2021-10-12 11:30:28 +00:00
|
|
|
---
|
|
|
|
author: Alvie Rahman
|
|
|
|
date: \today
|
|
|
|
title: MMME1026 // Mathematics for Engineering
|
|
|
|
tags: [ uni, nottingham, mmme1026, maths, complex_numbers ]
|
|
|
|
---
|
|
|
|
|
2021-10-21 09:20:31 +00:00
|
|
|
# Complex Numbers
|
2021-10-12 11:30:28 +00:00
|
|
|
|
2021-10-21 09:20:31 +00:00
|
|
|
## What is a Complex Number?
|
2021-10-12 11:30:28 +00:00
|
|
|
|
|
|
|
- $i$ is the unit imaginary number, which is defined by:
|
|
|
|
|
|
|
|
$$ i^2 = -1 $$
|
|
|
|
|
|
|
|
- An arbritary complex number is written in the form
|
|
|
|
|
|
|
|
$$z = x + iy$$
|
|
|
|
|
|
|
|
Where:
|
|
|
|
|
2021-10-14 14:17:27 +00:00
|
|
|
- $x$ is the real part of $z$ (which you may seen written as $\Re(z) = x$ or Re$(z) = x$)
|
|
|
|
- $y$ is the imaginary part of $z$ (which you may seen written as $\Im(z) = y$ or Im$(z) = y$)
|
2021-10-12 11:30:28 +00:00
|
|
|
|
|
|
|
- Two complex numbers are equal if both their real and imaginary parts are equal
|
|
|
|
|
|
|
|
e.g. $$(3 + 4i) + (1 -2i) = (3+1) + i(4-2) = 2 + 2i$$
|
|
|
|
|
2021-10-21 09:20:31 +00:00
|
|
|
### The Complex Conjugate
|
2021-10-12 11:30:28 +00:00
|
|
|
|
|
|
|
Given complex number $z$:
|
|
|
|
|
|
|
|
$$z = z + iy$$
|
|
|
|
|
|
|
|
The complex conjugate of z, $\bar z$ is:
|
|
|
|
|
|
|
|
$$\bar{z} = z -iy$$
|
|
|
|
|
|
|
|
### Division of Complex Numbers
|
|
|
|
|
|
|
|
- Multiply numerator and denominator by the conjugate of the denominator
|
|
|
|
|
2021-10-14 14:33:38 +00:00
|
|
|
<details>
|
|
|
|
<summary>
|
|
|
|
|
2021-10-12 11:30:28 +00:00
|
|
|
#### Example
|
|
|
|
|
2021-10-14 14:33:38 +00:00
|
|
|
</summary>
|
|
|
|
|
2021-10-14 12:06:56 +00:00
|
|
|
> \begin{align*}
|
|
|
|
z_1 &= 5 + i \\
|
|
|
|
z_2 &= 1 -i \\
|
|
|
|
\\
|
|
|
|
\frac{z_1}{z_2} &= \frac{5+i}{1-i} \cdot \frac{\bar{z_2}}{\bar{z_2}} = \frac{(5+i)(1+i)}{(1-i)(1+i)} \\
|
|
|
|
&= \frac{5 + i + 5i -1}{1 + 1} \\
|
|
|
|
&= \frac{4 + 6i}{2} = 2 + 3i
|
|
|
|
> \end{align*}
|
2021-10-12 11:30:28 +00:00
|
|
|
|
2021-10-14 14:33:38 +00:00
|
|
|
</details>
|
|
|
|
|
2021-10-12 11:30:28 +00:00
|
|
|
### Algebra and Conjugation
|
|
|
|
|
|
|
|
When taking complex conjugate of an algebraic expresion, we can replace $i$ by $-i$ before or after
|
|
|
|
doing the algebraic operations:
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
\overline{z_1+z_2} &= \bar{z_1}+\bar{z_2} \\
|
|
|
|
\overline{z_1z_2} &= \bar{z_1}\bar{z_2} \\
|
|
|
|
\overline{z_1/z_2} &= \frac{\bar{z_1}}{\bar{z_2}}
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
The conjugate of a real number is the same as that number.
|
|
|
|
|
|
|
|
#### Application
|
|
|
|
|
|
|
|
If $z$ is a root of the polynomial equation
|
|
|
|
|
|
|
|
$$0 = az^2 + bz + c$$
|
|
|
|
|
|
|
|
with **real** coefficients $a$, $b$, and $c$, then $\bar{z}$ is also a root because
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
0 &= \overline{az^2 + bz + c} \\
|
|
|
|
&= \bar{a}\bar{z}^2 + \bar{b}\bar{z} + \bar{c} \\
|
|
|
|
&= a\bar{z}^2 + b\bar{z} + c
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
### The Argand Diagram
|
|
|
|
|
|
|
|
A general complex number $z = x + iy$ has two components so it can can be represented as a point in
|
|
|
|
the plane with Cartesion coordinates $(x, y)$.
