WEBVTT

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OK, when the camera
says, we'll start.

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You want to give me a signal?

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OK, this is lecture
eight in linear algebra,

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and this is the lecture
where we completely

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solve linear equations.

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So Ax=b.

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That's our goal.

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If it has a solution.

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It certainly can happen
that there is no solution.

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We have to identify that
possibility by elimination.

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And then if there is a solution
we want to find out is there

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only one solution or are
-- is there a whole family

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of solutions, and
then find them all.

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OK.

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Can I use as an
example the same matrix

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that I had last
time when we were

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looking for the null space.

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So the, the matrix has
rows 1 2 2 2, 2 4 6 8,

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and the third row -- you
remember the main point was

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the third row, 3 6 8 10, is the
sum of row one plus row two.

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In other words, if I add
those left-hand sides,

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I get the third left-hand side.

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So you can tell
me right away what

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elimination is going to discover
about the right-hand sides.

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What's -- there is a
condition on b1, b2,

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and b3 for this system
to have a solution.

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Most cases -- if I took
these numbers to be one --

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5, and 17, there would
not be a solution.

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In fact, if I took those
first numbers to be 1 and 5,

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what is the only b3
that would be OK?

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Six.

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If the left-hand -- if these
left-hand sides add up to that,

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then B --

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I need b1 plus b2 to equal b3.

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Let's just see how
elimination discovers that.

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But we can see it coming, right?

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That if -- let me say
it in other words.

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If some combination
on the left-hand side

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gives all 0s then
the same combination

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on the right-hand
side must give 0.

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OK.

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So let me take that
example and write down

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instead of copying out
all the plus signs,

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let me write down the matrix.

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1 2 2 2, 2 4 6 8,
and that 6 3 8 10,

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where the third row is the
sum of the first two rows.

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Now how do we deal with
the right-hand side?

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That's -- we want to do the same
thing to the right-hand side

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that we're doing to these
rows on the left side,

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so we just tack on the
right-hand side as another

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vector, another column.

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So this is the augmented matrix.

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It's, it's the matrix A
with the vector b tacked on.

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In Matlab, that's all
you would need to type.

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OK.

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So we do elimination on that.

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Can we just do
elimination quickly?

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The first pivot is fine,
I subtract two of this

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away from this, three
of this away from this,

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so I have 1 2 2 2 b1.

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Two of those away will
give me 0 0 2 and 4,

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and that was b2 minus two b1.

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I, I have to do the same
thing to that third,

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that last column.

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And then three of
these away from this

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gave me 0 0 2 4 b3
minus three b1s.

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So that's the,
that's elimination

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with the first column completed.

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We move on.

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There's the first pivot still.

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Here is the second pivot.

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We're always remembering,
now, these are then

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going to be the pivot columns.

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And let me get the final
result -- well, let me --

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can I do it by eraser?

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We're capable of subtracting
this row from this row,

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just by -- that'll knock this
out completely and give me

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the row of 0s, and on
the right-hand side,

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when I subtract this away
from this, what do I have?

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I think I have b3 minus a b2,
and I had minus three b1s.

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This is going to, it's
going to be a minus a b1.

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Oh yeah that's
exactly what I expect.

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So now the -- what's
the last equation?

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The last equation, this
represented by this zero row,

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that last equation is, says 0
equals b3 minus b2 minus b1.

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So that's the condition
for solvability.

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That's the condition
on the right-hand side

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that we expected.

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It says that b1+b2
has to match b3,

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and if our numbers happen
to have been 1, 5, and 6 --

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so let me take,
suppose b is 1 5 6.

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That's an OK b.

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And when I do this
elimination, what will I have?

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The b1 will still be a 1.

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b2 would be 5 minus
2, this would be a 3.

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5 -- my 6 minus 5 minus
1, this will be --

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this is the main point --
this will be a 0, thanks.

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OK.

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So the last equation is OK now.

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And I can proceed to solve the
two equations that are really

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there with four unknowns.

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OK, I, I, I want to do
that, so this, this b is OK.

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It allows a solution.

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We're going to be,
naturally, interested

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to keep track what are
the conditions on b that

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make the equation solvable.

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So let me write down
what we already see

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before I continue to solve it.

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Let me first --
solvability, solvability.

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So which -- so this is the
condition on the right-hand

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sides.

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And what is that condition?

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This is solvability
always of Ax=b.

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So Ax=b is solvable --

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well, actually, we had an answer
in the language of the column

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space.

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Can you remind me
what that answer is?

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That, that was like our
answer from earlier lecture.

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b had to be in the column space.

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Solvable if -- when -- exactly
when b is in the column space

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of A.

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Right?

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That just says that b has to be
a combination of the columns,

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and of course that's exactly
what the equation is looking

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for.

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So that -- now I
want to answer it --

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the same answer but
in different language.

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Another way to answer this --

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if a combination of the rows
of A gives the zero row,

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and this was an example
where it happened,

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some combination of the rows
of A produced the zero row --

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then what's the
requirement on b?

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Since we're going to do the
same thing to both sides of all

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equations --

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the same combination of the
components of b has to give 0.

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Right?

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That's -- so if there's a
combination of the rows that

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gives the zero row, then the
same combination of the entries

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of b must give 0.

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And this isn't the zero
row, that's the zero number.

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Tthis is another way of saying
-- and it is not immediate,

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OK. right, that these two
statements are equivalent.

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But somehow they must
be, because they're

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both equivalent to the
solvability of the system.

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OK.

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So we've got this, this sort
of -- like question zero is,

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does the system have a solution?

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OK, I'll come back to
discuss that further.

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Let's go forward when it does.

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When there is a solution.

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And so what's our job now?

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Abstractly we sit back
and we say, OK, there's

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a solution, finished.

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It exists.

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But we want to construct it.

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So what's the
algorithm, the sequence

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of steps to find the solution?

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That's what I --

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and of course the
quiz and the final,

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I'm going to give you a system
Ax=b and I'm going to ask you

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for the solution,
if there is one.

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And so this algorithm
that you want to follow.

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OK, let's see.

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So what's the -- so now to find
the complete solution to Ax=b.

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OK.

