Business Mathematics 1st Edition
Business Mathematics 1st Edition
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Business Mathematics
                                 S. M. Shahidul Islam
                                      Lecturer of Mathematics
                                      School of Business
                                         Asian University of
                                             Bangladesh
                                      ABIR PUBLICATIONS
                         38/ ka Bangla Bazar (2nd floor), Dhaka-1100
                                                    i
Published by     :   Abir Publication
                     38/ ka Bangla Bazar
                     Dhaka-1100
Copyright : Author
                                     ii
                                     PREFACE
S. M. Shahidul Islam
                               iii
                                                National University
                                                 Subject: Management (Hons.)
                                            Course: NM-201 Business Mathematics
1.   Basic Concepts : Concepts of number system, fractions, exponents, equations, factoring, polynomials, ordered
     pairs, relations, functions, types of functions.
2.   Set Theory: Sets, set notation, operations with sets, laws of set operations, Venn diagrams, application of set
     theory.
3.   Logarithms: Rules for logarithms, common logarithms, calculation of logarithm of a number, natural logarithm.
4.   Equation system: Solution of equations, simultaneous equation system, solution of simultaneous equation systems
     with specific applications to business problems, inequalities.
5.   Geometry: Cartesian co-ordinate system, distance between two points, straight line-slopes-intercepts, equation of a
     line, application of linear equations.
6.   Differential Calculus: Explanation of the concepts of limits and continuity, derivative and differentiation, rules of
     differentiation, higher order differentiation, chain order differentiation, exponential and logarithmic differentiation,
     partial differentiation, optimization, rate of growth and decays, business applications.
7.   Integral Calculus: Meaning of integration, rules of integration, indefinite integral, definite integral, resource
     depletion, resource accumulation, area between curves, business applications of integration in business decisions.
8.   Matrix Algebra: Vectors, matrices, laws and operations, transposes, inverses, adjoints, Cramer’s rule,
     determinants, solution of system of equations, application of matrix algebra in business.
9.   Mathematics of Finance: Annuities, sinking fund, discount, simple and compound interest, amortization,
     calculation of present value and future value and future value of annuities.
                                                             iv
   Chapter – 01 : Number system                    1 – 11
1.1    Introduction                                   1
1.2    Natural numbers                                1
1.3    Prime numbers                                  2
1.4    Integer numbers                                2
1.5    Even numbers                                   3
1.6    Odd numbers                                    3
1.7    Rational numbers                               3
1.8    Fraction numbers                               5
1.9    Irrational numbers                             5
1.10    Real numbers                                  7
1.11    Interval                                      8
1.12    Modulus of real number                        8
1.13    Imaginary numbers                             9
1.14    Complex numbers                               9
1.15    Number systems in chart                      10
1.16    Exercise                                     10
   Chapter – 02 : Set Theory                      12 – 26
2.1     Introduction                                 12
2.2     Definition of Set                            12
2.3     Elements of a set                            12
2.4     Methods of describing a set                  13
2.5     Types of sets                                13
2.6     Operations on sets                           15
2.7     Relation                                     16
2.8     Venn diagram                                 16
2.9     Number of elements in a finite set           17
2.10     De-Morgan’s laws                            18
2.11     Some worked out example                     18
2.12     Exercise                                    24
  Chapter – 03 : Progressions (AP & GP)           27 – 37
3.1    Introduction                                  27
3.2    Sequence                                      27
3.3    Series                                        27
3.4    Arithmetic progression (A.P)                  27
3.5    Geometric Progression (G.P)                   28
3.6    Theorem of arithmetic series                  28
3.7     Theorem of geometric series                  29
3.8    Some worked out examples                      30
3.9    Exercise                                      36
   Chapter – 04 : Permutations and Combinations   38 – 51
4.1 Introduction                                     38
4.2 Permutation                                      38
4.3 Factorial notation                               39
4.4 Permutations of n different things               39
                                             v
4.5 Permutations of n things not all different                                    42
4.6 Circular permutation                                                          43
4.7 Combination                                                                   44
4.8 Combinations of n different things taken some or all at a time                46
4.9 Combinations of n things not all different taken some or all at a time        46
4.10 Some worked out examples                                                     47
4.11 Exercise                                                                     50
  Chapter – 05 : Determinant and Matrix                                        52 – 83
5.1 Introduction                                                                  52
5.2 Definition of determinant                                                     52
5.3 Value of the determinant                                                      53
5.4 Minors and co-factors                                                         54
5.5 Fundamental properties of determinant                                         54
5.6 Multiplication of two determinants                                            57
5.7 Application of determinants                                                   57
5.8 Definition of matrix                                                          60
5.9 Types of matrices                                                             60
5.10 Matrices operations                                                          65
5.11 Process of finding inverse matrix                                            67
5.12 Rank of a matrix                                                             68
5.13 Use of matrix to solve the system of linear equations                        68
5.14 Some worked out examples                                                     71
5.15 Exercise                                                                     80
  Chapter – 06 : Functions and Equations                                      84 – 108
6.1 Introduction                                                                  84
6.2 Formula                                                                       84
6.3 Relation                                                                      85
6.4 Function                                                                      85
6.5 Types of functions                                                            85
6.6 Polynomial                                                                    88
6.7 Inequality                                                                    88
6.8 Equation                                                                      89
6.9 Degree of an equation                                                         89
6.10 Quadratic equation                                                           90
6.11 Formation of quadratic equation                                              91
6.12 Identity                                                                     92
6.13 Linear equation                                                              92
6.14 System of linear equations                                                   92
6.15 Solution methods of a system of linear equations                             93
6.16 Break-Even point                                                             103
6.17 Break-Even interpretation                                                    103
6.18 Exercise                                                                     106
      Chapter – 07 : Exponential and Logarithmic Functions                   109 – 125
7.1    Introduction                                                               109
7.2    Exponential function                                                       109
7.3    Surds                                                                      113
7.4    Logarithmic function                                                       116
7.5    Some worked out Examples                                                   119
7.6    Exercise                                                                   123
  Chapter – 08 : Mathematics of Finance                                      126 – 143
8.1     Introduction                                                              126
8.2     Simple interest and the future value                                      126
                                                             vi
8.3     The yield on the common stock of a company                 130
8.4     Bank discount                                              130
8.5     Compound Interest and the future value                     131
8.5     Ordinary annuity                                           138
8.7     Exercise                                                   141
   Chapter – 09 : Limit and Continuity                        144 – 154
9.1 Introduction                                                   144
9.2 Limit                                                          144
9.3 Difference between Lim     f (x) and f (a)                     145
                         xa
9.4 Methods of evaluating limit of a function                      145
9.5 Some important limits                                          146
9.6 Left hand side and right hand side limits                      146
9.7 Continuity                                                     149
9.8 Some solved problems                                           151
9.9 Exercise                                                       153
  Chapter – 10 : Differentiation and its applications         155 – 179
10.1 Introduction                                                  155
10.2 Differential coefficient                                      155
10.3 Fundamental theorem on differentiation                        157
10.4 Meaning of derivatives and differentials                      158
10.5 Some standard derivatives                                     158
10.6 Successive differentiation                                    162
10.7 Maxima, minima and point of inflection                        163
10.8 Determination of maxima & minima                              163
10.9 Calculus of multivariate functions                            165
10.10 Business application of differential calculus                168
10.11 Some worked out examples                                     169
10.12 Exercise                                                     177
      Chapter – 11 : Integration and its applications         180 – 205
11.1 Introduction                                                  180
11.2 Definition of integration                                     180
11.3 Indefinite integral                                           181
11.4 Fundamental theorem on integration                            181
11.5 Some standard integrals                                       181
11.6 Integration by substitution                                   184
11.7 Integration using partial fractions                           186
11.8 Definite integral                                             188
11.9 Properties of definite integral                               188
11.10 Application of integration in business problems              190
11.11 Some worked out examples                                     194
11.12 Exercise                                                     202
      Chapter – 12 : Coordinate Geometry                      206 – 224
12.1 Introduction                                                  206
12.2 Directed line                                                 206
12.3 Quadrants                                                     207
12.4 Coordinates                                                   207
12.5 Coordinates of mid point                                      208
12.6 Distance between two points                                   208
12.7 Section formula                                               209
12.8 Coordinates of the centroid                                   210
12.9 Area of a triangle                                            211
                                                        vii
12.10 Area of a quadrilateral                                         213
12.11 Straight line                                                   213
12.12 Slope or gradient of a straight line                            213
12.13 Different forms of equations of the straight line               214
12.14 Circle                                                          215
12.15 Some worked out examples                                        215
12.16 Exercise                                                        223
   Chapter – 13 : Linear Programming                             225 – 250
13.1 Introduction                                                     225
13.2 What is optimization                                             225
13.3 Summation symbol                                                 225
13.4 Linear programming                                               226
13.5 Formulation                                                      227
13.6 Some important definitions                                       229
13.7 Standard form of LP problem                                      230
13.8 Graphical solution                                               230
13.9 Simplex                                                          234
13.10 Development of a minimum feasible solution                      236
13.11 The artificial basis technique                                  239
13.12 Duality in linear programming problem                           242
13.13 Some worked out examples                                        243
13.14 Exercise                                                        248
  Chapter – 14 : Transportation Problem                          251 – 279
14.1 Introduction                                                     251
14.2 Transportation problem                                           251
14.3 Theorem                                                          252
14.4 Northwest corner rule                                            255
14.5 Loop                                                             259
14.6 Degeneracy case                                                  262
14.7 Multiple solutions                                               269
14.8 When total supply exceeds total demand                           273
14.9 Maximization problem                                             275
14.10 Exercise                                                        277
  Chapter – 15 : Assignment Problem                              280 – 295
15.1   Introduction                                                   280
15.2   Assignment problem                                             280
15.3   Algorithm of the Hungarian method                              281
15.4   Justification of Hungarian method                              282
15.5   The dual of the assignment problem                             283
15.6   Some worked out example                                        285
15.7   Exercise                                                       293
                                                          viii
                                     Number system
                                                                                   01
                                                                                Chapter
                                                                Number System
Highlights:
1.1 Introduction: To fulfill daily human needs, man invented counting numbers at the
beginning of the civilization. The successive development of numbers develops the
modern mathematics. Mathematics means games of numbers. In business mathematics, we
know the use of numbers in business problems. So, to clear the concepts of mathematics
or business mathematics, firstly, we have to clear the concepts of number system. Number
system means the nature and properties or various types of numbers. In this chapter, we
shall learn about the system of numbers. After this chapter, number will mean real
number.
1.2 Natural numbers: The positive integer numbers 1, 2, 3, 4, . . . are used for counting.
These numbers are known as natural numbers. The set of natural numbers is denoted by
English capital letter, N. That is, N = {1, 2, 3, 4, 5, . . .}. Negative numbers, zero and
                                                       5
fractions are not natural numbers, that is, – 5, 0 and   = 2.5 are not natural numbers.
                                                       2
Properties:
    1. Summation or multiplication of any two or more natural numbers must be a natural
        number. That is, if m, n  N then (m + n)  N and (m  n)  N. As for example
        7,10  N; 7+10 = 17  N and 7  10 = 70  N.
    2. Square of any natural number is also a natural number. That is, if m  N then
        m2  N. As for example 4,5  N then 42 =16  N and 52 = 25  N.
                                            1
                                     S. M. Shahidul Islam
    3. Subtraction and Division of any two natural numbers may not be natural number.
                                              m
       That is, if m, n  N then m – n and       may be or may not be natural number. As
                                              n
                                                                        10               7
       for example 2, 7, 10  N; 10 – 7 = 3  N but 7 – 10 = – 3  N,      = 5  N but     =
                                                                         2              10
       0.7  N.
    4. Square root of a natural number may be or may not be a natural number. That is, if
       m  N then m  N or m  N. As for example 4, 5  N then 4 = 2  N but
         5  N.
    5. Between two different natural numbers one must be greater than another number.
       That is, if m, n  N then m > n or n > m. As for example 5, 7  N then here 7 > 5.
1.3 Prime numbers: A natural number other than 1 is a prime number if and only if its
only divisors are 1 and the number itself. Such as 2, 3, 5, 7, 11, . . . etc. are prime numbers.
1.4 Integer numbers: The natural numbers, all natural numbers with negative sign before
and zero together known as integer numbers. That is, the integers are whole numbers
positive, negative and zero. The set of integer numbers is denoted by English capital letter,
Z or I. That is, Z = {. . ., –3, –2, –1, 0, 1, 2, 3, . . .}. Fractions are not integer number, that
    5
is,   = 2.5 is not integer number. It is clear that, all natural numbers are integer number.
    2
Properties:
    1. Summation or subtraction or multiplication of any two integer numbers must be an
        integer number. That is, if m, n  Z then (m + n)  Z, (m – n)  Z and (m  n)  Z. As
        for example 5, – 3  Z then 5 +(– 3) = 2  Z, 5 – (– 3) = 8  Z and 5  (– 3) = –15  Z
    2. Square of any integer number is also an integer number. That is, if m  Z then
        m2  Z. As for example 4, –5  Z; 42 =16  Z and (–5)2 = 25  Z.
    3. Division of any two integer numbers may be or may not be integer number. That
                               m
        is, if m, n  Z; then     may be or may not be integer number. As for example 2, 5,
                               n
                     8               5
        8  Z; then = 4  Z but        = 2.5  Z.
                     2               2
    4. Square root of an integer number may be or may not be an integer number. That is,
        if m  Z then m  Z or m  Z. As for example 4, 5  Z then 4 = 2  Z but
         5  Z.
    5. Between two different integer numbers one must be greater than another number,
       that is, if m, n  Z then m > n or n > m. As for example 5, 7  Z; here 7 > 5.
                                                2
                                      Number system
1.5 Even numbers: The integer numbers, which are divisible by 2 are called even
numbers. Such as . . ., –6, –4, –2, 0, 2, 4, 6, . . . are even numbers. Generally, an even
number is denoted by 2n where n  Z. If addition or subtraction or multiplication or square
or square root of even number(s) exists as integer, it must be an even number. But division
of two even numbers may or may not be an even number, if it exists as integer.
1.6 Odd numbers: The integer numbers, which are not divisible by 2 are called odd
numbers. Such as . . ., –5, –3, –1, 1, 3, 5, . . . are odd numbers. Generally, an odd number
is denoted by 2n –1 where n  Z. If multiplication or square or square root of odd
number(s) exists as integer, it must be an odd number.
Example: Prove that, if we divide the square of any odd positive integer by 8, remainder
will be 1 always.
Proof: Let x be any positive odd integer number, that is, odd natural number. So, we can
let
        x = 2n – 1, where n  N
     x 2  2n  1  4n 2  4n  1  4n(n  1)  1
                      2
Here, n and (n –1) are two consecutive natural number, that is, one of them is an even
number.
So, n(n –1) is divisible by 2, that is, 4n(n –1) is divisible by 4  2 = 8.
Therefore, if x 2 = 4n(n –1) +1, for all n  N is divided by 8, remainder will be 1 always.
                                                                                p
1.7 Rational numbers: The numbers which can be expressed in the form               where p, q
                                                                                q
are integers and q is not equal to zero are called rational numbers. The set of rational
                                                                 p
numbers is denoted by English capital letter, Q. That is, Q ={ : p, q  Z and q ≠ 0}. 7, –2
                                                                 q
                                            7          2              5
and 2.5 are rational number because 7 = , – 2 =            and 2.5 = . We know that, 4 =
                                            1           1              2
 4           4                                                       p
   , –4=        , that is, every integer number can be expressed in      form. So, all integer
 1           1                                                        q
numbers are rational number.
Properties:
    1. Summation or subtraction or multiplication or division or square of rational
        number(s) must be a rational number. That is, if m, n  Q then (m + n)  Q, (m – n)
         Q, (m  n)  Q, m/n  Q and m2  Q. As for example 7, 10  Q then 7 + 10 =
        17  Q, 7 – 10 = – 3  Q, 7  10 = 70  Q, 7/10 = 0.7  Q and 72 = 49  Q.
    2. Square root of a rational number may be or may not be a rational number. That is,
        if m  Q then m  Q or m  Q. As for example 4, 5  Q then 4 = 2  Q but
           5  Q.
                                              3
                                    S. M. Shahidul Islam
   3. Between two different rational numbers one must be greater than another number.
      That is, if m, n  Q then m > n or n > m. As for example 5.4, 7  Q; here 7 > 5.4.
   4. There are infinite rational numbers between any two different numbers. Let us
      consider any two different numbers 2 and 3, then all of 2.01, 2.001, 2.0001,
                                                      .              .   .
       2.00001, 2.1, 2.2, 2.0000002, 2.5, 2.45, 2. 5 , 2.9452, 2.4 4 7 5 , ... etc. are greater
       than 2 and less than 3 but all are rational numbers.
1.7.1 Theorem: Division of any two rational numbers (divisor must be non zero) is a
rational number.
Proof: Let us consider, any m, n  Q and let n be divisor, that is, n ≠ 0.
So, by the definition of rational numbers, we get
      p            p
m = 1 and n = 2 ; where p1 , p 2 , q1 , q 2  Z and p 2 , q1 , q 2 ≠ 0
      q1           q2
                                    p1
                              m q1         p   q     pq          p
Now division of m and n is             = 1  2 = 1 2 =                 Q.
                              n     p2     q1  p2    p 2 q1 q ( 0)
                                    q2
[We know that, multiplication of integers is an integer. So, let p1 q 2 = p  Z, p 2 q1 = q  Z
and p 2 q1 = q ≠ 0 (because of p 2 , q1 ≠ 0).]
Therefore, Division of any two rational numbers is a rational number. (Proved)
1.7.2 Theorem: Between two different rational numbers, there lie an infinite number of
rational numbers.
Proof: Let m, n be any two rational numbers such that m < n.
        Now,       m<n
                m+n<n+n
                m + n < 2n
                    1
                     (m + n) < n
                    2
        Again      m<n
                m+m<m+n
                2m < m + n
                        1
                m < (m + n)
                        2
                 1
        So, m < (m + n) < n
                 2
                                   1
By properties of rational numbers, (m + n) is a rational number between m and n.
                                   2
                                              4
                                                 Number system
We have thus shown that between two different rational numbers there lies a third rational
number. From this it follows that there lie an infinite number of rational numbers between
two different rational numbers.      [Proved]
                                                                            p
1.8 Fraction numbers: The numbers which can be expressed in the form            where p 
                                                                            q
Z–{0}, q  N–{1} and p, q are prime to each other are called fraction numbers. That is, the
                                                                                   5 7
rational numbers, which leave a remainder, are called fraction numbers. Such as ,          ,
                                                                                   3 10
       21
2.1 =      are fraction numbers. When we write the fraction number in decimal form is
       10
                                                                                     
called decimal fraction number. Such as 5.3, 2.4, 67.23, 2.4 4 7 5 etc. are decimal fraction
numbers.
                                                                            
Example: Convert into the rational form: (i) 3.5, (ii) 2.3 5 2
                     35 7
Solution: (i) 3.5 =          (Answer)
                     10 2
                       2352  23
          (ii) 2.3 5 2 =
                           990
                 All the digits (neglecting decimals )  The digits without recurring decimals                 
                                                                                                               
 9 for each digits with recurring  decimals  & 0 for  each digits with decimal but not with recurring decimals 
                                2329
                            =             (Answer)
                                990
                                                                                   p
1.9 Irrational numbers: The numbers which can not be expressed in the form            where
                                                                                  q
p, q are integers and q not equal to zero are called irrational numbers, that is, the real
numbers which are not rational number are called irrational numbers. The set of irrational
numbers is denoted by Q / , that is, Q / = {the real numbers, which are not rational}. Such
as    2,      5 , Π = 3.1415927... etc. are irrational numbers because we cannot express
             3,
                           p
these numbers in the form .
                           q
Properties:
    1. Summation or subtraction or multiplication or division of different irrational
       numbers is an irrational number. That is, if m, n  Q / then (m + n)  Q / , (m – n)
            Q / , (m  n)  Q / and m/n  Q / . As for example                  2,   3  Q/ ; ( 2 +         3 ) Q / ,
           ( 3 – 2 ) Q / ,        2 3 =          6  Q / and        3 / 2  Q/ .
                                                           5
                                      S. M. Shahidul Islam
      5. Between two different irrational numbers one must be greater than another
         number. That is, if m, n  Q / then m >n or n >m. As for example 2 , 3  Q / ;
         here 3 > 2 .
      6. There are an infinite irrational numbers between any two different numbers. Let us
         consider any two different numbers 2 and 3, then all of 2.010564..., 2.00145379...,
         2.00014512679..., 2.000017612389..., 2.14367845... etc. are greater than 2 and less
         than 3 but all are irrational numbers.
Note: All integer numbers, finite decimal numbers and recurring decimal numbers are
                                                                  p
rational numbers because they can be expressed in the form          , but all infinite decimal
                                                                  q
                                                                                   p
numbers are irrational numbers because they can not be expressed in the form . Such as
                                                                                   q
                                                 503475  503    125743               
6, -7, 10, 4.5, 6.04, 10.0001, 0. 5 , 5.03 4 7 5 (=              =          ) and 237. 9 0 are
                                                       99900         24975
rational numbers, but 1.4142136..., 3.6055513... and 3.1415927... are irrational numbers.
Example: Show that 2 is an irrational number. [AUB-2002 BBA]
Proof: 12  1 , 2 2  4 and    22
                                      2
So,   2 is greater than 1 and less than 2, that is, 2 is not an integer number.
                 p
Thus, let 2 = , where p, q  N, q > 1 and p, q is co-prime.
                 q
               2
             p
That is, 2 = 2
             q
Or,     2 q2 = p2      - - - (i)
Here, left hand number is an even number, so right hand number p 2 or p must also be an
even number.
Let p = 2n, then from (i) we have
                                               6
                                       Number system
        2 q 2 = 2n 2
Or,     2 q 2 = 4n 2
Or,      q 2 = 2n 2
Here, right hand number is an even number, so left hand number q 2 or q must also be an
even number.
It means that both p and q are even numbers, that is, p and q have a common factor at least
2, which contradicts the fact that p and q are integers prime to each other (co-prime).
                   p
Hence, 2 =             is absurd. So, 2 cannot be a rational number, that is, 2 is an
                   q
irrational number.        [Proved]
1.10 Real numbers: Rational and irrational numbers together known as real numbers. The
set of real numbers is denoted by R; that is, R = {x: x  Q or x  Q / }. Such as 2, 5, – 6,
                                                   5
3.54, – 7.8903, 2 , – 3 , 45.8769403...,              etc. are real numbers. From above
                                                   7
discussion, we find the following relation:
                NZQR
Thus, natural numbers constitute a proper subset of integers and the integers constitute a
proper subset of rational numbers and the latter constitutes a proper subset of real
numbers.
Properties:
    1. Summation or subtraction or multiplication or division or square of real number(s)
        must be a real number. That is, if m, n  R then (m + n)  R, (m – n)  R, (m  n)  R,
        m/n  R and m2  R. As for example 7, 20  R then 7 + 20 = 27  R, 7–20 = –13  R,
        7  20 = 140  R, 7/20 = 0.35  R and 72 = 49  R.
    2. Even power of any real number is positive real number. So, in particular, square of
        any real number is a positive number. That is, if m  R then m2  R ( R is the set
      of positive real numbers.). As for example 3.4  R; 3.4  11.56  R .
                                                                   2
   3. Square root of a real number may be or may not be a real number. That is, if m  R
      then m  R or m  R. As for example 4, – 2  R then 4 = 2  R but  2  R.
   4. Between two different real numbers one must be greater than another number. That
      is, if m, n  R then m > n or n > m. As for example 5, 7  R; here 7 > 5.
   5. There are infinite real numbers between any two different real numbers. Let us
      consider any two different numbers 2 and 3, then all of 2.1, 2.0021, 2.0001,
                                                               .            .   .
      2.00001, 2.71, 2.02, 2.0000002, 2.35, 2.405, 2.0 5 , 2.52, 2.0 4 7 5 , ... etc. are
      greater than 2 and less than 3 but all are real numbers.
   6. We can represent all real numbers by a straight line. This straight line is known as
      numbers line or directed line. The line is as follows:
                                              7
                                    S. M. Shahidul Islam
                        –7 –6–5 –4 –3 –2 –1 0 1 2 3 4 5 6 7
         Negative                                                         Positive
                                    Number line
                                      Figure – 1.1
   7. If m, n  R and m  n = 0, then at least one of m and n is 0. As for example 0  5 = 0,
       5  0 = 0 and 0  0 = 0 but 4  5 ≠ 0.
Example: Solve the polynomial equation: x2 + 3x – 10 = 0.
Solution: Given that, x2 + 3x – 10 = 0
       Or,     x2 + 5x – 2x – 10 = 0 [By middle term break-up method]
       Or,     x(x + 5) – 2(x + 5) = 0
       Or,     (x + 5)(x – 2) = 0 [We know, if m  n = 0 then m = 0 or n = 0]
       So, x + 5 = 0  x = – 5
       Or, x – 2 = 0  x = 2
Therefore, the solution, x = – 5, 2 [Answer]
1.12 Modulus of real number: (Absolute numerical value) The modulus of a real
number, a is defined as the real number a or – a according as a is non-negative or negative.
The modulus of a real number, a is denoted by a and is defined by
             a, if a is non  negative
        a 
             a, if a is negative
As for example 5 = 5,  5 = 5 and 0 = 0.
Properties:
   1. The modulus of a real number, a is always non-negative, i.e., a  0 .
   2. The modulus of a real number, a is always greater or equal to that number, i.e.,
        a  a.
   3. The modulus of a and – a is equal, i.e., a =  a .
   4. The modulus of a is the maximum value of a and – a, i.e., a = max. {a, – a}.
   5. The modulus of a is the positive square root of the square of a, i.e., a =      a2 .
                                                8
                                     Number system
Example: Find the solution set of 3x  2  7 and represent it in the number line.
Solution: Given that 3x  2  7
If (3x + 2) be non-negative, then 3x  2 = 3x + 2
That is, 3x + 2 < 7
Or,     3x + 2 – 2 < 7 – 2 [Subtracting 2 from both sides.]
Or,     3x < 5
             5
       x<       [Dividing both sides by 3]
             3
If (3x + 2) be negative, then 3x  2 = – (3x + 2)
That is, – (3x + 2) < 7
[We know, 5 > 3 but –5 < –3. For this inequality sign (>, <) changes when we multiply by
a negative number]
Or,     3x + 2 > – 7 [Multiplying both sides by –1]
Or,     3x + 2 – 2 > – 7 – 2 [Subtracting 2 from both sides.]
Or,     3x > – 9
       x > – 3 [Dividing both sides by 3]
                                 5
Therefore, the solutions is x < and x > – 3.
                                 3
                                       5
And the solution set, S = {x  R: x < and x > – 3}. The number line representing
                                       3
solution set is as follows:–7 –6–5 –4 –3 –2 –1 0 1 2 3 4 5 6 7
                                    Number line 5
                                    Figure – 1.2   3
1.13 Imaginary numbers: Square root of negative numbers is called imaginary numbers,
because square of any real number is positive only. As for example
   2 ,  3,  4 ,  9 etc. are imaginary numbers. Imaginary number  1 is always
denoted by i, that is, i =  1 . So, i 2 = –1 and i 3  i 2 .i  1.i  i . Therefore,
   9  (1).9   1. 9  i3  3i .
1.14 Complex numbers: If ‘a’ and ‘b’ are two real numbers then the number of the form
a+ib is known as a complex number. It has a real part, ‘a’ and the imaginary part, ‘b’. As
for example 4 + i3, 0 + i2, 2 + i0, 3 + i5 and 3 – i5 are complex numbers. The complex
number z = (a – ib) is the conjugate of z = (a + ib).
We can express every real number as complex number. As for example, complex form of
real numbers 3, 4.5 and – 3.2 are 3 + i0, 4.5 + i0 and – 3.2 + i0 respectively.
Example: Multiply 3 + i5 and 3 – i5.
                                             9
                                   S. M. Shahidul Islam
1.15 Number systems in chart: From the above discussion we now present the various
number systems in the form of following chart:
Number system
Complex number
Prime number
Figure – 1.3
1.16 Exercise:
    1. Define with examples: (i) counting number, (ii) decimal fraction number, (iii) co-
       prime numbers.
    2. Is it possible to convert every real number as complex number? And how?
    3. Is every integer number rational number? Discuss your opinion.
                                               10
                                    Number system
                                           11
                                       S. M. Shahidul Islam
                                                                                        02
                                                                                    Chapter
                                                                          Set Theory
Highlights:
   2.1   Introduction                             2.7 Relation
   2.2   Definition of Set                        2.8 Venn diagram
   2.3   Elements of a set                        2.9 Number of elements in a finite set
   2.4   Methods of describing a set              2.10 De-Morgan’s laws
   2.5   Types of sets
   2.6   Operations on sets
                                                  2.11 Some worked out example
                                                  2.12 Exercise
2.1 Introduction: Some simple concepts about groups or collections or sets are core ideas
in mathematics. We use braces to indicate a set, and specify the members or elements of
the set within the braces. The concepts of sets are used not only in mathematics but also in
statistics and many other subjects. Here we shall discuss the concepts of sets and a few
applications in business problems.
2.3 Elements of a set: The objects that make up a set are called the elements or members
of the set. If a be element of set A then we write aA and is read as ‘a belongs to A’. And
if c is not an element of set A then we write cA and is read as ‘c does not belong to A.’
Example: Let a set, A = {1, 2, 3, 4}. Here 1, 2, 3 & 4 are the elements of the set A, that is
1 A, 2 A, 3 A and 4A.
                                               12
                                         Set theory
2.4 Methods of describing a set: There are two methods of describing a set. First one is
Tabular/Roster/Enumeration method and second one is Selector/Property builder/Rule
method.
i) Tabular method: In this method we enumerate or list all the elements of the set within
second brackets.
Example: A = {a, b, c, d}, B = {0, 1, 2, 3}, etc.
ii) Selector method: In this method the elements are not listed but are indicated by
description of their characteristics.
Example: A = {x: x is a vowel in English alphabet}
2.5 Types of sets: There are various types of sets. We describe below a few of them:
1) Finite set: When the elements of a set can be counted by a finite number then the set is
called a finite set.
Example:         A = {1, 2, 3, 4}
                 B = {1, 2, 3, . . ., 1000}
                 C = {x: 2  x  100 and x is even integer}
2) Infinite set: If the elements of a set cannot be counted in a finite number, the set is
called an infinite set.
Example: N = {1, 2, 3, . . .}
           B = {x: x be even integer numbers}
3) Singleton: The set, which contains only one element is called a singleton or a unit set.
Example:       A = {1}
               B = {}
               C = {x: x is an integer neither positive nor negative}
               D = {x  6 < x < 8 and x is an integer number}
4) Null or Empty set: The set, which has no element, is called null or empty or void set.
Generally it is denoted by a Greek letter  (phi).
Example:        = { }
                A = {x: 6 < x < 7 and x is an integer number}
5) Equal set: Two sets A and B are said to be equal if every element of A is also an
element of B and every element of B is also an element of A.
Example:       A ={1, 2, 3}
B = {1, 2, 3}
Here every element of A is also element of B and every element of B is also element of A.
So set A and set B is equal set.
                                             13
                                   S. M. Shahidul Islam
6) Equivalent set: If the element of a set can be put into one to one correspondence with
the elements of another set, then the two set are called equivalent set. The symbol ‘ ’ is
used to denote equivalent sets.
Example:       A = {1, 2, 3, 4}
               B = {a, b, c, d}
Here, set A  B because it is possible to make one to one correspondence among the
elements of both sets.
N.B: If two sets are infinite sets or contain same number of elements then they are
equivalent sets. Example: Let, A = {x: x  N and x be even integer}
                            and B = {x: x  N and x be odd integer}
                   Then A  B
7) Disjoint Sets: Two or more sets having no common element are called disjoint sets.
Example: Set A = {a, b, c, d} and B = {p, q, r, s, t} are disjoint sets because they have no
common element.
8) Subsets: If every element of a set B is also an element of a set A then, set B is called
subset of A and is written as, B  A or B  A or A  B or A  B
Example:       Let     A = {1, 2, 3, 4, 5, 6}
               And B ={2, 4, 6}
Then B  A because of every element of B is an element of A.
N.B: Every set has its 2n number subsets where n is the number of elements of that set.
Two of them are improper subsets and the remaining are proper subsets.
9) Proper Subset: Set B is called proper subset of super set A if each and every element
of set B are the elements of the set A and at least one element of super set A is not an
element of B.
Example: Let A = {1, 2, 3, 4, 5, 6, 7}
B = {1, 3, 5, 7}
So, B  A
10) Improper Subset: A set itself is a subset of that set and Ø is a subset of every set;
these two subsets are called improper subset.
Example: Let us consider A ={a, b, c}
The subsets of A are {a}, {b}, {c}, {a, b}, {a, c}, {b, c}, {a, b, c}, Ø
Here, we have 2 n = 23 = 8 subsets of A. Subsets {a, b, c} and Ø are improper subset of A
and the remaining are proper subsets of A.
11) Family of sets: The set which all the elements are sets themselves then it is called a
family of sets or set of sets.
Example:        A = {{1}, {2}, {1, 2}, Ø} is a family of sets.
                                            14
                                        Set theory
12) Power set: If a family of sets contains all subset of a set then this family of sets is
called power set of that set.
Example:       Let A = {1, 2, 3}
The subsets of A are Ø, {1}, {2}, {3}, {1, 2}, {1, 3}, {2, 3}, {1, 2, 3}
Then power set of A is P(A) = {Ø, {1}, {2}, {3}, {1, 2}, {1, 3}, {2, 3}, {1, 2, 3}}
13) Universal set: Our discussing sets are subsets of a big set, this big set is known as
universal set of that sets. It is generally denoted by the symbol U.
Example: The set of integers may be considered as a universal set for the set of even
integers and the set of odd integers.
2) Union of sets: The union of two sets A and B is the set consisting of all elements,
which belong to either A or B or both. The union of sets A and B is denoted by AB and
is read as ‘A union B,’ or ‘the union of A and B.’ Symbolically, AB = {x: xA or xB}
Example:       Let,     A = {1, 2, 3, 4, 5} and B = {2, 4, 6}
 A  B = {1, 2, 3, 4, 5, 6}
3) Difference of two sets: The Difference of two sets A and B is the set of all those
elements, which belong to A and not to B. The difference of sets A and B is denoted by
A – B or A ~ B and is read as “ A difference B,” or “ the difference of A and B.”
Symbolically, A – B = {x: x  A and x  B}
Example:      Let, A = {1, 3, 5}, B = {4, 5, 6}
 A – B = {1, 3} and B – A = {4, 6}.
4) Symmetric difference of two sets: If A and B are two sets, then the set (A– B)(B–A)
is called the symmetric difference of two sets and is written as A ∆ B. That is, the
symmetric difference of two sets A and B is the set of all those elements of A and B,
which are not common to both A and B. We have to note that A ∆ B = B ∆ A.
Example: If A = {a, b, c, d} and B = {b, c, d, e, f} then
           A – B = {a} and B – A = {e, f}
So, A ∆ B = (A – B)  (B – A) = {a, e, f}.
                                            15
                                     S. M. Shahidul Islam
5) Complement of a set: The complement of a set is the set of all elements, which do not
belong to that set. The compliment of the set A is A/ or Ac = U – A = {x: x  U and xA}.
Example: Let, U = {1, 2, 3, 4, 5, 6} and A = {1, 3, 5}
           Then, Ac or A/ = U – A = {2, 4, 6}
6) Cartesian product: If A and B be any two sets, then the set of all ordered pairs whose
first element belongs to set A and second element belongs to set B is called the Cartesian
product of A and B and is denoted by A  B.
         i.e. A  B = {(x, y): x  A, y  B}
N.B: An ordered pair of objects consists of two elements a and b written in parentheses
(a, b). The ordered pair (a, b) and (b, a) are not same, i.e., (a, b) ≠ (b, a). Two ordered
pairs (a, b) and (c, d) will be equal if a = c and b = d.
Example: Let A = {1, 2}, B ={a, b}
                  A  B = {(1, a), (1, b), (2, a), (2, b)}
               And B  A = {(a, 1), (a, 2), (b, 1), (b, 2)}
         So, A  B ≠ B  A
2.7 Relation: If A and B be two sets then non empty subset of ordered pairs of Cartesian
product, A  B is called relation of A and B and is denoted by R. If we consider x  A and
y  B then (x, y)  R.
Example (i): If A = {1, 2, 3} and B = {3, 5} then A  B = {(1, 3), (1, 5), (2, 3), (2, 5), (3,
3), (3, 5)}. So, the relation x < y where x  A and y  B is R = {(1, 3), (1, 5), (2, 3), (2, 5),
(3, 5)}.
Example (ii): If A = {$4, $7, $8} is a set of cost of per unit product and B = {$5, $8} is the
set of selling price of per unit product of a production firm. Find the profitable relation
between cost and selling price.
Solution: Here, A  B = {($4, $5), ($4, $8), ($7, $5), ($7, $8), ($8, $5), ($8, $8)}
A firm becomes profitable if its selling price of per unit product is greater than the cost of
per unit product. So, the profitable relation, R = {($4, $5), ($4, $8), ($7, $8)}. (Answer)
2.8 Venn diagram: The Venn diagrams are named after English Logician John Venn. In
this diagram, the universal set U is denoted by a region enclosed by a rectangle and one or
more sets are shown by circles or closed curves within this rectangle. These circles or
closed curves intersect each other if there are any common elements among them if there
are no common elements then they are shown separated. This diagram is useful to
illustrate the set relations, the set operations etc.
Example: Let A = {1, 2, 3}, B = {2, 3, 4} and U = {1, 2, 3, 4, 5, 6}. Various relation and
operations are shown bellow by the Venn diagrams:
                                               16
                                          Set theory
      U
              A                   B
                        2
              1               3
                        4
5 6
Venn diagram
Figure – 2.1
2.9 Number of elements in a finite set: It is very important to find out the number of
elements in a finite set in the solution of the practical problems. Generally, if A be a set
then n(A) means the number of elements of the set A. Such as if A = {a, b, c, d, e, f, g}
then n(A) = 7; if B = {1, 3, 5, 7} then n(B) = 4 and if C = {x: x be even integer numbers
between 3 to 15} then n(C) = 6 etc.
Let A and B be two disjoint sets that means they have no common element then total
elements of the both sets will be n(A  B).
So,      n(A  B) = n(A) + n(B)                   - - - (i).
But, if A and B are not disjoint sets that means they have some common elements then
total elements of both sets will be
         n(A  B) = n(A) +n(B) – n(A  B) - - - (ii)
Similarly, if A, B and C be three disjoint sets then,
n(ABC) = n(A) + n(B) + n(C)             - - - (iii)
But if A, B and C are not disjoint sets then,
n(ABC) = n(A) + n(B) + n(C)– n(AB)– n(AC) – n(BC)+ n(ABC) - - - (iv)
For disjoint cases, each of n(AB), n(AC), n(BC) and n(ABC) is 0. So, formula
(ii) and (iv) are main.
                                             17
                                   S. M. Shahidul Islam
                                            18
                                          Set theory
Solution: Given that A = {5, 10, 12, 15, 19}, B = {3, 10, 15} and C = {7, 10}
                So, A  B = {5, 10, 12, 15, 19}  {3, 10, 15}
                          = {3, 5, 10, 12, 15, 19}          (Answer)
In the selector method, A  B = {x: x = 3 or 5 or 10 or 12 or 15 or 19}
 And B  C = {3, 10, 15} {7, 10}
              = {10}
In the selector method, B  C = {x: x = 10}                 (Answer)
Example (2): Let A ={1, 2, 3, 4}, B ={2, 4, 6, 8} and C = {3, 4, 5, 6}. Determine (i) A–B,
(ii) B – C, (iii) B – B                 [RU-1993 Mgt.]
Solution: Given that A = {1, 2, 3, 4}, B = {2, 4, 6, 8} and C = {3, 4, 5, 6}.
     (i)     A – B = {1, 2, 3, 4} – {2, 4, 6, 8} = {1, 3}
     (ii)    B – C = {2, 4, 6, 8} – {3, 4, 5, 6} = {2, 8}
     (iii)   B – B = {2, 4, 6, 8} – {2, 4, 6, 8} = 
Example (3): Let A = {a, b, c, d}. Find the power set P(A). [NU-1999 Mgt., AUB-1998
B.B.A, RU-1993 A/C]
Solution: The subsets of A are
          {a}, {b}, {c}, {d}, {a, b}, {a, c}, {a, d}, {b, c}, {b, d}, {c, d}, {a, b, c}, {a, b,
d},
          {a, c, d}, {b, c, d}, {a, b, c, d}, .
So, the Power Set P(A) ={{a}, {b}, {c}, {d}, {a, b}, {a, c}, {a, d}, {b, c}, {b, d}, {c, d},
                             {a, b, c}, {a, b, d}, {a, c, d}, {b, c, d}, {a, b, c, d}, }
Example (4): Let A = {1, 2, 3}, B = {1, 2}, C = {2, 3}, and D = {1, 3}. Prove that
P(A) = {A, B, C, D, {1}, {2}, {3}, Ø}.
Solution: Given that A = {1, 2, 3}
                         B = {1, 2}
                         C = {2, 3}
                         D = {1, 3}
The subsets of A are {1}, {2}, {3}, {1, 2}, {1, 3}, {2, 3}, {1, 2, 3}, Ø
 The power set of A, P(A) = {{1}, {2}, {3}, {1, 2}, {1, 3}, {2, 3}, {1, 2, 3}, Ø}
                                = {{1, 2, 3}, {1, 2}, {2, 3}, {1, 3}, {1}, {2}, {3}, Ø}
                                = {A, B, C, D, {1}, {2}, {3}, Ø}           (Proved)
Example (5): If set A = {a, b, c}, set B = {b, c, d} and the universal set U ={a, b, c, d, e}
then verify De-Morgan’s laws.                     [AUB-2002 M.B.A]
Solution: Given that, A = {a, b, c}, B = {b, c, d} and U ={a, b, c, d, e}
        Then A/ = U – A = {a, b, c, d, e}–{a, b, c} = {d, e},
              B/ = U – B = {a, b, c, d, e}–{b, c, d} = {a, e},
              A  B = {a, b, c}{b, c, d} = {b, c},
              A  B = {a, b, c}{b, c, d} = {a, b, c, d},
              (A  B)/ = U – (A  B) = {a, b, c, d, e} – {a, b, c, d} = {e},
                                              19
                                     S. M. Shahidul Islam
Example (6): If A = {1, 4}, B = {4, 5}, C = {5, 7}, verify that,
A  (B  C) = (A  B)  (A  C)
Solution: Given that A = {1, 4}
B = {4, 5}
C = {5, 7}
       B  C = {4, 5}  {5, 7}
                = {5}
 L.H.S.      =      A  (B  C)
                     =       {1, 4}  {5} [Putting the value of (B  C)]
                     =       {(1, 5), (4, 5)}
R.H.S.       =      (A  B)  (A  C)
                     =       ({1, 4}  {4, 5})  ({1, 4}  {5, 7})
                     =       {(1, 4), (1, 5), (4, 4), (4, 5)}  {(1, 5), (1, 7), (4, 5), (4, 7)}
                     =       {(1, 5), (4, 5)}
 L.H.S.      =      R.H.S.                                 (Verified)
Example (7): Let A, B and C be any there sets. Prove that A(BC) = (AB)  (AC).
[RU-1981 A/C]
Solution: Let x be any element of A  (B  C)
           Then by the definition of intersection,
               x  A  (B  C)               x  A and x  (B  C)
       x  A and (x  B or x  C)
       (x  A and x  B) or (x  A and x  C)
       x  (A  B) or x  (A  C)
                                             x  (A  B)  (A  C)
i.e. A  (B  C)             (A  B)  (A  C) - - - (i)
           Again let y be any element of (A  B)  (A  C)
           Then by the definition of union,
               y  (A  B)  (A  C)                y  (A  B) or y  (A  C)
       (y  A and y  B) or (y  A and yC)
       y  A and (y  B or y  C)
       y  A and y (B  C)
       y  A  (B  C)
i.e. (A  B)  (A  C)               A  (B  C) - - - (ii)
                                               20
                                        Set theory
Example (8): If A, B and C be any three sets, then prove that A- (BC) = (A-B)  (A-C)
[NU-1998 A/C]
Solution: Let x be any element of A - (B  C)
            Then by the definition of difference,
                x  A-(B  C)                 x  A and x  (B  C)
        x  A and (x  B and x  C)
        (x  A and x  B) and (x  A and x  C)
        x  (A - B) and x  (A - C)
        x  (A - B)  (A - C)
i.e. A - (B  C)               (A - B)  (A - C) - - - (i)
             Again let y be any element of (A - B)  (A - C)
             Then by the definition of union,
                y  (A - B)  (A - C)         y  (A - B) and y  (A - C)
                                              (y  A and x  B) and (y  A and x  C)
                                              y  A and (y  B and y  C)
                                              y  A and y  (B  C)
                                              y  A- (B  C)
i.e., (A - B)  (A - C)        A - (B  C)        - - - (ii)
    From (i) and (ii), we have, A - (B  C) = (A-B)  (A-C)             (Proved)
Example (10): If n(U) = 800, n(A) = 200, n(B) = 300, n(AB) = 150, then find n(A/B/)
where A, B are two sets and U is the universal set.        [RU-1984, 85, NU-1998 A/C]
Solution: Given that, n(U) = 800, n(A) = 200, n(B) = 300, n(AB) = 150, n(A/B/) = ?
From De-Morgan’s laws, we know that, (A  B)/ = A/  B/.
So, n(A/B/) = n((A  B)/) and n((A  B)/) = n(U) – n(AB).
We also know, n(AB) = n(A) + n(B) – n(AB)
                        = 200 + 300 – 150
                        = 350
                                            21
                                    S. M. Shahidul Islam
Example (11): Dhaka city has a total population of 8000000. Out of it 1800000 are
service holders and 1000000 are businessmen while 120000 are in both positions. Indicate
how many people are neither service holders nor businessmen.        [AUB-2002 M.B.A]
Solution: Let P, S and B denote the sets of total people, service holders and businessmen
respectively. So, n(P) = 8000000, n(S) = 1800000, n(B) = 1000000 and n(SB) = 120000
So, the number of people who are at least one position is n(S  B).
We know that, n(S  B) = n(S) + n(B) – n(S  B).
                          = 1800000 + 1000000 – 120000
                          = 2680000
So, the number of people who are neither service holder nor businessman
                          = n(P) – n(S  B)
                          = 8000000 – 2680000
                          = 5320000.        [Answer]
Example (12): A roads and highway construction firm has 33 bulldozer drivers, 22 crane
drivers and 35 cement-mixture drivers. Of the drivers 14 persons can drive both mixture
and dozer, 10 persons can drive both mixture and crane, 10 persons can drive both dozer
and crane and 4 persons can drive all the three machines. Determine the total number of
drivers of the firm.           [DU-1987 mgt., RU-1984 mgt.]
Solution: Let, the set of bulldozer drivers be A, the set of crane drivers be B and the set of
cement-mixture drives be C.
So, n(A) = 33, n(B) = 22, n(C) = 35, n(AB) = 10, n(BC) = 10, n(AC) = 14 and
n(ABC) = 4.
       the total number of drivers, n(ABC) = ?
We know that,
n(ABC) = n(A) + n(B) + n(C) – n(AB) – n(AC) – n(BC) + n(ABC)
             = 33 + 22 + 35 – 10 – 10 – 14 + 4
             = 60
Therefore, the firm has total 60 drivers. (Answer)
Example (13): A company studies the product preferences of 25,000 consumers. It was
found that each of the products A, B and C was liked by 8000, 7000 and 6000 respectively
and all the products were liked by 1500. Products A and B were liked by 3000, products A
and C were liked by 2000 and products B and C were liked by 2200. Prove that the study
results are not correct.             [AUB-2003 B.B.A]
                                             22
                                         Set theory
Solution: Let A, B and C denote the set of consumers who like products A, B and C
respectively. The given data means n(A) = 8000, n(B) = 7000, n(C) = 6000, n(AB) =
3000, n(BC) = 2200, n(AC) = 2000, n(ABC) = 1500 and n(ABC) = 25,000.
We know that
n(ABC) = n(A) + n(B) + n(C) – n(AB) – n(AC) – n(BC) + n(ABC)
             = 8000 + 7000 + 6000 – 3000 – 2200 – 2000 + 1500
             = 15,300 ≠ 25,000
This shows that the study results are not correct.
Example (14): Out of 1200 students of a college, 400 played cricket, 350 played football
and 512 played table tennis: of the total 100 played both cricket and football; 142 played
football and table tennis; 95 played cricket and table tennis; 50 played all the three games.
(i) How many students did not play any game? (ii) How many students played only one
game? [AUB-2002 B.B.A]
Solution: Let the C, F and T denote the sets of players playing cricket, football and table
tennis respectively. And S represents the set of total students. Now we are given that
n(C) = 400, n(F) = 350, n(T) = 512, n(CF) = 100, n(FT) = 142, n(CT) = 95,
n(CFT) = 50 and n(S) = 1200.                U
                                                           T
                                             F
                                                 T
                                                  Figure – 2.2
(i) Number of students who played at least one game is given by
 n(CFT) = n(C) + n(F) + n(T) – n(CF) – n(FT) – n(CT) + n(CFT)
             = 400 + 350 + 512 – 100 – 142 – 95 + 50
             = 975
So, number of students who did not play any game = n(S) – n(CFT)
                                                    = 1200 – 975
                                                    = 225     (Answer)
(ii) We know, the number of students who played cricket, n(C) = 400. This contains
     a) The students who played cricket only.
     b) The students who played cricket and football, n(CF)
     c) The students who played cricket and table tennis, n(CT)
     d) The students who played cricket, football and table tennis, n(CFT)
Now from the Venn diagram we get:
The number of students who played cricket only
= n(C) – n(CF) – n(CT) + n(CFT)
                                             23
                                    S. M. Shahidul Islam
        = 400 – 100 – 95 + 50
        = 255
Similarly,
 The number of students who played football only
= n(F) – n(CF) – n(FT) + n(CFT)
        = 350 – 100 – 142 + 50
        = 158
And the number of students who played tennis only
= n(T)–n(FT)–n(CT) + n(CFT)
        = 512– 142 – 95 + 50
        = 325
So, the number of students who played only one game = 255 + 158 + 325
                                                    = 738             (Answer)
                                                              10 p
Example (15): Demand function of a product D =                      and supply function S = p2;
                                                              p3
where p means the price in dollar of the product per unit. Using set theory determine
equilibrium price and quantity.                            [AUB-2003 M.B.A]
                                                           10 p
Solution: Substituting p by 1, 2, 3, . . . etc. in D =           and S = p2 we get the following
                                                           p3
sets of ordered pairs:
{(p, D)} = {(1, – 5), (2, – 20), (3, ∞), (4, 40), (5, 25), (6, 20)}
(Notice that, using p = 7, 8, 9, . . . etc. we can make a larger set.)
{(p, S)} = {(1, 1), (2, 4), (3, 9), (4, 16), (5, 25), (6, 36)}
Let, A = {(p, D)} = {(1, – 5), (2, – 20), (3, ∞), (4, 40), (5, 25), (6, 20)}
And B = {(p, S)} = {(1, 1), (2, 4), (3, 9), (4, 16), (5, 25), (6, 36)}
So, AB = {(5, 25)}
Therefore, equilibrium price, p = $5 and quantity = 25 units.
2.12 Exercise:
    1. Define with examples: (i) set, (ii) subset, (iii) power set, (iv) intersection of sets
    2. What do you mean by  and {}?
    3. What is difference between union and intersection of sets?
    4. Discuss the difference between difference of sets and symmetric difference of sets.
    5. State and prove the De-Morgan’s laws.            [AUB-02, 03, RU-95]
    6. What do you mean by ordered pair?
    7. Let U = {1, 2, 3, 4, 5, 6, 7}, A = {1, 3, 5, 7}, B = {2, 4, 6} and C = {2, 3, 4, 5} then
       find the following sets: a) AB, b) AB, c) BC, d) A/, e) B/, f) A/  B/, g)
                                              24
                                          Set theory
                                              25
                               S. M. Shahidul Islam
    studied Business Mathematics and Management; 11 studied all the three subjects.
    (i) How many students did not study any subject? (ii) How many students studied
    only one subject? [Answer: 106, 235]
25. A town has a total population of 50,000. Out of it 28,000 read Ittefaq and 23,000
    read Inclub while 4,000 read both the papers. Determine how people read neither
    Ittefaq nor Inclub? [Answer: 3,000]
26. A company studies the product preferences of 20,000 consumers. It was found that
    each of the products A, B and C was liked by 7500, 6500 and 5500 respectively
    and all the products were liked by 1230. Products A and B were liked by 2500,
    products A and C were liked by 2300 and products B and C were liked by 2530.
    Prove that the study results are not correct.
27. A class of 60 students appeared for an examination of Mathematics, Statistics and
    Economics. 25 students failed in Mathematics, 24 failed in Statistics, 32 failed in
    Economics, 9 failed in Mathematics alone, 6 failed in Statistics alone; 5 failed in
    Statistics and Economics only and 3 failed in Mathematics and Statistics only.
    (i)How many students failed in all three subjects? (ii) How many students passed
    in all three subjects? [Answer: (i) 10, (ii) 10]
                                          5p  2
28. Demand function of a product D =              and supply function S = p2 + 2; where p
                                           p 3
    means the price in taka of the product per unit. Using set theory determine
    equilibrium price and quantity.        [Answer: p = 4 and quantity = 18]
                                         26
                                        Progressions
                                                                                      03
                                                                                    Chapter
                                                  Progressions (AP & GP)
Highlights:
   3.1   Introduction                          3.6   Theorem of arithmetic series
   3.2   Sequence                              3.7   Theorem of geometric series
   3.3   Series
   3.4   Arithmetic progression (A.P)
                                               3.8   Some worked out examples
   3.5   Geometric Progression (G.P),          3.9   Exercise
3.1 Introduction: Arithmetic and geometric series are two special types of series
increasing or decreasing by an absolute quantity or a certain ratio. In this chapter we shall
discuss the methods of finding different terms and summations of the series with
sequences and progressions. We shall also try to show some applications.
3.2 Sequence: A set of numbers that are arranged according to some definite law is called
a sequence. Each number of a sequence is called the term so that we have the first term,
second term and so on. If the nth term of a sequence be un then the sequence is denoted by
{un} or, < un > or, < u1, u2, u3, ..., un, . . . >.
Example:      i) The sequence of natural number < 1, 2, 3, ..., n, ... > is denoted by < n >
              or, {n}
              ii) < n2 > means of sequence < 12, 22, 32, ... > or, < 1, 4, 9, ... >
              iii) < (-1) n-1.4n > means the sequence < 4, -16, 64, ... >
3.3 Series: A Series is an expression consisting of the sum of the terms in a sequence. The
sequence < un > forms the series u1 + u2 + u3 + ... + un + .... As for example 1 + 2 + 3 + 4
+ ... is a series.
                                             27
                                      S. M. Shahidul Islam
a + (a +d) + (a +2d) + (a + 3d) + . . . +{a +(n – 1)d}+ . . . is the standard form of arithmetic
series where a, d and n are first term, common difference and number of terms
respectively.
3.6 Theorem of arithmetic series: If “a” be the first term and “d” be the common
difference of an arithmetic series, then
    1) nth term = a + (n – 1)d and
                                     n
    2) sum of first n terms, Sn = 2 {2a + (n – 1) d}
Proof: 1) Given that, first term = a
                Common difference = d
        So,     2nd term = a + d = a + (2 – 1) d
                3rd term = a + d + d = a + 2d = a + (3 – 1)d
                4th term = a + 2d + d = a + 3d = a + (4 – 1 )d
        Thus, let mth term = a + (m –1)d
        So, (m + 1)th term = a + (m –1)d + d
                              = a + (m – 1 +1) d
                              = A + {(m + 1) – 1} d
        That is, for all n Є N, the nth term = a + (n – 1)d.    (Proved)
                                                28
                                             Progressions
3.7 Theorem of geometric series: If “a” be the first term and “r” be the common ratio of
a geometric series, then
       1) nth term = a r n 1
                                        a(r n  1)
       2) Sum of first n terms, S n                , when r >1
                                            r 1
                                        a(1  r n )
                                     =              , when r <1
                                          1 r
Proof: 1) Given that, first term = a and common ratio = d
       So,     2nd term = a ×d        = ad = a d 21
               3rd term = ad ×d       = a d 2 = ad 31
               4th term = a d 2 × d = ad 3  ad 41
       Thus, let mth term = ad m1
       So, (m + 1)th term = ad m1 × d
                              = ad m
                              = ad ( m1)1
       That is, for all n Є N, the nth term = a r n 1         (Proved)
    2) Since S n is the sum of first nth terms of the given series,
        S n = a  ar  ar 2  . . .  ar n2  ar n1        . . . (i)
       Multiplying both sides by r, we get
       r S n = ar  ar 2  ar 3  . . .  ar n1  ar n     . . . (ii)
       Subtracting (ii) from (i), we get
        S n – r S n = a  ar n
       Or,      (1 – r) S n = a(1  r n )
                  a(1  r n )
       So, S n               , r≠1                       . . . (iii)
                    1 r
       Changing the signs of the numerator and denominator, we can also write
                   a(r n  1)
              Sn              , r≠1                      . . . (iv)
                     r 1
       It is convenient to use form (iii) when r < 1 and form (iv) when r >1. So,
                                    a(r n  1)
       Sum of first n terms, S n               , when r >1
                                      r 1
                                    a(1  r n )
                                  =             , when r <1
                                      1 r
                                      a
Note: Sum of infinite terms, S          , when | r | < 1
                                    1 r
                                  = not found, when | r | > 1
                                                   29
                                  S. M. Shahidul Islam
Example (2): The mth term of an A.P is n and the nth term is m. Show that the rth term is
(m + n – r) and the (m + n)th term is 0. [AUB-2003 B.B.A]
Solution: Let a be the first term and d be the common difference of the given series.
       So,     n = a + (m –1)d       . . . (i)
               m = a + (n –1)d       . . . (ii)
       Doing (i) – (ii), we have
               n – m = md – nd
       Or,     (n – m) = (m – n)d
                      ( m  n)
       Or,     d =
                      ( m  n)
       So,     d =–1
       Substituting the value of d in (i), we get
               n = a + (m – 1)( – 1)
       Or,     n=a–m+1
       So,     a = m + n –1
       Therefore, the rth term = a + (r –1)d
                                = m + n –1 + (r –1)( –1) [Putting value of a & d]
                                = m + n – 1– r + 1
                                =m+n–r
                                            30
                                        Progressions
Example (3): If a, b, c are the sums of p, q, r, terms respectively of an A.P, show that
                a(q  r )    b( r  p     c( p  q)
                           +           +            =0
                    p            q            r
Solution: Let, 1st term = m and the common difference = n. Then
                                p
       Sum of pth terms, a = 2 {2m + (p –1) n}
                                q
       Sum of qth terms, b = 2 {2m + (q – 1) n}
                                     r
       And sum of rth terms, c = 2 {2m + (r – 1) n}
         a(q  r )    b( r  p     c( p  q)
L.H.S =             +          +
            p             q            r
  p                   (q  r )     q                   (r  p) r                  ( p  q)
= 2 {2m + (p –1)n}×            + 2 {2m + (q –1)n}×            + 2 {2m + (r-1)n}×
                          p                               r                           r
  1
= 2 [{2m + (p –1)n}×(q – r) +{2m + (q –1)n}×(r – p) + {2m + (r –1)n}×(p –q)]
   1
= 2 (2qm + pqn – qn – 2rm – prn + rn + 2rm + qrn – rn – 2pm – pqn + pn +
      2mp + prn – pn – 2qm – qrn + qn)
  1
=2 ×0
= 0 = R.H.S
So, L.H.S = R.H.S                                (Proved)
Example (4): The first term and the last term of an A.P are respectively –4 and 146, and
the sum of the A.P = 7171. Find the number of terms of the A.P and also its common
difference.
Solution: We have, the first term, a = – 4, the last term, l =146.
         Let n be the number of terms of the A.P and d be the common difference.
        So, the summation of n terms, Sn = 7171.
                            n( a  l )
        We know,       Sn 
                                2
                               n(4  146)
            Or,        7171 =
                                      2
                                             31
                                   S. M. Shahidul Islam
                              n  142
           Or,        7171 =           71n
                                 2
           Or,         7171 = 71n
                              7171
           Or,            n =
                                71
           So,           n = 101
       Therefore, the number of terms of this A.P is 101.      (Answer)
       We also know that,
               nth term = a + (n –1)d
       Here, last term means the 101st term.
       So,     146 = – 4 + (101 –1)d
       Or,     146 = – 4 +100 d
       Or,     100d = 146 + 4
       Or,      100d = 150
       So,        d = 1.5
       Therefore, the common difference is 1.5.           (Answer)
Example (5): A farmer agrees to repay debt of Tk. 6682 in a number of installments, each
installment increasing the previous one by Tk. 5. If the first installment be of Tk. 1, find
how many installments will be necessary to wipe out the loan completely? [AUB-2000]
Solution: Since every installments (terms) increase by 5 taka, the problem is an A.P of
        First installment (term), a = 1 taka
        Common difference, d = 5 taka
        Let n be the number of installments (terms) to wipe out the loan.
        So, summation of n installments means total loan, Sn = 6682 taka
                               n
        We know that, Sn = {2a + (n –1) d}
                               2
                                  n
                Or,    6682 = {2×1 + (n-1) 5}
                                  2
                Or,    13364 = n (2 + 5n – 5)
                Or,    13364 = n (5n – 3)
                Or,    5n² – 3n –13364 = 0
                Or,    5n² – 260n + 257n –13364 = 0
                Or,    5n(n – 52) + 257(n – 52) = 0
                Or,    (n – 52) (5n + 257) = 0
                So,    n – 52 = 0             n = 52
                                                     257
                Or,    5n + 257 = 0           n=–         (Not acceptable)
                                                      5
        Hence, the number of installments is 52                    (Answer)
                                            32
                                       Progressions
Example (6): A man saved $16500 in ten years. In each year after the first he saved $100
more than he did in the preceding year. How much did he save in the first year? [AUB-
2002 BBA]
Solution: Since each savings increases by $100, it is an A.P of
       Common difference, d = $100
       Number of terms (years), n = 10
       Summation of n terms (total savings), Sn = $16500
       First term (savings), a =?
                             n
       We know that, Sn = 2 {2a + ( n –1) d}
                                10
                Or,    16500 = 2 {2a + (10 – 1) 100}
                Or,    16500 = 5 {2a + 900}
                Or,    10a + 4500 = 16500
                Or,    10a = 16500 – 4500
                Or,    10a = 12000
                              12000
                Or,      a = 10
                So,      a = 1200
       Therefore, he saved $1200 in the first year.              (Answer)
                                            33
                                     S. M. Shahidul Islam
                                   1     2     4            5
                                           2      3
                                   5     5      5
                              1
       Here, 1st term, a =
                              5
                                       2
                                      2
                                              2 5     2
               Common ratio, r = 5   2   
                                      1      5 1      5
                                      5
                      2     2
       And | r | = |  | = <1, so the series has an infinite summation.
                      5     5
       We know that the infinite summation,
               a
       S 
             1 r
                   1
          =        5
                   2
             1  
                   5
                1
          = 5
                  2
             1
                  5
             1 5
          = 
             5 7
             1
          =                     (Answer)
             7
Example (9): If the value of a flat depreciated by 25% annually, what will be its estimated
value at the end of 5 years if its present value is Tk. 15,00,000? [AUB-2001 BBA]
Solution: It is clear that the value of at the end of first, second, third, fourth and fifth years
from a G.P with common ratio, r = (100 – 25)%
                                     = 75%
                                               34
                                      Progressions
                                       75
                                 =
                                      100
                                      3
                                   =
                                      4
                                   = 0·75
The value at the end of 5th year = the value at the beginning of 6th year
Here, the value at the beginning of 1st year, a =15,00,000 taka.
So, the value at the beginning of 6th year = a r 61
                                           = a r5
                                           = 15,00,000 (0·75)5 taka
                                           =15,00,000 × 0.2373046 taka
                                           =3,55,957·03 taka.
Therefore, the estimated value at the of 5th year is 3,55,957·03 taka.    (Answer)
Example (10): If the population of a town increases 2.5% per year and the present
population is 26,24,000, what will be the population in three years time? What was it a
year ago?
Solution: Since, the population increases by the percentage (ratio) 2.5%, it is a G.P of
       The first term (present population), a = 26,24,000
       Common ratio, r = (100 + 2.5)%
                         = 102.5%
                           102.5
                         