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
4-2i &\leftrightarrow (4, -2) \\
|
|
|
|
-i &\leftrightarrow (0, -1) \\
|
|
|
|
z &\leftrightarrow (x, y) \\
|
|
|
|
\bar z &\leftrightarrow (x, -y)
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
### Plotting on a Polar Graph
|
|
|
|
|
|
|
|
We can also describe points in the complex plain with polar coordinates $(r, \theta)$:
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
z &= r(\cos\theta + i\sin\theta) &\text{ polar form of $z$} \\
|
|
|
|
r &= \sqrt{x^2+y^2} &\text{(modulus)}\\
|
|
|
|
\theta &= \arg z,\text{ where} \tan \theta = \frac y x &\text{(argument)} \\
|
|
|
|
x &= r\cos \theta \\
|
|
|
|
y &= r\sin \theta
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
Be careful when turning $(x, y)$ into $(r, \theta)$ form as $\tan^{-1} \frac y x = \theta$ does not
|
|
|
|
always hold true as there are many solutions.
|
|
|
|
|
|
|
|
#### Choosing $\theta$ Correctly
|
|
|
|
|
|
|
|
1. Determine which quadrant the point is in (draw a picture).
|
|
|
|
2. Find a value of $\theta$ such that $\tan \theta = \frac y x$ and check that it is consistent.
|
|
|
|
If it puts you in the wrong quadrant, add or subtract $\pi$.
|
|
|
|
|
|
|
|
## Exponential Functions
|
|
|
|
|
|
|
|
- The exponential function $f(x) = \exp x$ may be wirtten as an infinite series:
|
|
|
|
|
2021-10-20 11:47:29 +00:00
|
|
|
$$\exp x = e^x = 1 + x + \frac{x^2}{2!} + \frac{x^3}{3!} + \cdots $$
|
2021-10-12 11:30:28 +00:00
|
|
|
|
|
|
|
- The function $f(x) = e^{-x}$ is just $\frac 1 {e^x}$
|
|
|
|
- Note the important properties:
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
e^{a+b} &= e^a e^b \\
|
|
|
|
(e^a)^b &= e^{ab}
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
## Euler's Formula
|
|
|
|
|
|
|
|
$$e^{i\theta} = \cos\theta + i\sin\theta$$
|
|
|
|
|
|
|
|
- Properties of $e^{i\theta}$: For any real angle $\theta$ we have
|
|
|
|
|
|
|
|
$$|e^{i\theta}| = |\cos\theta + i\sin\theta| = \sqrt{\cos^2\theta + \sin^2\theta} = 1$$
|
|
|
|
|
|
|
|
and
|
|
|
|
|
|
|
|
$$ \arg {e^{i\theta}} = \theta $$
|
|
|
|
|
|
|
|
- A complex number in *polar form*, where $r = |z|$, and $\theta = \arg z$, may alternatively be
|
|
|
|
written in its *exponential form*:
|
|
|
|
|
|
|
|
$$z = re^{i\theta}$$
|
|
|
|
|
|
|
|
**Note**: $$\bar z = r\cos\theta - ir\sin\theta = re^{-i\theta}$$
|
|
|
|
|
2021-10-14 14:31:31 +00:00
|
|
|
<details>
|
|
|
|
<summary>
|
2021-10-14 14:33:38 +00:00
|
|
|
|
2021-10-14 12:06:56 +00:00
|
|
|
### Example 1
|
|
|
|
|
|
|
|
Write $z = -1 + i$ in exponential form
|
|
|
|
|
2021-10-14 14:31:31 +00:00
|
|
|
</summary>
|
|
|
|
|
2021-10-14 12:06:56 +00:00
|
|
|
> $\arg z = \frac {3\pi} 4$
|
|
|
|
> $|z| = \sqrt 2$
|
|
|
|
>
|
|
|
|
> So $z = \sqrt2e^{i\frac{3\pi} 4}$
|
|
|
|
|
2021-10-14 14:31:31 +00:00
|
|
|
</details>
|
|
|
|
|
|
|
|
<details>
|
|
|
|
<summary>
|
2021-10-14 14:33:38 +00:00
|
|
|
|
2021-10-14 12:06:56 +00:00
|
|
|
### Example 2
|
|
|
|
|
|
|
|
The equations for a mechanical vibration problem are found to have the following mathematical
|
|
|
|
solution:
|
|
|
|
|
|
|
|
$$z(t) = \frac{e^{i\omega t}}{\omega_0^2-\omega^2 + i\gamma}$$
|
|
|
|
|
2021-10-14 14:31:31 +00:00
|
|
|
</summary>
|
|
|
|
|
2021-10-14 12:06:56 +00:00
|
|
|
where $t$ represents time and $\omega$, $\omega_0$ and $\gamma$ are all positive real physical
|
|
|
|
constants.
|
|
|
|
Although $z(t)$
|
|
|
|
is complex and cannot directly represent a physical solution, it turns out that the real and
|
|
|
|
imaginary parts $x(t)$ and $y(t)$ in $z(t) = x(t) + iy(t)$ can. Polar notation can be used to extract
|
|
|
|
this physical information efficiently as follows:
|
|
|
|
|
|
|
|
a. Put the denominator in the form
|
|
|
|
|
|
|
|
$$ae^{i\delta}$$
|
|
|
|
|
|
|
|
where you should give explicit expressions for $a$ and $\delta$ in terms of $\gamma$, $\gamma_0$,
|
|
|
|
and $\gamma$.