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Let me start by
finding one solution,

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one particular solution.

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I'm expecting that I can,
because my system of equations

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now, that last equation
is zero equals zero,

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so that's all fine.

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I really have two equations --

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actually I've got
four unknowns, so I'm

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expecting to find
not only a solution

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but a whole bunch of them.

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But let's just find one.

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So step one, a particular
solution, x particular.

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How do I find one
particular solution?

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Well, let me tell you
how I, how I find it.

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So this is --

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since there are
lots of solutions,

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you could have your own way
to find a particular one.

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But this is a
pretty natural way.

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Set all free variables to zero.

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Since those free variables are
the guys that can be anything,

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the most convenient
choice is zero.

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And then solve Ax=b for
the pivot variables.

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So what does that
mean in this example?

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Which are the free variables?

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Which, which are the variables
that we can assign freely

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and then there's
one and only one way

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to find the pivot variables?

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They're x2 and -- so x2 is
zero, because that's in a column

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without a pivot, the
second column has no pivot.

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And the -- what's the other one?

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The fourth, x4 is zero.

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Because that, those
are the, the free ones.

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Those are in the
columns with no pivots.

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So you see what my
-- so when I knock --

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when x2 and x4 are zero,
I'm left with the --

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what I left with here?

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I'm just left with --

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see, now I'm not
using the two free

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columns.

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I'm only using
the pivot columns.

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So I'm really left with x1 --

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the first equation
is just x1 and two

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x3s should be the
right-hand side, which

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we picked to be a one.

00:13:50.700 --> 00:13:54.130
And the second
equation is two x3s,

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as it happened, turned
out to be, three.

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I just write it again here
with the x2 and the x4

00:14:06.680 --> 00:14:09.420
knocked out, since
we're set them to zero.

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And you see that we're back in
the normal case of having back

00:14:14.150 --> 00:14:16.030
-- where back
substitution will do it.

00:14:16.030 --> 00:14:21.640
So x3 is three halves,
and then we go back up

00:14:21.640 --> 00:14:25.490
and x1 is one minus two x3.

00:14:25.490 --> 00:14:29.270
That's probably minus two.

00:14:29.270 --> 00:14:30.400
Good.

00:14:30.400 --> 00:14:34.210
So now we have the
solution, x particular

00:14:34.210 --> 00:14:41.940
is the vector minus two
zero three halves zero.

00:14:44.710 --> 00:14:46.790
OK, good.

00:14:46.790 --> 00:14:52.200
That's one particular solution,
and we should and could plug it

00:14:52.200 --> 00:14:54.600
into the original system.

00:14:54.600 --> 00:14:57.010
Really if -- on
the quiz, please,

00:14:57.010 --> 00:14:59.230
it's a good thing to do.

00:14:59.230 --> 00:15:03.650
So we did all this,
these, row operations,

00:15:03.650 --> 00:15:06.960
but this is supposed to
solve the original system,

00:15:06.960 --> 00:15:09.430
and I think it does.

00:15:09.430 --> 00:15:10.120
OK.

00:15:10.120 --> 00:15:14.810
So that's x particular
which we've got.

00:15:14.810 --> 00:15:19.320
So that's like what's new today.

00:15:19.320 --> 00:15:23.780
The particular solution comes
-- first you check that you have

00:15:23.780 --> 00:15:26.700
zero equals zero, so
you're OK on the last

00:15:26.700 --> 00:15:27.920
equations.

00:15:27.920 --> 00:15:31.980
And then you set the
free variables to zero,

00:15:31.980 --> 00:15:34.830
solve for the pivot
variables, and you've

00:15:34.830 --> 00:15:38.500
got a particular solution,
the particular solution that

00:15:38.500 --> 00:15:41.150
has zero free variables.

00:15:41.150 --> 00:15:42.040
OK.

00:15:42.040 --> 00:15:45.000
Now -- but that's
only one solution,

00:15:45.000 --> 00:15:46.270
and now I'm looking for all.

00:15:49.020 --> 00:15:51.480
So how do I find the rest?

00:15:51.480 --> 00:15:58.770
The point is I can add on x --
anything out of the null space.

00:16:03.320 --> 00:16:06.190
We know how to find the
vectors in the null space --

00:16:06.190 --> 00:16:08.950
because we did it last time,
but I'll remind you what we

00:16:08.950 --> 00:16:09.710
got.

00:16:09.710 --> 00:16:12.620
And then I'll add.

00:16:15.630 --> 00:16:20.650
So the final result will be
that the complete solution --

00:16:20.650 --> 00:16:23.620
this is now the complete guy --

00:16:23.620 --> 00:16:27.980
the complete solution is
this one particular solution

00:16:27.980 --> 00:16:34.930
plus any, any vector,
all different vectors out

00:16:34.930 --> 00:16:37.600
of the null space.

00:16:37.600 --> 00:16:39.050
xn, OK.

00:16:39.050 --> 00:16:42.630
Well why, why this pattern,
because this pattern shows up

00:16:42.630 --> 00:16:46.560
through all of mathematics,
because it shows up everywhere

00:16:46.560 --> 00:16:48.690
we have linear equations.

00:16:48.690 --> 00:16:52.050
Let me just put here
the, the reason.

00:16:52.050 --> 00:17:01.830
A xp, so that's x particular,
so what does Ax particular give?

00:17:01.830 --> 00:17:05.410
That gives the correct
right-hand side b.

00:17:05.410 --> 00:17:10.520
And what does A times an
x in the null space give?

00:17:10.520 --> 00:17:11.710
Zero.

00:17:11.710 --> 00:17:17.920
So I add, and I
put in parentheses.

00:17:17.920 --> 00:17:25.420
So xp plus xn is b
plus zero, which is b.

00:17:25.420 --> 00:17:27.540
So -- oh, what I saying?

00:17:27.540 --> 00:17:30.450
Let me just say it in words.

00:17:30.450 --> 00:17:36.800
If I have one solution,
I can add on anything

00:17:36.800 --> 00:17:40.600
in the null space, because
anything in the null space

00:17:40.600 --> 00:17:43.910
has a zero right-hand
side, and I still

00:17:43.910 --> 00:17:46.670
have the correct
right-hand side B.

