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ADVANCED ENGINEERING MATHEMATICS

LECTURE MODULE 1
This module covers the following topic(s):
1. Matrix

Transposition an operation of matrix in which the row


elements are inverted as column elements and the column
elements as row elements, that is, the first row is
transposed as first column and the first column as first row,
the second row and column as second column or row,
respectively, and so on. The transpose of matrix A is then
written as AT.
e.g.
Transpose the matrix:

MATRIX
Matrix (pl. Matrices) a set of numbers arranged in
arrays of rows and columns. The values or variables in a
matrix are the elements or entities. Matrices are defined
by the number of m rows and n columns and denoted as m
x n matrix.

B=

-8

-2

-8

An element of matrix is defined to be:

aij

A=

where: i element of mth row


j element of nth column
a11

a12

a13

a21

a22

a23

a31

a32

a33

Answer(s):

BT =

The example above is a 3 x 3 matrix in which there are 3


rows and 3 columns. a11 is an element of first row and first
column of the matrix A as denoted by 11.
e.g.
Given the 3 x 2 matrix, what is the value of the element:
1. a12

SPECIAL MATRICES
Upper and Lower Triangular Matrices
Upper triangular matrix is a matrix in which has non-zero
entities above the main diagonal. Lower triangular
matrix has non-zero entities below the main diagonal.
e.g.
Upper triangular matrix:

2. a23
3. a32
2

-1

-4

M=

Answer(s):

3 x 3 matrix

Main diagonal
1. a12 = 1

Lower triangular matrix:

2. a23 = 3
.

3. a22 = -4

Vector matrix matrix which comprises of only a row or a


column.
2

4]

4 x 4 matrix

-1
Column vector: B =

Main diagonal

-4

A=[

Page

Row vector:

3
ENGR 410 Advanced Engineering Mathematics
DEPARTMENT OF ENGINEERING SCIENCES, College of Engineering, Central Luzon State University

2010
erpj/esdept

ADDITION OF MATRICES

And

Matrices can be added provided that the number of m x n


elements of matrix A (mat A) is equal to the number of
m x n elements of matrix B (mat B). The entity of matrix A
can only be added to the same entity of matrix B, that is,
a11 of mat A can be added only to a11 of mat B. Matrices
of different sizes cannot be added.
e.g.
Given two matrices A and B, find the sum A+B.

A=

-7

-1

10

11

12

B=

Answer(s):

(A + B)T = AT + BT =

14

10

16

12

18

MULTIPLICATION OF MATRICES
Scalar Multiplication
And

B=

-7

-2

-8

The product of a scalar entity c (a given number) and a


given matrix A of m x n elements is obtained by multiplying
the scalar entity to each of the elements of mat A.
e.g.
Determine the product of the matrix and the multiplier 6.

Answer:
(0+9)

(9+1)

A+B = (-7+3) (4+3)

(6+2)
(-1+5)

A=

(5+ -7) (6+ -2) (2 + -8)

-7

-1

-7

-1

6(0)

6(9)

6(6)

6(-7)

6(4)

6(-1)

6(5)

6(6)

6(2)

54

36

-42

-24

-6

30

36

12

Answer(s):
9

10

A+B = -4

-2

-6

cA =

6 x

Addition Properties of Matrix


1. A + B = B + A
cA =

2. A + (B + C) = (A + B) + C
Written as ( A + B + C )
3. A + 0 = A, 0 is a matrix of all zero elements.
4. A + (-A) = 0
5. (A + B)T = AT + BT

cA =
Prove property number 5 given the following matrices:
1

ENGR 410 Advanced Engineering Mathematics


DEPARTMENT OF ENGINEERING SCIENCES, College of Engineering, Central Luzon State University

Page

A=

2010
erpj/esdept

Properties of scalar multiplication:


1. c (A + B) = cA + cB
2. (c + k) A = cA + kA
3. c (kA) = (ck) A
4. 1A = A
5. 0A = 0
6. (cA)T = c(AT)
Note: c, k are scalar.
Multiplication of Matrices
The product C = AB (in order of AB) of an m x n mat A and an p x q mat B is defined if and only if m = q, that is, the number
of m rows of mat A is equal to the number of q columns of mat B, is defined as m x q mat C.
cjk =

ajlblk = aj1b1k + aj2b2k + + ajnbnk


where

A=

B=

i = 1, , m
k = 1, , q
a11

a12

a1n

a21

am1

a22 ...

am2

a2n

amn

b11

b12

b1q

b21

bp1

b22 ...

bp2

b2q

bpq

then C = AB is
a11b11+a12b21++a1nbp1 a11b12+a12b22++a1nbp2 a11b1q+a12b2q+a1nbpq
C=

a21b11+a22b21++a2nbp1 a21b12+a22b22++a2nbp2 a21b1q+a22b2q+a2nbpq

Am1b11+am2b21++amnbp1 am1b12+am2b22++amnbp2 am1b1q+am2b2q+amnbpq

C=

-2

-9

B=

-1

-7

-1

2(6)+3(0)+5(-1)

2(7)+3(-1)+5(4)

2(1)+3(-7)+5(2)

8(6)+5(0)+1(-1)

8(7)+5(-1)+1(4)

8(1)+5(-7)+1(2)

1(6)+(-2)(0)+(-9)(-1)

1(7)+(-2)(-1)+(-9)(4)

1(1)+(-2)(-7)+(-9)(2)

ENGR 410 Advanced Engineering Mathematics


DEPARTMENT OF ENGINEERING SCIENCES, College of Engineering, Central Luzon State University

31

-9

47

55

-25

15

-27

-3

.
2010
erpj/esdept

Page

A=

e.g.
Find the product of two matrices given:

Properties of Matrix Multiplication


1. k(AB) = kA(B) = A(kB), k = scalar

BA =

2. A(BC) = (AB)C

61

51

28

-15

62

32

13

-19

3. (A+B)C = AC + BC
4. (AB)T = BTAT

EXERCISES

5. AB BA
For property number 4, given the matrices A and B. Find
the product.
3

-1

-7

A=
B=

3(-1)+4(4)+5(7)

3(3)+4(-7)+5(8)

7(-1)+8(4)+9(7)

7(3)+8(-7)+9(8)

21

A=

C=

AB =

48

Given the matrices:

48

88

21

37

then (AB)T =

AB =
88

37

Considering transpose of each of the matrices:


-1

-7

-9

-5

-2

-1

-9

-1

B=

-3

5
2

D=

E=
0

-4

-7

B =

(-1)(7)+4(8)+7(9)

3(3)+(-7)(4)+8(5)

3(7)+(-7)(8)+8(9)

48

88

21

37

BA =
.

For property number 5 using the given matrices:

A=

B=

-2

-9

-1

-7

-1

1-1. Determine the elements:


a.
b.
c.
d.

Mat A: a23, a33, a32


Mat B: a23, a22
(Mat D)T: a42, a21, a32
(Mat H)T: a22

1-2. Perform the indicated operations:


a.
b.
c.
d.
e.

A+A
2 x [A + CT]
BA
CTDT
EF

References:
- Kreyszig, Erwin. Advanced Engineering Mathematics. 9th edition.
- Riley, K. F., et.al. Mathematical Methods for Physics and Engineering.
2nd edition.

ENGR 410 Advanced Engineering Mathematics


DEPARTMENT OF ENGINEERING SCIENCES, College of Engineering, Central Luzon State University

-1(3)+4(4)+7(5)
BTAT =

F=

Page

AT =

2010
erpj/esdept

ADVANCED ENGINEERING MATHEMATICS


LECTURE MODULE 2

e.g.
Find the determinant of the 3 x 3 matrix below.
4

-6

-2

-6

-6

-2

-2

Det D

[4(1)(1) + (-6)(3)(7) + 1(2)(-2)]


[7(1)(1) + (-2)(3)(4) + 1(2)(-6)]

Det D

=
=
=

[4 + (-126) + (-4)] [7 + (-24) + (-12)]


[-126] [-29]
-97
.