                            100
                          1.025
The population in three years = the population at the beginning of 4th year.
We know that nth term = a r n 1
The population will be in three years time = a r 41      [4th term = a r 41 ]
                                           = a r3
                                            26,24,000  (1.025) 3
                                          = 2,82,55,761               (Answer)
                                    01
The population of a year ago = a r
                             = a r 1
                               26,24,000  (1.025) 1
                             = 25,60,000               (Answer)
                                           35
                                    S. M. Shahidul Islam
3.9 Exercises:
    1. Define with examples: (i) sequence, (ii) series
    2. Discuss the differences of series and sequence.
    3. What is difference between arithmetic and geometric series?
    4. Find the sum of the following series:
             (i)    7 + 10 + 13 + . . . up to 40th term. [Answer: 2620]
                          1           1
             (ii)   5  7  10  12  . . .  25th term. [Answer: 875]
                          2           2
    5. How many natural numbers within 1 and 1000, which are divisible by 5? And find
        their sum. [Answer: 200 and 100500]
    6. Find the sum of natural numbers from 1 to 200 excluding those divisible by 5.
        [Hints: Sum = (1+2+3+ . . . +200) – (5+10+15+ . . . +200)] [Answer: 16000]
    7. The 7th and the 9th terms of an A.P are respectively 15 and 27. Find the series of
        the A.P and the sum of first 50 terms. [Answer: 3 + 6 + 9 +12 + . . . and 3825]
    8. The first term of an A.P series is 2, the nth term is 32 and the sum of first n terms
        is 119. Find the series. [Answer: 2 + 7 + 12 + 17 + . . .]
    9. The sum of the first n terms of the A.P series 13 + 16.5 + 20 + . . . is the same as
        the sum of the first n terms of the A.P series 3 + 7 + 11 + . . .. Calculate the value
        of n. [Answer: 41]
    10. A man secures an interest free loan of $14500 from a friend and agrees to repay it
        in 10 installments. He pays $1000 as first installment and then increases each
        installment by equal amount over the preceding installment. What will be his last
        installment? [Answer: $1900]
    11. A firm produced 500 sets of close circuit TV during its first year and increased its
        production each year uniformly. The total sum of the productions of the firm at the
        end of 5 years operation was 4500 sets. (i) Estimate by how many units, production
        increased each year. (ii) How many TV sets were produced for the 9th year?
        [Answer: (i) 200, (ii) 2100]
    12. The price of each shares of 100.00 taka of a company increases 10 taka every year.
        A man buys some primary shares. After 10 years, the price of his shares will
        become 5700.00 taka. What is the price of his primary shares? What will the price
        of his shares be after 5 years? [Hints: Let, no. of shares = x, so, 1st term = 100x
        taka and c.d = 10x taka. So, 100x + (10 – 1)10x = 5700 => x = 30] [Answer:
        3000taka and 4200 taka]
    13. Find the 10th term and sum of first 10 terms of the following series:
        1+ 3 + 9 + 27 + . . . [Answer: 19683 and 29524]
    14. If the sum of n terms of a G.P series is 225, the common ratio is 2 and the last term
        (nth term) is 128. Find the value of n. [Answer: 8]
                                             36
                                   Progressions
                                        37
                                      S. M. Shahidul Islam
                                                                                           04
                                                                                        Chapter
                                        Permutation and Combination
Highlights:
    4.1 Introduction                             4.7 Combination
    4.2 Permutation                              4.7.1 Theorem
    4.3 Factorial notation                       4.8 Combinations of n different things
    4.4 Permutations of n different things             taken some or all at a time
    4.5 Permutations of n things not all         4.9 Combinations of n things not all
        different                                      different taken some or all at a time
    4.6 Circular permutation                     4.10 Some worked out examples
                                                 4.11 Exercise
4.1 Introduction: Permutations mean the different arrangements of things from a given
lot taken one or more at a time whereas combinations refer to different sets or groups
made out of a given lot, without repeating any element at a time. The difference between
permutation and combination will be clear by the following illustration of permutations
and combinations made out of a lot of three elements, such as x, y, z.
                       Permutations                 Combinations
(i) one at a time:     {x}, {y}, {z}                {x}, {y}, {z}
(ii) two at a time:    {x, y}, {y, x}, {x, z},      {x, y}, {x, z}, {y, z}
                       {z, x}, {y, z}, {z, y}
(iii) three at a time: {x, y, z}, {x, z, y},        {x, y, z}
                       {y, x, z}, {y, z, x},
                       {z, x, y}, {z, y, x}
In the above example we see that every set represents different combination but a set with
different arrangements of its elements represents different permutation. And no element
appears twice in the sets of permutations or combinations such as {x, x}, {y, y} and {z, z}.
4.2 Permutation: Permutations mean the different arrangements of things from a given
lot taken one or more at a time without repetition of any object. Let us consider three
letters a, b, c. The different arrangements of these three letters taking three at a time are
abc, acb, bac, bca, cab and cba. Thus there are 6 different ways of arranging three distinct
objects when each arrangement is of all the three objects without any repetition of objects.
                                              38
                                Permutation and Combination
4.3 Factorial notation: The product of the first n natural numbers, viz., 1, 2, 3, ..., n, is
called factorial n or n factorial and is written as n or n!.
Thus              n! = 1  2  3  . . .  (n – 1)  n
It follows that n! = n  {(n – 1)!}
                     = n  (n – 1)  {(n – 2)!}
                         ...     ...      ...
                     = n(n –1)(n – 2) ... (n – r +1){(n – r)!}
               6!    6.5.4!
 Illustration:    =          = 6.5 = 30
               4!      4!
Remarks:
  1. n p r = n(n – 1)(n – 2) ... (n – r + 1)
                                               39
                                    S. M. Shahidul Islam
                       n!
       So, n p r 
                     (n - r)!
Example: Find how many three-letter words can be formed out with the letters of the
word EQUATIONS (the words may not have any meaning).
Solution: There are 9 different letters, therefore, n is equal to 9 and since we have to find
three-letter words, r is 3. Hence the required number of words is
                                               40
                               Permutation and Combination
        9          9!
            p3 =
                (9 - 3)!
                9.8.7.(6!)
              =
                     6!
              = 9.8.7 = 504
Example: Indicate how many 4-digit numbers greater than 8000 can be formed from the
digits 5, 6, 7, 8, 9.
Solution: If the digits are to be greater than 8000, then the first digit must be any one of
the 8 and 9. Now the first digit can be chosen in 2 p1 = 2 ways and the remaining three
digits can be any of the four digits left, which can be chosen in 4 p3 ways. Therefore, the
total number of ways
        = 2  4 p3 = 2  4  3  2 = 48
Example: Six papers are set in an examination, of which two are Mathematics. In how
many different orders can the papers he arranged so that the two statistic papers are not
together?      [RU-89]
Solution: The total number of arrangements that can be made of 6 papers is 6!.
Now let the mathematics papers be taken together. These taken as one and the remaining 4
can be arranged amongst themselves in 5! ways. The mathematics papers can be arranged
between them in 2! ways.
 The total number of arrangements in which the mathematics papers can come together
is 5!  2!.
 The number of arrangements in which the two particular papers are not together is
       6! – 5!  2! = 720 – 240 = 480
Example: Find the numbers less than 1000 and divisible by 5 which can be formed with
digits 0, 1, 2, 3, 4, 5, 6, 7 such that each digit does not occur more than once in each
number.
Solution: The required numbers may be of one digit, two digits or three digits and each of
them must end in 5 or 0, except the number of one digit which must end with 5.
The number of one digit ending in 5 is 1.
The number of two digits ending in 5 is 7 p1 – 1
                (Since, the number having 0 as the first position is to be rejected)
The number of two digits ending in 0 is 7 p1
The number of three digits ending in 5 is 7 p 2 – 6 p1
                (Since, the numbers having 0 as the first position are 6 p1 )
The number of three digits ending in 0 is 7 p 2
                                              41
                                      S. M. Shahidul Islam
4.5 Permutations of n things not all different: Let us consider three letters a, b, c. The
different permutations (arrangements) of these three letters taking three at a time are abc,
acb, bac, bca, cab and cba. Thus there are 3! = 6 different ways of arranging three distinct
objects taking all at a time. If we change c by b we get three letters a, b, b but two of them
are each similar to b and the arrangements will be abb, abb, bab, bba, bab and bba in
which three arrangements are same to other three arrangements. So, the actual
                                                                                  3!
permutations will be abb, bab and bba and the number of permutations is 3 =          .
                                                                                  2!
So, by the above discussion we can say that, the number of permutations taking all at a
time of n things of which p things are of one kind, q things are of a second kind, r things
are of a third kind and all the rest are different is given by
               n!
          p!  q!  r!
Example: How many numbers greater than 2000000 can be formed with the digits 4, 6, 6,
0, 4, 6, 3?
Solution: Each number must consist of 7 or more digits. There are 7 digits in all, of which
there are 2 fours, 3 sixes and the remaining numbers are different.
                                7!
 The total numbers are       2 ! 3! = 420
Of these numbers, some begin with zero and are less than one million that must be
rejected.
                                            6!
The numbers beginning with zero are 2 ! 3! = 60
 The required numbers are         420 – 60 = 360
                                                42
                               Permutation and Combination
Example: (i) How many different words can be made out with the letters in the word
ALLAHABAD? (ii) In how many of these will the vowels occupy the even places?
[AUB-01]
Solutions: (i) The word ALLAHABAD consists of 9 letters of which A is repeated four
times, L is repeated twice and the rest all are different.
          9!
        4 !2! = 7560
(ii) Since the word ALLAHABAD consists of 9 letters, there are 4 even places that can be
filled up by the 4 vowels in 1 way only, since all the vowels are similar. Further, the
remaining 5 places can be filled up by the 5 consonants of which two are similar which
                 5!                                                       5!
can be filled in 2! ways. Hence the required number of arrangements is 1 2! = 60.
4.6 Circular permutations: The circular permutations are related with arrangement of
objects as in the case of a sitting arrangement of members in a round table conference. In
this case, the arrangement does not change unless the order changes. Let us consider the
following two arrangements of 4 members:
                         1                                 3
                                   4                                 2
               2                                    4
3 1
Figure 4.1
In the above figure we see that they have changed their positions but both are same
permutation 1234 because their order is not changed.
So, in the circular permutation, the relative position of the other objects depend on the
position of the objects placed first. A new permutation is made by the arrangement of the
remaining objects. Thus, the number of circular arrangements of n objects will be (n–1)!
but not n!. Therefore, the circular arrangement of 4 boys will be in 3! = 3.2.1 = 6 ways.
In the circular permutation, the clockwise and anticlockwise arrangements do not make
any difference. If the neighborhood of one or more is restricted, the arrangement will get
restricted to that extent. If the restriction is that no two similar objects are close to each
other then the number of permutations will be ½{(n – 1)!}. For example if 5 boys are
seated around a table so that all of the permutations have not the same neighbors, then the
required number of permutations will be ½{(n – 1)!} or ½(4.3.2.1) = 12.
                                              43
                                    S. M. Shahidul Islam
Example: In how many ways can 6 science students and 6 arts students be seated around a
table so those no 2 science students are adjacent?
Solution: Let the arts students be seated first. They can sit in 5! ways according to the rule
indicated above. Now since the seats for the science students in between arts students are
fixed. The option is there for the science students to occupy the remaining 6 seats, there
are 6! ways for the science students to fill up the 6 seats in between 6 arts students seated
around a table already. Thus, the total number of ways in which both arts and science
students can be seated such that no 2 science students are adjacent are 5!  6! = 86400
ways.
4.7 Combination: Combinations refer to different sets or groups made out of a given lot
without repeating any object, taking one or more of them at a time neglecting the order. In
other words each of the groups which can be made out of n things taking r at a time
without repeating and regarding the order of things in each group is termed as
                                                     n
combination. It is denoted by nCr or C(n, r) or   .
                                                     r 
4.7.1 Theorem: The number of combinations of n different things taken r at a time are
given by
                             n             n!
                               Cr =                 where (0 ≤ r ≤ n)
                                       r!(n  r )!,
Proof: Let nCr denote the number of combinations of n different things taken r at a time.
So, each of these combinations has r different things.
 If the r different things be arranged among themselves in all possible ways, each
combination would produce r! permutations.
 nCr combinations would produce nCr  r! permutations. But this number is clearly
equal to the number of permutations of n different things taken r things at a time.
Hence          n
                 Cr  r! = nPr
                               n!
Or,            n
                 Cr  r! =
                            (n - r)!
               n                 n!
Or,              Cr      =
                            r! (n - r)!
                       n!
  So,   n
            Cr 
                   r! (n  r )!
                                             44
                                      Permutation and Combination
Example: 11 questions are set in the questions paper of Business Mathematics in a year
final examination. In how many different ways can an examinee choose 7 questions?
Solution: The number of different choices is evidently equal to the number of
combinations of 11 different things taken 7 at a time.
                                              11! 11.10.9.8.7!
 the required number of ways = 11C7 =                           330
                                             7!.4!    7!.4.3.2.1
                             n +1
Example: Show that            Cr = nCr + nCr –1.
                                          n!
Solution: We know that n C r 
                                      r! (n  r )!
           n      n
R.H.S = Cr + Cr –1.
              n!                 n!
       =              
          r! (n  r )! (r - 1)! (n - r  1)!
                  n!                         n!
       =                      
          r (r  1)! (n  r )! (r - 1)! (n - r  1) (n - r)!
                    n!          1           1     
                                     
             (r  1)! (n  r )!  r (n - r  1) 
                                
        =
                    n!            n 1 
             (r  1)! (n  r )!  r(n - r  1) 
        =
                 (n  1)!
        =
             r! (n  r  1)!
                 (n  1)!
        =
             r! (n  1  r )!
            n +1
        =        Cr = L.H.S
                                                       45
                                    S. M. Shahidul Islam
Example: 33% marks have to be secured in each of the 10 subjects in order to pass the
S.S.C examination. In how many ways can a student fail?
Solution: Each subject can be dealt within 2 ways, one the student pass in it other he fail
in it. So, the 10 subjects can be dealt within 210 = 1024 ways. But this number includes
the case in which the student passes in all subjects. Excluding this case, the number of
ways to fail the student is 1024 – 1 = 1023.
4.9 Combinations of n things not all different taken some or all at a time : Let us
consider n things of which p things are of one kind, q things are of a second kind, r things
are of a third kind and all the rest are different. Here, p + q + r ≤ n.
Consider the first kind things. The p things can be dealt in (p + 1) ways, for we may take 1
thing or 2 things or 3 things or . . . or p things or none in any selection. Similarly, the q
like things can be dealt in (q + 1) ways and r like things in (r + 1) ways. Since each way of
any kind things must be associated with the ways of other kind things, the number of ways
is (p + 1)(q + 1)(r + 1).
                                              46
                               Permutation and Combination
The remaining {n – (p + q + r)} things are different. So, these things can be dealt in
2n–p–q–r ways.
Since every thing is associated to each other, the total number of ways
        = (p + 1)(q + 1)(r + 1)( 2n–p–q–r) .
But this number includes the case in which all things are left.
Therefore, the total number of combinations of n things not all different taken some or all
at a time = (p + 1)(q + 1)(r + 1)( 2n–p–q–r) – 1.
Example: Let there are 3 Econo pens, 4 2B pencils, 1 Business Math. book and 1 CD.
Find the number of combinations in which at least one thing is present.
Solution: The 3 Econo pens can be dealt in (3 + 1) = 4 ways, for we may take 1 pen
or 2 pens or 3 pens or none in any selection. Similarly, the 4 2B pencils can be dealt in
(4 + 1) = 5 ways. So, the pens and the pencils can be dealt in 4  5 = 20 ways.
Business Math. book can be dealt within 2 ways, for taken or left. Similarly, the CD can
be dealt within 2 ways, for taken or left. So, the book and the CD can be dealt within
2  2 = 22 = 4 ways.
Since every things is associated with others, the total number of ways = 20  4 = 80.
But this number includes the case in which all things are left. Therefore, the required
number of combinations = 80 – 1 = 79. (Answer)
Another way: Using the above formula, we can find the number of combinations very
easily as (3 + 1)(4 + 1)(22) – 1 = 4  5  4 – 1 = 79.
Example (2): In how many ways can 5 Bengali 3 English and 3 Arabic books he arranged
if the books of each different language are kept together.
Solution: The each language book amongst themselves can be arranged in the following
ways:
                Bengali : 5 books in 5p5 = 5! ways
                English : 3 books in 3p3 = 3! ways
                Arabic : 3 books in 3p3 = 3! ways
                                             47
                                    S. M. Shahidul Islam
Also arrangement of these groups can be made in 3p3 = 3! ways, hence by the fundamental
theorem, the required arrangements are
               5!  3!  3!  3! = 25920
Example (4): How many arrangements can be made with the letters of the word
MATHEMATICS and in how many of them vowels occur together?                [RU-88]
Solution: The word MATHEMATICS consists of 11 letters of which 2 are As, 2 Ms, 2 Ts
and the rest all different.
                                              11!
 The total number of arrangements are                 = 4989600
                                          2!  2!  2!
The word MATHEMATICS consists of 4 vowels A, A, E and I (two are similar). To find
the number of arrangements in which the four vowels occur together, consider the four
vowels as tied together and forming one letter. Thus we are left with 8 letters of which 2
are Ms, 2 are Ts, 1 is H, 1 is C, 1 is S and the vowels as 1 letter. These letters can be
                 8!
permuted in            10080 ways. The 4 vowels that are tied together can again be
                2!.2!
                                 4!
permuted among themselves in         12 ways (since two of the vowels are similar). Hence
                                2!
the total number of arrangements are 10080  12 = 120960.
Example (5): In how many ways can the letters of word. 'ARRANGE" be arranged? How
many of these arrangements are there in which
(i) the two Rs come together,
(ii) the two Rs do not come together,
(iii) the two Rs and the two As come together ?       [AUB–02]
Solution: The word ARRANGE consists of 7 letters of which two are As, two are Rs and
                                                                          7!
the rest all different. Hence they can be arranged amongst themselves in        1260 ways
                                                                         2!.2!
(i) The number of arrangements in which the two Rs come together can be obtained by
treating the two Rs as one letter. Thus there are 6 letters of which two (the two As) are
                                                    6!
similar and so the total number of arrangements =        360 .
                                                    2!.
                                              48
                              Permutation and Combination
(ii) The number of arrangements in which the two Rs do not come together can be
obtained by subtracting from the total number of arrangements, the arrangements in which
the two Rs come together. Thus the required number is 1260 – 360 = 900.
(iii) The number of arrangements in which the two Rs and the two As come together can
be obtained by treating the two Rs and the two As a single letter. Thus there are 5 letters
that all are different and so the number of arrangements is 5! = 120.
Example (6): In how many ways can 5 Bangladeshis and 5 Pakistanis be seated at a round
table so that no two Pakistanis may be together?
Solution: First we let one of the Pakistani in a fixed seat and then the remaining 4
Pakistanis arrange their seats as in the 4! ways. After they have taken their seats in any
way, there are five seats for the Bangladeshis each between two Pakistanis. Therefore, the
Bangladeshis can be seated in 5! ways.
 Total number of circular permutations is 4!  5! = 2880.
Example (8): In how many different ways can 7 examination papers be arranged in a line
so that the best and worst papers are never together? [DU-85]
Solution: The total number of arrangements that can be made of 7 papers is 7!.
Now let the best and the worst papers be taken together. These taken as one and the
remaining 5 can be arranged amongst themselves in 6! ways. The best and the worst
papers can be arranged between them in 2! ways.
 The total number of arrangements in which the best and the worst papers can come
together is 6!  2!.
 The number of arrangements in which the two particular papers are not together is
       7! – 6!  2! = 5040 – 1440 = 3600
Example (9): In how many ways can 5 white and 4 black balls be selected from a box
containing 20 white and 16 black balls.
Solution: This is a problem of combinations.
                                            49
                                     S. M. Shahidul Islam
Example (10): A question paper contains 5 questions, each having an alternative. In how
many ways can an examinee answer one or more questions ? [AUB-02]
Solution: The first question can be dealt with in 3 ways, for the question itself may be
answered, or its alternative may be answered or none of them may be answered.
Similarly, the second question also can be dealt with in 3 ways. Hence, the first two
questions can be dealt with in 3  3 or 32 ways. Proceeding in this way, all the 5 questions
may be dealt with in 35 ways.
But this number includes one case in which none of the questions is answered.
 The required number of ways = 35-1 = 242.
Example (11): A committee of 4 boys and 3 girls is to be formed from 7 boys and 8 girls.
In how many different ways can the committee be formed if boy-1 and girl-1 refuse to
attend the same committee. [AUB-00]
Solution: 3 girls can be selected out of 8 girls in 8C3 ways and 4 boys can be selected out
of 7 boys in 7C4 ways.
So, the number of ways of choosing the committee is
                               8!    7!
               8
                 C3  7C4 =              1960
                             3! 5! 4! 3!
If both boy-1 and girl-1 are members then there remain to be selected 2 girls out of 7 girls
and 3 boys from 6 boys. It can be done by
                                7!    6!
               7
                 C2  6C3 =               420 ways.
                              2! 5! 3! 3!
Therefore, the number of ways of forming the committee in which boy-1 and girl-1 are not
present together is    (1960 – 420) = 1540.
4.10 Exercise:
   1. Define permutations and combinations. Illustrate with examples.
   2. Distinguish between permutations and combinations.
   3. What do you mean by circular permutation?
   4. Find the values of (i) 10P4 (ii) 15P4 [Answer: (i) 5040 (ii) 32760]
   5. Find the number of permutations of the word ACCOUNTANT. [Answer: 226800]
   6. Prove that     n
                       pn  n pn1 .
   7. Find the value of r if 7Pr = 60.7Pr – 3. [Answer: 3]
                                               50
                            Permutation and Combination
                                           51
                                    S. M. Shahidul Islam
                                                                                            05
                                                                                     Chapter
                                                    Determinant and Matrix
Highlights:
   5.1 Introduction                             5.9 Types of matrices
   5.2 Definition of determinant                5.10 Matrices operations
   5.3 Value of the determinant                 5.11 Process of finding inverse matrix
   5.4 Minors and co-factors                    5.12 Rank of a matrix
   5.5 Fundamental properties of determinant    5.13 Use of matrix to solve the system of
   5.6 Multiplication of two determinants            linear equations
   5.7 Application of determinants              5.14 Some worked out examples
   5.8 Definition of matrix                     5.15 Exercise
a2 b2 c2 a2 b2
     a3       b3        c3           a3            b3
                   Figure 5.2
To find the value of a determinant we use Sarrus diagram. We multiply the elements
joined by arrows. Arrows downwards denote positive sign with the corresponding
expression and arrows upwards denote negative sign with the corresponding expression.
So, from figure 5.2 we find the value of above 3  3 determinant as follows:
       a1b2c3 + b1c2a3 + c1a2b3 – a3b2c1 – b3c2a1 – c3a2b1
Or,    a1(b2c3 – b3c2) – b1(a2c3 – a3c2) + c1(a2b3 – a3b2) which is same as above.
                                                      1 2 3
Example: Using Sarrus diagram find the value of 4 5 6 .
                                                  7 8 9
Solution: Sarrus diagram of the given determinant as follows:
          1        2         3            1             2
4 5 6 4 5
          7        8             9        7             8
                       Figure 5.3
                                      1 2 3
From the above Sarrus diagram, we get 4 5 6 = 1.5.9+2.6.7+3.4.8–7.5.3–8.6.1–9.4.2
                                      7 8 9
                                            = 45+84+96-105-48-72 = 0 (Answer)
                                                              53
                                           S. M. Shahidul Islam
                                                        54
                                             Determinant and Matrix
3. The interchange of any two rows (or any two columns) of a determinant changes
   the sign of the determinant.
             a1 b1 c1 Interchanging first and       a 2 b2 c 2
   Let D = a 2             b2        c2   second rows, we get        D/ = a1    b1   c1
             a3 b3 c3                                        a3 b3 c3
        /
   So, D = a2(b1c3 – b3c1) – b2(a1c3 – a3c1) + c2(a1b3 – a3b1)
          = – [a1(b2c3 – b3c2) – b1(a2c3 – a3c2) + c1(a2b3 – a3b2)]
          = – D.
4. If two rows (or two column) of a determinant are identical, the determinant is
   equal to zero.
             a1 b1 c1
   Let D = a1 b1 c1 which first and second rows are identical.
                 a3        b3        c3
                                                a1 b1 c1
   Interchanging first and second rows, we get a1 b1 c1 and by property-3, its
                                                a3 b3 c3
   value is – D.
   So, D = – D or, 2D = 0 or, D = 0.
5. If each element in a row (or in a column) is multiplied by any scalar,  , the
   determinant is multiplied by that scalar  .
             a1 b1 c1
   Let D = a 2             b2        c 2 = a1(b2c3 – b3c2) – b1(a2c3 – a3c2) + c1(a2b3 – a3b2)
                 a3        b3        c3
   Multiplying each element in first row by  , we get the following determinant:
         a1  b1  c1
   D/ = a 2            b2            c2    =  a1(b2c3 – b3c2) –  b1(a2c3 – a3c2) +  c1(a2b3 – a3b2)
        a3             b3            c3
                                           =  {a1(b2c3 – b3c2) – b1(a2c3 – a3c2) + c1(a2b3 – a3b2)}
                                           = D
            a1        b1        c1         a1  b1  c1
   So,  a 2          b2        c2 = a2          b2     c2
         a3           b3        c3   a3          b3     c3
                                                        55
                                       S. M. Shahidul Islam
6. If every element in any column (or in any row) of a determinant is expressed as the
   sum of two quantities, the determinant can be expressed as the sum of two
   determinants of the same order.
   If A1, A2 and A3 are co-factors of the elements (a1+  1), (a2+  2) and (a3+  3)
   respectively of the following determinant, then
         a1   1 b1 c1
   D = a2   2         b2    c 2 = (a1 +  1)A1+ (a2 +  2)A2+ (a3 +  3)A3
         a3   3       b3    c3
      = (a1A1 + a2A2 + a3A3) + (  1A1 +  2A2 +  3A3)
         a1 b1 c1        1 b1 c1
      = a2        c 2 +  2 b2 c 2
                  b2
         a3 b3 c3         3 b3 c3
7. If we change each element of any column (or any row) by adding to them any
   constant multiple of the corresponding element of other columns (or other rows),
   then the value of the determinant will not be altered.
             a1 b1 c1
   Let D = a 2         b2    c2
            a3 b3 c3
   Multiplying column-2 by m and column-3 by n and then adding to column-1, we
   have the following determinant:
         a1  mb1  nc1 b1 c1
   D = a 2  mb2  nc 2 b2 c 2
     /
                                     Using property-6, we have
         a3  mb3  nc3           b3   c3
                       a1    b1   c1    mb1      b1        c1    nc1     b1    c1
              /
             D = a2          b2   c 2 + mb2      b2        c 2 + nc 2    b2    c2
                 a3          b3   c3    mb3      b3        c3    nc3     b3    c3
                       a1    b1   c1        a1    b1        c1      a1    b1    c1
              /
   Or,       D = a 2 b2 c 2 + m a 2 b2 c 2 + n a 2                        b2    c 2 [Using property-5]
                  a3 b3 c3      a3 b3 c3        a3                        b3    c3
              /
   Or,       D = D + m.0 + n.0 [Using property-4]
   So,       D/ = D.
                                                      56
                                  Determinant and Matrix
   8. The sum of the products of the elements of a column (or a row) and respective co-
      factors of any other column (or any other row) is zero.
                a1 b1 c1
                                                           b c2
      Let D = a 2 b2 c 2 . So the co-factor of a1 is A1 = 2      ,
                                                           b3 c3
                a3 b3 c3
                                         b1   c1                                       b1   c1
       the co-factor of a2 is A2 = (–)             and the co-factor of a3 is A3 =
                                         b3   c3                                       b2   c2
       Thus, D = a1A1+ a2A2+ a3A3
                                        b1              b1   c1
       But, b1A1+ b2A2+ b3A3 represents b2              b2   c 2 = 0 [By property-4]
                                        b3              b3   c3
       So, b1A1+ b2A2+ b3A3 = 0.
                                                   57
                                               S. M. Shahidul Islam
       a11      a12 ... a1n                      b1     a12      ... a1n                   a11    a12    ... b1
       a 21     a 22 ... a 2 n                   b2     a 22     ... a 2 n                 a 21   a 22   ... b2
D=                              ≠ 0, D1 =                                    , ..., Dn =
      ... ... ... ...                        ... ...             ... ...                   ...     ...   ... ...
     a n1 a n 2 ... a nn                    bn a n 2             ... a nn                  a n1   an2    ... bn
Proof: Let us consider the relation
         a11 x1  a12 x 2  ...  a1n x n a12 ... a1n                b1      a12    ... a1n
          a 21 x1  a 22 x 2  ...  a 2 n x n a 22 ... a 2 n        b2      a 22   ... a 2 n
                                                                 =
          ...         ...      ...    ...      ... ... ...   ... ... ... ...
         a n1 x1  a n 2 x 2  ...  a nn x n a n 2 ... a nn bn a n 2 ... a nn
The left hand side determinant can be expressed as the sum of n determinants of which all
the determinants are zero except first one, since at least two columns of those determinants
are equal. Therefore, from above relation we have
             a11 a12 ... a1n                 b1 a12 ... a1n
             a 21 a 22 ... a 2 n             b a 22 ... a 2 n
        x1                               = 2
              ... ... ... ...                ... ... ... ...
             a n1 a n 2 ... a nn             bn a n 2 ... a nn
   Or, x1 D = D1
             D
   So, x1  1
              D
Similarly, we can find the value of x2, x3, ..., xn as follows:
         D          D             D
    x 2  2 , x3  3 , ..., x n  n
          D          D            D
            D1        D2         D3               D
Thus, x1      , x2      , x3     , ..., x n  n
            D          D         D                D
This solution technique of a system of linear equations is called the Cramer’s rule.
Example: Using Cramer’s rule solve the following system of linear equations:
 x  2y - 3z  0
 
 2 x - y  4 z  10       [AUB-02 MBA]
 4x  3y - 4z  6
 
Solution: Forming determinant with coefficients of x, y and z, we get
      1      2 3
D= 2          1     4 = 1(4 – 12) – 2(– 8 – 16) + (–3)(6 + 4) = – 8 + 48 – 30 = 10
   4            3   4
                                                                58
                                   Determinant and Matrix
Forming determinant with constant terms and the coefficients of y and z, we get
     0     2 3
Dx = 10     1  4 = 0(4 – 12) – 2(– 40 – 24) – 3(30 + 6) = 0 + 128 – 108 = 20
     6 3 4
Forming determinant with coefficients of x, constant terms and coefficients of z, we get
     1    0 3
Dy = 2     10    4 = 1(– 40 – 24) – 0(– 8 – 16) – 3(12 – 40) = – 64 – 0 + 84 = 20
     4    6 4
Forming determinant with coefficients of x, y and constant terms, we get
     1    2     0
Dz = 2  1      10 = 1(– 6 – 30) – 2(12 – 40) + 0(6 + 4) = – 36 + 56 + 0 = 20
     4    3     6
             Dx      20
So,     x =               2,
              D      10
             Dy       20
       y =                2,
              D       10
             D       20
And z = z                 2.
              D      10
Therefore, the solution of the system, (x, y, z) = (2, 2, 2).
Example: Using Cramer’s rule solve the following system of linear equations
       2x1 – x2 = 2
       3x2 + 2x3 = 16        [DU-80 Eco.]
       5x1 + 3x3 = 21
Solution: We can rewrite the equations as follows:
       2x1 – x2 + 0x3 = 2
       0x1 + 3x2 + 2x3 = 16
       5x1 + 0x2 + 3x3 = 21
           2 1 0
Here, D = 0      3   2 = 2(3.3 – 0.2) – (-1)(0.3 – 5.2) + 0(0.0 – 5.3)
          5      0   3
                       = 2.9 +1.(-10) + 0 = 18 – 10 = 8
       2   1 0
D1 = 16     3    2 = 2(3.3 – 0.2) – (-1)(16.3 – 21.2) + 0 = 18 + 6 = 24
     21     0    3
                                               59
                                    S. M. Shahidul Islam
      2    2   0
D2 = 0 16 2 = 2(16.3 – 21.2) – 2(0.3 – 5.2) = 12 + 20 = 32
      5 21 3
      2 1     2
D3 = 0     3   16 = 2(3.21 – 0.16) –(-1)(0.21 – 5.16) + 2(0.0 – 5.3) = 126 – 80 – 30 = 16
      5    0   21
         D1 24                D     32                  D    16
So, x1           3 , x2  2          4 and x3  3           2.
         D      8             D      8                  D     8
Therefore, the required solution is (x1, x2, x3) = (3, 4, 2)    (Answer)
5.9 Types of matrices: There are various types of matrices. Here, we shall discuss
important types of matrices with examples.
    1. Square matrix: A matrix with same number of columns and rows is called a
                                                   3 4 9
                                      2 6               
       square matrix. For examples        and  6 5 1  are square matrices.
                                      4 1        9 7 3
                                                          
    2. Row matrix (or row vector): If a matrix consists of only one row, then it is called
       a row matrix or row vector. For example (2 5 7) is a row matrix of order 1  3.
    3. Column matrix (or column vector): If a matrix consists of only one column, then
                                                                  3
                                                                   
       it is called a column matrix or column vector. For example  5  is a column matrix
                                                                  8
                                                                   
       of order 3  1.
                                              60
                              Determinant and Matrix
                          1 3        5 
                          
10. Involutory matrix: A square matrix A is said to be an involutory matrix if A2 = I,
                                                   2    1 
    where I is the unit matrix. For example, A =          is an involutory matrix.
                                                    3  2
                                         61
                                S. M. Shahidul Islam
                   6 7 8                      5 8
                                                      
14. Symmetric matrix: A square matrix A is said to be symmetric matrix if AT = A,
                                                             1 2 3
                                                                      
    that is, elements aij = aji for all i, j. For example  2 5 7  is a symmetric matrix.
                                                              3 7 3
                                                                      
15. Skew-symmetric matrix: A square matrix A is said to be skew-symmetric matrix
    if AT = – A, that is, elements aij = – aji for i ≠ j and aij = 0 for i = j. For example
     0       2 3
                   
      2 0 7  is a skew-symmetric matrix.
      3  7 0
                   
16. Inverse matrix: If A and B are two non-singular square matrices such that
    AB = BA = I, where I is the unit matrix, then B is said to be the inverse matrix of
    A as well as A is the inverse matrix of B. The inverse matrix of A is denoted by
                                    2  1                                    2 1
    A-1. For examples, A-1 =                 is the inverse matrix of A =      .
                                    3 2                                      3 2
17. Orthogonal matrix: A matrix A is called an orthogonal matrix if AAT = ATA = I,
    where I is the unit matrix. That is, AT = A-1. For example,
                                          62
                                   Determinant and Matrix
             1         2      2 
                                 
             3         3      3 
         A=                    is an orthogonal matrix.
              2         1       2
             3         3       3
             2         2       1
                             
             3         3       3
18. Complex conjugate of a matrix: The complex number z = x – iy is the conjugate
    of the complex number z = x + iy. The conjugate of a matrix A is the matrix whose
    elements are respectively the conjugates of the elements of A and is denoted by A .
                                         
    That is, if A = (aij), then A = a ij . For example,
           2       3  i4                                              2       3  i4 
     A                   is the complex conjugate of matrix A =                    .
           5  i 2   3                                                 5  i 2   3     
19. Hermitian matrix: The square matrix A = (aij) of complex numbers is said to be
    Hermitian matrix if A* = A T = A, that is, aij = a ji for all i, j. For example,
          2      3  i4 
    A =                 is a Hermitian matrix.
          3  i4   3 
20. Skew -Hermitian matrix: The square matrix A = (aij) of complex numbers is said
    to be skew-Hermitian matrix if A* = A T = – A, that is, aij = – a ji for all i, j. For
                   2i      3  i4 
    example, A =                   is a skew-Hermitian matrix.
                   3  i4    0 
                                                                        a11 a12 ... a1n 
                                                                                             
                                                                        a 21 a 22 ... a 2 n 
21. Adjoint or adjugate matrix: Let a square matrix A =                                        .
                                                                         ... ... ... ... 
                                                                                             
                                                                        a a ... a 
                                                                        n1 n 2            nn 
    If A11, A12, A13, ..., Ann are respective co-factors of elements a11, a12, a13, ..., ann of
                                 a11 a12 ... a1n
                                 a 21 a 22 ... a 2 n
    the determinant A =                               then the adjoint matrix of A is
                                  ... ... ... ...
                                 a n1 a n 2 ... a nn
                                    T
             A11 A12       ... A1n      A11 A21   ... An1 
                                                           
            A A            ... A2 n     A12 A22   ... An 2 
    Adj A =  21 22                    =  ... ...
              ... ...       ... ...                 ... ... 
                                                           
            A A            ... Ann    A A        ... Ann 
             n1 n 2                      1n 2 n
                                               63
                               S. M. Shahidul Islam
                                                    1  2  5   1 3  11
                                                                 T
                        1 2 3 
                                                            
   For example, let A =  1 3  1 then Adj A =     3  6 3  =  2  6 4 
                        2 1 0                      11 4 1    5 3   1 
                                                             
                                        64
                                Determinant and Matrix
                                 1 2 3                      3 4 9
                                                                       
       For example, let A =  2 5 7  and B =  6 5 1  , then
                                  3 7 3                     9 7 3
                                                                       
                 1  3 2  4 3  9   4 6 12 
                                                         
      A + B =  2  6 5  5 7  1  =  8 10 8 
                 3  9 7  7 3  3  12 14 6 
                                                         
   2. Subtraction of matrices: Subtraction of matrices is defined only for the matrices
      having same order, that is, same number of rows and same number of columns. Let
      A and B be the two matrices having m rows and n columns. That is,
           a11 a12 ... a1n                    b11 b12 ... b1n 
                                                                  
           a 21 a 22 ... a 2 n                b21 b22 ... b2 n 
      A=                             and B = 
            ...      ... ... ...                ...     ... ... ... 
                                                                  
          a                                  b                    
           m1 a m 2 ... a mn                  m1 bm 2 ... bmn 
      Then the sum of A and B is
                 a11  b11 a12  b12 ... a1n  b1n 
                                                           
                 a 21  b21 a 22  b22 ... a 2 n  b2 n 
      A–B=                                                 
                       ...        ...      ...       ...
                                                           
                a  b                                      
                 m1 m1 a m 2  bm 2 ... a mn  bmn 
                                           65
                                  S. M. Shahidul Islam
                             1 2 3                  3 4 9
                                                               
   For example, let A =  2 5 7  and B =  6 5 1  , then
                              3 7 3                 9 7 3
                                                               
               1  3 2  4 3  9   2  2  6
                                                            
   A – B =  2  6 5  5 7  1 =   4 0                   6 
               3  9 7  7 3  3   6 0                  0 
                                        
3. Scalar multiplication of matrix: The scalar (number) multiplication of a matrix is
   defined as follows: The product of an m  n matrix A by a scalar k is denoted by
   kA or Ak and is the m  n matrix obtained by multiplying each element of A by k.
               a11 a12 ... a1n                      ka11 ka12 ... ka1n 
                                                                              
               a 21 a 22 ... a 2 n                  ka21 ka22 ... ka2 n 
   Let A =                               then kA =                               . For example,
                ...     ... ... ...                    ...      ... ... ... 
                                                                              
              a                                     ka                        
               m1 a m 2 ... a mn                    m1 kam 2 ... kamn 
            1 2 3                               2.1 2.2 2.3   2 4 6 
                                                                                  
   let A =  2 5 7  and k = 2, so 2A =  2.2 2.5 2.7  =  4 10 14 
             3 7 3                              2.3 2.7 2.3   6 14 6 
                                                                                  
4. Multiplication of matrices: The multiplication of two matrices A and B will be
   possible if the number of columns in the first matrix is equal to the number of rows
   of the second matrix. We multiply the rows of first matrix by the columns of the
                                    a b                    e f 
   second matrix. Let A =                  and B =             . Then the product of the
                                    c d                    g h
   matrices A and B is given by
             a b   e f   ae  bg af  bh                              ea  fc eb  fd 
   A  B =                =                      and B  A =                    .
             c d   g h   ce  dg cf  dh                              ga  hc gb  hd 
                         1      2 3              3 4      9
                                                             
    For example, let A =  2     5 7  and B =     6 5      1  , then
                         3      7 3             9 7      3 
                                                  
           1 2 3  3           4 9   1.3  2.6  3.9      1.4  2.5  3.7 1.9  2.1  3.3 
                                                                                          
    AB = 2 5 7  6           5 1  =  2.3  5.6  7.9    2.4  5.5  7.7 2.9  5.1  7.3 
            3 7 3 9           7 3   3.3  7.6  3.9    3.4  7.5  3.7 3.9  7.1  3.3 
                     
            42 35 20 
                        
         =  99 82 44 
            78 68 43 
                        
                                             66
                                      Determinant and Matrix
Note – 1: Algebraic associative law is applicable for matrix multiplications That is, if A,
B and C are three matrices then A  (B  C) = (A  B)  C.
Note – 2: Matrix multiplication may or may not satisfy the commutative law. That is, if A
and B are two matrices then A  B = B  A or A  B ≠ B  A.
                                                    67
                                      S. M. Shahidul Islam
                               1 0   1 4 0 
                               1
Therefore, inverse matrix, A =-1
                                        =
                                 2 4    1 2 1 
                               4
Note: If A and B be any two non-singular square matrices then (AB)-1 = B-1.A-1 and
A 
   1 1
            A . These are the properties of the inverse matrix.
5.12 Rank of a matrix: The rank of a matrix can be defined in many equivalent ways.
Generally, we use the following two definitions.
    (i)     Let A be an arbitrary m  n matrix over a field. The rank is the largest value of r
            for which there exists at least one r  r sub-matrix of A which forms a non-
            vanishing determinant.
    (ii)    Let A be an m  n matrix and let Ae be the row reduced echelon form of A.
            Then number of non-zero rows of Ae is the rank of the matrix A.
                       4 5                                                           4 5
For example let A =        . Then the rank of the matrix A is 2 because of A =           =
                       0 3                                                           0 3
12 ≠ 0 or the matrix A contains 2 non-zero rows being itself an echelon matrix.
5.13 Use of matrix to solve the system of linear equations: We solve the system of
linear equations using matrix in two ways, such as (1) By finding inverse matrix, (2) By
making echelon matrix.
(1) By finding inverse matrix: In this method, we use inverse matrix to solve a system of
linear equations. Let A be the coefficient matrix, B be the constant term matrix and X be
the variable matrix of a system of linear equations, then
        AX = B
So, the solution will be X = A-1B.
To illustrate this method, let us consider the following system of linear equations.
 x  2y - 3z  6            . . . (1)
 
 2x - y  4 z  2           . . . (2)
 4x  3y - 4z  14
                            . . . (3)
From the system, we find the following coefficient matrix, constant term matrix and
variable matrix.
     1       2      3          x               6 
                                                 
A = 2 1             4  , X =  y  and       B = 2 
     4              4         z               14 
             3                                    
                                            -1
To find the inverse matrix of matrix A, A let us consider the following augmented
matrix:
                                                68
                                            Determinant and Matrix
  1     2       3 1         0          0
  2    1        4 0         1          0
  4    3    4 0       0      1
Subtracting two times of 1 row from 2nd row and four times of 1st row from 3rd row, we
                           st
get
 1     2     3 1        0     0
  0 5       10  2      1      0
 0 5         8 4       0      1
Subtracting 2nd row from 3rd row, we get
 1     2    3 1        0      0
 0 5        10  2     1       0
 0     0      2  2 1         1
          nd                 rd
Dividing 2 row by –5 and 3 row by –2, we get
 1     2     3 1         0       0
 0    1       2 2 / 5  1/ 5     0
  0    0      1 1         1/ 2  1/ 2
Subtracting 2 times of 2 row from 1st row and adding 2 times of 3rd row with 2nd row, we
                        nd
get
 1     0      1 1/ 5      2/5     0
  0   1       0 12 / 5 4 / 5    1
 0     0      1 1         1/ 2     1/ 2
             rd            st
Subtracting 3 row from 1 row, we get
 1     0       0  4 / 5  1 / 10   1/ 2
 0    1       0 12 / 5 4 / 5       1
  0         0    1     1         1/ 2        1/ 2
              4 / 5  1 / 10     1/ 2
                                         
