Matrix Equation

Nonhomogeneous matrix equations of the form

can be solved by taking the matrix inverse to obtain

This equation will have a nontrivial solution iff the determinant . In general, more numerically stable tech
the equation include Gaussian elimination, LU decomposition, or the square root method.

For a homogeneous matrix equation

to be solved for the s, consider the determinant

Now multiply by , which is equivalent to multiplying the first column (or any column) by ,

The value of the determinant is unchanged if multiples of columns are added to other columns. So add times colu
times column to the first column to obtain

But from the original matrix, each of the entries in the first columns is zero since

so
Therefore, if there is an which is a solution, the determinant is zero. This is also true for , ..., , so the ori
system has a nontrivial solution for all s only if the determinant is 0. This approach is the basis for Cramer's rule.

Given a numerical solution to a matrix equation, the solution can be iteratively improved using the following techniq
the numerically obtained solution to

is , where is an error term. The first solution therefore gives

where is found by solving (10)

Combining (11) and (12) then gives

SEE ALSO: Cramer's Rule, Gaussian Elimination, LU Decomposition, Matrix, Matrix Addition, Matrix Inequality, Matr
Multiplication, Normal Equation, Square Root Method. [Pages Linking Here]

CITE THIS AS:

Weisstein, Eric W. "Matrix Equation." From MathWorld--A Wolfram Web Resource. http://mathworld.wolfram.com/MatrixEquation.html

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