00:17:46.670 --> 00:17:47.850
So that's my system.

00:17:47.850 --> 00:17:50.290
That's my complete solution.

00:17:50.290 --> 00:17:54.620
Now let me write out what
that will be for this example.

00:17:54.620 --> 00:18:02.070
So in this example, x
general, x complete,

00:18:02.070 --> 00:18:07.440
the complete solution,
is x particular,

00:18:07.440 --> 00:18:12.230
which is minus two
zero three halves zero,

00:18:12.230 --> 00:18:15.900
with those zeroes in the
free variable, plus --

00:18:15.900 --> 00:18:18.410
you remember there were the
special solutions in the null

00:18:18.410 --> 00:18:21.680
space that had a one in
the free variables --

00:18:21.680 --> 00:18:24.220
or one and zero in
the free variables,

00:18:24.220 --> 00:18:29.880
and then we filled in to find
I've forgotten what they were,

00:18:29.880 --> 00:18:32.020
but maybe it was
that. the others?

00:18:32.020 --> 00:18:34.010
That was a special
solution, and then

00:18:34.010 --> 00:18:36.950
there was another
special solution that

00:18:36.950 --> 00:18:41.820
had that free variable zero and
this free variable equal one,

00:18:41.820 --> 00:18:46.260
and I have to fill those in.

00:18:46.260 --> 00:18:48.420
Let's see, can I remember
how those fill in?

00:18:48.420 --> 00:18:51.570
Maybe this was a minus
two and this was a two,

00:18:51.570 --> 00:18:53.070
possibly?

00:18:53.070 --> 00:18:57.700
I think probably that's right.

00:18:57.700 --> 00:18:59.290
I'm not -- yeah.

00:18:59.290 --> 00:19:05.230
Does that look write to you?

00:19:05.230 --> 00:19:08.480
I would have to remember
what are my equations.

00:19:08.480 --> 00:19:11.930
Can I, rather than go
way back to that board,

00:19:11.930 --> 00:19:14.680
let me remember the
first equation was

00:19:14.680 --> 00:19:19.520
two x3 plus two x4
equaling zero now,

00:19:19.520 --> 00:19:22.450
because I'm looking for
the guys in the null space.

00:19:22.450 --> 00:19:28.510
So I set x4 to be one
and the second equation,

00:19:28.510 --> 00:19:32.850
that I didn't copy again, gave
me minus two for this and then

00:19:32.850 --> 00:19:35.090
-- yeah, so I
think that's right.

00:19:35.090 --> 00:19:40.131
Two minus four and
two gives zero, check.

00:19:40.131 --> 00:19:40.630
OK.

00:19:40.630 --> 00:19:43.830
Those were the
special solutions.

00:19:43.830 --> 00:19:46.060
What do we do to get
the complete solution?

00:19:49.860 --> 00:19:52.270
How do I get the
complete solution now?

00:19:52.270 --> 00:19:57.020
I multiply this by
anything, c1, say,

00:19:57.020 --> 00:19:58.930
and I multiply
this by anything --

00:19:58.930 --> 00:20:00.960
I take any combination.

00:20:00.960 --> 00:20:04.140
Remember that's how we
described the null space?

00:20:04.140 --> 00:20:09.060
The null space consists
of all combinations of --

00:20:09.060 --> 00:20:10.760
so this is xn --

00:20:10.760 --> 00:20:15.430
all combinations of
the special solutions.

00:20:15.430 --> 00:20:18.410
There were two special
solutions because there

00:20:18.410 --> 00:20:20.730
were two free variables.

00:20:20.730 --> 00:20:24.560
And we want to
make that count --

00:20:24.560 --> 00:20:26.660
carefully now.

00:20:26.660 --> 00:20:27.857
Just while I'm up here.

00:20:27.857 --> 00:20:30.190
So there's, that's what the
-- that's the kind of answer

00:20:30.190 --> 00:20:31.230
I'm looking for.

00:20:31.230 --> 00:20:34.810
Is there a constant
multiplying this guy?

00:20:34.810 --> 00:20:38.790
Is there a free constant
that multiplies x particular?

00:20:38.790 --> 00:20:40.180
No way.

00:20:40.180 --> 00:20:44.430
Right? x particular
solves A xp=b.

00:20:44.430 --> 00:20:47.450
I'm not allowed to
multiply that by three.

00:20:47.450 --> 00:20:51.120
But Axn, I'm allowed to
multiply xn by three,

00:20:51.120 --> 00:20:56.790
or add to another xn, because I
keep getting zero on the right.

00:20:56.790 --> 00:20:57.290
OK.

00:20:57.290 --> 00:21:02.250
So, so again, xp is
one particular guy.

00:21:02.250 --> 00:21:04.630
xn is a whole subspace.

00:21:04.630 --> 00:21:05.590
Right?

00:21:05.590 --> 00:21:09.380
It's one guy plus, plus
anything from a subspace.

00:21:09.380 --> 00:21:11.120
Let me draw it.

00:21:11.120 --> 00:21:14.740
Let me try to -- oh.

00:21:14.740 --> 00:21:19.950
I want to draw, I want
to graph all this --

00:21:19.950 --> 00:21:25.910
I want to, I want to
plot all solutions.

00:21:25.910 --> 00:21:29.020
Now x.

00:21:29.020 --> 00:21:32.850
So what dimension I in?

00:21:32.850 --> 00:21:35.950
This is a unfortunate point.

00:21:35.950 --> 00:21:38.650
How many components does x have?

00:21:38.650 --> 00:21:39.150
Four.

00:21:39.150 --> 00:21:40.280
There are four unknowns.

00:21:40.280 --> 00:21:47.150
So I have to draw a four
dimensional picture on this MIT

00:21:47.150 --> 00:21:48.450
cheap blackboard.

00:21:48.450 --> 00:21:48.950
OK.

00:21:48.950 --> 00:21:50.970
So here we go.

00:21:50.970 --> 00:21:58.080
x1 -- Einstein could do
it, but, this, this is --

00:21:58.080 --> 00:22:06.090
those are four
perpendicular axes in --

00:22:06.090 --> 00:22:08.740
representing four
dimensional space.