       -1
So, A =  12 / 5 4 / 5            1 
             1                   1 / 2 
                      1/ 2
Therefore, X = A-1B
        x    4 / 5  1 / 10         1/ 2  6 
                                            
Or,     y  =  12 / 5 4 / 5          1   2 
       z   1                       1 / 2  14 
                         1/ 2
                                                          69
                                      S. M. Shahidul Islam
                   24 1        
                       7
         x  5 5              
            72 8             
Or,       y  =    14 
         z   5 5             
           6 1 7           
                               
                               
          x   2
            
Or,       y  =  2
          z  0
            
That is, x = 2, y = 2 and z = 0
So, the solution is     (x, y, z) = (2, 2, 0).
(2) By making echelon matrix: In this method, forming the augmented matrix with the
coefficients of x, y, z and the constant terms of the system, we try to make it echelon form.
Then we check it consistency by the following rules:
If A|B is the row reduced echelon matrix of a system:
    i)       If rank of matrix A ≠ rank of augmented matrix A|B, then the system is
             inconsistent.
    ii)      If rank of matrix A = rank of augmented matrix A|B = number of variables,
             then the system is consistent and has a unique solution.
    iii)     If rank of matrix A = rank of augmented matrix A|B < number of variables,
             then the system is consistent and has many solutions.
To explain the method, let us again consider the system of 3 linear equations with 3
variables x, y and z that we have solved by the previous method:
 x  2y - 3z  6             . . . (1)
 
 2x - y  4 z  2            . . . (2)
 4x  3y - 4z  14
                             . . . (3)
We form the following augmented matrix with the coefficients of x, y, z and the constant
terms of the system.
         1       2 3 6
A|B =    2    1       4    2
        4     3  4 14
Now, our goal is to reach the echelon form of the augmented matrix by row reduced
technique. Subtracting 2 times of 1st row from 2nd row and 4 times of 1st row from 3rd row,
we get
                                                 70
                                   Determinant and Matrix
         1     2     3 6
    ≈    0    5      10  10
        0 5          8 10
Again subtracting 2 row from 3rd row, we get
                   nd
        1      2 3 6
   ≈    0 5         10  10
        0     0 2 0
Now, dividing 2nd row by –5 and 3rd row by –2, we have
        1      2 3 6
   ≈ 0        1 2 2                 , which is the echelon form.
          0     0    1     0
In the echelon form, we see that there are 3 non-zero rows both in matrix A and
augmented matrix A|B. So, the rank of A = the rank of A|B = 3 = number of variables.
Therefore, the considered system is consistent and has unique solution. To find the
solution, we form the following equations by the rows of the echelon matrix:
       z=0
       y – 2z = 2              =>      y=2
       x + 2y –3z = 6          =>       x=2
Thus, the solution of the system is (x, y, z) = (2, 2, 0)
                       4 2         2 5
Example (2): If A =        and B =     then find A  B.
                       1 3         2 8
                                               71
                                            S. M. Shahidul Islam
                                            ( a  b)       (b  c)
                = (a – b)(b – c)
                                         (a  ab  b ) (b  bc  c 2 )
                                                2    2   2
                                                             72
                                     Determinant and Matrix
Example (4): Solve the following system of linear equations with the help of determinant
(Cramer’s rule)
                     x + 2y – z = 9
                     2x – y + 3z = –2              [RU-78, AUB-01]
                     3x + 2y + 3z = 9
Solution: Forming determinant with coefficients of x, y and z, we get
     1 2 1
D = 2  1 3 = 1(–3 – 6) – 2(6 – 9) + (–1)(4 + 3) = – 9 + 6 – 7 = –10
    3 2 3
Forming determinant with constant terms and the coefficients of y and z, we get
      9    2 1
Dx =  2  1 3 = 9(–3 – 6) –2(– 6 – 27) –1(– 4 + 9) = – 81 + 66 – 5 = – 20
       9        2       3
Forming determinant with coefficients of x, constant terms and coefficients of z, we get
      1    9        1
Dy = 2  2          3 = 1(–6 – 27) – 9(6 – 9) + (–1)(18 + 6) = – 33 + 27 – 24 = –30
      3    9        3
Forming determinant with coefficients of x, y and constant terms, we get
      1    2        9
Dz = 2  1  2 = 1(– 9 + 4) – 2(18 + 6) + 9(4 + 3) = – 5 – 48 + 63 = 10
      3    2        9
             Dx       20
So,       x =              2,
              D       10
             Dy       30
       y =                  3,
              D       10
             D        10
And z = z                  1.
              D       10
Therefore, the required solution (x, y, z) = (2, 3, -1)
                          3 2
Example (5): Let A =             . Show that A2 – 3A + 2I = 0, where I is the unit matrix of
                          1 0
order 2  2 and 0 is the null matrix of order 2  2.
                               3 2
Solution: Given that A =              
                               1 0
                                                73
                                            S. M. Shahidul Islam
                      0 1                0  i
Example (6): If A =          and B =         then prove that AB = – BA
                      1 0                i 0 
and A2 = B2 = I         [RU-88]
                             0 1              0  i
Solution: Given that A =           and B =        
                             1 0              i 0 
Proof of AB = – BA:
               0 1   0  i   0.0  1.i 0.  i  1.0   i 0 
L.H.S = AB =        .        =                      =      
               1 0   i 0  1.0  0.i 1.  i  0.0   0  i 
                   0  i  0 1                0.0  i.1 0.1  i.0          i 0         i 0 
R.H.S = – BA = –             .     = –                       = –        =           
                    i 0  1 0                 i.0  0.1 i.1  0.0         0 i            0  i
So, AB = – BA             (Proved)
Proof of A2 = B2 = I:
             0 1   0 1   0.0  1.1 0.1  1.0   1 0 
A2 = A.A =       .         =                       =        = I
             1 0   1 0  1.0  0.1 1.1  0.0   0 1 
            0  i 0  i                 0.0  i.i 0.  i  i.0    i 2      0  1 0
B2 = B.B =       .        =                                =                =      = I
             i 0       i  0              i.0  0.i  i.i  0.0    0         i 2   0 1 
So, A2 = B2 = I          (Proved)
                                                        74
                                       Determinant and Matrix
                                                    2 1 3 
                                                           
Example (7): Find the inverse of the matrix A =  4 0  1              [CU-88]
                                                    3 3 2 
                                                           
Solution: Let D be the determinant of the matrix, then
              2 1    3
D= A = 4          0    1 = 2(0 + 3) + 1(8 + 3) + 3(12 – 0) = 6 + 11 + 36 = 53 ≠ 0.
              3   3   2
So the matrix A is non-singular and A-1 exists. Now the co-factors of D are
      0 1                    4 1                 4 0                    1 3
A11 =         = 3, A12 = (-1)        = - 11, A13 =       = 12, A21 = (-1)      = 11,
       3 2                    3 2                  3 3                     3 2
        2 3                   2 1              1 3                 2 3
A22 =       = - 5, A23 = (-1)      = - 9, A31 =      = 1, A32 = (-1)      = 14,
        3 2                   3 3               0 1                 4 1
                                       11 12 
                                                        T
                                       3              3      11 1 
      2 1                                                          
A33 =      = 4. So, Adj A = 11  5           9  =   11  5 14 
      4 0                   
                                1 14         4      12  9 4 
                                                                      
                                 3      11 1   3 53          11
                                                                    53
                                                                           1 
                                                                            53 
                 1          1                    
Therefore, A-1 =   Adj A =        11    5  14   =   11      5      14    
                 D          53                            53      53      53 
                                 12  9 4   12 53  9 53 4 53 
                                                                               
                                                    1       2     3
                                                                      
Example (8): Find the inverse of the matrix A =  2  1              4  by using row canonical
                                                    4             4 
                                                            3
form. [JU-93]
Solution: To find the inverse matrix of matrix A-1 by using row canonical form, let us
consider the following augmented matrix:
          1       2    3 1        0        0
(AI3) = 2  1           4 0        1        0   r2/ = r2 – 2r1
          4       3   4 0         0        1   r3/ = r3 – 4r1
Subtracting two times of 1 row from 2nd row and four times of 1st row from 3rd row, we
                              st
get
           1     2   3 1       0     0
       ≈ 0 5         10  2     1     0
           0 5        8 4      0     1   r3// = r3/ – r2/
Subtracting 2nd row from 3rd row, we get
                                                   75
                                                    S. M. Shahidul Islam
         1              2   3 1               0          0
       ≈ 0             5   10  2             1          0        r2/// = r2///-5
             0         0    2  2            1          1        r3/// = r3/// – 2
             nd                          rd
Dividing 2 row by –5 and 3 row by –2, we get
           1   2     3 1         0      0     r1iv = r1/// – 2r2///
       ≈ 0 1          2 2 / 5  1/ 5    0     r2iv = r2/// + 2r3///
           0   0      1 1        1/ 2  1/ 2
Adding 2 times of 3 row and 2 row and subtracting 2 times of 2nd row from 1st row, we
                   rd          nd
get
           1   0      1 1/ 5     2/5     0    r1v = r1iv – r3iv
       ≈ 0 1          0 12 / 5 4 / 5   1
             0         0     1       1             1/ 2        1/ 2
                  rd             st
Subtracting 3 row from 1 row, we get
           1   0     0  4 / 5  1 / 10   1/ 2
       ≈ 0 1         0 12 / 5 4 / 5      1
           0   0     1 1        1/ 2     1/ 2
                                                        4 / 5  1 / 10   1/ 2
                                              -1                                 
Therefore, the inverse matrix, A                    =  12 / 5 4 / 5      1                   (Answer)
                                                       1                 1 / 2 
                                                                1/ 2
                        4 0               2 0
Example (9): Let A =          and B =        , then show that (AB)-1 = B-1.A-1. [AUB-99]
                        2   1             1  2  
                            4 0               2 0
Solution: Given that A =          and B =          
                            2 1              1 2
           4 0  2 0  8  0 0  0 8 0 
So, AB =             =                =        
           2 1  1 2  4  1 0  2 5 2
                                                                             8 0
The determinant formed by the matrix AB is AB =                                  = 16 – 0 = 16.
                                                                             5 2
The co-factors of the determinant AB are: A11 = (-)2 2 = 2, A12 = (-)3 5 = - 5,
                                                   2  5
                                                                                       T
                                                                                            2 0
A21 = (-) 0 = 0, A22 = (-) 8 = 8. So, Adj AB = 
         3                       4
                                                           =                                    
                                                  0 8                                       5 8
                                         1  2 0   18                                       0 
Therefore, the inverse matrix, (AB)-1 =             =
                                        16   5 8    5                                  1 
                                                         16                                    2
                                                                 76
                                 Determinant and Matrix
                                                        4 0
Now, the determinant formed by the matrix A is A =          = (4 – 0) = 4.
                                                        2 1
The co-factors of the determinant A are: A11 = (-)2 1 = 1, A12 = (-)3 2 = - 2,
                                                1  2
                                                          T
                                                                  1 0
A21 = (-) 0 = 0, A22 = (-) 4 = 4. So, Adj A = 
        3                 4
                                                            =          
                                                0 4              2 4
                                    1  1 0   1 4          0 
Therefore, the inverse matrix, A-1 =         =
                                    4   2 4    1        1
                                                      2         
                                                        2     0
Again, the determinant formed by the matrix B is B =               = (4 – 0) = 4.
                                                        1     2
The co-factors of the determinant B are: A11 = (-)2 2 = 2, A12 = (-)3 1 = - 1,
                                                   2  1
                                                         T
                                                                 2 0
A21 = (-) 0 = 0, A22 = (-) 2 = 2. So, Adj B = 
        3                 4
                                                           =         
                                                   0   2        1  2  
                                      1  2 0   2    1     0 
Therefore, the inverse matrix, B-1 =          =
                                      4  1 2   1         1 
                                                         4    2
               1      0   1     0    1 .1 0               0  0   18     0 
So, A-1.B-1 =  2          .     4       =       4 2                           =
               1     1   1      1   1 . 1  1 . 1         0  1. 1    5     1 
                  4    2       2         4 4         2 2               2   16    2
                -1   -1 -1
Thus,    (AB) = B .A           (Proved)
Example (10): Solve the following system with the help of matrix:
       x+y+z=6
       5x – y + 2z = 9               [RU-91]
       3x + 6y – 5z = 0
Solution: Expressing the system by matrix, we get
       1 1       1   x  6
                       
       5 1 2  .  y  = 9
        3 6  5  z   0 
                       
                        1 1      1          x       6
                                                     
Or, A.X = B where A =  5  1 2  , X =  y  and B =  9 
                         3 6  5           z        0
                                                     
Or, X = A-1.B
Let D be the determinant of the matrix A, then
                                            77
                                  S. M. Shahidul Islam
          1   1   1
D = A = 5 1      2 = 1(5 – 12) – 1(–25 – 6) + 1(30 + 3) = – 7 + 31 + 33 = 57 ≠ 0.
          3   6   5
So the matrix A is non-singular and A-1 exists. Now the co-factors of D are
       1 2                     5 2                  5 1                    1 1
A11 =          = –7, A12 = (-1)         = 31, A13 =         = 33, A21 = (-1)        = 11,
       6 5                     3 5                 3 6                     6 5
      1 1                       1 1                 1 1                   1 1
A22 =         = – 8, A23 = (-1)      = – 3, A31 =         = 3, A32 = (-1)      = 3,
      3 5                      3 6                1 2                   5 2
                                7 31 33 
                                                 T
                                                 7 11 3 
      1 1                                                
A33 =      = – 6. So, Adj A =  11  8  3  =  31  8 3 
      5 1                     3
                                   3  6     33  3  6 
                                                           
                              7 11 3 
            -1 1          1             
Therefore, A =   Adj A =     31  8 3 
               D         57             
                             33  3  6 
Since, X = A-1.B
         x         7 11 3   6        42  99  0      57   1 
               1                      1                  1       
         y =      31  8 3  .  9  =    186  72  0  =   114  =  2 
         z  57  33  3  6   0  57  198  27  0  57  171   3 
                                                               
So, x = 1, y = 2 and z = 3  (Answer)
Example (11): A manufacturer produces three products P, Q and R, which he sells in two
markets. Annual sales volumes are indicated as follows:
                    Products:
                 P       Q       R
           1 10000     2000   18000 
Markets:                                         [DU-87, AUB-03]
           2  6000 20000 8000 
If unit sale prices of P, Q and R are Tk.2.50, Tk.1.25 and Tk.1.50 respectively, find the
total revenue in each market with the help of matrix algebra. And if the unit costs of the
above three commodities are Tk.1.80, Tk.1.20 and Tk.0.80, find the gross profit.
Solution: Given that,            Products:
                               P       Q       R
                          1 10000 2000 18000 
                Markets:                         
                          2  6000 20000 8000 
                              10000 2000 18000 
Let sales volume matrix, S =                   ,
                               6000 20000 8000 
                                           78
                                  Determinant and Matrix
                                2.50                                     1.80 
                                                                              
Prices (per unit) matrix, Pr =  1.25  and Cost (per unit) matrix, C =    1.20 
                                1.50                                     0.80 
                                                                              
We know, Total revenue = Sales volume (S)  Price per unit (Pr)
                                                    2.50 
                     10000 2000 18000                  
So, Total revenue =                            1.25 
                      6000 20000 8000   1.50 
                                                         
                     10000  2.50 2000  1.25 18000  1.50 
                  =                                         
                      6000  2.50 20000  1.25 8000  1.50 
                      25000 2500 27000 
                  =                         
                      15000 25000 12000 
Hence, total revenue in first market = Tk.(25000 + 2500 + 27000) = Tk.54500,
       Total revenue in second market = Tk.(15000 + 25000 + 12000) = Tk.52000
And total revenue in both markets = Tk.(54500 + 52000) = Tk.106500 (Answer)
It is known that, Total cost = Sales volume (S)  Cost per unit (C)
                                                1.80 
                  10000 2000 18000                 
So, Total cost =                           1.20 
                   6000 20000 8000   0.80 
                                                     
                   10000  1.80 2000  1.20 18000  0.80 
               =                                          
                    6000  1.80 20000  1.20 8000  0.80 
                   18000 2400 14400 
                =                       
                   10800 24000 6400 
We also know that, Total profit = Total revenue – Total cost
                     25000 2500 27000  18000 2400 14400 
So, Total profit =                          –               
                     15000 25000 12000  10800 24000 6400 
                     25000  18000 2500  2400 27000  14400 
                =                                            
                     15000  10800 25000  24000 12000  6400 
                    7000 100 12600 
                =                       
                    4200 1000 5600 
Hence, total profit in first market = Tk.(7000 + 100 + 12600) = Tk.19700,
       Total profit in second market = Tk.(4200 + 1000 + 5600) = Tk.10800
And total profit in both markets = Tk.(19700 + 10800) = Tk.30500 (Answer)
                                             79
                                   S. M. Shahidul Islam
5.15 Exercise:
    1. Define determinant with examples.
    2. What is difference between minor and co-factor?
    3. What is difference between matrix and determinant?
    4. State and prove Cramer’s rule for solving a system of linear equations.
    5. Define matrix with examples and discuss the uses of matrix.
    6. Define with examples (i) Square matrix, (ii) Singular matrix, (iii), Inverse matrix,
       (iv) Augmented matrix, (v) Echelon matrix, (vi) Hermitian matrix, (vii) Skew-
       Hermitian matrix.
    7. Discuss the difference between adjoint and transpose matrices.
    8. Evaluate the following determinants:
                                     1  2 1              2
           1   0 3
       (i) 6 5 0 [Answer: -226] (ii) 3  0  1              5 [Answer: 90] [AUB-02]
                                     1 2 0               3
           21 3 7
                                     2 4 1              6
   9. Using Sarrus diagram find the value of
                                        0     1     2 3
           1 2 3
                                        1 0        1 2
       (i) 4 5 0 [Answer: - 42] (ii)                     [Answer: 4]
                                        2 1 0 1
           2 3 7
                                        3  2 1 0
              4 2            3 7
   10. If A =      and B =         then find A  B.
              3 6            2 8
       And also show that (value of A)(value of B) = value of A  B.
                 1 a a 2  bc
   11. Show that 1 b b 2  ca  0           [DU-79]
                  1 c c 2  ab
   12. Solve the following system of linear equations with the help of determinant
       (Cramer’s rule)
         (i) 2x + 5y = 24   (ii) x – 3y – 8z = - 10 (iii) – x + 3y + 2z = 24
             3x + 8y = 38        3x + y – 4z = 0            x+z=6
         [Answer: (2, 4)]        2x + 5y + 6z = 13         5y – z = 8
                              [Answer: (-10, 3, 0)]   [Answer: (-1, 3, 7)]
                                            80
                                Determinant and Matrix
            1  2 3                  2 3 5 
13. If A =            and B =                   then find the matrices 2A, A + B and
             5 1   4                  1  4   2   
                        2  4 6  3 1 8                    1  5  2
    A – B. [Answer:              ,            and                 ]
                      10  2    8       6  5  6          4    3   2  
                                                          T
14. Write a square matrix and then show that A + A is a symmetric matrix.
           1 2 3             1 0 0
                                          
15. If A =  2 5 7  and B =  0 1 0  , then show that A  B = B  A.
            3 7 3            0 0 1
                                          
              1 2 3              3 4 9
                                        
16. Let A =  2 5 7  and B =      6 5 1  , then prove that A  B  B  A.
               3 7 3             9 7 3 
                                 
                             3    2 1            2 3
             1 0 3                                 
17. If A =         , B =  1   1 1  and C =  1 2 
             2 1 5         2
                                  1 0           2 4
                                                       
    then show that (A  B)  C = A  (B  C).
                                             2  1           1       2  3         1 2 3
18. Find the inverse of the matrix (i) A =        (ii) A = 1               (iii)  2 3 2  .
                                                                       3  5
                                            1 1                                    3 3 4
                                                                     1 5 12               
                       1 1          1  11  9 1           1   6 1 5 
                              , (ii)   7 9  2  , (iii)  2 5  4  ]
                 1
    [Answer: (i)      
                 3      1 2        3             
                                                              7           
                                      2 3 1              3 3 1 
                                        2 1 3 
19. Find the inverse of the matrix A =  4 0  1 by row canonical form.
                                        3 3 2 
                                                 
                3       11     1 
                53         53    53 
    [Answer:   11     5     14  ]
                   53      53    53 
                12     9      4 
                53         53    53 
            2   2  3
20. If A =  2                          3   2
                 1  6  then prove that A + A – 21A – 54I = 0, where I is the unit
            1  2 0 
                      
    matrix of order 3  3 and 0 is the null matrix of order 3  3.
             3 6
21. If A =                             
                                          1
                  then show that A 1  A .
             2 1
                                              81
                               S. M. Shahidul Islam
             5 0              2 1
22. Let A =       and B =      , then show that (AB)-1 = B-1.A-1.
             3 1                3
23. Solve the following systems of linear equations with the help of matrices:
   (i) 5x – 6y + 4z = 15   (ii) x + 2y + 3z = 14     (iii) 2x + 3y – z = 1
       7x + 4y – 3z = 19       2x + 3y + 4z = 20         3x + 5y + 2z = 8
        2x + y + 6z = 46       3x + 4y + 6z = 33           x – 2y – 3z = –1
     [Answer: (3, 4, 6)]     [Answer: (5, - 6, 7)]     [Answer: (3, – 1, 2)]
24. Solve the following system of linear equations by using row equivalent canonical
    matrix (by elementary row transformations):
    (i) 2x + 3y – z = 1           (ii) 2x – y + z = 1     (iii) 2x + 3y – 2z = 5
        3x + 5y + 2z = 8                x + 4y – 3z = –2        x – 2y + 3z = 2
         x – 2y – 3z = –1              3x + 2y – z = 0         4x – y + 4z = 1
      [Answer: (3, – 1, 2)]         [Answer: (0, 1, 2)]     [Answer:   No solution]
25. A manufacturer produces three products P, Q and R, which he sells in two markets.
    Annual sales volumes are indicated as follows:
                 Products:
              P       Q        R
                        1  4000 3000 2000 
             Markets:                                  [DU-87, AUB-03]
                        2  3000 2000 1000 
    If unit sale prices of P, Q and R are Tk.2.50, Tk.2.00 and Tk.1.50 respectively, find
    the total revenue in both markets with the help of matrix algebra. And if the unit
    costs of the above three commodities are Tk.2.00, Tk.1.50 and Tk.1.00, find the
    gross profit. [Answer: Tk.32000 and Tk.7500]
26. A televisions manufacturer produces three types of TVs A, B and C, which he sells
    in two markets. Annual sales volumes are indicated as follows:
                         Products:
                     A        B         C
                1 10000 2000 18000 
    Markets:                                           [RU-88]
                2  6000 20000 8000 
    If unit sale prices of A, B and C types of TVs are Tk.1500, Tk.3000 and Tk.4000
    respectively, find the total revenue in both markets with the help of matrix algebra.
    And if the unit costs of the above three TVs are Tk.1000, Tk.2000 and Tk.3000,
    find the gross profit. [Answer: Tk.37,50,000 and Tk.11,50,000]
27. The daily cost of operating a hospital(C) is a linear function of the number of
    inpatients(I) and outpatients(O) plus a fixed cost(x), i.e., C = x + yO + zI. Given
    the following information from 3 days, find the values of x, y and z by setting up a
    linear system of equations and using the matrix inverse.
                                         82
                             Determinant and Matrix
28. A special food for athletes is to be developed from two foods: Food X and Food Y.
    The new food is to be designed so that it contains exactly 16 ounces of vitamin A,
    exactly 44 ounces of vitamin B and exactly 12 ounces of vitamin C. Each pound of
    Food X contains 1 ounce of vitamin A, 5 ounces of vitamin B and 1 ounce of
    vitamin C. On the other hand, each pound of Food Y contains 2 ounces of A, 1
    ounce of B and 1 ounce of C. Find the number of pounds of each food to be used in
    the mixture in order to meet the above requirements. [Answer: 8 pounds of Food
    X and 4 pounds of Food Y.]
                                       83
                                   S. M. Shahidul Islam
                                                                                      06
                                                                                  Chapter
                                               Functions and Equations
Highlights:
                                             84
                                  Functions and Equations
6.3 Relation: If A and B be two sets then non empty subset of ordered pairs of Cartesian
product, A  B is called relation of A and B and is denoted by R. If we consider x  A and
y  B then we get (x, y)  R.
Example (i): If A = {1, 2, 3} and B = {3, 7} then A  B = {(1, 3), (1, 7), (2, 3), (2, 7),
(3, 3), (3, 7)}. So, the relation x < y where x  A and y  B is R = {(1, 3), (1, 7), (2, 3),
(2, 7), (3, 7)}.
Example (ii): If A = {$2, $7, $8} is a set of cost of per unit product and B = {$5, $8} is
the set of selling price of per unit product of a production firm. Find the profitable relation
between cost and selling price.
Solution: Here, A  B = {($2, $5), ($2, $8), ($7, $5), ($7, $8), ($8, $5), ($8, $8)}
A firm becomes profitable if its selling price of per unit product is greater than the cost of
per unit product. So, the profitable relation, R = {($2, $5), ($2, $8), ($7, $8)}. (Answer)
6.4 Function: If ‘f ’ is a rule which associates every element of set X with one and only
one element of set Y, then the rule ‘f ’ is said to be the function or mapping from the set X
to the set Y. This we write symbolically as
                 f : X Y
If y is the element of Y, that corresponds to an element x of X, given by the rule f, we
write this as follows:
                y = f(x) ; Here x is independent variable and y is dependent variable.
The set X is known as ‘Domain’ and the set Y is known as ‘Co-domain’. The set formed
with those elements of the set Y that are in correspondence with at least one element of X
is called the range.
Example: f : R  R; f(x) = x 2
Here, the set of real numbers, R are simultaneously domain and co domain and the set of
positive real number, R+ is the range.
6.5 Types of functions: We shall now introduce some different types of functions, which
are particularly useful in different branches of Mathematics.
1. One-one (1-1) Function: If the function f corresponds to the different elements of the
set Y for the different elements of set X, then the function is known as one-one (1-1)
function.                                      f
                                                   3 
Example: f(x) = 2x + 1                  1        7 
                                                  
                                     X  
                                         2          Y
                                        3        5 
                                         
                                                          
                                                          10
                                                             
                                             Figure 6.1
                                              85
                                   S. M. Shahidul Islam
3. One-one and onto function: If the function f satisfies the properties of one-one
function and onto function then it is known as one-one and into function.
Example: f: X  Y : f(x) = x + 1                  f
                                        1                 2 
                                        2                 3 
                                                           Y
                                      X                    
                                        3                 4 
                                        
                                        4 
                                                           5 
                                               Figure 6.3
4. One valued function: When a function has only one value corresponding to each value
of the independent variable, the function is called a one valued function.
Example: If f(x) = x3, f(x) is a one or single valued function.
5. Many valued function: When a function has several values corresponding to each
value of the independent variable, it is called many-valued function or multiple valued
function.
Example: If y = f(x) =  x , y is a many valued function of x.
7. Implicit function: The function which is not expressed directly in terms of the
dependent variable, there is a mutual relationship between the dependent and the
independent variables.
Example: x2 + y2 = 10 is an explicit function because
           y =  10  x 2 .
8. Algebraic function: When the relation, which involves only a finite number of terms
and the variables, are affected only by the operations of addition, subtraction,
multiplication, division, powers and roots, the relation is said to be an algebraic function.
                                             86
                                   Functions and Equations
9. Transcendental function: All the functions of x, which are not algebraic, are called
transcendental functions. Thus, f(x) = ex + 2x + 1 is a transcendental function.
We have the following subclasses of transcendental functions:
i) Exponential function: f(x) = ex+1
ii) Logarithmic function: f(x, y) = log (x + y)
iii) Trigonometric function: f(x) = sin x
iv) Inverse trigonometric function: f(x) = sin-1x
10. Rational function: Expressions involving x, which consist of a finite number of terms
of the form axn, in which ‘a’ is a constant and ‘n’ a positive integer is called a rational
function of x.
                                                 x2  6
Example: y = f(x) = 4x4 + 9x – 7 and y = f(x) =          are rational functions.
                                                3x 3  2
12. Monotone Function: When the dependent variable increases with an increase in the
independent variable, the function is called a monotonically increasing function. And
when the dependent variable decreases with an increase in the independent variable, the
function is called a monotonically decreasing function.
Example: y = f(x) = 2x is a monotonically increasing function
                       1
            y = f(x) =     is a monotonically decreasing function
                       2x
13. Even function: If a function f (x) is such that f (-x) = f(x), then it is called an even
function of x.
Example: y = f(x) = 2x2 is an even function.
14. Odd function: If a function f (x) is such that f (-x) = -f (x), then, it is said to be an odd
function of x.
Example: y = f(x) = 2x is an odd function of x.
15. Periodic Function: If f (x) = f (x + p) for all value of x, then f (x) is called a periodic
function with period p.
Example: y = f(x) = sin x is a periodic function with period 2π.
                                               87
                                          S. M. Shahidul Islam
Note: In coordinate geometry a is called slope and b is called y-intercept of the straight
line that is represented by  y = ax + b.
Example: The equation of the line that has a slope of 3.2 and y-intercept of 5 is y =3.2x +5
6.7 Inequality: When two mathematical expressions become connected by the inequality
sign ( or  or  or  or  ) is known as an inequality.
Example:        3x2 + 4x + x > 2x + 1
                3x + 1 > 0, are inequalities.
Example: In the graph, draw the solution space of the inequality 2x + y ≥ 11.
Solution: To draw the graph, firstly we consider the equation 2x + y = 11.
So, y = 11 – 2x - - - (i)
Substituting x = 1, 3 and 5 in equation (i) we get the following chart:
             x 1 2 5
             y 9 7 1
Plotting the point (1, 9), (2, 7) and (5, 1) in the following graph we get a straight line.
                 Y
                     _
                10
                 9
                     _
                     _
                         
                     _(1, 9)
                 8
                 7         
                     _(2, 7)
                 6
                     _
                 5
                     _
                 4
                     _
                 3
                     _
                 2
                     _       (5,   1) 
                 1
                        | | | | | | |     | | | |   X
                     0 1 2 3 4 5 6 7 8 9 10 11
                             Figure 6.4
                                                    88
                                 Functions and Equations
The origin (0, 0) lies on the left side of the straight line. If we put (0, 0) in the given
inequality we get 0 ≥ 11, which is absurd. So, the points of the opposite side that means all
the points of the right side of the line and on the line are the solutions of the given
inequality. The shadow region shows the solution space of the given inequality in the
graph.
Example: Solve the inequality: x – 9 > 3x + 1 and represent it in the number line.
Solution: Given that, x – 9 > 3x + 1
       Or,     x – 9 + 9 > 3x + 1 + 9 [Adding 9 to both sides]
       Or,     x > 3x + 10
       Or,     x – 3x > 3x + 10 – 3x [Subtracting 3x from both sides]
       Or,     – 2x > 10
[We know, 5 > 3 but –5 < –3. For this inequality sign (>, <) changes when multiplied or
divided by a negative number]
                 2 x 10
       Or,                 [Dividing both sides by – 2]
                 2 2
       Or,     x<–5
Therefore, the required solution: x < – 5.
                   –7 –6–5 –4 –3 –2 –1 0 1 2 3 4 5 6 7
                               Number line
                                  Figure 6.5
                                               89
                                     S. M. Shahidul Islam
6.10 Quadratic equation: The second degree equations of one variable are known as
quadratic equations. The standard form of quadratic equation is ax2 + bx + c = 0.
2x2 – 5x = 6x + 10, x2 – 8x + 15 = 0 are quadratic equations.
Every quadratic equation has two roots (solutions). One of the most common solution
techniques is as follows:
                                                            b  b 2  4ac
The solution of standard form ax2 + bx + c = 0 is x                         . Here b 2  4ac is
                                                                   2a
called discriminant and (1) if b 2  4ac > 0, there will be two real roots; (2) if b 2  4ac = 0,
there will be one real root; & (3) if b 2  4ac < 0, there will be no real roots.
                     x  3 x  3 2x  3
Example: Solve:                                 [RU-92 A/C]
                     x2 x2            x 1
                         x  3 x  3 2x  3
Solution: Given that                    
                         x2 x2            x 1
       ( x  3)( x  2)  ( x  3)( x  2) 2 x  3
Or,                                        
                 ( x  2)( x  2)             x 1
        x 2  x  6  x 2  x  6 2x  3
Or,                              
                 x2  4            x 1
                                               90
                                Functions and Equations
       2 x 2  12 2 x  3
Or,               
         x2  4      x 1
Or,    2 x  2 x  12 x  12  2 x 3  3x 2  8x  12
           3     2
Or,    x 2  4x  0
Or,    x(x – 4) = 0
So,    x = 0, x – 4 = 0 or x = 4
Therefore, the required solution x = 0 or 4 (Answer)
6.11 Formation of quadratic equation: If given that  and  are two roots of a
quadratic equation then we can form the equation as x2 – (  +  )x +   = 0,
That is, x2 – (sum of the roots) x + product of the roots = 0
3 and 5 are two roots of the quadratic equation which is x2 – (3 + 5)x + 3.5 = 0;
Or, x2 – 8x + 15 = 0
Example: If a and b be two roots of 2x2 – 4x + 1 = 0, then find the quadratic equation
whose roots are a2 + b and a + b2.     [RU-93 A/C]
                                                                          1
Solution: Given that a and b are roots of 2x2 – 4x + 1 = 0 or x2 – 2x + = 0,
                                                                          2
                        1
So, a + b = 2 and ab =
                        2
Now, sum of the roots of the required equation is {(a2 + b) + (a + b2)}
= (a2 + b2) + (a + b)
                                              = {(a + b)2 – 2ab}+ (a + b)
                                                       1
                                              = 22 –2.    +2
                                                       2
                                              =5
 And the product of the roots of the required equation is (a2 + b)(a + b2)
                                              = ab + a2 b2+ a3 + b3
                                              = ab + (ab)2 + (a + b)3 – 3ab(a + b)
                                                 1     1             1
                                              = + ( )2 + 23 – 3. .2
                                                 2     2             2
                                                 23
                                              =
                                                  4
We know that, the required equation is
x2 – (sum of the roots) x + product of the roots = 0
           23
x2 – 5x +      =0
            4
4x2 – 20x + 23 = 0     (Answer)
                                           91
                                     S. M. Shahidul Islam
6.12 Identity: When an equation holds true whatever be the value of its variables, it is
called an identity.
Example:        (x + 2 )2 = x2 + 4x + 4.
                2 (x2 + y) = 2x2 + 2y
                x2 + 2x = x(x + 2), are identities
N.B: The following identities are used as formula in various problems. So, students should
memorize these identities.
    1. (x + y)2 = x2 + 2xy + y2
 = (x – y)2 + 4xy
    2. (x – y)2 = x2 – 2xy + y2
                 = (x + y)2 – 4xy
    3. x2 – y2 = (x + y)(x – y)
    4. x2 + y2 = (x + y)2 – 2xy
= (x – y)2 + 2xy
    5. 2(x2 + y2) = (x + y)2 + (x – y)2
    6. 4xy = (x + y)2 – (x – y)2
              x y x y
                     2           2
    7. xy =                   
               2   2 
    8. (x + y + z)2 = x2 + y2 + z2 + 2(xy + yz + zx)
    9. (x + y)3 = x3 + 3x2y + 3xy2 + y3
                  = x3 + y3 + 3xy(x + y)
    10. (x – y) = x3 – 3x2y + 3xy2 – y3
                3
                  = x3 – y3 – 3xy(x – y)
    11. x + y = (x + y)( x2 – xy + y2)
         3     3
= (x + y)3 – 3xy(x + y)
    12. x3 – y3 = (x – y)( x2 + xy + y2)
= (x – y)3 + 3xy(x – y)
6.14 System of linear equations: The m linear equations in the n unknowns- x1, x2, ..., xn:
a11 x1 + a12 x2 + . . . + a1n xn = b1
a12 x1 + a22 x2 + . . . + a2n xn = b2
...     ...    ...
am1 x1 + am2 x2 + . . . + amn xn = bm
                                             92
                                   Functions and Equations
where aij, bi  R; is a system of linear equations or simultaneous linear equation. That is, if
more than one linear equation makes a problem together, this problem is called a system
of linear equations.
If at least one bi (1, 2, 3, ..., m) is non - zero, the system is non- homogeneous and if
otherwise, the system is homogeneous. That is
a11 x1 + a12 x2 + . . . + a1n xn = 0
a12 x1 + a22 x2 + . . . + a2n xn = 0
...      ...     ...
am1 x1 + am2 x2 + . . . + amn xn = 0
is a system of homogeneous equations.
A homogeneous system always has a solution namely the zero n-tuple, 0 = (0, 0, . . ., 0)
called the zero or trivial solution. Any other solution if it exists, is called a non-zero or non
- trivial solution.
A non-homogeneous system may or may not have solution.
Example:         x + 2y – 3z = 6
2x – y + 4 z = 2
4x + 3y – 4z = 14
is example of non-homogeneous system.
And              x + 2y – 3z = 0
                 2x – y + 4 z = 0
4x + 3y – 4z = 0
is example of homogeneous system.
The following chart shows the types solutions of a system of linear equation.
                              System of linear
                              equations
                                                      Consistent
                Inconsiste
                nt
                                    Unique solution           More than one solution
                     No
                  solution          Figure 6.6
                  solution
6.15 Solution methods of a system of linear equations: There are many solution
techniques of a system of linear equations. Such as
1. Substitution method.
2. Gauss elimination method.
3. Cramer's rule (Using determinant)
4. Matrix method: i) Finding inverse matrix
    ii) Making echelon matrix.
                                                 93
                                   S. M. Shahidul Islam
1. Substitution method: In this method, finding the value of a variable in terms of other
variables and substitute it in other equations. To illustrate this method let us consider the
following problem:
x  2y - 3z  6              . . . (1)
2x - y  4 z  2             . . . (2)
4x  3y - 4z  14
                            . . . (3)
From equation (1), we have value of x in terms of variables y and z as follows:
        x = 6 - 2y + 3 z     . . . (4)
Substituting the value of x in equation (2), we get
        2(6 – 2y + 3z) – y + 4z = 2
Or,     12 – 4y + 6z – y + 4z = 2
Or,     –5y + 10z = -10
Or,     y – 2z = 2      [Dividing by –5]
Or,     y = 2z + 2           . . . (5)
Again substituting the value of x in equation (3), we get
        4(6 – 2y + 3z) + 3y – 4z = 14
Or,     24 – 8y + 12z +3y – 4z = 14
Or,     – 5y + 8z = 14 – 24
Or,     –5(2z + 2) + 8z = – 10          [Substituting y = 2z + 2]
Or,     –10z –10 + 8z = – 10
Or,     – 2z = 0
So,     z=0
Substituting z = 0 in equation (5), we get      y=2
Again substituting z = 0 and y = 2 in equation (4), we get x = 2
Therefore, the solution of the system is (x, y, z) = (2, 2, 0)
2. Gauss elimination method: In this method, we always try to eliminate one or more
variables from the equations to solve the system. This method will be clear by the
following solution.
Let us consider the problem:
 x  2y - 3z  6           . . . (1)
 
 2x - y  4 z  2          . . . (2)
 4x  3y - 4z  14
                           . . . (3)
To eliminate variable x from equation (1) and (2), we multiply equation (1) by 2 and then
subtract from equation (2), we get
        – 5y +10 z = – 10
Or,     y – 2z = 2          . . . (4)
Again to eliminate variable x from equation (2) and (3), we multiply equation (2) by 2 and
then subtract from equation (3), we get
                                             94
                                 Functions and Equations
        5y – 12z = 10         . . . (5)
Again to eliminate variable y from equation (4) and (5), we multiply equation (4) by 5 and
then subtract from equation (5), we get
        – 2z = 0
So,        z=0
And again to eliminate variable z from equation (4) and (5), we multiply equation (4) by 6
and then subtract from equation (5), we get
        –y=–2
So,       y=2
Putting the value of y & z in equation (1), we get x = 2.
So, the solution is   (x, y, z) = (2, 2, 0)
                                            95
                                   S. M. Shahidul Islam
             Dy       20
       y =                2,
              D       10
             D        0
And z = z                0.
              D      10
Therefore, the solution of the system is   (x, y, z) = (2, 2, 0).
4. Matrix method finding inverse matrix: In this method, we use inverse matrix to solve
a system of linear equations. Let A be the coefficient matrix, B be the constant term matrix
and X be the variable matrix of a system of linear equations, then
        AX = B
So, the solution will be X = A-1B.
To illustrate this method, let us consider the following system of linear equations.
x  2y - 3z  6             . . . (1)
2x - y  4 z  2            . . . (2)
4x  3y - 4z  14
                            . . . (3)
From the system, we find the following coefficient matrix, constant term matrix and
variable matrix.
             1      2      3          x               6 
                                                        
        A = 2 1            4  , X =  y  and       B = 2 
             4             4         z               14 
                    3                                    
                                            -1
To find the inverse matrix of matrix A, A let us consider the following augmented
matrix:
  1     2     3 1       0        0
  2   1      4 0      1       0
  4    3    4 0       0      1
Subtracting two times of 1 row from 2nd row and four times of 1st row from 3rd row, we
                           st
get
 1     2     3 1        0     0
  0 5       10  2      1      0
 0 5         8 4     0    1
             nd          rd
Subtracting 2 row from 3 row, we get
 1     2    3 1      0     0
 0 5        10  2   1     0
 0     0      2  2 1      1
          nd              rd
Dividing 2 row by –5 and 3 row by –2, we get
                                             96
                                          Functions and Equations
  1      2      3 1              0           0
  0      1       2 2/5         1/ 5         0
 0     0    1 1       1/ 2    1/ 2
Adding 2 times of 3 row from 2nd row and subtracting 2 times of 2nd row from 1st row,
                   rd
we get
 1     0    1 1/ 5    2/5       0
 0     1    0 12 / 5 4 / 5    1
 0     0      1 1         1/ 2     1/ 2
Subtracting 3rd row from 1st row, we get
 1     0       0  4 / 5  1 / 10   1/ 2
 0    1       0 12 / 5 4 / 5       1
 0     0      1 1         1/ 2     1/ 2
                4 / 5  1 / 10     1/ 2
                                           
       -1
So, A =  12 / 5 4 / 5               1 
               1                   1 / 2 
                        1/ 2
Therefore, X = A-1B
          x    4 / 5  1 / 10         1/ 2  6 
                                              
Or,       y  =  12 / 5 4 / 5          1   2 
         z   1                       1 / 2  14 
                           1/ 2
                   24 1           
                          7
         x  5 5                 
            72 8                
Or,       y  =    14 
         z   5 5                
           6 1 7              
                                  
                                  
          x   2
            
Or,       y  =  2
          z  0
            
That is, x = 2, y = 2 and z = 0
So, the solution is (x, y, z) = (2, 2, 0).
5. Matrix method making echelon matrix: In this method, forming the augmented
matrix with the coefficients of x, y, z and the constant terms of the system, we try to make
it echelon form. Then we check it consistency by the following rules:
                                                            97
                                  S. M. Shahidul Islam
        1      2 3 6
   ≈     0   5      10  10
        0     0 2 0
Now, dividing 2nd row by –5 and 3rd row by –2, we have
        1      2 3 6
   ≈ 0        1 2 2                 , which is the echelon form.
          0     0    1     0
In the echelon form, we see that there are 3 non-zero rows both in matrix A and
augmented matrix A|B. So, the rank of A = the rank of A|B = 3 = number of variables.
Therefore, the considered system is consistent and has unique solution. To find the
solution, we form the following equations by the rows of the echelon matrix:
                                            98
                                         Functions and Equations
z=0
       y – 2z = 2              =>      y=2
x + 2y –3z = 6         =>      x=2
Thus, the solution of the system is (x, y, z) = (2, 2, 0)
Example: Solve the following system of two linear equations and express it by a graph.
        2x + y – 11 = 0                        [RU-81 A/C]
        3x + 5y –27 = 0
Solution: We solve it by substitution method and try to express it by graphical method.
 Given that, 2x + y – 11 = 0 --- (1)
             3x + 5y –27 = 0 --- (2)
From equation (1) we get,      y = 11 – 2x --- (3)
Using equation (3) in equation (2) we get, 3x + 5(11 – 2x) – 27 = 0
                                       Or, 3x + 55 – 10x – 27 = 0
                                       Or, – 7x = – 28
                                       Or,    x = 4
Substituting x = 4 in equation (3) we get, y = 11 – 2  4 = 3
So, the required solution: x = 4, y = 3.
Substituting x = 1 and 4 in equation (1) we get y = 9 and 3. That is, from equation (1) we
get the following coordinates (1, 9) and (4, 3).
Substituting x = –1 and 4 in equation (2) we get y = 6 and 3. That is, from equation (2) we
get the following coordinates (–1, 6) and (4, 3).
Plotting the coordinates (1, 9), (4, 3) and (–1, 6), (4, 3) in the graph we get two straight
lines AB and CD respectively. They intersect each other at the point (4, 3). It means the
solution of the system: x = 4 and y = 3.
             Y
                 _
            10
             9
                 _   A
                 _
             8
        C    7
                 _
                 _
             6
                 _
             5
                 _
             4
             3
                 _
                 _
                           (4, 3)
             2                       D
                 _
            1               B
                     | | | | | | | | | | |      X
                 0 1 2 3 4 5 6 7 8 9 10 11
                         Figure 6.7
                                                    99
                                   S. M. Shahidul Islam
                               Or, 33 x  32 y
                               Or, 3x = 2y
                                        1                             1
                               Or, 3       = 2y [Substituting the x = ]
                                        9                             9
                                           1
                               Or, 2y =
                                           3
                                         1
                               So, y =
                                         6
                                        1          1
Therefore, the required solution: x = and y =         (Answer)
                                        9          6
Example: An investor plan to invest 10000 taka in the bonds of two companies to receive
820 taka interest. First company pay 7% interest while second company pay 10% interest.
How much should be invested in each company? [JU-95]
                                            100
                                      Functions and Equations
Solution: Let the investor invest Tk. x in the first company and Tk. y in the second
company in order to receive total of Tk. 820 as interest. So, we find the following system
of linear equations:
         x  y 10000
        
         x (7%)  y (10%)  820
         x  y 10000       . . . (i)
Or,     
        0.07 x  0.1y  820 . . . (ii )
Multiplying equation (i) by 0.1 and then subtracting from equation (ii), we get
– 0.03x = –180
So,              x = 6000
Substituting x = 6000 in equation (i), we get
       6000 + y = 10000
So,              y = 4000
Therefore, the investor should invest Tk. 6000 in the first company and Tk. 4000 in the
second company.
Example: (Market equilibrium for two competing products) Given supply and demand
functions for a product, market equilibrium exists if there is a price at which the quantity
demanded equals the quantity supplied. Suppose that the following demand and supply
functions have been estimated for two competing products.
         q d 1  f1 ( p1 , p 2 )  100  2 p1  3 p 2
         
         q s1  h1 ( p1 )  2 p1  4
       q d 2  f 2 ( p1 , p 2 )  150  4 p1  p 2
       
       q s 2  h2 ( p 2 )  3 p 2  6
       where q d 1  quantity demanded of product 1
                q s1  quantity supplied of product 1
                q d 2  quantity demanded of product 2
                q s 2  quantity supplied of product 2
                p1  price per unit of product 1
                        p 2  price per unit of product 2
                       q1  equilibrium quantity of product 1
                       q 2  equilibrium quantity of product 2
Notice that the quantity demanded of a given product depends not only on the price of the
product but also on the price of the competing product. The quantity supplied of a product
depends only upon the price of that product.
Market equilibrium would exist in this two-product marketplace if prices were offered
such that
                                                      101
                                  S. M. Shahidul Islam
        q d 1  q s1
and     qd 2  q s 2
Supply and demand are equal for product-1 when
       100 – 2 p1 + 3 p 2 = 2 p1 – 4
Or,    4 p1 – 3 p 2 = 104       . . . (i)
Supply and demand are equal for product-2 when
       150 + 4 p1 – p 2 = 3 p 2 – 6
Or,    – 4 p1 + 4 p 2 = 156 . . . (ii)
 Solving equations (i) and (ii) simultaneously, we get the equilibrium prices
        p1       = 221 and p 2 = 260
This result suggests that if the products are priced accordingly, the quantities demanded
and supplied will be equal for each product. And the equilibrium quantities will be
        q1  438 and q 2  774
Example: Demand and supply equations are (q + 20)(p + 10) = 400 and q = 2p – 7
respectively, where p stands for price and q for quantity. Find the equilibrium price and
quantity and show it by a graph.              [NU-2000 A/C]
Solution: Given that, Demand: (q + 20)(p + 10) = 400 --- (1)
                        Supply: q = 2p – 7 --- (2)
Using equation (2) in equation (1), we get
        (2p – 7 + 20)(p + 10) = 400
Or,     (2p + 13)(p + 10) = 400
Or,     2p2 + 33p + 130 – 400 = 0
Or,     2p2 + 33p – 270 = 0
Or,     2p2 + 45p – 12p – 270 = 0
Or,     p(2p + 45) – 6(2p + 45) = 0
Or,     (2p + 45)(p – 6) = 0
                      45
Or,     p=6&p=             [Not acceptable]
                      2
So,     p=6
Replacing p = 6 in equation (2), we get
        q=5
Therefore, the equilibrium price is 6 and quantity is 5. This is shown in following graph:
                                           102
                                     Functions and Equations
                   10
                        _                     Supply
                        _
                    9
                        _
                    8
                        _
              Price 7   _            (q =5, p =6)
                    6
                        _
                    5
                        _                       Demand
                    4
                        _
                    3
                        _
                    2
                        _
                    1
                            | | | | | | | | | | |
                        0 1 2 3 4 5 6 7 8 9 10 11
                                  Quantity
                                 Figure 6.8
                                                   103
                                         S. M. Shahidul Islam
             F
      q=       ,    this is the break-even quantity.
            pv
                         _          Revenue
                    10                             Profit
                         _
                     9        Break-even
                         _
                     8
                     7
                         _       Point
                         _               Cost
                     6                             Variable cost
                         _
                     5
                         _
                     4
                     3
                         _   Loss
                         _
                     2
                         _                         Fixed cost
                    1
                             | | | | | | | | | | |
                         0 1 2 3 4 5 6 7 8 9 10 11
                                    Figure 6.9
Example: A manufacturer of cassette tapes has a fixed cost of Tk. 60,000 and variable
cost is Tk. 4 per cassette produced. Selling price is Tk. 7 per cassette.
a) Write the revenue and cost equations.
b) At what number of units will break-even occur?
c) At what sales (revenue) volume will break-even occur?
d) How much profit will be earned if 25000 cassettes are produced? [AUB-02]
Solution: Here, Fixed cost, F = Tk. 60,000,
Selling price per cassette, p = Tk. 7
Variable cost per cassette, v = Tk. 4
Let R means total revenue, C means total cost and q means the number of cassettes
produced and sold.
a) The equations are
Revenue:        R = 7q
Cost:           C = 4q + 60,000
b) We know that break-even quantity:
       F
q=               [Here, F = Tk. 60000, P = Tk. 7 and V = Tk. 4]
      pv
                             60000
                          =
                              74
  = 20,000 units
c) At break-even 20,000 cassettes would be produced and sold at Tk. 7 each. So, the
break-even sales volume would be: R = Tk. (7) (20,000)
                                 = Tk. 1,40,000
d) If 25,000 cassettes produced and sold, then profit = Tk. {7  25000 – (4  25000 +
60000)}
                                                       = Tk. 15000
                                                 104
                                 Functions and Equations
                                           105
                                    S. M. Shahidul Islam
6.18 Exercises:
     1. Define identity and inequality with example.
     2. What is difference between equation and identity?
     3. Define linear equation and system of linear equations. Give a example of a system
         of linear equation and solve it.
     4. Define degree of an equation. Write an equation of 5 degree.
     5. What do you mean by break-even quantity? Interpret the break-even quantity.
     6. Write the equation of the line that has a slope of –3.1 and a y-intercept of 10.
         [Answer: y = -3.1x + 10]
     7. If A = {2, 3, 5} and B = {3, 7} then find the relation, R as x < y where x  A and
         y  B, [Answer: {(2, 3), (2, 7), (3, 7), (5, 7)}]
     8. If A = {$3, $7, $8} is a set of cost of per unit product and B = {$5, $8} is the set of
         selling price of per unit product of a production firm. Find the profitable relation
         between cost and selling price. [Answer: {($3, $5), ($3, $8), ($7, $8)}]
     9. Write two polynomials of degree 6 and 10 respectively. [Answer: Many answers,
         in particular, f ( x)  3x 6  7 x 2  x  1 , f ( x)  5  6 x  4 x 7  2 x10 ]
                                                                                           4
     10. Solve: (i) 4(3x + 2) ≥ 2x, (ii) 5(3 – 2x) < 3(4 – 3x) [Answer: (i) x ≥  , (ii) x > 3]
                                                                                           5
     11. A student bought x pencils per pencil $5 and bought (x + 4) pens per pen $8. At
         best how many pencils did he buy, if his total spent not more than $97? [Answer:
         At best 5 pencils.]
     12. Solve the quadratic equation: (i) x2 – 8x + 15 = 0 [Answer: 3, 5]
(ii) x2 – 10x – 9 = 0 [Answer: –1, 9]
     13. Kazi bought a bi-cycle with Rs. 6000 and sold it to Faruk earning profit x%. After
         then Faruk sold it to Mizan earning profit x%. If Mizan’s cost price is greater than
         Kazi’s cost price by Rs. 2640, what is the value of x? [Answer: x = 20.]
     14. In the memorable cricket match between Bangladesh and Pakistan in the World
         Cup’99 that Bangladesh won, one of Bangladeshi player scored 42 runs. As a
         result his average run increased by 2. Before this match he played x number of
         matches and his total score was 198. Find the value of x. [Answer: 11]
     15. If a and b be two roots of x2 – 3x – 10 = 0, then find the quadratic equation whose
         roots are a2 and b2. [Answer: x2 – 29x +100 = 0]
     16. Solve the following systems of linear equations by Cramer’s rule:
       i) x + 2y + z = 0                           ii) 3x + 2y –5z = -8
             x – 2y – 2z = 0                            2x + 3y + 6z = 37
            3x + y + 2z = 11                            x – y + 6z = 7
        [Answer: (x, y, z) = (2, -3, 4)]           [Answer: x =2, y = 3, z = 4]
       iii)    2x + y +2z = 10                               x y
                                                                2
               x – y + 2z = 5                       iv)      a b
               x+y+z=6                                       ax  by  a 2  b 2
         [Answer: (x, y, z) = (1, 2, 3)]
                                                     [Answer: (x, y) = (a, b)]
                                                   106
                                    Functions and Equations
        i)   x + 2y – z = 2                      ii)  x + 2y – 3z = -1
           2x + y + z = 1                            5x + 3y – 4z = 2
            x + 5y – 4z = 5                          3x – y + 2z = 7
        [Answer: It has many solutions.            [Answer: No solution.]
        (-1, 2, 1) is a particular solution.]
    18. The sum of the digits of a two-digit number is 12 and if the digits are reversed the
        number is decreased by 18. Find the number? [Answer: 75]
    19. Solve the following simultaneous linear equations using determinant:
2x – 3y = 3
4x – y = 11 [Answer: x = 3, y = 1]            [CMA-93]
    20. Solve the system:
2x + 3y = 5                                   [NU-97]
xy = 1
    21. Solve the following simultaneous equations:
3x2 – 5x – 3y = – 4                           [NU-2000]
2x + 3y = 10
    22. It takes 20 minutes and costs $2 to make one chair, whereas it takes 30 minutes
        and costs $1 to make one table. If 600 minutes and $40 are available, how many
        chairs and tables can be made?        [Answer: 15 chairs and 10 tables]
    23. Market Equilibrium problem: Given the following demand and supply functions
        for two competing products,
        q d 1  82  3 p1  p 2
       q s1 15 p1  5
       q d 2  92  2 p1  4 p 2
        q s 2  32 p 2  6
Determine whether there are prices, which bring the supply and demand levels into
equilibrium for the two products. If so, what are the equilibrium quantities?
        [Answer: p1  5, p2  3, q1  70, q2  90]
   24. Demand (D) and supply (S) functions of a product, D = 17 – 4p – p2 and S = 4p –
        3; where p means the price of the product per unit. Determine equilibrium price
        and quantity. [Answer: p = 2, D = S = 5]
                                                107
                                  S. M. Shahidul Islam
    25. Demand and supply equations are 2p2 +q2 = 11 and p + 2q = 7 respectively, where
        p stands for price and q for quantity. Find the equilibrium price and quantity.
                                      5 29
        [Answer: (p, q) = (1, 3) or ( ,     )]        [RU-80 A/C, CMA-93]
                                      9 9
    26. A manufacturer of keyboards has a fixed cost of $10000 and variable cost per
        keyboard made is $5. Selling price per unit is $10.
    (a) Write the revenue and cost equations. [Answer: R = 10q, C = 5q + 10000]
    (b) At what number of units will break-even occur? [Answer: 2000 units]
    (c) At what sales volume (revenue) will break-even occur? [Answer: $20,000]
    (d) Compute the loss if 1000 keyboards are produced and sold. [Answer: $5000]
    27. A manufacturer has a fixed cost of Tk.7500 and variable cost per unit made is
        Tk.7. Selling price per unit is Tk.10.
    (a) Write the revenue and cost equations. [Answer: R = 10q, C = 7q + 7500]
    (b) At what number of units will break-even occur? [Answer: 2500 units]
    (c) At what sales volume (revenue) will break-even occur? [Answer: Tk.25000]
(d) Draw the break-even chart.                 [RU-95 A/C]
    28. A manufacturer of handbag has a fixed cost of Tk.1,20,000 and a variable cost of
        Tk.20 per unit made and sold. Selling price is Tk.50 per unit.
(a)     Write the revenue and cost equations, using C for cost and q for number of units.
[Answer: R = 50q, C = 20q + 1,20,000]
(b) Find the break-even quantity.       [Answer: 4,000 units]
            (c) Find the break-even sales volume. [Answer: Tk. 2,00,000]
(d) Compute profit if 10,000 handbags are made and sold. [Answer: Tk. 1,80,000]
(e) Compute loss if 1,000 handbags are made and sold. [Answer: Tk. 90,000]
    29. Compute total cost and profit/loss if sales are Tk. 40000, fixed expense is Tk.
        12000 and margin is 25%. [Answer: Tk. 42000 and loss = Tk. 2000]
                                          108
                          Exponential and Logarithmic Functions
                                                                                        07
                                                                                    Chapter
                    Exponential and Logarithmic Functions
Highlights:
  7.1     Introduction                             7.4     Logarithmic function
  7.2     Exponential function                     7.4.1   Laws of logarithmic operations
  7.2.1   Properties of Exponents                  7.4.2   Relation between natural and
  7.2.2   Graph of exponential function                    common logarithms
  7.2.3   Applications of exponential functions    7.4.3   Graph of logarithmic function
  7.3     Surds                                    7.5     Some worked out Examples
  7.3.1   Formulae of surd                         7.6     Exercise
  7.3.2   Rationalization of surd
7.1 Introduction: The main object of this chapter is to review the nature and properties of
exponents, exponential functions, logarithms and logarithmic functions. The concept of
exponential and logarithmic functions is very useful in various parts of mathematics. We
shall look at some very important applications of these functions here and in the chapter of
mathematics of finance. Until twenty years ago, students labored with extensive tables of
logarithms and exponential values, but today we are fortunate to have these numerical
values at our fingertips via the scientific calculator and computer.
7.2 Exponential function: If a, x R, a > 0 and a ≠ 1 then the function f(x) = ax is called
an exponential function. Here, “a” is called ‘base’ and “x” is called the ‘exponent’.
Example: f(x) = 5ex
    f(x) = 10x
    f(x) = (2.5) x + 1 are exponential function
But f(x) = x10 is not an exponential function because the exponent “10” is not variable.
                                             109
                                        S. M. Shahidul Islam
      ax
i.e., y = a x – y
      a
4. The quantity ax to the power y is equal to axy
          y
i.e., a x = axy
5. The base ab to the power x is equal to ax times ay
i.e., (ab)x = ax. by
6. The base a/b to the power x is equal to ax over bx
                x
      a     ax
i.e.,   = x
      b     b
7. A base to the power –x is equivalent to one over that base to the power x
            1
i.e., a-x = x
           a
Example: Apply the law of exponents to simplify the following expression and write the
result with positive exponents.
                      3 x ( x 2 ) y 5
                         4 x4 y2
Solution: Given that,
                            3 x ( x 2 ) y 5            3 x12 y 5
                                                   =
                                   4 x4 y2               4 x4 y2
                                                        3 x 1 y 5
=
                                                        4 x4 y2
    3 1 4 52
=     x .y
    4
                                                        3 5 3
=                                                         x .y
                                                        4
    3y3
=       (Answer)
    4x5
                              1                    1                   1
Example: Show that          a b      a c
                                                b c    ba
                                                                            1
                     1 x  x            1 x  x           1  x  x c b
                                                                     c a
                           1                  1                   1
Solution: L.H.S =       a b   a c
                                          b c    ba
                                                       
