APPENDIX F: MATRICES, DETERMINANTS, AND SYSTEMS OF EQUATIONS

F.1

MATRIX DEFINITIONS AND NOTATIONS

MATRIX
An m n matrix is a rectangular or square array of elements with m rows and n columns. An example of a matrix is shown in Eq. (F.1). 3 2 a11 a12 a1n 6 a21 a22 a2n 7 7 6 (F.1) A6 . 7 . . . . . . . 4 . . . . 5 am1 am2 amn For each subscript, ai j ; i the row, and j the column. If m n, the matrix is said to be a square matrix.

VECTOR
If a matrix has just one row, it is called a row vector. An example of a row vector follows: (F.2) B b11 b12 b1n If a matrix has just one column, it is called a column vector. An example of a column vector follows: 2 3 c11 6 c12 7 6 7 C6 . (F.3) 7 4 . . 5 cm1

Appendix F: Matrices, Determinants, and Systems of Equations

PARTITIONED MATRIX
A matrix can be partitioned into component matrices or vectors. For example, let 2 3 2 3 a11 a12 a13 a14 a11 a12 a13 a14   6 a21 a22 a23 a24 7 6 a21 a22 a23 a24 7 76 7 A11 A12 (F.4) A6 4 a31 a32 a33 a34 5 4 a31 a32 a33 a34 5 A21 A22 a41 a42 a43 a44 a41 a42 a43 a44 where a11 4 a21 a31 2 3 a12 a22 5; a32 a42 ; a13 4 a23 a33 2 3 a14 a24 5 a34 a44

A11

A12

A21 a41

A22 a43

NULL MATRIX
A matrix with all elements equal to zero is called the null matrix; that is, ai j 0 for all i and j An example of a null matrix follows: 0 60 A6 4. . . 0 2 0 0 . . . 0 0 0 . . . 0 . . . 0 3 0 07 7 . . .5 0

. . . 0

. . . 0

(F.5)

DIAGONAL MATRIX
A square matrix with all elements off of the diagonal equal to zero is said to be a diagonal matrix; that is, ai j 0 for i 6 j. An example of a diagonal matrix follows: a11 6 0 6 6 A6 0 6 . 4 . . 0 2 0 a22 0 . . . 0 0 0 a33 . . . 0 . . . 0 0 0 . . . ann 3 7 7 7 7 7 5 (F.6)

IDENTITY MATRIX
A diagonal matrix with all diagonal elements equal to unity is called an identity matrix and is denoted by I; that is, ai j 1 for i j, and ai j 0 for i 6 j. An example of an identity matrix follows: 1 60 A6 4. . . 0 2 0 1 . . . 0 0 0 . . . 0 . . . 3 0 07 7 . . .5 1

(F.7)

F.1 Matrix Definitions and Notations

SYMMETRIC MATRIX
A square matrix for which ai j a ji is called symmetric matrix follows: 2 3 8 A 48 9 7 2 a symmetric matrix. An example of a 3 7 25 4

(F.8)

MATRIX TRANSPOSE
The transpose of matrix A, designated AT, is formed by interchanging the rows and columns of A. Thus, if A is an m n matrix with elements aij, the transpose is an n m matrix with elements aji. An example follows. Given 2 3 1 7 9 6 2 6 3 7 7 A6 (F.9) 4 4 8 55 1 3 2 then 1 AT 4 7 9 2 2 6 3 3 4 1 8 35 5 2 (F.10)

DETERMINANT OF A SQUARE MATRIX

The determinant of a square matrix is denoted by det A, or 3 2 a11 a12 a1n 6 a21 a22 a2n 7 7 6 7 6 . . . . . . . 4 . . . . . 5 am1 The determinant of a 2 2 matrix,  A is evaluated as   a11 det A   a21  a12   a11 a22 a21 a12 a22  (F.13) a11 a21 a12 a22  (F.12) am1 amn

(F.11)

MINOR OF AN ELEMENT
The minor, Mij of element aij of det A is the determinant formed by removing the ith row and the jth column from det A. As an example, consider the following determinant:   3 8 7    det A  (F.14) 6 9 2 5 1 4