00:22:08.740 --> 00:22:09.720
OK.

00:22:09.720 --> 00:22:12.520
Where are my solutions?

00:22:12.520 --> 00:22:16.580
Do my solutions form a subspace?

00:22:16.580 --> 00:22:20.470
Does the set of solutions
to Ax=b form a subspace?

00:22:20.470 --> 00:22:21.900
No way.

00:22:21.900 --> 00:22:23.890
What does it actually
look like, though?

00:22:23.890 --> 00:22:26.530
A subspace is in this picture.

00:22:26.530 --> 00:22:30.250
This part is a subspace, right?

00:22:30.250 --> 00:22:33.060
That part is some,
like, two dimensional,

00:22:33.060 --> 00:22:35.860
because I've got two
parameters, so it's --

00:22:35.860 --> 00:22:41.120
I'm thinking of this null space
as a two dimensional subspace

00:22:41.120 --> 00:22:42.890
inside R^4.

00:22:42.890 --> 00:22:46.410
Now I have to tell you and
will tell you next time,

00:22:46.410 --> 00:22:49.760
what does it mean to say a
subspace, what's the dimension

00:22:49.760 --> 00:22:50.580
of a subspace.

00:22:50.580 --> 00:22:52.680
But you see what
it's going to be.

00:22:52.680 --> 00:22:58.180
It's the number of free
independent constants

00:22:58.180 --> 00:22:59.750
that we can choose.

00:22:59.750 --> 00:23:03.560
So somehow there'll be a two
dimensional subspace, not

00:23:03.560 --> 00:23:07.860
a line, and not a three
dimensional plane, but only

00:23:07.860 --> 00:23:10.110
a two dimensional guy.

00:23:10.110 --> 00:23:12.710
But it's doesn't go
through the origin

00:23:12.710 --> 00:23:15.600
because it goes
through this point.

00:23:15.600 --> 00:23:17.350
So there's x particular.

00:23:17.350 --> 00:23:19.970
x particular is somewhere here.

00:23:19.970 --> 00:23:21.580
x particular.

00:23:21.580 --> 00:23:25.750
So it's somehow a subspace --
can I try to draw it that way?

00:23:28.950 --> 00:23:36.070
It's a two dimensional subspace
that goes through x particular

00:23:36.070 --> 00:23:39.970
and then onwards by --
so there's x particular,

00:23:39.970 --> 00:23:44.090
and I added on
xn, and there's x.

00:23:44.090 --> 00:23:46.420
There's x=xp+xn.

00:23:46.420 --> 00:23:51.430
But the xn was anywhere
in this subspace,

00:23:51.430 --> 00:23:56.700
so that filled out a plane.

00:23:56.700 --> 00:23:58.930
It's a subspace --

00:23:58.930 --> 00:24:02.320
it's not a subspace,
what I saying?

00:24:02.320 --> 00:24:05.220
It's like a flat thing,
it's like a subspace,

00:24:05.220 --> 00:24:08.450
but it's been shifted,
away from the origin.

00:24:08.450 --> 00:24:11.450
It doesn't contain zero.

00:24:11.450 --> 00:24:12.200
Thanks.

00:24:12.200 --> 00:24:13.150
OK.

00:24:13.150 --> 00:24:16.340
That's the picture, and
that's the algorithm.

00:24:16.340 --> 00:24:20.940
So the algorithm is just
go through elimination

00:24:20.940 --> 00:24:25.150
and, find the
particular solution,

00:24:25.150 --> 00:24:27.290
and then find those
special solutions.

00:24:27.290 --> 00:24:30.010
You can do that.

00:24:30.010 --> 00:24:34.620
Let me take our time here
in the lecture to think,

00:24:34.620 --> 00:24:39.240
about the bigger picture.

00:24:39.240 --> 00:24:43.030
So let me think about --

00:24:43.030 --> 00:24:46.050
so this is my pattern.

00:24:46.050 --> 00:24:47.040
Now I want to think --

00:24:47.040 --> 00:24:54.410
I want to ask you
about a question --

00:24:54.410 --> 00:24:57.260
I want to ask you
some questions.

00:24:57.260 --> 00:25:01.070
So when I mean think bigger,
I mean I'll think about an m

00:25:01.070 --> 00:25:09.495
by n matrix A of rank r.

00:25:12.640 --> 00:25:13.140
OK.

00:25:15.820 --> 00:25:17.630
What's our definition of rank?

00:25:17.630 --> 00:25:22.910
Our current definition of
rank is number of pivots.

00:25:22.910 --> 00:25:23.410
OK.

00:25:23.410 --> 00:25:26.400
First of all, how are
these numbers related?

00:25:26.400 --> 00:25:31.050
Can you tell me a
relation between r and m?

00:25:31.050 --> 00:25:35.860
If I have m rows in the
matrix and R pivots, --

00:25:35.860 --> 00:25:42.240
then I certainly know, always --

00:25:42.240 --> 00:25:46.890
what relation do I
know between r and m?

00:25:46.890 --> 00:25:49.810
r is less or equal, right?

00:25:49.810 --> 00:25:53.620
Because I've got m rows, I
can't have more than m pivots,

00:25:53.620 --> 00:25:56.720
I might have m and
I might have fewer.

00:25:56.720 --> 00:26:01.980
Also, I've got n columns.

00:26:01.980 --> 00:26:04.630
So what's the relation
between r and n?

00:26:04.630 --> 00:26:10.480
It's the same, less or
equal, because a column

00:26:10.480 --> 00:26:14.150
can't have more than one pivot.

00:26:14.150 --> 00:26:17.450
So I can't have more
than n pivots altogether.

00:26:17.450 --> 00:26:18.740
OK, OK.

00:26:18.740 --> 00:26:22.360
So I have an m by
n matrix of rank r.

00:26:22.360 --> 00:26:25.420
And I always know r less than
or equal to m, r less than

00:26:25.420 --> 00:26:26.560
or equal to n.

00:26:26.560 --> 00:26:29.870
Now I'm specially
interested in the case

00:26:29.870 --> 00:26:35.540
of full rank, when the rank
r is as big as it can be.

