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Specific entries of a matrix are often referenced by using pairs of subscripts.
In mathematics, a matrix (plural matrices, or less commonly matrixes) is a rectangular
array of numbers, such as
(OR)
A matrix is a rectangular array of elements. If it has m rows and n columns
then the matrix is called an m n × matrix. It is called the size of this matrix.
Let A be an m n × matrix, the element on the i
th
row and j
th
column is called
the (i, j)
th
entry of the matrix.
Notation: Let A be an m n × matrix. We will denote it by A=( )
i j
a , where
ij
a is
the (i, j)
th
entry of A.
Definition
A matrix is a rectangular arrangement of numbers.
[1]
For example,
An alternative notation uses large parentheses instead of box brackets:
The horizontal and vertical lines in a matrix are called rows and columns, respectively.
The numbers in the matrix are called its entries or its elements. To specify a matrix's size,
a matrix with m rows and n columns is called an mbyn matrix or m × n matrix, while m
and n are called its dimensions. The above is a 4by3 matrix.
A matrix where one of the dimensions equals one is also called a vector, and may be
interpreted as an element of real coordinate space. An m × 1 matrix (one column and m
rows) is called a column vector and a 1 × n matrix (one row and n columns) is called a
row vector. For example, the second row vector of the above matrix A is
Notation
A common shorthand is A = [a
i,j
]
i=1,...,m; j=1,...,n
or more briefly A = [a
i,j
]
m×n
to define an m × n matrix A. Usually the entries a
i,j
are defined separately for all integers
1 ≤ i ≤ m and 1 ≤ j ≤ n. They can however sometimes be given by one formula; for
example the 3by4 matrix
can alternatively be specified by A = [i − j]
i=1,2,3; j=1,...,4
.
Some programming languages start the numbering of rows and columns at zero, in which
case the entries of an mbyn matrix are indexed by 0 ≤ i ≤ m − 1 and 0 ≤ j ≤ n − 1.
[2]
This
article follows the more common convention in mathematical writing where enumeration
starts from 1
EQUAL MATRICES:
Two matrices are said to be equal if they are of the same size and their (i, j)
th
entries are all equal.
Basic operations(Algebraic operations on matrices)
Main articles: Matrix addition, Scalar multiplication, Transpose, and Row operations
There are a number of operations that can be applied to modify matrices called matrix
addition, scalar multiplication and transposition.
[3]
These form the basic techniques to
eal with matrices.
Definition: (Matrix addition) Let
( ) ( )
,
i j i j
A a B b = = be two m n × matrices of
numbers. Then, A B + is an m n × matrix such that its (i, j)
th
entry is
i j i j
a b + i.e.
( ) ( ) ( )
i j i j i j i j
a b a b + = + .
Example:
1 6 1 2 3 3 3 9 2
0 1 5 1 0 1 1 1 6
−      
+ =
  
− −
\ ¹ \ ¹ \ ¹
Definition: (Scalar multiplication) Let
( )
i j
A a = be an m n × matrix of numbers
and let a be another number. Then, kA, the scalar multiplication of the
number a to the matrix A, is an m n × matrix such that its (i, j)
th
entry is
i j
k a ⋅ i.e.
( ) ( )
i j i j
k a k a = ⋅ .
Example:
1 1 0 3 3 0
3
2 5 7 6 15 21
− −    
=
 
\ ¹ \ ¹
, ( ) ( ) 4 1 3 5 7 4 12 20 28 = .
2 4
2 4 8
6 12
   
 
=
 
 
\ ¹ \ ¹
.
Remark: Let ( )
i j
B b = . Then, B − is defined to be ( )
i j
b − . Note that ( 1) B B − = − .
A B − is defined to be ( ) ( ) ( )
i j i j i j i j
a b a b − = − .
Addition and scalar multiplication satisfy the following laws.
Theorem: Let , , A B Cbe matrices of the same size and let , k k′ be numbers. Let
0 denote the zero matrix of the same size. Then,
(i) Associative Law for Addition: ( ) ( ) A B C A B C + + = + +
(ii) Commutative Law for Addition: A B B A + = +
(iii) Neutral Element for Addition: 0 0 A A + = +
(iv) Existence of Inverse: Let ( 1) A A − = − . Then, ( ) ( ) 0 A A A A + − = − + =
(v) Distributive Law: ( ) k A B kA kB + = + , ( ) k k A kA k A ′ ′ + = +
(vi) ( ) ( ) kk A k k A ′ ′ =
(vii) 1A A = .
Definition: (Matrix multiplication) Let
( )
ik
A a = be an m r × matrix and let
( )
pq
B b = be an r n × matrix. Then, we can define AB as an m n × matrix such
that its (i, j)
th
entry is equal to
1 1 2 2
1
l r
i j i j ir rj il lj
l
a b a b a b l a b
=
=
+ + + = =
∑
L .
Remark: We can form the product AB whenever the number of columns of
Aequal to the number of rows of B . To compute the (i, j)
th
entry of AB , we
use the i
th
row of Aand the j
th
column of B .
Example:
1 0 3 0 1 0 0 0 1 0 0
1 2 2 1 1 0 1 2 3 0 4
0 5 1 0 0 0 1 5 5 0 6
    
  
− − = −
  
  
−
\ ¹\ ¹ \ ¹
Theorem: Let , , A B Cbe matrices. Then, whenever the products and sums are
defined,
(i) Associative Law: ( ) ( ) AB C A BC =
(ii) Distributive Law: ( ) A B C AB AC + = + , ( ) B C A BA CA + = + .
(iii) ( ) ( ) ( ) k AB kA B A kB = = , where k is a number.
Familiar properties of numbers extend to these operations of matrices: for example,
addition is commutative, i.e. the matrix sum does not depend on the order of the
summands: A + B = B + A.
[4]
The transpose is compatible with addition and scalar
multiplication, as expressed by (cA)
T
= c(A
T
) and (A + B)
T
= A
T
+ B
T
. Finally, (A
T
)
T
= A.
Row operations are ways to change matrices. There are three types of row operations:
row switching, that is interchanging two rows of a matrix, row multiplication,
multiplying all entries of a row by a nonzero constant and finally row addition which
means adding a multiple of a row to another row. These row operations are used in a
number of ways including solving linear equations and finding inverses.
Row vector
In linear algebra, a row vector or row matrix is a 1 × n matrix, that is, a matrix
consisting of a single row:
[1]
The transpose of a row vector is a column vector:
Square matrices
A square matrix is a matrix which has the same number of rows and columns. An nbyn
matrix is known as a square matrix of order n.
1 5
7 2
 

