Notes MMU218 00036

Applied Mathematics for Engineers
Reference textbook: Kreyszig, E., Advanced Engineering Mathematics, 10thEd.,John Wiley & Sons, 2011.
1
Chapter 1
Vectors in
Rn
and
C n,Spatial
Vectors
1.1
Introduction
Weights of eight students are listed as
156, 125, 145, 134, 178, 145, 162, 193

we can denote these numbers using a single symbol,
w,
but with dierent subscript as
w1 , w2 , w3 , w4 , w5 , w6 , w7 , w8
Each subscript denotes the position of the numbers in the list, for example
w1 = 156 w2 = 125
the rst number the second number
Such a list of values is called a linear array or vector
w = w1
w2
...
w8
Vector Addition and Scalar Multiplication

Vector Addition
The resultant
u+v
of the two vectors
and
is obtained by the so-called parallegrom law.
Furthermore, if
u= a v= a
then end point of the vector
b b
c c
u+v
is
a+a
b+b
c+c
Scalar Multiplication
The product
ku
of a vector
by a real number
is obtained as:
u= a
then
ku = ka
Mathematically, vector u is dened with its we write
kb
kc
c
be called a point or a vector
u= a
The ordered triple General notation:
c . a b c of real numbers may n tuple a1 a2 . . . an
CHAPTER 1.
VECTORS IN
RN
AND
C N ,SPATIAL
VECTORS
1.2
Vectors in
Rn
called
The set of all A particular
n tuples of real numbers, denoted by Rn ,is n tuple in Rn , is called a point or vector u = a1
n space.
a2
...
an
The numbers Two vectors, are equal. The vector
ai are called the coordinates, components, or elements of u u and v are equal, written u = v . If they have the same number of components, and if the corresponding components 0 ... 0
is called the zero vector.
Column Vectors
1 2 3 4 1 5 6
Row Vectors
1 2 3 4 1 5 6
1.3
Vector Addition and Scalar Multiplication

u
and
Consider two vectors
in
Rn
u = a1
a2
and
...
an
v = b1
Their sum, written
b2
...
bn
u+v u + v = a1 + b1 a2 + b2 ... k, an + b n
written
The scalar product or, simply product of the vector
by a real number
ku
ku = ka1 u+v
and
ka2
...
kan
ku
are also vectors in
Rn Rn as
follows
Negatives and subtraction are dened in
u = (1) u
and
u v = u + (1) u
Given vectors
u1 , u2 , . . . , um
in
Rn
and scalars
k1 , k2 , . . . , km ,we
can form the vector
v = k1 u1 + k2 u2 + k3 u3 + + km um
Vector
is called a linear combination of the vectors
u1 , u2 , . . . , um
CHAPTER 1.
VECTORS IN
RN
AND
C N ,SPATIAL
VECTORS
1.4
Dot (Inner) Product

u, v Rn
Consider arbitrary vector,
u = a1
a2
and
...
an
v = b1
The dot product or inner product or scalar product of
b2 v
...
bn
and
is denoted and dened by
u v = a1 b1 + a2 b2 + a3 b3 + + an bn u
and
are said to be orthogonal if
u v u v = 0
Norm (Length) of a Vector

The norm or length of a vector
u Rn ,
denoted by
u = u = a1 u = uu= a2
uu
0 an R n
...
2 2 2 a2 1 + a2 + a3 + + an
u = 0 u = 0
Unit vector
u is called a unit v = 0 Rn
vector
u = 1 v 1 v= v v
v =
is called normalizing
v v
is the unit vector in the same direction as
Distance, Angles, Projections

Consider arbitrary vector,
u, v Rn u = a1 a2 ... an
and
v = b1
Distance between
b2
...
bn
and
is denoted by
d (u, v ) = u v (a1 b1 ) + (a2 b2 ) + (a3 b3 ) + + (an bn )

is dened by
uv =
The angle between
u, v Rn
and
u, v = 0
CHAPTER 1.
VECTORS IN
RN
AND
C N ,SPATIAL
VECTORS
cos =
If
uv u v
u v = 0 = =
or
= u v 2 u v = 0 = = 2 or = = u v 2
The projection of a vector
onto vector
v=0
is the vector described by
proj (u, v ) =
uv v v 2
1.5
n-tuple n-tuple
Located Vectors, Hyperplanes, Lines, Curves in

P (ai ) a1 a2 u = c1 c2 . . . . . . an Rn cn Rn u P (ai )
is a point is a vector from origin
Rn
c2 ... cn
to the point
C c1
Located Vectors
A (ai ) Rn
and
B (bi ) Rn A B,
written as
Located vector or directed line segment
AB b2 a2 ... bn an
u = AB = B A = b1 a1
A, B R3 A a1 a2 a3 B b1 b2 b3
u=BA P b1 a1 b2 a2 b3 a3
Hyperplanes
H Rn is
the set of points
x1
x2
...
xn a1 x1 + a2 x2 + + an xn = b u = a1 a2 ... an = 0
H R is a line H R3 is a plane 3 In R u P Q where P (pi ) H
and
Q (qi ) H u H H u
P (pi ) H
and
Q (qi ) H
they satisfy the hyperplane equation
a1 p1 + a2 p2 + + an pn = b a1 q1 + a2 q2 + + an qn = b
Let
(1.5.1)
v = P Q = Q P = q1 p1
Then
q2 p2
...
qn pn
u v = a1 (q1 p1 ) + a2 (q2 p2 ) + + an (qn pn ) u v = (a1 q1 + a2 q2 + + an qn ) (a1 p1 + a2 p2 + + an pn ) = b b = 0 Thusv = P Q u
CHAPTER 1.
VECTORS IN
RN
AND
C N ,SPATIAL
VECTORS
Lines in Rn
The line points
L Rn passing through P b1 b2 X x1 x2 . . . xn that satisfy
...
bn
in the direction of a vector
u = a1
a2
...
an = 0
consists of the
x1 = a1 t + b1 x2 = a2 t + b2 X = P + tu L (t) = (ai t + bi ) xn = an t + bn tR L R3 is shown

where in Fig.
Curves in Rn
D [a, b] R F :DR
n
is a curve in
R .F (t)
is assumed to be continous.
t D
F (t) Rn Fn (t)
F (t) = F1 (t) F2 (t) . . .

Derivative of
F (t)is V =
dF (t) dt V = dF (t) dF1 (t) = dt dt dF2 (t) dt ... dFn (t) dt
which tangent to the curve.
T (t) =
V (t) V (t)
is the unit tangent vector to the curve.
1.6
Vectors,
Vectors in
u R3
R3 (Spatial
i= 1 j= 0 k= 0
Vectors),
ijk
Notation
is called spatial vectors.
0 1 0
0 0 1
denotes the unit vector in the x-direction denotes the unit vector in the y-direction denotes the unit vector in the z-direction
u R3
u= a
c = ai + bj + ck u=v u =1 uv
u, v i, j, k
and
u i, j, k
Suppose
u = a1 i + a2 j + a3 k v = b1 i + b2 j + b3 k
Then,
u + v = (a1 + b1 ) i + (a2 + b2 ) j + (a3 + b3 ) k cu = ca1 i + ca2 j + ca3 k

where
cR u v = a1 b1 + a2 b2 + a3 b3 u =
2 2 u u = a2 1 + a2 + a3
CHAPTER 1.
VECTORS IN
RN
AND
C N ,SPATIAL
VECTORS
Cross Product
There is a special operation for vectors
u, v R3 that
is not dened in
Rn
for
n = 3,
called cross product
uv
a c
Suppose
b = ad bc d b = bc ad d
a c
u = a1 i + a2 j + a3 k v = b1 i + b2 j + b3 k
Then
u v = (a2 b3 a3 b2 ) i + (a3 b1 a1 b3 ) i + (a1 b2 a2 b1 ) i uv = a1 b1 a2 b2 a a3 i 1 b1 b3 a2 b2 a a3 j+ 1 b1 b3 a2 b2 a3 k b3
Chapter 2
Algebra of Matrices
2.1
Introduction
The entries in our matrices will come *om some arbitrary, but xed, eld K. The elements of K are called numbers or scalars. Nothing essential is lost if the reader assumes that K is the real eld R.
2.2
Matrices
A matrix A over aeld K is a rectangular array of scalars :
a11 a21 A= . . . am1

Rows of matrix
a12 a22
. . .

.. .
am2
a1n a2n . . . amn
are
row vectors
a11
a12 n
a1n
a21
a22
a2n
am1
am2
ann
The comuns of matrix A are
column vectors
a11 a21 . . . am1

Element Matrix
a12 a22 . . . am2

appears in row
a1n a2n . . . amn j.
aij , called the ij entry A can be written as
or
ij element,
and column
A = aij
A matrix with
m rows and n columns is called an m by n matrix, written as m n B are equal A = B size (A) = size (B ) and aij = bij if m = 1 and n > 1 matrix A is called a row matrix or row vector if m > 1 and n = 1 matrix A is called a column matrix or column vector A = aij = 0 is called a zero matrix A = aij and aij R = A is called a real matrix A = aij and aij C = A is called a complex matrix
and
where
and
are the size of the matrix
2.3
Let
Matrix Addition and Scalar Multiplication
A = aij
and
B = bij
8
CHAPTER 2.
ALGEBRA OF MATRICES
size (A) = size (B ) = m n

The sum of
and
B,
written
A+B a11 + b11 a21 + b21 A+B = . . . am1 + bm1 a12 + b12 a22 + b22
. . .

.. .
am2 + bm2 kA
.. .
a1n + b1n a2n + b2n . . . amn + bmn
The product of the matrix
by a scalar
k,
written
k A, or simply ka11 ka12 ka21 ka22 kA = . . . . . . kam1 kam2
ka1n a2n . . . amn
size (A + B )
Dene
and
size (kA)
are also
mn
A (1) A A B A + ( B )
The matrixA is called the negative of the matrix
A B is called the dierence of A size (A) = size (B ) = A + B is not dened

The matrix
and
A B
2.4
n k=1
Summation Symbol
(the
Greek capital letter sigma) the following meaning
Summation symbol
k k k k k 1
f (k ) has =1 f (1) =2 f (2) =3 f (3) =n f (n)

and
f (1) + f (2) f (1) + f (2) + f (3) f (1) + f (2) + f (3) + + f (n)
is called index
are called, respectively, lower and upper limits can be written
General expression for
n2
f (k ) = f (n1 ) + f (n1 + 1) + f (n1 + 2) + + f (n2 )

k=n1
2.5
Matrix Multiplication
A
and
The product of matrices or
The product of a row matrix
B , written AB A = ai and column
matrix
B = bi
, with the same number of elements is dened to be a scalar
11
matrix
AB = a1
a2
an
b1 b2 . = a1 b1 + a2 b2 + a3 b3 + an bn . . bn
n
AB =
k=1
ak bk
AB AB
is a scalar or a
is not dened if
1 1 matrix A and B have
dierent number of elements
CHAPTER 2.
ALGEBRA OF MATRICES
10
Denition
A A = aij and B = bij are matrices such that the number of columns of A is equal to the number of rows of B ; say, m p matrix and B is an p n matrix. Then the product AB is the m n matrix whose ij entry is obtained by multiplying the ith row of A by the jth column of B . That is, b c11 c1n b1j b1n 11 a11 a1p . . . . . . .. . . . . . . . . . . . . . . . . . . . . . . . . .. ai1 aip . . . . . = . . c . . . . ij . . . .. . . . . . .. . . . . . . . . . . . . . . . am1 amp cm1 cmn bp1 bpj bpn
Suppose is an where
cij = ai1 b1j + ai2 b2j + ai3 b3j + + aip bpj

p
cij =
k=1
aik bkj
product
is an
mp
matrix and
is an
qn
matrix
p = q =the
AB
is not dened
2.6
Transpose of a Matrix
A,
written
The transpose of a matrix
AT 1 4 2 5 3 6
T
1 = 2 3
T
1 A = aij A = aij A = aij

is an is an is an
4 5 6 1 = 3 5
m n matrix, then AT = bij is the n m matrix where bij = aij 1 n row matrix, then AT = bij is the n 1 column matrix m 1 column matrix, then AT = bij is the 1 m row matrix
2.7
An
Square Matrices
matrix
A = aij is a matrix with size m n. m = n = A is said to be a square matrix n nsquare matrix is said to be of order n and is sometimes called an n square
Diagonal and Trace

Let, The trace of
A = aij be an n square matrix, A, written tr (A), is sum of
the elements of diagonal or main diagonal of diagonal elements
are
S = aij |i = j
tr (A) = a11 + a22 + a33 + + ann
Identity Matrix, Scalar Matrices