00:26:35.540 --> 00:26:40.840
Well, I guess I've got two
separate possibilities here,

00:26:40.840 --> 00:26:44.310
depending on what these
numbers m and n are.

00:26:44.310 --> 00:26:49.970
So let me talk about the
case of full column rank.

00:26:53.200 --> 00:26:54.958
And by that I mean r=n.

00:27:02.330 --> 00:27:11.960
And I want to ask you, what does
that imply about our solutions?

00:27:11.960 --> 00:27:16.190
What does that tell us
about the null space?

00:27:16.190 --> 00:27:21.240
What does that tell us
about, the complete solution?

00:27:21.240 --> 00:27:22.860
OK, so what does that mean?

00:27:22.860 --> 00:27:28.520
So I want to ask you,
well, OK, if the rank is

00:27:28.520 --> 00:27:31.580
n, what does that mean?

00:27:31.580 --> 00:27:35.570
That means there's a
pivot in every column.

00:27:35.570 --> 00:27:39.280
So how many pivot
variables are there?

00:27:39.280 --> 00:27:41.160
n.

00:27:41.160 --> 00:27:45.150
All the columns have
pivots in this case.

00:27:45.150 --> 00:27:48.150
So how many free
variables are there?

00:27:48.150 --> 00:27:50.460
None at all.

00:27:50.460 --> 00:27:52.770
So no free variables.

00:27:52.770 --> 00:27:54.770
r=n, no free variables.

00:27:57.820 --> 00:28:00.270
So what does that
tell us about what's

00:28:00.270 --> 00:28:04.610
going to happen then in our,
in our little algorithms?

00:28:04.610 --> 00:28:07.440
What will be in the null space?

00:28:07.440 --> 00:28:13.570
The null space of A
has got what in it?

00:28:13.570 --> 00:28:15.990
Only the zero vector.

00:28:15.990 --> 00:28:20.590
There are no free variables
to give other values to.

00:28:20.590 --> 00:28:23.780
So the null space is
only the zero vector.

00:28:29.770 --> 00:28:33.580
And what about our
solution to Ax=b?

00:28:33.580 --> 00:28:38.510
Solution to Ax=b?

00:28:38.510 --> 00:28:41.790
What, what's the
story on that one?

00:28:41.790 --> 00:28:43.950
So now that's coming
from today's lecture.

00:28:47.270 --> 00:28:51.020
The solution x is --

00:28:51.020 --> 00:28:52.290
what's the complete solution?

00:28:55.920 --> 00:28:59.570
It's just x particular, right?

00:28:59.570 --> 00:29:02.830
If, if, if there is an x,
if there is a solution.

00:29:02.830 --> 00:29:05.190
It's x equal x particular.

00:29:05.190 --> 00:29:08.900
There's nothing -- you know,
there's just one solution.

00:29:08.900 --> 00:29:11.050
If there's one at all.

00:29:11.050 --> 00:29:13.920
So it's unique solution --

00:29:13.920 --> 00:29:16.900
unique means only one --

00:29:16.900 --> 00:29:22.945
unique solution if it
exists, if it exists.

00:29:26.430 --> 00:29:29.880
In other words, I would say --
let me put it a different way.

00:29:29.880 --> 00:29:32.910
There're either zero
or one solutions.

00:29:38.940 --> 00:29:40.920
This is all in this case r=n.

00:29:45.140 --> 00:29:50.400
So I'm -- because many, many
applications in reality,

00:29:50.400 --> 00:29:55.693
the columns will be what
I'll later call independent.

00:29:58.710 --> 00:30:04.340
And we'll have, nothing to
look for in the null space,

00:30:04.340 --> 00:30:06.611
and we'll only have
particular solutions.

00:30:06.611 --> 00:30:07.110
OK.

00:30:09.970 --> 00:30:13.500
Everybody see that possibility?

00:30:13.500 --> 00:30:15.920
But I need an example, right?

00:30:15.920 --> 00:30:18.590
So let me create an example.

00:30:18.590 --> 00:30:23.170
What sort of a matrix -- what's
the shape of a matrix that has

00:30:23.170 --> 00:30:25.390
full column rank?

00:30:25.390 --> 00:30:30.140
So can I squeeze in
an, an example here?

00:30:30.140 --> 00:30:35.080
If it exists.

00:30:35.080 --> 00:30:38.150
Let me put in an example,
and it's just the right space

00:30:38.150 --> 00:30:41.140
to put in an example.

00:30:41.140 --> 00:30:45.330
Because the example will
be like tall and thin.

00:30:45.330 --> 00:30:47.940
It will have --

00:30:47.940 --> 00:30:54.140
well, I mean, here's an example,
one two six five, three one

00:30:54.140 --> 00:30:55.130
one one.

00:30:55.130 --> 00:30:56.610
Brilliant example.

00:30:56.610 --> 00:30:57.590
OK.

00:30:57.590 --> 00:31:06.039
So there's a matrix A,
and what's its rank?

00:31:06.039 --> 00:31:07.330
What's the rank of that matrix?

00:31:10.000 --> 00:31:12.235
How many pivots will I
find if I do elimination?

00:31:14.810 --> 00:31:15.810
Two, right?

00:31:15.810 --> 00:31:16.990
Two.

00:31:16.990 --> 00:31:20.320
I see a pivot there --

00:31:20.320 --> 00:31:23.730
oh certainly those two
columns are headed off

00:31:23.730 --> 00:31:26.810
in different directions.

00:31:26.810 --> 00:31:29.870
When I do elimination, I'll
certainly get another pivot

00:31:29.870 --> 00:31:35.270
here, fine, and I can use those
to clean out below and above.

00:31:35.270 --> 00:31:43.960
So the -- actually, tell me
what its row reduced row echelon

00:31:43.960 --> 00:31:45.360
form would be.

00:31:45.360 --> 00:31:49.410
Can you carry that,
that elimination

00:31:49.410 --> 00:31:52.360
process to the bitter end?

00:31:52.360 --> 00:31:54.590
So what do, what does that mean?

00:31:54.590 --> 00:31:57.610
I subtract a multiple of
this row from these rows.