\ ¹
is a 2 2 × square matrix.
Any two square matrices of the same order can be added and multiplied. A square matrix
A is called invertible or nonsingular if there exists a matrix B such that
AB = I
n
.
[13]
This is equivalent to BA = I
n
.
[14]
Moreover, if B exists, it is unique and is called the
inverse matrix of A, denoted A
−1
.
Diagonal matrix
In linear algebra, a diagonal matrix is a square matrix in which the entries outside the main
diagonal (↘) are all zero. The diagonal entries themselves may or may not be zero. Thus, the
matrix D = (d
i,j
) with n columns and n rows is diagonal if:
For example, the following matrix is diagonal:
The term diagonal matrix may sometimes refer to a rectangular diagonal matrix, which is an m
byn matrix with only the entries of the form d
i,i
possibly nonzero; for example,
, or
The entries A
i,i
form the main diagonal of a matrix. The trace, tr(A) of a square matrix A
is the sum of its diagonal entries. While, as mentioned above, matrix multiplication is not
commutative, the trace of the product of two matrices is independent of the order of the
factors: tr(AB) = tr(BA).
[15]
ZERO MATRIX:
Definition: The matrix with all entries equal to zero is called a zero matrix.
An n n × matrix ( )
i j
a such that 1
i j
a = if i j = and 0
i j
a = otherwise is called the
identity matrix of order n. It is usually denoted by
n
I .
Examples:
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
 



\ ¹
is the 3 5 × zero matrix.
2 3
1 0 0
1 0
, 0 1 0
0 1
0 0 1
I I
 
 

= =


\ ¹

\ ¹
.
Remark: We will not have special notation for zero matrix. Usually, we just
denote it by 0 . Its size is determined by the context.
Identity matrix
In linear algebra, the identity matrix or unit matrix of size n is the nbyn square matrix with
ones on the main diagonal and zeros elsewhere. It is denoted by I
n
, or simply by I if the size is
immaterial or can be trivially determined by the context. (In some fields, such as quantum
mechanics, the identity matrix is denoted by a boldface one, 1; otherwise it is identical to I.)
Some mathematics books use U and E to represent the Identity Matrix (meaning "Unit Matrix"
and "Elementary Matrix", or from the German "Einheitsmatrix",
[1]
respectively), although I is
considered more universal.
The important property of matrix multiplication of identity matrix is that for mbyn A
Involutory matrix
In mathematics, an involutory matrix is a matrix that is its own inverse. That is, matrix A is an
involution iff A
2
= I. One of the three classes of elementary matrix is involutory, namely therow
interchange elementary matrix. A special case of another class of elementary matrix, that which
represents multiplication of a row or column by −1, is also involutory; it is in fact a trivial example
of a signature matrix, all of which are involutory.
Involutory matrices are all square roots of the identity matrix. This is simply a consequence of the
fact that any nonsingular matrix multiplied by its inverse is the identity. If A is an n × nmatrix,
then A is involutory if and only if ½(A + I) is idempotent.
An involutory matrix which is also symmetric is an orthogonal matrix, and thus represents
an isometry (a linear transformation which preserves Euclidean distance). A reflection matrix is an
example of an involutory matrix.
Nilpotent matrix
In linear algebra, a nilpotent matrix is a square matrix N such that
for some positive integer k. The smallest such k is sometimes called
the degree of N.
Examples: The matrix
is nilpotent, since M
2
= 0. More generally, any triangular matrix with 0's along the main
diagonal is nilpotent.
For example, the matrix
is nilpotent, with
Though the examples above have a large number of zero entries, a typical nilpotent
matrix does not. For example, the matrices
both square to zero, though neither matrix has zero entries.
Triangular matrix
In the mathematical discipline of linear algebra, a triangular matrix is a special kind of
square matrix where the entries either below or above the main diagonal are zero.
Because matrix equations with triangular matrices are easier to solve they are very
important in numerical analysis. The LU decomposition gives an algorithm to decompose
any invertible matrix A into a normed lower triangle matrix L and an upper triangle
matrix U.
A matrix of the form
is called lower triangular matrix or left triangular matrix, and analogously a matrix of
the form
is called upper triangular matrix or right triangular matrix.
If all entries outside the main diagonal are zero, A is called a diagonal matrix. If only all
entries above (below) the main diagonal are zero, A is called a lower triangular matrix
(upper triangular matrix, respectively). For example, if n = 3, they look like
(diagonal), (lower) and
(upper triangular matrix).
The standard operations on triangular matrices conveniently preserve the triangular form:
the sum and product of two upper triangular matrices is again upper triangular. The
inverse of an upper triangular matrix is also upper triangular, and of course we can
multiply an upper triangular matrix by a constant and it will still be upper triangular. This
means that the upper triangular matrices form a subalgebra of the ring of square matrices
for any given size. The analogous result holds for lower triangular matrices. Note,
however, that the product of a lower triangular with an upper triangular matrix does not
preserve triangularity.
Tridiagonal matrix
In linear algebra, a tridiagonal matrix is a matrix that is "almost" a diagonal matrix. To
be exact: a tridiagonal matrix has nonzero elements only in the main diagonal, the first
diagonal below this, and the first diagonal above the main diagonal.
For example, the following matrix is tridiagonal:
A determinant formed from a tridiagonal matrix is known as a continuant.
[1
Transpose
In linear algebra, the transpose of a matrix A is another matrix A
T
(also written A′, A
tr
or
t
A) created by any one of the following equivalent actions:
• write the rows of A as the columns of A
T
• write the columns of A as the rows of A
T
• reflect A by its main diagonal (which starts from the top left) to obtain A
T
Formally, the (i,j) element of A
T
is the (j,i) element of A.
[A
T
]
ij
= [A]
ji
If A is a m × n matrix then A
T
is a n × m matrix. The transpose of a scalar is the same
scalar.
Example: Let
1 7
1 0
2 3
A
 

= −


\ ¹
. Then,
1 1 2
7 0 3
T
A
−  
=

\ ¹
.
NOTE: Let , A B be matrices and k be a number. Then, whenever the sum and
product are defined,
(i) ( )
T T T
A B A B + = +
(ii) ( )
T T
A A =
(iii) ( )
T T
kA kA =
(iv) ( )
T T T
AB B A = .
Symmetric matrix
In linear algebra, a symmetric matrix is a square matrix, A, that is equal to its transpose
The entries of a symmetric matrix are symmetric with respect to the main diagonal (top
left to bottom right). So if the entries are written as A = (a
ij
), then
for all indices i and j. The following 3×3 matrix is symmetric:
A matrix is called skewsymmetric or antisymmetric if its transpose is the same as its
negative. The following 3×3 matrix is skewsymmetric:
Skewsymmetric matrix
In linear algebra, a skewsymmetric (or antisymmetric or antimetric
[1]
) matrix is a
square matrix A whose transpose is also its negative; that is, it satisfies the equation:
or in component form, if : for all and
For example, the following matrix is skewsymmetric:
Compare this with a symmetric matrix whose transpose is the same as the matrix
or an orthogonal matrix, the transpose of which is equal to its inverse:
The following matrix is neither symmetric nor skewsymmetric:
Every diagonal matrix is symmetric, since all offdiagonal entries are zero. Similarly,
each diagonal element of a skewsymmetric matrix must be zero, since each is its own
negative.
Orthogonal matrix
In linear algebra, an orthogonal matrix is a square matrix with real entries whose
columns (or rows) are orthogonal unit vectors (i.e., orthonormal). Because the columns
are unit vectors in addition to being orthogonal, some people use the term orthonormal
to describe such matrices.
Equivalently, a matrix Q is orthogonal if its transpose is equal to its inverse:
alternatively,
(OR)
Definition: An n n × matrix Ais called an orthogonal matrix whenever
T
A A I = .
EXAMPLE:
1 0 1 0 1 0 cos sin
, , ,
0 1 0 1 0 1 sin cos
θ θ
θ θ
− − −        
   
