Page 152 - 35Linear Algebra
P. 152

152                                                                                      Matrices


                               To solve many linear systems with the same matrix at once,


                                                        MX = V 1 , MX = V 2

                            we can consider augmented matrices with many columns on the right and
                            then apply Gaussian row reduction to the left side of the matrix. Once the
                            identity matrix is on the left side of the augmented matrix, then the solution
                            of each of the individual linear systems is on the right.

                                                                       −1       −1
                                                M V 1 V 2     ∼ I M       V 1 M    V 2

                               To compute M    −1 , we would like M  −1 , rather than M −1 V to appear on
                            the right side of our augmented matrix. This is achieved by solving the
                            collection of systems MX = e k , where e k is the column vector of zeroes with
                            a 1 in the kth entry. I.e., the n×n identity matrix can be viewed as a bunch
                            of column vectors I n = (e 1 e 2 · · · e n ). So, putting the e k ’s together into an
                            identity matrix, we get:


                                                  M I ∼ I M        −1 I = I M    −1


                                                            −1
                                               −1     2 −3
                            Example 93 Find     2    1   0    .
                                                 4 −2     5
                            We start by writing the augmented matrix, then apply row reduction to the left side.



                                                                                        
                                        −1    2 −3 1 0 0               1 −2     3 1 0 0
                                         2    1    0 0 1 0             0    5 −6 2 1 0
                                                                                        
                                                             ∼                          
                                         4 −2      5 0 0 1             0    6 −7 4 0 1
                                                                              3    1    2   
                                                                       1 0        −         0
                                                                               5    4    5
                                                                      0 1 −   6    2    1  0 
                                                                               5    5    5   
                                                                 ∼ 
                                                                       0 0     1    4  − 6  1
                                                                               5    5    5
                                                                       1 0 0 −5        4 −3
                                                                                            
                                                                       0 1 0     10 −7     6
                                                                                            
                                                                 ∼                          
                                                                       0 0 1      8 −6     5


                                                      152
   147   148   149   150   151   152   153   154   155   156   157