The
n square identity or unit matrix, denoted 0 severywhere. For an n square matrix A
by
In or
simply
is the
n square
matrix with
1s
on the diagonal and
AI = IA = A
If
is an
mn
matrix, then
BIn = Im B = B
For any scalar
k,
the matrix
kI
that contains
ks
on the diagonal and
0s
elsewhere is called the scalar matrix
CHAPTER 2.
ALGEBRA OF MATRICES
11
(kI ) A = k (IA) = kA
Kronecker delta function
ij is
dened by
ij
Thus identity matrix may be written
0 if i = j 1 if i = j
I = ij
2.8
Let
Powers of Matrices, Polynomials in Matrices

be an
nn
matrix. Powers of
are dened as follows:
A2 = AA
A3 = A2 A
...
An+1 = An A
and ai R ai R
A0 = I
f (x) = a0 + a1 x + a2 x2 + + an xn f (A) = a0 I + a1 A + a2 A2 + + an An x=A a0 = a0 I f (A) = 0

then
is called a zero or root of
f (x)
2.9
Invertible (Nonsingular) Matrices

A
is said to be invertible or nonsingular if there exists a matrix
A square matrix
such that
AB = BA = I
where
is the identity matrix. Such a matrix
is the inverse of
A,
then
is the inverse of
B B
is unique. We call such a matrix
the inverse of
and denote it by
A 1 .
If
Suppose
and
are invertible. Then
AB
is invertible and
(AB )
= B 1 A1
More generally, if
A1 , A2 , . . . , Ak
are invertible, then their prodcut is invertible and
(A1 A2 . . . Ak )
The product of the inverses in the reverse order.
1 1 1 = A k . . . , A2 A1
Inverse of a 2 2 Matrix
Let
be an arbitrary
22
matrix, say
A=
We want to nd a general formula for the inverse of
a c
b d
A, A1 A 1 = x1 y1 x2 y2
such that
AA1 = I AA1 = a c b d x1 y1 x2 1 = y2 0 0 1
CHAPTER 2.
ALGEBRA OF MATRICES
12
ax1 + by1 cx1 + dy1

The above matrix equality yields four equations
ax2 + by2 1 = cx2 + dy2 0
0 1
ax1 + by1 = 1 cx1 + bdy = 0

let
ax2 + by2 = 0 cx2 + dy2 = 1

The unknowns
A = ab cd
called the determinant of
A,
assuming
A = 0. d A c A
x1 , x2 , y1 , y2
can be found uniquely
x1 = y1 =
Thus
x2 = y2 =
b A a A
A 1 = A = 0 = A
is not invertible.
a c
b d
1 A
d b c a
Inverse of an n n Matrix
Suppose
is an arbitrary
n square
matrix. Finding its inverse
A1 reduces
to nding the solution of a collection of
nn
systems of linear equations.
2.10
Special Types of Square Matrices
Diagonal and Triangular Matrices

A square matrix
D = dij
is diagonal
{dij = 0|i = j } D = diag (d11 , d22 , . . . , dnn )
Examples
3 0 0
A square matrix
0 7 0
0 0 diag (3, 7, 2) 2
is upper triangular
4 0
0 diag (4, 5) 5
0 9 diag (6, 0, 9, 8) 8
A = aij
= S aij = 0|i > j b11 b12 b22 b13 b23 b33 c11 c12 c22 c13 c23 c33 c14 c24 c34 c44
a11
a12 a22
A lower triangular matrix is a square matrix
A = aij
is upper triangular
= S aij = 0|i < j
Special Real Square Matrices: Symmetric, Orthogonal, Normal

A matrix A matrix
A is symmetric if A = AT . Equivalently, A = aij is A is symmetric if A = AT . Equivalently, A = aij
symmetric if each
is symmetric if each
aij = aji aij = aji .
Clearly the diagonal elements
of such a matrix matrix must be all zero.
A = aji = 0|i = j aji = aji |i = j

Matrix
must be square if
A = AT
or
A = AT
CHAPTER 2.
ALGEBRA OF MATRICES
13
Orthogonal Matrices
A real matrix Now, suppose
A is orthogonal if AT = A1 ,that is AAT = AT A = I . A is a real orthogonal 3 3matrix with rows u1 = a1 a2 a3 ub = b1 b2
Thus
must be necessarily be square and invertible.
b3
u3 = c1
c2
c3
(2.10.1)
Since
is orthogonal, we must have
AAT = I a1 a2 b1 b2 c1 c2
a3 a1 b3 a2 c3 a3
b1 b2 b3
c1 1 c2 = 0 c3 0
0 1 0
0 0 = I 1
(2.10.2)
The above matrix equality yields the following equations
2 2 a2 1 + a2 + a3 = 1
a1 b1 + a2 b2 + a3 b3 = 0
2 2 b2 1 + b2 + b3 = 1
a1 c1 + a2 c2 + a3 c3 = 0 b1 c1 + b2 c2 + b3 c3 = 0
2 2 c2 1 + c2 + c3 = 1
a1 b1 + a2 b2 + a3 b3 = 0 a1 c1 + a2 c2 + a3 c3 = 0
Implies
b1 c1 + b2 c2 + b3 c3 = 0
u1 u1 = 1
u2 u2 = 1 f or
u3 u3 = 1 i=j
vectors are unit vectors and are orthogonal to
ui uj
The rows of Vectors,
u1 , u2 , u3 are unit vectors and they are orthogonal to each other u1 , u2 , . . . , un Rn are said to form an orthonormal set of vectors if the 0 1 i=j i=j
each other that
ui uj =
In other words, ui uj = ij ,where ij is the Kronecker delta function AAT = I =rows of A form an orthonormal set of vectors AT A = I =columns of A form an orthonormal set of vectors
2.11
Block Matrices
Aand B
into blocks is that the result of operations on
Using a system of horizontal and vectrical lines, we can partition amatrix of partition matrices, say block matrix Suppose computation with the blocks, just as if they were the actual elements
A into submatrices called blocks (cells). The convenience A and B can be obtained by carrying out the of the matrices. The notation A = Aij wilbe used for a
A with A = Aij
blocks and
Aij . B = Bij
are block matrices with the same number of row and column blocks and suppose that
coresponding blocks have the same size.
A11 + B11 A21 + B21 A+B = . . . Am1 + Bm1

and
A12 + B12 A22 + B22

. . .

.. .
Am2 + Bm2
A1n + B1n A2n + B2n . . . Amn + Bmn
kA11 kA21 kA = . . . kAm1

Suppose that
kA12 kA22
. . .

.. .
kAm2
kA1n kA2n . . . kAmn Uik Vkj

is dened
U = Uik
V = Vkj are block matrices, as long W11 W12 W1n W21 W22 W2n UV = . where . , . .. . . . . . . . Vm1 Wm2 Wmn
and
as product
Wij = Ui1 V1j + Ui2 V2j + + Uip Vpj
CHAPTER 2.
ALGEBRA OF MATRICES
14
Square Block Matrices

Let
be a block matrix. Then is a square matrix
is called a square block matrix if
1.
2. The blocks form a square matrix 3. The diagonal blocks are also square The latter two conditions will occur if and only if there are the same number of horizontal and vertical lines and they are placed symmetrically.
Block Diagonal Matrices

Let
M = Aij
be square block matrix such that nondiagonal blocks are all zero matrices, that
M = Aij = 0|i = j M = diag A11 , A22 , . . . , Arr

Suppose or
M = A11 A22 Arr f (M )

is the block diagonal matrix and
f (x)
is a polynomial and
is a diagonal matrix. Then,
f (M ) = diag (f (A11 ) , f (A22 ) , , . . . , f (Arr ) , ) M

is invertible
Aij
is invertible, then
1 1 1 M 1 = diag A 11 , A22 , . . . , Arr

Analogously, a square block matrix is called a block upper triangular matrix, if the block below the diagonal are zero marices. Analogously, a square block matrix is called a block lower triangular matrix, if the block above the diagonal are zero marices.
Chapter 3
Systems of Linear Equations
3.1
eld
Introduction
K.
There is almost no loss in generality if the reader assumes that all our scalars are real numbers, that is, that they come
All our systems of linear equations involve scalars as both coecients and constants, and such scalars may come from any number from the real eld
R.
3.2
Basic Denitions, Solutions
Linear Equations and Solutions

A linear equation in unknowns
x1 , x2 , . . . , xn
is an equation that can be put in the standard form
a1 x1 + a2 x2 + + an xn = b
where
a1 , a2 , . . . , an and b
are constants. The constant
ak
is called the coecient
xk ,
and
is called the constant term of the
equation. A solution of the linear equation
x1 = k2
or
x2 = k2
,...
x n = kn
u = k1
such that
k2
...
kn
a1 k1 + a2 k2 + + an kn = b
is true, or we say
satises the equation.
Systems of Linear Equations

a system of m linear equations
L1 , L2 , . . . , Lm
in
nunknowns x1 , x2 , . . . , xn can
be put in the standard form
a11 x2 + a12 x2 + + a1n x2 = b1 a21 x2 + a22 x2 + + a2n x2 = b2 am1 x2 + am2 x2 + + amn x2 = bm

where the number
aij
and
bi
are constants. The number
aij is
the coecient of the unknown
xj
in the equation
Li ,
and the number
bi
is the constant of the equation
Li .
It is called a square system if
m = n,
that is, if the number
of equations is equal to the
of unknowns. The system is said to be homogeneous if all the constant terms are zero. Otherwise the system is said
to be nonhomogeneous. The system of linear equations is said to be consistent if it has one or more solutions, and it is said to be inconsistent if it has no solution.
15
CHAPTER 3.
SYSTEMS OF LINEAR EQUATIONS
16
Augmented and Coecient Matrices of a System

Consider the general system of
m equation in n unknowns. a11 a12 a1n b1 a21 a22 a2n b2 M = . . . . .. . . . . . . . . . am1 am2 amn bm
and
a11 a21 A= . . . am1

matrix.
a12 a22
. . .

.. .
am2
a1n a2n . . . amn
M is the augmented matrix of the system and A is called the coecient M = A B where B denotes the column vector of constants.
Degenerate Linear Equations

A linear equation is said to be degenerate if all the coecients are zero.
0x1 + 0x2 + + 0xn = b

The solution of such an equation only depends on the value of the constant (i) If (ii)
b.
Specically:
b = 0, then the equation has no solution, k2 . . . If b = 0, then every vector u = k1
kn
is a solution.
Leading Unknown in a Nondegenerate Linear Equation

By the leading unknown of L, we mean the rst unknown in
with a nonzero coecient.
0x1 + 0x2 + 5x3 + 6x4 + 0x5 + 8x6 = 7 0x + 2y 4z = 5
3.3
E1 E2 E3
Elementary Operations
L1 , L2 , . . . , Lm
are called elementary operations. : Interchange
The following operations on a system of linear equations
Li Lj : Replace Li by kLi kLi Li : Replace Li by kLi + Lj kLi + Lj Lj Suppose a system of M of linear equations is obtained operations. Then M and L have the same solutions. Li
and
Lj
from a system
of linear equations by a nite sequence of elementary
3.4
Small Square Systems of Linear Equations
Systems of Two Linear Equation in Two Unknowns (2 2)Systems

A1 x + B1 y = C1 A2 x + B2 y = C2
The system has exactly one solution
A2 A1 = B1 B2
The system has no solution
A1 B 2 A2 B 1 = 0
A1 B1 C1 = = A2 B2 C2
The system has innite solution
A1 B1 C1 = = A2 B2 C2
Determinant of order two
A1 A2
B1 = A1 B 2 A2 B 1 B2
CHAPTER 3.
17
Elimination Algorithm
Algorithm 3.1: The input consists of two nondegenerate linear equations
Part A. (Forward Elimination) Part B. (Back-substitution)
L1
and
L2
in two unknowns with a unique solution.
Multiply each equation by a constant so that the resulting coecients of one unknown are
negatives of each other, and then add the two equations to obtain a new equation L that has only one unknown. Solve for the unknown in the new equation L (which contains only one unknown), substitute this value of the unknown into one of the original equations, and then solve to obtain the value of the other unknown. Part A of Algorithm 3.1 can be applied to any system even if the system does not have a unique solution. In such a case, the new equation L will be degenerate and Part B will not apply.
3.5
Systems in Triangular and Echelon Form
Triangular Form
2x1 + 3x2 + 5x3 2x4 5x2 x3 + 3x4 7x3 x4 2x4 = = = = 9 1 3 8
Such a triangular system always has a unique solution, which may be obtained by back-substitution.
Echelon Form, Pivot and Free Variables

2x1 + 6x2 x3 + 4x4 2x5 x3 + 2 x4 + 2 x5 3x4 9x5 x1 , x3 , x4 r=n r <n
are called pivot variables and the other unknowns
= = =
7 5 6
x2
and
x5 are
called free variables
Consider a system of linear equations in echelon form, say with r equations in n unknowns. There are two cases. If there are as many equations as unknowns (triangular form). Then the system has a unique solution, If there are more unknowns than equations. Then we can arbitrarily assign values to the
nr
free variables and
solve uniquely for the
pivot variables, obtaining a solution of the system.
The general solution of a system with free variables may be described in either of two equivalent ways: One description is called the "Parametric Form" of the solution, and the other description is called the "Free-Variable Form".
Parametric Form
Assign arbitrary values, called parameters, to the free variables, and then use back-substitution to obtain values for the pivot variables
Free-Variable Form
Use back-substitution to solve for the pivot variables directly in terms of the free variables.
3.6
Gauss Elimination
It essentially consists of two parts:
Part A. (Forward Elimination) Step-by-step reduction of the system yielding either a degenerate equation with no solution
(which indicates the system has no solution) or an equivalent simpler system in triangular or echelon form.
Part B. (Backward Elimination) Step-by-step back-substitution to nd the solution of the simpler system.
Part A. (Forward Elimination)