|
|
|
|
|
|
|
|
|
|
|
|
> \begin{align*}
|
|
|
|
a &= \sqrt{\gamma^2 + (\omega_0^2 - \omega^2)^2} \\
|
|
|
|
\delta &= \tan^{-1}\frac \delta {\omega_0^2 - \omega^2}
|
|
|
|
> \end{align*}
|
|
|
|
|
|
|
|
b. Hence find the constants $b$ and $\varphi$ such that
|
|
|
|
|
|
|
|
$$x(t) = b\cos(\omega t + \varphi)$$
|
|
|
|
|
|
|
|
and write a similar expression for $y(t)$.
|
|
|
|
|
|
|
|
> \begin{align*}
|
|
|
|
z &= \frac{e^i\omega t}{ae^{i\delta}} = \frac 1 a e^{i (\omega t - \delta)} \\
|
|
|
|
x + iy &= \frac 1 a \cos(\omega t - \delta) + \frac 1 a \sin(\omega t - \delta) \\
|
|
|
|
\therefore \Re z &= x = \frac 1 a \cos(\omega t - \delta), \\
|
|
|
|
\Im z &= y = \frac 1 a \sin(\omega t - \delta) \\
|
|
|
|
\\
|
|
|
|
b &= \frac 1 a = \frac 1 {\sqrt{\gamma^2 + (\omega_0^2 - \omega^2)^2}} \\
|
|
|
|
\varphi &= -\delta = \tan^{-1}\frac \delta {\omega_0^2 - \omega^2}\\
|
|
|
|
\\
|
|
|
|
y(t) &= \frac 1 a \sin(\omega t - \delta) \\
|
|
|
|
> \end{align*}
|
2021-10-12 11:30:28 +00:00
|
|
|
|
2021-10-14 14:31:31 +00:00
|
|
|
</details>
|
|
|
|
|
2021-10-12 11:30:28 +00:00
|
|
|
## Products of Complex Numbers
|
|
|
|
|
|
|
|
Suppose we have 2 complex numbers:
|
|
|
|
|
|
|
|
$$z_1 = x_1 + iy_1 = r_1e^{i\theta_1}$$
|
|
|
|
$$z_2 = x_2 + iy_2 = r_2e^{i\theta_2}$$
|
|
|
|
|
|
|
|
Using $e^a e^b = e^{a+b}$, the product is:
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
z_3 = z_1 z_2 &= (r_1e^{i\theta_1})(r_2e^{i\theta_2}) \\
|
|
|
|
&= r_1r_2e^{i\theta_1}e^{i\theta_2} \\
|
|
|
|
&= r_1r_2e^{i(\theta_1+\theta_2)} \\
|
|
|
|
\\
|
|
|
|
|z_1z_2| &= |z_1|\times|z_2| \\
|
|
|
|
\arg z_1z_2 &= \arg z_1 \times \arg z_2
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
## de Moivre's Theorem
|
|
|
|
|
|
|
|
Let $z = re^{i\theta}$. Consider $z^n$.
|
|
|
|
|
2021-10-14 14:17:27 +00:00
|
|
|
Since $z = r(\cos\theta + i\sin\theta)$,
|
2021-10-12 11:30:28 +00:00
|
|
|
\begin{align*}
|
|
|
|
z^n &= r^n(\cos\theta + i\sin\theta)^n &\text{(1)} \\
|
2021-10-14 14:17:27 +00:00
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
But also
|
|
|
|
|
|
|
|
\begin{align*}
|
2021-10-12 11:30:28 +00:00
|
|
|
z^n &= (re^{i\theta})^n \\
|
|
|
|
&= r^n(e^{i\theta})^n \\
|
|
|
|
&= r^ne^{in\theta} \\
|
|
|
|
&= r^n(\cos{n\theta} + i\sin{n\theta}) &\text{(2)} \\
|
2021-10-14 14:17:27 +00:00
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
By equating (1) and (2), we find de Moivre's theorem:
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
r^n(\cos\theta +i\sin\theta)^n &= r^n(\cos{n\theta} + i\sin{n\theta}) \\
|
2021-10-12 11:30:28 +00:00
|
|
|
(\cos\theta +i\sin\theta)^n &= (\cos{n\theta} + i\sin{n\theta})
|
|
|
|
\end{align*}
|
|
|
|
|
2021-10-14 14:31:31 +00:00
|
|
|
<details>
|
|
|
|
<summary>
|
2021-10-14 14:33:38 +00:00
|
|
|
|
2021-10-12 11:30:28 +00:00
|
|
|
### Example 1
|
|
|
|
|
|
|
|
Write $1+i$ in polar form and use de Moivre's theorem to calculate $(1+i)^{15}$.