− −
\ ¹ \ ¹ \ ¹ \ ¹
Conjugate transpose
"Adjoint matrix" redirects here. An adjugate matrix is sometimes called a "classical adjoint matrix".
In mathematics, the conjugate transpose, Hermitian transpose, or adjoint matrix of an mby
n matrix A with complex entries is the nbym matrix A
*
obtained from A by taking
thetranspose and then taking the complex conjugate of each entry (i.e. negating their imaginary
parts but not their real parts). The conjugate transpose is formally defined by
where the subscripts denote the i,jth entry, for 1 ≤ i ≤ n and 1 ≤ j ≤ m, and the overbar denotes a
scalar complex conjugate. (The complex conjugate of a + bi, where a and b are reals, isa − bi.)
This definition can also be written as
where denotes the transpose and denotes the matrix with complex conjugated entries.
Other names for the conjugate transpose of a matrix are Hermitian conjugate, or transjugate.
The conjugate transpose of a matrix A can be denoted by any of these symbols:
or , commonly used in linear algebra
(sometimes pronounced "A dagger"), universally used in quantum mechanics
, although this symbol is more commonly used for the MoorePenrose
pseudoinverse
In some contexts, denotes the matrix with complex conjugated entries, and thus the
conjugate transpose is denoted by or .
EXAMPLE:
then
Hermitian matrix
A Hermitian matrix (or selfadjoint matrix) is a square matrix with complex entries which is
equal to its own conjugate transpose – that is, the element in the ith row and jth column is equal
to the complex conjugate of the element in the jth row and ith column, for all indices i and j:
If the conjugate transpose of a matrix is denoted by , then the Hermitian property can be
written concisely as
Hermitian matrices can be understood as the complex extension of a real symmetric matrix.
For example,
is a Hermitian matrix
SkewHermitian matrix
In linear algebra, a square matrix with complex entries is said to be skewHermitian or
antihermitian if its conjugate transpose is equal to its negative.
[1]
That is, the matrix A is
skewHermitian if it satisfies the relation
where denotes the conjugate transpose of a matrix. In component form, this means that
for all i and j, where a
i,j
is the i,jth entry of A, and the overline denotes complex
conjugation.
SkewHermitian matrices can be understood as the complex versions of real skew
symmetric matrices, or as the matrix analogue of the purely imaginary numbers.
[2]
Unitary matrix
In mathematics, a unitary matrix is an n by n complex matrix U satisfying the condition
where is the identity matrix in n dimensions and is the conjugate transpose (also
called the Hermitian adjoint) of U. Note this condition says that a matrix U is unitary if
and only if it has an inverse which is equal to its conjugate transpose
A unitary matrix in which all entries are real is an orthogonal matrix. Just as an
orthogonal matrix G preserves the (real) inner product of two real vectors,
so also a unitary matrix U satisfies
for all complex vectors x and y, where stands now for the standard inner product on
.
If is an n by n matrix then the following are all equivalent conditions:
1. is unitary
2. is unitary
3. the columns of form an orthonormal basis of with respect to this inner
product
4. the rows of form an orthonormal basis of with respect to this inner product
5. is an isometry with respect to the norm from this inner product
6. U is a normal matrix with eigenvalues lying on the unit circle.
Row operations :
Let AX b = be a system of mequations in n unknowns. To solve this system,
we apply three basic operations on the system of equations to get an
equivalent but simpler system. The three operations are
(i) Multiply an equation by a nonzero number
(ii) Interchange two equations
(iii) Add to a certain equation a multiple of another equation.
(OR)
Three Elementary Row Operations
1. Switch any tow rows.
2. Multiply a row by a nonzero constant.
3. Replace a row by the sum of that row and a multiple of another row.
Two matrices are called row equivalent if one can be transformed into the other using a
sequence of row operations. Since row operations do not effect the solution space, any
two row equivalent matrices have the same solution space.
Elementary matrix
In mathematics, an elementary matrix is a simple matrix which differs from the identity
matrix in a minimal way. The elementary matrices generate the general linear
group of invertible matrices, and left (respectively, right) multiplication by an elementary
matrix representelementary row operations (respectively, elementary column operations).
In algebraic Ktheory, "elementary matrices" refers only to the rowaddition matrices.
Use in solving systems of equations
Elementary row operations do not change the solution set of the system of linear
equations represented by a matrix, and are used in Gaussian
elimination (respectively, GaussJordan elimination) to reduce a matrix to row echelon
form (respectively, reduced row echelon form).
The acronym "ero" is commonly used for "elementary row operations".
Operations
There are three types of elementary matrices, which correspond to three types of row
operations (respectively, column operations):
Row switching
A row within the matrix can be switched with another row.
Row multiplication
Each element in a row can be multiplied by a nonzero constant.
Row addition
A row can be replaced by the sum of that row and a multiple of another row.
The elementary matrix for any row operation is obtained by executing the operation on an identity
matrix.
(OR)
Definition: On any given matrix, the elementary row operations are listed in
the following.
(i) Multiply a certain row by a nonzero number.
(ii) Interchange two rows.
(iii) Adding to a certain row a multiple of another row.
Remark: Elementary row operations are reversible.
Example
Use the elementary row operations to put the following in rref.
Solution
We follow the procedures:
Rank (linear algebra)
The column rank of a matrix A is the maximal number of linearly independent columns of A.
Likewise, the row rank is the maximal number of linearly independent rows of A.
Since the column rank and the row rank are always equal, they are simply called the rank of A.
Alternative definitions
column rank – dimension of column space
The maximal number of linearly independent columns of the m×n matrix A with
entries in the field F is equal to the dimension of the column space of A (the column space being
the subspace of F
m
generated by the columns of A, which is in fact just the image of A as a linear
map).
row rank – dimension of row space
Since the column rank and the row rank are the same, we can also define the rank of A as the
dimension of the row space of A, or the number of rows in a basis of the row space.
determinantal rank – size of largest nonvanishing minor
Another equivalent definition of the rank of a matrix is the greatest order of any nonzero minor in
the matrix (the order of a minor being the size of the square submatrix of which it is the
determinant). Like the decomposition rank characterization, this does not give an efficient way of
computing the rank, but it is useful theoretically: a single nonzero minor witnesses a lower bound
(namely its order) for the rank of the matrix, which can be useful to prove that certain operations
do not lower the rank of a matrix.
Properties
We assume that A is an mbyn matrix over either the real numbers or the complex numbers, and
we define the linear map f by f(x) = Ax as above.
1. only a zero matrix has rank zero.
2. .
3. f is injective if and only if A has rank n (in this case, we say that A has full column rank).
4. f is surjective if and only if A has rank m (in this case, we say that A has full row rank).
5. In the case of a square matrix A (i.e., m = n), then A is invertible if and only if A has
rank n (that is, A has full rank).
6. If B is any nbyk matrix, then
As an example of the "<" case, consider the product
Both factors have rank 1, but the product has rank 0.
7. If B is an nbyk matrix with rank n, then
8. If C is an lbym matrix with rank m, then
9. The rank of A is equal to r if and only if there exists an invertible mbym matrix X and an
invertible nbyn matrix Y such that
where I
r
denotes the rbyr identity matrix.
10. Sylvester’s rank inequality: If A is a mbyn matrix and B nbyk, then
.
[5]
This is a special case of the next inequality.
11. The inequality due to Frobenius: if AB, ABC and BC are defined, then
.
[6]
12. Subadditivity: when A and B are of the
same dimension. As a consequence, a rankk matrix can be written as the sum of k rank1
matrices, but not fewer.
13. The rank of a matrix plus the nullity of the matrix equals the number of columns of the matrix
(this is the "rank theorem" or the "ranknullity theorem").
14. The rank of a matrix and the rank of its corresponding Gram matrix are equal
This can be shown by proving equality of their null spaces. Null space of the Gram matrix is given
by vectors x for which A
T
Ax = 0. If this condition is fulfilled, also holds 0 = x
T
A
T
Ax =  Ax 
2
.
This proof was adapted from.
[7]
15. If A
*
denotes the conjugate transpose of A (i.e., the adjoint of A), then
.
Row echelon form
A matrix is in reduced echelon form, if
1) in each row, the first nonzero entry is 1 and all the other entries in that column are
zero.
2) a row in which all the entries are zero, is below all those rows which have nonzero
entries.
3) if the rows r
1
and r
2
, r
1
< r
2
, have their first nonzero elements in the columns c
1
and c
2
,
respectively, then c
1
< c
2
.
(OR)
Definition: Let ( )
i j
A a = be a matrix. Ais said to be in row echelon form or
called an row echelon matrix whenever
(i) All zero rows are on the bottom.
(ii) For the i
th
row let j
i
be the first column with nonzero entry, then
j
1
<j
2
<j
3
<…
It is said to be in row reduced echelon form or called a row reduced echelon
matrix if in addition to (i), (ii) the following condition is satisfied.
(iii) For each nonzero row, the first nonzero entry from the left is 1 and
it is the only nonzero entry in its column.
(OR)
Definition: Given a matrix A, its rank is defined to be the number of nonzero
rows in its row echelon form.
(OR)
Definition
An m x n matrix is in reduced row echelon form if it satisfies the following
properties:
1. All zero rows, if any, are at the bottom of the matrix
2. The first nonzero entry of each row is a one. This one is called the
leading one or the corner.
3. Each corner is to the right and below the preceding corner.
4. The columns containing a leading one have zeros in all other entries.
If only 1, 2, and 3 are satisfied, then the matrix is in row echelon form.
Examples of Echelon and Row reduced echelon matrices:
2 3 2 0 4 5 6
0 0 1 1 3 2 0
0 0 0 0 0 6 2
0 0 0 0 0 0 0
−  