Input: The m n system of linear equations. Elimination Step: Find the rst unknown in the system with a nonzero coecient (which now must be x1 ).
1. Arrange so that
a11 = 0.
That is, if necessary, interchange equations so that the rst unknown
x1
appears with a nonzero
coecient in the rst equation. 2. Use ail as
a11
as a pivot to eliminate
x1
from all equations except the rst equation. That is, for
i > j:
CHAPTER 3.
18
(a) Set (b)
ai1 a11 Replace Li by mL1 + Li =
The system now has the following form:
a11 x1 + a12 x2 + a13 x3 + + a1n xn a2j2 xj2 + + a2n xn amjm xj2 + + amn xn
where
= = = xj2
b1 b2 bm
denotes the rst unknown with a nonzero
x1
does not appear in any equation except the rst,
a11 = 0,
and
coecient in any equation other than the rst. 3. Examine each new equation (a) If
L.
with
L L
has the form
0x1 + 0x2 + + = b 0x1 + 0x2 + + = b
b = 0, L
then STOP
The system is inconsistent and has no solution. (b) If has the form or if is a multiple of another equation, then delete
from the system.
Recursion Step:
rst equation.
Repeat the Elimination Step with each new "smaller" subsystem formed by all the equations excluding the
Output:
Finally, the system is reduced to triangular or echelon form, or a degenerate equation with no solution is obtained
indicating an inconsistent system. The next remarks refer to the Elimination Step in Algorithm 3.2. 1. The following number
in (b) is called the multiplier.
m=
coef f icient to be deleted ai1 = a11 pivot
2. One could alternatively apply the following operation in (b): Replace
Li
by
ai1 L1 + a11 Li
This would avoid fractions if all the scalars were originally integers.
3.7
Elementary Matrices
Elementary Column Operations

Now let
Abe a matrix with columns C1 , C2 , . . . , Cn .
The following operations on
A,
analogous to the elementary row operations,
are called elementary column operations'.
[F1 ] (Column Interchange): Interchange columns Ci and Cj . [F2 ] (Column Scaling): Replace Ci by kCi (where k = 0). [F3 ](Column Addition): Replace Cj by kCi + Cj .
We may indicate each of the column operations by writing, respectively. 1. 2. 3.
Ci Cj kCi Ci kCi + Cj Cj f denote an elementary column operation, and let F be the matrix obtained by applying f to the identity matrix I , F = f (I ) Then F is called the elementary matrix corresponding to the elementary column operation f . Note that F is
Now let that is,
always a square matrix.
Theorem:
For any matrix by postmultiplying
A, f (A) = AF . That is, the result of applying an elementary column operation f A by the corresponding elementary matrix F .
on a matrix
A can be obtained
CHAPTER 3.
19
Elementary Row Operations

Suppose
is a matrix with rows
R1 , R2 , . . . , Rm
The following operations on
are called elementary row operations.
[E1 ] E2 E3
Let
(Row Interchange):
Interchange Replace Replace
Ri
and
Rj
or
Ri Rj
(Row Scaling):
Ri Rj
bykRi or by
kRi Ri
or
(Row Addition):
kRi + Rj
kRi + Rj Rj . e(A)
denote the results of applying the operation
denote an elementary row operation and let
to a matrix
A.
Now let
be the matrix obtained by applying
to the identity matrix
I,
that is, Note that
E = e (I ) Then E is called the elementary matrix corresponding to the elementary row operation e.
is always a square matrix.
Theorem:
e be an elementary row operation e(A) = EA where A is any mxn matrix.
Let corresponding elementary matrix and let
be the corresponding
mxm
elementary matrix. Then
In other words, the result of applying an elementary row operation
to a matrix
can be obtained by premultiplying
by the
E.
3.8
Linear Systems of Equations;Gauss Elimination, Matrix Formulation
3.8.1 Introduction
a system of m linear equations
L1 , L2 , . . . , Lm
in
nunknowns x1 , x2 , . . . , xn can
be put in the standard form
a11 x2 + a12 x2 + + a1n x2 = b1 a21 x2 + a22 x2 + + a2n x2 = b2 am1 x2 + am2 x2 + + amn x2 = bm a11 a21 M = . . . am1 a12 a22
. . .

.. .
a1n a2n
. . .
am2
amn
b1 b2 . . . bm
and
a11 a21 A= . . . am1

matrix.
a12 a22
. . .

.. .
am2
a1n a2n . . . amn
M is the augmented matrix of the system and A is called the coecient M = A B where B denotes the column vector of constants.
3.8.2 Homogeneous Systems Of Linear Equations

A system of linear equations is said to be homogeneous if all the constant terms are zero. Thus a homogeneous system has the form
AX = 0.
Clearly, such a system always has the zero vector
0 = (0, 0, . . . , 0)
as a solution, called the zero or trivial solution.
Accordingly, we are usually interested in whether or not the system has a nonzero solution. Since a homogeneous system
AX = 0
does have at least the zero solution, it can always be put in an echelon form; say
a11 x1 + a12 x2 + a13 x3 + a14 x4 + + a1n xn a2j2 x2 + a2j2 +1 xj2 + + a2n xn arjr xjr + arjr +1 xjr +1 + + arn xn
Here
= = =
0 0 0
denotes the number of equations in echelon form and
denotes the number of unknowns. Thus the echelon system has
nr
1. 2.
free variables. The question of nonzero solutions reduces to the following two cases:
r = n. r < n.
The system has only the zero solution, The system has a nonzero solution.
CHAPTER 3.
20
Accordingly, if we begin with fewer equations than unknowns, then, in echelon form, solution. The augmented matrix equations.
r < n,
and the system has a nonzero
determines the system completely because its contains all the given numbers appearing in system of
3.8.3 Systems Of Linear Equations And Linear Combinations Of Vectors

The general system of linear equations may be rewritten as the following vector equation:
b1 a1n a12 a11 a2n b2 a22 a21 x1 . + x2 . + + xn . = . . . . . . . . . bm amn am2 am1

Accordingly, the genereal system of linear equations and the above equivalent vector equation have a solution if and only if the column vector of constants is a linear combination of the columns of the coecient matrix.
Linear Combinations of Orthogonal Vectors, Fourier Coecients

Recall rst (Section 1.4) that the dot (inner) product
uv
of vectors
u = (a1 , . . . , an )
and
v = (b1 , . . . , bn )
in
is dened by
u v = a1 b1 + a2 b2 + an bn
Furthermore, vectors Suppose that
u and v are said to be orthogonal if their dot product u v = 0. u1 , u2 , . . . , un are in Rn nonzero pairwise orthogonal vectors. This means ui uj = 0 f or i = j
(3.8.1)
and
ui ui = 0
Then, for any vector next example.
f or each i u1 , u2 , . . . , un
which is illustrated in the
in R", there is an easy way to write
as a linear combination of
Theorem:
Suppose that
u1 , u2 , . . . , un
are in
Rn
nonzero pairwise orthogonal vectors. Then, for any vector
v;
in
Rn ,
(3.8.2)
v=
We emphasize that there must be
v u1 v u2 v un u1 + u2 + + un u1 u1 u2 u2 un un ui
in
such orthogonal vectors
Rn
for the formula to be used. Note also that each
ui ui =
f or each i,
since each
ui
is a nonzero vector.
Remark:
The following scalar
ki
(appearing in Theorem 3.10) is called the Fourier coecient of
with respect to
ui .
ki =
v ui v ui = ui ui ui
It is analogous to a coecient in the celebrated Fourier series of a function.
CHAPTER 3.
21
3.8.4 Matrix Equation Of A System Of Linear Equations

The general system C.2) of m linear equations in n unknowns is equivalent to the matrix equation
a11 a21 . . . am1

or
a12 a22
. . .
... ...
.. .
am2
...
b1 a1n x1 x 2 b2 a2n . . = . . . . . . . bm xm amn
AX = B
where
A = aij
is the coecient matrix,
X = xj
is the column vector of unknowns, and
B = bi
is the column vector of
constants.The statement that the system of linear equations and the matrix equation are equivalent means that any vector solution of the system is a solution of the matrix equation, and vice versa. A system
AX = B
of linear equations is square if and only if the matrix
of coecients is square. In such a case, we have the
following important result.
Theorem:
A square system
AX = B of linear equations has a unique solution if and only if the matrix A is invertible.
In such a case,
A1 B
is the unique solution of the system.
3.8.5 Geometric Interpretation. Existence and Uniqueness of Solutions

the theorem has a geometrical description when the system consists of two equations in two unknowns, where each equation represents a line in
R2 .
The theorem also has a geometrical description when the system consists of three nondegenerate equations
in three unknowns, where the three equations correspond to planes
H1 , H2 , H3
in
R3 .
Consider a system of two nondegenerate linear equations in two unknowns x and y, which can be put in the standard form
A1 x + B1 y = C1 A2 x + B2 y = C2
The system has exactly one solution: Here the two lines intersect in one point. This occurs when the lines have distinct slopes or, equivalently, when the coecients of x and 3; are not proportional:
A1 B1 = A2 B2
A1 B 2 A2 B 1 = 0
The section gives two matrix algorithms that accomplish the following: 1. Algorithm 3.3 transforms any matrix A into an echelon form. 2. Algorithm 3.4 transforms the echelon matrix into its row canonical form. These algorithms, which use the elementary row operations, are simply restatements of Gaussian elimination as applied to matrices rather than to linear equations. The input is any matrix form of
Algorithm 3.3 (Forward Elimination):

A.
(The algorithm puts
0s
below each pivot, working from the "top-down".) The output is an echelon
A. j1
denote this column.
Step 1. Find the rst column with a nonzero entry. Let Arrange so that
a1j1 = 0.
That is, if necessary, interchange rows so that a nonzero entry appears in the rst row in column
j1 .
CHAPTER 3.
22
Figure 3.8.1: Geometric Interpretation. Existence and Uniqueness of Solutions
Figure 3.8.2: Geometric Interpretation: 2D Space
Figure 3.8.3: Geometric Interpretation: 3D Space
Figure 3.8.4: Gauss Eliminitaion Example: Electrical Network
CHAPTER 3.
23
Use
a1j1
as a pivot to obtain
0s
below
a1j1 .
Specically, for Set
m=
Replace
aij1 ; a1j1 Ri by mR1 + Ri aij1 a1j1 R1 + Ri Ri ] j2

denote the rst column in the
i > 1:
[That is, apply the operation
Repeat Step 1 with the submatrix formed by all the rows excluding the rst row. Here we let subsystem with a nonzero entry. Hence, at the end of Step 2, we have Continue the above process until a submatrix has only zero rows. We emphasize that at the end of the algorithm, the pivots will be
a2j2 = 0.
a1j1 , a2j2 , . . . , arjr

where
Remark 1:
denotes the number of nonzero rows in the nal echelon matrix. The following number m in Step 1(Z?) is called the multiplier.
m=
entry to be deleted aij1 = a1j1 [ivot
Remark 2:
Replace
One could replace the operation in Step 1(b) by
Ri
by
aij1 R1 + a1j2 Ri A = aij

in echelon form with pivot entries (3.8.3)
This would avoid fractions if all the scalars were originally integers. Algorithm 3.4 (Backward Elimination): The input is a matrix
a1j1 , a2j2 , . . . , arjr

The output is the row canonical form of Step 1. (a) (Use row scaling so the last pivot equals 1.) Multiply the last nonzero row (b) (Use Set
A. Rj .
by
1 . arjr
arjr = 1 to obtain 0 s m = aijr Replace Ri by mRr + Ri

(That is, apply the operations
above the pivot.) For
i = r 1, r 2, . . . , 1
Steps 2 to r1. Repeat Step 1 for rows
aijr Rr + Ri Ri ) Rr1 , Rr2 , . . . , R2 R1

by
Step r. (Use row scaling so the rst pivot equals 1.) Multiply
1 a1j1
Remark: We emphasize that Gaussian elimination is a two-stage process. Specically:
Stage A (Algorithm 3.3). Stage B (Algorithm 3.4).