|
|
|
|
|
2021-10-14 14:31:31 +00:00
|
|
|
</summary>
|
|
|
|
|
2021-10-14 12:06:56 +00:00
|
|
|
> \begin{align*}
|
|
|
|
r &= |1+i| = \sqrt2 \\
|
|
|
|
\theta &= \arg{1+i} = \frac \pi 4 \\
|
|
|
|
\\
|
|
|
|
\text{So } 1 + i &= \sqrt2(\cos{\frac pi 4} + i\sin{\frac \pi 4}) = \sqrt2e^{i\frac \pi 4} \text{ and}\\
|
|
|
|
(i+i)^{15} &= (\sqrt2)^{15}\left(\cos{\frac \pi 4} + i\sin{\frac \pi 4}\right)^{15} \\
|
|
|
|
&= 2^{\frac 15 2} \left(\cos{\frac{15\pi} 4} + i\sin{\frac{15\pi} 4}\right) \\
|
|
|
|
&= 2^{\frac 15 2} \left(\frac 1 {\sqrt2} - \frac i {\sqrt2}\right) \\
|
|
|
|
&= 2^7 (1 - i) \\
|
|
|
|
&= 128 - 128i
|
|
|
|
> \end{align*}
|
2021-10-14 14:31:31 +00:00
|
|
|
</details>
|
2021-10-12 11:30:28 +00:00
|
|
|
|
2021-10-14 14:31:31 +00:00
|
|
|
<details>
|
|
|
|
<summary>
|
2021-10-14 14:33:38 +00:00
|
|
|
|
2021-10-12 11:30:28 +00:00
|
|
|
### Example 2
|
|
|
|
|
|
|
|
Use de Moivre's theorem to show that
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
\cos{2\theta} &= \cos^2\theta-\sin^2\theta \\
|
|
|
|
\text{and} \\
|
|
|
|
\sin{2\theta} &= 2\sin\theta\cos\theta
|
|
|
|
\end{align*}
|
|
|
|
|
2021-10-14 14:31:31 +00:00
|
|
|
</summary>
|
|
|
|
|
2021-10-14 12:06:56 +00:00
|
|
|
> Let $n=2$:
|
2021-10-12 11:30:28 +00:00
|
|
|
|
2021-10-14 12:06:56 +00:00
|
|
|
> \begin{align*}
|
|
|
|
(\cos\theta+i\sin\theta)^2 &= \cos^2\theta + 2i\sin\theta\cos\theta - \sin^2\theta \\
|
|
|
|
\text{Real part: } \cos^2\theta - \sin^2\theta &= \cos{2\theta}\\
|
|
|
|
\text{Imaginary part: } 2\sin\theta\cos\theta &= \sin{2\theta}
|
|
|
|
> \end{align*}
|
|
|
|
|
2021-10-14 14:31:31 +00:00
|
|
|
</details>
|
|
|
|
|
|
|
|
<details>
|
|
|
|
<summary>
|
2021-10-14 14:33:38 +00:00
|
|
|
|
2021-10-14 12:06:56 +00:00
|
|
|
### Example 3
|
|
|
|
|
|
|
|
Given that $n \in \mathbb{N}$ and $\omega = -1 + i$, show that
|
|
|
|
$w^n + \bar{w}^n = 2^{\frac n 2 + 1}\cos{\frac{3n\pi} 4}$ with Euler's formula.
|
|
|
|
|
2021-10-14 14:31:31 +00:00
|
|
|
</summary>
|
|
|
|
|
2021-10-14 12:06:56 +00:00
|
|
|
> \begin{align*}
|
|
|
|
r &= \sqrt{2} \\
|
|
|
|
\arg \omega = \theta &= \frac 3 4 \pi \\
|
|
|
|
\\
|
|
|
|
\omega^n &= r^n(cos{n\theta} + i\sin{n\theta}) \\
|
|
|
|
\bar\omega^n &= r^n(cos{n\theta} - i\sin{n\theta}) \\
|
|
|
|
\omega^n + \bar\omega^n &= r^n(2\cos{n\theta}) \\
|
|
|
|
&= 2^{\frac n 2 + 1}\cos{\frac {3n\pi} 4}
|
|
|
|
> \end{align*}
|
2021-10-12 11:30:28 +00:00
|
|
|
|
2021-10-14 14:31:31 +00:00
|
|
|
</details>
|
|
|
|
|
2021-10-12 11:30:28 +00:00
|
|
|
## Complex Roots of Polynomials
|
|
|
|
|
2021-10-14 14:31:31 +00:00
|
|
|
<details>
|
|
|
|
<summary>
|
2021-10-14 14:33:38 +00:00
|
|
|
|
2021-10-12 11:30:28 +00:00
|
|
|
### Example
|
|
|
|
|
2021-10-14 14:31:31 +00:00
|
|
|
Find which complex numbers $z$ satisfy
|
2021-10-12 11:30:28 +00:00
|
|
|
|
|
|
|
$$z^3 = 8i$$
|
|
|
|
|
2021-10-14 14:31:31 +00:00
|
|
|
</summary>
|
|
|
|
|
2021-10-14 12:06:56 +00:00
|
|
|
> 1. Write $8i$ in exponential form,
|
|
|
|
>
|
|
|
|
> $|8i| = 8$ and $\arg{8i} = \frac \pi 2$
|
|
|
|
>
|
|
|
|
> $\therefore 8i = 8e^{i\frac \pi 2}$
|
|
|
|
>
|
|
|
|
>
|
|
|
|
> 2. Let the solution be $r = re^{i\theta}$.