00:31:57.610 --> 00:32:00.910
So I clean up, all zeros there.

00:32:00.910 --> 00:32:02.540
Then I've got some pivot here.

00:32:02.540 --> 00:32:04.140
What do I do with that?

00:32:04.140 --> 00:32:07.330
I go subtract it
below and above,

00:32:07.330 --> 00:32:11.860
and then I divide through,
and what's R for that example?

00:32:11.860 --> 00:32:14.450
Maybe I can -- you'll allow
me to put that just here

00:32:14.450 --> 00:32:16.580
in the next board.

00:32:16.580 --> 00:32:21.150
What's the row reduced echelon
form, just out of practice,

00:32:21.150 --> 00:32:25.300
for that matrix?

00:32:25.300 --> 00:32:28.800
It's got ones in the pivots.

00:32:28.800 --> 00:32:31.750
It's got the identity matrix,
a little two by two identity

00:32:31.750 --> 00:32:34.270
matrix, and below it all zeros.

00:32:37.850 --> 00:32:43.940
That's a matrix that really
has two independent rows,

00:32:43.940 --> 00:32:45.510
and they're the
first two, actually.

00:32:45.510 --> 00:32:47.280
The first two rows
are independent.

00:32:47.280 --> 00:32:49.190
They're not in the
same direction.

00:32:49.190 --> 00:32:52.660
But the other rows are
combinations of the first two,

00:32:52.660 --> 00:32:55.970
so --

00:32:55.970 --> 00:32:59.850
is there always a
solution to Ax=b?

00:32:59.850 --> 00:33:02.050
Tell me what's the picture here?

00:33:02.050 --> 00:33:06.880
For this matrix A, this is
a case of full column rank.

00:33:06.880 --> 00:33:11.320
The two columns are
-- give two pivots.

00:33:11.320 --> 00:33:13.090
There's nothing
in the null space.

00:33:13.090 --> 00:33:15.540
There's no combination
of those columns

00:33:15.540 --> 00:33:19.001
that gives the zero column
except the zero zero

00:33:19.001 --> 00:33:19.500
combination.

00:33:22.430 --> 00:33:25.400
So there's nothing
in the null space.

00:33:25.400 --> 00:33:29.830
But is there always a
solution to A X equal B?

00:33:29.830 --> 00:33:31.530
What's up with A X equal B?

00:33:34.390 --> 00:33:38.220
I've got four, four equations
here, and only two Xs.

00:33:40.840 --> 00:33:42.460
So the answer is certainly no.

00:33:42.460 --> 00:33:45.240
There's not always a solution.

00:33:45.240 --> 00:33:49.660
I may have zero solutions,
and if I make a random choice,

00:33:49.660 --> 00:33:51.590
I'll have zero solutions.

00:33:51.590 --> 00:33:55.690
Or if I make a great particular
choice of the right-hand side,

00:33:55.690 --> 00:33:59.160
which just happens to be a
combination of those two guys

00:33:59.160 --> 00:34:01.500
-- like tell me one right-hand
side that would have

00:34:01.500 --> 00:34:03.540
a solution.

00:34:03.540 --> 00:34:07.190
Tell me a right-hand side
that would have a solution.

00:34:07.190 --> 00:34:09.800
Well, 0 0 0 0, OK.

00:34:09.800 --> 00:34:12.880
No prize for that one.

00:34:12.880 --> 00:34:14.250
Tell me another one.

00:34:14.250 --> 00:34:18.850
Another right-hand side that
has a solution would be 4 3 7 6.

00:34:18.850 --> 00:34:21.900
I could add the two columns.

00:34:21.900 --> 00:34:25.070
What would be the total
complete solution if the

00:34:25.070 --> 00:34:28.360
Right? right-hand
side was 4 3 7 6?

00:34:28.360 --> 00:34:31.489
There would be the
particular solution one

00:34:31.489 --> 00:34:34.067
one, one of that column
plus one of that,

00:34:34.067 --> 00:34:35.150
and that would be the only

00:34:35.150 --> 00:34:36.429
solution.

00:34:36.429 --> 00:34:39.770
So there would be -- x
particular would be one one

00:34:39.770 --> 00:34:43.560
in the case when the right
side is the sum of those two

00:34:43.560 --> 00:34:46.850
columns, and that's it.

00:34:46.850 --> 00:34:50.670
So that would be a
case with one solution.

00:34:50.670 --> 00:34:51.250
OK.

00:34:51.250 --> 00:34:55.469
That, this is the typical
setup with full column rank.

00:34:55.469 --> 00:35:00.000
Now I go to full row rank.

00:35:00.000 --> 00:35:04.260
You see the sort of natural
symmetry of this discussion.

00:35:04.260 --> 00:35:14.523
Full row rank means r=m.

00:35:17.390 --> 00:35:19.940
So this is what I'm
interested in now, r=m.

00:35:23.420 --> 00:35:24.710
OK, what's up with that?

00:35:29.830 --> 00:35:31.010
How many pivots?

00:35:31.010 --> 00:35:33.000
m.

00:35:33.000 --> 00:35:40.060
So what happens when we do
elimination in that case?

00:35:40.060 --> 00:35:42.520
I'm going to get m pivots.

00:35:42.520 --> 00:35:47.520
So every row has a pivot, right?

00:35:47.520 --> 00:35:48.855
Every row has a pivot.

00:35:52.120 --> 00:35:55.950
Then what about solvability?

00:35:55.950 --> 00:35:59.880
What about this business of --
for which right-hand sides can

00:35:59.880 --> 00:36:01.120
I solve it?

00:36:01.120 --> 00:36:02.970
So that's my question.

00:36:02.970 --> 00:36:14.180
I can solve Ax=b for
which right-hand sides?

00:36:14.180 --> 00:36:18.450
Do you see what's coming?

00:36:18.450 --> 00:36:23.990
I do elimination, I
don't get any zero rows.

00:36:23.990 --> 00:36:26.890
So there aren't any
requirements on b.

00:36:26.890 --> 00:36:29.730
I can solve Ax=b for every b.

00:36:36.450 --> 00:36:39.990
I can solve Ax=b for
every right-hand side.