This module covers the following topic(s):


D=

1. Determinants
2. Inverse of a matrix

Answer(s):

DETERMINANT
Determinant a number that denotes the value of a
matrix. It is a special number that is particularly associated
with a square matrix, that is, an m x n matrix with m = n.
Determinant of the second order (2nd Order
Determinant) a determinant associated with two rows and
two columns.
a11

a12

D=

= a11a22 a21a12
a21

a22

In determinants, two vertical bars are used while in matrices


are brackets, braces, or parentheses.
e.g.
Given the matrix, find the determinant.
2

D=

Minors and cofactors


Each of the terms of the mth row or nth column, known as
minor, is multiplied to the elements obtained by deleting the
row and column associated with the element, known as
cofactors.

A=

Answer(s):

A=
.

det A = 2(5) 3(4) = -2.

a11

a12

a13

a21

a22

a23

a31

a32

a33

rd

Determinant of the third order (3 order determinant)


determinant associated with three rows and three columns.

Finding the determinant using the minor of first row.

In finding the determinants of 3rd order, two common


operations are performed, standard and by minors and
cofactors.

det A = a11

a22

a23

a33

a31

a33

a21

a22

a31

a32

+ a13

a12

a13

a11

a12

a21

a22

a23

a21

a22

a31

a32

a33

a31

a32

det A = (a11a22a33 + a12a23a31 + a13a21a32)


- (a31a22a13 + a32a23a11 + a33a21a12)

+ - +
The signs associated with each element are: - + + - +
Thus, the operations are shown as + - +.
e.g.
Using the previous example, solve the determinant by
minors and cofactors of (a) first row, (b) second column.

ENGR 410 Advanced Engineering Mathematics


DEPARTMENT OF ENGINEERING SCIENCES, College of Engineering, Central Luzon State University

2010
erpj/esdept

a11

det A = a11 (a22a33 a32a23) a12 (a21a33 a31a23)


+ a13 (a21a32 a31a22)

Page

In this operation, the first and second columns are repeated


after the third column then evaluated as follows:

A=

a21
- a12

a32

Standard operations

a23

Answer(s)

Given the elements below:

(a) Minors of first row.


1

det D = 4

A=

a11

a12

a13

...a1j

a21

a22

a23

a2j

a31

ai1

a32

ai2

a33

ai3

a3j

aij

- (-6)
-2

1
2

-2

+1
The determinant using the minor of first row is determined
by:

det D

(b) Minors of second column.

det D = -6

1
1

= (-1)1+1 (a11) a32

ai2

a33

ai3

...a3j

...aij

a21

a23

...a2j

a31

ai1

a33

ai3

...a3j

...aij

a21

a22

...a2j

a31

ai1

a32

ai2

...a3j

...aij

a21

a22

...a2(j-1)

a31

ai1

a32

ai2

...a3(j-1)

...ai(j-1)

+ (-1)1+2 (a12)
7

...a2j

+1
7

a23

- (-2)
+ (-1)1+3 (a13)
det D = - (-6) [2(1) 7(3)] + 1 [4(1) 7(1)]
(-2) [4(3) 2(1)]
= - (-6)(-19) + 1(-3) (-2)(10)
= -114 + (-3) (-20)
= -97.

Determinants of the nth order


associated with more than 3 x 3 elements.

determinants
+ (-1)1+j (a1j)

Note: Standard operation is not applicable in this type of


determinant as it is only applicable for 3 x 3 determinant.
Finding the determinant of nth order using minors of rows
and columns.
USING MINORS OF A ROW OR A COLUMN
In finding the determinant using the minor of a row or a
column, the following equations will govern:
D=

(1)i+j aij Mij

for row

D=

(1)i+j aij Mij

for column

Where:
aij elements of row or column used as minor
Mij the sub-determinants formed after
deleting
the row and the column associated with aij.