|
|
|
|
>
|
|
|
|
> Then $z^3 = r^3e^{3i\theta}$.
|
|
|
|
>
|
|
|
|
> 3. $z^3 = r^3e^{3i\theta} = 8e^{i\frac \pi 2}$
|
|
|
|
>
|
|
|
|
> i. Compare modulus:
|
|
|
|
>
|
|
|
|
> $r^3 = 8 \rightarrow r = 2$
|
|
|
|
>
|
|
|
|
> ii. Compare argument:
|
|
|
|
>
|
|
|
|
> $$3\theta = \frac \pi 2$$
|
|
|
|
>
|
|
|
|
> is a solution but there are others since
|
|
|
|
>
|
|
|
|
> $$e^{i\frac \pi 2} = e^{i \frac \pi 2 + 2n\pi}$$
|
|
|
|
>
|
|
|
|
> so we get a solution whenever
|
|
|
|
>
|
|
|
|
> $$3\theta = \frac \pi 2 + 2n\pi$$
|
|
|
|
>
|
|
|
|
> for any integer `n`
|
|
|
|
>
|
|
|
|
> - $n = 0 \rightarrow z = \sqrt3 + i$
|
|
|
|
> - $n = 1 \rightarrow z = -\sqrt3 + i$
|
|
|
|
> - $n = 2 \rightarrow z = -2i$
|
|
|
|
> - $n = 3 \rightarrow z = \sqrt3 + i$
|
|
|
|
> - $n = 4 \rightarrow z = -\sqrt3 + i$
|
|
|
|
> - The solutions start repeating as you can see
|
|
|
|
>
|
|
|
|
> In general, an $n$-th order polynomial has exactly $n$ complex roots.
|
|
|
|
> Some of these complex roots may be real numbers.
|
|
|
|
>
|
|
|
|
> 4. There are three solutions
|
2021-10-14 14:31:31 +00:00
|
|
|
|
|
|
|
</details>
|
2021-10-19 19:24:53 +00:00
|
|
|
|
2021-10-20 11:47:29 +00:00
|
|
|
# Systems of Equations (Simultaneous Equations)
|
2021-10-19 19:24:53 +00:00
|
|
|
|
|
|
|
## Gaussian Elimination
|
|
|
|
|
|
|
|
Gaussian eliminiation can be used when the number of unknown variables you have is equal to the
|
|
|
|
number of equations you are given.
|
|
|
|
|
|
|
|
I'm pretty sure it's the name for the method you use to solve simultaneous equations in school.
|
|
|
|
|
|
|
|
For example if you have 1 equation and 1 unknown:
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
2x &= 6 \\
|
|
|
|
x &= 3
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
### Number of Solutions
|
|
|
|
|
|
|
|
Let's generalise the example above to
|
|
|
|
|
|
|
|
$$ax = b$$
|
|
|
|
|
|
|
|
There are 3 possible cases:
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
a \ne 0 &\rightarrow x = \frac b a \\
|
|
|
|
a = 0, b \ne 0 &\rightarrow \text{no solution for $x$} \\
|
|
|
|
a = 0, b = 0 &\rightarrow \text{infinite solutions for $x$}
|
|
|
|
\end{align*}
|
|
|
|
|
2021-10-20 11:47:29 +00:00
|
|
|
### 2x2 Systems
|
2021-10-19 19:24:53 +00:00
|
|
|
|
|
|
|
A 2x2 system is one with 2 equations and 2 unknown variables.
|
|
|
|
|
|
|
|
<details>
|
|
|
|
<summary>
|
|
|
|
|
|
|
|
#### Example 1
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
3x_1 + 4x_2 &= 2 &\text{(1)} \\
|
|
|
|
x_1 + 2x_2 &= 0 &\text{(2)} \\
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
</summary>
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
3\times\text{(2)} = 3x_1 + 6x_2 &= 0 &\text{(3)} \\
|
|
|
|
\text{(3)} - \text{(1)} = 0x_1 + 2x_2 &= -2 \\
|
|
|
|
x_2 &= -1
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
We've essentially created a 1x1 system for $x_2$ and now that's solved we can back substitute it
|
|
|
|
into equation (1) (or equation (2), it doesn't matter) to work out the value of $x_1$:
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
3x_1 + 4x_2 &= 2 \\
|
|
|
|
3x_1 - 1 &= 2 \\
|
|
|
|
3x_1 &= 6 \\
|
|
|
|
x_1 &= 2
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
You can check the values for $x_1$ and $x_2$ are correct by substituting them into equation (2).
|
|
|
|
|
|
|
|
</details>
|
|
|
|
|
2021-10-20 11:47:29 +00:00
|
|
|
### 3x3 Systems
|
2021-10-19 19:24:53 +00:00
|
|
|
|
|
|
|
A 3x3 system is one with 3 equations and 3 unknown variables.
|
|
|
|
|
|
|
|
<details>
|
|
|
|
<summary>
|
|
|
|
|
|
|
|
#### Example 1
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
2x_1 + 3x_2 - x_3 &= 5 &\text{(1)} \\
|
|
|
|
4x_1 + 4x_2 - 3x_3 &= 5 &\text{(2)} \\
|
|
|
|
2x_1 - 3x_2 + x_3 &= 5 &\text{(3)} \\
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
</summary>
|
|
|
|
|
|
|
|
The first step is to eliminate $x_1$ from (2) and (3) using (1):
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
\text{(2)}-2\times\text{(1)} = -2x_2 -x_3 &= -1 &\text{(4)} \\
|
|
|
|
\text{(3)}-\text{(1)} = -6x_2 + 3x_3 &= -6 &\text{(5)} \\
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
This has created a 2x2 system of $x_2$ and $x_3$ which can be solved as any other 2x2 system.
|
|
|
|
I'm too lazy to type up the working, but it is solved like any other 2x2 system.