−




\ ¹
,
1 2 3
0 0 1
0 0 0
 



\ ¹
,
0 1 3 0 0 4
0 0 0 1 0 3
0 0 0 0 1 2
 

−


\ ¹
. The first two are
echelon matrices and the third one is a reduced echelon matrix.
Theorem: Given any matrix A, one can reduce this matrix into echelon form
or row reduced echelon form by applying elementary row operations.
Proposition 4. Every matrix A is equivalent to a unique matrix A
R
, which is in reduced
echelon form. The rank of A = the rank of A
R
= the number of nonzero rows in A
R
.
Proof. Omitted.
Proposition 5. If A is an n x n matrix, then
the rank of A = n <=> A
R
= I.
Proof.
1) A
R
= I => the rank of A = n (= the number of nonzero rows)
2) The rank of A = n => the rank of A
R
= n => A
R
= I.
Proposition 6. If A is an n x n matrix, then the following statements are equivalent
(i) A
1
exists
(ii) the rank of A is n
(iii) A
R
= I
(iv) the rows(columns) of A are linearly independent.
Proof. Follows from Proposition 5 and results of the section 1.4.. (computation of an
inverse: (A  I) ~ ··· ~ (A
R
 B), if A
R
= I, then B = A
1
).
Proposition 1 => (ii) <=> (iv)
Example 1: Existence of an inverse
2) Solvability of linear systems of equations:
Proposition 7. A linear system of equations has solutions if and only the ranks of the
coefficient matrix and the augmented coefficient matrix coincide.
Example: Reduce the following matrix to row reduced echelon form.
2 2 1 6 4 2 2 1 6 4 2 2 1 6 4
4 4 1 10 13 0 0 3 2 5 0 0 3 2 5
6 6 0 20 19 6 6 0 20 19 0 0 3 2 7
− − −      
  
→ − → − →
  
  
\ ¹ \ ¹ \ ¹
2 2 1 6 4 2 2 1 6 4 2 2 1 0 1
0 0 3 2 5 0 0 3 2 5 0 0 3 2 5
0 0 0 4 2 0 0 0 2 1 0 0 0 2 1
− − −      
  
→ − → − → − →
  
  
\ ¹ \ ¹ \ ¹
2 2 1 0 1 2 2 0 0 3 1 1 0 0 3 2
0 0 3 0 6 0 0 3 0 6 0 0 3 0 6
0 0 0 2 1 0 0 0 2 1 0 0 0 2 1
−      
  
→ → → →
  
  
\ ¹ \ ¹ \ ¹
1 1 0 0 3 2 1 1 0 0 3 2
0 0 1 0 2 0 0 1 0 2
0 0 0 2 1 0 0 0 1 1 2
   
 
→ →
 
 
\ ¹ \ ¹
.
Examples
This matrix is in reduced row echelon form:
The following matrix is also in row echelon form, but not in reduced row form:
However, the matrix below is not in row echelon form, as the leading coefficient of row 3 is not
strictly to the right of the leading coefficient of row 2, and the main diagonal is not made up of only
ones:
Example: Find the rank of
1 2 2 3 2
2 4 3 4 5
5 10 8 11 12
−  

−


−
\ ¹
.
Solution: Since the reduced echelon form is
1 2 0 1 4
0 0 1 2 1
0 0 0 0 0
−  