For determinants using the minors of first column, same


principle as the first row. For other rows and columns, same
principle is also applied. Provided that the resulting
determinants of all minors of different rows and
columns are the same.
e.g.
Find the determinant using the (a) minors of first row, (b)
minors of fourth column.
-1

-8

-2

for (a)

L=

a22

Page

det D = 4 [1(1) (-2)(3)] (-6)[2(1) 7(3)]


+ 1 [2(-2) 7(1)]
= 4(7) (-6)(-19) + 1(11)
= 28 114 3
= -97.

For (b)
ENGR 410 Advanced Engineering Mathematics
DEPARTMENT OF ENGINEERING SCIENCES, College of Engineering, Central Luzon State University

2010
erpj/esdept

Answer(s)

Det L

= [(-1)5 (2)(646)] + [(-1)6 (1)(868)]


+ [(-1)7 (5)(-613)] + [(-1)8 (8)(-303)]

Det L

= 217

(a) Minors of first row

Det L

= (-1)1+1 (-1)

+ (-1)1+2 (9)

+ (-1)1+3 (4)

USING MINORS OF TWO ROWS OR TWO COLUMNS

-2

The determinant is solved by using minors of two rows or


two columns by the following example:

-8

e.g.
Considering the previous set of elements of a determinant,
find det L using (a) minors of first two rows, (b) minors of
first and third column.

Answer(s):

-8

(a) Minors of first two rows

-2

-1

L=
+ (-1)1+4 (2)

-8

-8

-2

-2

Det L

= [(-1)2 (-1)(-160)] + [(-1)3 (9)(139)]


+ [(-1)4 (4)(650)] + [(-1)5 (2)(646)]

Det L

= 217

Det L

-1

-1

-2

-1

-2

-8

-8

-8

-2

= (-1)1+1+1+2+2+1+2+2

(b) Using minors of fourth column.

= (-1)4+1 (2)

+ (-1)4+2 (1)

+ (-1)4+3 (5)

-8

-2

-1

-8

-2

-1

-2

-1

Det L = [-69(-21)] [-32(10)] + [-15(6)] + [12(-94)]


[-3(-90)] + [-4(16)]

-8

Det L = 217

+ (-1)1+1+1+4+2+1+2+4

+ (-1)1+2+1+3+2+2+2+3

- (-1)1+2+1+4+2+2+2+4

+ (-1)1+3+1+4+2+3+2+4

Page

+ (-1)4+4 (8)

Det L

- (-1)1+1+1+3+2+1+2+3

ENGR 410 Advanced Engineering Mathematics


DEPARTMENT OF ENGINEERING SCIENCES, College of Engineering, Central Luzon State University

2010
erpj/esdept

(b) Minors of second column and fourth column.


-1

-8

-2

Answer(s)

D=

-6

-2

L=

As previously solved, the determinant of D is -97.


Then, get the transpose of matrix D, we have

-8

-2

-8

-6

-2

Det L = - (-1)1+2+1+4+2+2+2+4
DT =

+ (-1)1+2+1+4+3+2+3+4
Next, form an adjoint matrix. Adjoint matrix is a matrix
formed by the minors of elements of rows and columns.

- (-1)1+2+1+4+4+2+4+4

+[1(1) - 3(-2)] -[-6(1) - 1(-2)] +[-6(3) 1(1)]


Adj DT = -[2(1) 3(7)]
6

-1

-1

- (-1)2+2+2+4+3+2+3+4

+[4(1) 1(7)] -[4(3) 1(2)]

+[2(-2) 1(7)] -[4(-2) (-6)(7)] +[4(1) (-6)(2)]

+ (-1)2+2+2+4+4+2+4+4

Adj DT =
-2

-8

-1

-2

+7

-(-4)

+(-19)

-(-19)

+(-3)

-10

+(-11) -34
- (-1)3+2+3+4+4+2+4+4

+16

Then, the inverse of mat D is


D-1 = (1/det D) (Adj DT)

Det L = -[-3(-90)] + [45(90)] - [76(53)] - [30(-33)]


+ [50(29)] - [10(-32)]
.