Gauss-Jordan puts
Puts Puts
0 s below each pivot, working from the top row R1 down. 0 s above each pivot, working from the bottom row Rr . up. R1
down. Although Gauss-Jordan
There is another algorithm, called Gauss-Jordan, that also row reduces a matrix to its row canonical form. The dierence is that
0s
both below and above each pivot as it works its way from the top row
may be easier to state and understand, it is much less ecient than the two-stage Gaussian elimination algorithm.
Application to Systems of Linear Equations
One way to solve a system of linear equations is by working with its augmented matrix M rather than the equations themselves. Specically, we reduce M to echelon form (which tells us whether the system has a solution), and then further reduce M to its row canonical form (which essentially gives the solution of the original system of linear equations).
Example: Gauss Elimination. Electrical Network

Solve the linear system
x1 x2 + x3 = 0 x1 + x2 x3 = 0 10x2 + 25x3 = 90 20x1 + 10x2 = 80

Solution by Gauss Elimination
CHAPTER 3.
24
Form the augmented matrix
Step 1. Elimination of x1
Step 2. Elimination of x2
The result
Backsubstitution: in this order x3 , x2 , x1 3.8.5.1 Gauss Elimination: The Three Possible Cases of Systems
The Gauss elimination can take care of linear systems with a unique solution, with innitely many solutions , and without solutions (inconsistent systems).
Example: Gauss Elimination if Innitely Many Solutions Exist

in four unknowns whose augmented matrix is
Solve the following linear systems of three equatIons
System of linear equations and Augmented Matrix
CHAPTER 3.
25
Step 1: Elimitaion of x1
Step 2: Elimitaion of x2 Backsubstitution:

x2 = 1 x3 + 4 x4 x1 = 2 x4 Since x3 and x4 remain
or we can write
arbitrary, we have inntely many solutions
x2 = 1 t1 + 4t2 x1 = 2 t 2
where
x3 = t 1
x4 = t2
since
x3 and x4 are
arbitrary we have ininitely many solutions
Example: Gauss Elimination if no Solution Exists
Consider the system of linear equations
Systems of linear equations and Augmented Matrix
Step 1: Elimitaion of x1
Step 2: Elimitaion of x2 Backsubstitution:

The false statement
0 = 12
shows that the system has no solution.
3.8.6 Row Echelon Form and Information From It

At the end of the Gauss elimination the form of the coecient matrix, the augmented matrix, and the system itself are called the row echelon form.
CHAPTER 3.
26
Row Echelon Form Examples

At the end of the Gauss elimination (before the back substitution) the row echelon form of the augmented matrix will be
1. Exactly one solution if
r=n
and
br+1 . . . bm
and
if present. are zero. if present. are zero. is nonzero.
2. Innitely many solutions if if 3. No solution, if
r<n
br+1 . . . bm
r<m
and one of the entries
br+1 . . . bm
CHAPTER 3.
27
3.9
Solutions of Linear Systems: Existence, Uniqueness
CHAPTER 3.
28
always has the trivial solution
x1 = 0; x2 = 0; . . . xn = 0.
Nontrivial solutions exist if and only if
rank (A) = r < n.
3.9.1 Second- and Third-Order Determinants

3.9.1.1 Second-order Determinat
A determinant of second order is denoted and dened by
3.9.1.2 Cramer's rule for solving linear systems of two equations in two unknowns
with
D = 0.
The value
D=0
appears for inconsistent nonhomogeneous systems and for homogeneous systems with nontrivial
solutions
3.9.1.3 Third-order Determinat

A determinant of third order can be dened by
CHAPTER 3.
29
3.9.1.4 Cramer's Rule for Linear Systems of Three Equations
where
D1 , D2 ,
and
D3
are given by
where
is given by
3.10
Determinants: Cramer's Rule

n
is a scalar associated with an
A determinant of order
nn
matrix
A = aij
which is written
for
n=1 n>1
for
or
and of
Mjk
in
is a determinant of order
and column of the entry
ajk
that is, the
n 1. namely, the determinant of the submatrix of A obtained from A by omitting the row jth row and the kth column. Mjk is called the minor of ajk in D, and Cjk the cofactor
ajk
D.
CHAPTER 3.
30
Example: Expansions of a Third-Order Determinant
Example: Determinant of a Triangular Matrix
3.10.1 General Properties of Determinants
CHAPTER 3.
31
3.10.2 Determination of Rank and Submatrices

Submatrix:
Any matrix obtained by deleting some rows and/or columns of a given matrix [A].
Example:
Find all submatricesof the following
23
matrix:
A=
Of course, one obvious submatrix is the Other submatrices are Three
a11 a21
a12 a22
a13 a23
[A]
matrix itself with no row or column deletion
22
submatrices
a11 a21
Two
a12 a22
a11 a21
a13 a23
a12 a22
a13 a23
13
submatrices
a11
Three
a12
a13
a21
a22
a23
21
submatrices
a11 a21
Six
a12 a22
a!3 a23
12
submatrices
a11
Six
a12
a11
a13
a21
a22
a21
a23
a22
a23
11
submatrices
a11
a12
a13
a21
a22
a23
Rank
A general matrix Example:
[ A]
is said to be of rank
if it contains at least one square submatrix of size
(nonzero) determinant, while the determinant of any square submatrix of
[ A]
of size greater than
r r with r is zero.
a nonvanishing
4 A = 6 2
Matrix A contains four Matrix
2 3 1
1 4 0
3 7 1 [ A]
is not
3 3matrices.
But, the determinant ofeach is zero. So, the rank of
3.
contains the submatrix
CHAPTER 3.
32
4 6
whose determinant is not zero. Therefore, the rank of For an an
1 4
Consequently,
[A] is 2. n n square matrix [A], if det[A] = 0, then its rank is less than n. In that case, [A] is called a singularmatrix. n n matrix [A] has a rank equal to n if and only if det[A] is not equal to zero; i.e., [A] is non-singular.
Example:
Show that matrix
is singular
1 A = 4 7 1 det A = A = 4 7 2 5 8
2 5 8
3 6 8 4 6 2 7 9 4 6 +3 7 9 5 8
3 5 6 =1 8 9
A = 45 48 2 36 42 + 3 32 35 = 3 + 12 9 = 0
The rank of
[ A]
is less than
n = 3.
Hence, it is a singular matrix. The rank is
2.
3.10.3 Cramer's Rule
3.10.4 Useful Formulas for Inverses
CHAPTER 3.
33
Example: Inverse of a 2 2 Matrix
Example: Inverse of a 3 3 Matrix
Example: Inverse of a Diagonal Matrix
CHAPTER 3.
34
3.11
Determination of the Inverse by the Gauss-Jordan Method
Example
Chapter 4
Matrix Eigenvalue Problems
A matrix eigenvalue problem considers the vector equation
Ax = x
where
A is an n n square matrix is an unknown scalar x is an unknown vector x = 0 is always a solution to the We seek solutions where x = 0
Terminology
above equation and so it is of no interest
's
that satisfy matrix eigenvalue problem are callled eigenvalues of
Corresponding nonzero
x's
are called eigenvectors of
Now consider the following numeric examples Observe the inuence of multiplication the matrix on the given vectors
Case I:
6 4
3 7
5 33 = 1 27
In the rst case, we get a totally new vector with a dierent direction and dierent length when compared to the original vector.
Case II:
6 4
3 7
3 30 = 4 40
In the second case something interesting happens. The multiplication produces a vector
30 3 = 10 40 4
which means the new vector has the same direction as the original vector. The scale constant is
= 10
Formal denitiona of Eigenvalue problem Let
A = aij
nn
Consider the following vector equation
Ax = x
Find
Geometric Interpretation of the solution of Eigenvalue Problem

1. Geometrically, we are looking for vectors, a scalar 2.
x=0
and corresponding
x,
for which the multiplication by
has the same eect as the multiplication by
x. x,
a new vector that has the same or opposite
Ax
should be proportional to
3. Thus, the multiplication has the eect of producing, from the original vector (minus sign) direction as the original vector. 35
CHAPTER 4.
MATRIX EIGENVALUE PROBLEMS
36
Terminology of Eigenvalue Problem Symbol Name

x=0 n i i=1 max i
Eigenvalue/characteristic value/ latent root of matrix Eigenvector/ characteristics vectors of matrixA Spectrum of
A A
n i=1
Spectral radius of matrix
4.1
How to Find Eigenvalues and Eigenvectors
This Example demonstrates how to systematically solve a simple eigenvalue problem.
Example
All steps of eigenvalue problem is illustrated in terms of the matrix
A=
5 2
2 2
Eigenvalues
If we write eigenvalue problem that corresponds tot he givne matrix
Ax =
If we expand this vector equation we get
5 2
2 2
x1 x = 1 x2 x2
5x1 + 2x2 2x1 2x2

This equation can be cast in the following form
= =
x1 x2
5 x1 + 2x2 2 x 1 + 2 x 2
In matrix notation
= =
0 0
A I x = 0
This is a homogeneous linear system. determinant is zero, that is, By Cramer's theorem it has a nontrivial solution
x = 0
if and only if its coecient
D = det A I =
5 2
2 2
D = 2 + 7 + 6 = 0
Below you may nd some more information about the terminology used in this chapter.
Terminology Symbol Name

D D =0
Characteristic determinant/ if expanded, the characteristic polynomial Characteristic equation of
A D = 2 + 7 + 6 = 0
The roots of the characteristic equation
are the eigenvalues of
A. s
are
In this particular problem,
1 = 1
Eigenvector of A corresponding to
2 = 6
in the original equations of eigenvalue problem set
CHAPTER 4.
37
= 1
5 x 1 + 2 x 2 2x1 + 2 x2
Then we get
= =
0 0
4x1 + 2x2 2 x1 x2
= =
0 0
A solution to the above set of equations can be obtained from either of the equations as
x2 = 2x1
Note that since we set
= 1
and under these circumstances the determinant of the original vector equation
A I x = 0 D = det A = 1 I = 0
Number of independent equation is one and the above two equations are linearly dependent, so in fact we have only one independent equation. If we examine equations after we
= 1 4x1 + 2x2 2 x1 x2 = = 0 0
we see that we can get equation (1) if we multiply the equation (2) by a scalar which is equal to2 We can compute the rst eigenvector upto an unknown scalar multiplier, if we chose
x1 = 1,
we obtain the eigenvector
x1 =
1 2
We can check the solution by substituting this eigenvector into the original eigenvalue problem
Ax1 =
Eigenvector of A corresponding to For
5 2
2 2
1 1 = = (1)x1 = 1 x1 2 2
= 2 = 6 5 x 1 + 2 x 2 2x1 + 2 x2 = = 0 0
reduces to
x1 + 2 x2 2x1 + 4x2
Solution of the above set homogenous sytem of equation is
= =
0 0
x2 =
One of the unknowns is arbitrary, set
x1 2
x1 = 2
we can compute
CHAPTER 4.
38
x 2 = 1
Eigenvector can be wtitten upto an unknown scale can be written as
x2 =
Lets check the result
2 1
Ax2 =
5 2
2 2
2 12 = = (6)x2 = 2 x2 1 6
4.2
General form of Eigenvalue Problem for an
nn
Matrix
nn
In the sequel we will investigate the general form of eigenvalue problem for a matrix
A = aij
a11 x1 + + a1n xn a21 x1 + + a2n xn

. . .
= x1 = x2
an1 x1 + + ann xn
= xn
The above set of homogeneous set of linear equations can be written as
a11 x1 + a12 x2 + + a1n xn a21 x1 + a22 x2 + + a2n xn

. . .
= =
0 0
an1 x1 + an2 x2 + + ann xn

In matrix notation,
A I x = 0
By Cramer's theorem , this homogeneous linear system of equations has a nontrivial solution if and only if the corresponding determinant of the coecients is zero:
D = det A I =
a11 a21
. . .
a12 a22
. . .

.. .
a1n a2n
. . .
=0
an1
Lets talk about terminology
an2
ann
Symbol
Name
Characteristic matrix Characteristic determinant Characteristic equation of matrix Characteristic polynomial of
Eigenvalues:
A I D det A I D = poly (nth order in )
A A.
The eigenvalues of a square matrix
are the roots of the characteristic equation of
The eigenvalues must be determined rst. Once these are known, corresponding eigenvectors are obtained from the homogenous system of linear equations, for instance, by the Gauss elimination, where is the eigenvalue for which an eigenvector is wanted.
Example: Multiple Eigenvalues

Find the eigenvalues and eigenvectors of the matrix
A 2 +2 3 A = +2 +1 6 1 2 +0
CHAPTER 4.
39
Eigenvalue problem in matrix notation can be written as In matrix notation,
A I x = 0
the characteristic determinant gives the characteristic equation
D = det A I = 0 3 2 + 21 + 45 = 0
Eigenvalues of matrix
1 = 5
A which 2 = 3 = 3
are the roots of characteristic equation can be found as
To nd eigenvectors, we apply the Gauss elimination to the system
A I x = 0
Set
= 1 7 +2 3 A I = A 5I = +2 4 6 1 2 5
Apply Gauss elimination to reduce the above system to echelon form note that we dont necessarily have to use the augmented matrix since the vector of constants are all zero The above matrix row-reduces to
7 0 0
Hence it has rank 2. Choose
2 24 7 0
3 48 7 0
x3 = 1,
then using
we can compute
24 48 x2 x3 = 0 7 7
x2 = 2,
then using
7x1 + 2x2 3x3 = 0

we can compute
x1 = 1
Hence the eigenvector corresponding to
= 1 is 1 2 1
Set
= 2 1 A I = A + 3I = 2 1 2 3 4 6 2 3
Apply Gauss elimination to reduce the above system to echelon form note that we dont necessarily have to use the augmented matrix since the vector of constants are all zero The above matrix row-reduces to
1 0 0
2 0 0
3 0 0 x1
Hence it has rank 1. Use the only available equation which is the rst equation to compute
CHAPTER 4.
40
x1 + 2x2 3x3 = 0
Solve for
x1 x1 = 2x2 + 3x3
Choose
x2 = 1 x3 = 0
and
x2 = 0 x3 = 1
we obtain two linearly independent eigenvectors of matrix
corresponding to
= 2 = 3
Because rank is equal to one and number of unknowns is three. These eignevectors are
2 x2 = 1 0
and
3 x3 = 0 1
Example: Real Matrices with Complex Eigenvalues and Eigenvectors

