0 00 1 00 −1 1
1 1 20 2 −20 2 5
=
1 1 20 2 − 20
0 7
Lecture 1: Linear Algebra Review Linear Programming 23 / 24
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Gaussian Elimination in Practice
Now do Gaussian eliminiation on the second column. 1 1 20 2 −20 2 5
G2 =
1 0 00 1 00 −1 1
1 0 00 1 00 −1 1
1 1 20 2 −20 2 5
=
1 1 20 2 − 20 0 7
Lecture 1: Linear Algebra Review Linear Programming 23 / 24
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Gauss-Jordan Elimination, or Pivot Matrices
What happens in the following multiplication? Ik×k −α−1a 00 α−1 00 −α−1b I(n−k−1)×(n−k−1)
aαb
=
010
.What is the inverse of this matrix? Ik×k a 0
0 α 00 b I(n−k−1)×(n−k−1)
.
Lecture 1: Linear Algebra Review Linear Programming 24 / 24
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Gauss-Jordan Elimination, or Pivot Matrices
What happens in the following multiplication? Ik×k −α−1a 00 α−1 00 −α−1b I(n−k−1)×(n−k−1)
aαb
=
010
.
What is the inverse of this matrix? Ik×k a 00 α 00 b I(n−k−1)×(n−k−1)
.
Lecture 1: Linear Algebra Review Linear Programming 24 / 24
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Gauss-Jordan Elimination, or Pivot Matrices
What happens in the following multiplication? Ik×k −α−1a 00 α−1 00 −α−1b I(n−k−1)×(n−k−1)
aαb
=
0
10
.
What is the inverse of this matrix? Ik×k a 00 α 00 b I(n−k−1)×(n−k−1)
.
Lecture 1: Linear Algebra Review Linear Programming 24 / 24
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Gauss-Jordan Elimination, or Pivot Matrices
What happens in the following multiplication? Ik×k −α−1a 00 α−1 00 −α−1b I(n−k−1)×(n−k−1)
aαb
=
01
0
.
What is the inverse of this matrix? Ik×k a 00 α 00 b I(n−k−1)×(n−k−1)
.
Lecture 1: Linear Algebra Review Linear Programming 24 / 24
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Gauss-Jordan Elimination, or Pivot Matrices
What happens in the following multiplication? Ik×k −α−1a 00 α−1 00 −α−1b I(n−k−1)×(n−k−1)
aαb
=
010
.
What is the inverse of this matrix? Ik×k a 00 α 00 b I(n−k−1)×(n−k−1)
.
Lecture 1: Linear Algebra Review Linear Programming 24 / 24
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Gauss-Jordan Elimination, or Pivot Matrices
What happens in the following multiplication? Ik×k −α−1a 00 α−1 00 −α−1b I(n−k−1)×(n−k−1)
aαb
=
010
.What is the inverse of this matrix?
Ik×k a 00 α 00 b I(n−k−1)×(n−k−1)
.
Lecture 1: Linear Algebra Review Linear Programming 24 / 24
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Gauss-Jordan Elimination, or Pivot Matrices
What happens in the following multiplication? Ik×k −α−1a 00 α−1 00 −α−1b I(n−k−1)×(n−k−1)
aαb
=
010
.What is the inverse of this matrix? Ik×k a 0
0 α 00 b I(n−k−1)×(n−k−1)
.
Lecture 1: Linear Algebra Review Linear Programming 24 / 24