                  1 x  x            1 x  x           1  x  x c b
                                                               c a
           1                      1                       1
=         b      c
                               c        a
                                              
  1  x .x  x .x
       a       a
                       1  x .x  x .x
                             b         b
                                                1  x .x  x c .x b
                                                     c   a
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                               Exponential and Logarithmic Functions
                  x  a .1                       x b .1                           x  c .1
= a                                                                
     x (1  x a .x b  x a .x c ) x b (1  x b .x c  x b .x a ) x c (1  x c .x a  x c .x b )
[Multiplying both the numerator & the denominator of first, second and third terms by
 x  a , x b and x  c respectively.]
             x a                  x b                  x c
= a                                        
     x  x b  x  c x b  x  c  x  a x  c  x  a  x b
    ( x  a  x b  x  c )
= a
    ( x  x b  x  c )
= 1 = R.H.S (Proved)
         x            0 1 2 3 -1 -2    -3
         f(x) = 2 x   1 2 4 8 0.5 0.25 0.125
                                          f(x) = 2 x
                           6
                           5
                           4
                           3
                           2
                           1
              -4 –3 –2 –1 0 1 2 3 4 5 6
Figure 7.1
From the graph we see that as x becomes large positively, 2 x increases rapidly; and as x
takes on values more and more negative, 2 x seems to decrease to zero. That is, the graph
of exponential function 2 x is asymptotic to the negative x-axis.
                                                       111
                                   S. M. Shahidul Islam
                                                          x
                                                   1
             Graph of exponential function: f(x) =  
                         x
                                                   2
                    1
             f(x) =  
                    2        6
                               5
                               4
                               3
                               2
                               1
                     -4 –3 –2 –1 0 1 2 3 4 5 6
                             Figure 7.2
From the above two graph we can see that exponential functions comes in two forms;
those with a > 1 increase to the right and those with 0< a <1 decrease to the right. All
exponential functions of the form ax
       1. pass through the point (0, 1);
       2. are positive for all values of x; and
       3. tend to infinity in one direction and zero in the other.
Example 2: (Advertising Response) A large recording company sells tapes and CDs by
direct mail only. Advertising is done through network television. Much experience with
response to an advertising approach has allowed analysts to determine the expected
                                           112
                            Exponential and Logarithmic Functions
response to an advertising program. Specifically, the response function for classical music
CDs and tapes is R = f(t) = 1 – e-0.05t, where R is the percentage of customers in the target
market actually purchasing the CD or tape and t is the number of times an advertisement is
run on national TV.
     a) What percentage of the target market is expected to buy a classical music offering
        if advertisements are run one time on TV? 5 times? 10 times? 15 times? 20 times?
     b) Sketch the response function R = f(t).
Solution: a) Given that the expected response to the advertising program,
        R = f(t) = 1 – e-0.05t ; where t is the number of times to play the advertisement.
If the advertisement plays 1 time then the expected percentage of response,
        R = f(1) = 1 – e(-0.05)(1) = 1 – 0.9512294 = 0.0488 = 0.0488  100% = 4.88%
If the advertisement plays 5 time then the expected percentage of response,
        R = f(5) = 1 – e(-0.05)(5) = 1 – 0.7788007 = 0.2212 = 0.2212  100% = 22.12%
If the advertisement plays 10 time then the expected percentage of response,
        R = f(10) = 1 – e(-0.05)(10) = 1 – 0.6065306 = 0.3935 = 0.3935  100% = 39.35%
If the advertisement plays 15 time then the expected percentage of response,
        R = f(15) = 1 – e(-0.05)(15) = 1 – 0.4723665 = 0.5276 = 0.5276  100% = 52.76%
If the advertisement plays 20 time then the expected percentage of response,
        R = f(20) = 1 – e(-0.05)(20) = 1 – 0.3678794 = 0.6321 = 0.6321  100% = 63.21%
b) The graph is as follows
                                       0.6 f(t) = 1 – e-0.05t
                                       0.5
                                       0.4
                                       0.3
                                       0.2
                                       0.1
                                   -10 -5 0 5 10 15 20
Figure 7.3
7.3 Surds: A surd is defined as the irrational root of a rational number of the type n a ,
where it is not possible to extract exactly the nth root of “a”. In other words, a real number
 n
   a is called a surd, if and only if
i)       it is an irrational number, and
ii)      it is a root of a rational number.
In the surd n a , the index “n” is called the order of the surd and “a” the radicand. A surd
can always be expressed with fractional indices.
                        1
        n               n
i.e.,       a   =   a
                                             113
                                                S. M. Shahidul Islam
               1
     10       10
And 5 = 5 etc.
Illustration: 2 , 3 and 3 7 are surds, since                                 2,        3 and   3
                                                                                                   7 are the irrational roots
of the rational numbers 2, 3 and 7 respectively.
                                                        
                                                               1
But 4 16 is not a surd, because 4 16 = 2 4                     4       = 2 is not an irrational number.
                                                               114
                         Exponential and Logarithmic Functions
                                                   1
                           n  14               n
                           9 . 3.3              
                                      n
Example: Show that                n
                                                  = 27                        [AUB-2002]
                           3 3                  
                                                
                                                                1
                                     n
                                         1
                                                               n
                             9 . 3.3                       
                                      n  4
Solution:        L.H.S    =                                
                                  n
                             3 3                           
                                                           
                                                                        1
                             2 n  14 n 1                         n
                                    
                                                                1
                            3        .3                        2   
                          =                                        
                                     
                                         1
                             3. 3  n 2                           
                                                            1
                                  2n
                                       1         n 1
                                                           n
                             3 .3     2          2     
                          =      n                     
                             31 2                     
                                                       
                                                        1
                             2 n  12  n21       n
                            3                      
                          =       2 n             
                             3 2                   
                                                   
                                                                    1
                              2 n  1  n 1 2 n  n
                          =  3 2 2 2 
                                                   
                                                                1
                              4 n 1 n21 2 n  n
                          =  3                  
                                                  
                                                 
                                             1
                              6n  n
                          =  3 2 
                                   
                               6n 1
                                  .
                                2 n
                          =3
                          = 33
                          = 27               = R.H.S
So,      L.H.S = R.H.S                                              (Proved)
7.4 Logarithmic function: If ax = n; a >0 and a  1 then “x” is said to be the logarithm of
the number n to the base “a”. Symbolically it can be expressed as follows:
 Log a n = x
                                                                115
                                   S. M. Shahidul Islam
                                            116
                                 Exponential and Logarithmic Functions
7.4.2 Relation between natural and common logarithms: The natural logarithm of a
number is equal to the quotient of the common logarithm of that number and the common
logarithm of e
                 log m                         log 10 m
that is, ln m =                  Or, log e m 
                  log e                         log 10 e
Proof: Let     log e m  x so that e = m  x
                                                                  - - - (1)
            log 10 m = y       so that   10 y = m                    - - - (2)
                                                                            1
                                                      z                     z
         and   log 10 e = z   so that           10 = e        =>   10 = e         - - - (3)
From equations (1) and (2), we get
ex = 10 y
                                                      117
                                       S. M. Shahidul Islam
                               y
                     1z 
       =>      e =  e 
                   x
                                         [Using equation (3)]
                     
               y
               z
=>     ex = e
             y
=>     x =
             z
                        log 10 m
       i.e.,       log e m 
                         log 10 e
                      log m
       Or,     ln m =                            (Proved)
                       log e
                       2.0
                       1.5
                       1.0
                       0.5
               -3 -2 -1 0 1 3 4 5 6 7 8
                     -0.5
                     -1.0
Figure 7.4
From the graph we see that the curve rises slowly, but always rises, to the right of x = 1.
Recalling that x can not be zero or negative, we conclude that to the left of x = 1 the curve
falls indefinitely as x gets closer to zero, but never touches the y-axis.
                                               118
                                 Exponential and Logarithmic Functions
6x  6 6
                  1          1      3
                        1
Or,     6 x  6.6 2 = 6 2 = 6 2
             3
So,     x = (Answer)
             2
Example (4): Assume that, for some base, log x = 0.5, log y = 1.5 and log z = 3. Compute
                  
                  xy 
the value of log  1  . [RU-91]
                  3
                 z 
Solution: Given that, log x = 0.5, log y = 1.5 and log z = 3
                                 1
             xy 
Now, log  1  = log (xy) – log z 3
             3
            z 
                                                 119
                                     S. M. Shahidul Islam
                                       1
                 = log x + log y –       log z
                                       3
                 = 0.5 + 1.5 –
                                 1
                                     3
                                 3
  = 2.0 – 1
                 =1                                 (Answer)
Example (7): Find the value of i when 10000 (1 + i)10 = 30000 [AUB-03,]
Solution: Given that, 10000(1 + i)10 =30000
                   30000
Or,    (1+ i)10 =
                   10000
Or,    (1+ i)10 = 3
Or,    ln (1+ i)10 = ln 3    [Taking natural logarithm of both sides]
Or,    10 ln (1+ i) = 1.0986          [Using calculator]
Or,    ln (1+ i) = 0.10986
Or,    antiln{ln(1+ i)} = antiln 0.10986
Or,    1+ i = 1.11612                 [Using calculator]
                                             120
                           Exponential and Logarithmic Functions
Or,     i = 1.11612 – 1
So,     i = 0.11612 (Answer)
Example (9): If log 10 2 = 0.3010, then find the value of log 8 25 [AUB-02]
Solution: Given that, log 10 2 = 0.3010
                           log 25                                  log 10 m
       Now,     log 8 25  10                 [We know, log e m             ]
                            log 10 8                                log 10 e
                                    100 
                            log 10      
                          =          4 
                              log 10 2 3
                             log 10 100  log 10 4
                          =
                                   3 log 10 2
                            log 10 (10) 2  log 10 (2) 2
                          =
                                     3 log 10 2
                            2 log 10 10  2 log 10 2
                          =
                                    3 log 10 2
    2  1  2  0.3010
  =
        3  0.3010
  = 1.548              (Answer)
                                                   16          25         81
Example (10): Show that         log 2 + 16 log        + 12 log    + 7 log    =1
                                                   15          24         80
             [CMA-94, NU-94]
                               16              25           81
Proof: L.H.S = log 2 + 16 log        + 12 log       + 7 log
                               15              24           80
                                   16              12              7
                             16            25            81 
             = log 2 + log   + log   + log  
                             15            24            80 
                                                 121
                                           S. M. Shahidul Islam
                        
                         2 
                                  4 16
                                           52 
                                                   12
                                                       34  
                                                              7
                                                                
                  = log 2          3    4  
                        
                         
                                3.5       2 .3      2 .5  
                               2 64      5 24     328 
                  = log  2  16 16  36 12  28 7 
                             3 .5       2 .3     2 .5 
                          
                  = log 21643628  3281216  524167  
                         
                  = log 21  30  51   
                  = log 2  1 5
                  = log 10
                  = 1                [We know that log 10 10 1 ]
                  = R.H.S            (Proved)
                                       1           3 log 1728
Example (11): Find the value of          .                          [CMA-93]
                                       6        1           1
                                             1  log 0.36  log 8
                                                2           3
            1      3 log 1728       1             3  3.2375437
Solution:     .                   = .
            6    1          1       6     1                  1
             1  log 0.36  log 8      1   (0.4436975)   0.9030899
                 2          3             2                  3
[Using calculator]
                                    1          9.7126311
                                  = .
                                    6 1  0.2218487  0.3010299
                                    1 3.1165094
                                  = .
                                    6 1.0791812
                                    3.1165094
                                  =
                                    6.4750872
                                  = 0.4813077 (Answer)
                                 1            1            1
Example (12): Show that                                          1 [NU-95]
                           log a bc  1 log b ca  1 log c ab  1
                        1              1            1
Solution: L.H.S =                          
                  log a bc  1 log b ca  1 log c ab  1
                          1                   1                  1
                =                                     
                  log a bc  log a a log b ca  log b b log c ab  log c c
                      1            1           1
                =                        
                  log a abc log b abc log c abc
                                                   122
                               Exponential and Logarithmic Functions
                                                 
Example (13): Find the value of log 2 log 2 log 3 log 3 27 3       [AUB-02 MBA]
                 
Solution: log 2 log 2 log 3 log 3     27  = log log log log 3 
                                          3
                                                      2          2       3         3
                                                                                       9
7.6 Exercise:
    1. Define exponential function. And discuss the properties of exponents.
    2. What do you mean by surd?
    3. Define natural and common logarithms. What is difference between natural and
         common logarithms?
    4. State and prove relation between natural and common logarithms.
    5. (Credit Card Collections) A major bank offers a credit card, which can be used
         internationally. Data gathered over time indicate that the collection percentage for
         credit issued in any month is an exponential function of the time since the credit
         was issued. Specifically, the function approximating this relationship is
C = f(t) = 0.92(1- e-0.1t); t ≥ 0
where C equals the percentage of accounts receivable (in taka) collected t months after the
credit is granted.
             (a) What percentage is expected to be collected after 1 month?
                 [Answer:8.75%]
             (b) What percentage is expected after 3 months? [Answer: 23.84%]
             (c) What value does C approach as t increases without limit (t → ∞)?
                 [Answer:92%]
                                                                         3
                                                                     
    6. Find the value of (i) (23)2 (ii) (121)0.5 (iii) 16                4
                                                                             [Answer: (i) 64 (ii) 11 (iii) 1/8]
                                                    
                                                             1
                                         
    7. Find the value of 1  1  1  x 3      1 1       3
                                                                 [Answer:
                                                                                1
                                                                                  ]
                                                                               x
                                                      123
                                   S. M. Shahidul Islam
                          1               1                1
                rqpr  p  q  rppq  q r  qp rq  r  p
8. Show that  x               x  x                        1
                                                     
                                                     
               1632  2                4  55 1
                         m        3m  2    m 1    m 1
9. Show that                                                         [AUB-02]
                    152 16
                              m 1        m
                                                   52m
                                
10. Find the value of log 5 3 5 5 [Answer: ]
                                                          5
                                                          6
11. Find the value of x: (i) log x 81  4 (ii) log 2 5 400  x [Answer: (i) 3, (ii) 4]
12. Using the definition of logarithm find the value of x: log x (4 x  3)  log x 4  2
               3 1
    [Answer: , ]                     [NU-2000]
               2 2
13. Solve for x: (i) 10x = 8. (ii) 2x.32x +1 = 74x + 3 [Answer: (i) 0.90309 (ii) – 0.9685]
14. Solve for x: log x 3  log x 9  log x 729  9 [Answer: 3]         [AUB-01]
15. Assume that for some base, log a = 0.3, log b = 2.8642 and log c = 1.7642. Find
                      3 12 
                     a b 
    the value of log         [Answer: 0.5676]               [NU-01]
                      c 
                            
16. Compute the value of x from 10 log5 = x [Answer: 5]
                                                       1
    [Hints: After simplification, we get 10 15 . Let x = 10 15 and then use log and antilog
    respectively to find the value of x.]
                    16         25         81
19. Simplify: 7 log  5 log        3 log    [Answer: log 2 ] [NU-99]
                    15         24         80
20. Find the value of log 2 6  log 2 2         [Answer: 1]
                                          3
                                 b bb 
                                      a
                                              124
                               Exponential and Logarithmic Functions
                 1              1              1
   (ii)                                               2
           log pq ( pqr ) log qr ( pqr ) log rp ( pqr )
                1                1          1
   (iii)                                        2      [CMA-95]
           log 6 24 log 8 24 log 12 24
     24. Using the definition of logarithm find the value of x from log 2 log 3 log 2 x 1.
          [Answer: 512]                            [AUB-02]
               log a log b log c
     25. If                                , prove that
               x y yz zx
          (i) abc = 1
                                               log a log b log c           log a
(ii) a x y .b y  z .c z  x  1 [Hints: let                   = M, So,       M
                                               x y yz zx                x y
Or, log a = M(x – y) Or, (x + y)log a = M(x – y)(x + y) Or, log a(x + y) = M(x2 – y2).
Similarly, log a(y + z) = M(y2 – z2) and log a(z + x) = M(z2 – x2). Now add.]
                                                   125
                                     S. M. Shahidul Islam
                                                                                               08
                                                                                            Chapter
                                                        Mathematics of Finance
Highlights:
8.1 Introduction: This chapter is concerned with interest rates and their effects on the
value of money. We shall discuss the nature of interest and its computational processes.
Interest rates have widespread influence over decisions made by businesses and by us in
our personal lives. Corporations pay millions of dollars in interest each year for the use of
money they have borrowed. We earn money on sums we have invested in savings
accounts, certificates of deposit, and money market funds. We also pay for the use of
money, which we have borrowed for school loans, credit card purchases or mortgages.
The interest concept also has applications that are not related to money such as population
growth.
8.2 Simple interest and the future value: Interest rates are generally quoted in
percentage form and, for use in calculations, must be converted to the equivalent decimal
value by dividing the percentage by 100; that is, by moving the decimal point in the
percentage two places to the left. For example,
                     1
                i = 5 % = 5.25% = 0.0525.
                     4
Unless otherwise stated, a quoted rate is a rate per year. Thus, Tk.1 at 5 percent means that
interest of Tk. 0.05 will be earned in a year, and Tk. 100 at this rate provides.
                Tk. 100(0.05) = Tk. 5
of interest in one year. Interest on Tk. 100 at 5 percent for 9 months is interest for 9/12
year; that is,
                                                  126
                                 Mathematics of Finance
The last line introduces the following definitions of simple interest, which apply in simple
interest calculation:
8.2.1 Definition of simple interest: In this case, we do not calculate interest of interest;
here we calculate only interest of capital or principal. The simple interest formula is as
follow:
                         I = Pin
                And      F = P + I = P + Pin = P (1 + in)
               Where      I = Total interest
                         P = Capital, the sum of money on which interest is being earned
                         i = Rate of interest, interest of per unit capital for a year
                         n = Number of years
                         F = Future value, the sum of capital and total interest
When time is given in days, there are two ways of computing the interest: the exact
method and the ordinary method (often called the Banker’s Rule). If the exact method is
used, then the time is
                             Number of days
                     n =
                                   365
but if the ordinary method is used, then the time is
                             Number of days
                       n =
                                   360
Bank, for convenience, often count a year as twelve 30-day months, 360 days for a year.
                                                    1
Example: Compute the interest on Tk. 480 at 6         % for 9 months.
                                                    4
Solution: Here,
                  Capital, P = 480 Tk.
                                        1        25      25
                  Rate of interest, i = 6   % =     %=        = 0.0625
                                        4        4     4 x100
                                          9
                Number of years, n =        year
                                        12
      We know, simple interest, I = Pin
                                                     9
                                  = 480  0.0625      taka
                                                    12
                                  = 22.50 taka            (Answer)
                                              127
                                  S. M. Shahidul Islam
Example: Find the interest rate if Tk.1000 earns Tk.45 interest in 6 months.
Solution: Here,
                Capital, P = Tk. 1000
                Interest, I = Tk. 45
                                          6
                Number of years, n =
                                         12
                                       = 0.5
                Rate of interest, i = ?
          We know,
                      I = Pin
                              I
                  Or, i =
                             Pn
                                45
                         =
                            1000 X 0.5
                        = 0.09
                                                                  100
                        = 0.09  100%        [We know, 100% =          = 1]
                                                                  100
                        = 9%
 Hence, the required interest rate is 9%.
Example: Find the exact and ordinary interest on Rs. 1460 for 72 days at 10 percent
interest.               [AUB-02]
Solution: In both case:
               Capital, P = Rs. 1460
               Interest rate, i = 10% = 0.1
        For exact interest,
                                         72
                Number of years, n =
                                        365
        For ordinary interest,
                                         72
                Number of years, n =
                                        360
        So, exact interest, I = Pin
                                                  72
                              = Rs. 1460  0.1 
                                                 365
                              = Rs. 28.80 (Answer)
        And ordinary interest, I = Pin
                                   = Rs 1460 0.1 
                                                      72
                                                     360
                                   = Rs 29.20 (Answer)
                                           128
                                Mathematics of Finance
Example: Lovlu has placed Tk. 500 in a savings account that pays 8% simple interest.
How long will it be, in months, until the investment amounts to Tk. 530?
Solution: Here,
               Capital, P = Tk. 500
               Future value, F = Tk. 530
                                        8
               Interest rate, i = 8% =      = 0.08
                                       100
               Number of years, n =?
        We know that,
F = P(1 + in)
                                  F
               Or,     1 + in =
                                  P
                              F
               Or,     in =      -1
                              P
                             FP
               Or,     n=
                               Pi
                             530  500
                         =
                            500  0.08
                                30
                        =
                           500  0.08
                           3
                        =
                           4
                         3              3
So, the required time =     of a year =  12 months = 9 months (Answer)
                         4              4
                                          129
                                   S. M. Shahidul Islam
8.3 The yield on the common stock of a company: The yield on the common stock of a
company is a percent obtained by dividing the amount (called the dividend) that a
shareholder receives per share of stock held by the price of a share of the stock. A stock
market report showing
       Shain Pu 3.50 87 ½
Means that at the time of the quotation, a share of Shain Pukur sold for Tk. 87.50 and the
annual dividend was estimated to be Tk. 3.50 per share.
Example: Compute the yield for Shain Pukur from the market report Shain Pu 3.50 87 ½.
Solution: Given that,
       The annual dividend = Tk. 3.50
       The value of a share = Tk. 87 ½ = Tk. 87.50
                                             3.50
       So, the yield for general electric =        100%
                                            87.50
                                           = 4%    (Answer)
8.4 Bank discount: In many loans, the interest charge is computed not on the amount the
borrower receives, but on the amount that is repaid later. A charge for a loan computed in
this manner is called the bank discount, and the amount borrower receives is called the
proceeds of a loan and is denoted by ‘P’. The future amount to be paid back is ‘F’, now
called the maturity value of the loan. The bank discount rate is denoted by ‘d’ and the loan
time is denoted by ‘n’, which is in years.
The formula is to calculate the proceeds: P = F (1- dn)
Example: (a) A borrower signs a deed promising to pay a bank $ 5000 in ten months from
now. How much will the borrower receive if the discount rate is 8.4%? (b) How much
would the borrower have to repay in order to receive $ 5000 now?
Solution: (a) Here,
The maturity value, F = $ 5000
               The bank discount rate, d = 8.4% = 0.084
                                               10
               The loan time, n = 10 months =     of a year.
                                               12
    We know that,
                        The proceeds, P = F (1- dn)
                           10
       = 5000 (1- 0.084  ) dollar
                           12
                                      = 5000(1- 0.07) dollar
                                      = 4650 dollar
             So, the borrower will receive $ 4650          (Answer)
                                            130
                                 Mathematics of Finance
8.5 Compound interest and the future value: To see how compound interest works and
develop a formula for computing the future value, suppose Tk. 4000 in invested at 10%
interest compounded each year. The amount at the end of the first year would be
                 F1 = Tk. [4000+ 4000 (0.10) (1)]
                    = Tk. (4000+400)
                    = Tk. 4400
This Tk. 4400 becomes the principal at the beginning of the second year, and the amount
at the end of the second year is
                 F2 = Tk. [4400 + 4400 (0.10) 1]
                    = Tk. (4400+ 440)
                    = Tk. 4840
Thus, in the second year, interest is earned not only on Tk. 4000 invested, but also on
Tk.400 of interest earned in the first year. This common practice of computing interest on
interest is called compounding interest.
To formulate a formula for computing the future value, we will use ‘i’ as the interest rate
per period. Period means the time interval of two consecutive compounding; it may be a
year, a month, a semiannual etc.
Assuming, that the compounding period is 1 year, a capital of Tk. P will amount to
F1 = P(1 + i )
                                            131
                                    S. M. Shahidul Islam
at the end of the first year. At the beginning of the second year, P(1+ i) becomes the new
principal, which is multiplied by (1+ i) to find the future value at the end of the second
year.
Thus,
                F2 = P(1 + i)(1 + i) = P(1 + i)2
after two years. At the beginning of the third year, the new principal is P(1 + i) 2, and to
obtain the future value at the end of the third year, this must be multiplied by (1 + i). Thus,
after three years. Similarly, the future value at the end of 20 years would be
Fn = P(1 + i)n .
Thus in this case of compound interest, we calculate the interest of interest and the capital
time to time. The compound interest formula is given by
F = P(1 + i )n
     Where,     F = Future value, the sum of the capital and total interest.
                P = Capital or principal or present value
                i = Interest per unit per period
                n = Total number of periods
Example: Find the compound future value of Tk. 1000 at 7 % interest compounded
annually for 10 years.
Solution: Here,
                 Capital, P = Tk. 1000
 Interest rate, i = 7% = 7/100 = 0.07
 Total number of periods, n = 10
      We know that,
                 Future value, F = P(1 + i )n
                                 = Tk. 1000 (1 + 0.07)10
                                 = Tk. 1000 (1.07)10
                                 = Tk. 1000 (1.96715)
                                 = Tk. 1967.15           (Answer)
                                              132
                                Mathematics of Finance
Example: If $500 is invested at 6 percent compounded annually, what will be the future
value 30 years later?
Solution: Here, Capital, P = $ 500
                  Interest rate, i = 6% = 6/100 = 0.06
                  Total number of periods, n = 30
                  Future value, F =?
        We know that, F = P(1 + i )n
                           = $ 500 (1 + 0.06)30
                           = $ 500 (1.06)30
                           = $ 500 (5.7435)
                           = $ 2871.75
So, the future value = $ 2871.75             (Answer)
Example: Find how many years it will take at 9% compounded annually for $1000 to
grow to $ 2000.       [AUB-01]
Solution: Here, Capital, P = $ 1000
                Future value, F = $ 2000
                Interest rate, i = 9% = 0.09
                Number of periods, n =?
       We know that,
                      F = P(1 + i )n
              Or,     2000 = 1000 (1 + 0.09) n
                                   2000
              Or,     (1.09) n =
                                  1000
                             n
              Or,     (1.09) = 2
                                          133
                                  S. M. Shahidul Islam
Example: A man built up a scholarship fund to give prize of Tk.500.00 every year. If the
fund provides 10% interest compounded semiannually, what is the amount of the fund?
[DU-78]
Solution: Since the fund gives prize of Tk.500 every year, the amount of the interest of a
year must be equal to Tk.500.
                               10%
Given that, Interest rate, i =      = 5% = 0.05
                                2
        Number of periods (in a year) = 1  2
Let the amount of the fund, P = x taka
So, the future value, F = (x + 500) taka
We know that,
                        F = P(1 + i )n
                Or,     x + 500 = x(1 + 0.05) 2
                Or,     x + 500 = 1.1025x
                Or,     0.1025x = 500
                Or,     x = 500
                                 0.1025
                So,     x = 4878.05
Therefore, the amount of the fund = Tk.4878.05     (Answer)
Example: Find how many months it will take at 10% compounded quarterly of a year for
          Tk. 5000 to grow to Tk. 20000.            [DU-78]
Solution: Here, Capital, P = $ 5000
                Future value, F = Tk.20000
                                   10%
                Interest rate, i =      = 2.5% = 0.025
                                     4
                Number of periods (Quarter year), n =?
       We know that,
                      F = P(1 + i )n
              Or,     20000 = 5000 (1 + 0.025) n
                                    20000
              Or,     (1.025) n =
                                    5000
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                                 Mathematics of Finance
               Or,    (1.025) n = 4
               Or,    n Ln (1.025) = Ln 4 [Taking natural logarithm on both sides.]
                             Ln4
              Or,     n=
                           Ln1.025
                           1.386294
              Or,     n=
                           0.024693
              Or,     n = 56.1411736
              So,     n = 56.14 (Approximately)
                            56.14  12
Hence, the required time =             months.
                                4
                         = 168.42 months. (Answer)
Example: Find the rate of interest that compounded annually, will result in tripling a sum
of money in 10 years.           [AUB-03, DU-77]
Solution: Here, let the capital = P taka
                 So, the future value, F = 3P taka
                 Total number of period, n = 10
                 The rate of interest, i =?
       We know that,
                       F = P(1 + i )n
              Or,      3P = P (1 + i ) 10
                                     3P
              Or,      (1 + i ) 10 =
                                      P
                                10
              Or,      (1 + i ) = 3
              Or,      Ln(1 + i ) 10 = Ln3
              Or,      10 Ln (1 + i ) = Ln 3 [Taking natural logarithm on both sides.]
                                       1.0986123
              Or,      Ln (1 + i ) =
                                           10
              Or,      Ln (1 + i ) = 0.10986123
              Or,      1 + i = Anti ln 0.10986123
              Or,      i = 1.1161231-1
              Or,      i = 0.1161231
              Or,      i = 0.1161231  100%
              So,      i = 11.61%
Hence, the required rate of interest = 11.61%.     (Answer)
 Example: What is the present value of $ 2500 payable 4 years from now at 10%
compounded quarterly of a year?
Solution: Here, the future value, F = $ 2500
                                           135
                                    S. M. Shahidul Islam
                                             10%
               Interest rate per period, i =
                                              4
                                          = 2.5%
                                          = 0.025
              Number of periods, n = 4  4 = 16
              Present value (Capital), P =?
       We know that,         F = P( 1 + i )n
                                     F
                      Or,    P=
                                  (1  i ) n
                                      2500
                      Or,    P=
                                  (1  0.025)16
                                     2500
                      Or,    P=
                                  1.4845056
                      So,    P = 1684.0624
       Thus, the present value = $ 1684.0624.
Example: To buy a car Mr. Amin pays Tk.500000 in cash and promises to pay Tk.300000
(including interest) in 3 years later. Find the present value of the car if he pays 12% annual
interest compounded semiannually. [NU-96]
Solution: The present value of the car = Tk.500000 + present value of Tk.300000
                            12%
Here, F = Tk.300000, i =           6%  0.06 , n = 3  2 = 6, P = ?
                             2
We know that, F = P(1 + i )n
        Or,    300000 = P (1 + 0.06) 6
        Or,    300000 = 1.4185191P
                      300000
        Or,    P=
                    1.4185191
        Or,    P = 211488.16
Therefore, the present value of the car = Tk.(500000 + 211488.16)
                                          = Tk. 711488.16      (Answer)
8.5.1 Effective interest rate: Because of lack of comparability, it is hard to judge whether
interest quoted at 18% compounded semiannually result in more or less interest than
would be the case if the rate were 17% compounded monthly. To make the comparison
possible, we change both to their equivalent annual rates; these equivalents are called
effective rates. To find out effective rate formula let us consider annual interest rate, j
compounded m times in a year, Tk.1 grows to
                                               j
 F = (1)(1+i)m [Interest rate per period, i =    ]
                                              m
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                                  Mathematics of Finance
8.5.2 Future value with continuous compounding: In this case we calculate future value
at every time (moment) for compound interest. To formulate a formula, let us consider
compound interest formula:
                       F = P(1 + i )n
Where, F = Future value, the sum of the capital and total interest.
        P = Capital or principal
            j
      i = = Interest per unit per period ( j = Interest rate per year, m = Periods in a year)
          m
      n = mt = Total number of periods (t = Time in years, m = Periods in a year)
For continuous compounding a period is very very small, so m is very very large that
means m tends to infinity.
So, we can write the formula as follows:
                             j mt              m
                F = P(1 +      )     [Let, x =      , so m = xj and when m → ∞ , x → ∞ ]
                           m                    j
                           1
        Or,    F = P(1 + )xjt          [x → ∞]
                           x
                             1 x jt
        Or,    F = P{(1 +       )}         [x → ∞]
                             x
                                                                                1
        So,    F = Pejt          [In the chapter of limit, we knew, Lt x→ ∞ (1 + )x = e ]
                                                                                x
Hence, the formula for the future value with continuous compounding is
                                            137
                                       S. M. Shahidul Islam
      F = Pejt.
Where, F = Future Value
      P = The present value
      j = Interest rate per year
      t = Time in years.
Example: Find the future value of $ 500 at 8 percent compounded continuously for 9
years and 3 months.
Solution: Here, The present value, P= $ 500
                Interest rate per year, j = 8% = 0.08
                                             3
                Number of years, t = (9+ ) years
                                            12
                                     = 9.25.
  We know that, Future value, F = Pejt
                                 = $ 500 e(0.08) (9.25)
                                 = $ 500 e 0.74
                                 = $ 1047.97.           (Answer)
                                               138
                                  Mathematics of Finance
Example: If $100 is deposited in an account at the end of every quarter for the next 10
years, how much will be in the account at the time of the final deposit if interest is 8%
compounded quarterly?
Solution: Here, Payment per period, R = $100
                Number of periods, n = (10 years) (4 quarters per year)
                                          = 40 periods
                                                8%
               Interest rate per period, I =        = 2% = 0.02
                                                 4
              The future value, F =?
                               (1  i ) n  1
        We know that, F = R [                 ]
                                     i
                                  (1  0.02) 40  1
                           = R[                     ] dollar
                                          0.02
                           = 100 (60.401983) dollar
                           = 6040.20 dollar             (Answer)
Example: A company issues $ 1 million of bonds and sets up a sinking fund at 8 percent
compounded quarterly to accumulate $ 1 million 15 years hence to redeem the bonds. Find
the quarterly payment to the sinking fund. [AUB-02, CMA-96]
Solution: Here, The future value, F = $ 1 million = $ 10,00,000
                                             8%
                 The rate of interest, i =         = 2% = 0.02
                                               4
                 Number of periods, n = (15 years) (4 quarters per year)= 60 periods
                Periodic payment, R =?
          We Know that,
                      (1  i ) n  1
               F=R[                  ]
                            i
                                  (1  0.02) 60  1
               10,00,000 = R [                      ]
                                        0.02
               10,00,000 = R (114.0515)
                   10,00,000
               R=
                    114.0515
               R = 8767.97.
So, the payment of every period = $ 8767.97                  (Answer)
8.6.1 Present value of ordinary annuity: Present value annuity calculations arise when
we wish to determine what lump sum must be deposited in an account now if this some
and the interest it earns are to provides equal payment for a stated number of periods, with
the last payment making the account balance zero.
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                                    S. M. Shahidul Islam
                                             140
                                Mathematics of Finance
Example: To buy a computer Nahar borrowed Tk.50000.00 at 10% interest per year,
compounded quarterly. She will amortize the debt by equal payments each quarter over 15
years. a) Find the quarterly payment. b) How mach interest will be paid?
Solution: a) Here, number of periods, n = (15 years) (4 periods per year)
                          = 60 periods
                                       10%
                  Interest rate, i =             = 2.5% = 0.025
                                          4
                  Present Value, P = Tk.50000.00
                  Payment for every period, R = ?
                                 1  (1  i )  n
        We know that, P = R[                      ]
                                        i
                        1  (1  0.025) 60
Or,        50000 = R[                          ]
                               0.025
Or,        50000 = R(30.908656)
                        50000
Or,              R=
                      30.908656
So,              R = 1617.67
Therefore, the quarterly payment = Tk.1617.67
b) Payment for 60 quarters will be Tk.1617.67  60 = Tk.97060.20
So, interest paid will be (Tk.97060.20 – Tk.50000) = Tk.47060.20
8.7 Exercises:
    1. Discuss simple and compound interest formulae.
    2. What is difference between simple and compound interest?
    3. What do you mean by period in compound interest? Discuss that the interest will
        increase as the duration of a period decreases.
    4. What do you understand by amortization of loan?
                                               1
    5. Compute the interest on Tk.5480 at 9 % for 9 months. (Answer: Tk.380.18)
                                               4
    6. Find the interest rate if Tk.5250 earns Tk.55 interest in 6 months. (Answer: 2.1%)
    7. Find the exact and ordinary interest on $ 2190 for 75 days at 12 percent interest.
        (Answer: $54.00, $54.75)
    8. Find the future value if Tk.1000 is borrowed at 10 percent for 5 years. (Answer:
        Tk.1250)
    9. Find the future value if Tk.20000 is invested at 6 percent for 3 months. (Answer:
        Tk.20300)
                                                    1
    10. Compute the future value of Tk.480 at 6 % interest for 1 year and 6 months.
                                                    4
        (Answer: Tk.525)
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                                  S. M. Shahidul Islam
   11. Liton has invested $5350 in a savings account that pays 12% simple interest. How
       long will it be, in years, until the investment amount to Tk.10165?
(Answer: 7.5 years)
   12. Lalu received Rs.50 for a diamond at a pawnshop and a month later paid Rs.53.50
       to get the diamond back. Find the present interest rate. (Answer: 84%)
   13. (a) A borrower signs a deed promising to pay a bank Tk.15000 in 5 years from
       now. How much will the borrower receive if the bank discount rate is 10%? (b)
       How much would the borrower have to repay in order to receive Tk.15000 now?
       (Answer: (a) Tk.7500, (b) Tk.30000)
   14. Find the Future value of Tk.500 at 8% compounded quarterly for 10 Years.
       (Answer: Tk.1104.02)
   15. Find the future value of Rs.10000 at 12% compounded monthly for 3 years and 4
       months. (Answer: Rs.14888.64)
   16. Compute the future value of Tk.5000 at 9 percent compounded monthly for 10
       years. (Answer: Tk.12256.79)
   17. How many years it will take for $5630 to grow to $12657.45 where interest rate is
       10% and compounded yearly? (Answer: 8.5 years)
   18. Find how many months it will take at 11% compounded quarterly of a year for
       Tk.550 to grow to Tk.946.24. (Answer: 60 months)
   19. Find the rate of interest that compounded yearly for $1200 to grow to $1636.40 in
       5 years. (Answer: 6.4%)
   20. Find the rate of interest that compounded semiannually for $1550 to grow to
       $3144.32 in 10 years. (Answer: 7.2%)
   21. A man built up a scholarship fund to give prize of $2562.50 every year. If the fund
       provides 10% interest compounded semiannually, what is the amount of the fund?
       (Answer: $25000.00)
   22. Find the effective rate of 24 percent compounded monthly. (Answer: 26.824%)
   23. How much will a deposit of 5000 taka grow to in 20 years at 6% interest
       compounded continuously? (Answer: 16600.59 taka)
   24. Sums of Tk.1000 are deposited in an account at the end of each 6 months period
       for 9 years. Find the amount in the account after the last deposit has been made if
       interest is earned at the rate of 10% compounded semiannually. (Answer:
       Tk.28132.39)
   25. How much should be deposited in a sinking fund at the end of each quarter for 8
       years to accumulate Tk.15000 if the fund earns 10 percent compounded quarterly?
       (Answer: Tk.311.52)
   26. a) A sum of money invested now at 10 percent compounded quarterly is to provide
       payments of $ 1000 every 3 months for 12 years, the first payment due 3 months
       from now. How much should be invested? b) How much interest will the
       investment earn? (Answer: (a) $27773.15, (b) $20226.85)
   27. A real estate developer borrows Tk.100000 at 12% compounded monthly. The
       debt is to be discharged by monthly payments for the next 6 years. (a) Find the
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                             Mathematics of Finance
    monthly payment. (b) How much interest will be paid? (Answer: (a) Tk.1955.02,
    (b) Tk.40761.44)
28. (a) Determine the annual payment necessary to repay a Tk.350000 loan if interest
    is computed at 9% per year, compounded annually. Assume the period of the loan
    is 6 years. (b) How much interest will be paid over the 6-year period? (Answer: (a)
    Tk.78021.92, (b) Tk.118131.52)
29. (a) Determine the quarterly payment necessary to repay a Tk.25000 loan if interest
    is computed at the rate of 14% per year, compounded quarterly. Assume the loan is
    to be repaid in 10 years. (b) How much interest will be paid over the 10-year
    period? (Answer: (a) Tk.1170.68, (b) Tk.21827.20)
                                       143
                                     S. M. Shahidul Islam
                                                                                              09
                                                                                        Chapter
                                                         Limit and Continuity
Highlights:
  9.1 Introduction                                   9.6 Left hand side and right hand side
  9.2 Limit                                              limits
  9.3 Difference between Lim f (x) and f (a)         9.7 Continuity
                          xa                        9.8 Some solved problems.
  9.4 Methods of evaluating limit of a function      9.9 Exercise
  9.5 Some important limits
9.1 Introduction: Limit and continuity are the core concept in the development of
calculus. In the calculus there is often an interest in the limiting value of a function as the
independent variable approaches some specific real number. There are different
procedures for finding the limit of a function. One procedure is simply to substitute the
value x = a in the function. Another one procedure is to substitute values of the
independent variable into the function while observing the behavior of f(x) as the value of
x comes closer and closer to a from both sides. In an informal sense, a function is said to
be continuous if it can be sketched without lifting our pen or pencil from the paper (that is,
it has no jumps, no breaks and no gaps). A function, which is not continuous, is termed
discontinuous.
9.2 Limit: If corresponding to a positive number , however small, we are able to find a
number δ such that f ( x)  l  for all values of x satisfying x  a   then we say that
f (x)  l as x  a; and write this symbolically as
Lim f ( x)  l , this is the limiting value as xa.
x a
Note: It should be remembered that the function may not actually reach the limit l but it
may get closes and closer to l as x approaches a so that f ( x)  l is less than any given
value.
                                               144
                                           Limit and Continuity
9.3 Difference between Lim f (x) and f (a) : The statement Lim f (x) is a statement
                                   xa                              xa
about the value of f(x) when x has any value arbitrarily near to a, except a. In this case, we
do not care to know what happens when x is put equal to a. But f(a) stands for the value of
f(x) when x is exactly equal to a, obtained either by the definition of the function at a, or
else by substitution of a for x in the expression f(x), when it exists.
9.4 Methods of evaluating limit of a function: The following are some theorems on the
limits, which are often used for evaluating the limits of a function.
If Lim f ( x)  l and Lim Q( x)  m , then
   x a                   x a
                                                     145
                                                            S. M. Shahidul Islam
          f ( x) Lim   f ( x) l
4) Lim           x a       
   x a   Q( x) Lim Q( x) m
                        xa
                                               
                                         x a
                        xn  an
          2) Lim                 na n 1
                 x a    xa
                                                                  x
                                 1 1
       3) Lim(1  n)  Lim1    e n
          n 0               x 
                                      x
               sin x            tan x
       4) Lim         Lim             Lim cos x =1
          x 0   x     x  0      x     x0
The proofs of these limits are beyond the scope of this book.
                      x,                              if x  0
Example: If f ( x)  
                      1,                             if x  0
     Find Lim f ( x) .
                    x0
                                                                      146
                                                 Limit and Continuity
                                      f(x)
                                       4
                                       3
                                       2
                                       1          x
                                  -2 -1 0 1 2 3 4 5
                                      -1
                                      -2
                                      -3
Figure 9.1
= 3  25 + 2
= 77.              (Answer)
                        = 5 1 + 3 1 +1
                        =9          (Answer)
                                                                        (2 x  1)( x  3)
Example: Find the values of f(3) and Lim f ( x) where f(x) =
                                                    x3                 (5 x  2)( x  3)
                                 (2 x  1)( x  3)
Solution: Given that, f(x) =
                                 (5 x  2)( x  3)
                     (2  3  1)(3  3) 7  0 0
          So, f(3) =                              , which is indeterminate form.
                     (5  3  2)(3  3) 13  0 0
                                                          147
                                                      S. M. Shahidul Islam
                        (2 x  1)
                 = Lim
                   x 3 (5 x  2)
                   Lim(2 x  1)                       f ( x) Lim   f ( x)
                 = x 3                  [Since, Lim         x a        ]
                   Lim(5 x  2)                  x a Q( x)   Lim Q( x)
                         x 3                                                        x a
                         7
                    =                    (Answer)
                        13
                                       a  x2  a  x2   1
Example: Prove that Lim                         2
                                                                                      [AUB-02]
                                x0           x           a
                                                                            0
Solution: If we put x = 0 in given function, we get                           , which is indeterminate form. In
                                                                            0
such cases rationalizing the numerator, we have
        a  x2  a  x2                           
                                    a  x2  a  x2 a  x2  a  x2                            
  Lim
   x 0        x2
                            Lim 
                              x 0
                                                 
                                            x2 a  x2  a  x2
                                                                     
                                                                                          
                                          a x   ax 2
                                                              2
                                                                            2
                                                                                 2
                                          x  ax  ax 
                                   = Lim
                                       x0        2               2          2
                 a  x 2  a  x 2
  = Lim
     x 0
            x2    ax   2
                              a  x2         
                                                              2 x 2
                                   = Lim
                                       x 0
                                              x 2    ax       2
                                                                       a  x2   
                                                              2
                                   = Lim
                                       x0
                                            a  x  a  x2
                                                         2
                                          2        2   1
                                   =                                                 (Proved)
                                        a  a 2 a       a
                                   x 2  2 x  15
Example: Evaluate Lim
                             x3       x2  9
                                                                                 0
Solution: Replacing x by 3 in the expression, we get                               , which is indeterminate form,
                                                                                 0
                                                                      148
                                          Limit and Continuity
                    = Lim
                           x  5 [For all x ≠ 3]                   2
                      x 3 ( x  3)                                  1
                                                     -6 -5 -4 -3 –2 –1 0 1 2 3
                      8                                             -1
                    =
                      6                                             -2
                                                         Graph of f(x) = x  5
                      4                                                    x3
                    =           (Answer)
                      3                                      Figure 9.3
                                                                 x
                                          a
Example: Find the limiting value of Lim1                          [NU-99 Mgt.]
                                    x 
                                          x
                                      x
                           a
Solution: Given that Lim1  
                     x 
                             x
   = Lim1  h  h
                 a          a
                     [Let     = h, so h → 0 as x →  ]
      h 0                  x
                                              a
                                    
                   = Lim 1  h  h 
                                   1
                     h 0           
                      
                   = Lim1 h 
                       h 0
                                  1
                                      h   
                                          a
                                                          x a
                                                                             n
                                                                                 
                                                  [Since Lim f ( x)  Lim f ( x) ]
                                                                                    x a
                                                                                           