Since real polynomials may have complex roots (which then occur in conjugate pairs), a real matrix may have complex eigenvalues and eigenvectors
A=
The characteristic equation of the skew-symmetric matrix
0 1
is
1 0
det A I =
1 = 2 + 1 = 0
Solution of the above characteristic equation gives eignevalue as
1 = i =
Eigenvectors can be obtained from
2 = i
ix1 + x2 = 0 ix1 + x2 = 0
Choose arbitrarily
x1 = 1 x1 = 1 i and x2 = 1 i
Eigenvalues of the Transpose

The transpose AT of a square matrix A has the same eigenvalues as A.
CHAPTER 4.
41
4.3
Symmetric, Skew-Symmetric, and Orthogonal Matrices
4.3.1 Introduction
Denitions:
A real square matrix
A = ajk
is called symmetric
if transition leaves it unchanged
AT = A
thus
akj = ajk
A = ajk
is called skew-symmetric
if transition gives the negative of
A AT = A thus akj = ajk
A = ajk
is called orthogonal
if transition gives the inverse of
A AT = A1
Any real square matrix A may be written as the sum of a symmetric matrix
and a skewsymmetric matrix
S,
where
R=
1 A + AT 2
and
S=
1 A AT 2
Eigenvalues of Symmetric and Skew-Symmetric Matrices

The eigenvalues of a symmetric matrix are real. The eigenvalues of a skew-symmetric matrix are pure imaginary or zero.
4.3.2 Orthogonal Transformations and Orthogonal Matrices

Orthogonal transformations are transformations
y = Ax
where
is an orthogonal matrix
Plane rotation through an angle
is
an ortogonal transformation
y=
y1 cos = y2 sin
sin cos
x1 x2
It can be shown that any orthogonal transformation in the plane or in three-dimensional space is a rotation
Invariance of Inner Product

An orthogonal transformation preserves the value of the inner product of vectors
and
in
Rn ,
dened by
a b = aT b = a1
That is, for any
an
b1 . . . bn
and
in
Rn ,
orthogonal matrix
n n A,
and
u = Aa v = Ab
we have
uv =ab
Hence the transformation also preserves the length or norm of any vector
in
Rn
given by
a =
aa
aT a
CHAPTER 4.
42
Orthonormality of Column and Row Vectors

A real square matrix is orthogonal if and only if its column vectors system, that is,
a1 , a2 , . . . , an (and j=k j=k
also its row vectors) form an orthonormal
aj ak = aT j ak =
0 1
Determinant of an Orthogonal Matrix

The determinant of an orthogonal matrix has the value
+1
or
Eigenvalues of an Orthogonal Matrix

The eigenvalues of an orthogonal matrix
are real or complex conjugates in pairs and have absolute value
4.4
Eigenbases. Diagonalization. Quadratic Forms
4.4.1 Introduction
Eigenvectors of an
nn
matrix
may (or may not!) form a basis for
Rn
eigenbasis (basis of eigenvectors)if it existsis of great advantage, because then we can write the following
x = c1 x1 + c2 x2 + + cn xn
where Since
x1 , x2 , . . . , xn are eignevectors that forms the eigenbasis i , xi is an eigenvalue, eigenvector pair of solution to the
following matrix eigenvalue problem
Axj = j xj
we can write
y = Ax = A c1 x1 + c2 x2 + + cn xn y = c1 Ax1 + c2 Ax2 + + cn Axn y = c1 1 x1 + c2 2 x2 + +cn n xn

This shows that we have decomposed the complicated action of (multiplication by scalars) on the eigenvectors of
on an arbitrary vector
into a sum of simple actions
A.
Theorem: Basis of Eigenvectors

if an
nn
matrix
has
distinct eigenvalues, then
has a basis of eigenvectors
x1 , x2 , . . . , xn
for
Rn
Theorem: Symmetric Matrices

A symmetric matrix has an orthonormal basis of eigenvectors for
Rn
4.4.2 Similarity of Matrices. Diagonalization

Eigenbases also play a role in reducing a matrix a similarity transformation
to a diagonal matrix whose entries are the eigenvalues of
A.
This is done by
Denition: Similar Matrices. Similarity Transformation

An
nn
matrix
is called similar to an
nn
matrix
if
= P 1 AP A
for some (nonsingular!)
nn
matrix
P.
This transformation, which gives
from
is called a similarity transformation
CHAPTER 4.
43
Theorem; Eigenvalues and Eigenvectors of Similar Matrices

If
similar to
Furthermore,
has the same eigenvalues of A A, then A 1 if x is an eigenvector of A , then y = P a
is an eigenvector of
corresponding to the same eigenvalue.
Example: Eigenvalues and Vectors of Similar Matrices

Let,
A=
and
6 4
3 1
P =
Then
1 1
3 4
= A A
has the eigenvalues
4 1
3 1
6 4
3 1
1 1
3 3 = 4 0
0 2
1 = 3 and 2 = 2
The characteristic equation of
is
6
Roots of this charcteristic equation (the eigenvalue of
1 = 2 5 + 6 = 0 A)
is
1 = 3 and 2 = 2
which conrms the rst part of theory In order to compute th eigenvectors,we use the following matrix equation
A I x = 0
If we select the rst row, we get
6 x1 3x2 = 0
For
= 1 = 3,
this gives
3x1 3x2 = 0
so the rst eigenvector can be written as
x1 =
For
1 1
= 2 = 2,
this gives
4x1 3x2 = 0
so the second eigenvector can be written as
x1 =
Theorem states that
3 4
y1 = P 1 x1 = y2 = P 1 x2 =
Indeed, these are eigenvectors of the diagonal matrix We see that
4 1 4 1
3 1 3 1
1 1 = 1 0 3 0 = 4 1
A A
to a diagonal matrix
x1 and x2 A:
are the columns of
P D
whose diagonal entries are the
By a suitable similarity transformation we can now transform a matrix eigenvalues of
CHAPTER 4.
44
Theorem: Diagonalization of a Matrix

If an
nn
matrix
has a basis of eigenvectors, then
D = X 1 AX
is diagonal, with the eigenvalues of scolumn vectors, also
as the entries on the main diagonal.
Here
is the matrix with thsee eigenvectors as
Dm = X 1 Am X
m = 2, 3, . . .
Example: Diagonalization
Diagonalize
7.3 A = 11.5 17.7

The characteristic determinant can be written as
0.2 1.0 1.8
3.7 5.5 9.3
A I = 0
This gives the characteristic equation
3 2 + 12 = 0
The roots (eigenvalues) of this characteristic equation are
1 = 3 2 = 4 3 = 0
We apply Gauss elimination to
A I x = 0
with
= 1 , 2 , 3
and nd the corresponding eigenvectors.
1 , x1
From these eigenvectors we form the transformation matrix
2 , x2 X x2
3 , x3
X = x1
Then we use Gauss-Jordan elimination to compute The results can be summarized as
x3
from
X. 2 3 = 0, x3 = 1 4
1 1 = 3, x1 = 3 1
1 2 = 4, x2 = 1 3 1 1 2 X = 3 1 1 1 3 4 0.7 0.2 0.3 X 1 = 1.3 0.2 0.7 0.8 0.2 0.2
Calculate
AX
and premultiply by
X 1 0.7 D = X 1 AX = 1.3 0.8
0.2 0.2 0.2
0.3 7.3 0.7 11.5 0.2 17.7
0.2 1.0 1.8
3.7 1 5.5 3 9.3 1
1 1 3
2 3 1 = 0 4 0
0 4 0
0 0 0
CHAPTER 4.
45
4.4.3 Quadratic Forms. Transformation to Principal Axes

By denition, a quadratic form
in the components
x1 , x2 , . . . , xn of
n n
a vector
Q = xT Ax =
j =1 k=1
when the above double summation is expanded
ajk xj xk
Q = a11 x2 1 + a12 x1 x2 + + a1n x1 xn +a21 x2 x1 + a22 x2 2 + + a2n x2 xn an1 xn x1 + an2 xn x2 + + ann x2 n A = ajk
is called the coecient matrix.
is assumed to be symmetric
We know that symmetric coecient matrix orthonormal vectors
has an orthonormal basis of eigenvectors. Hence if we form matrix
from these
X = x1
we obtain a matrix
x2
xn
that is orthognal, so we may conclude that
X 1 = X T
Then we can write
D = X 1 AX
or
A = XDX 1
or by using the orthogonal property of
that is
X 1 = X T
we can write
as
A = XDX T
If we substitute this form
into quadratic form of
Q Q = xT XDX T x
If we set
XT x = y
and use the orthogonal property of
that is
X 1 = X T ,
we have
X 1 x = y
or
x = Xy
Similarly
xT X = X T x
and
= yT
XT x = y
so
simply becomes
2 2 2 Q = y T Dy = 1 y1 + 2 y2 + + n yn
CHAPTER 4.
46
Theorem: Principal Axes Theorem

The substitution of the following transformation
x = Xy
transforms a Quadratic form
Q = xT Ax
j =1 k=1
to the principal axes form or canonical form (10), where (symmetric!) matrix vectors.
ajk xj xk
akj = ajk
the (not necessarily distinct) eigenvalues of the
1 , 2 , . . . , n are
A,
and
is an orthogonal matrix with corresponding eigenvectors
x1 , x2 , . . . , xn
, respectively, as column
Example: Transformation to Principal Axes. Conic Sections

Transform the conic section which is represented by the following quadratic form
2 Q = 17x2 1 30x1 x2 + 17x2
can be written as
Q = xT Ax
where
A=
First we must compute the transformation matrix an eigenvalue problem The characteristic equation of matrix
17 15 15 17
the columns of
x= X
x1 x2 A.
Hence we must solve
X,
are the eigenvectors of matrix
A 17
2
152 = 0
Roots of the characteristic equation, eigenvalues of matrix
are
1 = 2
2 = 32
Using theorem we know that if we solved the eigenvalue problem completely and found corresponding eigenvectors
1 , x1
then formed the orthogonal transformation matrix
2 , x2 x1 , x2
from the eigenvectors
X = x1
Finally use the following tranformation
x2
x = Xy
together with the knowledge that of quadratic form, in
=X
because matrix
is orthogonal. We will end up with the following representation
y
2 2 Q = 1 y1 + 2 y2
or
2 2 Q = 2y1 + 32y2
To calculate the direction of the principal axes in the The eigenvalue problem can be setup as
xy coordinates,
we have to determine normalized eigenvectors.
A I x = 0
The eigenvalue are
1 = 2
CHAPTER 4.
47
2 = 32
Solving
A I x = 0
with
= 1 2 1 x1 = 12 2 1 x1 = 1 2 2
we get
Hence
1 x = Xy = 12 2 y1 x1 = 2
1 2 y1 1 y2 2 y2 2
y1 y2 x1 = + 2 2
This is
45o
rotation
Chapter 5
Vector and Scalar Functions and Their Fields. Vector Calculus: Derivatives
5.1
Introduction
Denition: Vector Function

Let
be any point in a domain of denition. Then a vector function
is dened as
v = v P = v1 (P ) v2 (P ) v3 (P )
Note tha
is a
3D
vector and its value depends on points
in space.
In general a vector function denes a vector eld in a domain of denition.
Example: Typical vector elds

1. Field of tangent vectors of a curve 2. Normal vectors of a surface 3. Velocity eld of a rotating body
Denition: Scalar Function

Values of a scalar function are scalars. It is dened as
f = f (P )
that depends on
P.
Like vector functions, scalar function denes a scalar eld in that threedimensional domain or surface or curve in space
Example: Typical scalar elds

1. Temperature eld of a body 2. Pressure eld of the air in Earth's atmosphere
48
CHAPTER 5.
VECTOR AND SCALAR FUNCTIONS AND THEIR FIELDS. VECTOR CALCULUS: DERIVATIVES
49
Notation Vector Function: Cartesian coordinates x, y, z

Instead of writing
v (P ),
we can write
v (x, y, z ) = v1 (x, y, z ) v2 (x, y, z ) v3 (x, y, z )

where
P = x
Notation Scalar Function: Cartesian coordinates x, y, z

Instead of writing
f (P ),
we can write
f (P ) = f (x, y, z )
where
P = x
Caution: Vector Field Representation

The components depend on our choice of coordinate system, whereas a vector eld that has a physical or geometric meaning should have magnitude and direction depending only on
P,
not on the choice of coordinate system.
Example: Scalar Function (Euclidean Distance in Space)

f (P ) = f (x, y, z ) = f (P ) is a scalar function f (P ) denes a scalar eld
in space
(x x0 ) + (y y0 ) + (z z0 )
Example: Vector Field (Velocity Field)