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
x_2 &= -2
|
|
|
|
x_3 &= 5
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
These values can be back-substituted into any of the first 3 equations to find out $x_1$:
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
-2x_1 + 3x_2 - x_3 = 2x_1 + 6 - 3 = 5 \rightarrow x_1 = 1
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
</details>
|
2021-10-20 11:47:29 +00:00
|
|
|
|
|
|
|
<details>
|
|
|
|
<summary>
|
|
|
|
|
|
|
|
#### Example 2
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
x_1 + x_2 - 2x_3 &= 1 &R_1 \\
|
|
|
|
2x_1 - x_2 - x_3 &= 1 &R_2 \\
|
|
|
|
x_1 + 4x_2 + 7x_3 &= 2 &R_3 \\
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
</summary>
|
|
|
|
|
|
|
|
1. Eliminate $x_1$ from $R_2$, $R_3$:
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
x_1 + x_2 - 2x_3 &= 1 &R_1' = R_1\\
|
|
|
|
- 3x_2 - 5x_3 &= -1 &R_2' = R_2 - 2R_1 \\
|
|
|
|
3x_2 + 5x_3 &= 1 &R_3' = R_3 - R_1 \\
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
We've created another 2x2 system of $R_2'$ and $R_3'$
|
|
|
|
|
|
|
|
2. Eliminate $x_2$ from $R_3''$
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
x_1 + x_2 - 2x_3 &= 1 &R_1'' = R_1' = R_1\\
|
|
|
|
- 3x_2 - 5x_3 &= -1 &R_2'' = R_2' = R_2 - 2R_1 \\
|
|
|
|
0x_3 &= 0 &R_3'' = R_3 '+ R_2' \\
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
We can see that $x_3$ can be any number, so there are infinite solutions. Let:
|
|
|
|
|
|
|
|
$$x_3 = t$$
|
|
|
|
|
|
|
|
where $t$ can be any number
|
|
|
|
|
|
|
|
3. Substitute $x_3$ into $R_2''$:
|
|
|
|
|
|
|
|
$$R_2'' = -3x_2 - 5t = -1 \rightarrow x_2 = \frac 1 3 - \frac{5t} 3$$
|
|
|
|
|
|
|
|
4. Substitute $x_2$ and $x_3$ into $R_1''$:
|
|
|
|
|
|
|
|
$$R_1'' = x_1 + \frac 1 3 - \frac{5t} 3 + 2t = 1 \rightarrow x_1 = \frac 2 3 - \frac t 3$$
|
|
|
|
|
|
|
|
</details>
|
|
|
|
|
|
|
|
## Systems of Equations and Matrices
|
|
|
|
|
|
|
|
Many problems in engineering have a very large number of unknowns and equations to solve
|
|
|
|
simultaneously.
|
|
|
|
We can use matrices to solve these efficiently.
|
|
|
|
|
|
|
|
Take the following simultaneous equations::
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
3x_1 + 4x_2 &= 2 &\text{(1)} \\
|
|
|
|
x_1 + 2x_2 &= 0 &\text{(2)}
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
They can be represented by the following matrices:
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
A &= \begin{pmatrix} 3 & 4 \\ 1 & 2 \end{pmatrix} \\
|
|
|
|
\pmb x &= \begin{pmatrix} x_1 \\ x_2 \end{pmatrix} \\
|
|
|
|
\pmb b &= \begin{pmatrix} 2 \\ 0 \end{pmatrix} \\
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
You can then express the system as:
|
|
|
|
|
|
|
|
$$A\pmb x = \pmb b$$
|
|
|
|
|
|
|
|
<details>
|
|
|
|
<summary>
|
|
|
|
|
|
|
|
#### A 3x3 System as a Matrix
|
|
|
|
|
|
|
|
</summary>
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
2x_1 + 3x_2 - x_3 &= 5 \\
|
|
|
|
4x_1 + 4x_2 - 3x_3 &= 3 \\
|
|
|
|
2x_1 - 3x_2 + x_3 &= -1
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
Could be expressed in the form $A\pmb x = \pmb b$ where:
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
A &= \begin{pmatrix} 2 & 3 & -1 \\ 4 & 4 & -3 \\ 2 & -3 & -1 \end{pmatrix} \\