                                                                                           n
                                                                     1
                   =e     a
                               [We know, Lim(1  n)                      n
                                                                              e]
                                                       n 0
9.7 Continuity: A function f (x) is said to be continuous at a point ‘a’ if the following
three conditions are met
        1. f (a) is defined
        2. Lim f (x) exists
           xa
                                                        149
                                        S. M. Shahidul Islam
                                                    x2
Example: Discuss the continuity of f (x) =
                                                  x  5x  6
                                                   2
Condition 3: Again by definition of limit, we find that Lim f (x) = f (a) for all x except
                                                                    xa
            x = 2 and x = 3.
Hence, f (x) is continuous at all x except x = 2 and x = 3, where it has discontinuities.
                                                                                                  1
Example: Show that the function f (x) as defined below, is discontinuous at x                      .
                                                                                                  2
                         x     , for 0  x  1 / 2
                         
                f ( x)  1     , for x  1 / 2           [AUB-03, DU-88]
                         1  x , for 1 / 2  x  1
                                                                              f(x)
Solution: We are given that                                                       2
                       1                         1
 f (x) =1 when x  , which means that f ( )  1
                       2                         2                                1      -
 the first condition is satisfied.
Now let us find Lim f (x) and Lim f (x)                                                          x
                       1                1                      -2         -1          0 1/2   1    2
                    x               x
                       2                2
                                                                                 -1
                                1
 L.H.S Lim f (x) = Lim (x) 
        x
           1
                     x
                        1       2
            2                2                                                   -2
                                      1
And R.H.S Lim f (x) = Lim (1  x) 
          x
             1
                       x
                          1           2                                        Figure 9.4
                2                2
                           1
Since, L.H.S limit =         = R.H.S limit,
                           2
                1
Lim f (x) =       , exist
x
   1            2
   2
                                                  150
                                       Limit and Continuity
                                       x2  9
Problem (3): Evaluate the limit: Lim                         [NU-98]
                                 x 3 x  3
                           x 9
                            2
                                          x 2  32
Solution: Given that, Lim        = Lim
                      x 3 x  3     x 3   x3
                                            (2 – 1)                 xn  an
                                      = 2.3             [Since Lim           na n 1 ]
                                                               x a  xa
                                      = 2.3
                                      =6              (Answer)
                                        1  2 x  1  3x
Problem (4): Evaluate the limit: Lim                      [RU-90]
                                      x0       x
                                                     0
Solution: If we put x = 0 in given function, we get , which is indeterminate form. In
                                                     0
such cases rationalizing the numerator, we have
                                                  151
                                                   S. M. Shahidul Islam
        1  2 x  1  3x               1  2x  1  3x  1  2x                      1  3x   
                                                x 1  3x  1  3x 
Lim                      = Lim
 x0            x          x0
                               1  2 x    1  3x 
                                               2                     2
                               x 1  2 x  1  3x 
                        = Lim
                          x0
            1  2 x  1  3x
 = Lim
          
   x0 x 1  2 x  1  3x               
                     5 x
 = Lim
          
    x 0 x 1  2 x  1  3 x
                                         
                    5
 = Lim
    x0    1  2 x  1  3x
      5
 =
   11
                               5
                             =                          (Answer)
                               2
Problem (5): Show that Lim f (x) exists and is equal to f (1) ,
                                       x 1
               x  1    for x  1
where f ( x)                                                           [NU-96]
               3  x    for x  1
                      2
                                                                             x2
Problem (6): Discuss the continuity of f ( x) 
                                                                           x  3x  2
                                                                            2
                                                x2
Solution: Given that, f ( x) 
                                              x  3x  2
                                               2
                                                                     152
                                           Limit and Continuity
                                    x2
                                 =
                               x  2x  x  2
                                       2
                                     x2
                           =
                              xx  2  1x  2
                                x2
                        =
                           ( x  2)( x  1)
Condition 1: f (x) is defined for all x except x = 1 and x = 2.
Condition 2: By definition of limit, Lim f (x) exists for all x except x = 1 and x = 2.
                                            xa
Condition 3: Again by definition of limit, we find that Lim f (x) = f (a) for all x except
                                                                xa
            x = 1 and x = 2.
Hence, f (x) is continuous at all x except x = 1 and x = 2, where it has discontinuities.
9.9 Exercise:
    1. Define limit and continuity.
    2. What is difference between limit and continuity?
    3. When does the limit of a function exist?
    4. If f ( x)  10 x 4  5x 3  x 2  9 , then find the value of f (0) . [Answer: 9]
    5. If f ( x)  x 4  2 x 2  5 , then find f(0), f(-2) and f(3). [Answer: 5, 29 and 104]
    6. Evaluate Lim f ( x) where f ( x)  3x 3  2 x 2  6. [Answer: 38]
                    x 2
    7. Find f(5) and Lim f ( x) where f(x) = 3x2 + 10x + 5 [Answer: 130, 130]
                           x5
    8. Show that f(2) and Lim f ( x) are equal where f(x) = 3x2 + 2x – 1.
                                 x2
    9. For the following exercises, find the indicated limit.
                                     x 2  8 x  14              x 2  81
(i) Lim(3x 2  5 x  3) ; (ii) Lim                  ; (iii) Lim           ;
    x 0                       x 4     2x  7             x 9  x9
             [Answer: 3]             [Answer: 14]                [Answer: 18]
            x 2  3x                1 x2  1 x2                  x10  1                2x
(iv) Lim             ; (v) Lim                      ; (vi) Lim             ; (vii) Lim
      x 3    x3          x  0             x             x  1   x 1           x   x3
               [Answer: 3]              [Answer: 0]                 [Answer: -10]         [Answer: 2]
                                  1               1 1
                                      ( x  1)  (  2)
               x 1                2                          h  h2
(viii) Lim 2          [Hints: x                = x x =                 ; h→0 as x →∞]
        x  x  1               1 2                 1        1   h 2
                                     ( x  1)     1 2
                                 x2                 x
             [Answer: 0]
                                                   153
                                    S. M. Shahidul Islam
                                       2 x             for x  5
    11. Find Lim f ( x) where f(x) = 
               x5
                                       20  2 x         for x  5
                 [Answer: 10]
                                        x5
    12. Discuss the continuity of 2               .
                                     x  7 x  12
    13. A function f(x) is defined as follows:
       1                          1
        2  x, when 0  x  2
       
                            1
f(x) = 0,     when x 
                            2
       3                  1
        2  x, when 2  x  1
       
        Show that f(x) is continuous at x = ½ .
    14. Show that the function defined below is discontinuous at x = 1
                 x  1, for x  1
        f(x) = 
                 x,     for x  1
                                            154
                                       Differentiation
                                                                                        10
                                                                                    C h a p te r
                             Differentiation and its applications
Highlights:
   10.1 Introduction                            10.7 Maxima, minima and point of
   10.2 Differential coefficient                     inflection
   10.3 Fundamental theorem on                  10.8 Determination of maxima & minima
        differentiation                         10.9 Calculus of multivariate functions
   10.4 Meaning of derivatives and              10.10 Business application of differential
        differentials                                 calculus
   10.5 Some standard derivatives               10.11 Some worked out examples
   10.6 Successive differentiation              10.12 Exercise
10.1 Introduction: Differential calculus is the most important part of mathematics. The
word differentiation means the rate of change in one variable with reference to an
infinitesimal variation in the other variables. There is then a dependent variable which gets
an impulse for changing in the dependent variables. Differential calculus is concerned
with the average rate of changes, whereas Integral calculus, by it nature, considered the
total rate of changes in variables. It has a large use in business problems. For example with
a given cost function it would be possible to find average change of cost, i.e., marginal
cost with reference to a small change in product or in other related factors and also be
found out the minimum value of the function. In this chapter we discuss nature of
differentiation, how to find the differential coefficient of various functions and the use in
business problems.
10.2 Differential coefficient (or Derivation): Let y = f(x) be a finite and single valued
function defined in any interval of x and assume x to have any particular value in the
interval. Let ∆x (or h) be the increment of x, and let ∆y (or k) = f ( x  x)  f ( x) be the
corresponding increment of y. If the ratio ∆y/∆x of these increments tends to a definite
finite limit as ∆x tends to zero, then this limit is called the differential coefficient (or
derivative) of f ( x) (or y) for the particular value of x and is denoted by f1(x) or f/(x) or
    { f ( x)} or D f (x) or
 d                            dy        d
                                 (here,    is called differential operator with respect to x).
 dx                           dx        dx
Thus, symbolically, the differential coefficient of y [= f (x) ] with respect to x [for any
particular value of x] is
                                             155
                                       S. M. Shahidul Islam
             dy          y           f ( x  x)  f ( x)
  f / ( x) or     lim         lim
             dx x  0 x x  0                x
                                       f ( x  h)  f ( x )
                              = lim                         , provided this limit exists.
                                h0              h
Note 1: The process of finding the differential coefficients is called differentiation, and we
are said to differentiate f (x) with respect to x.
                                           f ( x  h)  f ( x )
Note 2: The right-hand limit lim                                for any particular value of x, when it
                                  h0               h
exists, is called the right-hand derivative of f(x) at that point and is denoted by Rf/(x).
                                           f ( x  h)  f ( x )
Similarly, the left-hand limit lim                             , when it exists is called the left-hand
                                  h0               h
derivative of f(x) at x, denoted by Lf/(x). When these two derivatives both exist and are
equal, it is then only that the derivative of f(x) exists at x. When, however, the left-hand
and right-hand derivatives of f(x) at x are unequal, or one or both are non-existent then
f(x) is said to have no proper derivative at x.
Note 3: If f/(a) is finite, the function f(x) must be continuous at x = a.
Example: If f(x) = x2 + 3x then find f(x + ∆x) – f(x). What is the change of f(x) if x
changes from 5 to 5.5?
Solution: Given that f(x) = x2 + 3x
Then f(x + ∆x) – f(x) = {(x + ∆x)2 + 3(x + ∆x)} – (x2 + 3x)
                       = x2 + 2x(∆x) + (∆x)2 + 3x + 3(∆x) – x2 – 3x
                       = ∆x(2x + ∆x + 3)      (Answer)
Here, ∆x = 5.5 – 5 = 0.5
So, the change of f(x) is f(5 + 0.5) – f(5) = 0.5{2(5) + 0.5 + 3}
                                           = 0.5(13.5)
                                           = 6.75 (Answer)
                                                 156
                                                       Differentiation
                                                 =     lim     ( 2 x  h)
                                                      h0
                                             = 2x
                                d 2
          Therefore,               ( x )  2 x (Answer)
                                dx
Since the right-hand derivative is not equal to the left-hand derivative, the derivative at
x = 0 does not exist.
                                                               157
                                          S. M. Shahidul Islam
                                        dy dy du
    7. If y = f(u), u = f(x) then                  .
                                        dx du dx
                                  dy      d                   d
That is, if y = f(g(x)) then                    f ( g ( x)). g ( x)
                                  dx dg ( x)                 dx
         dy     1                dy dx
   8.             , that is,            1
         dx dx                   dx dy
                dy
                                                    dy
                                           dy dt
   9. If y = f(t) and x = g(t) then             
                                           dx dx
                                                     dt
                                     dy                    d
   10. If y  { f ( x)}g ( x ) than       { f ( x)}g ( x ) {g ( x) . log e f ( x)}
                                     dx                    dx
   The proofs of these formulae are beyond the scope of this book.
                                                     158
                                         Differentiation
So, f / ( x) = 10 x9           (Answer)
                             2
                                                   
                        2
                   2 1                        d n
Or, f / ( x) = 3. x 3          [We know            x  nx n 1 ]
                   3                           dx
                         1
                     
                         3
              = 2x               (Answer)
(c) Given that f x  = 3
                         1
                         x
                      = x 3
Differentiating with respect to x, we get
 d           d
    f (x) = ( x 3 )
 dx         dx
                                       1
So, f / ( x) =  3x 31  3x 4  3 4           (Answer)
                                      x
                                                 159
                                          S. M. Shahidul Islam
      = 100(3x2 + 4)99.6x
      = 600x(3x2 + 4)99                               (Answer)
Example: Find the differential coefficient of f(x) = 4x4 + (2x +1)3 – ¼ e4x.
Solution: Given that, f(x) = 4x4 + (2x +1)3 – ¼ e4x
Differentiating with respect to x, we get
                 d
     f / ( x) =     {4x4 + (2x +1)3 – ¼ e4x}
                dx
                 d           d                d
              =      (4x4) +    {(2x +1)3}–     (¼ e4x) [Since d  f ( x)  g ( x) d f ( x)  d g ( x) ]
                dx           dx              dx                  dx                  dx         dx
                   d          d       d            1 d
              = 4 ( x 4) +       (u3)    (2x +1) –      (e 4 x )            [Let u = 2x +1]
                  dx         du       dx           4 dx
                                  1
              = 4.4x3 + 3u2.2 – .4e 4 x
                                  4
              = 16 x + 6(2x +1)2 – e 4 x
                      3
                                                        (Answer)
             f / x  =
                        d
                          [(5x + 2) ln(2x)]          [Using fundamental formula 10]
                        dx
                             d                    d
               = (5x + 2)       {ln(2x)} + ln(2x)    (5x + 2)
                            dx                    dx
                             1 d
               = (5x + 2).      . (2x) + ln(2x).5
                            2 x dx
                                                    160
                                         Differentiation
                              1
                = (5x + 2).      .2 + 5 ln(2x)
                              2x
                    5x  2
                =          + 5 ln(2x)   (Answer)
                      x
                                                 dy
Example: Find the differential coefficient          of the following implicit function:
                                                 dx
              x2 + y – 2x = 0
Solution: Given that x2 + y – 2x = 0
Differentiating with respect to x, we get
               d 2                 d
                  (x + y – 2x) =      (0)
               dx                  dx
               d 2       dy d
Or,               (x ) +     – (2x) = 0
               dx        dx dx
                    dy
Or,           2x +      –2=0
                    dx
               dy
So,                = 2 – 2x (Answer)
               dx
                                                 dy
Example: Find the differential coefficient          of the following implicit function:
                                                 dx
              x2 – y2 + 3x = 5y                                  [NU-99 A/C]
Solution: Given that x2 – y2 + 3x = 5y
Differentiating with respect to x, we get
               d                       d
                  ( x2 – y2 + 3x) =       (5y)
               dx                     dx
               d 2        d 2         d           dy
Or,               (x ) –      (y ) +     (3x) = 5
               dx         dx          dx          dx
                     d 2 dy                dy
Or,           2x –      (y ).      +3=5
                    dy        dx           dx
                       dy            dy
Or,           2x – 2y      +3=5
                       dx            dx
                    dy      dy
Or,           – 2y      –5       = – 2x – 3
                    dx      dx
                          dy
Or,           – (2y + 5)       = – (2x + 3)
                          dx
               dy     2x  3
So,                =                      (Answer)
               dx     2y  5
                                                 161
                                    S. M. Shahidul Islam
                                           1 2
Example: Find the slope of f ( x)  x3      x  x  1, at x = – 1.    [AUB-02]
                                           2
Solution: Let us consider, y = f(x)
                   1
        y  x3  x2  x  1
                   2
Differentiating with respect to x, we get
 dy      d         1
     =     ( x3  x 2  x  1, )
 dx     dx         2
                  d           d 1 2     d     d
              =      ( x3 )    ( x ) + (x) +    (1)
                  dx          dx 2      dx    dx
                   1 d
        = 3x3-1 – . (x2) + 1.x1-1 + 0
                   2 dx
                       1
             = 3x2 – .2 x2-1 +1.xo + 0
                       2
        = 3x2 – x + 1.1
        = 3x2 – x +1
So slope of the given curve at x = –1 is
     dy 
     dx      = 3(–1)2 – (–1) + 1
      x  1
          =3+1+1
          =5                       (Answer)
10.6 Successive differentiation: We have seen that the first derivative (or first differential
coefficient) of a function y = f(x) of x is in general a function of x. This new function may
have a derivative, which is called the second derivative (or second differential coefficient)
                            //      d2y
of f(x) and is denoted by f (x) or       . Similarly, the derivative of the second derivative is
                                    dx 2
                                                                    d3y
called the third derivative of f(x) and is denoted by f///(x) or         , and so on for the nth
                                                                    dx 3
                     dny
derivative fn(x) or       .
                     dx n
                     dy
Thus, if y = x5,          = 5x4 is the first derivative of y with respect to x.
                     dx
         d 2 y d  dy  d
Again,             (5 x 4 )  20 x 3 is the second derivative of y with respect to x.
         dx  2
                dx  dx  dx
         d3y d d2y d
Again,      3
                2   (20 x 3 )  60 x 2 is the third derivative of y with respect to x.
         dx    dx  dx  dx
                                              162
                                                Differentiation
Example: Find the third derivative of f(x) = 5x7 + 3x3 – 2x2 + 10.
Solution: Given that f(x) = 5x7 + 3x3 – 2x2 + 10.
               f / x  =
                           d
                             (5x7 + 3x3 – 2x2 + 10) = 35x6 + 9x2 – 4x
                           dx
               f // x  =
                            d
       Or,                     (35x6 + 9x2 – 4x) = 210x5 + 18x – 4
                            dx
So, third derivative f /// x  =
                                    d
                                       (210x5 + 18x – 4) = 1050x4 + 18 (Answer)
                                    dx
10.7 Maxima, minima and point of inflection: A function f(x) is said to be maximum at
x = a if f(a) is greater than every other values assumed by f(x) in the immediate
neighbourhood ofYx = a.
                    O                                              X
                                  Figure 10.1
A function f(x) is said to be minimum at x = a if f(a) is less than every other values
assumed by f(x) in the immediate neighbourhood of x = a. And a function f(x) has a point
of inflection at x = a if f(a) is neither less nor greater than every other values assumed by
f(x) in the immediate neighbourhood of x = a.
                                              dy
The gradient of the curve measured by             = 0, at all turning points. At the maximum
                                              dx
                   dy
point the sign of      changes from positive to negative as x increases and at the minimum
                   dx
                    dy
point the sign of        changes from negative to positive as x increases. At the point of
                    dx
            dy
inflection     does not change it sign as x increases or decreases.
            dx
                                                     163
                                    S. M. Shahidul Islam
Example: Find for what values of x, the following expression is maximum and
minimum respectively: 15x4 + 8x3 – 18x2
Find also the maximum and minimum values of the expression.      [AUB-03]
Solution: Let us consider,
      f x   15x 4  8x 3  18x 2
   f / x   (15 x 4  8 x 3  18 x 2 ) = 60x3 + 24x2 – 36x
                d
                dx
And f // x  =
                 d
                    (60x3 + 24x2 – 36x) = 180x2 + 48x – 36
                 dx
Now, when f x  is a maximum or a minimum, f / x  = 0
Therefore, we should have, 60x3 + 24x2 – 36x = 0
Or,    12x(5x2 + 2x – 3) = 0
Or,     x(5x2 + 2x – 3) = 0
Or,     x(5x2 + 5x – 3x – 3) = 0
Or,     x{5x(x +1) – 3(x +1)} = 0
Or,     x(x +1)(5x – 3) = 0
                            3
 x = 0, x = –1 and x =
                            5
Now, when x = 0, f 0  36, which is negative
                       //
                                             164
                                       Differentiation
10.9.2 Partial derivatives: The result of differentiating z = f(x, y), with respect to x,
treating y as a constant, is called the partial derivatives of z with respect to x, and is
                                        z f
denoted by one of the symbols             ,      , z x , f x ( x, y) or briefly , f x , etc.
                                        x x
                  f              f ( x  x, y)  f ( x, y )
Analytically,         = lim
                  x     x  0              x
                 f             f ( x, y  y )  f ( x, y )
Similarly,           = lim                                   .
                 y    y   0              y
                f
             x   x ( f y  0)
        dy               f
And
        dx      f       fy
                y
Illustration: Let z = x2 + xy + y2 ; then
 z               z                      dy       2x  y
     = 2x + y ;      = x + 2y. So,                          .
 x               y                      dx       x  2y
                                             dy
Example: Find the differential coefficient      of the following implicit function:
                                             dx
             f(x, y) = x2 + y – 2x
Solution: Given that f(x, y) = x2 + y – 2x
  Here, fx = 2x – 2 ; fy = 1
        dy        f       2x  2
  So,       =  x =             = 2 – 2x  (Answer)
        dx        fy        1
                                                                                           z
10.9.3 Successive partial derivatives: Since each of the first order partial derivatives      ,
                                                                                           x
 z
     is in general, a function of x and y, each may possess partial derivatives with respect
 y
to these two independent variables, and these are called the second order partial
derivatives of z. The usual notations for these second order partial derivatives are
                                             165
                                     S. M. Shahidul Islam
                 z              2z
                     ,     i.e.,       or fxx .
               x  x             x 2
                 z             2z
                    ,      i.e.,       or fxy .
               x  y          xy
                 z             2z
                    ,      i.e.,       or fyx .
               y  x            yx
                 z              2z
                    ,      i.e.,       or fyy .
               y  y           y 2
               2z    2z
And always          =      .
               xy   yx
                                             z            z
Illustration: Let z = x2 + xy + y2 ; then       = 2x + y ;    = x + 2y.
                                             x            y
     2z                    2z                    2z    
So,       =    (2x + y) = 2;      =    (x + 2y) = 1;      =    (2x + y) = 1 and
     x 2
            x               xy   x               yx   y
2z     
     =    (x + 2y) = 2.
y 2
       y
                                              166
                                      Differentiation
           2x + y + 1 = 0
and        x + 2y + 1 = 0
                x       y   1
These give               
              1 2 1 2 4 1
            x      y 1
Or,                  
           1 1 3
                  1         1
Or,        x =  and y = 
                  3         3
                                                  1 1
The function may have an extreme value at (  ,  )
                                                  3 3
Now,       fxx.fyy – (fxy)2 = 4.4 – 22 = 12 > 0 ,
Also fxx > 0.
                                        1 1                        1
Therefore, f(x, y) is maximum at (  ,  ) and the maximum value is .
                                        3 3                        3
                                            167
                                     S. M. Shahidul Islam
So, (0.8165, 0.1835, 2) is the critical point of F(x, y, λ) as well as (0.8165, 0.1835) is the
critical point of f(x, y).
Now, at the point fxx = – 4.899, fxy = 0, fyx = 0 and fyy = 0.
So,         fxx.fyy – (fxy)2 = – 4.899  0 – 0 = 0, also fxx < 0.
Hence, (0.8165, 0.1835) maximizes the objective function and the maximum value is
3.0887         (Answer)
Example: If the total cost of producing p units of pen is c(p) = 0.0015 p3 – 0.9p2 + 200p +
60000; compute the marginal cost at outputs of (a) 100 units, (b) 200 units, (c) 300 units.
Solution: Given that, cost: c(p) = 0.0015p3 – 0.9p2 + 200p + 60000
Differentiation with respect to p, we have,
        c / x  
                    d
                      (0.0015p3 – 0.9p2 + 200p + 60000)
                   dx
                 = 0.0015  3p2 – 0.9  2p + 200 + 0
                 = 0.0045p2 – 1.8p + 200, this the marginal cost,
(a) c/ (100) = 0.0045(100)2 – 1.8(100) + 200
           = 65 taka per unit pen
(b) c/ (200) = 0.0045(200)2 – 1.8(200) + 200
           = 20 taka per unit pen
(c) c (300) = 0.0045(300)2 – 1.8(300) + 200
     /
                                               168
                                      Differentiation
                                               5 2
Example: Total cost of producing x units is      x + 175x + 125 and the price at which
                                               4
                                  5
each unit can be sold for 250 –     x . What should be the output for a maximum profit?
                                  2
Calculate the maximum profit.
                                       5 2
Solution: Given that, cost: c(x) =        x + 175x + 125
                                       4
                                   5                  5
And revenue: tr(x) = (250 – x )  x = 250x – x 2
                                   2                  2
                                 5        5
So, profit: p(x) = 250x – x 2 – ( x 2 + 175x + 125)
                                 2        4
                                        15 2
                     = – 125 + 75x –        x
                                         4
         d             d                    15 2
Now,         [p(x)] =     (– 125 + 75x –        x )
         dx            dx                    4
                              30
                    = 75 –        x
                               4
The necessary and sufficient conditions for maximization are that the first derivative of a
profit function is equal to zero and the second derivative is negative.
             30
So, 75 –        x =0
              4
      30
Or,       x = 75
       4
Or, x = 10
        d2                30
And        2
             [p(x)] = –      , which is negative.
        dx                 4
Therefore, the profit is maximum at the output, x = 10          (Answer)
Putting x = 10 in the profit function, we get
                                              15
The maximum profit = – 125 + 75  10 –            (10) 2 = 250
                                               4
Hence, the maximum profit = Tk. 250               (Answer)
                                            169
                                                S. M. Shahidul Islam
                                dy                    f ( x  h)  f ( x )
We know that      f / ( x) or      = lim
                                dx   h0                       h
                                                        xh  x
                                      = lim
                                            h0              h
                                                      ( x  h  x )( x  h  x )
                                      = lim
                                            h0
                                                              h( x  h  x )
                                                      ( x  h)2  ( x )2
                                      = lim
                                            h0
                                                       h( x  h  x )
                                                         xhx
                                      = lim
                                            h0
                                                      h( x  h  x )
                                                            h
                                      = lim
                                            h0
                                                      h( x  h  x )
                                                            1
                                      = lim
                                            h0
                                                      ( x  h  x)
                                                  1
                                      =
                                                x x
                                                1
                                      =
                                            2 x
                                d          1
            Therefore,             ( x)                     (Answer)
                                dx        2 x
                                                         3
                                        x15 .x 2
Example (2): Find f / ( x) for f ( x)           .
                                         x 20
                                            3
                                   15       2
Solution: Given that, f x  
                                  x .x
                                   x 20
                                            3
                                      15
                                 x 2
                                = 20
                                  x
                                         3
                                      15  20
                                = x      2
                                      7
                            = x2
Differentiating with respect to x, we get
                                                        170
                                          Differentiation
                                      7
                                d 2
                       f x  
                         /
                                   (x )
                                dx
                                      7
                                  7  1
                              = x 2
                                  2.
                                      9
                                  7 2
                              = x               (Answer)
                                  2.
Example (3): Find the differential coefficient with respect to x of the following implicit
function:          x2 + 2hxy + y2 = 0 ; h is a constant.             [NU-99 Mgt.]
                            2           2
Solution: Given that x + 2hxy + y = 0
Differentiating with respect to x, we get
        d                         d
           ( x2 + 2hxy + y2) =      (0)
        dx                       dx
         d 2        d             d 2
Or,        (x ) +      (2hxy) +     (y ) = 0
        dx          dx           dx
                 d             dy
Or,    2x + 2h (xy) + 2y           =0
                dx             dx
                    d          d            dy
Or,    2x + 2h{x (y) + y (x)} + 2y             =0
                    dx        dx            dx
                    dy              dy
Or,    2x + 2h{x        + y.1} + 2y      =0
                    dx              dx
                  dy               dy
Or,    2x + 2hx        + 2hy + 2y     =0
                  dx               dx
                     dy
Or,    (2hx + 2y)        = – 2x – 2hy
                     dx
       dy      2( x  hy )
Or,         =
       dx      2(hx  y )
       dy       ( x  hy )
So,         =                  (Answer)
       dx       (hx  y )
                                                                
                                                                     4
                                                                                     45
Example (4): Find f / ( x) if f x  = 2 x 3  3x 2  10             3   –                   1
                                                                                                  e 9 x [AUB-02]
                                                                              (5 x 2  4)    2
                                                  
                                                       4
                                                                         45
Solution: Given that, f x  = 2 x 3  3x 2  10       3   –                     1
                                                                                      e9x
                                                               (5 x 2  4)       2
                                               171
                                                     S. M. Shahidul Islam
                                                        
        d  3
                                                    9x 
                                4
                                         45
f x  =    2 x  3x  10                       e 
  /                     2       3
                                                             
                                               1
        dx                                              
                                    5x  4
                                        2      2
                                                         
                                    d                  
                                                                   
                              4                         1
       d                                                        d 9x
           2 x 3  3x 2  10 3 –      45 5 x  4 2  +
                                               2
     =                                                           (e )
       dx                          dx                     dx
                                                                                                       
                            4                                                             1
       4                      1 d                               1                        1   d
    =     2 x 3  3x 2  10 3        2 x 3  3x 2  10 – 45(– ) 5 x 2  4                 2        5x 2  4
       3                         dx                              2                              dx
      + 9e9x
                                         45  10 x
                                   1
   4
  = 6x(x –1) (2 x 3  3x 2  10) 3 +                3
                                                        9e 9 x
   3
                                      2(5 x 2  4) 2
                                        1
                                                     225 x
  = 8x(x –1)(2x 3 3x 2  10) 3                              3
                                                                   9e 9 x    (Answer)
                                                (5 x 2  4)   2
Example (5): Find the differential coefficient of y = e ax bxc  (ln x) 5 [RU-96 A/C]
                                                                                 2
                                                                  172
                                                     Differentiation
         dx                                                     
                                    (6 x 2  5) 3               
                                                         
          d                        d  3x  2  d 2 x
                                                                                                
                                 1
       =     (2 x  1)(4 x  5)   
                                 2
                                                        1 
                                                                 e log e 2 x
          dx                       dx  (6 x 2  5) 3  dx
                                                         
                      = 2 x  1 4 x  5 2  4 x  5 2        2 x  1
                                    d            1            1 d
dx dx
                1                                               1
                    d                      d
    (6 x 2  5) 3      (3x  2)  (3x  2) (6 x 2  5) 3
                    dx                     dx                  d                         d
                                        2
                                                          e2x    (log e 2 x)  log e 2 x (e 2 x )
                          2         1
                                                              dx                        dx
                         ( 6 x  5) 3
                                       
                                      
              =
                                                                    1                                        1
                                                                              1                1
                       1
                         1
                                      1        ( 6 x 2
                                                        5) 3
                                                              .3  (3 x  2).   ( 6 x 2
                                                                                         5) 3
                                                                                                  .12 x
          1                                                                   3
(2 x  1). (4 x  5) .4  (4 x  5) .2 
                       2               2
                                                                                2
          2
                                                                    (6 x  5) 3
                                                                        2
                          1
               + e 2 x . .2  log e 2 x.2e 2 x
                         2x
                                                                                    1                                    2
                                                                                                                     
                                                                3(6 x  5)  4 x(3x  2)(6 x  5)
                                           1              1             2                                        2
                                                                                   3                                    3
              = 2 (2 x  1)(4 x  5)       2
                                                2(4 x  5) 
                                                          2
                                                                                                     2
                                                                                        (6 x 2  5) 3
                     1
                    + e 2 x  2e 2 x log e 2 x
                     x
                                                                    1                                        2
                                                                                                         
                    2(2 x  1)                       3(6 x 2  5) 3  4 x(3x  2)(6 x 2  5)                 3
                                     24 x  5 
                                                 1
               =                1
                                                 2
                                                                                        2
                                                                                                                 +
                    (4 x  5)   2
                                                                        (6 x  5)
                                                                            2           3
      1            
e 2 x   log e 2 x 
      x            
                                                 x
                    dy          x
Example (7): Find      of y = x .                             [RU-91 Mgt., RU-90 A/C]
                    dx        x
                            x
Solution: Given that y = .x
                                                          173
                                        S. M. Shahidul Islam
                                          5x  2
Or, f / x   (12 x 2  6) (5 x  2) [            (24 x)  5 log e (12 x 2  6)
                                        6(2 x  1)
                                              2
                                      4 x(5 x  2)
 f / x   (12 x 2  6) (5 x  2) [               5 log e (12 x 2  6)] (Answer)
                                        2x  1
                                           2
Example (9): Find the maximum and minimum value of f(x) = x3 – 4x2 + 4x – 10.
                                                    174
                                      Differentiation
[RU-91 A/C]
Solution: Given that, f(x) = x3 – 4x2 + 4x – 10.
                    d 3
          f/(x) =     (x – 4x2 + 4x – 10) = 3x2 – 8x + 4
                    dx
              d
And f//(x) =     (3x2 – 8x + 4) = 6x – 8
              dx
Now, when f x  is a maximum or a minimum, f / x  = 0
Therefore, we should have, 3x2 – 8x + 4 = 0
              Or,    3x2 – 6x – 2x + 4 = 0
              Or,     3x(x – 2) –2(x – 2) = 0
              Or,     (x – 2)(3x – 2) = 0
                                  2
               x = 2 and x =
                                  3
     Now, when x = 2, f 2  4, which is positive.
                           //
                        2 //  2 
      And when x =         f    4, which is negative.
                        3     3
                                              2
Hence, the given function is maximum at x = and minimum at x = 2
                                              3
Therefore, f(2) = – 10
              2       238
 And        f  =–           = – 8.815
              3       27
Thus, the maximum value of the function is – 8.815 and the minimum values is –10
Example (10): Average cost of each radio for producing x radios is x2 – 10x + 30 (in
hundred taka). Find the marginal cost when x = 6.      [RU-87 A/C & RU-95 BBA]
                                         2
Solution: Given that, average cost = x – 10x + 30
So, the total cost: c(x) = (x2 – 10x + 30)x = x3 – 10x2 + 30x
                                   d
We know that, marginal cost =         [c(x)]
                                   dx
                                           d
                                       =      ( x3 – 10x2 + 30x)
                                           dx
                                       = 3x2 – 20x + 30
When x = 6, marginal cost = 3(6)2 – 20(6) + 30 hundred taka = Tk.1800 (Answer)
Example (11): A study has shown that the cost of producing pencils of a manufacturing
concern is given by c(x) = 30 + 1.5x + 0.0008x2. What is the marginal cost at x = 1000
units? If the pencils are sold for Tk.5 each for what values of x does marginal cost equal to
marginal revenue?       [AUB-99]
Solution: Given that cost: c(x) = 30 + 1.5x + 0.0008x2.
                                            175
                                  S. M. Shahidul Islam
                                  d
We know that, marginal cost =        [c(x)]
                                  dx
                                          d
                                      =      (30 + 1.5x + 0.0008x2)
                                          dx
                                      = 1.5 + 0.0016x
Putting the value x = 1000, we get
            Marginal cost = 1.5 + 0.0016  1000 = 3.1      (Answer)
We know that, Total revenue [tr(x)] = Selling  price output.
So,         tr(x) = 5x
                                       d
We know that, Marginal revenue =          [tr(x)]
                                       dx
                                                d
                                            =     (5x)
                                               dx
                                            = 5
When marginal cost = marginal revenue, then
            1.5 + 0.0016x = 5
Or,         0.0016x = 3.5
Or,         x = 2187.5
Therefore, marginal cost will equal to marginal revenue when x = 2187.5 (Answer)
Example (12): Production function of a firm is f(x, y) = 20x + 10y – 2x2, where x means
number of labours and y means number of units raw material. If the cost of per unit labour
is Tk. 4, the cost of per unit raw material is Tk. 5 and total spent is Tk. 24, find the
maximum production of the firm.
Solution: Here, the objective function is f(x, y) = 20x + 10y – 2x2,
              And the constraint is 4x + 5y = 24.
So, the Lagrangian function: F(x, y, λ) = 20x + 10y – 2x2 – λ(4x + 5y – 24)
             Fx = 20 – 4x – 4λ
              Fy = 10 – 5λ
and           Fλ = – (4x + 5y – 24)
The equations Fx = 0, Fy = 0 and Fλ = 0 are equivalent to
              20 – 4x – 4λ = 0 - - - (1)
              10 – 5λ = 0          - - - (2)
and           4x + 5y – 24 = 0      - - - (3)
From equation (2), we get λ = 2. Then from equation (1), we get x = 3. And using x = 3
in equation (3), we have y = 2.4.
                                  Fxx Fxy Fx 
                                                
We know that Hessain, HF =  Fyx Fyy Fy 
                                 F              
                                  x Fy F 
                                           176
                                        Differentiation
Here, Fxx = – 4, Fxy = 0, Fxλ = – 4, Fyx = 0, Fyy = 0, Fyλ = – 5, Fλx = – 4, Fλy = – 5 and
Fλλ = 0.
                                                  4 0 4
So, the determinant formed by the Hessain is        0     0    5 = 100 > 0.
                                            4 5 0
Therefore, the production will be maximum when x = 3, y = 2.4 and the value of the
maximum product = 20(3) + 10(2.4) – 2(3)2 = 66 units.    (Answer)
10.12 Exercise:
     1. Define differential coefficient and calculus of multivariate functions.
     2. Why is differentiation necessary for business education?
     3. If f(x) = x2 + 8x then find f(x + ∆x) – f(x). What the change of f(x) if x changes
         from 6 to 5.5? [Answer: ∆x(2x + ∆x + 8), – 9.75]
     4. Using first principle find the differential coefficient of (i) f(x) = x 3 (ii) f(x) = ax
         [Answer: (i) 3x2 (ii) ax       ]
                                    2x
     5. A function f(x) is defined as follows:
                5 x when x  0
                
         f(x) = 0     when x  0
                 3x when x  0
                
         Show that f/(0) does not exist.
     6. Find the differential coefficient of the following function:
(i) y = x3 – 20x2 + 3x + 4      [Answer: 3x2 – 40x + 3]
(ii) y = ax4 + bx2 + c          [Answer: 4ax3 + 2bx]
                   2
                   1
(iii) y =  x 2                [Answer: 4x3 – 2x-3 + 2]
                   x
     7. Find the first derivatives with respect to x of the following functions:
(i) f(x) = (7x + 3)(4 – 3x) [Answer: 19 – 42x]
(ii) f(x) = x2/(3x + 2)½         [Answer: x(9x + 8)/2(3x + 2)3/2]
(iii) f(x) = x3(6x – 1)2/3       [Answer: x2(22x – 3)/(6x – 1)1/3]
(iv) f(x) = 5x/(3 – 4x)          [Answer: 15/(3 – 4x)2]
(v) f(x) = (1 + x)2x             [Answer: 2(1 + x)2x{x/(1 + x) + log(1 + x)]
               logx
(vi) f(x) = x                    [Answer: 2xlogx–1.logx]
                  2        2
(vii)f(x) = (2x – 5x – 8)        [Answer: 2(2x2 – 5x – 8)(4x – 5)]
(viii) f(x) = (1 – x)(1 – 2x)(1 – 3x)(1 – 4x) [Answer: 96x3 – 150x2 + 7x – 10]
                3      1     2                1      1
(ix)f(x) =           2       [Answer:            3]
                9x 2x        5              2 x 3    x
                                              177
                                   S. M. Shahidul Islam
                    dy
   8. Find the           of the following functions:
                    dx
(i) 2x2 + 3x + y2 = 0             [Answer: –(4x + 3)/2y]
        3      2       2
(ii) 5x – 3x + 3y – 6 = 7 [Answer: 2(2x + 1)/(2y – 5)]
(iii) x3 + 3bxy + y3 = b4         [Answer: - (bx + y2)/(x2 + by)]
         2               2
(iv) ax + 2mxy + by = k [Answer: -(ax + my)/(mx + by)]
(v) log (xy) = x2 + y2            [Answer: y(2x2 – 1)/x(1 – 2y2)]
       xy
(vi) e – 4xy = 2                  [Answer: – y/x]
                                                           dy
     9. Find the partial derivatives fx, fy and then find     of the following functions:
                                                           dx
(i) f(x, y) = 2x2 + 3x + y2       [Answer: 4x + 3, 2y, –(4x + 3)/2y]
(ii) f(x, y) = ax2 + 2mxy + by2 [Answer: 2ax+2my, 2mx+2by, -(ax+my)/(mx+by)]
(ii) f(x, y) = – 3x5 + 4y3 + 6y [Answer: –15x4, 12y2 + 6, 15x4/(12y2 + 6)]
                                      2z    2z
                   x2 y
     10. If z = e , prove that                   .
                                     xy yx
                                                                                      1
     11. Find the differential coefficient of y = log( x  1  x  1 ) [Answer:           ]
                                                                                  2 x2 1
   12. Find the differential coefficient of y = e ax bxc  ln x [NU-96 A/C]
                                                              2
                                               x
                                                           3
                                                              
                                                  x  1 2             x2  2
   13. Differentiate the function f(x) = log e x             [Answer:         ]
                                                 x  1              x 2
                                                                               1
                                                          2
                                                              2 x                           2
                                                                                                 2 x
   14. Find the differential coefficient of y = e x                  [Answer: (2x + 2) e x              ]
                       5
   15. Differentiate x with respect to x . 2
                                                     [Answer: 5 x3]
                                                              2
                                                                            1
   16. Differentiate ln x with respect to x2.             [Answer:              ]
                                                                           2x 2
                     4                     d2y      dy
   17. If y = 2x +     , then prove that      2
                                               x2
                                                +x      – y = 0.
                     x                     dx       dx
                          
                           m                          d2y
   18. If y  x  1 x 2 , then show that (1 + x2) 2 + x
                                                      dx
                                                               dy
                                                               dx
                                                                  – m2y = 0.
   19. Find for what values of x, the following expression is maximum and minimum
       respectively: 15x4 + 8x3 – 18x2 + 1. Find also the maximum and minimum values
                                                                  3
       of the expression. [Answer: Max. at x = 0, min. at x = –1,   and maximum value
                                                                  5
       is 1 and minimum values are – 10, – 1.808]
                                                    178
                                  Differentiation
20. Examine f(x) = x3 – 9x2 + 24x – 12 for maximum or minimum values. [Answer:
     Maximum at x = 2, max. value f(2) = 8 and minimum at x = 4, min. value f(4) = 4]
21. Show that f(x) = x5 – 5x4 + 5x3 – 1 is a maximum when x = 1, a minimum
     when x = 3 and neither when x = 0.
22. The profit function of a company can be represented by p(x) = x – 0.00001x2,
     where x is unit sold. Find the optimal sales volume and the amount of profit to be
     expected at that volume. [Answer: 50000 & 25000]
23. Total cost of producing x units is x3 – 10x2 + 17x + 66 and the price at which
     each unit can be sold for Tk. 5. What should be the output for a maximum profit?
     Calculate the maximum profit.           [Answer: 6 units & Tk. 6]
24. If cost: c(x) = 50x + 30000 and profit: p(x) = 100 – 0.01x, find the functions of
     marginal cost and marginal revenue. Also find the value of x when marginal cost is
     equal to marginal revenue. [Answer: marginal cost eqn = 50, marginal revenue eqn
     = 100 – 0.02x & x = 2500]
25. The cost function and the revenue function of a company are c(x) = 100 + 0.015x 2
     and r(x) = 3x, where x is the number of units of product, respectively. Find the
     number of units of product that will maximize the profit. What is the maximum
     profit? [Answer: 100 units & 50]
26. Show that the function f(x, y) = x2 + y2 – 4x + 6y is minimum at (2, –3).
27. The yearly profit of A company depends upon the number of workers (x) and the
     number of units of advertising (y), according to the function
            p(x, y) = 412x + 806y – x2 – 4y2 – xy – 50000
(i) Determine the number of workers and the number of units of advertising that
    results in maximum the profit.       [Answer: x = 166, y = 80]
(ii) Determine the maximum profit. [Answer: 16595]
28. The total cost of making x gallons of oil is C(x) dollars, where
            C(x) = 50 + 1.5x + 0.02x2.
         a) Write the expression for the marginal cost of the xth gallon.
         b) Find the marginal cost of the fifth gallon.
         c) Find the marginal cost of the 40th gallon.
      [Answer: a) 1.5 + 0.04x, b) $1.7, c) $3.1]
29. Use the Lagrangian function to optimize the function
            f(x, y) = 3x2 + 5xy – 6y2 + 26x + 12y; subject to 3x + y = 170
                  145                 139                          139
 [Answer: x =         , y = 25, λ =      and Optimum value =          ]
                   3                   3                             3
30. Determine the maximum value of the objective function
            f(x, y) = 10x + 4y – 2x2 – y2 subject to 2x + y = 5.
                             11 4                          91
[Answer: Critical point ( , ) and Maximum value =             ]
                              6 3                           6
                                       179
                                    S. M. Shahidul Islam
                                                                                          11
                                                                                     C h a p te r
                                    Integration and its applications
Highlights:
  11.1 Introduction                                11.8 Definite integral
  11.2 Definition of integration                   11.9 Properties of definite integral
  11.3 Indefinite integral                         11.10 Application of integration in
  11.4 Fundamental theorem on integration                business problems
  11.5 Some standard integrals                     11.11 Some worked out examples
  11.6 Integration by substitution                 11.12 Exercise
  11.7 Integration using partial fractions
11.1 Introduction: Integral calculus is also the most important part of mathematics.
There are two types of integration. One is indefinite integration and the other is definite
integration. Indefinite integration deals with the inverse operation of differentiation, i.e.,
anti-derivative. Definite integration is the limit of a special type of addition process of
infinitesimal parts of a region. So, it may be expressed as the area enclosed by a set of
curves. Integral calculus has a great use in business problems. For example with a given
marginal cost function it would be possible to find cost function. In this chapter we discuss
nature of integration, how to find the integral value of some given functions and the use in
business problems.
                                             180
                                                        Integration
Note: 1. Integration is the sum of a certain infinite series. The symbol                                      used for
integral is a distorted form of the letter S, the first letter of the word ‘Sum’.
2. The symbol  dx is the integral operator with respect to x.
                                                                3x                   x3 + c,
                                                                      2
indefinite integral. The general value of                                 dx   is               where c is called
integral constant. So, every indefinite integral of F(x) can be obtained from f(x) + c, by
taking a suitable value of c. After this we shall use ‘c’ as integral constant in this
chapter.
       d n                                                              x n 1
          ( x )  nx n 1                                      x dx          c [n ≠ – 1]
                                                                  n
    2.
       dx                                                              n 1
       d               d      1                                           1
                                                                x dx   x dx  ln x  c  log e x  c
                                                                  1
    3.    (log ex) = (ln x) =                       
       dx             dx      x
                                                             181
                                      S. M. Shahidul Islam
      d x
         (e ) = ex                              e       dx = ex + c
                                                      x
   4.
      dx
       d mx                                                   e mx
   5.
      dx
          (e ) = memx                               e mx dx 
                                                               m
                                                                   c
      d x                                                      ax
         (a ) = ax loge a                           a dx          c
                                                       x
   6.
      dx                                                     log e a
        d mx                                              a mx
                                            a dx  m log e a  c
                    mx                          mx
   7.     (a ) = m a logea
       dx
   Note: We may use these standard derivatives as formula where necessary.
Example: Evaluate  10 x 5 dx
                         x 51      10 x 6      5
            10 x dx = 10                   c = x 6  c (Answer)
                 5
Solution:                      +c =
                         5 1         6         3
Example: Evaluate  ( x  3x  5x)dx
                       5       2
                                      x dx  3 x dx  5 xdx
                                       5          2
                                =
                                   x 51      x 21    x11
                                =         3.       5      c
                                  5 1        2 1 11
                                  1             5
                                = x6  x3  x2  c             (Answer)
                                  6             2
                                                182
                                                     Integration
                                                             1
                                                               1
                                                        x    2
                                                                         x3
                                                = 2.         + 5lnx + 3.    +c
                                                        1                3
                                                          1
                                                        2
                                                             3
                                                             2
                                                        x
                                                = 2.       + 5lnx + x3 + c
                                                         3
                                                         2
                                                        3
                                                     4 2
                                                =      x  5 ln x  x 3  c   (Answer)
                                                     3
                                      xe
                                            x
Example: Integrate by parts:                    dx           [AUB-02]
                                            d              
              xe       dx = x  e x dx    ( x)  e x dx  dx ;
                    x                                                   [Let first function, u = x
Solution:
                                             dx                         Second function, v = ex]
                           = xe   1.e dx
                                 x        x
                           = xe x   e x dx
                           = xe x  e x + c
                           = e x ( x  1) + c                (Answer)
                                                        183
                                         S. M. Shahidul Islam
                                    x
                                         2
Example: Integrate by parts:                 ln x dx             [AUB-01, NU-94]
            x                    (ln x) .x
                 2                             2                 [Let first function, u = lnx
Solution:            ln x dx =                     dx ;            Second function, v = x2]
                                                d               
                            = ln x  x 2 dx    (ln x)  x 2 dx dx
                                                 dx             
                                      3          3
                                    x       1 x
                            = ln x.   . dx
                                     3      x 3
                              1         1 2
                            =    ln x   x dx
                               3         3
                              1         1 x3
                            = ln x  .  c
                              3         3 3
                              1
                            = (3 ln x  x 3 )  c ]     (Answer)
                              9
                                                        184
                                               Integration
                                       du
So,   ∫(2x + 3)5dx        = ∫u5
                                        2
                            1 5
                          =    ∫u du
                            2
                            1 u6
                          = . c
                            2 6
                             1
                          =     (2x + 3)6 + c       [Putting value of u] (Answer)
                            12
                                  dx
Example: Evaluate         (5x  6)    3
                                    du           du
Solution: Let    u = 5x – 6             5 =>
                                       =>            dx
                                    dx            5
            dx              -3 du  1 u 2         1                    1
So,     (5x  6)   3
                        =∫u
                                5
                                  = .
                                   5 2
                                          + c =  (5x – 6)-2 + c =
                                                 10                10(5 x  6) 2
                                                                                 +c
                                  dw
Example: Evaluate          (7  2w)       3
                                         du             du
Solution: Let    u = 7 – 2w             =>   – 2 =>        dw
                                         dw             2
            dw                     du     1 u 2      1                      1
So,     (7  2w)   3
                        = ∫ u-3
                                   2
                                        .
                                          2 2
                                                 + c = (7 – 2w)-2 + c =
                                                      4                 4(7  2w) 2
                                                                                    +c
                                                  185
                                      S. M. Shahidul Islam
                            1
Example: Evaluate        ax  b dx      [AUB-03]
                              du              du
Solution: Let     u = ax + b       a =>
                                 =>              = dx
                              dx               a
            1          1 du   1             1
So,      ax  b dx = u a a
                        .   =   logeu + c =
                                            a
                                              loge(ax + b) + c         (Answer)
                    1         1
Therefore,       ax  b dx = a
                                log e (ax  b)  c
                    1         1                         We can use these as formulae
Similarly,
                 ax  b dx = a log e (ax  b)  c
11.7 Integration using partial fractions: When a fraction function is given, first we try
to integrate it by substitution method, if it is not possible then we find the partial fractions
and integrate then.
                                                186
                                               Integration
                             3x  2
Example: Integrate
                        (1  x)(1  2 x)
                      3x  2               A            B
Solution: Let                       =            +
                  (1  x)(1  2 x)      (1  x) (1  2 x)
Multiplying both sides by (1 + x)(1 + 2x), we get
       3x + 2 = A(1 + 2x) + B(1 + x)
                         1
Putting x = –1 and  , we have
                         2
       – A = – 1 => A = 1
        1       1
And       B=          => B = 1
        2       2
             3x  2             1             1
So,                       =            +            , these are the partial fractions.
        (1  x)(1  2 x)     (1  x)      (1  2 x)
              3x  2                   1                 1
Hence ∫                    dx = ∫            dx + ∫             dx
          (1  x)(1  2 x)         (1  x)           (1  2 x)
                                        1                 1
                               =∫             dx + ∫            dx
                                    ( x  1)          (2 x  1)
                                                    1
                               = loge(1 + x) + loge(1 + 2x) + c (Answer)
                                                    2
                                        x3
Example: Evaluate        ∫                            dx
                             ( x  a)( x  b)( x  c)
                         x3                    A          B         C
Solution: Let                          =1+          +          +
              ( x  a)( x  b)( x  c)     ( x  a)   ( x  b)   ( x  c)
Multiplying both sides by (x – a)(x – b)(x – c), we get
        x3 = (x – a)(x – b)(x – c) + A(x – b)(x – c) + B(x – a)(x – c) + C(x – a)(x – b)
Putting x = a, b and c, we have
                  a3                  b3                     c3
       A=                  , B=                and C =
            (a  b)(a  c)      (b  a)(b  c)         (c  a)(c  b)
                 x3                          a3                       b3
So,                            =1+                         +
      ( x  a)( x  b)( x  c)      (a  b)(a  c)( x  a)   (b  a)(b  c)( x  b)
                                              3
                                            c
                                +
                                   (c  a)(c  b)( x  c)
                                                   187
                                                            S. M. Shahidul Islam
                             x3                                                        a3
Hence,       ∫                             dx =                ∫1dx   +   ∫                          dx +
                  ( x  a)( x  b)( x  c)                                    (a  b)(a  c)( x  a)
                                                     b3                               c3
                                                    ∫              dx + ∫                          dx
                                            (b  a)(b  c)( x  b)          (c  a)(c  b)( x  c)
                                           a3                              b3
                               = x +                loge(x – a) +                   loge(x – b) +
                                     (a  b)(a  c)                  (b  a)(b  c)
                                                     c3
                                                              loge(x – c) + k ; k is arbitrary constant.
                                               (c  a)(c  b)
11.8 Definite integral: Let f(x) be a continuous function on the interval [a, b] and F(x)
is an anti-derivative for f(x) on [a, b] then
                           b
                       a
                               f ( x)dx  F (b)  F (a)
is called the definite integral of f(x) from a to b. The number a and b are respectively
called the lower limit and the upper limit of the definite integral. Here, the arbitrary
(integral) constant, c disappears.
         b
Note:     f ( x)dx
         a
                               represents the area under the curve f(x) from a to b.
                                                                    188
                                                           Integration
                                 3
Example: Evaluate            2
                                     x 3 dx
                                            3        3
                3          x 31    x4   34 2 4   81 16   65
                                                  