00:36:39.990 --> 00:36:46.705
So this is the existence,
exists a solution.

00:36:49.260 --> 00:36:57.180
Now tell me, so the, u- u- so
every row has a pivot in it.

00:36:57.180 --> 00:37:00.820
So how many free
variables are there?

00:37:00.820 --> 00:37:04.780
How many free
variables in this case?

00:37:04.780 --> 00:37:07.560
If I had n variables
to start with,

00:37:07.560 --> 00:37:11.180
how many are used up
by pivot variables?

00:37:11.180 --> 00:37:13.890
r, which is m.

00:37:13.890 --> 00:37:25.600
So I'm left with, left
with n-r free variables.

00:37:31.050 --> 00:37:31.910
OK.

00:37:31.910 --> 00:37:37.220
So this case of full row
rank I can always solve,

00:37:37.220 --> 00:37:41.440
and then this tells me how
many variables are free,

00:37:41.440 --> 00:37:43.400
and this is of course n-m.

00:37:43.400 --> 00:37:48.040
This is n-m free variables.

00:37:48.040 --> 00:37:48.980
Can I do an example?

00:37:52.310 --> 00:37:54.750
You know, the best way for
me to do an example is just

00:37:54.750 --> 00:37:58.140
to transpose that example.

00:37:58.140 --> 00:38:01.950
So let me take, let me take
that matrix that had column one

00:38:01.950 --> 00:38:05.970
two six five and make it a row.

00:38:05.970 --> 00:38:11.470
And let me take three one
one one as the second row.

00:38:11.470 --> 00:38:18.700
And let me ask you, this is
my matrix A, what's its rank?

00:38:18.700 --> 00:38:20.230
What's the rank of that matrix?

00:38:20.230 --> 00:38:24.560
Sorry to ask, but
not sorry really,

00:38:24.560 --> 00:38:27.130
because we're just
getting the idea of rank.

00:38:27.130 --> 00:38:29.770
What's the rank of that matrix?

00:38:29.770 --> 00:38:32.260
Two, exactly, two.

00:38:32.260 --> 00:38:33.770
There will be two pivots.

00:38:33.770 --> 00:38:36.770
What will the row
reduced echelon form be?

00:38:36.770 --> 00:38:38.850
Anybody know that one?

00:38:38.850 --> 00:38:42.230
Actually, tell me not only --
you have to tell me not only

00:38:42.230 --> 00:38:45.110
the, there'll be two pivots
but which will be the pivot

00:38:45.110 --> 00:38:46.550
columns.

00:38:46.550 --> 00:38:50.060
Which columns of this matrix
will be pivot columns?

00:38:50.060 --> 00:38:53.140
So the first column
is fine, and then

00:38:53.140 --> 00:38:55.720
I go on to the next
column, and what do I get?

00:38:55.720 --> 00:38:57.640
Do I get a second
pivot out of --

00:38:57.640 --> 00:39:00.410
will I get a second
pivot in this position?

00:39:00.410 --> 00:39:01.300
Yes.

00:39:01.300 --> 00:39:07.200
So the pivots, when I get all
the way to R, will be there.

00:39:07.200 --> 00:39:13.860
And here will be some numbers.

00:39:13.860 --> 00:39:18.670
This is the part that
I previously called F.

00:39:18.670 --> 00:39:23.720
This is the part that -- the
pivot columns in R will be

00:39:23.720 --> 00:39:25.680
the identity matrix.

00:39:25.680 --> 00:39:31.300
There are no zero rows, no zero
rows, because the rank is two.

00:39:31.300 --> 00:39:34.630
But there'll be stuff over here.

00:39:34.630 --> 00:39:42.530
And that will, enter the special
solutions and the null space.

00:39:42.530 --> 00:39:43.230
OK.

00:39:43.230 --> 00:39:51.840
So this is a typical matrix
with r=m smaller than n.

00:39:51.840 --> 00:39:56.135
Now finally I've got a
space here for r=m=n.

00:40:01.540 --> 00:40:06.190
I'm off in the corner here with
the most important case of all.

00:40:06.190 --> 00:40:08.910
So what's up with this matrix?

00:40:08.910 --> 00:40:10.970
So let me give an example.

00:40:10.970 --> 00:40:15.065
OK, brilliant example, 1 2 3 1.

00:40:19.860 --> 00:40:23.628
Tell me what -- how do I
describe a matrix that has rank

00:40:23.628 --> 00:40:24.127
r=m=n?

00:40:26.930 --> 00:40:32.560
So the matrix is square,
right, it's a square matrix.

00:40:32.560 --> 00:40:36.350
And if I know its rank is
-- it's full rank, now.

00:40:36.350 --> 00:40:39.290
I don't have to say full
column rank or full row rank --

00:40:39.290 --> 00:40:43.800
I just say full rank, because
the count, column count

00:40:43.800 --> 00:40:47.130
and the row count are
the same, and the rank

00:40:47.130 --> 00:40:49.040
is as big as it can be.

00:40:49.040 --> 00:40:51.090
And what kind of a
matrix have I got?

00:40:53.920 --> 00:40:56.670
It's invertible.

00:40:56.670 --> 00:41:01.510
So that's exactly the
invertible matrices.

00:41:01.510 --> 00:41:06.310
r=m=n means the -- what's
the row echelon form,

00:41:06.310 --> 00:41:10.920
the reduced row echelon form,
for an invertible matrix?

00:41:10.920 --> 00:41:14.630
For a square, nice,
square, invertible matrix?

00:41:14.630 --> 00:41:17.320
It's I.

00:41:17.320 --> 00:41:18.880
Right.

00:41:18.880 --> 00:41:25.530
So you see that the,
the good matrices

00:41:25.530 --> 00:41:31.580
are the ones that kind of
come out trivially in R.

00:41:31.580 --> 00:41:34.270
You reduce them all the
way to the identity matrix.

00:41:34.270 --> 00:41:37.900
What's the null space for
this, for this matrix?

00:41:37.900 --> 00:41:41.170
Can I just hammer
away with questions?

00:41:41.170 --> 00:41:43.160
What's the null space
for this matrix?