|
|
|
|
\pmb x &= \begin{pmatrix} x_1 \\ x_2 \\ x_3 \end{pmatrix} \\
|
|
|
|
\pmb b &= \begin{pmatrix} 5 \\ 3 \\ -1 \end{pmatrix} \\
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
</details>
|
|
|
|
|
|
|
|
<details>
|
|
|
|
<summary>
|
|
|
|
|
|
|
|
#### An $m\times n$ System as a Matrix
|
|
|
|
|
|
|
|
</summary>
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
a_{11}x_1 + a_{12}x_2 + \cdots + a_{1n}x_n &= b_1 \\
|
|
|
|
a_{21}x_1 + a_{22}x_2 + \cdots + a_{2n}x_n &= b_2 \\
|
|
|
|
\cdots \\
|
|
|
|
a_{m1}x_1 + a_{m2}x_2 + \cdots + a_{mn}x_n &= b_m \\
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
Could be expressed in the form $A\pmb x = \pmb b$ where:
|
|
|
|
|
|
|
|
\begin{align*}
|
|
|
|
A = \begin{pmatrix} a_{11} & a_{12} & \cdots & a_{1n} \\
|
|
|
|
a_{21} & a_{22} & \cdots & a_{2n} \\
|
|
|
|
\vdots & & & \vdots \\
|
|
|
|
a_{m1} & a_{m2} & \cdots & a_{mn}
|
|
|
|
\end{pmatrix},
|
|
|
|
\pmb x = \begin{pmatrix} x_1 \\ x_2 \\ \vdots \\ x_n \end{pmatrix},
|
|
|
|
\pmb b = \begin{pmatrix} b_1 \\ b_2 \\ \vdots \\ b_m \end{pmatrix}
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
</details>
|
|
|
|
|
|
|
|
# Matrices
|
|
|
|
|
|
|
|
## Order of a Matrix
|
|
|
|
|
|
|
|
The order of a matrix is its size e.g. $3\times2$ or $m\times n$
|
|
|
|
|
|
|
|
## Column Vectors
|
|
|
|
|
|
|
|
- Column vectors are matrices with only one column:
|
|
|
|
|
|
|
|
$$ \begin{pmatrix} 1 \\ 2 \end{pmatrix} \begin{pmatrix} 4 \\ 45 \\ 12 \end{pmatrix} $$
|
|
|
|
|
|
|
|
- Column vector variables typed up or printed are expressed in $\pmb{bold}$ and when it is
|
|
|
|
handwritten it is \underline{underlined}:
|
|
|
|
|
|
|
|
$$ \pmb x = \begin{pmatrix} -3 \\ 2 \end{pmatrix}$$
|
|
|
|
|
|
|
|
## Matrix Algebra
|
|
|
|
|
|
|
|
### Equality
|
|
|
|
|
|
|
|
Two matrices are the same if:
|
|
|
|
|
|
|
|
- Their order is the same
|
|
|
|
- Their corresponding elements are the same
|
|
|
|
|
|
|
|
### Addition and Subtraction
|
|
|
|
|
|
|
|
Only possible if their order is the same.
|
|
|
|
\begin{align*}
|
|
|
|
A + B&= \begin{pmatrix} a_{11} + b_{11} & a_{12} + b_{12} & \cdots & a_{1n} + b_{1n} \\
|
|
|
|
a_{21} + b_{21} & a_{22} + b_{22} & \cdots & a_{2n} + b_{2n} \\
|
|
|
|
\vdots & & & \vdots \\
|
|
|
|
a_{m1} + b_{m1} & a_{m2} + b_{m2} & \cdots & a_{mn} + b_{mn}
|
|
|
|
\end{pmatrix} \\
|
|
|
|
A - B&= \begin{pmatrix} a_{11} - b_{11} & a_{12} - b_{12} & \cdots & a_{1n} - b_{1n} \\
|
|
|
|
a_{21} - b_{21} & a_{22} - b_{22} & \cdots & a_{2n} - b_{2n} \\
|
|
|
|
\vdots & & & \vdots \\
|
|
|
|
a_{m1} - b_{m1} & a_{m2} - b_{m2} & \cdots & a_{mn} - b_{mn}
|
|
|
|
\end{pmatrix},
|
|
|
|
\end{align*}
|
|
|
|
|
|
|
|
### Zero Matrix
|
|
|
|
|
|
|
|
This is a matrix whose elements are all zeros.
|
|
|
|
For any matrix $A$,
|
|
|
|
|
|
|
|
$$A + 0 =A$$
|
|
|
|
|
|
|
|
We can only add matrices of the same order, therefore 0 must be of the same order as $A$.
|
|
|
|
|
|
|
|
### Multiplication
|
|
|
|
|
|
|
|
Let
|
|
|
|
|
|
|
|
$$
|
|
|
|
\begin{matrix}
|
|
|
|
A & m\times n \\
|
|
|
|
B & p\times q
|
|
|
|
\end{matrix}
|
|
|
|
$$
|
|
|
|
|
|
|
|
To be able to multiply $A$ by $B$, $n = p$.
|
|
|
|
|
|
|
|
If $n \ne p$, then $AB$ does not exist.