                     3
Solution:           x dx =        =    =        =       =    (Answer)
            2              3 1 2   4 2 4    4    4 4      4
                              10       1
Example: Evaluate            6       x2
                                          dx
            10       1
                       dx = log e ( x  2) 6
                                            10
Solution:
            6       x2
                           = log e (10  2)  log e (6  2)
                           = log e 12  log e 8
                                           12 
                                  = log e  
                                          8
                                          3
                                  = log e              (Answer)
                                          2
                                 3
                             e
                                      3x
Example: Evaluate                          dx
                              2
                                        3
            3      e 3x   e 33 e 32  1              1
Solution:  e dx =  3x
                        =            = (e 9  e 6 ) = e 6 (e 3  1) (Answer)
           2        3 2     3     3    3              3
                                 3     4
Example: Evaluate            1     2x  3
                                            dx
                                du        du
Solution: Let            u = 2x + 3 2 =>       =>
                                             = dx
                                dx         2
When x = – 1, u = 1 and when x = 3, u = 9
       3     4           9 4 du
So,   1 2 x  3 dx = 1 u . 2
                           91
                     = 2  du
                          1 u
                              9
                     = 2 ln u 1
                                 = 2( ln 9  ln 1)
                                 = 2(2.1972 – 0)
                                 = 4.3944         (Answer)
                                                              189
                                                                S. M. Shahidul Islam
                                                                          1
Example: Compute the area under f(x) = 3 x 2 – 2 over the interval x = 4 to x = 16.
Solution: The required area is computed as follows:
         16            1
Area =   
         4
              (3x          2
                                2)dx
                                                                               f(x)
                                     16
                   3
              x 2
     = 3.          2x
              3                                                                        f(x) = 3x1/2 – 2
                2      4
               3                 16
     = 2x          2
                        2x
                                 4
                                                                               4                 16   x
     = (2  64 – 32) – (2  8 – 8)                                                         Figure 11.1
     = 96 – 8
     = 88 square unit          (Answer)
                                          2
Example: Evaluate                        2
                                              x 3 dx
                                                   2            2
               2    x 31     x4     2 4 (2) 4    16 16
Solution:  x dx =     3
                            =      =            =         = 0 (Answer)
           2      3  1 -2   4 -2 4         4      4 4
Another way: f(x) = x3 is an odd function, because f(–x) = (–x)3 = – x3 = – f(x).
                                              2
So, by property (7),                         2
                                                  x 3 dx = 0.       (Answer)
Example: Let the marginal revenue function and marginal cost function of a firm are
r/(x) = 16 – x2 and c/(x) = 3x2 – 2x + 8 respectively; where x is the quantity of product.
And fixed cost of the firm is Tk. 500, i.e., c(0) = 500, then find
            (i)    the total revenue function.
            (ii)   the average revenue function.
            (iii) the demand function.
                                                                         190
                                       Integration
(ii) We know that the average revenue from a product is the demand of that product.
                                      1
So, the demand function, d(x) = 16 – x2. (Answer)
                                      3
(iv) We shall find the maximum or minimum total revenue where the marginal revenue,
r/(x) = 0.       i.e., 16 – x2 = 0 => x2 = 16 => x = 4 and – 4
But, in Economics negative production is not possible. So, x = 4 is acceptable only.
Here, second derivative of the total revenue function, r(x) is
                    d
         r//(x) =     (16 – x2) = – 2x.
                   dx
And r//(4) = – 2(4) = – 8; which is negative.
So, the maximum revenue will be get for x = 4 unit products.
                                        4
                                         (16  x
                                                    2
Hence, the maximum total revenue =                      )dx
                                        0
                                                        4
                                             x3
                                    = 16 x 
                                             3          0
                                              (4) 3           (0) 3 
                                    = 16(4)         
                                                      16( 0)        
                                               3               3 
                                           64
                                    = 64 
                                            3
                                      128
                                    =             (Answer)
                                        3
                                            191
                                              S. M. Shahidul Islam
                                                              3
(v) The total revenue from product 1 to 3 =  (16  x 2 )dx
                                                              1
                                                                       3
                                                                  x3
                                                         = 16 x 
                                                                  3    1
                                                       (3)          3
                                                                         (1) 3 
                                          = 16(3)           16(1)        
                                                         3              3 
                                                    47
                                          = 39 –
                                                     3
                                              70
                                          =            (Answer)
                                               3
(vi) Given that, the marginal cost function: c/(x) = 3x2 – 2x + 8 and c(0) = 500.
So, the total cost function,   c(x) = ∫ c/(x) dx.
                                      = ∫ (3x2 – 2x + 8) dx
                                      = x3 – x2 + 8x + c
But given, c(0) = 500. So, c = 500
Hence, the total cost function: c(x) = x3 – x2 + 8x + 500. (Answer)
Consumer’s surplus & producer’s surplus: We know that demand is decreasing and
supply is increasing with respect to the price. Let (x0, p0) is the equilibrium point at which
the demand, d(x) and the supply, s(x) are equal. Then
               p
                                                       s(x)
            Price           Equilibrium point       Supply function
                       p0
                                   (x0, p0)
                                                Demand function
                                 x0             d(x)
                   0                    Quantity         x
                            Figure 11.2
                                                        192
                                            Integration
x0
difference between the cost consumers are willing to pay for a commodity and what they
actually pay.
                                             x0
The producer’s surplus =        x0  p0   s( x)dx . That is, the producer’s surplus is the
                                             0
difference between the revenue producers actually receive and what they have been
willing to receive.
Example: The demand function for a product is p = 20 – x – x2. Find the consumer’s
surplus when the demand is 3.
Solution: When demand x0 = 3, the price p0 = 20 – 3 – 32 = 8
                                    x0
                                     (20  x  x          )dx  3  8
                                                       2
                              =
                                     0
                                                             3
                                       x2 x3
                              = 20 x                            24
                                       2   3                 0
                                             3 2 33
                              = 20(3)            24
                                             2   3
                                          9
                              = 60          9  24
                                          2
                                     45
                              =                        (Answer)
                                     2
Rate of sales: When the rate of sales of a product is a known function of t, say f(t)
where t is a time measure, the total sales of this product over a time period T is
        T
         f (t )dt
        0
Example: Suppose the rate of sales of a new product is given by f(t) = 200 – 90e-t, where
t is the number of days the product is on the market. Find the total sales during the first 5
days.
                                                                   5
Solution: The total sales during the first 5 days =                 f (t )dt
                                                                   0
                                                      193
                                             S. M. Shahidul Islam
                               5
                             =  (200  90e t )dt
                               0
                                                      5
                             = 200t  90e t
                                                      0
                                                 5
                             = 1000  90e – 90e0
                             = 1000 + 90(0.0067) – 90
                             = 910.603 units.    (Answer)
             Pe
                   jt
       F=               dt
            0
Example: A bank pays interest at the rate of 10% per annum compounded continuously.
If a person places Tk. 1000 in a saving account each year, how much will be in the
account after 6 years?
                                          10
Solution: Here, P = 1000, n = 6 and j =       = 0.1
                                          100
                                             6
The amount after 6 years is            F =  1000e 0.1t dt
                                             0
                                                              6
                                                    e 0.1t
                                         =   1000 
                                                    0.1 0
                                         =   10000{e0.1(6) – e0.1(0)}
                                         =   10000(1.822 – 1)
                                         =   Tk. 8220 (Answer)
                                                          194
                                                    Integration
                         1
                         2
                     1u
               =         c
                     2 1
                       2
                                   1
               = (1  x )  c 2    2
= (1  x 2 )  c (Answer)
                                         x 1
                                  e
Example (2): Evaluate                  x 1
                                                dx [NU-96]
                                 x 1
                         e
Solution: Let I =     x 1
                                         dx                                Let, u =       x 1
                                                                             du            1
                =  e .2du
                     u                                                         
                                                                             dx 2 x  1
                = 2 e u du                                              => 2du 
                                                                                   1
                                                                                       dx
                = 2eu + c                                                         x 1
                = 2e x 1  c                     (Answer)
                                        1
Example (3): Evaluate        e     x
                                         1
                                            dx [RU-81]
                     1
Solution: Let, I =   e
                      1
                         dx
                          x
                       ex
                =  x x     dx [Multiplying numerator and denominator by e-x]
                   e (e  1)
                      ex
                =  1  e  x dx                                du
                                                                       Let, u = 1 + e-x
                      1                                             e  x
                =   du                                        dx
                      u                                      =>  du  e  x dx
                =  log e u  c
                =  log e (1  e  x )  c               (Answer)
                                                       195
                                    S. M. Shahidul Islam
                    1
                  =   ∫ u du
                    2
                   1 u2
                  = .      +c
                   2 2
                   1
                  = (x2 + 1)2 + c           (Answer)
                   4
                            3x 2  2
Example (6): Evaluate  3            dx   [RU-88]
                         x  2x  5
                       3x 2  2                      Let, u = x3 + 2x + 5
Solution: Let I =  3             dx               du
                     x  2x  5                      = 3x2+ 2
                     1                             dx
                =  du                          => du = (3x2+ 2)dx
                     u
                = logeu + c
                = loge(x3 + 2x + 5) + c (Answer)
                                             196
                                             Integration
                                   d                
                = x 2  e x dx    ( x 2 )  e x dx dx ;
                                    dx              
                   = x e   2 x.e dx
                          2 x           x
                       = x 2 e x  2 xe x dx
                                              d
                       = x 2 e x  2[ x  e x dx   {
                                                 ( x)  e x dx}dx]
                                              dx
                       = x e  2[ xe   1.e dx]
                          2 x       x       x
                       = x 2 e x  2[ xe x   e x dx]
                       = x 2 e x  2[ xe x  e x ]  c
                       = e x ( x 2  2 x  2]  c (Answer)
                           1
Example (8): Evaluate ∫      log e (log e x)dx
                           x                                         Let, u = logex
                     1
Solution: Let I = ∫    log e (log e x)dx                
                                                          du 1
                                                             
                                                                      1
                                                               => du = dx
                     x                                    dx x        x
                = ∫ logeu du
                                       d
                = (logeu) ∫1du – ∫ [      (logeu) ∫1du]du
                                      du
                                 1
                = (logeu)u – ∫ .u du
                                 u
                = (logeu)u – ∫ du
                = (logeu)u – u + c
                = u(logeu – 1) + c
                = (log e x){log e (log e x)  1}  c (Answer)
                                     1
Example (9): Evaluate ∫                        dx          [RU-81]
                              x(1  log e x) 3
                                1
Solution: Let, I =    ∫                   dx
                         x(1  log e x) 3                               Let, u = 1 + logex
                                                                     du 1        1
                =
                         1
                     ∫ 3 du                                             => du = dx
                        u                                            dx x        x
                =    ∫ u-3du
                      u 2
                =          +c
                      2
                                                 197
                                                S. M. Shahidul Islam
                   1
                =  (1  log e x) 2 + c                 (Answer)
                   2
                                  3   2 xdx
Example (10): Evaluate         1 x
                              1             2
                                                  [RU-80]
                     32 xdx                                            Let, u = 1 + x2
Solution: Let, I =1 1  x 2                                      du
                  10
                                                                     2 x => du  2 xdx
                     du                                           dx
                =                                            u = 2 when x = 1
                   2
                     u
                          10
                                                              and u = 10 when x = 3
                = ln u 2
                = ln 10  ln 2
                     10
                = ln
                      2
                = ln 5      (Answer)
                              2
                                          x
Example (11): Evaluate        x
                              0
                                      2
                                          4
                                             dx          [AUB-01, RU-81]
                     2
                              x
Solution: Let, I =   x
                     0
                          2
                              4
                                 dx
                                                                      du
                                                                         Let, u = x2 + 4
                                                                                  du
                     8                                                   2 x =>     xdx
                         1 du                                         dx           2
                 =   u. 2
                     4
                                                                  u = 4 when x = 0
                                                                  and u = 8 when x = 2
                     181
                     2 4 u
                 =          du
                     1           8
                 =       log e u 4
                      2
                     1
                 =       (log e 8  log e 4)
                      2
                     1       8
                 =     log e  
                     2       4
                     1
                 =     log e 2          (Answer)
                     2
                              ln 2
                                       ex
Example (12): Evaluate            
                                  0   1 ex
                                            dx           [RU-96]
                                                        198
                                                        Integration
                          ln 2
                                   ex
Solution: Let, I =            
                              0   1 ex
                                        dx
                          3
                             1                                          Let, u = 1 + ex
                 =        2 u du                         
                                                             du
                                                                 e x => du  e x dx
                                   3                         dx
                 = ln u 2
                                                          When x = 0, u = 2 and
                 = ln 3  ln 2                            when x = ln 2, u =1 + eln2 =1 + 2= 3
                      3
                 = ln
                      2
                 = ln 1.5                            (Answer)
                                       2
                                                1
Example (13): Evaluate                  x( x  1) dx
                                       1
                                                              [RU-82]
                      2
                                   1
Solution: Let, I =    x( x  1) dx
                     1
                          1                   1 
                     2
                =      x  x  1dx
                      1
                                                        [By taking partial fractions]
                     2   2
                    1        1
                =  dx        dx
                  1
                    x    1
                           x 1
                = log e x 1  log e ( x  1) 1
                                       2                  2
                                   5
                                           1
Example (14): Evaluate              y dy
                                   0
                                                              [RU-86]
                          5
                              1
Solution: Let, I =     y dy
                          0
                                   5
                 = ln y 0
                 = ln 5  ln 0
                 = Not found, because the value of ln 0 is not known.
                                                           199
                                              S. M. Shahidul Islam
Example (15): Find the area bounded by the curve f(x) = 15 – 2x – x2 and the straight
line h(x) = 9 – x.      [AUB-02]
Solution: Taking f(x) = h(x), we get
        15 – 2x – x2 = 9 – x
Or,      x2 + x – 6 = 0
Or,     x2 + 3x – 2x – 6 = 0
Or,     x(x + 3) – 2(x + 3) = 0
Or,     (x + 3)(x – 2) = 0
Or,     x = – 3 and x = 2
 So, – 3 and 2 are the x – coordinates of the points of intersection of f(x) and h(x).
Therefore, the area bounded by the curve f(x) and the straight line h(x) is
         2
         [ f ( x)  h( x)]dx
        3
        2                                                            f(x) = 15 – 2x – x2
         [(15  2 x  x         )  (9  x)]dx
                             2
   =
        3
        2
                                                                                 h(x) = 9 – x
         [(6  x  x
                        2
    =                       )dx
        3
                             2                                                                  X
              x2 x3                                         -3       0       2
    =    6x    
              2   3          3                                          Figure 11.3
                (2)    (2)  
                        2           3
                                          (3)     (3) 
                                                       2         3
     = 6(2)                 6(3)               
                  2      3                2       3 
                  8        9
     = (12  2   18   9)
                  3        2
        125
     =         square unit.     (Answer)
          6
Example (16): If marginal cost of a firm is c/(x) = x2 and c(0) = 0.1 find the total cost
function.       [RU-82]
Solution: Given that the marginal cost function, c/(x) = x2.
So, the total cost function, c(x) = ∫ c/(x) dx
                                   = ∫ x2 dx
                                      1
                                   = x3  c
                                      3
And given that c(0) = 0.1
             1 3
              (0)  c = 0.1 => c = 0.1
             3
                                               1
Therefore, the total cost function is c(x) = x 3  0.1      (Answer)
                                               3
                                                      200
                                                  Integration
                                                                                   6
Example (17): Let the marginal revenue function of a firm is r/(x) = 5 +                  ; where
                                                                               ( x  2) 2
x is the quantity of sold products. Find the total revenue function. [NU- 98 Mgt.]
                                                                        6
Solution: Given that the marginal revenue function: r/(x) = 5 +
                                                                    ( x  2) 2
                                                6
So, total revenue function: r(x) = ∫[5 +              ]dx
                                           ( x  2) 2
                                               6
                                  = 5x –              +c
                                           ( x  2)
Since, revenue = 0 when x = 0 unit product is sold, i.e., r(0) = 0.
                       6
So,     0 = 5(0) –          + c => c = 3
                    (0  2)
                                                           6
Hence, the total revenue function is r(x) = 5x –                + 3 (Answer)
                                                       ( x  2)
Example (18): Find the consumer’s surplus and producer’s surplus under pure
competition for the demand function p = 61 – x2 and supply function p = 11 + x2, where
p is the price and x is quantity.
Solution: Under pure competition, market equilibrium conditions can be obtained by
equating the demand and supply.
             61 – x2 = 11 + x2
            Or, 2x2 = 50
            Or, x2 = 25
            Or, x = 5, – 5 [x = – 5 is not acceptable]
             x0 = 5
            So, p0 = 61 – 25 = 36
                              x0
                               (61  x       )dx  5  36 .
                                          2
                          =
                              0
                                              5
                                  x3
                          = 61x                   180
                                  3           0
                                      (5) 3
                          = 61(5)           180
                                        3
                              250
                          =                   (Answer)
                               3
                                                        201
                                  S. M. Shahidul Islam
x0
                                                  (5) 3
                             = 180  11(5) 
                                                   3
                                 250
                             =                    (Answer)
                                  3
11.12 Exercise:
    1. Define integral and definite integral. Give examples.
    2. What is difference between differentiation and integration?
    3. Why does arbitrary constant c disappear in the definite integral? Explain by a
       example.
    4. Evaluate the following integrals:
                                          x11
          (i)     ∫ x10dx       [Answer:      c]
                                          11
                                         2 3
          (ii)    ∫ x1/2dx      [Answer: x 2 + c]
                                         3
                     1                        1
          (iii) ∫ 3 dx [Answer:  2 + c]
                     x                      2x
                       4                  5
          (iv)    ∫5x dx        [Answer: x + c]
          (v)     ∫(4x3 + 3x2 + 2x + 3)dx [Answer: x4 + x3 + x2 + 3x + c]
                                                 1        2
          (vi)    ∫(x2 – 1)2dx         [Answer: x5 - x3 + x + c]
                                                 5        3
                              3
                          1                      4
                                                 x      3x 2            1
          (vii) ∫  x   dx           [Answer:              3 ln x  2  c ]
                          x                     4       2            2x
                     x 1
                       4
                                                 x 3
                                                        1
          (viii) ∫       2
                            dx         [Answer:       c]
                       x                          3 x
                            x    2                  2 3      1
          (ix)    ∫( x            )dx [Answer: x 2  x 2  4 x  c ]
                            2     x                 3        4
                        1 x 4 1                2x    1                   3 2
           (x)    ∫( 2  e   3 )dx [Answer:
                     x
                                                      e  x  4 log e x  x 3  c ]
                        2    x  x             log e 2 2                   2
                                                 202
                                         Integration
5. Integrate by parts:
       (i)    ∫ln x dx           [Answer: x(ln x – 1) + c]
                                           1               1
      (ii)    ∫ x lnx dx         [Answer: x 2 ln x  x 2  c ]
                                           2               4
                                             n 1
                                           x                    x n 1
      (iii) ∫ xnlogex dx         [Answer:           log e x            c]
                                           n 1               (n  1) 2
      (iv)    ∫ xe-x dx          [Answer: – e-x(x + 1) + c ]
                                           x 2 e 3 x 2 xe 3 x 2e 3 x
      (v)         2 3x
              ∫ x e dx           [Answer:                             c]
                                              3            9        27
6. Evaluate the following integrals by method of substitution:
                 1                         1
      (i)       x ln xdx        [Answer: (ln x) 2  c ]
                                           2
                           3                     1
      (ii)      (5  2 x) 2 dx [Answer: (5  2 x) 12  c ]
                                                                (ax 2  2bx  2c) 6
                  (ax  2bx  2c) (ax  b)dx [Answer:                               c]
                      2           5
        (iii)
                                                                        12
                     dx                        1
        (iv)      1  4x             [Answer:
                                               4
                                                 ln(1  4 x)  c ]
                      xdx                      1
        (v)       2x   2
                          3
                                      [Answer: ln( 2 x 2  3)  c ]
                                               4
                       8x 2                            4
        (vi)      ( x 3  2) 3 dx    [Answer: 
                                                 3( x  2) 2
                                                     3
                                                              c]
                   4x 3  2x
                x 4  x 2  2 dx [Answer: log e ( x  x  2)  c ]
                                                        4     2
        (vii)
7. Integrate using partial fractions:
                        1                     1
       (i)      ( x  1)( x  3) dx [Answer: 2 log e ( x  1)  log e ( x  3)  c ]
                      1                          1       x2 
        (ii)     ∫         dx           [Answer:   log  
                                                       e
                                                                   c]
                                                                 2 
                  x  x3                         2      1 x 
                         x2
        (iii)     x 2  13x  42 dx [Answer: 19 log e ( x  7)  18 log e ( x  6)  c ]
                           x                     1
        (iv)      ( x  1)(2 x  1) dx [Answer: 6 {2 log e ( x  1)  log e (2 x  1)}  c ]
                          x2                      a2                     b2
        (v)       ( x  a)( x  b) dx [Ans: x  a  b log e ( x  a)  a  b log e ( x  b)  c ]
                                              203
                                             S. M. Shahidul Islam
                  (x
                          2
       (iii)                    x)dx          [Answer: 2]
                 1
                     3                                           1 4 2
                 e                                                e (e  1) ]
                          2x
       (iv)                    dx              [Answer:
                  2                                              2
                     3    2x
       (v)        1 x
                  1             2
                                    dx         [Answer: ln10 – ln2]
                 2
                                                                 1 4
                  (e           3x 2 )dx                          (e  e 2  14) ]
                          2x
       (vi)                                    [Answer:
                 1
                                                                 2
                     6     60dx
       (vii)     1      (3x  2) 2
                                               [Answer: 3]
                 2
                                                                 1 6
                  (e           4 x 2 )dx                         (e  e 3  28) ]
                          3x
       (viii)                                  [Answer:
                 1
                                                                 3
                     8    1
9. Prove that       3   x3
                             dx  log e 5 .
                                                                                185
10. Find the area under f(x) = x1/3 + 5 over the interval x = 1 to x = 8. [Answer:   ]
                                                                                  4
                                                                                256
11. Find the area bounded by the curve f(x) = 16 – x2 and the x-axis. [Answer:      ]
                                                                                 3
12. Find the area bounded by the curve f(x) = 3x3 – 3x and the straight line h(x) = x.
                                                                                 2
                                                       0                         3
                8
   [Answer:
                3
                  ]             [Hints: Area =          [ f ( x)  h( x)]dx 
                                                       2
                                                                                  [ f ( x)  h( x)]dx ]
                                                                                 0
                                                   
                                                           3
13. If marginal cost c/(x) = 8x3, and c(1) = 5, find the total cost function. [Answer:
    c(x) = 2x4 + 3]
14. If marginal cost c/(x) = 2 + x + x2, and c(0) = 50, find the total cost function.
                            1       1
    [Answer: c(x) = 2x + x2 + x3 + 50]
                            2       3
15. Let the marginal cost function (in thousand taka) of a firm is c/(x) = 4x2 – 6x + 1;
    where x is the quantity of products, and the fixed cost of the firm is Tk. 400000,
    i.e., c(0) = 400000. Find the total cost of the firm for making x = 12 unit product.
    [Answer: Tk. 2284000]
                                                           204
                                    Integration
16. If the marginal revenue function of a firm r/(x) = 5 + 3x – x2 and r(6) = 112, find
    the total revenue function and the average revenue function. [Answer: revenue:
                         3      1                        r ( x) 100       3x x 2
    r(x) = 100 + 5x + x 2 – x 3 and avg. revenue:                  5         ]
                         2      3                           x    x         2   3
17. Let the marginal cost and the marginal revenue functions of a firm are
    c/(x) = 0.1x2 – 4x + 110 and r/(x) = 150 – x; where x is the number of unit product.
    If total cost is Tk. 4000 for making 30 units product, find
         (i)     fixed cost.
         (ii)    condition for r(0) = 0
         (iii) profit function.
         (iv)    number of unit production to maximize the profit.
    [Answer: (i) Tk. 1600, (ii) When no product is sold,
                         3      1 3
    (iii) p(x) = 40x + x 2 -       x - 1600 and (iv) 40 ]
                         2     30
18. Demand function is p = 20 – 2x; where x is the quantity. If x = 12, find the
    consumer’s surplus. [Answer: 36]
19. Assume that in 1995 the annual world use of natural gas was 50 trillion cubic feet.
    The annual consumption of gas is increasing at a rate of 3% compounded
    continuously. How long will it take to use all available gas, if it is known that in
    1995 there were 2200 trillion cubic feet of proven reserves? Assume that no new
                                                                   t
   discoveries are made. [Answer: 28.1 years] [Hints: Find t of  50e 0.03t dt  2200 ]
                                                                   0
20. A bank pays interest at the rate of 6% per annum compounded continuously. Find
    how much should be deposited in the bank each year in order to accumulate
                                                                            3
   Tk. 6000 in 3 years. [Answer: Tk. 1818.18] [Hints: Find P of 6000   Pe 0.06t dt ]
                                                                            0
                                        205
                                      S. M. Shahidul Islam
                                                                                          12
                                                                                      C h a p te r
                                                         Coordinate Geometry
Highlights:
   12.1 Introduction                             12.10 Area of a quadrilateral
   12.2 Directed line                            12.11 Straight line
   12.3 Quadrants                                12.12 Slope or gradient of a straight line
   12.4 Coordinates                              12.13 Different forms of equations of the
   12.5 Coordinates of mid point                       straight line
   12.6 Distance between two points              12.14 Circle
   12.7 Section formula                          12.15 Some worked out examples
   12.8 Coordinates of the centroid              12.16 Exercise
   12.9 Area of a triangle
12.2 Directed line: A directed line is a straight line with number units positive, zero and
negative is called directed line or number line. The point of origin is the number 0. The
arrow indicates its direction. On the right side of the arrow are the positive numbers and
on the other side are the negative numbers. It is like a real number scale illustrated below:
                       –7 –6–5 –4 –3 –2 –1 0 1 2 3 4 5 6 7
         Negative                                                          Positive
                                            Origin
                                         Directed line
                                         Figure – 12.1
                                              206
                                         Coordinate Geometry
A directed line can be horizontal normally indicated by X/OX axis and vertically indicated
normally by YOY/ axis. The point where the two lines intersect each other is called the
point of origin and is denoted by (0,0).
12.3 Quadrants: The two directed lines, when they intersect at right angles at the point of
origin, divide their plane into four parts or regions. These four pasts are known as
quadrants.
                                         Y_
                                     7
                                   _
                                     6
                                   _
          Second Quadrant            5  First Quadrant
                                   _
                                     4
                                   _
                 (–, + )           _
                                     3      (+, + )
                                     2
                                   _
                                     1
                                   _
               | | | | | | | | | | | | | | |
         /                         _
        X     –7 –6 –5 –4 –3 –2 –1 0 1 2 3 4 5 6 7                 X
                                   _
                                –2
                                   _
                 (–, –)         –3          (+,–)
                                   _
                                –4
           Third Quadrant          _    Fourth Quadrant
                                –5
                                   _
                                –6
                                   _
                                –7
                                         /
                                Figure –Y12.2
12.4 Coordinates: In a two dimensional figure a point in plane has two coordinates. The
exact position of the point can be located by the unit size of these coordinates. The first
coordinate is known as x-coordinate and second coordinate is known as y-coordinate.
                          y     x-coordinate
                                     P(x, y)
                                              y-coordinate
           x   /                0                   x
                           y/
                       Figure – 12.3
Example: Plot the points        (2, 3), (-5, 4), (-3, -2) and (4, -3) in the Cartesian plane.
Solution:
                                                    207
                                 S. M. Shahidul Islam
                                            Y_
                                        7
                                          _
                                        6
                                          _
                                        5
                             (-5, 4)   4
                                          _
                                          _
                                        3
                                          _
                                              (2, 3)
                                        2
                                          _
                                        1
                                          _
                      | | | | | | | | | | | | | | |
                                          _
              X/     –7 –6 –5 –4 –3 –2 –1 0 1 2 3 4 5 6 7
                                          _                                     X
                         (-3, -2)     –2
                                          _
                                       –3
                                          _
                                                    (4, -3)
                                       –4
                                          _
                                       –5
                                          _
                                       –6
                                          _
                                       –7
                                                       Figure – 12.4
                                            Y/
12.5 Coordinates of mid point: We can find out the coordinates of a mid point from the
coordinates of any two points using the following formula :
Let P(x1, y1) and Q(x2, y2) be two given points and R(xm, ym) be mid point of them, then
      x  x2                   y  y2
xm = 1          and ym = 1
         2                       2
Example: The coordinates of the mid point of the points (-2, 5) and (6, 3) are
  26 53
(       ,      ) , i.e, (2, 4)
    2       2
                                                 208
                                          Coordinate Geometry
        = ( y1 – y2 )2 + ( x1 – x2 )2
        = ( x1 – x2)2 + (y1 – y2 )2
PQ      =   ( x 1 - x 2 ) 2  (y1 - y 2 ) 2
PQ      =    ( Difference of abscissas) 2  ( Difference of ordinates ) 2
12.7 Section formula: The coordinates of a point R(x, y) dividing a line in the ratio of
m1 : m2 connecting the points P(x1, y1) and Q(x2, y2) are
                   m x  m2 x1           m y  m2 y1
              x= 1 2           and y = 1 2
                     m1  m2                m1  m2
Proof: Three perpendiculars PL, RM and QN are drawn on the axis OX from the points
P, R and Q respectively. From P and R two other perpendiculars PK and RT are drawn on
RM and QN respectively. From the figure we see that  PKR and  RTQ are similar
triangles.
      PK RK PR m1                                                     Q (x2, y2)
So,                                                         (x, y)
      RT QT RQ m2                                      y         R m2 T
                                                           (x1, y1)
          PK m1                                            P m1
When,                                                              K
           RT m2
         x  x1 m1
Or,                                     x/              0 L M N                 x
         x 2  x m2
Or,     m2x – m2x1 = m1x2 – m1x
Or,     x(m1 + m2) = m1x2 + m2x1                        y/
              m x  m2 x1                            Figure – 12.6
So,     x= 1 2
                m1  m2
                    RK m1
Similarly, when         
                    QT m2
                                                 209
                                  S. M. Shahidul Islam
        y  y1 m1
Or,             
        y 2  y m2
Or,    m2y – m2y1 = m1y2 – m1y
Or,    y(m1 + m2) = m1y2 + m2y1
             m y  m2 y1
So,    y= 1 2
               m1  m2
Note: If this division be external then
                  m x  m2 x1           m y  m2 y1
             x= 1 2            and y = 1 2
                    m1  m2              m1  m2
Example: The coordinates of the point R which divides the connecting line of the points
P(3, 4) and Q(-3, -4) in the ratio of 2 : 3 are
 2.(3)  3.3 2.(4)  3.4         3 4
              ,               i.e,  , 
     23           23             5 5
Example: Find the coordinates of the point which externally divides the line joining the
points (4, -5) and (6, 8) in the ratio 2 : 1.
Solution: Let A(4, -5), B(6, 8) and the point P(x, y) divides AB externally in the ratio
2 : 1.
         2  6  1 4                  2  8  1  (5)
So, x =                = 8 and y =                      = 21
             2 1                            2 1
Hence, the coordinates of the required point are (8, 21)     (Answer)
                                           210
                                   Coordinate Geometry
            x 2  x3
            2.        1.x1
                2             x  x 2  x3
       x=                     1
                2 1               3
            y  y3
          2. 2        1. y1
                2              y  y 2  y3
and    y=                     1
                2 1                3
                                                  x  x2  x3 y1  y 2  y3 
Therefore, the coordinates of the centroid are  1            ,              .
                                                      3            3        
Example: The coordinates of the centroid of the triangle whose vertices are (3, 5), (5, 6)
                35 4 5 65
and (4, -5) are         ,           i.e., (4, 2)
                   3         3     
12.9 Area of a triangle: The area of a triangle whose vertices are A(x1, y1), B(x2, y2)
                                         x1 y1 1
                                       1
and C(x3, y3) is the absolute value of . x 2 y 2 1 .
                                       2                         A(x1,y1)
                                         x3 y 3 1       y
Proof:
                                                                 B(x2,y2)   C(x3,y3)
Let, A(x1, y1), B(x2, y2) and C(x3, y3)
be the coordinates of the vertices of
the triangle ABC. We draw                      x/            0M         L   N   x
perpendiculars AL, BM and CN
from A, B and C on the x-axis. It is
clear from the figure,                                      y/
                                                          Figure – 12.8
                                              211
                                   S. M. Shahidul Islam
   1
  =   ( x1y2 – x2y1 + x2y3 – x3y2 + x3y1 – x1y3)
   2
   1
  = [x1(y2 – y3) – x2(y1 – y3) + x3(y1 – y2)]
   2
        x1 y1 1
    1
  = . x 2 y2 1                (Proved)
    2
        x3 y 3 1
Example: Find the area of the triangle whose vertices are A(2, 3), B(5, 7) and C(-3, 4).
                                       2 3 1
                                   1
Solution: The area of the  ABC =      5 7 1
                                   2
                                      3 4 1
                                     1
                                   =   [2(7 – 4) – 5(3 – 4) – 3(3 – 7)]
                                     2
                                     1
                                   = [6 + 5 + 12]
                                     2
                                     1
                                   = (23)
                                     2
                                   = 11.5 square units       (Answer)
Note: Three points must be collinear if they form a triangle whose area is zero.
Example: Show that three points A(3, 5), B(-7, 5) and C(1, 5) are collinear.
                                  3 5 1
                               1
Solution: Area of the  ABC =    7 5 1
                               2
                                  1 5 1
                                 1
                               =    [3(5 – 5) + 7(5 – 5) + 1(5 – 5)]
                                  2
                                 1
                               = .0
                                  2
                               =0
So, the points A, B and C are collinear.      (Proved)
Another way: AB =      (3  7) 2  (5  5) 2  100  0  100  10
               BC =    (7  1) 2  (5  5) 2  64  0  64  8
               AC =    (3  1) 2  (5  5) 2  4  0  4  2
                                             212
                                   Coordinate Geometry
Here, BC + AC = 8 + 2 = 10 = AB
So, the points A, B and C are collinear.     (Proved)
12.10 Area of a quadrilateral: The area of a quadrilateral which vertices are A(x1, y1),
B(x2, y2), C(x3, y3) and D(x4, y4) is
                            1
     the absolute value of [x1y2 – x2y1 + x2y3 – x3y2 + x3y4 – x4y3 + x4y1 – x1y4]
                            2
Example: Find the area of a quadrilateral whose vertices are A(1, 1), B(3, 5), C(4, -1) and
D(2, 2).
                               1
Solution: Area of quad. = │ [1.5 – 3.1 + 3.(-1) – 4.5 + 4.2 – 2.4 + 2.1 – 1.2]│
                               2
                               1
                          = │ [5 – 3 – 3 – 20 + 8 – 8 + 2 – 2]│
                               2
                               1
                          = │ (-21) │
                               2
                          = │-10.5│
                          = 10.5     square units   (Answer)
                                                          y          B
12.11 Straight line: The minimum                                  Straight line
distance between two distinct                                 A
points is known as straight line. In
the figure AB is a straight line.
                                            x/             0                 x
                                                               y/
                                                             Figure – 12.9
12.12 Slope or gradient of a straight line: The slope or gradient of a straight line is the
tangent of the angle formed by the line above the x – axis towards its positive direction
whatever be the position of the line. If  is the angle formed by the line and the positive
direction of the x – axis, the slope of the line is
                                                                       y         B (x2, y2)
                       m = tan 
 In terms of the coordinates, the slope of the line joining two points    A (x1, y1)
A(x1, y1) and B(x2, y2) is
     y 2  y1 Difference of ordinates                                    
m=           =
     x 2  x1 Difference of abscissae                                     0             x
                                                         /
                                                     x
The slope of a line is generally denoted by m.
                                                                             y/
                                                                       Figure – 12.10
                                            213
                                   S. M. Shahidul Islam
x/ 0 x
                                             y/
                                           Figure – 12.14
                                            214
                                   Coordinate Geometry
   7. Two points form: The equation of a straight line passing through two points
      (x1, y1) and (x2, y2) is                      y
                y1  y 2                                               A (x1, y1)
      y – y1 =           (x – x1)
                x1  x 2                       B(x2, y2)
x/ 0 x
                                                             y/
                                                          Figure – 12.15
   8. Parallel line form: The equation of the parallel line to the line ax + by + c = 0 is
      ax + by + k = 0; k is a constant.
   9. Perpendicular line form: The equation of the perpendicular line to the line
      ax + by + c = 0 is bx – ay + k = 0; k is a constant.
Note: Let m1 and m2 are slopes of two straight lines respectively. These two lines
will be perpendicular to each other if m1  m2 = -1 and will be parallel to each other if
m1 = m2 .
12.14 Circle: The circle is the locus of a point which moves in such a way that its distance
from a fixed point always remains constant. The fixed point is known the centre of the
circle and the constant distance is called the radius of the circle.
The equation of the circle whose centre is (h, k) and the radius is a is
           (x – h)2 + (y – k)2 = a2
Example: Find the equation of the circle whose centre is (2, 3) and the radius is 5.
Solution: The required equation is (x – 2)2 + (y – 3)2 = 52
                            => x2 – 4x + 4 + y2 – 6y + 9 = 25
                            => x2 + y2 – 4x – 6y – 12 = 0         (Answer)
                                             215
                                    S. M. Shahidul Islam
Hence, the points A(6, 6), B(2, 3) and C(4, 7) are the vertices of a right angled triangle.
Example (2): Find the coordinates of the circum centre of a triangle whose coordinates
are (3, -2), (4, 3) and (-6, 5). Hence find the circum radius and circumference.
Solution: Let A(3, -2), B(4, 3) and C(-6, 5) be the vertices of the triangle and P(x, y) be
the circum centre. So, by definition,
            PA = PB = PC
           PA2 = PB2 = PC2.
Now by the distance formula
PA2 = (x – 3)2 + (y + 2)2 = x2 – 6x + 9 + y2 + 4y + 4 = x2 + y2 – 6x + 4y + 13
PB2 = (x – 4)2 + (y – 3)2 = x2 – 8x + 16 + y2 – 6y + 9 = x2 + y2 – 8x – 6y + 25
PC2 = (x + 6)2 + (y – 5)2 = x2 + 12x + 36 + y2 – 10y + 25 = x2 + y2 + 12x – 10y + 61
Now PA2 = PB2.
           x2 + y2 – 6x + 4y + 13 = x2 + y2 – 8x – 6y + 25
           2x + 10y = 12
           x + 5y = 6 [Dividing by 2]
           x = 6 – 5y - - - (i)
And PB = PC2.
           2
           x2 + y2 – 8x – 6y + 25 = x2 + y2 + 12x – 10y + 61
           -20x + 4y = 36
           -5x + y = 9 [Dividing by 4]
           -5(6 – 5y) + y = 9 [Using (i)]
           -30 + 25y + y = 9
           26y = 39
                 39
           y=
                  26
                  3
           y=
                  2
Putting the value of y in (i), we get
                     3      3
        x = 6 – 5. = –
                     2      2
                                                         3 3
Therefore, the coordinates of the circumcentre P is (– , )            (Answer)
                                                         2 2
                                               3         3
Now, the circum radius of  ABC, r = (  3) 2  (  2) 2 [ PA]
                                               2         2
                                           81 49
                                       =     
                                           4   4
                                           130
                                       =
                                            4
                                             216
                                     Coordinate Geometry
                                             130
                                       =                (Answer)
                                              2
And the circumference = 2  r
                               130
                         = 2
                                2
                         =  130
Example (3): Find the area of the triangle whose vertices are A(3, 1), B(2k, 3k), C(k, 2k)
and prove that these three points will be collinear if k = – 2.   [AUB-02]
                                       3 1 1
                                   1
Solution: Area of the  ABC =         2k 3k 1
                                   2
                                       k 2k 1
                                  1
                                 =  [3(3k – 2k) – 2k(1 – 2k) + k(1 – 3k)]
                                  2
                                  1
                               = (3k – 2k + 4k2 + k – 3k2)
                                  2
                                  1 2
                               = (k +2k)
                                  2
                                  1
                               = k(k + 2) square units
                                  2
Now , the points A, B, C will be collinear if the area of the triangle is zero,
        1
i.e.,     k(k + 2) = 0
        2
Or,    k(k + 2) = 0
So,    k = 0 or, k + 2 = 3 => k = – 2.
But k = 0 makes B and C a point.
So,    k=–2           (Proved)
Example (4): The coordinates of the three towns A, B and C are (4, -2), (2, -2) and (6, -
2). Find the distances of the towns from one to another. And prove that these three towns
are situated on a straight line. [RU-80, 82 A/C]
Solution: The distance of town A and B, AB =         (4  2) 2  (2  2) 2  4  2 units
The distance of town B and C, BC =         (2  6) 2  (2  2) 2  16  4 units
The distance of town A and C, AC = (6  4) 2  (2  2) 2  4  2 units
Here, AB + AC = 2 + 2 = 4 = BC
So, these three town are situated on a straight line.     (Proved)
                                               217
                                   S. M. Shahidul Islam
Example (5): Find the equation and the slope of the straight line joining the points (3, 5)
and (2, 3).             [RU-80, 82 A/C]
Solution: The equation of the line which passes through the points (3, 5) and (2, 3) is
                         53
               y–5=           (x – 3)
                         32
        Or, y – 5 = 2(x – 3)
        Or, y = 2x – 1          (Answer)
We know that, m is the slope of the line y = mx + c.
So, the slope of the line y = 2x – 1 is 2.   (Answer)
Example (6): Prove that the first degree equation ax + by + c = 0 always represents a
equation of a straight line, i.e., the general equation of straight line.
Proof: Let A(x1, y1), B(x2, y2) and C(x3, y3) be three points on the locus represented by
the equation ax + by + c = 0.
       ax1 + by1 + c = 0 - - - (i)
        ax2 + by2 + c = 0 - - - (ii)
        ax3 + by3 + c = 0 - - - (iii)
Doing (i) – (ii), we have       a(x1 – x2) + b(y1 – y2) = 0
         y1  y 2      a
Or,                
         x1  x 2      b
Again doing (ii) – (iii), we have a(x2 – x3) + b(y2 – y3) = 0
         y 2  y3      a
Or,                
         x 2  x3      b
         y1  y 2      y  y3
                   = 2
         x1  x 2      x 2  x3
Or,     (y1 – y2)(x2 – x3) = (y2 – y3)(x1 – x2)
Or,     x2y1 – x2y2 – x3y1 + x3y2 – x1y2 + x1y3 + x2y2 – x2y3 = 0
         1
Or,          [x1(y2 – y3) – x2(y1 – y3) + x3(y1 – y2)] = 0
         2
             x1 y1 1
         1
Or,        . x 2 y2 1 = 0
         2
             x3 y 3 1
That is, the area of the triangle formed by A, B and C is zero. Hence, the points A, B and
C are collinear. But A, B and C are any three points on the locus of ax + by + c = 0.
Therefore, the equation ax + by + c = 0 always represents a straight line. (Proved)
Example (7): Find the equation of the straight line passing through the point (4, 5) and
the sum of its intercepts on the axes is 18.
                                            218
                                   Coordinate Geometry
Example (8): Find the equation of the straight line passing through the point (-3, 1) and
perpendicular to the line 5x – 2y + 7 = 0.     [AUB-02]
Solution: The equation of the line perpendicular to the line 5x – 2y + 7 = 0 is
        2x + 5y + k = 0      - - - (i)
Since, line (i) passes through the point (-3, 1)
        2.(-3) + 5.1 + k = 0
Or,     -6 + 5 + k = 0
       k=1
Therefore, the equation of the required line is 2x + 5y + 1 = 0   (Answer)
Example (9): Find the equation of the line passing through (2, 5) and (5, 6). And prove
that this line is perpendicular to the line passing through (-4, 5) and (-3, 2).
Solution: The equation of the line passing through the points (2, 5) and (5, 6) is
          y 5 x2
                