−


\ ¹
. The rank is
then equal to 2.
Nonuniqueness
Every nonzero matrix can be reduced to an infinite number of echelon forms (they can all be
multiples of each other, for example) via elementary matrix transformations. However, all
matrices and their row echelon forms correspond to exactly one matrix in reduced row echelon
form.
Systems of linear equations
A system of linear equations is said to be in row echelon form if its augmented matrix is
in row echelon form. Similarly, a system of equations is said to be in reduced row echelon
form or canonical form if its augmented matrix is in reduced row echelon form.
Augmented matrix
Definition: Ais called the coefficient matrix and the ( 1) m n × + matrix ( ) A b
is called the augmented matrix of the system of linear equations.
In linear algebra, the augmented matrix of a matrix is obtained by changing a matrix in some
way.
Given the matrices A and B, where:
Then, the augmented matrix (AB) is written as:
This is useful when solving systems of linear equations or the augmented matrix may also be
used to find the inverse of a matrix by combining it with the identity matrix.
Gaussian elimination
In linear algebra, Gaussian elimination is an algorithm for solving systems of linear
equations, finding the rank of a matrix, and calculating the inverse of an invertible square
matrix. Gaussian elimination is named after German mathematician and scientist Carl
Friedrich Gauss.
Elementary row operations are used to reduce a matrix to row echelon form. Gauss–
Jordan elimination, an extension of this algorithm, reduces the matrix further to reduced
row echelon form. Gaussian elimination alone is sufficient for many applications.
Gaussian elimination: Let AX b = be the matrix representation of a system
of mequations in n unknowns. Apply elementary row operations to the
augmented matrix ( ) A b to reduce it to row reduced echelon form. If the
first nonzero entry of a nonzero row is on the last column then the system
has no solution. Otherwise, we can apply backward substitution to get
solutions of the system.
Example:1. Solve the following system by applying elementary row
operations to the augmented matrix.
2 2 3 2
2 4 3 4 5
5 10 8 11 12
x y z w
x y z w
x y z w
+ − + =
+ − + =
+ − + =
Solution:
The augmented matrix is
1 2 2 3 2
2 4 3 4 5
5 10 8 11 12
−  

−


−
\ ¹
. In the following, we apply
elementary row operations to this matrix reducing it to reduced echelon
form.
1 2 2 3 2 1 2 2 3 2 1 2 2 3 2
2 4 3 4 5 0 0 1 2 1 0 0 1 2 1
5 10 8 11 12 0 0 2 4 2 0 0 0 0 0
− − −      
  
− → − → − →
  
  
− −
\ ¹ \ ¹ \ ¹
1 2 0 1 4
0 0 1 2 1
0 0 0 0 0
−  

−


\ ¹
. This is the augmented matrix of the following system
2 4
2 1
x y w
z w
+ − =
− =
. Hence,
4 2
1 2
x y w
z w
= − +
= +
Answer: 4 2 , , 1 2 , , x s t y s z t w t = − + = = + = where , s t are arbitrary.
Example:2. In practice, one does not usually deal with the systems in terms of equations but
instead makes use of the augmented matrix (which is also suitable for computer manipulations).
This, then, is the Gaussian Elimination algorithm applied to the augmented matrix of the system
above, beginning with:
which, at the end of the first part of the algorithm, looks like this:
That is, it is in row echelon form.
At the end of the algorithm, if the Gauss–Jordan elimination is applied:
That is, it is in reduced row echelon form, or row canonical form.
Gauss–Jordan elimination
In linear algebra, Gauss–Jordan elimination is a version of Gaussian elimination that puts
zeros both above and below each pivot element as it goes from the top row of the given matrix
to the bottom. In other words, Gauss–Jordan elimination brings a matrix to reduced row
echelon form, whereas Gaussian elimination takes it only as far as row echelon form. Every
matrix has a reduced row echelon form, and this algorithm is guaranteed to produce it.
Gauss–Jordan elimination is considerably less efficient than Gaussian elimination
with backsubstitution when solving a system of linear equations. However, it is well suited for
calculating the matrix inverse.
It is named in after Carl Friedrich Gauss and Wilhelm Jordan, because it is a modification of
Gaussian elimination as described by Jordan in 1887. However, the method also appears in an
article by Clasen published in the same year. Jordan and Clasen probably discovered Gauss–
Jordan elimination independently (Althoen & McLaughlin 1987).
Finding the inverse of a matrix
Suppose A is a matrix and you need to calculate its inverse. The identity
matrix is augmented to the right of A, forming a matrix (the block matrix B =
[A,I]). Through application of elementary row operations and the Gaussian elimination
algorithm, the left block of B can be reduced to the identity matrix I, which leaves A
− 1
in
the right block of B.
If the algorithm is unable to reduce A to triangular form, then A is not invertible.
In practice, inverting a matrix is rarely required. Most of the time, one is really after the
solution of a particular system of linear equations.
[3]
Application to finding inverses
If Gauss–Jordan elimination is applied on a square matrix, it can be used to calculate the
matrix's inverse. This can be done by augmenting the square matrix with the identity matrix of the
same dimensions, and through the following matrix operations:
If the original square matrix, A, is given by the following expression:
Then, after augmenting by the identity, the following is obtained:
By performing elementary row operations on the [AI] matrix until it reaches reduced row echelon
form, the following is the final result:
The matrix augmentation can now be undone, which gives the following:
or
A matrix is nonsingular (meaning that it has an inverse matrix) if and only if the identity matrix
can be obtained using only elementary row operations.
System of linear equations
General form
A general system of m linear equations with n unknowns can be written as
Here are the unknowns, are the coefficients of the
system, and are the constant terms.
Often the coefficients and unknowns are real or complex numbers, but integers and rational
numbers are also seen, as are polynomials and elements of an abstract algebraic structure.
Matrix equation
The vector equation is equivalent to a matrix equation of the form
where A is an m×n matrix, x is a column vector with n entries, and b is a column vector
with m entries.
The number of vectors in a basis for the span is now expressed as the rank of the matrix.
Solution set
The solution set for the equationsx − y = −1 and 3x + y = 9 is the single point (2, 3).
A solution of a linear system is an assignment of values to the variables x
1
, x
2
, ..., x
n
such that
each of the equations is satisfied. The set of all possible solutions is called the solution set.
A linear system may behave in any one of three possible ways:
1. The system has infinitely many solutions.
2. The system has a single unique solution.
3. The system has no solution.
Consistency
The equations 3x + 2y = 6 and3x + 2y = 12 are inconsistent.
The equations of a linear system are consistent if they possess a common solution,
and inconsistentotherwise. When the equations are inconsistent, it is possible to derive
a contradiction from the equations, such as the statement that 0 = 1.
For example, the equations
are inconsistent. In attempting to find a solution, we tacitly assume that there is a solution; that is,
we assume that the value of x in the first equation must be the same as the value of x in the
second equation (the same is assumed to simultaneously be true for the value of y in both
equations). Applying the substitution property (for 3x+2y) yields the equation 6 = 12, which is a
false statement. This therefore contradicts our assumption that the system had a solution and we
conclude that our assumption was false; that is, the system in fact has no solution. The graphs
of these equations on the xyplane are a pair ofparallel lines.
It is possible for three linear equations to be inconsistent, even though any two of the equations
are consistent together. For example, the equations
are inconsistent. Adding the first two equations together gives 3x + 2y = 2, which can be
subtracted from the third equation to yield 0 = 1. Note that any two of these equations have a
common solution. The same phenomenon can occur for any number of equations.
In general, inconsistencies occur if the lefthand sides of the equations in a system are linearly
dependent, and the constant terms do not satisfy the dependence relation. A system of equations
whose lefthand sides are linearly independent is always consistent.
System of Equations
Matrix algebra is used for solving systems of equations.
Can you illustrate this concept?
Matrix algebra is used to solve a system of simultaneous linear equations. In fact, for
many mathematical procedures such as the solution to a set of nonlinear equations,
interpolation, integration, and differential equations, the solutions reduce to a set of
simultaneous linear equations. Let us illustrate with an example for interpolation.
A general set of m linear equations and n unknowns,
1 1 2 12 1 11
c x a x a x a
n n
= + + + L L
2 2 2 22 1 21
c x a x a x a
n n
= + + + L L
……………………………………
…………………………………….
m n mn m m
c x a x a x a = + + + ........
2 2 1 1
can be rewritten in the matrix form as
(
(
(
(
(
(
¸
(
¸
⋅
⋅ =
(
(
(
(
(
(
¸
(
¸
⋅
⋅
(
(
(
(
(
(
¸
(
¸
m n mn m m
n
n
c
c
c
x
x
x
a a a
a a a
a a a
2
1
2
1
2 1
2 22 21
1 12 11
. .
. .
. .
M M
M M
Denoting the matrices by [ ] A , [ ] X , and [ ] C , the system of equation is
[ ][ ] [ ] C X A = , where [ ] A is called the coefficient matrix, [ ] C is called the right hand side
vector and [ ] X is called the solution vector.
Sometimes [ ][ ] [ ] C X A = systems of equations are written in the augmented form. That is
[ ]
(
(
(
(
(
(
¸
(
¸
=
n
mn m m
n
n
c
c
c
a ...... a a
a ...... a a
a ...... a a
C A
2
1
2 1
2 22 21
1 12 11
M
M
M
M
M
M
M M
A system of equations can be consistent or inconsistent.
What does that mean?
A system of equations [ ][ ] [ ] C X A = is consistent if there is a solution, and it is
inconsistent if there is no solution. However, a consistent system of equations does not
mean a unique solution, that is, a consistent system of equations may have a unique
solution or infinite solutions (Figure 1).
Figure 5.1. Consistent and inconsistent system of equations flow chart.
Consistent System Inconsistent System
Unique Solution Infinite Solutions
[A][X]= [B]
Example 1
Give examples of consistent and inconsistent system of equations.
Solution
a) The system of equations
(
¸
(
¸
=
(
¸
(
¸
(
¸
(
¸
4
6
3 1
4 2
y
x
is a consistent system of equations as it has a unique solution, that is,
(
¸
(
¸
=
(
¸
(
¸
1
1
y
x
.
b) The system of equations
(
¸
(
¸
=
(
¸
(
¸
(
¸
(
¸
3
6
2 1
4 2
y
x
is also a consistent system of equations but it has infinite solutions as given as follows.
Expanding the above set of equations,
3 2
6 4 2
= +
= +
y x
y x
you can see that they are the same equation. Hence, any combination of ( ) y x, that
satisfies
6 4 2 = + y x
is a solution. For example ( ) ( ) 1 , 1 , = y x is a solution. Other solutions include
( ) ) 25 . 1 , 5 . 0 ( , = y x , ( ) ) 5 . 1 , 0 ( , = y x , and so on.
c) The system of equations
(
¸
(
¸
=
(
¸
(
¸
(
¸
(
¸
4
6
2 1
4 2
y
x
is inconsistent as no solution exists.
How can one distinguish between a consistent and
inconsistent system of equations?
A system of equations [ ][ ] [ ] C X A = is consistent if the rank of A is equal to the rank of
the augmented matrix [ ] C AM
A system of equations [ ][ ] [ ] C X A = is inconsistent if the rank of A is less than the rank
of the augmented matrix [ ] C AM .
But, what do you mean by rank of a matrix?
Rank
The rank of a matrix is defined as the order of the largest square submatrix whose
determinant is not zero.
(OR)
The rank of any matrix A, written as rank(A) is the size of the largest nonvanishing
determinant contained in A.
1
4 2
6 3
0
4 2
6 3
2
6 8
3 2
0 12
6 8
3 2
: Example
=