00:41:45.910 --> 00:41:51.570
The null space of that matrix
is the zero vector only.

00:41:51.570 --> 00:41:54.660
The zero vector only.

00:41:54.660 --> 00:41:58.530
What are the conditions
to solve Ax=b?

00:41:58.530 --> 00:42:01.950
Which right-hand sides b are OK?

00:42:01.950 --> 00:42:07.560
If I want to solve Ax=b for
this example, so A is this,

00:42:07.560 --> 00:42:14.140
b is b1 b2, what are the
conditions on b1 and b2?

00:42:14.140 --> 00:42:17.170
None at all, right.

00:42:17.170 --> 00:42:21.850
So this is the case, this is
the case where I can solve --

00:42:21.850 --> 00:42:25.660
so I've coming back here, I
can -- since the rank equals m,

00:42:25.660 --> 00:42:28.460
I can solve for every b.

00:42:28.460 --> 00:42:33.840
And since the rank is also
n, there's a unique solution.

00:42:33.840 --> 00:42:36.640
Let me summarize the
whole picture here.

00:42:39.210 --> 00:42:41.210
Here's the whole picture.

00:42:41.210 --> 00:42:44.780
I could have r=m=n.

00:42:44.780 --> 00:42:51.190
This is the case where this
is the identity matrix.

00:42:51.190 --> 00:42:53.595
And this is the case where
there is one solution.

00:42:56.790 --> 00:43:02.300
That's the square
invertible chapter two case.

00:43:02.300 --> 00:43:04.420
Now we're into chapter three.

00:43:04.420 --> 00:43:08.330
We could have r=m
smaller than n.

00:43:11.920 --> 00:43:13.730
Now that's what
we had over there,

00:43:13.730 --> 00:43:17.610
and the row echelon form
looked like the identity

00:43:17.610 --> 00:43:18.960
with some zero rows.

00:43:21.960 --> 00:43:27.565
And that was the case where
there are zero or one solution.

00:43:31.420 --> 00:43:34.420
When I say solution
I mean to Ax=b.

00:43:37.540 --> 00:43:39.590
So this case,
there's always one.

00:43:39.590 --> 00:43:42.130
This case there's zero or one.

00:43:42.130 --> 00:43:45.640
And now let me take the
case of full column rank,

00:43:45.640 --> 00:43:55.860
but some, extra rows.

00:43:55.860 --> 00:44:00.000
So now R has --

00:44:00.000 --> 00:44:04.700
well, the identity --

00:44:04.700 --> 00:44:08.280
I'm almost tempted to write
the identity matrix and then F,

00:44:08.280 --> 00:44:10.130
but that isn't
necessarily right.

00:44:15.970 --> 00:44:20.360
I have -- is that right?

00:44:20.360 --> 00:44:24.310
Am I getting this correct here?

00:44:24.310 --> 00:44:25.430
Oh, I'm not!

00:44:25.430 --> 00:44:26.390
My God!

00:44:26.390 --> 00:44:33.330
This is the case R equals n,
the columns, the columns are,

00:44:33.330 --> 00:44:34.390
are OK.

00:44:34.390 --> 00:44:38.770
That's the case that was on that
board, r=n, full column rank.

00:44:38.770 --> 00:44:43.240
Now I want the case
where m is smaller than n

00:44:43.240 --> 00:44:46.550
and I've got extra columns.

00:44:46.550 --> 00:44:47.050
OK.

00:44:47.050 --> 00:44:47.810
There we go.

00:44:52.030 --> 00:44:57.140
So this is now the
case of full row rank,

00:44:57.140 --> 00:45:02.070
and it looks like
I F except that I

00:45:02.070 --> 00:45:08.430
can't be sure that the pivot
columns are the first columns.

00:45:08.430 --> 00:45:14.690
So the I and the F, could
be partly mixed into the I.

00:45:14.690 --> 00:45:18.670
Can I write that
with just like that?

00:45:18.670 --> 00:45:23.830
So the F could be sort
of partly into the I

00:45:23.830 --> 00:45:28.450
if the first columns
weren't the pivot columns.

00:45:28.450 --> 00:45:31.760
Now how many solutions
in this case?

00:45:31.760 --> 00:45:34.330
There's always a solution.

00:45:34.330 --> 00:45:35.850
This is the existence case.

00:45:35.850 --> 00:45:37.020
There's always a solution.

00:45:37.020 --> 00:45:39.160
We're not getting any zero rows.

00:45:39.160 --> 00:45:41.430
There are no zero rows here.

00:45:41.430 --> 00:45:45.635
So there's always either one
or infinitely many solutions.

00:45:50.061 --> 00:45:50.560
OK.

00:45:53.230 --> 00:45:55.600
Actually, I guess there's
always an infinite number,

00:45:55.600 --> 00:46:02.760
because we always have some
null space to deal with.

00:46:02.760 --> 00:46:06.150
Then the final case is
where r is smaller than m

00:46:06.150 --> 00:46:08.880
and smaller than n.

00:46:08.880 --> 00:46:09.380
OK.

00:46:09.380 --> 00:46:14.830
Now that's the case
where R is the identity

00:46:14.830 --> 00:46:19.920
with some free stuff but
with some zero rows too.

00:46:19.920 --> 00:46:23.580
And that's the case where
there's either no solution --

00:46:23.580 --> 00:46:29.200
because we didn't get a zero
equals zero for some bs,

00:46:29.200 --> 00:46:32.330
or infinitely many solutions.

00:46:37.100 --> 00:46:38.010
OK.

00:46:38.010 --> 00:46:44.310
Do you -- this board really
summarizes the lecture,

00:46:44.310 --> 00:46:47.370
and this sentence
summarizes the lecture.

00:46:47.370 --> 00:46:55.070
The rank tells you everything
about the number of solutions.

00:46:55.070 --> 00:46:57.010
That number, the
rank r, tells you

00:46:57.010 --> 00:47:01.620
all the information except the
exact entries in the solutions.

00:47:01.620 --> 00:47:04.140
For that you go to the matrix.

00:47:04.140 --> 00:47:05.150
OK, good.

00:47:05.150 --> 00:47:08.770
Have a great weekend, and
I'll see you on Monday.