|
|
|
|
|
|
|
|
$$
|
|
|
|
\begin{matrix}
|
|
|
|
A & B & = & C \\
|
|
|
|
m\times n & p \times q & & m\times q
|
|
|
|
\end{matrix}
|
|
|
|
$$
|
|
|
|
|
|
|
|
When $C = AB$ exists,
|
|
|
|
|
|
|
|
$$C_{ij} = \sum_r\! a_{ir}b_{rj}$$
|
|
|
|
|
|
|
|
That is, $C_{ij}$ is the 'product' of the $i$th row of $A$ and $j$th column of $B$.
|
|
|
|
|
|
|
|
#### Multiplication of a Matrix by a Scalar
|
|
|
|
|
|
|
|
If $\lambda$ is a scalar, we define
|
|
|
|
|
|
|
|
$$
|
|
|
|
\lambda a = \begin{pmatrix} \lambda a_{11} & \lambda a_{12} & \cdots & \lambda a_{1n} \\
|
|
|
|
\lambda a_{21} & \lambda a_{22} & \cdots & \lambda a_{2n} \\
|
|
|
|
\vdots & & & \vdots \\
|
|
|
|
\lambda a_{m1} & \lambda a_{m2} & \cdots & \lambda a_{mn}
|
|
|
|
\end{pmatrix},
|
|
|
|
$$
|
|
|
|
|
|
|
|
<details>
|
|
|
|
<summary>
|
|
|
|
|
|
|
|
#### Example 1
|
|
|
|
|
|
|
|
</summary>
|
|
|
|
|
|
|
|
$$
|
|
|
|
\begin{pmatrix} 1 & -1 \\ 2 & 1 \end{pmatrix}
|
|
|
|
\begin{pmatrix} 0 & 1 \\ 3 & 2 \end{pmatrix} =
|
|
|
|
\begin{pmatrix} -3 & -1 \\ 3 & 4 \end{pmatrix}
|
|
|
|
$$
|
|
|
|
$$
|
|
|
|
\begin{pmatrix} 0 & 1 \\ 3 & 2 \end{pmatrix}
|
|
|
|
\begin{pmatrix} 1 & -1 \\ 2 & 1 \end{pmatrix} =
|
|
|
|
\begin{pmatrix} 2 & 1 \\ 7 & -1 \end{pmatrix}
|
|
|
|
$$
|
|
|
|
|
|
|
|
</details>
|
|
|
|
|
|
|
|
<details>
|
|
|
|
<summary>
|
|
|
|
|
|
|
|
#### Example 2
|
|
|
|
|
|
|
|
</summary>
|
|
|
|
|
|
|
|
$$
|
|
|
|
A = \begin{pmatrix} 4 & 1 & 6 \\ 3 & 2 & 1 \end{pmatrix},\,
|
|
|
|
B = \begin{pmatrix} 1 & 1 \\ 1 & 2 \\ 1 & 0 \end{pmatrix}
|
|
|
|
$$
|
|
|
|
$$
|
|
|
|
AB = \begin{pmatrix} 11 & 6 \\ 6 & 7 \end{pmatrix},\,
|
|
|
|
BA = \begin{pmatrix} 7 & 3 & 7 \\ 10 & 5 & 8 \\ 4 & 1 & 6 \end{pmatrix}
|
|
|
|
$$
|
|
|
|
|
|
|
|
</details>
|
|
|
|
|
|
|
|
### Other Properties of Matrix Algebra
|
|
|
|
|
|
|
|
- $(\lambda A)B = \lambda(AB) = A(\lambda B)$
|
|
|
|
- $A(BC) = (AB)C = ABC$
|
|
|
|
- $(A+B)C = AC + BC$
|
|
|
|
- $C(A+B) = CA + CB$
|
|
|
|
- In general, $AB \ne BA$ even if both exist
|
|
|
|
- $AB = 0$ does not always mean $A = 0$ or $B = 0$:
|
|
|
|
|
|
|
|
$$\begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix} \begin{pmatrix}3 & 0 \\ 0 & 0 \end{pmatrix} =
|
|
|
|
\begin{pmatrix} 0 & 0 \\ 0 & 0 \end{pmatrix} = 0$$
|
|
|
|
|
|
|
|
<details>
|
|
|
|
<summary>
|
|
|
|
|
|
|
|
It follows that $AB = AC$ does not imply that $B=C$ as
|
|
|
|
|
|
|
|
$$AB = AC \leftrightarrow A(B + C) = 0$$
|
|
|
|
|
|
|
|
and as $A$ and $(B-C)$ are not necessarily 0, $B$ is not necessarily equal to $C$:
|
|
|
|
|
|
|
|
</summary>
|
|
|
|
|
|
|
|
$$AB = \begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix} \begin{pmatrix}0 & 0 \\ 1 & 0 \end{pmatrix} =
|
|
|
|
\begin{pmatrix} 1 & 0 \\ 0 & 0 \end{pmatrix}$$
|
|
|
|
|
|
|
|
and
|
|
|
|
|
|
|
|
$$AC = \begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix} \begin{pmatrix}1 & 2 \\ 1 & 0 \end{pmatrix} =
|
|
|
|
\begin{pmatrix} 1 & 0 \\ 0 & 0 \end{pmatrix} = AB$$
|
|
|
|
|
|
|
|
but $B \ne C$
|
|
|
|
|
|
|
|
</details>
|