¹

\

=
=


¹

\

≠ − =
rank
rank
Equivalently, then rank is the (maximum) number of linearly independent rows (or
columns) of matrix A, where
n
a a a ,..., ,
2 1
is a set of linearly independent vectors iff
∑ =
=
n
j
j j
a k
1
0 implies 0
2 1
= = ⋅ ⋅ ⋅ = =
n
k k k .
Example:


¹

\

6 8
3 2
0 , 0 0
6 8
3 2
0
6
3
8
2
2 1
2
1
2 1
= = ⇒ =


¹

\



¹

\

⇒ =


¹

\

+


¹

\

k k
k
k
k k


¹

\

4 2
6 3
2 1
2
1
2 1
2 0
4 2
6 3
0
4
6
2
3
k k
k
k
k k − = ⇒ =


¹

\



¹

\

⇒ =


¹

\

+


¹

\

Properties of the rank of a matrix:
If A~ m×n, 0 ≤ rank(A) = integer ≤ min(m, n).
If I~n×n, rank(I) = n, rank(0) = 0.
rank(A) = n, if A is an orthogonal matrix of dimension n.
rank(A) = rank( A′ ) = rank( A A′ ) = rank( A A ′ ).
If A and B are of the same order, rank(A+B )≤ rank(A)+rank(B).
If AB is defined, rank(AB)≤min[rank(A), rank(B)].
If A is diagonal, rank(A)= number of nonzero elements.
If A is idempotent, rank(A) = tr(A).
The rank of a matrix is not changed if one row (column) is multiplied by a nonzero
constant or if such a multiple of one row (column) is added to another row(column) .
A square matrix of order n is nonsingular iff it is of full rank
rank(A) = n or, equivalently,  A ≠0
The rank of a matrix is unchanged by premultiplying or postmultiplying by a
nonsingular matrix. Thus if there are nonsingular matrices E and F for which
k A k k I
I
EAF = ⇒ ×