At any instant the velocity vectors
v (P )
of a rotating body
constitute a vector eld, called the velocity eld of the rotation.
v (x, y, z ) = w r = w x
z = w xi
yj
zk
w = k
Then
i v= 0 x
j 0 y
k = y z
+x 0 = yi + xj
Example: Vector Field (Field of Force, Gravitational Field)

According to Newton's law of gravitation Let a particle Then
of mass
be xed at a point and let a particle
of mass
be free to take up various positions
in space.
attracts
B. B
is
The vector function that describes the gravitational force acting on
p = c
x x0 y y0 z z0 ic 3 jc 3 k 3 r r r
CHAPTER 5.
50
Gravitational eld
5.2
Vector Calculus
First we will study basic concepts of
convergence, continuity, and dierentiability
of vector functions.
Denition: Convergence
An innite sequence of vectors
a(n) , n = 1, 2, . . .
is said to converge if there is a vector a such that
lim a n a = 0
is called the limit vector of that sequence
lim a
=a a
Every component of this sequence of this vectors which is expressed in Cartesian coordinates, must converge to
Denition: Limit
A vector function (possibly except at
v (t) of t0 )
a real variable
is said to have the limit
as
approaches
t0
if
v (t)
is dened in some neighborhood of
tt0
Then
lim v t l = 0
tt0
lim v t = l
Denition: Neighborhood
A neighborhood of
t0
is an interval (segment) on the
t axis
containing
t0
as an interior point (not as an endpoint).
Denition: Continuity
A vector function
v (t)
is said to be continuous at
t = t0
if it is dened in some neighborhood of
t0 (including
at
t0
itself !) and
tt0
In Cartesian coordinates
lim v t = v t0
v t = v1 (t) v2 (t) v3 (t) = v1 (t) i + v2 (t) j + v3 (t) k v1 (t) v2 (t) v3 (t)

must be continous at
t0 then
we can conclude that
v (t)
is continous at
t0
CHAPTER 5.
51
Denition: Derivative of a Vector Function

A vector function
v (t)
is said to be dierentiable at a point
if the following limit exists:
v t = lim
This vector
t0
v t + t v t t
v t
is called the derivative of
v (t).
In Cartesian coordinate system
v (t) = v1 (t) v2 (t) v3 (t)

Hence the derivative
v (t)
is obtained by dierentiating each component separately
Dierentiation Rules
cv u+v uv uv u v w = u v = cv =u +v
=u v+uv =u v+uv w + u v w + u v w
5.3
Partial Derivatives of a Vector Function
Suppose,
v = v1
are dierentiable functions of
v2
v3 = v1 i + v2 j + v3 k
variables
t1 , t2 , . . . , tn .
Then
v tm
is dened as the vector function
v1 v2 v3 v = i+ j+ k tm tm tm tm
Second partial derivatives can be written as
2v 2 v1 2 v2 2 v3 = i+ j+ k tl tm tl tm tl tm tl tm
5.4
Curves. Arc Length. Curvature.Torsion

C.
This shows the need for parametric representations
The application of vector calculus to geometry is a eld known as dierential geometry. Bodies that move in space form paths that may be represented by curves of
with parameter
t,
which may denote time or something else.
CHAPTER 5.
52
A typical parametric representation is given by
r(t) = x(t) y (t) z (t) = x(t)i + y (t)j + z (t)k

Here
t is the parameter x, y, z are the Cartesian coordinates To each t = t0 , there corresponds a point C
with a position vector
r(t0 )
whose coordinates are
x(t0 ), y (t0 ), z (t0 )
The use of parametric representations has key advantages over other representations that involve projections into the xy-plane and xz-plane or involve a pair of equations with y or with z as independent variable. the parametric representation induces an orientation on certain direction. The sense of increasing sense on
C . This means that as we increase t, we travel along the curve C in a t is called the positive sense on C . The sense of decreasing t is then called the negative
C.
Examples give parametric representations of several important curves
Example: Circle. Parametric Representation. Positive Sense

The circle
x2 + y 2 = 4, z = 0
in the
xy plane
with center
and radius
can be represented parametrically by
r(t) = 2cos(t)
or simply by
2sin(t)
r(t) = 2cos(t)
where
2sin(t)
0
Indeed
x2 + y 2 = 2cos t
For For
+ 2sin t
= 4 cos2 t + sin2 t = 4
The positive sense induced by this representation is the counterclockwise sense. If we replace
t=0 t= 2
we have we
r(0) = 2 0 2 have r ( ) = 0 2
with
t = t
we have
t = t
and get
r t = 2cos (t )
2sin (t ) = 2cost
2sint
This has reversed the orientation, and the circle is now oriented clockwise.
CHAPTER 5.
53
Example: Ellipse
The vector function
r(t) = acost
represents an ellipse in the fact, since ,
bsint 0 = acosti + bsintj x

and
xy plane with cos2 t + sin2 t = 1we obtain
center at the origin and principal axes in the direction of the
y axes.
In
y2 x2 + = 1, a2 b2
if
z=0
b = a,
then it represents a circle of radius
Example: Straight Line

A straight line in the form
L through a point A with position vector a in the direction of a constant vector b can be represented parametrically
r(t) = a + tb = a1 + tb1
a2 + tb2
a3 + tb3
the distance of the points of
If b is a unit vector, its components are the direction cosines of L. In this case, t measures A. For instance, the straight line in the xy plane through A : (3, 2) having slope 1 is
from
r(t) = 3
1 0 +t 2
1 2
0 =
t 3+ 2
t 2+ 2
A plane curve is a curve that lies in a plane in space. A curve that is not plane is called a twisted curve.
Example: Circular Helix

The twisted curve
represented by the vector function
r(t) = acost
is called a circular helix. It lies on the cylinder looks like a left-handed screw. If
asint
2 2
ct = acosti + asintj + ctk

. If
x +y = a
c>0
the helix is shaped like a right-handed screw. If
c<0
it
c=0
then it is a circle
CHAPTER 5.
54
A simple curve is a curve without multiple points, that is, without points at which the curve intersects or touches itself. Circle and helix are simple curves. An arc of a curve is the portion between any two points of the curve.
Tangent to a Curve
The next idea is the approximation of a curve by straight lines, leading to tangents and to a denition of length. Tangents are straight lines touching a curve. The tangent to a simple curve through If
and a point
of
as
is given by
r(t),
and
and
C at a point P of C is the limiting Q approaches P along C . Q correspond to t and t + tthen a vector in the direction of L is 1 r t + t r t t
position of a straight line
In the limit this vector becomes the derivative
r (t) = lim
provided If
1 r t + t r(t) t0 t
r(t) is dierentiable. r (t) = 0 we r (t) call a tangent
vector of
at
because it has the direction of the tangent. The corresponding unit vector is
the unit tangent vector.
u=
1 r r
Note that both
and
point in the direction of increasing
t.
Hence their sense depends on the orientation of
C.
It is reversed
if we reverse the orientation. It is now easy to see that the tangent to
at
is given by
q (w) = r + wr
This is the sum of the position vector variable
of
and a multiple of the tangent vector
of
at
P.
Both vectors depend on
P.
The
is the parameter.
CHAPTER 5.
55
Example: Tangent to an Ellipse

Find the tangent to the ellipse
1 2 x + y2 = 1 4
at
P :
Solution
1 2
Parametric ellipse function can be written as
r(t) = acost
represents an ellipse in the fact, since ,
bsint 0 = acosti + bsintj x

and
xy plane with cos2 t + sin2 t = 1we obtain
center at the origin and principal axes in the direction of the
y axes.
In
y2 x2 + 2 = 1, 2 a b
Thus we can identify the constants of ellipse as
z=0
a=2
This gives
b=1
r(t) = 2cost
The derivative is
sint
r (t) = 2sint
We must nd
cost
that corresponds to
P r 4 = 2cos 4 sin 4 = 2 1 2
Hence we conclude that We can compute
t=
4 4 = 2 1 2
r
Thus, we get the answer
q w =
1 +w 2 2
1 = 2 1w 2
1 2
1+w
Length of a Curve
Length
of a curve will be ht elimit of lengths of broken lines of
chords with larger and larger
n.
Let
r(t), a
represent
C.
For each
n = 1, 2, . . .
we subdivide (partition) the interval
by points
t0 (= a), t1 , t2 , . . . , tn1 , tn (= b)
This gives a broken line of chords with endpoints
where
t0 < t1 < t2 < < tn
r(t0 ), . . . r(tn ). We do this arbitrarily but so that the greatest approaches tm = tm tm1 aprooaches zero as n The l1 , l2 , . . . lengths of these chords can be obtained from the Pythagorean theorem. If r (t) has a continuous derivative it can be shown that the sequence l1 , l2 , . . . has a limit, which is independent of the particular choice of the representation of C and of the choice of subdivisions. This limit is given by the integral l=
a b
r r dt
r =
dr dt
is called the length of
C,
and
is called rectiable. The actual evaluation of the integral will, in general, be dicult. However,
some simple cases are given in the problem set.
CHAPTER 5.
56
Arc Length s of a Curve

The length of a curve function of
is a constant, a positive number. But if we replace the xed
with a variable
t,
the integral becomes a
t,
denoted by
s(t)
and called the arc length function or simply the arc length of
C.
Thus
s(t) =
a
Geometrically, of
r r dt
r =
dr dt
with parametric values
(the point
s(t0 ) with some t0 is the length of the arc of C between the points s = 0) is arbitrary; changing a means changing s by a constant.
and
t0 .
The choice
Linear Element ds.

If we dierentiate (11) and square, we have
ds dt
We can write
dr dr = r (t) dt dt
dx dt
dy dt
dz dt
dr = dx
Then we can write
dy
dz = dxi + dyj + dzk
ds2 = dx2 + dy 2 + dz 2 ds
is called the linear element of
C.
Arc Length as Parameter.

The use of
in
r(t) = x(t) y (t) z (t) = x(t)i + y (t)j + z (t)k

instead of an arbitrary
simplies various formulas.
r(s) = x(s) y (s) z (s) = x(s)i + y (s)j + z (s)k

For the unit tangent vector
u(t) =
we simply obtain
1 r (t) r (t)
u(s) = r (s)
Indeed,
r (s) =
shows that
ds ds
=1
r (s)
is a unit vector.
Example: Circular Helix. Circle. Arc Length as Parameter

The helix
r(t) = acost
has the derivative
asint
ct
r (t) = asint
Hence
acost
r r = a2 + b2
which is a constant denoted by Hence the integrand in
K2
CHAPTER 5.
57
s(t) =
a
is constant and is equal to
r r dt
K,
and the integral is
s = Kt
Thus,
t=
so that a representation of the helix with the arc length
s K
as parameter is
r (s) = r
A circle is obtained if we set
s s s asin c , K = a2 + b2 K K K s c = 0.Then K = a, t = and a representation with arc length s as parameter a s s s s r (s) = r = acos asin c a a a a = acos
s K
is
Curves in Mechanics. Velocity. Acceleration

Curves play a basic role in mechanics, where they may serve as paths of moving bodies. represented by a parametric representation vector Then such a curve
C v
should be
r(t)
with time
as parameter. The tangent vector of
is then called the velocity
because, being tangent, it points in the instantaneous direction of motion and its length gives the, speed
v = r =
see below
r r =
ds dt
2 2
ds dt
The second derivative of motion. Thus
dr dr = r (t) dt dt
dx dt
dy dt
+ a.
dz dt
r(t)
is called the acceleration vector and is denoted by
Its length
is called the acceleration of the
v (t) = r (t),
a(t) = v (t) = r (t)
Tangential and Normal Acceleration.