Appendix F: Matrices, Determinants, and Systems of Equations

The minor M32 is the determinant formed by removing the third row and the second column from det A. Thus,   3 7   36 M32  (F.15) 6 2

COFACTOR OF AN ELEMENT
The cofactor, Cij, of element aij of det A is dened to be Ci j 1i j Mi j For example, given the determinant of Eq. (F.14)   8 7  C21 121 M21 13   1 4  25 (F.17) (F.16)

EVALUATING THE DETERMINANT OF A SQUARE MATRIX

The determinant of a square matrix can be evaluated by expanding minors along any row or column. Expanding along any row, we nd
n

det A aik Cik

k1

(F.18)

where n number of columns of A; j is the jth row selected to expand by minors; and Cik is the cofactor of aik. Expanding along any column, we nd
m

det A ak j Ck j
k 1

(F.19)

where m number of rows of A; j is the jth column selected to expand by minors; and Ckj is the cofactor of akj. For example, if 2 3 1 3 2 A 4 5 6 7 5 (F.20) 8 5 4 then, expanding by minors on the third column, we nd       5 6  1 3  1     7 4 det A 2   5  8 5 8 5 Expanding by minors on the second row, we nd      3 2     6 1 2  7 1 det A 5 5 4 8 4 8  3  195 6  3  195 5

(F.21)

(F.22)

SINGULAR MATRIX
A matrix is singular if its determinant equals zero.

NONSINGULAR MATRIX
A matrix is nonsingular if its determinant does not equal zero.

F.2 Matrix Operations

ADJOINT OF A MATRIX
The adjoint of a square matrix, A, written adj A, is the matrix formed from the transpose of the matrix A after all elements have been replaced by their cofactors. Thus, 3T 2 C11 C12 C1n 6 C21 C22 C2n 7 7 6 adj A 6 . (F.23) 7 . . . . . . 4 . . . . . 5 Cn1 Cn2 Cnn For example, consider the following matrix: 2 3 1 2 3 A 4 1 4 5 5 6 8 7 Hence, 2  4  6 8 6  6 2 6 adj A 6  6 8 6  4 2  4  5  7  3  7  3  5    1 5     6 7   1 3   6 7    1 3    1 5    1   6  1  6   1   1  3T 4  87 2 3 7 12 10 2 7  27 7 4 37 11 8 5 87 7 32 4 6 5 2  4

(F.24)

(F.25)

RANK OF A MATRIX
The rank of a matrix, A, equals the number of linearly independent rows or columns. The rank can be found by nding the highest-order square submatrix that is nonsingular. For example, consider the following: 2 3 1 5 2 (F.26) A4 4 7 5 5 3 15 6 The determinant of A 0. Since the determinant is zero, the 3 3 matrix is singular. Choosing the submatrix   1 5 A (F.27) 4 7 whose determinant equals 27, we conclude that A is of rank 2.

F.2

MATRIX OPERATIONS

ADDITION
The sum of two matrices, written A B C, is dened by ai j bi j ci j. For example,       2 1 7 5 9 6 (F.28) 3 5 4 3 1 8

Appendix F: Matrices, Determinants, and Systems of Equations

SUBTRACTION
The difference between two matrices, written A B C, is dened by ai j bi j ci j. For example,       5 4 2 1 7 5 (F.29) 3 5 4 3 7 2

MULTIPLICATION
The product of two matrices, written AB C, is dened example, if 2   b11 b12 a11 a12 a13 A ; B 4 b21 b22 a21 a22 a23 b31 b32 then
a11 b11 a12 b21 a13 b31 a11 b12 a12 b22 a13 b32 C a21 b11 a22 b21 a23 b31 a21 b12 a22 b22 a23 b32 

by ci j aik bk j. For
k 1

3 b13 b23 5 b33

(F.30)

a11 b13 a12 b23 a13 b33 a21 b13 a22 b23 a23 b33

(F.31) Notice that muitiplicalion is dened only if the number of columns of A equals the number of rows of B.