¹

\

= ) rank( ~ ,
0 0
0
Example 2
What is the rank of
[ ]
(
(
(
¸
(
¸
=
3 2 1
5 0 2
2 1 3
A ?
Solution
The largest square submatrix possible is of order 3 and that is ] [ A itself. Since
, 0 23 ) det( ≠ − = A the rank of . 3 ] [ = A
Example 3
What is the rank of
[ ]
(
(
(
¸
(
¸
=
7 1 5
5 0 2
2 1 3
A ?
Solution
The largest square submatrix of ] [ A is of order 3 and that is ] [ A itself. Since 0 ) det( = A ,
the rank of ] [ A is less than 3. The next largest square submatrix would be a 2×2 matrix.
One of the square submatrices of ] [ A is
[ ]
(
¸
(
¸
=
0 2
1 3
B
and 0 2 ) det( ≠ − = B . Hence the rank of ] [ A is 2. There is no need to look at other 2 2×
submatrices to establish that the rank of ] [A is 2.
Example 4
How do I now use the concept of rank to find if
(
(
(
¸
(
¸
=
(
(
(
¸
(
¸
(
(
(
¸
(
¸
2 . 279
2 . 177
8 . 106
1 12 144
1 8 64
1 5 25
3
2
1
x
x
x
is a consistent or inconsistent system of equations?
Solution
The coefficient matrix is
[ ]
(
(
(
¸
(
¸
=
1 12 144
1 8 64
1 5 25
A
and the right hand side vector is
[ ]
(
(
(
¸
(
¸
=
2 . 279
2 . 177
8 . 106
C
The augmented matrix is
[ ]
(
(
(
¸
(
¸
=
2 . 279 1 12 144
2 . 177 1 8 64
8 . 106 1 5 25
M
M
M
B
Since there are no square submatrices of order 4 as ] [B is a 3×4 matrix, the rank of ] [B
is at most 3. So let us look at the square submatrices of ] [B of order 3; if any of these
square submatrices have determinant not equal to zero, then the rank is 3. For example, a
submatrix of the augmented matrix ] [B is
(
(
(
¸
(
¸
=
1 12 144
1 8 64
1 5 25
] [D
has 0 84 ) det( ≠ − = D .
Hence the rank of the augmented matrix ] [B is 3. Since ] [ ] [ D A = , the rank of ] [A is 3.
Since the rank of the augmented matrix ] [B equals the rank of the coefficient matrix ] [ A ,
the system of equations is consistent.
Example 5
Use the concept of rank of matrix to find if
(
(
(
¸
(
¸
=
(
(
(
¸
(
¸
(
(
(
¸
(
¸
0 . 284
2 . 177
8 . 106
2 13 89
1 8 64
1 5 25
3
2
1
x
x
x
is consistent or inconsistent?
Solution
The coefficient matrix is given by
[ ]
(
(
(
¸
(
¸
=
2 13 89
1 8 64
1 5 25
A
and the right hand side
[ ]
(
(
(
¸
(
¸
=
0 . 284
2 . 177
8 . 106
C
The augmented matrix is
[ ]
(
(
(
¸
(
¸
=
0 . 284 : 2 13 89
2 . 177 : 1 8 64
8 . 106 : 1 5 25
B
Since there are no square submatrices of order 4 as ] [B is a 4×3 matrix, the rank of the
augmented ] [B is at most 3. So let us look at square submatrices of the augmented
matrix ] [B of order 3 and see if any of these have determinants not equal to zero. For
example, a square submatrix of the augmented matrix ] [B is
[ ]
(
(
(
¸
(
¸
=
2 13 89
1 8 64
1 5 25
D
has 0 ) det( = D . This means, we need to explore other square submatrices of order 3 of
the augmented matrix ] [B and find their determinants.
That is,
[ ]
(
(
(
¸
(
¸
=
0 . 284 2 13
2 . 177 1 8
8 . 106 1 5
E
0 ) det( = E
[ ]
(
(
(
¸
(
¸
=
0 . 284 13 89
2 . 177 8 64
8 . 106 5 25
F
0 ) det( = F
[ ]
(
(
(
¸
(
¸
=
0 . 284 2 89
2 . 177 1 64
8 . 106 1 25
G
0 ) det( = G
All the square submatrices of order 3×3 of the augmented matrix ] [B have a zero
determinant. So the rank of the augmented matrix ] [B is less than 3. Is the rank of
augmented matrix ] [B equal to 2?. One of the 2 2× submatrices of the augmented
matrix ] [B is
[ ]
(
¸
(
¸
=
8 64
5 25
H
and
0 120 ) det( ≠ − = H
So the rank of the augmented matrix ] [B is 2.
Now we need to find the rank of the coefficient matrix ] [B .
[ ]
(
(
(
¸
(
¸
=
2 13 89
1 8 64
1 5 25
A
and
0 ) det( = A
So the rank of the coefficient matrix ] [ A is less than 3. A square submatrix of the
coefficient matrix ] [ A is
[ ]
(
¸
(
¸
=
1 8
1 5
J
0 3 ) det( ≠ − = J
So the rank of the coefficient matrix ] [ A is 2.
Hence, rank of the coefficient matrix ] [A equals the rank of the augmented matrix [B].
So the system of equations ] [ ] [ ] [ C X A = is consistent.
Example 6
Use the concept of rank to find if
(
(
(
¸
(
¸
=
(
(
(
¸
(
¸
(
(
(
¸
(
¸
0 . 280
2 . 177
8 . 106
2 13 89
1 8 64
1 5 25
3
2
1
x
x
x
is consistent or inconsistent.
Solution
The augmented matrix is
[ ]
(
(
(
¸
(
¸
=
0 . 280 : 2 13 89
2 . 177 : 1 8 64
8 . 106 : 1 5 25
B
Since there are no square submatrices of order 4×4 as the augmented matrix ] [B is a
4×3 matrix, the rank of the augmented matrix ] [B is at most 3. So let us look at square
submatrices of the augmented matrix (B) of order 3 and see if any of the 3×3 submatrices
have a determinant not equal to zero. For example, a square submatrix of order 3×3 of
] [B
[ ]
(
(
(
¸
(
¸
=
2 13 89
1 8 64
1 5 25
D
det(D) = 0
So it means, we need to explore other square submatrices of the augmented matrix ] [B
[ ]
(
(
(
¸
(
¸
=
0 . 280 2 13
2 . 177 1 8
8 . 106 1 5
E
0 0 . 12 0 det( ≠ ≠ E .
So the rank of the augmented matrix ] [B is 3.
The rank of the coefficient matrix ] [ A is 2 from the previous example.
Since the rank of the coefficient matrix ] [ A is less than the rank of the augmented
matrix ] [B , the system of equations is inconsistent. Hence, no solution exists for
] [ ] [ ] [ C X A = .
If a solution exists, how do we know whether it is
unique?
In a system of equations ] [ ] [ ] [ C X A = that is consistent, the rank of the coefficient
matrix ] [ A is the same as the augmented matrix ] [ C A . If in addition, the rank of the
coefficient matrix ] [ A is same as the number of unknowns, then the solution is unique; if
the rank of the coefficient matrix ] [ A is less than the number of unknowns, then infinite
solutions exist.
Unique solution if
rank (A) = number of unknowns
Infinite solutions if
rank (A) < number of unknowns
Consistent System if