Det L = 217

-7/97
D-1 =

-4/97

19/97

-19/97 3/97

10/97

11/97

16/97

34/97

Inverse of a Matrix
Check if DD-1 results in an identity matrix, that is
-1

The inverse of matrix A, denoted as A , is defined as the


reciprocal of the matrix A. This operation is applicable only
for square matrices.
I=

e.g.
Find the inverse of D (same set of elements used in
previous problem in determinants).

RANK OF A MATRIX
The rank of matrix is determined by the number of linearly
independent vectors. It can also be determined by the size
of the largest square matrix, or submatrix (a matrix
formed from a larger or main matrix), whose determinant is
not equal to zero.

ENGR 410 Advanced Engineering Mathematics


DEPARTMENT OF ENGINEERING SCIENCES, College of Engineering, Central Luzon State University

2010
erpj/esdept

Inverse is only true if the matrix has non-zero determinant.


If the matrix has an inverse, it is called nonsingular
matrix, otherwise, singular matrix.

Page

The product of a matrix and its inverse is an identity, that is


AA-1 = I, where I is the identity.

e.g.
Determine the rank of the matrix
A=

N=

-2

-1

Answer(s): -12.
2-2. Given the matrix, evaluate using
Answer(s):
(a) Minor of second and third column
(b) Minor of first and fourth row

Form the possible large square submatrices from mat N and


solve for the determinant of each submatrix:

(a)

-2

-2

-2

= 0,

B=

Answer(s): -477
(b)

(c)

(d)

= 0,
2-3. Find the inverse of the following matrix. Validate your
result by proving the identity CC-1.

= 0,

-1

-1

2-4. Find the ranks of the matrices considering problem 2-1


to 2-3.
= 0.

Since the determinants are zero, the rank is 1, for rank r 1


and rank = 0 if and only if detA = 0. However, consider
smaller square matrices, 2 x 2 matrices, considering (a):
1

C=

-1

References:
- Kreyszig, Erwin. Advanced Engineering Mathematics. 9th edition.
- Riley, K. F., et.al. Mathematical Methods for Physics and Engineering.
2nd edition.

= -2.

Hence, the rank of the matrix is 2 as denoted by the


determinant of the 2 x 2 submatrix.
EXERCISES
2-1. Given the set of entities, determine the determinant
using

Page

(a) Standard operation


(b) Minor of second row
(c) Minor of first column

ENGR 410 Advanced Engineering Mathematics


DEPARTMENT OF ENGINEERING SCIENCES, College of Engineering, Central Luzon State University

2010
erpj/esdept

ADVANCED ENGINEERING MATHEMATICS


LECTURE MODULE 3

a11

b1

a1n

Dx2 = a21

b2

a2n

This module covers the following topic(s):

am1

bn

amn

a11

a12

b1

Dxn = a21

a22

b2

am2

bn

1. Cramers Rule
2. Gauss Elimination

CRAMERS RULE
Determinants are used in solving system of linear equations.
Gabriel Cramer (1704-1752), a Swiss mathematician, has
introduced such method in solving engineering problems
such as eigenvalues, vector algebra, differential equations,
and other variables.

am1

To find the values of x1, x2, , xn:


x1 = Dx1 / D

Cramers rule can be applied only for square matrix and the
determinant of unknown variables is non-zero.

x2 = Dx2 / D

CRAMERS RULE FOR LINEAR SYSTEMS OF EQUATIONS


Given equations
(a) a11x1 + a12x2 ++ a1nxn = b1

xn = Dxn / D
e.g.
Given the equations below, determine the values of
unknown variables.

(b) a21x1 + a22x2 ++ a2nxn = b2

3x + 6y - z = 33
-7x 4y + 6z = 6
2x 2y + 2z = 16

(c) am1x1 + am2x2 ++amnxn = bn


Rewrite the equations into matrix form wherein the variables
of x1, x2, , xn are elements and, b1, b2, , bn are separate
column vectors.