Whereas the velocity vector is always tangent to the path of motion, the acceleration vector will generally have another direction. We can split the acceleration vector into two directional components, that is,
a = atan + anorm
where the tangential acceleration vector
atan
is tangent to the path and the normal acceleration vector
anorm
is normal (per-
pendicular) to the path. Expressions for the vectors are obtained from
v (t) = r (t),
by the chain rule.
a(t) = v (t) = r (t)
v (t) =
where
dr ds ds dr = = u(s) dt ds dt dt
u(s)
is the unit tangent vector.
u(s) = r (s)
Another dierentiation gives
a(t) =
Note that
dv d = dt dt
u(s)
ds dt
du ds
ds dt
+ u(s)
d2 s dt2
dr dr ds ds = = u(s) dt ds dt dt
CHAPTER 5.
58
Since the tangent vector Now the length
u(s)
has constant length (length one), its derivative is perpendicular to
u(s).
Hence the rst term on
the right side is the normal acceleration vector, and the second term on the right side is the tangential acceleration vector.
atan
is the absolute value of the projection of
in the direction of
v ,that
is,
atan =
Hence
av v v,
that is,
atan is
this expression times the unit vector in the direction of
atan =
Also
av v vv
anorm = a atan
Example: Centripetal Acceleration. Centrifugal Force

The vector function
r(t) = Rcost
(with xed small body
Rsint = Rcost i + Rsint j

and describes the motion of a
i and j ) represents a circle C of radius R with center at the origin of the xy plane B counterclockwise around the circle. Dierentiation gives the velocity vector v = r = Rsint Rcost = Rsint i + Rcost j
v is
tangent to
C.
Its magnitude, the speed, is
v = r =
Hence it is constant. The speed divided by the distance
r r = R ,
so that it is
from the center is called the angular speed. It equals
constant, too. Dierentiating the velocity vector, we obtain the acceleration vector
a = v = R 2 cost R 2 sint = R 2 cost i R 2 sint j

This shows that Multiplying
a = 2 r ,
so that there is an acceleration toward the center, called the centripetal acceleration of the motion.
It occurs because the velocity vector is changing direction at a constant rate. Its magnitude is constant,
a = 2 r = 2 R.
by the mass
of
B,
we get the centripetal force
ma.
The opposite vector
ma
is called the centrifugal force. At
each instant these two forces are in equilibrium. We see that in this motion the acceleration vector is normal (perpendicular) to
C;
hence there is no tangential acceleration.
Example: Superposition of Rotations. Coriolis Acceleration

A projectile is moving with constant speed along a meridian of the rotating earth. Find its acceleration.
Solution
Let
x, y, z
be a xed Cartesian coordinate system in space, with unit vectors
i, j, k
in the directions of the axes. Let the Earth,
together with a unit vector Earth, it is of the form
b,
be rotating about the
z axis
with angular speed
> 0.
Since
is rotating together with the
CHAPTER 5.
59
b(t) = cost i + sint j

Let the projectile be moving on the meridian whose plane is spanned by position vector in terms of
and
with constant angular speed
> 0.
Then its
and
is
r(t) = Rcostb(t) + Rsintk,

relevant for air and space travel. The rst and second derivatives of
R = Radius of Earth b
with respect to
Next, we apply vector calculus to obtain the desired acceleration of the projectile. Our result will be unexpectedand highly
are
b (t) = sint i + cost j b (t) = 2 cost i 2 sint j = 2 b(t)

The rst and second derivatives of
r(t)
with respect to
are
v = r (t) = Rcostb Rsintb + Rcostk a = v = Rcostb 2Rsintb 2 Rcostb 2 Rsintk a = Rcostb 2Rsintb 2 r
By analogy;b
= 2 b,
we conclude that the rst term in
(involving
in
b)
is the centripetal acceleration due to the rotation
of the Earth. Similarly, the third term in the last line (involving projectile on the meridian that
!)
is the centripetal acceleration due to the motion of the
of the rotating Earth. The second, unexpected term in a is called the Coriolis acceleration and is
sint > 0 (for t > 0 ; also > 0 by assumption), so b , that is, opposite to the rotation of the Earth. acor is maximum at the North Pole and zero at the equator. The projectile B of mass m0 experiences a force m0 acor opposite to m0 acor which tends to let B deviate from M to the right (and in the Southern Hemisphere, where sint < 0, to the left). This deviation has been observed for missiles,
due to the interaction of the two rotations. On the Northern Hemisphere,
acor has
the direction of
rockets, shells, and atmospheric airow.
Curvature and Torsion.

The curvature vector
u(s)
at
(s) of a curve C : r(s) (s the arc length) at a point P P . Hence (s) measures the deviation of C at P from (s) = u (s) = r (s) ,
of
measures the rate of change
u (s)
of the unit tangent
a straight line (its tangent at
P ).
Since , the denition is
d ds
(s) of C at P measures the rate of change of the osculating plane O of curve C at point P . Note that this plane u and u . Hence (s) measures the deviation of C at P from a plane (from O at P ). Now the rate of change is also measured by the derivative b of a normal vector b at O . By the denition of vector product, a unit normal vector of O is 1 1 b=u u = u p. Here p = u is called the unit principal normal vector and b is called the unit binormal vector of C at P . The vectors are labeled in Figure. Here we must assume that = 0 ; hence > 0. The absolute value of the torsion is
The torsion is spanned by now dened by
(s) = b (s)
Whereas
(s)
is nonnegative, it is practical to give the torsion a sign, motivated by right-handed and left-handed. Since
is
a unit vector, it has constant length. Hence of vector product, we have
b is perpendicular b u = 0, b u = 0. This implies bu
to
b.
Now
is also perpendicular to
because, by the denition
=0
that is
b u+bu =b u+0=0
Hence if this by
b =0
at
and using
P , it must have p p gives
the direction of
or
p ,
so that it must be of the form
b = p
Taking the dot product of
(s) = p(s) b (s)
CHAPTER 5.
60
The minus sign is chosen to make the torsion of a right-handed helix positive and that of a left-handed helix negative. orthonormal vector tripleu, p, b is called the trihedron of directions of
The
C.
Figure also shows the names of the three straight lines in the
u, p, b,
which are the intersections of the osculating plane, the normal plane, and the rectifying plane.
5.5
Calculus Review: Functions of Several Variables
Chain Rules
Figure shows the notations in the following basic theorem.
In calculus, variable
x, y, z
are often called the intermediate variables, in contrast with the independent variables
u, v
and the dependent
w.
Special Cases of Practical Interest

If
w = f (x, y )
and
x = x(u, v ), y = y (u, v ),
then
CHAPTER 5.
61
If
w = f (x, y, z )
andx
= x(t), y = y (t), z = z (t)
, then
If
w = f (x, y )
and
x = x(t), y = y (t)
, then
If
w = f (x)
and
x = x(t)
, then
Partial Derivatives on a Surface z = g (x, y )

Let
w = f (x, y, z )
and let
z = g (x, y )
represent a surface
in space. Then on
the function becomes
w x, y = f x, y, g x, y
Hence, the partial derivatives are
w f f g = + x x z x f f g w = + y y z y z = g (x, y )
Mean Value Theorem
Special Cases
For a function
f (x, y )
of two variables
and, for a function
f (x)
of a single variable
where, the domain
is a segment of the
x axis
and the derivative is taken at a suitable point between
x0
and
x0 + h
CHAPTER 5.
62
5.6
Gradient of a Scalar Field. Directional Derivative
Some of the vector elds that occur in applicationsnot all of them! can be obtained from scalar elds. It is the gradient that allows us to obtain vector elds from scalar elds.
Denition: Gradient
Notation:
Dierentia operator
is dened by
Use of Gradients:
Gradients are useful in several ways, notably in giving the rate of change of in any direction in space, in obtaining surface normal vectors, and in deriving vector elds from scalar elds
Directional Derivative
From calculus we know that the partial derivatives give the rates of change of in the directions of the three coordinate axes. It seems natural to extend this and ask for the rate of change of
f (x, y, z )
in an arbitrary direction in space
CHAPTER 5.
63
The next idea is to use Cartesian
xyz coordinates
and for
a unit vector. Then the line
is given by
r(s) = x(s) i + y (s) j + z (s) k = p0 + sb

where
b =1 s
of
p0
the position vector of
P . Db f =
assuming that
has continuous partial derivatives and applying the chain rule
df ds
is the derivative of the function with respect to the arc length
L.
Hence,
Db f =
where primes denote derivatives with respect to
df f f f = x + y + z ds x y z s = 0)
. But here, dierentiating
(which are taken at
r(s) = x(s) i + y (s) j + z (s) k = p0 + sb

gives:
b =1
r (s) = x i + y j + z k = b
. Hence
Db f =
is simply the inner product of
f f f df = x + y + z ds x y z
grad f
and
b;
that is,
Db f =
If the direction is given by
df = b grad f ds
vector a of any length (=
0)
, then
Da f =
df 1 = a grad f ds a
Example: Gradient. Directional Derivative
Gradient Is a Vector. Maximum Increase

grad f
points in the direction of maximum increase of
f.
Theorem: Use of Gradient: Direction of Maximum Increase
CHAPTER 5.
64
Gradient as Surface Normal Vector

Gradients have an important application in connection with surfaces, namely, as surface normal vectors, as follows. Let surface represented by
be a
f (x, y, z ) = c, C
where
is dierentiable. Such a surface is called a level surface of
f,
and for dierent
we get dierent level surfaces. Now let
be a curve on
through a point
r(t) x(t) y (t) z (t)
. For
to lie on the surface
S,
the components of
P of S . As a curve in space, C has a r(t)must satisfy f (x, y, z ) = c, that is,
representation
f (x(t), y (t), z (t)) = c

Now a tangent vector of
is
r (t) = x (t
generally form a plane, called the tangent plane of to the tangent plane) is called the surface normal vector of
) y (t) z (t) . And the tangent vectors of all curves on S passing through P will S at P . The normal of this plane (the straight line through P perpendicular normal to S at P . A vector in the direction of the surface normal is called a surface
at
P.
We can obtain such a vector quite simply by dierentiating
f (x(t), y (t), z (t)) = c

with respect to
t.
By the chain rule,
f f f x + y + z = grad f r = 0 x y z
Hence
grad f
is orthogonal to all the vectors
in the tangent plane, so that it is a normal vector of
at
P.
Theorem: Gradient as Surface Normal Vector
Example: Gradient as Surface Normal Vector. Cone
CHAPTER 5.
65
5.7
Vector Fields That Are Gradients of Scalar Fields ( Potentials )
Some vector elds have the advantage that they can be obtained from scalar elds. Such a vector eld is given by a vector function , which is obtained as the gradient of a scalar function, say
v (P ) = grad f (P ) The function f (P ) is called a potential function or a potential of v (P ). Such a v (P )and the corresponding vector eld are called conservative
because in such a vector eld, energy is conserved; that is, no energy is lost (or gained) in displacing a body from a point P to another point in the eld and back to P.
5.8
Divergence of a Vector Field
From a scalar eld we can obtain a vector eld by the gradient. Conversely, from a vector eld we can obtain a scalar eld by the divergence or another vector eld by the curl. Let
v (x, y, z )be
a dierentiable vector function, where
x, y, z
are Cartesian coordinates and let
v1 , v2 , v3
be the components of
v.
Then the function
is called the divergence of
or the divergence of the vector eld dened by
v.
Another common notation for the divergence is
with the understanding that the product the scalar
div v ,
whereas
means the
v1 in x vector grad f
the dot product means the partial derivative
v1 . x
Note that
means
Theorem: Invariance of the Divergence
Let
f (x, y, z )
be a twice dierentiable scalar function. Then its gradient exists,
then form the divergence
Hence we have the basic result that the divergence of the gradient is the Laplacian
CHAPTER 5.
66
5.9
Let
Curl of a Vector Field

v2 v3 = v1 i + v 2 j + v 3 k v
or of the vector eld given by
v (x, y, z ) = v1
be a dierentiable vector function of the Cartesian coordinates Then the curl of the vector function
x, y, z . v
is dened by the symbolic determinant
Example: Curl of a Vector Function
Example: Rotation of a Rigid Body. Relation to the Curl
Theorem: Rotating Body and Curl
Theorem: Grad, Div, Curl
CHAPTER 5.
67
Theorem: Invariance of Curl
Chapter 6
Vector Integral Calculus. Integral Theorems
Goal of this chapter
Line Integral Surface Integral Volume Integrals
Vector integral calculus extends integrals as known from regular calculus to
integrals over curves
called line integrals
surfaces
called surface integrals
and solids,
called triple integrals
We can transform these dierent integrals into one another We will learn
Green's theorem Gauss's convergence theorem Stokes's theorem
Green's theorem in the plane allows you
to transform line integrals into double integrals, or conversely, double integrals into line integrals
Gauss's convergence theorem
converts surface integrals into triple integrals, and vice-versa
Stokes's theorem deals with
converting line integrals into surface integrals, and vice-versa
68
CHAPTER 6.
VECTOR INTEGRAL CALCULUS. INTEGRAL THEOREMS
69
6.1
Line Integrals
The concept of a line integral is a simple and natural generalization of a denite integral
f (x)dx
we integrate the function also known as the integrand,
from
x=a
along the x-axis to
x = b.
Now, in a line integral,
we shall integrate a given function
called the integrand,
along a curve C

in space or in the plane
we represent the curve C
by a parametric representation
The curve C is called
the path of integration.
The path of integration goes from A to B.
A: is its initial point and B: is its terminal point. C is now oriented. The direction from A to B, in which t increases is called the positive direction on C.
Denition and Evaluation of Line Integrals

A line integral of a vector function
F (r )
over a curve
C : r(t)
is dened by
where
CHAPTER 6.
70
If we write
dr
in terms of components
dr =
and
dx
dy
dz
=
we get
d dt
t2 = 2
cos2 t sint dt
t1 =0
do the following transformation
u = cost du = sint u1 = cost1 = cos0 = 1 u2 = cost2 = cos

t2 = 2
=0 2
u2 =0
cos2 t sint dt =
u2 (du)
u1 =1
t1 =0
CHAPTER 6.
71
Integration by parts
udv = uv
In order to integrate
vdu
3
0
set
tsintdt
u=t du =1 dt dv = sintdt
Then
dv = sint dt du = dt v = cost
3
0
2pi
tsintdt = 3
0 2pi
2 3 [tcost]0
costdt
tsintdt = 6 0
For the second integral
cos2 t =
The third integral can be evaluted easily
1 [1 cos2t] 2
Simple general properties of the line integral