MULTIPLICATION BY A CONSTANT
A matrix can be multiplied by a constant by multiplying every element of the matrix by that constant. For example, if   a a12 A 11 (F.32) a21 a22 then ka11 kA ka21  ka12 ka22  (F.33)

INVERSE
An n n square matrix, A, has an inverse, denoted by A1, which is dened by AA1 I where I is an n n identity matrix. The inverse of A is given by adj A (F.35) det A For example, nd the inverse of A in Eq. (F.24). The adjoint was calculated in Eq. (F.25). The determinant of A is       2 3 2 3 4 5   34     (F.36) 6 1 det A 1 4 5 8 7 8 7 A1 (F.34)

F.3 Matrix and Determinant Identities

Hence, 3 12 10 2 4 37 11 8 5 2 3 0:353 0:294 0:059 32 4 6 4 1:088 0:324 0:235 5 34 0:941 0:118 0:176 2

A 1

(F.37)

F.3

MATRIX AND DETERMINANT IDENTITIES

The following are identities that apply to matrices and determinants.

MATRIX IDENTITIES
Commutative Law ABBA AB 6 BA Associative Law A B C A B C ABC ABC Transpose of Sum A BT AT BT Transpose of Product ABT BT AT (F.43) (F.42) (F.40) (F.41) (F.38) (F.39)

DETERMINANT IDENTITIES
Multiplication of a Single Row or Single Column of a Matrix, A, by a Constant If a single row or single column of a matrix, A, is multiplied by a constant, k, forming the ~ , then matrix, A ~ k det A det A Multiplication of All Elements of an n n Matrix, A, by a Constant detkA kn det A Transpose det AT det A (F.46) (F.45) (F.44)

Appendix F: Matrices, Determinants, and Systems of Equations

Determinant of the Product of Square Matrices det AB det A det B det AB det BA (F.47) (F.48)

F.4

SYSTEMS OF EQUATIONS

REPRESENTATION
Assume the following system of n linear equations: a11 x1 a12 x2 a1n b1 a21 x1 a22 x2 a2n b2 . . . an1 x1 an2 x2 ann bn This system of equations can be represented in vector-matrix form as Ax B where a11 6 a21 6 A6 . 4 . . an1 2 a12 a22 . . . an2 . . . 3 2 3 a1n b1 6 b2 7 a2n 7 7 6 7 7; B 6 . 7; . . 5 4. . 5 . ann bn 3 x1 6 x2 7 6 7 x6. 7 4. . 5 xn 2 (F.50)

(F.49)

For example, the following system of equations, 5x1 7x2 3 8x1 4x2 9 can be represented in vector-matrix form as Ax B, or      3 5 7 x1 9 8 4 x2 (F.51a) (F.51b)

(F.52)

SOLUTION VIA MATRIX INVERSE

If A is nonsingular, we can premultiply Eq. (F.50) by A1, yielding the solution x. Thus, x A 1 B For example, premultiplying both sides of Eq. (F.52) by A , where   1   5 7 0:0526 0:0921 1 A 8 4 0:1053 0:0658 we solve for x A1 B as follows:        0:987 3 0:0526 0:0921 x1 0:276 0:1053 0:0658 9 x2
1

(F.53)

(F.54)

(F.55)

Bibliography

SOLUTION VIA CRAMERS RULE

Equation (F.53) allows us to solve for all unknowns, xi, where i 1 to n. If we are interested in a single unknown, xk, then Cramers rule can be used. Given Eq. (F.50), Cramers rule states that det Ak (F.56) det A where Ak; is a matrix formed by replacing the kth column of A by B. For example, solve Eq. (F.52). Using Eq. (F.56) with     5 7 3 A ; B 8 4 9 xk we nd   3   9 x1   5   8 and    5 3    8 9  21  x2   5 7  76 2:276    8 4   7  4  75  0:987 7  76 4

(F.57)

(F.58)

BIBLIOGRAPHY
Dorf, R. C. Matrix AlgebraA Programmed Introduction. Wiley, New York, 1969. Kreyszig, E. Advanced Engineering Mathematics. 4th ed. Wiley, New York, 1979. Wylie, C. R., Jr. Advanced Engineering Mathematics. 5th ed. McGraw-Hill, New York, 1982.