Answer(s):
3

-1

33

a11

a12

a1n

b1

-7

-4

a21

a22

a2n

b2

-2

16

am2

amn

bn
33

-1

-4

16

-2

D = 146

for x:

Solve for the determinant D of all elements of unknown


variables.
To find the value of x1, replace the vector column of x1 by
the vector of known values and solve for the determinant.
Same procedure for x2, , xn.

for y:

b1

a12

a1n

33

-1

Dx1 = b2

a22

a2n

-7

am2

amn

16

Dy = 730

Page

bn

Dx = 584

10

am1

ENGR 410 Advanced Engineering Mathematics


DEPARTMENT OF ENGINEERING SCIENCES, College of Engineering, Central Luzon State University

2010
erpj/esdept

for z:

Then solve for the unknowns. The last matrix denotes:

33

-7

-4

-2

16

(73/15) z = 219/5
z = 9.
Dz = 1314
Substitute the value of z to any equation in matrix (a) to get
y = 5.

then,

And finally, substitute y and z to the equations to get

x = Dx / D = 584 / 146 = 4

x = 4.

y = Dy / D = 730 / 146 = 5
EXERCISES
.

z = Dz / D = 1314 / 146 = 9.

Determine the unknown values for the given sets of


equations. Use (a) Cramers Rule and (b) Gauss Elimination.
GAUSS ELIMINATION
Another method of solving linear equations is the Gauss
Elimination in which the all but one variable are set to zero
by applying back-substitution.
e.g.
Using the example for Cramers Rule, determine the values
of x, y, and z by Gauss Elimination.
3x + 6y - z = 33
-7x 4y + 6z = 6
2x 2y + 2z = 16

3-1. Given the equations obtained from equilibrium of


forces:
FX = 0; FB 0.50 FC 0.333 FD = 0
FY = 0;
0.71 FC + 0.667 FD = 0
FZ = 0; -981 + 0.50 FC + 0.6 FD = 0
3-2. Solve the following:
10B + 4C 2D = -4
-3A + 17B + C + 2D = 2
A+ B + C
=6
8A 34B + 16C 10Z = 4

Answer(s):
3

33

-7

-4

-2

16

(-7/3) (2/3)
References:
- Kreyszig, Erwin. Advanced Engineering Mathematics. 9th edition.
- Riley, K. F., et.al. Mathematical Methods for Physics and Engineering.
2nd edition.

Set all of the first column elements of second row and third
row to zero. Divide -7 to 3 to get the multiplier (-7/3), then
multiply the quotient to 3 and subtract -7 eliminate -7. Then,
multiply -7/3 to 6 and subtract -4. Do this procedure to
other elements including vector columns of known variables.
Same procedure is also applied for third row. The resulting
matrix will be:
Matrix (a)
0

-10

-11/3

-83

-8/3

(-3/5)

11

Next, set all elements of second column to zero. Ignore the


first row. The resulting matrix will be:

73/15

Page

Matrix (b)
219/5

ENGR 410 Advanced Engineering Mathematics


DEPARTMENT OF ENGINEERING SCIENCES, College of Engineering, Central Luzon State University

2010
erpj/esdept

ADVANCED ENGINEERING MATHEMATICS


LECTURE MODULE 4
This module covers the following topic(s):
1.

Power Series

POWER SERIES
The power series is the method used in finding solutions
to linear differential equations that contains variable
coefficients. Power series is in the form:
(

) =

) +

) +

where a0, a1, a2, are constants or the coefficients. x0 is the


center of the series and it is considered as constant. x is the
variable. However, power series does not include series of
negative powers such as a1x-1 + a2x-2 + or with fractional
powers. For x0 = 0, the series will be a0 + a1x + a2x2 +
The Maclaurin series
= 1 + +

(a) 1/(1-x) =
(b) ex

(c) cos x

[(

)!

(d) sin x

[(
(

/ !) = 1 + + (
= 1 +

)
)!

/2!) +

For a given differential equation:


y + p(x)y + q(x)y = 0
represent the functions p(x) and q(y) in terms of power
series in powers of x (that is x0 = 0).

Page

12

p(x)

ENGR 410 Advanced Engineering Mathematics


DEPARTMENT OF ENGINEERING SCIENCES, College of Engineering, Central Luzon State University

2010
erpj/esdept

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