         56 25
                                            219
                                   S. M. Shahidul Islam
         y 5 x2
Or,            
          1      3
Or,     - 3y + 15 = - x + 2
Or,     x – 3y + 13 = 0; which is the required equation.       (Answer)
                                   1 1
Let the slope of this line, m1 =      
                                  3 3
And, let the slope of the line joining the points (-4, 5) and (-3, 2),
                 52         3
        m2 =                    3
               4  (3)  1
                   1
       m1  m2 =  (3)  1
                   3
Hence, the two lines are perpendicular to each other. (Proved)
Example (10): Find the equation of the straight line passing through the point of
intersection of the two lines 2x + 3y – 1 = 0 and x – 2y + 3 = 0 and intersects equal
portion from both axes.
Solution: Given that 2x + 3y – 1 = 0 - - - (i)
                         x – 2y + 3 = 0   - - - (ii)
Doing (i) – 2  (ii), we have 7y – 7 = 0
                              y=1
Putting the value of y in (ii), we have
                x – 2.1 + 3 = 0
                 x = -1
So, the point of intersection of the given two straight line is (-1, 1)
Let the equation of the line which intersects equal parts from both axes be
         x y
             1
         a a
           x y                           x y
That is,       1 - - - (iii) Or,          1 - - - (iv)
          a a                            a a
Since both the lines pass through (-1, 1), hence putting (-1, 1) in equation (iii), we have
         1 1
               1 Or, a = 0
          a a
                   x y
So, the line is         1 , which is meaning less.
                   0 0
Now, putting (-1, 1) in equation (iv), we have
         1 1
              1        Or, a = - 2
          a a
                                     x    y
So, the equation (iv) becomes                1
                                    2 2
                                            220
                                   Coordinate Geometry
Or,     x – y = -2
i.e., x – y + 2 = 0, which is the required equation.    (Answer)
Example (11): Find the coordinates of the points at which straight line 3x – 4y + 12 = 0
intersects the coordinates axes. What is the slope of the line? And find the length of the
intersecting part.     [NU-01 A/C]
Solution: The equation of the line is given by 3x – 4y + 12 = 0 - - - (i)
When y = 0 then by (i), we have x = 4
and when x = 0 then by (i) we have y = 3
So, the coordinates of the intersecting points are (4, 0) and (0, 3)   (Answer)
We can write equation (i) as follows:
             3
        y = x + 3 - - - (ii)
             4
Comparing equation (ii) with the equation y = mx + c, we get the slope of the given line
                   3
as follows: m =        (Answer)
                   4
And the distance between the points (4, 0) and (0, 3) is
  (4  0) 2  (0  3) 2  25  5
So, the length of the intersecting part = 5 units.     (Answer)
Example (12): Find the equation of the circle whose centre is (4, 6) and it passes through
the point (1, 1).       [RU-89 A/C]
Solution: We know that the equation of a circle is
        (x – h)2 + (y – k)2 = a2 - - - (i)
The centre of the circle is (4, 6), so, h = 4 and k = 6. Putting the value of h and k in the
equation, we get
        (x – 4)2 + (y – 6)2 = a2 - - - (ii)
Since, the circle passes through the point (1, 1),
        (1 – 4)2 + (1 – 6)2 = a2
           9 + 25 = a2
           a2 = 34
So, the equation of the circle is
        (x – 4)2 + (y – 6)2 = 34
           x2 – 8x + 16 + y2 – 12y + 36 = 34
           x2 + y2 – 8x – 12y + 18 = 0       (Answer)
Example (13): A firm invested Tk. 20000 in a new factory that has a net return of Tk.
2000 per year. An investment of Tk. 40000 would yield a net income of Tk. 8000 per year.
What is the linear relationship between investment and annual income? What would be the
return on an investment of Tk. 30000?        [AUB-02 MBA]
                                             221
                                   S. M. Shahidul Islam
Solution: Let x and y coordinates represent the investment and the annual income
respectively. Then the required linear relationship between investment and annual income
is the equation of the straight line joining the points (20000, 2000) and (40000, 8000) and
the equation is
                      2000  8000
        y – 2000 =                    (x – 20000)
                     20000  40000
Or,     y – 2000 = 0.3(x – 20000)
Or,     y – 2000 = 0.3x – 6000
i.e.,   0.3x – y – 4000 = 0, this is the required relationship.       (Answer)
Again when the investment x = 30000, the annual income y can be found by putting the
value of x in the above equation, i.e.,
        0.3(30000) – y – 4000 = 0
Or,     9000 – y – 4000 = 0
Or,     y = 5000
So, the required income = Tk. 5000          (Answer)
Example (14): The total expense of a firm y, are partly constant and partly proportional to
the number of the products x. The total expenses are Tk. 5000 when 20 products are made
and Tk. 7500 when 40 products are made. [AUB-03 MBA]
      (i)       Find the linear relationship between x and y.
      (ii)      Find the variable cost for a product and the fixed cost.
      (iii)     What would be the total expenditure if 30 products are made?
Solution: (i) Then the required linear relationship between products and expenses is the
equation of the straight line joining the points (20, 5000) and (40, 7500) and the equation
                        5000  7500
is          y – 5000 =                 (x – 20)
                           20  40
Or,         y – 5000 = 125(x – 20)
Or,         y – 5000 = 125x – 2500
i.e.,       y = 125x + 2500, this is the required relationship. (Answer)
(ii) If x represents the number of products and y represents the cost to produce x units
product then the equation y = mx + c means that, m is the variable cost per unit product
and c is the fixed cost.
So, the equation y = 125x + 2500 shows that the variable cost = Tk. 125 and the fixed
cost = Tk. 2500.            (Answer)
(iii) When x = 30 units products are made, the total expenditure,
            y = Tk. [125(30) + 2500] = Tk. 6250           (Answer)
                                            222
                                   Coordinate Geometry
12.16 Exercise:
    1. Plot the points with the following coordinates: A(-5, -5), B(3, 2), C(-3, 4) and
        D(5, 0) in the Cartesian plane.
    2. Find the coordinates of the mid-point of the join of points (-1, 5) and (7, 3)
        [Answer: (3, 4)]
    3. Find the distance between two points (4, - 1) and (7, 3). [Answer: 5]
    4. Find the distance between two points (1+ 2 ,2) and (1,1– 2 ). [Answer: 5+2 2 ]
    5. Find the coordinates of the point which internally divides the line joining the
                                                                     16 11
        points (4, -5) and (6, 8) in the ratio 2 : 1.    [Answer: ( , )]
                                                                      3 3
    6. Find the coordinates of the points which divides the connecting line of points (8, 9)
        and (-7, 4) internally in the ratio 2 : 3 and externally in the ratio 4 : 3. [Answer:
        (2, 7) and (-52, -11)]
    7. Find the coordinates of the centroid of the triangle whose vertices are (3, 2),
        (-1, -4) and (-5, 6). [Answer: (-1, 4/3)]
    8. Show that the points (1, 4), (3, -2) and (-3, 16) are collinear.
    9. Show that the points A(-6, 6), B(2, 6) and C(2, 10) are the vertices of a right
        angled triangle.
    10. If A( -3, 5), B(6, 5) and C(a, -7) are the vertices of the triangle ABC whose
        ABC  1 right angle, find the values of a. [Answer: 6]
    11. Prove that the points (2a, 4a), (2a, 6a) and (2a + 3 a, 5a) are vertices of an
        equilateral triangle.
    12. Show that the triangle whose vertices are (1, 10), (2, 1) and (-7, 0) is an isosceles
        triangle.
    13. Show that the points (2,-2), (8, 4), (5, 7) and (-1, 1) are the vertices of a
        parallelogram. [NU-97]
    14. If a warehouse P(x, y) is equidistant from the three markets A(4, 2), B(5, 3) and
                                                                          1 13
        C(6, 5), find the coordinates of the warehouse. [Answer: ( , )]
                                                                          2 2
    15. If the points A(x, y), B(3, 4) and C(-2, 3) form an equilateral triangle, find the
                                                     1 3 7  5 3            1 3 7  5 3
        coordinates of the point A. [Answer: (             ,          ) or (      ,       )]
                                                       2        2              2      2
    16. Find the area of the triangle whose vertices are A(2, -1), B(-3, -4) and C(0, 2).
        [Answer: 10.5 square units]
                                                                               1 1
    17. Prove that the points (a, 0), (0, b) and (1, 1) will be collinear if       1.
                                                                               a b
    18. Find the area of the quadrilateral whose vertices are (-2, -1), (1, 3), (5, 6) and
        (2, 2). [Answer: 7 square units]
    19. Find the equation of the straight line parallel to the x-axis and passing through
        (4, 5) [Answer: y = 5]
                                            223
                               S. M. Shahidul Islam
20. Find the equation of the straight line parallel to the y-axis and passing through
    (3, 7) [Answer: x = 3]
21. Find the equation of the straight line which passes through the two points (4, 5)
    and (3, 7) [Answer: 2x + y – 13 = 0]
22. Find the length and the equation of the line which passes through the two points
    A(9, -2) and B(3, -3). And also find the coordinates of the points at which the line
    intersects the coordinate axes. [Answer: Length = 37 , eqn: x – 6y – 21 = 0, the
    line intersects the x-axis at (21, 0) and intersects the y-axis at (0, -7/2)]
23. In a triangle with vertices P(0, 6), Q(-2, -2) and R(4, 2), find the equation of the
    perpendicular bisector of the side QR. [Answer: 3x + 2y –3 = 0]
24. Find the equation of the straight line which is parallel to 2x – 3y – 5 = 0 and
    passing through (4, 5). [Answer: 2x – 3y + 7 = 0]
25. Find the equation of the straight line which is perpendicular to 2x + 5y – 5 = 0 and
    passing through (3, -2). [Answer: 5x – 2y – 19 = 0]
26. Find the equation of the circle whose centre is (0, 0) and it passes through the
    point (4, 3). [Answer: x2 + y2 = 25]
27. Find the equation of the circle whose centre is (0, 4) and it passes through the
    point (-3, 1). [Answer: x2 + y2 – 8y – 2 = 0]
28. Find the equation of the circle whose centre is (4, 5) and which passes through the
    centre of the circle x2 + y2 + 4x + 6y – 12 = 0.
            [Answer: x2 + y2 –8x – 10y – 59 = 0]
29. As the number of units manufactured increases from 4000 to 6000, the total cost of
    production increases from Tk. 22000 to Tk. 30000. Find the linear relationship
    between the cost (y) and the number of units made (x).
    [Answer: 4x – y + 6000 = 0]        [RU-83, 87 A/C]
30. A firm invested Tk. 10 millions in a new factory that has a net return of Tk. 0.5
    million per year. An investment of Tk. 20 millions would yield a net income of Tk.
    2 millions per year. What is the linear relationship between investment and annual
    income? What would be the return on an investment of Tk. 50 millions?
    [Answer: 3x – 20y – 20 = 0, Tk. 6.5 millions] [NU-02 A/C]
31. An investment of Tk. 90000 in a certain business yields an income of Tk. 8000. An
    investment of Tk. 50000 yields an income of Tk. 5000. What is the linear
    relationship between investment and income? [Answer: 3x – 40y + 50000]
32. The total expense of a firm y, are partly constant and partly proportional to the
    number of the products x. The total expenses are Tk. 1040 when 12 products are
    made and Tk. 1600 when 20 products are made.
        a. Find the linear relationship between x and y.
        b. Find the variable cost for a product and the fixed cost.
        c. What would be the total expenditure if 15 products are made?
    [Answer: (a) 70x – y + 200 = 0, (b) Tk. 70 & Tk. 200 and (c) Tk. 1250]
                                        224
                                  Linear programming
                                                                                     13
                                                                                 C h a p te r
                                                    Linear Programming
Highlights:
   13.1 Introduction                          13.9 Simplex
   13.2 What is optimization                  13.10 Development of a minimum
   13.3 Summation symbol                            feasible solution
   13.4 Linear programming                    13.11 The artificial basis technique
   13.5 Formulation                           13.12 Duality in linear programming
   13.6 Some important definitions                  problem
   13.7 Standard form of LP problem           13.13 Some worked out examples
   13.8 Graphical solution                    13.14 Exercise
13.3 Summation symbol: The Greek capital letter ∑ (sigma) is the mathematical symbol
for summation. If f(i) denotes some quantity whose value depends on the value of i, the
expression
                4
               i
               i 1
                                           225
                                                        S. M. Shahidul Islam
is read as ‘sigma i, i going from 1 to 4’ and means to insert 1 for i, then 2 for i, then 3 for
i, 4 for i, and sum the results. Therefore,
         4
         i = 1 + 2 + 3 + 4 = 10.
        i 1
In the above example, the i under the sigma symbol is called the index of the summation.
In this way,
         3
         (i
        i 1
                    2
                         1) = (12 – 1) + (22 – 1) + (32 – 1) = 0 + 3 + 8 = 11
           4
         p = p + p + p + p = 4p
         i 1
         n
         p = np
        i 1
          4
        x
        i 1
                i       = x1 + x2 + x3 + x4.
13.4 Linear programming: The general linear programming problem is to find a vector
(x1, x2, . . ., xj, . . ., xn) which minimizes or maximizes the linear form
c1x1 + c2x2 + . . . + cjxj + . . . + cnxn
subject to the linear constraints
a11x1 + a12x2 + . . . + a1jxj + . . . + a1nxn = b1
a21x1 + a22x2 + . . . + a2jxj + . . . + a2nxn = b2
             ---                ---             ---
ai1x1 + ai2x2 + . . . + aijxj + . . . + ainxn = bi
             ---                ---             ---
am1x1 + am2x2 + . . . + amjxj + . . . + amnxn = bm
and xj ≥ 0; j = 1, 2, 3, . . ., n.
where the aij, bi and cj are given constants and m < n. We shall always assume that the
constraints equation have been multiplied by (–1) where necessary to make all bi ≥ 0,
because of the variety of notations in common use, one will find the general linear
programming problem stated in many forms. The more common forms are the following:
                                         n
(a)    Minimize                         c
                                        j 1
                                               j   xj
                          n
subject to               a
                          j 1
                                 ij   x j  bi ; i = 1, 2, 3, . . ., m
and xj ≥ 0 ; j = 1, 2, 3, . . ., n
(b)    Minimize        f(X) = CX
       subject to      AX = b
       and             X ≥0
                                                                226
                                     Linear programming
Where A = (aij), C = (c1, c2, . . ., cn) is a row vector, X = (x1, x2, . . ., xn) is a column
vector, b = (b1, b2, . . ., bm) is a column vector and 0 is an n-dimensional null column
vector.
(c)     Minimize        CX
        subject to      x1P1 + x2P2 + . . . + xnPn = Po
        and             X≥0
Where Pj for j = 1, 2, . . ., n is the jth column of the matrix A and Po = b.
13.5 Formulation: As in any other planning problem, the operations researcher must
analyze the goals and the system in which the solution must operate. The complex of inter
related components in a problem area, referred to by operations researchers as a ‘system’
is the environment of a decision, and it represents planning premises. To solve any
business problem or production problem, we have to transfer it as mathematical problem.
This problem transformation is known as formulation.
It is required to determine the daily number of units to be manufactured for each product,
so as to maximize the profit. However, the firm must manufacture at least 100 A’s, 200
B’s and 50 C’s but no more that 150 A’s. It is assumed that all the amounts produced are
consumed in the market. Formulate this problem as linear programming problem.
Solution: Step–1: We study the situation to find the key decision to be made and in this
connection looking for variables helps considerably.
Step-2: Select symbols for variable quantities identified in Step-1. Let the number of units
of the products A, B and C manufactured daily be designated x1, x2 and x3 respectively.
Step-3: Express feasible alternatives mathematically in terms of the variables. These
feasible alternatives are those which are physically, economically and financially possible.
Since it is not possible to manufacture any negative quantities, it is quite obvious that in
the present situation feasible alternatives are sets of variables of x 1, x2 and x3 satisfying
x1 ≥ 0, x2 ≥ 0 and x3 ≥ 0.
Step-4: Identify the objective quantitatively and express it as a linear function of variables.
The objective here is to maximize the profit. In view of the assumption that all the units
produced are consumed in that market, it is given by the linear function
                z = 3x1 + 2x2 + 4x3
                                               227
                                  S. M. Shahidul Islam
Step-5: Express in words the influencing factors or constraints (or restrictions) which
occur generally because of the constraints on availability (resources) or requirements
(demands). Express these restrictions also as linear equalities/inequalities in terms of
variables. Here in order to produce x1 units of product A, x2 units of product B and x3
units of product C, the total times needed on machines P and Q are given by
        4x1 + 3x2 + 5x3 and 2x1 + 2x2 + 4x3 respectively.
Since the manufacturer does not have more than 2000 minutes available on machine P and
2500 minutes available on machine Q, we must have
        4x1 + 3x2 + 5x3 ≤ 2000 and 2x1 + 2x2 + 4x3 ≤ 2500 .
Also, additional restrictions are 100 ≤ x1 ≤ 150, x2 ≥ 200, x3 ≥ 50.
Hence, the manufacturer’s problem can be put in the following mathematical form:
        Maximize        z = 3x1 + 2x2 + 4x3
        Subject to      4x1 + 3x2 + 5x3 ≤ 2000
                        2x1 + 2x2 + 4x3 ≤ 2500
                        100 ≤ x1 ≤ 150, x2 ≥ 200, x3 ≥ 50.
Cost of the various raw materials per unit ton are: Tk. 90 for A, Tk. 280 for B and Tk. 40
for C. Find the proportion in which A, B and C be used to obtain an alloy of desired
properties while the cost of raw materials is minimum.
Solution: Step-1: Key decision to be made is how much (percentage) or raw materials A,
B and C be used for making the alloy.
: Key decision to be made is how much (percentage) or raw materials A, B and C be used
for making the alloy.
Step-2: Let the percentage contents of A, B and C be x1, x2 and x3 respectively.
Step-3: Feasible alternatives are sets of values of x1, x2 and x3.
Step-4: Objective is to minimize the cost, i.e.,
       minimize z = 90x1 + 280x2 + 40x3
Step-5: Constraints are imposed by the specifications required for the alloy. They are
       0.92x1 + 0.97x2 + 1.04x3 ≤ 0.98
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                                             Linear programming
                                                                  x
                    x                             y                    y
                             y              x
                    Convex set            Convex set          Non convex set
                                       Figure – 13.1
   2. Feasible solution: A feasible solution to a linear programming problem (LPP) is a
      solution which satisfies the constraints (equality or inequality constraints and the
      non-negativity constraints)
   3. Basic solution: A basic solution to an LPP with m constraints in n variables is a
      solution obtained by setting n – m variables equal to zero and solving for the
      remaining m variables, provided that the determinant of the coefficients of these m
      variables is non zero. The m variables are called basic variables. Basic solution
      may or may not be feasible solution and conversely feasible solution may or may
      not be a basic solution.
   4. Basic feasible solution: A basic feasible solution is a basic solution which also
      satisfies all basic variables are non-negative.
   5. Non degenerate basic feasible solution: A non-degenerate basic feasible solution
      is a basic feasible solution with exactly m positive xi; that is, all basic variables are
      positive.
   6. Optimum solution: A optimum solution to an LPP is a feasible solution which
      optimizes (minimizes or maximizes) the value of the objective function.
   7. Slack variables: Let the constraints of a general LPP be
        n
       a
        j 1
               ij   x j  bi ;   i = 1, 2, . . ., m
                                                       229
                                               S. M. Shahidul Islam
a
j 1
       ij   x j  xn i  bi ; i = 1, 2, . . ., m
a
j 1
       ij   x j  bi ;    i = 1, 2, . . ., m
a
j 1
       ij   x j  xn i  bi ; i = 1, 2, . . ., m
13.7 Standard form of LP problem: The characteristics of the standard form of linear
programming problem are
    1. All the constraints are expressed in the form of equations, except the non-
       negativity constraints which remain inequalities (≥ 0)
    2. The right hand side of each constraints equation is non-negative.
    3. All the decision variables are non-negative.
    4. The objective function is of the maximization or minimization type.
Example: Express the following LPP into standard form:
       Maximize       z = 3x1 + 2x2
       Subject to     2x1 + x2 ≤ 2
                      3x1 + 4x2 ≥ 12
                      x1 , x 2 ≥ 0
Solution: Introducing slack variable s1 and surplus variable s2, the problem in the standard
form can be expressed as
       Maximize       z = 3x1 + 2x2
       Subject to     2x1 + x2 + s1 = 2
                      3x1 + 4x2 – s2 = 12
                      x1, x2, s1, s2 ≥ 0
13.8 Graphical solution: The solution of any linear programming problem with only two
variables can be derived using a graphical method. This method consists of the following
steps:
(1)Represent the given problem in mathematical from, i.e., formulate an LP model for the
given problem.
                                                       230
                                    Linear programming
(2) Represent the given constraints as equalities on x 1, x2 co-ordinates plane and find
the convex region formed by them.
(3) Plot the objective function.
(4) Find the vertices of the convex region and also the value of the objective function at
each vertex . The vertex that gives the optimum value of the objective function gives the
optimal solution to the problem.
Note: In general, a linear programming problem may have
(i ) a definite and unique optional solution,
(ii) an infinite number of optimal solutions,
(iii) an unbounded solution, and
(iv) no solution.
Example: (product Allocation Problem): A factory uses three different resources for the
manufacture of two different products 20 unites of the resource A, 12 units of B and 16
units of C being available. 1 unit of the first product requires 2, 2 and 4 units of the
respective resources and 1 unit of the second product requires 4, 2 and 0 units of the
respective resources. It is known that the first product gives a profit of two monetary units
per unit and the second 3. Formulate the linear programming problem. How many units of
each product should be manufactured for maximizing the profit? Solve it graphically.
Solution: Mathematical formulation of the problem:
Step-1: The key decision is to determine the number of units of the two products.
Step-2: Let x1 units of the first product and x2 units of the second product be
manufactured for maximizing the profit.
Step-3: Feasible alternatives are the sets of the values of x1 and x2 satisfying x1  0
and x2  0, as negative number of production runs are meaningless ( and thus not feasible).
Step-4: The objective is to maximize the profit realized from both the products, i.e., to
maximize z = 2x1 + 3x2
Step-5: Since 1 unit of the first product requires 2, 2 and 4 units, 1 unit of the second
product requires 4, 2 and 0 units of the respective resources and the units available of the
three resources are 20, 12 and 16 respectively, the constraints (or restrictions) are
2x1 + 4x2 < 20         Or,     x1 + 2x2 ≤ 10
2x1 + 2x2 < 12         Or,     x1 + x2 ≤ 6
4x1 + 0x2 < 16         Or,     4x1 < 16
Hence the manufacturer’s problem can be put in the following mathematical form:
      Maximize z = 2x1 + 3x2
      Subject to the constraints:
      x1 + 2x2 ≤ 10
      x1 + x2 ≤ 6
      4x1 < 16
      x1, x2 ≥ 0
                                            231
                                      S. M. Shahidul Islam
This area is called the convex region or the solution space or the region of feasible
solutions. Any point in this region is a feasible solution the given problem. The convex
region OABCD is bounded by the lines x1 = 0, x2 = 0, x1 + 2x2 = 10, x1 + x2 = 6 and
x1 = 4. The five vertices of the convex region are O = (0, 0), A = (4, 0), B = (4, 2),
C = (2, 4) and D = (0, 5)
Putting O = (0, 0), A = (4, 0), B = (4, 2), C = (2, 4) and D = (0, 5) in the objective
function 2x1 + 3x2, we find 0, 8, 14, 16 and 15 respectively. Here, 16 is the maximum
                                                  232
                                       Linear programming
value. Hence, the solution of the problem is x1 = 2, x2 = 4 and the maximum value of the
objective function is z = 16.
Example: A furniture company makes tables and chairs. Each table takes 4 hours of
carpentry and 2 hours in painting and varnishing shop. Each chair requires 3 hours in
carpentry and 1 hours in painting and varnishing. During the current production period
240 hours of carpentry and 100 hours. of painting and varnishing time are available. Each
table sold yields a profit of Tk. 420 and each chair yields a profit of Tk. 300. Determine
the number of tables and chairs to be made to maximize the profit. [AUB-03]
Solution: Let x1 = the number of tables and x2 = the number of chairs.
       the profit from the tables 420x1 and the profit from the chairs 300x2
So, the total profit 420x1 + 300x2 which is the objective function. We have to maximize
the objective function z = 420x1 + 300x2
Required carpentry hours for tables 4x1 and required carpentry hours for tables 3x2
       the required carpentry hours 4x1 + 3x2
Since 240 carpentry hours are available
 4x1 + 3x2 ≤ 240.
Similarly, for painting and varnishing, we have
2x1 + x2 ≤ 100.
The non negative conditions x1, x2 ≥ 0
So, the linear programming problem (LPP) of the given problem is
Figure – 13.3
                                                  233
                                      S. M. Shahidul Islam
The solution space satisfying the given constraints is shown shaded on the graph paper.
Any point in the shaded region is a feasible solution to the given problem. The coordinates
of the four vertices of the bounded convex region are
A (0,80), B(30,40),C(50,0) and 0(0,0)
The values of the objective function z = 420x1 + 300x2 at four vertices are 24000 at A,
24600 at B, 21000 at C and 0 at O.
Since the maximum value of the objective function is 24600 which occurs at the vertices
B (30,40). Hence, the solution to the given problem x1 = 30, x2 = 40 and the maximum
value = 24600.
Therefore, to maximize the profit, the furniture company should make 30 tables and 40
chairs.
                    y
                                                    From the graph we get the vertices A(0,2),
                                                    B(4/5,18/5), C(8,0) and O(0,0). The values of
                                                    the objective function at these points are
                        B(4/5,18/5)                 4 at A, 48/5 at B, 24 at C and 0 at O. Here, 24 is
               A(0,2)                               the maximum value of the objective function
                                 C(8,0)             which occurs at the vertices C(8,0). Hence, the
   x/                                     x         solution of the given problem is x1 = 8, x2 = 0
                                                    and max. value of z = 24 (Answer)
y/
Figure – 13.4
                                              234
                                       Linear programming
       x1       = 6 + 2x4 - x5      - - - (2.1)
        x2      = 3 - x4 + 4x5      - - - (2.2)
          x3    = 10 - 3x4 - 2x5    - - - (2.3)
We next rewrite the objective function in terms of only the non basic variables by
substituting for x1, x2 and x3 the corresponding right-hand side expressions above to obtain
                                              235
                                     S. M. Shahidul Islam
Where all xi0  0, the cj are cost the coefficients of the objective function, and z0 is the
corresponding value of the objective function for the given solution. Since the set
p1, p2, . . ., pm is linearly independent and thus forms a basis, we can express any vector
from the set p1, p2, . . ., pn in terms of p1, p2, . . ., pm. Let pj be given by
x1j p1 + x2j p2 + . . . + xmj pm = pj ; j = 1, 2, . . ., n    - - - (3)
and we define
x1j c1 + x2j c2 + . . . + xmj cm = zj ; j = 1, 2, . . ., n     - - - (4)
Theorem 1: If for any fixed j, the condition zj - cj  0 holds, them a set of feasible
solutions can be constructed such that z  z0 for any member of the set, where the lower
bound of z is either finite or infinite (z is the value of the objective function for a particular
member of the set of feasible solutions).
Case-1: If the lower bound is finite, a new feasible solution consisting of exactly m
positive variables can be constructed whose value of the objective function is less than the
value for the preceding solution.
                                              236
                                       Linear programming
Case-2: If the lower bound is finite, a new feasible solution consisting of exactly m +1
positive variables can be constructed whose value of the objective function can be made
arbitrarily small.
Proof: The following analysis applies to the proof of both cases:
Multiplying (3) by some number  and subtracting from (1), and similarly multiplying (4)
by the some number  and subtracting from (2), for j = 1, 2, . . ., n, we get
Where cj has been added to both sides of (6). If all the coefficients of the vectors
p1, p2, . . ., pm, pj in (5) are non negative, then we have determined a new feasible solution
whose value of the objective function is by (6) z = z0 – (zj – cj). Since the variables
x10, x20, . . ., xm0 in (5) are all positive, it is clear that there is a value of   0 (either finite
or infinite) for which the coefficients of the vectors in (5) remain positive. From the
assumption that, for a fixed j, zj – cj  0, we have
z = z0 –  ( zj – cj )  z 0 , for   0.
Proof of case-1: If, for the fixed j, at least one xij  0 in (3) for i = 1, 2, . . ., m, the largest
value of  for which all coefficients of (5) remain non negative is given by
             x
0 = min i 0  0             for xij  0 - - - (7)
        i    xij
Since we assumed that the problem is non degenerate, i.e., that all basic feasible solutions
have m positive elements, the minimum in (7) will be obtained for a unique i. If 0 is
substituted for  in (5) and (6), the coefficient corresponding to this unique i will vanish.
We have then constructed a new basic feasible solution consisting of pj and m -1 vectors
of the original basis. The new basis can be used as the previous one. If a new z j – cj  0
and a corresponding xij 0, another solution can be obtained which has a smaller value of
the objective function. This process will continue either until all zj – cj  0, or until, for
some zj – cj  0, all xij  0. If all zj – cj  0, the process terminates.
Proof of case-2: If at any stage we have, for some j, zj – cj  0 and all xij  0, then there is
no upper bound to  and the objective function has a lower bound of – . We see for
this case that, for any   0, all the coefficients of (5) are positive. We then have a
feasible solution consisting of m + 1 positive elements. Hence, by taking  large
enough, the corresponding value of the objective function given by the right hand side of
(6) can be made arbitrarily small.
Example: Minimize              x2 – 3x3 + 2x5
               Subject to      x1 + 3x2 – x3        + 2x5        =7
                                  – 2x2 + 4x3 + x4               = 12
                                  – 4x2 + 3x3        + 8x5 + x6 = 10
                                     xj  0, j= 1, 2, . . ., 6
                                                 237
                                         S. M. Shahidul Islam
Solution: Our initial basis consists of p1, p4, p6 and the corresponding solution is
X0 = (x1, x4, x6 ) = (7, 12, 10)
Since c1 = c4 = c6 = 0, the corresponding value of the objective function, z0 equals zero.
p3 is selected to go into the basis, because
         max (zi – ci ) = z3 – c3 = 3  0
           j
 is the minimum of xi0 /xi3 for xi3  0, that is, min. (12/4, 10/3) = 12/4 = 0 = 3 and
hence p4 is eliminated. We transform the tableau and obtain a new solution.
 X 0/ = (x1, x2, x6 ) = (10, 3, 1 )
and the value of the objective function is –9. In the second step, since
                                1               10
max ( z /j  c j )  z 2/  c2   0 and  0       , p2 is introduced into the basis and p1 is
   j                            2              5
                                                 12
eliminated. We transform the second-step values of tableau and obtain the solution
 X 0// = (x2, x3, x6 ) = ( 4, 5, 11 )
       Serial Basis          c    p   0       1      -3     0       2       0         
                                   0
                                         p1      p2          p3       p4     p5     p6
       1       p1            0    7      1        3          -1       0      2      0
               p4
       2                     0    12     0       -2          4        1      0      0    12/4=3=  0
               p6                                         Pivot
       3                     0    10     0       -4          3        0      8      1    10/3
               zi – ci             0     0       -1          3
                                                          Greatest    0      -2     0
       1       p1      0          10     1       5/2         0        ¼      2      0     10
                                               Pivot
                                                                                              =4=  0
               p3                                                                         5
       2                     -3   3      0      -1/2         1        ¼      0      0      12
3 p6 0 1 0 -5/2 0 -3/4 8 1
               z /j  c j         -9     0       ½
                                               Greatest
                                                             0       -3/4    -2     0
       1       p2            1    4     2/5       1          0       1/10   4/5     0
               p3
       2                     -3   5     1/5       0          1       3/10   2/5     0
       3       p6            0    11     1        0          0       -1/2    10     1
               z //j  c j        -11   -1/5      0          0       -4/5   -12/5   0
                                                                                    
with a value of the objective function equal to –11. Since max z //j  c j  0 , this solution
is the minimum feasible solution.
                                                    238
                                         Linear programming
13.11 The artificial basis technique: Up to this point, we have always assumed that the
given linear-programming problem was feasible and contained a unit matrix that could be
used for the initial basis. Although a correct formulation of a problem will usually
guarantee that the problem will be feasible, many problems do not contain a unit matrix.
For such problems, the method of the artificial basis is a satisfactory way to start the
simplex process. This procedure also determines whether or not the problem has any
feasible solutions.
The general linear programming problem is to minimize
c1x1 + c2x2 + . . . + cnxn
Subject to
        a11x1 + a12x2 + . . . + a1nxn = b1
        a21x1 + a22x2 + . . . + a2nxn = b2
         ...          ...       ...
        am1x1 + am2x2 + . . . + amnxn = bm
  and xj  0 ; j = 1, 2, . . ., n.
For the method of the artificial basis we augment the above system as follows:
Minimize :
c1x1 + c2x2 + . . . + cnxn + wxn+1 + wxn+2 + . . . + wxn+m
Subject to :
a11x1 + a12x2 + . . . + a1nxn + xn+1                   = b1
a21x1 + a22x2 + . . . + a2nxn        + xn+2            = b2
        ...            ...            ...       ...         ...
am1x1 + am2x2 + . . . + amnxn                   + xn+m = bm
  and xj  0 ; j = 1, 2, . . ., n, n+1, . . ., n+m
The quantity w is taken to be an unspecified large positive number. The vectors pn+1,
pn+2, . . ., pn+m form a basis (an artificial basis) for the augmented system. Therefore, for
the augmented problem, the first feasible solution is
x0 = (xn+1, 0, xn+2, 0, . . ., xn+m, 0) = (b1, b2, . . ., bm )  0
        xn+1, 0 pn+1 + xn+2, 0 pn+2 + . . . + xn+m, 0 pn+m = p0 - - - (1)
w xn+1, 0 + w xn+2, 0 + . . . + w xn+m, 0 = z0           - - - (2)
And also,
x1j pn+1 + x2j pn+2 + . . . + xmj pn+m = pj         - - - (3)
w x1j + w x2j + . . . + w xmj = zj          - - - (4)
                                                  239
                                              S. M. Shahidul Islam
                       m
      (zj - cj ) = w  xij - cj
                       i 1
For the first solution each zj – cj will then have a w coefficient which are independent of
each other. We next set up the associated computational procedure as the given table. For
each j, the row free from w component and the row with w component of z j – cj have
been placed in the (m+1)st and (m+2)nd rows, respectively of that column.
We treat this table exactly like the original simplex table except that the vector introduced
into the basis is associated with the largest positive element in the (m+2)nd row. For the
                                                                         m
first iteration, the vector corresponding to max
                                                                   j
                                                                        x
                                                                         i 1
                                                                                  ij       is introduced into the basis.
We continue to select a vector to be introduced into the basis, using the element in the
(m+2)nd row as criterion, until either (a) all artificial vectors are eliminated from the basis
or (b) no positive (m+2)nd element exists. The first alternative implies that all the
elements in the (m+2)nd row equal to zero and that the corresponding basis is a feasible
basis for the original problem.
 Serial Basis c         p0              c1         c2          .       ck              .    cn         w       .   w      .   w
                                        p1         p2          .       pk              .    pn         pn+1    .   pn+l   .   pn+m
 1       pn+1     w     pn+1,0          x11        x12         .       x1k             .    x1n        1       .   0      .   0
 2       pn+2     w     pn+2,0          x21        x22         .       x2k             .    x2n        0       .   0      .   0
 ..      ..       ..    ..              ..         ..          .       ..              .    ..         ..      .   ..     .   ..
 ..      ..       ..    ..              ..         ..          .       ..              .    ..         ..      .   ..     .   ..
 l       pn+l     w     pn+l,0          xl1        xl2         .       xlk             .    xln        0       .   1      .   0
 ..      ..       ..    ..              ..         ..          .       ..              .    ..         ..      .   ..     .   ..
 ..      ..       ..    ..              ..         ..          .       ..              .    ..         ..      .   ..     .   ..
 m       pn+m     w     pn+m,0          xm1         xm2        .       xmk             .    xmn        0       .   0      .   1
 m+1                    0               -c1        -c2         .       -c3             .    -cn        0       .   0      .   0
 m+2                      x n i , 0   x x i1          i2
                                                               .       x    ik
                                                                                       .    x    in
                                                                                                       0       .   0      .   0
We than apply the regular simplex algorithm to determine the minimum feasible solution.
If the second alternative, if the (m+2, 0 ) element, i.e., the artificial part of the
corresponding value of the objective, is greater than zero, then the original problem is not
feasible.
                                                               240
                                              Linear programming
Solution: For finding a artificial basis we may rewrite the problem as following:
Minimize       2x1 + x2 + 0x3 + 0x4 + 0x5 + wx6 + wx7 + wx8
Subject to     3x1 + x2 - x3         + x6        =3
                        4x1 + 3x2    - x4       +x7      =6
                        x1 + 2x2         - x5       + x8 = 2
and    xj  0 : j = 1, 2, . . ., 8
Using the above problem we find the following tableau
      Sl.   Ba        c   Po     2    1           0       0      0       w    w    w         
            sis                  P1       P2      P3     P4      P5      P6   P7   P8
      1     P6        w    3     3        1       -1      0      0       1    0    0     3/3=1=    o
2 P7 w 6 4 3 0 -1 0 0 1 0 6/4
      3     P8       w    2    1       2           0       0     -1      0    0    1       2/1=2
     4+1     zi – ci      0    -2     -1           0       0     0       0    0    0
     4+2                  11 Greatest
                               8       6          -1      -1     -1      0    0    0
      1     P1        2   1    1      1/3        -1/3      0     0            0    0     1/(1/3)=3
2 P7 w 1 0 0 1 -1 1 1 1/1=1
2 P3 0 1 0 0 1 -1 1
2 P5 0 1 0 0 1 -1 1
The above tableau gives us the extreme point (3/5, 5/6, 0, 0, 1).
                                                        241
                                         S. M. Shahidul Islam
13.12 Duality in linear programming problem: The term duality implies that every
linear programming problem whether of maximization or minimization has associated
with it another linear programming problem based on the same data. The original problem
is called the primal problem while the other is called its dual problem. It is important to
note that in general, either problem can be considered as primal and the other as its dual.
Thus, the two problems constitute the pair of dual problem.
        Primal problem                                             Dual problem
   Minimize                                     Maximize
                  12x1 + 20x2                                    100w1 + 120w2
   Subject to                                   Subject to
                                                         6w1 + 7w2           ≤    12
        6x1         +        8x2       100
                                                         8w1 + 12w2          ≤    20
        7x1         +        12x2      120
                                                                w1, w2  0
                x1, x2  0
Note: If either the primal or the dual problem has a finite optimum solution, then the other
problem has a finite solution and the value of the objective functions are same, i.e., min.
f(x) = max. g(w).
If either primal or dual has an unbounded solution then the other has no solution.
                                                 242
                                      Linear programming
Example: Solve the following LPP and find also the solution of its dual problem.
         Maximize          x 1 + x2 + x 3               [AUB-03]
         Subject to        2x1 + x2 + 2x3 ≤ 3
                           4x1 + 2x2 + x3 ≤ 2
x1, x2, x3 ≥ 0
Solution: Adding slack variables x4, x5 we can rewrite the problem as follows:
         Maximize          x 1 + x2 + x 3
         Subject to        2x1 + x2 + 2x3 + x4      =3
                           4x1 + 2x2 + x3      + x5 = 2
xj ≥ 0; j = 1, 2, . . ., 5
Converting the problem into simplex table, we get the following tableau
     Sl.   Basis     c   Po     1       1      1      0       0               
                                P1      P2     P3     P4      P5
     1      P4       0    3     2       1      2      1       0     3/2 =  o
     2      P5       0    2     4       2      1      0       1     2/1 = 2
           zj – cj        0      -1     -1     -1      0       0
     1      P3       1   3/2     1      1/2     1     1/2      0    (3/2)/(1/2) = 3
                                                                                       
     2      P5       0   1/2     3      3/2     0    -1/2      1    (1/2)/(3/2)=1/3=       o
           zj – cj       3/2     0     -1/2     0     1/2      0
     1      P3       1   4/3     0       0      1     2/3    -1/3
     2      P2       1   1/3     2       1      0    -1/3     2/3
           zj – cj       5/3     1       0      0     1/3     1/3
Therefore, the extreme point solution of the primal is (1/3, 4/3) and the maximum value
of the primal is 5/3.
The dual problem of the given problem is
        Minimum          3w1 + 2w2
        Subject to       2w1 + 4w2 ≥ 1
                         w1 + 2w2 ≥ 1
                         2w1 + w2 ≥ 1
                         w1, w2 ≥ 0
In the first table, P4 and P5 were in basis. In the last table the zj – cj values of P4 and P5
are 1/3 and 1/3 respectively. So, the solution of the dual problem is w1 = 1/3, w2 = 1/3
and the minimum value of the dual is 5/3.
Note: If we solve the dual problem by simplex method, we shall get the same solution.
                                              243
                                      S. M. Shahidul Islam
y/
                 Figure – 13.5
Example (2): A furniture company makes tables and chairs. Each table takes 5 hours of
carpentry and 10 hours in painting and varnishing shop. Each chair requires 20 hours in
carpentry and 15 hours in painting and varnishing. During the current production period
400 hours of carpentry and 450 hours. of painting and varnishing time are available. Each
table sold yields a profit of $45 and each chair yields a profit of $80. Using simplex
method determine the number of tables and chairs to be made to maximize the profit.
Solution: Let x1 = the number of tables and x2 = the number of chairs.
So, the total profit 45x1 + 80x2 which is the objective function. We have to maximize the
objective function z = 45x1 + 80x2
The required carpentry hours 5x1 + 20x2
Since 400 carpentry hours are available
 4x1 + 3x2 ≤ 240.
Similarly, for painting and varnishing, we have
10x1 + 15x2 ≤ 450.
The non negative conditions x1, x2 ≥ 0
So, the linear programming problem (LPP) of the given problem is
Maximize        45x1 + 80 x2
Subject to      5x1 + 20x2  400
                                 10x1 + 15x2  450
                                 x1, x2  0
We can rewrite the problem as follows:
        Minimize        – 45x1 – 80x2
Subject to          x1 + 4x2 + x3         = 80
                           2x1 + 3x2         + x4 = 90
                            xj,  0 ; j = 1, 2, 3, 4
                                              244
                                                Linear programming
The above tableau gives the extreme point (24, 14), i.e., x1 = 24, x2 = 14. So, the company
will earn maximum profit $2200 if 24 tables and 14 chairs are made.
Since in the second step we find a positive value ½ for z j – cj but there is no positive
number above ½ . So, we can say that the feasible region is unbounded.
Therefore, the optimum solution is at infinity and also the minimum value is infinity.
Example (4): Maximize          x1 + 2x2 + 3x3 – x4
Subject to     x1 + 2x2 + 3x3 = 15
                               2x1 + x2 + 5x3 = 20
                               x1 + 2x2 + x3 + x4 = 10
and    xj  0;        j = 1, 2, 3, 4.
                                                            245
                                      S. M. Shahidul Islam
  Serial Basis     c      p0    –1        –2         –3     1     w    w             
                                 p1        p2        p3    p4     p5   p6
    1      P5      w     15       1        2          3      0    1    0          15/3=5
    2      P6      w     20       2        1          5      0    0    1        20/5=4=    0
    3      P4      1     10       1        2          1      1    0    0    10/1=10
   4+1     zi – ci       10       2        4          4      0    0    0
   4+2                   35       3        3          8
                                                   Greatest  0    0    0
    1      P5      w      3     –1/5      7/5         0      0    1          3/(7/5)=15/7=     0
    2      P3      –3     4      2/5      1/5         1      0    0              4/(1/5)=20
    3      P4       1     6      3/5      9/5         0      1    0             6/(9/5)=30/9
   4+1     zi – ci       –6      2/5     16/5         0      0    0
   4+2                    3     –1/5      7/5
                                        Greatest      0      0    0
    1      P2      –2   15/7    –1/7       1          0      0
    2      P3      –3   25/7     3/7       0          1      0                (25/7)/(3/7)=25/3
    3      P4       1   15/7     6/7       0          0      1              (15/7)/(6/7)=5/2=      0
       (5/2, 5/2, 5/2, 0 ) is the required extreme point. The minimum value of the new
objective function is –15. Hence the maximum value of our given objective function is
–(–15) = 15. So, the solution of the problem is x1 = 5/2, x2 = 5/2, x3 = 5/2, x4 = 0 and the
max. value is 15.            (Answer)
                                                   246
                                      Linear programming
Since all elements of fifth row are non-positive but w appears in the basis at a non-zero
value 1. Hence, the problem has no feasible solution.
Example (6): Solve the following LPP:
       Minimize        x1 + 2x2
       Subject to      x1 – 3x2 ≤ 6
                       2x1 + 4x2 ≥ 8
                       x1 – 3x2 ≥ – 6
                       x1 , x 2 ≥ 0
Solution: We can rewrite the problem as follows:
       Minimize        x1 + 2x2
       Subject to      x1 – 3x2 ≤ 6
                       2x1 + 4x2 ≥ 8
                      – x1 + 3x2 ≤ 6
                       x1 , x 2 ≥ 0
Introducing slack variables x3, x6, surplus variable x4 and artificial variable x5, we get the
problem as follows:
       Minimize        x1 + 2x2 + 0x3 + 0x4 + wx5 + 0x6
       Subject to      x1 – 3x2 + x3                  =6
                       2x1 + 4x2 – x4 + x5            =8
                       x1 – 3x2                  + x6 = – 6
                       xj ≥ 0; j = 1, 2, . . ., 6
                                             247
                                                             S. M. Shahidul Islam
From the above table, we find the extreme point (0, 2, 12, 0, 0, 0). Therefore, the
optimum solution is x1 = 0, x2 = 2 with minimum value of the objective function 4.
We can bring P1 vector in the basis for same objective value because in 4th row of P1
column of 2nd step we get 0 and above this 0 we get two positive elements. Taking ½ as
pivot we get the following table.
                   Sl    Basis      c   Po            1             2      0       0      w     0             
                                                      P1           P2      P3      P4     P5    P6
                    1      P3       0    2            0            -5      1       ½             0
                    2      P1       1    4            1             2      0       0             0
                    3      P6           10            0             5      0      -1/2
                                    0                                                            1
                    4     zj – cj        4               0          0        0    -1/2           0
13.14 Exercise:
    1. Find the numerical values of
        5                                            n
(i)   a
      a 1
                        [Answer: 14]     (ii)        a if
                                                    a 1
                                                                    n is 6       [Answer: 20]
          5                                           10
(iii)    3ii 1
                         [Answer: 45]        (iv)   p
                                                     p 5
                                                               2
                                                                        [Answer: 355]
                                                                          248
                                               Linear programming
         n
(ii)   a x
        i 1
               i    i    b [Answer: a1x1 + a2x2 + . . . +anxn = b]
       4. A dietitian is planning the menu for the evening meal at a university dining hall.
          Three main items will be served, all having different nutritional content. The
          dietitian is interested to providing at least the minimum daily requirement of each
          of three vitamins in this one meal. The following table summarizes the vitamin
          content per ounce of each type of food, the cost per ounce of each food, and
          minimum daily requirements (MDR) for the three vitamins. Any combination of
          the three foods may be selected as long as the total serving size is at least 9 ounces.
                                       Vitamins
                   Food          1          2             3                  Cost per ounce, $
                    1         50 mg       20 mg         10 mg                      0.10
                    2         30 mg       10 mg         50 mg                      0.15
                    3         20 mg       30 mg         20 mg                      0.12
                   MDR        290 mg     200 mg        210 mg
The problem is to determine the number of ounces of each food to be included in the meal.
The objective is to minimize the cost of each meal subject to satisfying minimum daily
requirements of the three vitamins as well as the restriction on minimum serving size.
Give the formulation of the problem.
[Answer: Minimize z = 0.10x1 + 0.15x2 + 0.12x3
          Subject to       50x1 + 30x2 + 20x3 ≥ 290
                           20x1 + 10x2 + 30x3 ≥ 200
                           10x1 + 50x2 + 20x3 ≥ 210
                             x1 + x2 + x3 ≥ 9
                             x1, x2, x3 ≥ 0]
   5. Solve the following linear programming problems using graphical method:
               (i) Maximize z = 2x1 + 3x2                 (ii) Maximize z = 2x1 – 6x2
               Subject to     x1 + x2 ≤ 30                Subject to      3x1 + 2x2 ≤ 6
                              x2 ≥ 3                                      x1 – x2 ≥ -1
                              x2 ≤ 12                                     - x1 – 2x2 ≥ 1
                              x1 – x2 ≥ 0                                 x1, x2 ≥ 0
                              0 ≤ x1 ≤ 20                 [Answer: No solution]
               [Answer: x1 = 18, x2 = 12, z = 72]
                                                       249
                                      S. M. Shahidul Islam
7. Solve the following LPP by simplex method and hence solve it dual problem.
      (iii) Maximize z = x1 + x2 + x3
      Subject to         2x1 + x2 + 2x3 ≤ 3
                         4x1 + 2x2 + x3 ≤ 2
                         x1, x2, x3 ≥ 0
      [Answer: Primal: (0, 1/3, 4/3) and Max. value = 5/3,
      Dual: (-1/3, -1/3) and Min. value = 5/3]
                                                 250
                                    Transportation problem
                                                                                      14
                                                                                    Chapter
                                                      Transportation Problem
Highlights:
14.1 Introduction: It gets its name from its application to problems involving transporting
products from several origins (factories) to several destinations (markets). The two
common objectives of such problems either minimize the cost of shipping n units to m
destinations or maximize the profit of shipping n units to m destinations. Transportation
problem is an especial type of linear programming problem. Though every linear
programming problem can be solved by simplex method, there are more than one solution
methods (northwest-corner method, least cost method and Vogel’s approximation method)
of transportation problem, which are computationally more efficient than the simplex
method. Here, we will discuss only one method named northwest-corner rule in the
context of some examples.
                     O2.                                         D2.
                            O3.                            D1.            D3.
                                         cij
                O1. Oi .                 xij
                                                                  . D.
                                                                 Dj
                                                                           n
                    si Om.                                 .     dj
                    .   .                                             .
                                                251
                                                                 S. M. Shahidul Islam
    1. m origins (or, sources) Oi with a total available quantity (supply) si (i =1,2,3, ...,m)
    2. n destinations Dj with demand dj (j = 1, 2, 3, . . ., n) of goods
    3. a cost cij ≥ 0 for shipping one unit from origin Oi to destination Dj.
The objective is to allocate xij ≥ 0 units from origin Oi to destination Dj such that the
restriction on the availability on the supply at each origin as well as the constraint on the
demand at each destination are met, and at the same time, the total shipping cost is
minimized. Then the transportation problem reduces to the following LP problem.
                                         m        n
        Minimize Z =                     c
                                        i 1 j 1
                                                      ij   xij
                             n
        Subject to          x
                            j 1
                                        ij     si (i  1, 2, 3, . . ., m)
                            m
                            x
                            i 1
                                        ij     d j ( j  1, 2, 3, . . ., n)
xij  0 (i  1, 2, . . ., m; j  1, 2, . . ., n)
14.3 Theorem: The solution of the transportation problem is achieved only for xij’s
(1≤ i≤ m, 1 ≤ j ≤ n) satisfying the constraints
                                 n
                             x  j 1
                                             ij    si (i  1, 2, 3, . . ., m)
                            m
                            x
                            i 1
                                        ij     d j ( j  1, 2, 3, . . ., n)
                            xij  0 (i  1, 2, . . ., m; j  1, 2, . . ., n)
                         
Proof: Let x *  xij*  R mn be a solution to the transportation problem with
        x      *
                ij    b j0  d j0 for some j0  {1, 2, 3, . . ., m}
Then there exists an i0 such that xi*0 j0 > 0.
          
           xij if i  i0 , j  j0
             *
Let yij =  *
           xij   if i  i0 , j  j0
          
Choose ε > 0 sufficiently small such that
         m
        y
        i 1
                ij    dj
          n
        y
         j 1
                ij    si
          c
           i 1 j 1
                          ij   yij   cij xij*
                                                i 1 j 1
it contradict the fact that x * minimizes the total cost. Hence, complete the proof of the
lemma.
Note: This lemma state that the transportation problem has solution only if the demand dj
at each destination is met exactly.
Note: Then the transportation problem reduces to the following LP problem:
                                                     m            n
        Minimize Z =                              c
                                                    i 1 j 1
                                                                           ij    xij
                                         n
        Subject to                  x  j 1
                                                    ij        si (i  1, 2, 3, . . ., m)
                                        m
                                    x  i 1
                                                    ij        d j ( j  1, 2, 3, . . ., n)
                   xij  0 (i  1, 2, . . ., m; j  1, 2, . . ., n)
From the constraint conditions, we get
           m                    m           n                             n
         si 1
                    i   ≥       x
                               i 1 j 1
                                                        ij    =           d
                                                                          j 1
                                                                                       j
               n                        m
Thus, if    d j >
             j 1
                                    s
                                    i 1
                                                i    , the problem has no feasible solution, otherwise the problem has a
feasible solution.
                        m                       n
If, however,             si >
                        i 1
                                                d
                                                j 1
                                                              j       , we may create a fictitious (dummy) (n +1)-st destination Dn+1
                                                             x
                                                              i 1
                                                                           ij         d j ( j  1, 2, 3, . . ., n)
                                                                                                          253
                                   S. M. Shahidul Islam
                       xij  0 (i  1, 2, . . ., m; j  1, 2, . . ., n)
We can write the problem as follows:
                             m     n
         Minimize Z =        c
                             i 1 j 1
                                         ij   xij
         Subject to A x = w
                      x ≥0
where,
                                                                                       x1 1         
                                                                                                         s1 
                1     1 ... ... 1 0 0 ... ... 0 ... 0 0 ...             ... 0        x1 2              
                                                                              
                                                                                      :                  s2 
               0     0 ... ... 0 1 1 ... ... 1 ... 0 0 ...             ... 0 
         m                                                                                           : 
                                                                                     x1n               
           
A=             0
                
                       0 ... ... 0 0 0 ... ... 0 ... 1 1 ...             ... 1 
                                                                                
                                                                                                     w  sm 
                                                                                x = 
                                                                                        x21               
               1     0 ... ... 0 1 0 ... ... 0 ... 1 0 ...             ... 0       :                  d1 
                                                                                                     d2 
         n     0     1 ... ... 0 0 1 ... ... 0 ... 0 1 ...             ... 0                            
                                                                                       x2n          
                                                                              
                                                                                      x                 : 
                0                                                            
                                                                         ... 1       m1               d 
                      0 ... ... 1 0 0 ... ... 1 ... 0 0 ...                                               n
                                                                                      :             
                                                      (mn) matrix                    x             
                                                                                                      (m+n  1) matrix
                                       (m + n)
                                                                                       mn
                                                                                       (mn)     1 matrix
Proposition: The transportation problem (i)
   1. has a feasible solution, namely
                                                                            m            n
         xij = sidj/p (i = 1, 2, . . ., m; j = 1, 2, . . ., n), p =        s = d
                                                                            i 1
                                                                                   i
                                                                                        j 1
                                                                                                j
                     Dj         1                  2             ...            n          Supply   ui
        Oi
                 1        c11                c12                  :       c1n                s1     u1
                                     x11                x12       .                  x1n
                 :              :                  :              :             :            :      :
                 .              .                  .              .             .            .      .
         Demand                 d1                 d2            ...            dn
             vj                 v1                 v2            . ..           vn
           cij xij* =
           i 1 j 1
                                      si ui*   d j v *j
                                      i 1               j 1
14.4 Northwest corner rule: This rule is developed to solve the transportation problem
by Charnes and Cooper. We discuss the rule follows:
Starting with the original m  n cost matrix together with the (m +1)-st row giving the
demand dj at each destination Dj (j = 1, 2, . . ., n) and the (n +1)-st column giving the
supply s i at each origin Oi (i = 1, 2, . . ., m), we allocate to the cell (1, 1) as many as
                                                                        255
                                         S. M. Shahidul Islam
possible without violating the constraints on supply s1 at the origin O1 and demand d 1 at
the destination D1 . Thus
         x11 = min ( s1 , d1 ) = s1 ٨ d 1
Three cases may now arise, namely,
 (i) s1 > d 1 , (ii) s1 < d 1 and (iii) s1 = d 1 .
In the first case, the demand (that is, the column) constraint is satisfied and we move to the
right to the cell (1, 2) with the remaining s1 – d 1 that must be allocated to the remaining
cells of the first row following the same procedure, and we allocate ( s1 – d 1 ) ٨ d 2 to the
cell (1, 2), that is x12 = ( s1 – d 1 ) ٨ d 2
In the second case, the supply (that is, the row) constraint is met, and we move to the cell
(2,1) and allocate x 21 = ( d 1 – s1 ) ٨ s 2 to this cell.
In the third case, we have degeneracy, which would be treated later.
We continue in this way, allocating as much as possible to the cell (the corresponding
variable) under consideration without violating the constraints: the sum of the i-th row
allocation cannot exceed s i , the sum of the j-th column allocation cannot exceed dj, and no
allocation can be negative. Having allocated to the cell (i, j), we move to the right to the
cell (i, j+1) or to the cell (i+1, j) below according as some supply or some demand
remains; if the i-th row and j-th column constraints are satisfied simultaneously, we have
the degenerate case. Because of the constraint that the total supply equals the total
demand, it is clear that, when we finally reach the last cell (m, n), the allocation to this cell
would simultaneously satisfy the m-th row and n-th column constraints.
Thus, beginning with the northwest-corner cell (1, 1), the northwest corner rule allocates
to this cell (the variable x11 ) s1 ٨ d 1 , satisfying either the row constraint or the column
constraint, and then proceeds so as to satisfy either the row constraint or the column
constraint at each step.
Alternatively, the northwest-corner rule may be viewed as initially allocating to the (1, 1)
cell the number s1 ٨ d 1 , and then following the same rule to either the resulting m  (n –1)
cost matrix or the resulting (m –1)  n cost matrix obtained from the original m  n cost
matrix by crossing off the first column if s1 < d 1 or the first row if s1 > d 1 , and then
proceeding in this way successively.
Thus, in the non-degenerate case, we see that the m + n –1 variables evaluated by the
northwest-corner rule constitute an initial bfs for the transportation problem. These m+n–1
variables are basic, the remaining ones are non-basic. It is to note here that, when
degeneracy is present, the number of basic variables determined by the northwest-corner
rule is less than m + n –1.
After finding the initial bfs by the northwest-corner rule, we now proceed to test whether
this is already optimal for the problem or not. This is based on u i* + v *j < cij and
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                                    Transportation problem
u + v = cij . Following the convention, we set u1 = 0, and then solve for u i ’s and v j ’s
 *
 i
        *
        j
14.4.1 Lemma: For the m  n transportation tableau, the northwest-corner rule evaluates
exactly m+n–1 positive variables in the non-degenerate case.
Proof: We prove this lemma by induction method. The result is clearly true for
(m, n) = (1,1), (2,1), (1,2). For (m, n) = (2,2), only one of the following two cases can
arise, depending on whether
(i) s1 < d 1 , (ii) s1 > d 1
In case (i), the allocation to the (1, 1) cell would satisfy the row constraint, and in case (ii),
the allocation to the cell (1, 1) would satisfy the column constraint.
            s1                            s1            d1           s1 – d 1          s1
         d 1 – s1       s 2 –( d 1 – s1 ) s 2                    d 2 –( s1 – d 1 )     s2
            d1                d2                        d1             d2
Now, since, s1 + s 2 = d 1 + d 2 => d 2 = s 2 –( d 1 – s1 ), s 2 = d 2 –( s1 – d 1 ), we see that, in either
case (in the absence of degeneracy), the northwest-corner rule determines three strictly
positive variables, so that, the lemma is also true for (m, n) = (2, 2).
Now, after allocating to the (1,1) cell, the northwest-corner rule applies to either the
m  (n–1) cost matrix or to the (m –1)  n cost matrix. Making the induction hypothesis
that the lemma holds for each of these cost matrices, in either of the above two cases, the
northwest-corner rule evaluates (m + n –2) + 1 = m + n –1 strictly positive variables for
the original m  n cost matrix. This completes the proof by induction.
                                                   258
                                     Transportation problem
14.5 Loop: A loop is a sequence of cells in the original m  n transportation tableau for the
transportation problem such that
    1. each pair of consecutive cells lie in either the same row or the same column,
    2. no three (or more) consecutive cells lie in the same row or the same column,
    3. the first and last cells of the sequence lie in the same row or the same column,
    4. no cell appears more than once in the sequence.
Example of loops: Two valid loops are shown in the figure below, each starting form the
cell (1, 3). The loop in the first figure is obtained by the sequence of cells.
(1, 3), (1, 1), (5, 1), (5, 6), (4, 6), (4, 5), (2, 5), (2, 3)
and that in the second figure is formed by the sequence of cells
(1, 3), (1, 6), (4, 6), (4, 1), (3, 1), (3, 2), (5, 2), (5, 4), (3, 4), (3, 3)
         1    2    3   4    5   6                  1   2    3   4   5    6
    1                                        1
    2                                        2
    3                                        3
    4                                        4
    5                                        5
We note that, in forming a loop starting form any cell, we need an old number of cells
(excluding the initial cell).
From the construction of the initial bfs by the northwest-corner rule, it is clear that no loop
can exist connecting the basic cells (for which the allocations are positive).
Example: A production company has four factories in different places to produce its
products and three market places, where these products are sold. Transport cost of per unit
product from each factory to every market are shown below:
              Dj           1             2             3        Supply
         Oi                                                       si
           1               2             7              4          5
           2               3             3              1          8
           3               5             4              7          7
           4               1             6              2         14
         Demand            7             9             18
           dj
Find the optimal transport system that fulfills the supplies of factories and demands of
markets with minimum transport cost. [AUB-2003 MBA]
                                             259
                                      S. M. Shahidul Islam
Solution: To solve the problem by northwest corner rule, we form table (1) as follows:
Firstly, in the northwest corner cell (1, 1), we allot minimum of factory-1’s supply and
market-1’s demand, that is, min. { s1 = 5, d 1 = 7} = 5. This allocation fulfills the first
supply constraint but first demand constraint. So, secondly, we allot cell (2, 1) minimum
of market-1’s remaining demand and factory-2’s supply; that is min. {7 – 5, 8} = 2. It
fulfills the first demand constraint but second supply constraint. So, we go to cell (2, 2).
Last allocation 14 in cell (4, 3) satisfies all constraints.
              Dj         1             2              3          Supply   ui
         Oi                                                        si
              1      2        5    7       (5)   4        (-1)     5      0
 (1)
              2      3        2    3        6    1        (-5)     8      1
3 5 (1) 4 3 7 4 7 2
4 1 (2) 6 (7) 2 14 14 -3
         Demand          7             9             18
           dj
           vj            2             2              5
We always take u1 = 0 and then calculate other ui’s and vj’s using ui + vj = cij for only
basic cells in the above table. As for example v1 = c11 – u1 = 2 – 0 = 2 and u 2 = c 21 – v1 = 3
– 2 = 1. Then we calculate xij for non-basic variable using cij – ui – vj and put in
parentheses. As for example ( x12 ) = ( c12 – u1 – v 2 ) = (7 – 0 – 2) = (5) and ( x13 ) = ( c13 –
u1 – v3 ) = (4 – 0 – 5) = (–1). There are negative numbers in parentheses in the non-basic
cells. So, the above table is not optimal. We search the smallest negative number in non-
basic cells to build up a loop for getting the next tableau. Here, – 5 is the smallest number
in the non-basic cell (2, 3). So, we form a loop starting from the non-basic cell (2, 3) and
goes through the basic cells (2, 2), (3, 2), (3, 3). In the next table, we make cell (2, 3) basic
allotting the respective max. {6, 3, 4} = 4 which satisfies the supply and demand
constraints. Then we deduce 4 from 6 in cell (2, 2), reduce 3 in cell (3, 2) by 4 and deduce
4 from 4 in cell (3, 3). Now allot of cell (3, 3) becomes 0, that is, this cell is a non-basic
cell in second table. And all other basic cells are unchanged.
                                                     260
                                       Transportation problem
              Dj         1             2              3          Supply   ui
         Oi                                                        si
              1      2         5   7       (5)   4         (4)     5      0
 (2)
              2     3          2   3         2   1          4      8      1
3 5 (1) 4 7 7 (5) 7 2
4 1 (-3) 6 (2) 2 14 14 2
         Demand          7             9             18
           dj
           vj            2             2              0
In the same way as in table (1) we calculate ui’s, vj’s and xij’s for non-basic cells in table
(2). Forming a loop through cells (4, 1), (4, 3), (2, 3) and (2, 1) we build up the following
table.
              Dj         1             2             3           Supply   ui
        Oi                                                         si
              1     2         5    7       (2)   4        (1)      5      0
 (3)          2     3        (3)   3        2    1          6      8      -2
3 5 (4) 4 7 7 (5) 7 -1
4 1 2 6 (2) 2 12 14 -1
        Demand           7             9             18
          dj
          vj             2             5             3
Since, in the non-basic cells all are non-negative in the parentheses, hence table (3) is
optimal table. From table (3) we find the following optimal solution:
      x11
         *     *
             x12    *
                  x13   5 0 0               Origins                        Destinations
      *                            
     x      x 22 x 23   0 2 6 
               *    *                         (5) 1           5             1    (7)
  *                                                       2
x =  21 *     *    * 
                         = 0 7 0      Or,   (14)  4                 12    3    (18)
      x31 x32 x33                         (8)   2      6        2       2    (9)
      x * x * x *   2 0 12 
      41      42   43                     (7) 3         7
with the required minimum cost
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                                                                      S. M. Shahidul Islam
        m     n
Z* =    c
       i 1 j 1
                       ij   xij* = 2  5 + 3 2 + 1 6 + 4  7 + 1  2 + 2  12 = 76
From the optimal table, we also get the solution of the dual problem as follows:
u  (u1* , u 2* , u3* , u 4* ) = (0, -2, -1, -1)
 *
so that,
        m                     n                                                                     m       n
Z* =   s u  d v
       i 1
              i
                   *
                   i
                             j 1
                                      j
                                           *
                                           j        = 0 - 16 - 7 -14 + 14 + 45 + 54 = 76 =          c
                                                                                                    i 1 j 1
                                                                                                                ij   xij*
14.6 Degeneracy case: If from the beginning some sequential partial some of the supplies
si's equals some sequential partial sum of the demand dj's, then we have degeneracy in the
initial bfs. In this case, the northwest-corner rule the basic variables whose number is less
than m+n-1. Even if we start with the non-degenerate initial bfs, we may have degeneracy
in subsequent iterations. This last situation can arise when in the process of making a non-
basic variable, at least two basic variables in the loop reduce to 0 (zero) simultaneously (so
that, at least two current basic variables have values exactly equal to that by which the
non-basic variable in the loop increases).
These degenerate cases are dealt with by the ε-perturbation method, due to Dantzig. In the
ε-perturbation method, the values of si’s and dj’s are perturbed so that the modified
problem reads as
                                                m     n
         Minimize Z =                       ci 1 j 1
                                                           ij   xij
                                     n
         Subject to                 x
                                    j 1
                                               ij    si            (i  1, 2, 3, . . ., m)   - - - (i)
                                    m
                                    x
                                    i 1
                                               ij    d j ( j  1, 2, 3, . . ., n)
                                     m
                                    