If the sense of integration along C is reversed, the value of the integral is multiplied by -1.
CHAPTER 6.
72
6.2
Path Indepence of Line Integral
We want to nd out under what conditions, in some domain,
a line integral takes on the same value no matter what path of integration is taken (in that domain).
As before we consider line integrals
The line integral is said to be path independent in a domain D in space
if for every pair of endpoints A, B in domain D, it has the same value for all paths in D that begin at A and end at B.
We shall see that path independence of (1) in a domain D holds if and only if:
Theorem-I:
F = grad f
Theorem-II: Integration around closed curves C in D always gives 0. Theorem-III:
curl F = 0
provided D is simply connected
is analogous to
CHAPTER 6.
73
Path Independence and Integration Around Closed Curves
Path Independence and Exactness of Dierential Forms

A third idea relates path independence to the exactness of the dierential form
This form is called exact in a domain D in space if it is the dierential
of a dierentiable function
f (x, y, z )
everywhere in
D,
that is, if we have
Comparing these two formulas, we see that the form is exact if and only if there is a dierentiable function that everywhere in
f (x, y, z )
in
such
D,
CHAPTER 6.
74
CHAPTER 6.
75
CHAPTER 6.
76
6.3
Calculus Review: Double Integrals.
Properties of Double Integral
Mean Value Theorem for Double Integral
Evaluation of Double Integrals by Two Successive Integrations

Double integrals over a region R may be evaluated by two successive integrations. We may integrate rst over y and then over x. Then the formula is
Here y = g (x) and y = h(x) represents g (x( to h(x). The result is a function of x Similarly
the boundary curve of
and we integrate it from
R and keeping x x = a to x = b
constant, we integrate
f (x, y )
over
from
The boundary curve of
is now represented by
p(y ) to q (y )
and then the resulting function of
x = p(y ) and q (y ).Treating y from y = c to y = d
as a constant, we rst integrate
f (x, y )
over
from
CHAPTER 6.
77
6.3.1 Applications of Double Integrals

Area A of a region R in the xy-plane is given by the double integral
A=
R
The volume
dxdy R
in the
beneath the surface
z = f (x, y )and
above a region
xy plane
is
V =
R
f (x, y )dxdy
let
f (x, y )be
the density ( mass per unit area) of a distribution of mass in the
xy plane.
Then the total mass
in
is
M=
R
the center of gravity of the mass in
f (x, y )dxdy
has the coordinates,
x , y where 1 x = xf (x, y )dxdy M R 1 y = yf (x, y )dxdy M R x

and
the moments of inertia
Ix and Iy of
the mass in
about the
y axes,
respectively, are
Ix = Iy =
R
polar moment of inertia
y 2 f (x, y )dxdy
R
x2 f (x, y )dxdy R is x2 + y 2 f (x, y )dxdy

R
Io about
the origin of the mass in
Io = Ix + Iy =
CHAPTER 6.
78
6.3.2 Change of Variables in Double Integrals. Jacobian

Recall from calculus that for a denite integral the formula for the change from
to
is
a
such that
f (x)dx =
f x(u)
dx du du
x( ) = a
The formula for a change of variables in double integrals from
x( ) = b x, y
to
u, v
is
f (x, y )dxdy =
R
that is, the integrand is expressed in terms of
f x(u, v ), y (u, v )
R
and
(x, y ) dudv (u, v ) dudv

times the absolute value of the
and
v,
dxdy
is replaced by
Jacobian
x (x, y ) J= = u y (u, v ) u
x x y x y v y = u v v u v
Example: Change of Variables in a Double Integral
polar coordinates
and
which can be introduced by setting
x = rcos
Then
y = rsin
J=
and
(x, y ) cos (r, ) sin
rsin =r rcos
f x, y dxdy =
R
f rcos, rsin ddrd

R
CHAPTER 6.
79
where
R is
the region in the
r plane
corresponding to
in the
xy plane
Example: Double Integrals in Polar Coordinates. Center of Gravity. Moments of Inertia
6.4
Green's Theorem in the Plane
6.4.1 Introduction
Double integrals over a plane region may be transformed into line integrals over the boundary of the region and conversely.
Theorem: Green's Theorem
CHAPTER 6.
80
Setting
F = F1 F2 = F1 i + F2 j curlF kdxdy = C F dr
and we obtain vectorial form
Example: Verication of Green's Theorem in the Plane
CHAPTER 6.
81
6.4.2 Some Applications of Green's Theorem

Example: Area of a Plane Region as a Line Integral Over the Boundary
Example: Area of a Plane Region in Polar Coordinates
6.5

Surfaces for Surface Integrals

With with Each
line integrals, we integrate over curves in space surface integrals we integrate over surfaces in space. curve in space is represented by a parametric equation parametric representations for the surfaces in space.
This suggests that we should also nd
CHAPTER 6.
82
6.5.1 Representation of Surfaces

Representations of a surface
z = f (x, y )
For example
or
S in xyz space g (x, y, z ) = 0 or
are
z = + a2 x2 y 2
For surfaces
represents a hemisphere of
in surface integrals, it will often be more practical to use a parametric representation. two-dimensional. Hence we need two parameters;
x2 + y 2 + z 2 a2 = 0 radius a and center 0
Surfaces are
which we call Thus a
parametric representation of a surface S in space is of the form
and
v.
r(u, v ) = x(u, v ) y (u, v ) z (u, v ) = x(u, v )i + y (u, v )j + z (u, v )k where (u, v ) varies in some region R of the uv plane. This mapping maps every point (u, v ) in R onto the point of S with position vector r (u, v ).
Example: Parametric Representation of a Cylinder
CHAPTER 6.
83
Example: Parametric Representation of a Sphere
Example: Parametric Representation of a Cone
6.5.2 Tangent Plane and Surface Normal

tangent vectors of all the curves surface S through a point P of S form a plane, called the tangent plane of S at P . Exceptions are points where S has an edge or a cusp (like a cone ), so that S cannot have a tangent plane at such a point. Furthermore, a vector perpendicular to the tangent plane is called a normal vector of S at P .
Recall that the on a The partial derivatives Hence their
cross product gives a normal vector N

n
of
ru and rv at P
are tangential to
of
S at P . S at P .
N = ru rv = 0
The corresponding unit normal vector
at
is
1 1 n= N= ru rv N ru rv
S is represented by g (x, y, z ) = 0 then, 1 n= gradg gradg A surface S is called a smooth surface if its surface normal depends continuously S is called piecewise smooth if it consists of nitely many smooth portions.
Also, if
on the points of S.
CHAPTER 6.
84
Example: Unit Normal Vector of a Sphere / Unit Normal Vector of a Cone
6.6
Surface Integrals
To dene a surface integral, we take a surface S, given by a parametric representation as just discussed
r(u, v ) = x(u, v ) y (u, v ) z (u, v ) = x(u, v )i + y (u, v )j + z (u, v )k where (u, v ) varies over a region R in the uv plane S has a normal vector 1 N = ru rv n= n N For a given vector function F we can now dene the surface integral F ndA = A F r(u, v ) N (u, v )dudv S
Here
over
by
N = ru rv N= N n N is the area of the parallelogram with sides ru and rv , by the ndA = n N dudv = N dudv And we see that dA = N dudv is the element of area of S . Also F n is the normal component of F.
We can write in components, using Here,
denition of cross product. Hence
F = F1 F2 F3 ; ; are the
N = N1
angles between
N2 N3 n and the
n = cos
cos
cos
coordinate axes.
we can write
cosdA = dydz
cosdA = dzdx
cosdA = dxdy
We can use this formula to evaluate surface integrals by converting them to double integrals over regions in the coordinate planes of the xyz-coordinate system
Example: Flux Through a Surface
CHAPTER 6.
85
Example: Surface Integral
CHAPTER 6.
86
6.7
Triple Integrals. Divergence Theorem of Gauss
6.7.1 Introduction
The divergence theorem, transforms surface integrals into triple integrals. A triple integral is an integral of a function taken over a closed bounded, three-dimensional region We subdivide
T 1
in space. to
by planes parallel to the coordinate planes.
Then we consider those boxes of the subdivision that lie entirely inside Here each box consists of a rectangular parallelepiped. In each such box we choose an arbitrary point, say, in box
T,
and number them from
n.
We now form the sum
k.
The volume of box
we denote by
V k .
This we do for larger and larger positive integers as
arbitrarily
but so that the maximum length of all the edges of those
boxes approaches zero
approaches innity.
Then it can be shown that the sequence converges to a limit. This limit is called the triple integral of
f (x, y, z )over
the region
and is denoted by
Triple integrals can be evaluated by three successive integrations. This is similar to the evaluation of double integrals by two successive integrations
6.7.2 Divergence Theorem of Gauss

Triple integrals can be transformed into surface integrals over the boundary surface of a region in space and conversely.
CHAPTER 6.
87
Such a transformation is of practical interest because one of the two kinds of integral is often simpler than the other. The transformation is done by the divergence theorem, which involves the divergence of a vector function
F = F1
F2
F3 = F1 i + F2 j + F3 k
Theorem: Divergence Theorem of Gauss
CHAPTER 6.
88
CHAPTER 6.
89
6.8
Stokes's Theorem
Double integrals over a region in the plane can be transformed into line integrals over the boundary curve of that region and conversely, line integrals into double integrals. This important result is known as Green's theorem in the plane We can transform triple integrals into surface integrals and vice versa, that is, surface integrals into triple integrals. This big theorem is called Gauss's divergence theorem. Another big theorem that allows us to transform surface integrals into line integrals and conversely, line integrals into surface integrals. It is called Stokes's Theorem
CHAPTER 6.
90
CHAPTER 6.
91

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Applied Mathematics for Engineers

Weights of eight students are listed as

156, 125, 145, 134, 178, 145, 162, 193

but with dierent subscript as

the rst number the second number

Such a list of values is called a linear array or vector

Vector Addition and Scalar Multiplication

of the two vectors

is obtained by the so-called parallegrom law.

The ordered triple General notation:

c . a b c of real numbers may n tuple a1 a2 . . . an

The set of all A particular

n tuples of real numbers, denoted by Rn ,is n tuple in Rn , is called a point or vector u = a1

The numbers Two vectors, are equal. The vector

Vector Addition and Scalar Multiplication

Consider two vectors

The scalar product or, simply product of the vector

are also vectors in

Negatives and subtraction are dened in

can form the vector

is called a linear combination of the vectors

Dot (Inner) Product

Consider arbitrary vector,

is denoted and dened by

are said to be orthogonal if

Norm (Length) of a Vector

is the unit vector in the same direction as

Distance, Angles, Projections

d (u, v ) = u v (a1 b1 ) + (a2 b2 ) + (a3 b3 ) + + (an bn )

The projection of a vector

is the vector described by

Located Vectors, Hyperplanes, Lines, Curves in

Located vector or directed line segment

H R is a line H R3 is a plane 3 In R u P Q where P (pi ) H

they satisfy the hyperplane equation

u v = a1 (q1 p1 ) + a2 (q2 p2 ) + + an (qn pn ) u v = (a1 q1 + a2 q2 + + an qn ) (a1 p1 + a2 p2 + + an pn ) = b b = 0 Thusv = P Q u

L Rn passing through P b1 b2 X x1 x2 . . . xn that satisfy

in the direction of a vector

x1 = a1 t + b1 x2 = a2 t + b2 X = P + tu L (t) = (ai t + bi ) xn = an t + bn tR L R3 is shown

F (t) = F1 (t) F2 (t) . . .

dF (t) dt V = dF (t) dF1 (t) = dt dt dF2 (t) dt ... dFn (t) dt

which tangent to the curve.

is the unit tangent vector to the curve.

is called spatial vectors.

u + v = (a1 + b1 ) i + (a2 + b2 ) j + (a3 + b3 ) k cu = ca1 i + ca2 j + ca3 k

called cross product

u v = (a2 b3 a3 b2 ) i + (a3 b1 a1 b3 ) i + (a1 b2 a2 b1 ) i uv = a1 b1 a2 b2 a a3 i 1 b1 b3 a2 b2 a a3 j+ 1 b1 b3 a2 b2 a3 k b3

A matrix A over aeld K is a rectangular array of scalars :

a11 a21 A= . . . am1

a1n a2n . . . amn

The comuns of matrix A are

a11 a21 . . . am1

a12 a22 . . . am2

a1n a2n . . . amn j.

aij , called the ij entry A can be written as

are the size of the matrix

Matrix Addition and Scalar Multiplication

size (A) = size (B ) = m n

a1n + b1n a2n + b2n . . . amn + bmn

The product of the matrix

k A, or simply ka11 ka12 ka21 ka22 kA = . . . . . . kam1 kam2

ka1n a2n . . . amn

but with dierent subscript as

the rst number the second number

Negatives and subtraction are dened in

is denoted and dened by

A matrix A over aeld K is a rectangular array of scalars :

A B is called the dierence of A size (A) = size (B ) = A + B is not dened

, with the same number of elements is dened to be a scalar

dierent number of elements

are dened as follows:

to nding the solution of a collection of