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Mathematical Methods for Physicists: A concise introduction - Site Map

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SYSTEMS OF LINEAR EQUATIONS<br />

The a 0<br />

jk are required to construct ~ A 1 . Since ~ A ~ A 1 ˆ ~I, we have<br />

a 11 a 0 11 ‡ a 12 a 0 12 ‡‡a 1n a 0 1n ˆ 1;<br />

a 21 a21 0 ‡ a 22 a22 0 ‡‡a 2n a2n 0 ˆ 0;<br />

.<br />

a n1 a 0 n1 ‡ a n2 a 0 n2 ‡‡a nn a 0 nn ˆ 0:<br />

…3:22†<br />

The solution to the above set of linear algebraic equations (3.22) may be facilitated<br />

by applying Cramer's rule. Thus<br />

ajk 0 ˆ cofactor a kj<br />

det A ~ : …3:23†<br />

From (3.23) it is clear that ~A 1 exists if and only if matrix ~A is non-singular (that<br />

is, det ~A 6ˆ 0).<br />

Systems of linear equations and the inverse of a matrix<br />

As an immediate application, let us apply the concept of an inverse matrix to a<br />

system of n linear equations in n unknowns …x 1 ; ...; x n †:<br />

in matrix <strong>for</strong>m we have<br />

a 11 x 1 ‡ a 12 x 2 ‡‡a 1n x n ˆ b 1 ;<br />

a 21 x 2 ‡ a 22 x 2 ‡‡a 2n x n ˆ b 2 ;<br />

.<br />

.<br />

a n1 x n ‡ a n2 x n ‡‡a nn x n ˆ b n ;<br />

~A ~X ˆ ~B; …3:24†<br />

where<br />

0<br />

1<br />

a 11 a 12 ... a 1n<br />

a 21 a 22 ... a 2n<br />

~A ˆ<br />

B . . .<br />

C<br />

@ . . . A ;<br />

0<br />

x 1<br />

1<br />

x 2<br />

~X ˆ<br />

B .<br />

C<br />

@ . A ;<br />

0<br />

b 1<br />

1<br />

b 2<br />

~B ˆ<br />

B .<br />

C<br />

@ . A :<br />

a n1 a n2 ... a nn<br />

We can prove that the above linear system possesses a unique solution given by<br />

x n<br />

~X ˆ ~A 1 ~B: …3:25†<br />

The proof is simple. If ~A is non-singular it has a unique inverse ~A 1 . Now premultiplying<br />

(3.24) by ~A 1 we obtain<br />

~A 1 … ~A ~X† ˆ ~A 1 ~B;<br />

b n<br />

113

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