                                    i 1
                                           xin = dn + m 
                                    xij  0 (i  1, 2, . . ., m; j  1, 2, . . ., n)
Where  > 0 is a small quantity and after the final solution is obtained, we set  = 0. Thus,
the modified problem is obtained from the original one by increasing each supply si by the
small quantity  > 0, keeping the first n-1 demands d1, d2, . . ., dn-1 unchanged and
changing the n-th demand dn to dn+m in order to keep the total supply equal to the total
demand. We then proceed in the same way as that for the non-degenerate case, and after
reaching the optimal solution to the modified problem, we finally set  = 0 to get the
optimal solution to the original problem.
                                                                               262
                                  Transportation problem
Another way of dealing with the degenerate case is to allocate values 0 to the additional
variables and treating these variables as basic so that the total number of basic variables
equals m+n-1, some with positive valves and the rest with values 0 assigned to them. The
choice is arbitrary, to a point: basic variables cannot form loops, and in case of tie,
preference is given to variables with the lowest associated costs, but it is not necessary.
We then proceed in the same way as that for the non-degenerate case.
Example: Solve the transportation problem with the following 33 cost matrix, where the
supplies s1 , s 2 and s 3 and the demands d 1 , d 2 and d 3 are as indicated.
                    Dj      1       2     3          Supply
           Oi                                          si                 [AUB-2002 MBA]
                 1        8       7     3          60
                 2        3       8     9          70
                 3        11      3     5          80
             Demand 50            80    80
                 dj
Solution: Here, since s1 + s 2 = d 1 + d 2 , we have the degenerate case, and the northwest-
corner rule evaluated the following initial bfs:
                        Dj        1          2             3        Supply   ui
               Oi                                                     si
                    1        8        50 7       10    3              60
       (1)                   3           8       70    9             70
                    2
                             11          3             5       80    80
                   3
                Demand        50        80         80
                   dj
                   vj
To resolve degeneracy, we apply the -perturbation method, and the modified tableau is
given below, where each supply is increased by  and only the demand d 3 is increased by
3,  > 0 being a small quantity.
                                                 263
                                        S. M. Shahidul Islam
               Dj        1              2                3        Supply   ui
      Oi                                                            si
           1        8         50 7       10+      3         (-5) 60+     0
                                                   264
                                                Transportation problem
                        Dj        1               2               3    Supply       ui
            Oi                                                           si
                   1         8     (12) 7             (6)   3     60+ 60+         0
From the last tableau (6), we see that we have reached the optimal solution of the modified
problem. Now, setting  = 0, we get the optimal solution of the original problem, which is
given in the 33 matrix form as well as schematically below:
      0 0 60 
                  
x   50 0 20  , with minimum transport cost
  *
      0 80 0 
                  
       m     n
Z*=     c
       i 1 j 1
                   ij   xij* = 360 + 350 + 920 + 380 = 750
                                                            265
                                        S. M. Shahidul Islam
               Dj        1               2                3        Supply   ui
      Oi                                                             si
           1        8         50 7            10    3         (-6)   60     0
(3)                 3         50    8         20     9         (-1)   70    7
           2
                    11       (13)   3         60     5          20    80    2
        3
      Demand             50              80               80
        dj
        vj               -4               1               3
                                                    266
                                                     Transportation problem
                   Dj               1                      2                    3      Supply            ui
          Oi                                                                             si
               1                8       (11) 7                  (5)    3            60   60              0
  (4)                           3           50       8           0     9            20          70       6
               2
                      11 (13) 3         80 5       (1)      80       1
               3
           Demand        50          80         80
              dj
              vj         -3           2          3
Therefore, we get the optimal solution from the final tableau (4) as before.
Example: There are three television production factories and four market places at
Dinajpur. Supply of each firm, demand of each market per day and transport cost from
each factory to every market are given below:
               Dj           1       2       3       4      Supply
         Oi                                                  si
              1      10 7 3 6                                3
              2       1 6 8 3                                5
              3       7 4 5 3                                7
          Demand 3 2 6 4
             dj
Find the optimal transport system with minimum transport cost. [AUB-2003 MBA
Production Mgt.]
Solution: Here, since s1 = 3 = d 1 , the problem is of degeneracy type. Calculating the
initial bfs by the northwest-corner rule putting 0 in basic cell (1, 2), we can construct the
the following tableau:
                      Dj       1          2         3         4       Supply ui
                 Oi                                                      si
                    1      10      3 7       0 3 (-6) 6 (-1)             3     0
         (1)                                                                                                      -1
                        2               1           (-8)    6         2     8           3   3    (-3)         5
3 7 (1) 4 (1) 5 3 3 4 7 4
               Demand                           3                2                  6            4
                 dj
                 vj                         10                   7                  9            7
                                                                      267
                                S. M. Shahidul Islam
               Dj        1              2              3            4  Supply ui
      Oi                                                                 si
           1        10         1    7         2    3   (-14)    6 (-9)   3    0
           3                  (9)           (9)             3            4    7    -
                    7               4              5            3                  12
      Demand             3              2              6            4
        dj
        vj               10             7              17           15
               Dj        1              2              3            4       Supply ui
      Oi                                                                      si
           1        10       (14)   7         2    3        1   6       (5)   3    0
(3)
           2        1          3    6   (-6)       8        2   3    (-3)     5    5
3 7 (9) 4 (-5) 5 3 3 4 7 2
      Demand             3              2              6            4
        dj
        vj               -4             7              3            1
               Dj        1              2              3            4       Supply ui
      Oi                                                                      si
           1        10    (15)      7       (6)    3        3   6       (5)   3    0
(4)
           2        1          3    6        2     8        0   3   (-3)      5    5
3 7 (10) 4 (1) 5 3 3 4 7 2
      Demand             3              2              6            4
        dj
        vj               -5             1              3            1
                                             268
                                       Transportation problem
                       Dj        1              2              3             4       Supply ui
              Oi                                                                       si
                   1        10    (11)      7       (3)    3        3    6       (5)   3    0
        (5)
                   2        1          3    6        2     8       (3)   3        0    5    2
3 7 (6) 4 (-2) 5 3 3 4 7 2
              Demand             3              2              6             4
                dj
                vj               -1             4              3             1
                       Dj        1              2              3             4       Supply ui
              Oi                                                                       si
                   1        10    (11)      7       (5)    3        3    6       (5)   3    0
        (6)                                                                                 2
                   2        1          3    6       (2)    8       (3)   3        2    5
3 7 (6) 4 2 5 3 3 2 7 2
              Demand             3              2              6             4
                dj
                vj               -1             2              3             1
The tableau (6) is optimal, since all  ij  cij  ui  v j  0 for all non-basic cells.
Therefore, the optimal solution is: Markets: 1 2 3 4
                                                  1 0 0 3 0
                                  *                             
                                 x = Factories: 2  3 0 0 2  ,
                                                  3  0 2 3 2 
   Z * = 3  3 + 1  3 + 3  2 + 4  2 + 5  3 + 3  2 = 47 (Answer)
14.7 Multiple solutions: We have already pointed out that, in the final tableau
corresponding to the optimal solution of the transportation problem
                 non  negative corresponding to a non  basic cell
cij  ui  v j  
                 0 corresponding to a basic cell
                                                     269
                                           S. M. Shahidul Islam
If ci0 j0 – u i0 – v j0    = 0 for some non-basic cell ( i0 , j0 ), then we have multiple solutions to
the given problem, and another optimal solution is obtained by making the ( i0 , j0 ) cell
basic in the next iteration by considering a loop consisting exclusively of the current non-
basic ( i0 , j0 ) cell and other basic cells in the tableau.
Example: A production firm of computer monitor has four factories (origins) and six
showrooms (destinations) in the city of New York. Supply of each factory, demand of
each showroom and transport cost of a monitor from each factory to every showroom are
as follows:
                  Dj 1         2     3      4 5          6   Supply
        Oi                                                     si
              1          9    12     9      6     9     10     5
              2          7     3     7      7     5      5     6
              3          6     5     9     11     3     11     2
              4          6     8    11      2     2     10     9
         Demand 4              4     6      2     4      2
              dj
Find the optimal transportation systems that minimize total transport cost. [AUB-2003]
Solution: We fist find the (non-degenerate) initial bfs by the northwest corner rule and
then form successively the following tableau:
   Dj    1         2        3       4        5        6        si   ui
   Oi
    1     9           12
                                      9             6              9           10              5    0
                  4              1         (-7)          (-1)           (2)             (-5)
    2     7           3               7             7              5           5               6    -9
               (7)               3              3            (9)        (7)             (-1)
    3     6           5               9             11
                                                                   3           11              2    -7
               (4)              (0)             2        (11)           (3)              (3)
    4     6           8               11
                                                    2              2           10              9    -5
               (2)              (1)             1             2            4              2
   dj         4             4              6             2             4             2
   vj         9            12              16            7             7            15
   Dj         1             2              3             4             5            6          si   ui
   Oi
    1     9       4   12        (7)   9         1   6        (6)   9    (9)    10    (10)      5    0
4 6 (-5) 8 (1) 11 1 2 2 2 4 10 2 9 2
   dj         4             4              6             2             4            2
   vj         9             5              9             0             270
                                                                        0           8
                                             Transportation problem
Dj       1            2              3            4             5            6          si   ui
Oi
 1   9       3   12       (7)   9        2   6        (1)   9   (4)     10       (-3)   5    0
4 6 1 8 (6) 11 (5) 2 2 2 4 10 2 9 -3
dj       4            4              6            2             4            2
vj       9            5              9            5             5            13
Dj       1            2              3            4             5            6          si   ui
Oi
 1   9       1   12       (7)   9        4   6        (1)   9    (4)    10        (3)   5    0
dj       4            4              6            2             4            2
vj       9            5              9            5             5            7
Dj       1            2              3            4             5            6          si   ui
Oi
 1   9    (8)    12       (7)   9        5   6        (4)   9    (7)    10        (3)   5    0
dj       4            4              6            2             4            2
vj       6            5              9            2             2            7
                                                            271
                                  S. M. Shahidul Islam
Since in tableau (5)  ij  cij  ui  v j  0 in non-basic cell, the table is optimal.
                                                      *
Therefore, the optimal solution vector x and the associated minimum cost Z * are given
by
    Showrooms: 1             2 3 4 5 6
                1 0         0 5 0 0 0
                                       
  *             2 0         4 0 0 0 2
x 1 = Factories: 
                3 1          0 1 0 0 0
                                       
                4  3       0 0 2 4 0 
 Z * = 9  5 + 3  4 + 5  2 + 6  1 + 9  1 + 6  3 + 2  2 + 2  4 = 112
From tableau (5) above, we observe that the cell (3, 2) is non-basic but c32  u3  v2  0 .
This shows that the given transportation problem has multiple optimal solution. One more
integral optimal solution is obtained by making the cell (3, 2) basic in the next iteration.
Constructing a loop through the non-basic cell (3, 2) shown in tableau (5), we then get the
following tableau:
                     Dj            1            2              3            4             5            6         si   ui
                     Oi
                      1        9   (3)     12       (7)   9        5   6        (4)   9   (7)     10       (3)   5    0
                         dj        4            4              6            2             4            2
                         vj        6            5              9            2             2            7
                                                          272
                                                Transportation problem
                          0                 0     5    0 0 0
                                                                
                          0               3   1   0 0 2
x   x1  (1   ) x 2                                         ,   [0,1]
 *     *              *
                            1              1         0 0 0
                                                                
                          3                            2 4 0 
                                            0     0
14.8 When total supply exceeds total demand: In the transportation problem in which
total supply exceeds total demand, we have to create a dummy destination to which the
cost of shipping is zero from each origin. The initial bfs is found by the northwest-corner
rule and the same procedure is applied to the modified problem. In problems with excess
supply, it is clear that not all the items can be shipped and some would remain at some
origin(s). In the optimal solution of the modified problem, the number(s) of items in the
dummy is to be interpreted as those remaining excess at the respective origin(s).
Example: Consider the transportation problem with three origins and four destinations,
where the transportation cost from each origin to each of the destinations, the supply at
each origin, and the demand at each destination are given in the following tableau.
                       Dj         1    2         3         4      Supply
            Oi                                                      si
             1      15 24 11 12                                    500
             2      25 20 14 16                                    600
             3      12 16 22 13                                    500
         Demand 300 350 350 400
            dj
Find the optimal transport system with minimum cost.
 Dj          1                2             3              4      Dummy       si    ui
 Oi
  1    15    300        24    200     11    (-7)     12    (-8)    0   (-7)   500   0
Dj         1                2                 3                 4         Dummy                si    ui
Oi
 1   15     300       24     100       11     (-7)        12    100        0         (1)       500   0
  Dj         1                2                     3           4           Dummy         si      ui
  Oi
   1   15        (2)   24          (7)         11   100    12   400         0   (3)     500       0
        300 200 0          0 
       
 Z * = 11  100 + 12  400 + 20  150 + 14  250 + 12  300 + 16  200 = 19200.
We also note that out of total available supply of 600 at the origin O2, only 400 units are
shipped under the optimal policy of transportation to minimize the total shipping cost, and
200 units remain unshipped at O2.
14.9 Maximization problem: If the problem is to maximize the objective function, so that
the problem is
                                         m     n                m     n
       Maximize Z =                  cij xij =   (cij ) xij  minimize
                                     i 1 j 1                  i 1 j 1
                             n
       Subject to           x
                            j 1
                                    ij        si (i  1, 2, 3, . . ., m)             - - - (i)
                            m
                        x  i 1
                                    ij    d j ( j  1, 2, 3, . . ., n)
                   xij  0 (i  1, 2, . . ., m; j  1, 2, . . ., n)
then the optimal solution vector may be obtained by following one of the methods given
below:
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                                      S. M. Shahidul Islam
    1. The method same as that for minimization problem with the single exception in the
       optimality criterion: The current bfs is optimal if  ij  cij  u j  v j ≤ 0 for all non-
       basic cells (i, j); otherwise, the current bfs is improved in next iterations.
    2. The transportation tableau starts with the costs -cjj, and the initial bfs is determined
       with the optimality criterion as minimization problem. The current bfs is optimal if
        ij  cij  ui  v j  0 for all non-basic cell (i, j); otherwise the non-basic cell
        ( i0 , j0 ) with the most negative value of  ij is chosen to become basic in the next
        iteration.
Example: A computer production firm has two factories to produce their products and
three markets to sell the products. By selling a computer, the firm earns different amount
of profit from different markets. The following tableau shows the daily supply of each
factory, daily demand of each market and profit (in thousand taka) per computer at each
market.
                 Dj         1     2    3      Supply
          Oi                                     si
                  1         4     4    9        25
                  2         3     5    8        20
          Demand(dj) 18 16 11
Find the optimal transport system to maximize the total profit satisfying the supply and
demand constraints. [AUB-2001 MBA]
Solution: First Method:
         Dj          1              2               3          Supply   ui   Here,     ij = cij- ui- vj,
    Oi                                                           si
         1                18               7             (2)     25     0
                                                                             since,   13 > 0 and
                4               4               9
                                                                             maximum of all
         2      3        (-2)   5          9    8        11     20      1     ij >0 is 2 in the cell
                                                                             (1, 3).
     Demand         18              16              11                       Hence, we have to
       dj                                                                    make the cell (1,3) as
       vj            4              4               7                        basic cell
         Dj          1              2               3          Supply   ui
    Oi                                                           si
         1      4         18    4        (-2)   9         7      25     0
2 3 (0) 5 16 8 4 20 -1
     Demand         18              16              11
       dj
       vj            4              6               9
Since  ij = cij – ui – vj  0 for all non-basic cell (i, j), hence, the table is optimal.
                                                     276
                                      Transportation problem
                                18 0 7 
The optimal solution is x =                  ,
                             *
                                  0   16   4  
and the total profit is Z * = (4  18 + 9  7 + 5  16 + 8  4) thousand taka
                            = 247 thousand taka
                            = 247000 taka
The problem has multiple solution, since  21 = 0 for non-basic cell.
Second Method:
            Dj         1               2                3          Supply   ui
       Oi                                                            si          Here we use
                                                                                 - cij = ui + vj
            1     -4        18    -4         7    -9        (-2)     25     0
                                                                                 ∆ij = - cij - ui - vj
            2     -3        (2)   -5         9    -8         11     20      -1
       Demand          18              16              11
         dj
         vj            -4              -4              -7
            Dj         1               2                3          Supply   ui
       Oi                                                            si
            1     -4        18    4         (2)   -9          7      25     0
2 -3 (0) -5 16 -8 4 20 1
       Demand          18              16              11
         dj
         vj            -4              -6              -9
Since  ij = cij – ui – vj ≥ 0 for all non-basic cell (i, j), hence the last tableau is optimal. The
optimal solution and the maximum profit are
     18 0 7 
x =               ,
  *
 0 16 4 
14.10 Exercises:
    1. Define transportation problem.
    2. When does a degeneracy case arise in a transportation problem?
    3. Discuss northwest corner rule to solve transportation problem.
    4. How can we understand to have multiple solutions of a transportation problem?
                                                       277
                              S. M. Shahidul Islam
5. Solve the following transportation problem:
         Dj   1        2   3   4   si                     0 0 0 11
        Oi                                               *         
                                            [Answer: x =  6 3 0 4  , Z * = 479]
        1     14 9 18 6            11                     0 7 12 0 
        2     10 11 7 16           13                              
        3     25 20 11 34          19
        dj     6 10 12 15
                   Dj      1   2   3    4      Supply
              Oi                               (in ton)
                   1 $3 $1 $2 $2                  6
                   2 $5 $2 $5 $6                  4
                   3 $6 $4 $8 $8                  8
              Demand 4   6 4 4
              (in ton)
Find the optimal transport system with minimum total transport cost.
                                            278
                             Transportation problem
                    0 0 2 4
               *               
   [Answer: x =  0 2 2 0  (in ton), Z * = $66]
                    4 4 0 0
                               
9. Solve the following three origins and four destinations transportation problem:
       Dj 1       2 3 4         si                    5 0 0 2 
      Oi                                         *                  
       1 19 30 50 10 7                [Answer: x =  0 2 7 0  , Z * = 743]
       2 70 30 40 60 9                                 0 6 0 12 
                                                                    
       3 40 8 70 20 18
       dj    5 8 7 14
10. Solve the following transportation problem as follows:
             Dj   1 2    3 Supply
       Oi                    si                        6 0 4
                                        [Answer: x =        , Z * = 25]
                                                  *
         1    2 3        2   10                       0 2 1
         2    4 1        3    7
       Demand 6 2        5
         dj
11. A furniture firm has two factories to produce cots and three markets to sell the
    cots. By selling a cot, the firm earns different amount of profit from different
    markets. The following tableau shows the daily supply of each factory, daily
    demand of each market and profit (in hundred taka) per cot at each market.
            Dj    1 2   3 Supply
      Oi                    si
        1    2 3        2   5
        2    4 1        3   7
      Demand 2 6        4
        dj
   Find the optimal transport system to maximize the total daily profit satisfying the
   supply and demand constraints.
                 0 5 0
   [Answer: x =          , Z * = 3600 taka]
             *
 2 1 4
                                       279
                                                 S. M. Shahidul Islam
                                                                                                15
                                                                                              Chapter
                                                                   Assignment Problem
Highlights:
15.1 Introduction: A special case of the transportation model is the assignment problem.
This problem is appropriate in a situation, which involves the assignment of resources to
tasks with minimum cost or maximum profit (e.g., assign n persons to n different tasks or
jobs). Also in production and human resource management, it is very necessary to study
assignment problem.
15.2 Assignment problem: There are n jobs, which must be performed, and n persons
available with cij being the cost (for example, the training cost) if the i-th person (i = 1, 2,
3, . . ., n) is assigned to the j-th job (j = 1, 2, 3, . . ., n). The problem is to assign the n
persons to n jobs on a one-one basis (so that, for example, if the i-th person is assigned to
the j-th job then it is unavailable for each of the remaining persons still left unassigned)
such that the total cost is minimized. Let
      1, if person i is assigned to job j
xij = 
      0, otherwise
Then the linear programming (LP) formulation of the assignment problem is
                          n    n
Minimize: Z =             c
                         i 1 j 1
                                     ij   xij
              n
Subject to   x
             j 1
                    ij     1 (i  1, 2, 3, . . ., n)
              n
             x
             i 1
                    ij    1 ( j  1, 2, 3, . . ., n)
                                                         280
                                    Assignment Problem
            xij  0 for i, j = 1, 2, 3, . . ., n
From this formulation, we see that the assignment problem is a particular case of the
transportation problem.
15.3 Algorithm of the Hungarian method: The Hungarian method works solely on the
cost matrix C = (cij). The method would be justified later.
Start with the cost matrix
             c11 c12 c13 . . . c1n 
                                         
             c 21 c 22 c 23 . . . c 2 n 
C = (cij) =  c31 c32 c33 . . . c3n 
                                         
             ...        ...       ... 
                                         
             c n1 c n 2 c n 3 . . . c nn 
Step-1: (Initialization): Make the transformations cij/  cij  min cij , i = 1, 2, 3, . . ., n;
                                                                  j
  //
 ij
        /
       ij
             i
                  
c  c  min c , j  1, 2, 3, . . ., n . That is, for each row i, find the smallest element and
                  /
                  ij
subtract it from each element in that row, thereby getting the new cost matrix C/ = cij/ .    
                                               /
                                                      
                                                      /
Next, for each column j of the matrix C = c , find the smallest element and then
                                                      ij
subtract it from each element of that column to get the modified cost matrix C // = cij// .  
The cost matrix C// will have at least one zero in each row and each column.
GO TO step-2.
Step-2: (Optimality Criterion): In any modified cost matrix, determine whether there exists
a feasible assignment involving only zero costs, that is, determine whether the modified
cost matrix has n zero entries no two of which lie in the same column. If such an
assignment exists, it is optimal for the given problem. These zeros are boxed in the final
table.
Step-3: (Iterative Step): Cover all zeros in the modified cost matrix with as few horizontal
and vertical lines as possible, each horizontal line covering the zeros of a row and each
vertical line covering the zeros of a column. The total number of lines in this minimal
covering would, of course, be less than n (this number smallest number in the cost matrix
not covered by a line. Subtract this number from every element (of the cost matrix) not
covered by a line and add it to every element covered by two lines (both horizontal and
vertical lines), or equivalently, the minimum cost element is to be subtract from each
element of an uncovered row (including the element of that row covered by a vertical line,
if any) and then added to every covered column.
RETURN TO step-2.
                                               281
                                    S. M. Shahidul Islam
After a finite number of iterations, the number of minimal covering lines would be exactly
equal to n, the order of the cost matrix C, which would give the optimal assignment
corresponding to the zero costs of the modified cost matrix such that no two (or more)
zeros would be in the same row or column.
Remark-1: If the objective is to maximize the total profit given by some profit matrix
C = (cij) (where cij is now interpreted as the profit obtained when the i-th person is
assigned to the j-th job; i, j = 1, 2, 3, . . ., n) then the above procedure may be applied to
the matrix – C = (– cij) to get the optimal assignment. Alternatively, we may step Step-1 of
the above algorithm as follows:
We make the transformations
 cij/  max{cij }  cij , cij//  cij/  min{cij/ }, cij///  cij//  min{cij// }; i, j = 1, 2, 3, . . ., n;
       i, j                                       j               i
that is, we subtract each element of the profit matrix C = (cij) from the largest element of
C. From the resulting matrix C / we get the matrix C /// by first subtracting from each row
of the matrix C / the smallest element of that row, thereby getting the matrix C // , and then
subtracting from each column of C // the smallest element of that column. Starting with
the modified matrix C /// , we now follow the procedure of Steps-2 and Step-3 of the
original algorithm.
Remark-2: In the case of multiple solutions, there will be more than n number zeros in the
optimal cost matrix. This is the necessary condition but not the sufficient condition of
multiple solutions.
15.4 The dual of the assignment problem: The LP form of the assignment problem is
                           n     n
Minimize: Z =              c
                          i 1 j 1
                                      ij   xij
               n
Subject to    x
              j 1
                     ij    1 (i  1, 2, 3, . . ., n)                        (Primal)
               n
              x
              i 1
                     ij    1 ( j  1, 2, 3, . . ., n)
           xij  0 for i, j = 1, 2, 3, . . ., n
The dual of the assignment problem is
                           n               n
Maximize: z =              ui   v j
                          i 1             j 1
                                                                             (Dual)
                                                         282
                                   Assignment Problem
15.5 Justification of Hungarian method: If x is any feasible solution of the primal
problem, then using the equality constraints of the primal problem, we get
                          n     n                                n                n
         Z–z=            c
                         i 1 j 1
                                            ij   xij –          u  v
                                                                i 1
                                                                       i
                                                                                 j 1
                                                                                        j
                          n     n
                                             n  n           n      n     
                    =   
                        i 1 j 1
                                  c   x
                                    ij ij –     u i   ij 
                                                        x   –   j   xij 
                                                                   v  
                                             i 1  j 1   j 1  i 1 
                          n     n
                    =    (c
                         i 1 j 1
                                              ij     u i  v j ) xij
Now, if ( u , v ) is also feasible, from the inequality constraint of the dual, we get
       Cij  cij  ui  v j  0 for all i, j = 1, 2, 3, . . ., n.
           n    n
   ==>    C
          i 1 j 1
                         ij   xij ≥ 0
for all feasible x (satisfying the non-negativity constraint of the primal problem).
Now, for any feasible x and any ( u , v ),
                   n     n                                  n   n
         Z=     cij xij =
                i 1 j 1
                                                         (C
                                                        i 1 j 1
                                                                           ij    u i  v j ) xij ,
so that, x * is optimal for the primal problem if and only if it is optimal for the problem
                                    n         n                            n     n
         Minimize:               Cij xij =
                                 i 1 j 1
                                                                        (c
                                                                       i 1 j 1
                                                                                        ij    u i  v j ) xij
                                        n
         Subject to                 x
                                    j 1
                                                   ij    1 (i  1, 2, 3, . . ., n)                              (A)
                                        n
                                    x
                                    i 1
                                                   ij    1 ( j  1, 2, 3, . . ., n)
                        xij  0 for i, j = 1, 2, 3, . . ., n
because both problems have same constraints and both objective functions are linear
functions with positive signs and positive coefficients.
Now, let x and ( u , v ) be such that
        Cij xij  (cij  ui  v j ) xij  0 for i, j = 1, 2, 3, . . ., n.
If x and ( u , v ) are both feasible, then (since Z – z = 0) they are also optimal for the
primal problem and the dual problem respectively. Therefore, the optimal (minimum)
value of the objective function in (A) is 0 (zero) for the optimal solution x * and ( u * , v * )
of the primal problem and the dual problem respectively with
          n    n                             n                   n
          c
         i 1 j 1
                            *
                        ij xij =        u  v
                                            i 1
                                                        *
                                                        i
                                                                j 1
                                                                       *
                                                                       j                                         (B)
                                                                                             283
                                S. M. Shahidul Islam
                              *
Now, the optimal solution x of the primal problem has exactly one 1 in each row and
each column with zeros elsewhere in the remaining components. There, if we subtract u i*
from every element of the i-th row (i = 1, 2, 3, . . ., n) and then subtract v *j from every
element of the j-th column (j = 1, 2, 3, . . ., n), we get and equivalent (with the same
optimal solution as the original primal problem) problem for which the optimal value is 0.
The Hungarian method, starting with the given primal problem with the cost matrix
C = (cij) proceeds to find an equivalent problem with the cost matrix (Cij) which yields the
minimum optimal value 0.
Step-1 of the Hungarian algorithm gives an equivalent problem with the modified cost
matrix with at least one zero in each row and each column. In the modified cost matrix, a
zero-cost assignment; if feasible, gives the minimum value 0, and hence, it must be
optimal. That is, the optimality criterion in Step-2 of the algorithm. Otherwise, the optimal
assignment has not yet been found and we go to Step-3, which is a procedure of
redistributing the zeros and introducing more zeros. Here, we subtract the minimum
uncovered element, say c, from every element of an uncovered row and add c to element
of a covered column. Thus, we get the modified matrix with
    (1) at least one more zero entry,
    (2) old zeros covered by a single (horizontal/vertical) line being retained,
    (3) the rest of old zeros being replaced by c.
                                                      c
But these operations are equivalent to subtracting        from each uncovered row and each
                                                      2
                                         c
uncovered column and then adding            to each covered row and each covered column,
                                         2
thereby giving the modified cost matrix of an equivalent problem.
Here, we mention about a simple test, which would indicate whether the zeros in any cost
matrix are well distributed to give the optimal assignment (as in Step-2). We draw the
minimum number of horizontal/vertical lines through row(s) /column(s) so as to cover all
the zeros of the corresponding cost matrix. If this number is equal to the order of the cost
matrix, the optimal solution has been found and is given as follows:
In the final modified cost matrix, we identify the positions of the zeros lying in different
rows and columns (so that no such zeros can lie in the same row or in the same column);
the optimal x * is then found by making the corresponding components 1 and other
components all zeros, or equivalently, we may express the optimal assignment in the
permutation symbol introduced in the above examples.
Remark: We have only considered the n-person n-job problem. The more general
m-person n-job may be treated as follows:
   (1) if m > n and we require that all jobs be performed, we introduce m – n dummy jobs
       each of which may be done by each person at a cost 0,
                                            284
                                 Assignment Problem
  (2) if m < n and we require all persons to be assigned some jobs, we introduce n – m
      dummy persons, each capable of performing every job at zero cost.
We may then apply the Hungarian method to the modified problem.
                                Subtract:
     0    13     0 0 13 
                 49
                         
     0     35   5 10 0 
                 29                 4
    13     0     7 7 0
                 63                 4
 =>                      
     47   15    20 2 0 
                 0
     25    0 46 9 4 2 
                                   4
     0    53 50 26 4 20 
                                   4
Add: 4     4           4
                                            285
                                     S. M. Shahidul Islam
We thus get the above modified matrix. The next problem is to find a minimal cover, that
is, the minimum number of horizontal and vertical lines covering all the zeros of the
modified matrix given above. One such minimal cover is shown above. Since the
minimum number of horizontal/vertical lines is 5, which is less than the order of the
original cost matrix (that is, 6), we have to find the minimum of the uncovered elements of
the modified cost matrix. This number is found to be 4. Next, we subtract 4 from all
uncovered elements and add 4 to every twice-covered element. These procedures are done
below.
          4 17 49 0 0 17 
                                  
          0 35 25 1 6 0 
          13 0 59 3 3 0 
  ==>                             
          51 19 0 20 2 4 
          25 0 42 5 0 2 
                                  
          0 53 46 22 0 20 
                                  
Since the number of minimum zero covered lines of the above matrix is 6, equal to the
order of the original matrix, hence this matrix is optimal. From the last matrix above, we
get the following two optimal assignments:
Persons  1 2 3 4 5 6              Persons  1 2 3 4 5 6 
                            ;                              
Jobs        4 6 2 3 5 1           Jobs       4 1 6 3 2 5
with the minimum cost
    Z * = 11 + 48 + 28 + 27 + 25 + 3 = 142 = 11 + 43 + 33 + 27 + 11 + 17.
Example: A production company produced four types of products in four firms. It has
recruited four semi skilled managers as need. They have a little knowledge in different
products. To assign them to their actual posts, company pre-determined their training cost
in taka as follows:
        Firms:     1     2      3       4
            1  2000 5000 4000 4000 
                                          
             2  0     9000 3000 7000 
Managers:
            3  1000 8000 8000 9000 
                                          
             4  9000 4000 1000 6000 
Find their optimal assignment under minimum training cost.[AUB-03MBA(Production
mgt.)]
Solution: The given training cost matrix is to be as follows dividing every element of the
given matrix by 1000:
                                           286
                                   Assignment Problem
                      Row min.
          2 5 4 4 2
                      
         0 9 3 7 0
         1 8 8 9 1
                      
         9 4 1 6 1
                      
Subtracting row minimum from every element of that row, we get
                  0 3 2 2
                              
                  0 9 3 7
        ==> 
                    0 7 7 8
                              
                  8 3 0 5
                              
Column min. 0 3 0 2
Subtracting column minimum from every element of that column, we get
                  0 0 2 0
                              
                  0 6 3 5
                  0 4 4 6
                              
                   8 0 0 3
                              
Since, we can cover all zeros by 3 horizontal/vertical lines, which is less than 4, the order
of the cost matrix; so, the above matrix is not optimal. Here, minimum uncovered element
is 3. Subtracting minimum uncovered element 3 from every uncovered elements and
adding to all twice-covered elements, we get
                   3 0 2 0
                               
                   0 3 0 2
                   0 1 4 3
                               
                  11 0 0 3 
                               
This is the optimal matrix because there is no way to cover all zeros by less than 4
horizontal/vertical lines. This optimal matrix gives the following optimal assignment:
 Managers :  1 2 3 4 
                          
 Firms :        4 3 1 2
And the minimum training cost = Tk. (4 + 3 + 1 + 4)1000 = Tk. 12000
Example: Five wagons are available at five stations, which are required at five other
stations. The distances from each of the first set of stations to each of the second set are
given below in miles:
                                            287
                                     S. M. Shahidul Islam
Stations:            1 2 3         4 5
               1 10 5 9 18 11 
                                        
               2 13 19 6 12 14 
Stations:      3 3 2 4 4 5
                                        
               4 18 9 12 17 15 
               5  11 6 14 19 10 
How should the wagons be transported so as to minimize the total mileage covered?
Solution: The above problem may be viewed as an assignment problem where each
wagon at the first set of five stations is to be assigned to one and only one station of the
second set with the objective of minimizing total miles covered by them. Now, subtracting
from every element of any row the corresponding row minimum number and then
subtracting from every element of any column of the modified matrix the corresponding
column minimum number, and finally, finding the minimal cover (by covering all the
zeros of the final modified matrix by the minimum number of horizontal/vertical lines
each passing through a row/column), we get
                               Row min.
        10 5 9 18 11  5                           5 0 4 13 6 
                                                                  
        13 19 6 12 14  6                          7 13 0 6 8 
        3 2 4 4 5 2                       ==>  1 0 2 2 3 
                                                                  
        18 9 12 17 15  9                         9 0 3 8 6
         11 6 14 19 10  6                         5 0 8 13 4 
                                                                  
                                     Column min. 1 0 0 2 3
         4 0 4 11 3 
                           
         6 13 0 4 5 
  ==>  0 0 2 0 0 
                           
         8 0 3 6 3
         4 0 8 11 1 
                           
From the last tableau, we see that the minimum number of horizontal and vertical lines
covering all the zero entries is 3, that is, less than 5, the order of the matrix. The minimum
uncovered element is 1. In the next iteration, we subtract 1 from every uncovered element
and add 1 to every twice-covered element. We then get
                                             288
                                     Assignment Problem
        3 0 4 10 2 
                         
        5 13 0 3 4 
       0 1 3 0 0
                         
       7 0 3 5 2
        3 0 8 10 0 
                         
The minimum uncovered number is now 3, and we subtract 3 from every uncovered
element and add 3 to every twice-covered element, getting
          0 0 4 7 2
                             
          2 13 0 0 4 
          0 4 7 0 3
                             
          4 0 3 2 2
         0 0 8 7 0
                             
Since the number of minimum zero covered lines of the above matrix is 5, equal to the
order of the original matrix, hence this matrix is optimal. From the last matrix above, we
get the following optimal solution to the problem:
 Stations in first set : 1 2 3 4 5 
                                               
 Stations in sec ond set : 1 3 4 2 5 
That is, the wagons at the 1st, 2nd, 3rd, 4th and 5th stations are to be transported respectively
to the 1st, 3rd, 4th, 2nd and 5th stations of the second set so as to minimize the total mileage
covered which is
        10 + 6 + 4 + 9 + 10 = 39 miles.
Example: Four salesmen are to be assigned to four districts, one person exactly in one
district. Estimates of sales revenue in U.S $ for each salesman are as follows:
         Districts:       1     2      3     4
                    1  320 350 400 280 
                                              
                    2  400 250 300 220 
         Salesmen:
                    3  420 270 340 300 
                                              
                    4  25 390 410 350 
Find the optimal assignment of each of the four salesmen to one of the four districts that
maximizes total sales revenue. [AUB-2002 MBA, 2003 BBA]
                                              289
                                    S. M. Shahidul Islam
           320  350  400  280 
                                       
           400  250  300  220 
           420  270  340  300 
                                       
           250  390  410  350 
                                       
Subtracting from every element of any row the corresponding row minimum number, and
then subtracting from every element of any column the corresponding column minimum
number, we get successively
          80 50        0 120          80 30       0   60 
                                                         
          0 150 100 180               0 130 100 120 
          0 150 80 120  ==>  0 130 80 60 
                                                         
         160 20                      160 0               
                       0   60                     0    0 
In the last matrix, the minimum uncovered element is 60. We now subtract 60 from every
uncovered element and add 60 to every twice-covered element, getting
          140 30 0 60 
                           
          0 70 40 60 
          0 70 20 0 
                           
          220 0 0 0 
                           
The last tableau gives the optimal solution:
         Salesmen :  1 2 3 4 
                                 
         Districts :  3 1 4 2 
with the maximum total revenue: $(400+400+300+390) = $1490.
Second Method:
Since the largest element in the original 4  4 matrix is 420, subtracting each element of
the original matrix from 420, we get the first matrix of the following two, and the second
is obtained by subtracting from each row the corresponding row minimum number.
        100 70 20 140                 80 50 0 120 
                                                           
         20 170 120 200               0 150 10 180 
         0 150 80 120  ==>  0 150 80 120 
                                                           
        170 30 10 70                 160 20 0 60 
                                                           
Subtracting each column minimum from corresponding column, we get
                                           290
                                  Assignment Problem
          80 30       0    60 
                              
          0 130 100 120 
          0 130 80 60 
                              
         160 0                
                      0     0 
In the last matrix, the minimum uncovered element is 60. We now subtract 60 from every
uncovered element and add 60 to every twice-covered element, getting
         140 30 0 60 
                           
         0 70 40 60 
         0 70 20 0 
                           
         220 0 0 0 
                           
The last tableau gives the optimal solution:
        Salesmen :  1 2 3 4 
                                 
        Districts :  3 1 4 2 
with the maximum total revenue: $(400+400+300+390) = $1490.
Remark: If the objective function of the above example is multiplied by some constant α
>0, then the modified problem has the same optimal solution as that example. This
observation allows us to start with the cost matrix
        32 35 40 28 
                          
        40 25 30 22 
        42 27 34 30  with smaller entries in above example.
                          
        25 39 41 35 
                          
Example: A batch of four jobs can be assigned to five different machines. The set-up time
of each job on each machine is given in the following table
Machines: 1      2 3 4 5
       1 10 11 4 2 8 
                               
       2  7 11 10 14 12 
Jobs:
       3  5 6 9 12 14 
                               
       4 13 15 11 10 7 
Find an optimal assignment of jobs to machines, which will minimize the total set-up time.
Solution: Here, the number of jobs is 4 while the number of (and the machine to which is
dummy is assigned under the optimal policy would remain idle for the problem under
consideration). Then the matrix corresponding to the modified problem is
                                           291
                                   S. M. Shahidul Islam
        10 11 4 2 8 
                           
         7 11 10 14 12 
         5 6 9 12 14 
                           
        13 12 11 10 7 
        0 0 0 0 0
                           
We now subtract from each row the corresponding row minimum and then we subtract
from each element of any column the corresponding column-minimum (which is 0 for
each column for the above matrix). Next, we cover all the zeros of the resulting matrix by
the minimum number of horizontal/vertical lines, as shown in the second matrix below.
Since we can cover all the zeros by 3 such lines, we now subtract the minimum of the
uncovered numbers, that is, 1, from every element in every uncovered row (including
those elements of that row covered by a vertical line only) and add 1 to every covered
column (or, equivalently, we subtract 1 from every uncovered element adding 1 to every
twice-covered element).
                               Subtract
            10  11  4    2   8  2                10 11 4 2 8 
                                                                      
            7 11 10 14 12  7                      7 11 10 14 12 
            5 6 9 12 14  5                ==>  5 6 9 12 14 
                                                                      
           13 15 11 10 7  7                      13 15 11 10 7 
           0 0 0 0 0 0                           0 0 0 0 0
                                                                      
                                  21      Subtract: 0 0 0         0 0       0
                                Subtract
                  8    9 2 0   6 1
                                  
                  0    4 3 7   5 1
                  0    1 4 7   9 1
                                  
                  6    8 4 3   0 1
                  0            0 
                       0 0 0
       Add:         1       1   1    1
Finally, we get
                                           292
                                        Assignment Problem
            8 8 1 0 6
                          
            0 3 2 7 5
            0 0 3 7 9
                          
            6 7 3 3 0
            1 0 0 1 1
                          
From the above matrix, we see that the machine 3 (to which                 is assigned the dummy job)
would remain idle, and the optimal solution is
               0 0 0 1 0
                            
              1 0 0 0 0
                                                  1 2 3                   4  : Jobs
        x * =  0 1 0 0 0  or, symbolically                                
                                                4 1 2                   5  : Machines
              0 0 0 0 1
               0 0 1 0 0
                            
with the minimum set-up time: 2 + 7 + 6 + 7 = 22.
We note that
            5            5
15.7 Exercise:
    1. Define assignment problem.
    2. Discuss Hungarian algorithm to solve assignment problem.
    3. Is Hungarian algorithm accurate to solve assignment problem? And discuss your
       answer.
       Or, discuss the justification of Hungarian algorithm.
    4. Solve the following assignment problems with cost matrices by the Hungarian
       method:
                    2 5 4 4             3 2 4 2           14 13 17 14 
                                                                      
                   0 9 3 7             5 2 4 8            16 15 16 15 
               (i)                 (ii)              (iii) 
                     1 8 8 9              6 1 3 5            18 14 20 17 
                                                                      
                   9 4 1 6             1 2 8 9            20 13 15 18 
                                                                      
                                                  293
                                       S. M. Shahidul Islam
                                                   2 2 5 7 4             2
                       1    5 5 2 3                                       
                                                 1 2 5 7 3             2
                       1    5 3 1 4              6 4 4 2 1             3
                  (iv)  4   1 0 2 0 (v)                                   
                                                 3 5 8 7 1             2
                       1    4 5 3 3              4 5 3 2 6
                       2                                               4 
                            5 4 6 6              3 2 2 7 4
                                                                         3 
                1 2 3       4 *               1 2 3 4 *                    1 2 3 4  *
[Answer: (i)                 , Z =12 (ii)            , Z = 8    (iii)                 , Z = 58
                 4  3    1  2                 4 2 3  1                      1  4  2     3  
      1  2   3    4  5        1   2 3    4 5  *               1  2  3    4    5  6  *
(iv)                   or                  Z = 10 (v)                          , Z = 10]
      1  4   5    2  3        5   4 3    2 1                  2  1  5    6    4  3  
    5. The director of data processing for a consulting firm wants to assign four
         programming tasks to four of her programmers. She has estimated the total number
         of days each programmer would take if assigned each of the programs as follows:
                   Tasks:           1     2    3      4
                             1  80 200 150 170 
                                                          
                             2  150 160 120 100 
         Programmers:
                             3  220 190 160 300 
                                                          
                             4  250 150 120 90 
         Determine the optimal assignment of programmers to programming tasks if the
         objective is to minimize the total number of days to complete all four tasks.
                     Pr ogrammers : 1 2 3 4 
         [Answer:                                     , with minimum number of days = 480]
                     Tasks :              1 3 2 4 
    6. A production company has six production firms in six different countries. It has
         recruited six high level officers from many countries for these firms. To assign
         them to their actual firms, company pre-determine the total of their adaptability
         training cost and production system training cost in taka as follows:
                                               Firms
                              1        2       3          4         5       6
                     1  10000 25000 12000 20000 18000 15000 
                                                                                  
                     2  15000 20000 13000 18000 25000 20000 
                     3  25000 15000 10000 19000 30000 21000 
         Officers:                                                                
                     4  7000 35000 14000 17000 10000 18000 
                                                                                  
                     5  17000 30000 9000 25000 18000 15000 
                     6  9000 10000 20000 14000 20000 10000 
                                                  294
                                   Assignment Problem
   Determine the optimal assignment of officers to different firms if the objective is
   to minimize the total training cost.
              Officers : 1 2 3 4 5 6 
   [Answer:                                     and minimum training cost = Tk. 72,000]
              Firms : 1 4 2 5 3 6 
7. A production company has six production firms in six different countries. It has
   recruited six high level officers from many countries for these firms. To assign
   them to their actual firms, company pre-determine the daily profit in U.S $ earned
   by them as follows:
                                         Firms
                      1          2       3         4         5       6
              1  10000 25000 12000 20000 18000 15000 
                                                                        
               2  15000 20000 13000 18000 25000 20000 
               3  25000 15000 10000 19000 30000 21000 
   Officers:                                                            
               4  7000 35000 14000 17000 10000 18000 
                                                                        
               5  17000 30000 9000 25000 18000 15000 
               6  9000 10000 20000 14000 20000 10000 
   Determine the optimal assignment of officers to different firms if the objective is
   to maximize the total profit.
              Officers :  1 2 3 4 5 6 
   [Answer:                                       and maximum profit = $1,45,000]
               Firms :  6 5 1 2 4 3 
8. Introducing the appropriate dummies, solve the following assignment problems of
   cost matrices.
                                                    65 73 63 57 
                                                                      
                                                    67 70 65 58 
               18 24 28 32                        68 72 69 55 
                                    
           (i) 10 15 19 22                (ii)                      
                8 13 17 19                        67   75    70  59 
                                                  71 69 75 57 
                                                                      
                                                    69 71 66 59 
                                                                      
                  1 2 3            1 2 3                     1 2 3 5  *
   [Answer: (i)             Or,         , Z * = 50 (ii)           , Z = 254]
                  1 2 3            1 3 2                     1 3 4 2 
                                        295
                                       Annexure – 1
                                                                       Trigonometry
Highlights:
   A1.1 Introduction                                A1.5 Inverse trigonometric ratios
   A1.2 Trigonometric ratios                        A1.6 Limit
   A1.3 Fundamental relations                       A1.7 Differentiation
   A1.4 Trigonometric ratios of some standard       A1.8 Integration
        angles                                      A1.9 Exercise
A1.1 Introduction: Trigonometry is the branch of Mathematics which deals with the
measurement of angles. It is the most powerful tool of mathematics. But till now it has no
mentionable application in business section. We attached this section in this book for more
interested students.
A1.2 Trigonometric ratios: The basic measurement of the trigonometric ratios from a
right angled triangle is as follows:                                   A
         perpendicu lar                  hypotenuse                           Hypotenuse
sin θ =                  , cosec θ =
          hypotenuse                    perpendicu lar      Perpendicular
             base                    hypotenuse
cos θ =               ,     sec θ =                                                     θ B
         hypotenuse                      base                          C      Base
         perpendicu lar                    base
tan θ =                  , cot θ =                                          Figure A1.1
              base                    perpendicu lar
From the above measurement of the trigonometric ratios, we get
             1               1                1             sin                cos 
cosec θ =        , sec θ =       , cot θ =        , tan θ =        and cot θ =        .
           sin            cos             tan            cos                sin 
Note: Since hypotenuse always greater than or equal to perpendicular and base,
        sin θ ≤ 1, cos θ ≤ 1, cosec θ ≥ 1 and sec θ ≥ 1.
                                                i
                                      S. M. Shahidul Islam
                                               ii
                                                 Annexure – 1
A1.6 Limit: In the chapter of limit and continuity, we have seen the fundamental formulae
of limit. To find the limit of trigonometric functions the following formula is very
important.
                           sin x             tan x
                   Lim             Lim                 Lim cos x =1
                    x 0     x        x 0      x         x0
                  tan x                 1  tan x 
Solution: lim                 = lim                 
              x 0 2 x            x 0 2
                                           x 
                                  1        tan x 
                              = lim                        [ . . . lim kf ( x)  k lim f ( x) ]
                                  2 x 0  x                          x 0           x 0
                                  1                                        tan x
                              = .1                          [. . . lim            1]
                                  2                                  x 0    x
                                  1
                              =                       (Answer)
                                  2
                                              1  cos x
Example: Evaluate the limit lim                             .
                                         x  (  x ) 2
Solution: Let x = π + h. So h  0 as x  π.
      1  cos x              1  cos(  h)
 lim               = lim
 x  (  x ) 2        h 0 {  (  h)}2
                            1  cosh
                   = lim                      [We know that, cos(π + x) = – cosx]
                       h 0     h2
                             2 sin 2 h 2
                   = lim          2
                                              [. . . 1 – cos2x = 2sin2x]
                       h0      h
                             2 sin 2 h 2
                   = lim
                       h0 4( h ) 2
                                  2
                   1       sin h 2 sin h 2 
               =     lim         .        
                   2 h 0  h 2       h
                                        2 
                 1         sin h 2         sin h 2 
               =   lim               lim               [. . .            0 as h  0]
                 2 h 2 0 h 2  h 2 0 h 2 
                                                                     h
                                                                         2
                 1
               =  1 1
                 2
                 1
               =            (Answer)
                 2
                                                      iii
                                       S. M. Shahidul Islam
                                                        iv
                                          Annexure – 1
        d                   d           d
          [sin(ax + c)] =     (sin u).    (ax + c)
        dx                 du           dx
                         = cos u. a
                         = a cos u
                         = a cos(ax + c)       (Answer)
                      dy
Example: Find the        of y = log(sin x2)               [NU – 01 A/C]
                      dx
            dy    d
Solution:      =     [ log(sin x2)]
            dx   dx
                     1       d
               =         2
                            . ( sin x2)
                  sin x dx
                    1               d 2
               =        2
                           .cos x2.    (x )
                 sin x              dx
                 cos x 2
               =           .2x
                  sin x 2
               = 2x cot x 2      (Answer)
                                                 x  sin x
Example: Differentiate with respect to x:                  .    [NU-00 A/C]
                                                 1  cos x
                    x  sin x
Solution: Let y =
                    1  cos x
            dy    d x  sin x
              =     (          )
            dx   dx 1  cos x
                              d                            d
                 (1  cos x) ( x  sin x)  ( x  sin x) (1  cos x)
               =             dx                            dx
                                       (1  cos x) 2
                 (1  cos x)(1  cos x)  ( x  sin x)( sin x)
               =
                                  (1  cos x) 2
                  1  2 cos x  cos 2 x  x sin x  sin 2 x
                =
                                (1  cos x) 2
                  1  2 cos x  x sin x  1
                =                                [. . . sin2 x + cos2 x = 1]
                        (1  cos x) 2
                  2  2 cos x  x sin x
                =                                 (Answer)
                      (1  cos x) 2
                                                  v
                                      S. M. Shahidul Islam
                    m sin 1 x                         2 d2y     dy
Example: If y = e              , then show that (1 – x )    2
                                                              –x    – m2y = 0 [RU-90]
                                                         dx      dx
                                   m sin 1 x
Solution: Given that y = e
        dy      d           1
           =      ( e m sin x )
        dx     dx
        dy           1    d
Or,         = e m sin x        (m sin-1 x)
        dx                dx
        dy                 1
Or,         = y. m
        dx              1 x2
                  dy
Or,      1 x2          = my
                  dx
                        2
              2  dy 
Or,    (1 – x )   = m2y2 [Doing square]
                 dx 
Again differentiating with respect to x, we get
                                 2
        d             dy   d
           [(1 – x2)   ] =    ( m2y2)
        dx            dx   dx
                                 2    2
               d  dy     dy  d           d
Or,    (1 – x ) [   ] +   . (1 – x2) = m2 (y2)
             2
               dx  dx    dx  dx          dx
                                              2
             2   dy d dy              dy               dy
                                       (– 2x) = m .2y.
                                                   2
Or,    (1 – x ).2 . ( ) +
                 dx dx dx             dx               dx
                                          2
                   dy d 2 y           dy   2 dy
Or,    2(1 – x2)     .      – 2x       = 2m y
                   dx dx 2            dx      dx
                 d2y      dy                            dy
Or,    (1 – x2)     2
                      –x      = m2y [Dividing by 2         ]
                 dx       dx                            dx
                 d2y      dy
So,     (1 – x2)    2
                      –x      – m2 y = 0        (Proved)
                 dx       dx
A1.8 Integration: We know that the integration is the anti-differentiation. Here we shall
learn how to integrate a trigonometric function.
                             d
Example: We know that,          (sin x) = cos x
                             dx
So, ∫cos x dx = sinx + c; c is the integral constant.
                                                  vi
                                            Annexure – 1
                            1
Solution: Let I = ∫               dx
                         1 x2
                                                      1                  x
                    = sin-1 x + c        [ . .. ∫             dx  sin 1 + c
                                                   a2  x2               a
                        
                        2
Example: Evaluate        x sin x dx
                        0
                                       [RU-90]
                                                   d
Solution: Here, ∫x sin x dx = x ∫sin x dx - ∫[       (x). ∫sin x dx]dx
                                                  dx
                               = - x cos x - ∫1. (- cos x) dx
                               = - x cos x + ∫cos x dx = - x cos x + sinx
         
         2                              
                                                         
So,       x sin x dx = sin x  x cos x 02 = (sin
         0
                                                    2
                                                      – cos ) – sin 0 – 0.cos 0
                                                       2   2
                                                    vii
                                          S. M. Shahidul Islam
                                
                       = (1 –     .0) – 0 = 1    (Answer)
                                2
A1.9 Exercise:
    1. Prove the following relations:
             tan      tan                                1  cos 
       (i)                    2 cos ec , (ii)                      cos ec  cot 
           sec  1 sec  1                               1  cos 
                1  sin 
        (iii)                 sec  tan
                1  sin 
    2. Find the value of A when A< 900:
            (i)       2 sin2 A = 3cos A           [Answer: 600]
            (ii)      5 cosec A – 7cot A cosec A – 2 = 0 [Answer: 600]
                                2
                         1                                  1
       [Answer: (i) 7 , (ii) 5, (iii) 0, (iv) 1, (v) 2 ]
    4. Differentiate the following functions:
       (i) x4 tan x, (ii) sin x .cos x, (iii) sin 6x, (iv) sin ax. e-bx (v) x3 cos x,
       (vi) log(sec x + tan x), (vii) (5x3 + sin2 x)1/4, (viii) sin {ln(1 + x2)}
       [Answer: (i) x3(4 tan x + x sec2 x), (ii) cos 2x, (iii) 6 cos 6x,
       (iv) e-bx(a cos ax – b sin ax), (v) x2(3 cosx – x sin x), (vi) sec x,
                  15 x 2  sin 2 x              2 x cos{ln(1  x 2 )}
       (vii)                           , (viii)                       ]
              44 (5 x 2  sin 2 x) 3                    1 x2
    5. Evaluate the following integrals:
                                              1         1
        (i) ∫(sin 5x + cos 3x) dx          [Answer:
                                                sin 3x - cos 5x + c]
                                              3         5
                                    2
       (ii) ∫(sec x. tan x – 3 cosec x) dx [Answer: sec x + 3 cot x + c]
       (iii) ∫sec x(sec x – tan x) dx [Answer: tan x – sec x + c]
    6. Evaluate the following integrals:
               
               2
                                         
        (i)  sin 2 x dx [Answer:          ]
               0
                                         4
                
                   2
                       1
        (ii)     1  sin x dx
                   0
                                  [Answer: 1]
                                                   viii
                                            Annexure – 1
Bibliography
                                                  ix
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