rank (A) = rank (A.B)
Inconsistent System if
rank (A) < rank (A.B)
[A] [X] = [B]
Figure 5.2. Flow chart of conditions for consistent and inconsistent system of
equations.
Example 7
We found that the following system of equations
(
(
(
¸
(
¸
=
(
(
(
¸
(
¸
(
(
(
¸
(
¸
2 . 279
2 . 177
8 . 106
1 12 144
1 8 64
1 5 25
3
2
1
x
x
x
is a consistent system of equations. Does the system of equations have a unique solution
or does it have infinite solutions?
Solution
The coefficient matrix is
[ ]
(
(
(
¸
(
¸
=
1 12 144
1 8 64
1 5 25
A and the right hand side is [ ]
(
(
(
¸
(
¸
=
2 . 279
2 . 177
8 . 106
C
While finding out whether the above equations were consistent in an earlier example, we
found that the rank of the coefficient matrix (A) equals rank of augmented matrix [ ] C AM
equals 3.
The solution is unique as the number of unknowns = 3 = rank of (A).
Example 8
We found that the following system of equations
(
(
(
¸
(
¸
=
(
(
(
¸
(
¸
(
(
(
¸
(
¸
0 . 284
2 . 177
8 . 106
2 13 89
1 8 64
1 5 25
3
2
1
x
x
x
is a consistent system of equations. Is the solution unique or does it have infinite
solutions.
Solution
While finding out whether the above equations were consistent, we found that the rank of
the coefficient matrix ] [ A equals the rank of augmented matrix ( ) C AM equals 2
Since the rank of 2 ] [ = A < number of unknowns = 3, infinite solutions exist.
If we have more equations than unknowns in [A] [X] =
[C], does it mean the system is inconsistent?
No, it depends on the rank of the augmented matrix [ ] C AM and the rank of ] [ A .
a) For example
(
(
(
(
¸
(
¸
=
(
(
(
¸
(
¸
(
(
(
(
¸
(
¸
0 . 284
2 . 279
2 . 177
8 . 106
2 13 89
1 12 144
1 8 64
1 5 25
3
2
1
x
x
x
is consistent, since
rank of augmented matrix = 3
rank of coefficient matrix = 3
Now since the rank of (A) = 3 = number of unknowns, the solution is not only consistent
but also unique.
b) For example
(
(
(
(
¸
(
¸
=
(
(
(
¸
(
¸
(
(
(
(
¸
(
¸
0 . 280
2 . 279
2 . 177
8 . 106
2 13 89
1 12 144
1 8 64
1 5 25
3
2
1
x
x
x
is inconsistent, since
rank of augmented matrix = 4
rank of coefficient matrix = 3
c) For example
(
(
(
(
¸
(
¸
=
(
(
(
¸
(
¸
(
(
(
(
¸
(
¸
0 . 280
6 . 213
2 . 177
8 . 106
2 13 89
2 10 50
1 8 64
1 5 25
3
2
1
x
x
x
is consistent, since
rank of augmented matrix = 2
rank of coefficient matrix = 2
But since the rank of ] [A = 2 < the number of unknowns = 3, infinite solutions exist.
Example 9
Determine if
(
¸
(
¸
=
3 5
2 3
] [B is the inverse of
(
¸
(
¸
−
−
=
3 5
2 3
[A]
Solution
] ][ [ A B
(
¸
(
¸
−
−
(
¸
(
¸
=
3 5
2 3
3 5
2 3
1 0
0 1
(
¸
(
¸
= ] [I =
Since
] [ ] [ ] [ I A B = ,
] [B is the inverse of [A] and ] [ A is the inverse of ] [B .
But, we can also show that
] ][ [ B A
(
¸
(
¸
(
¸
(
¸
−
−
=
3 5
2 3
3 5
2 3
(
¸
(
¸
=
1 0
0 1
I] [ =
to show that ] [ A is the inverse of ] [B .
Can I use the concept of the inverse of a matrix to find
the solution of a set of equations [A] [X] = [C]?
Yes, if the number of equations is the same as the number of unknowns, the coefficient
matrix ] [ A is a square matrix.
Given
] [ ] [ ] [ C X A =
Then, if
1
] [
−
A exists, multiplying both sides by
1
] [
−
A .
] [ ] [ ] ][ [ ] [
1 1
C A X A A
− −
=
] [ ] [ ] [ ] [
1
C A X I
−
=
] [ ] [ ] [
1
C A X
−
=
This implies that if we are able to find
1
] [
−
A , the solution vector of ] [ ] [ ] [ C X A = is
simply a multiplication of
1
] [
−
A and the right hand side vector, ] [C .
How do I find the inverse of a matrix?
If ] [ A is a n n× matrix, then
1
] [
−
A is a n n× matrix and according to the definition of
inverse of a matrix
] [ ] [ ] [
1
I A A =
−
Denoting
(
(
(
(
(
(
¸
(
¸
⋅ ⋅
⋅ ⋅ ⋅ ⋅ ⋅
⋅ ⋅ ⋅ ⋅ ⋅
⋅ ⋅
⋅ ⋅
=
nn n n
n
n
a a a
a a a
a a a
A
2 1
2 22 21
1 12 11
] [
(
(
(
(
(
(
¸
(
¸
⋅ ⋅
⋅ ⋅ ⋅ ⋅ ⋅
⋅ ⋅ ⋅ ⋅ ⋅
⋅ ⋅
⋅ ⋅
=
−
' '
2
'
1
'
2
'
22
'
21
'
1
'
12
'
11
1
] [
nn n n
n
n
a a a
a a a
a a a
A
(
(
(
(
(
(
(
(
¸
(
¸
⋅ ⋅ ⋅ ⋅
⋅ ⋅ ⋅
⋅ ⋅
⋅ ⋅
⋅ ⋅ ⋅
=
1 0
1
0
0 1 0
0 0 1
] [I
Using the definition of matrix multiplication, the first column of the
1
] [
−
A matrix can
then be found by solving
(
(
(
(
(
(
¸
(
¸
⋅
⋅ =
(
(
(
(
(
(
¸
(
¸
⋅
⋅
(
(
(
(
(
(
¸
(
¸
⋅ ⋅
⋅ ⋅ ⋅ ⋅ ⋅
⋅ ⋅ ⋅ ⋅ ⋅
⋅ ⋅
⋅ ⋅
0
0
1
'
1
'
21
'
11
2 1
2 22 21
1 12 11
n nn n n
n
n
a
a
a
a a a
a a a
a a a
Similarly, one can find the other columns of the
1
] [
−
A matrix by changing the right hand
side accordingly.
Definition: Let Abe an n n × matrix. The matrix B such that
n
BA AB I = = is
called the inverse of Aand will be denoted by
1
A
−
. Ais then said to be
invertible.
Remark: Given AX b = , if Ais invertible then
1
X A b
−
= .
another way to find the inverse of a matrix?
For finding the inverse of small matrices, the inverse of an invertible matrix can be found
by
[ ]
( )
( ) A adj
A
A
det
1
1
=
−
where
( )
T
2 1
2 22 21
1 12 11
(
(
(
(
¸
(
¸
=
nn n n
n
n
C C C
C C C
C C C
A adj
L
M
L
where
ij
C are the cofactors of
ij
a . The matrix
(
(
(
(
¸
(
¸
nn n
n
n
C C
C C C
C C C
L L
M M
L
L
1
2 22 21
1 12 11
itself is called the matrix of cofactors from [A]. Cofactors are defined in Chapter 4.
( OR)
Inverse
If A is a square, nonsingular matrix of order n, a unique inverse matrix
A
1 −
of order n
exists, where I A
A A
A = =
− − 1 1
.
The inverse matrix can be calculated as
( ) ( )
A
M
A
C
A
ji
j i
ij
1
) ( '
1
−
= =
+
−
where ( )
Cij
is the matrix of cofactors, and its transpose ( )
Cij
'
is called the adjoint
matrix.
A= ( )



¹

\

−
−
=


¹

\

−
−
= =


¹

\

−
3
2
3
1
1 1
2 3
1 3
3 1
3 2
1 1
3 1
3 2
'
'
1
C
A
A ij


¹

\

=



¹

\

−
−


¹

\

=
−
1 0
0 1
3
2
3
1
1 1
3 1
3 2
1
A
A
Properties of inverse matrix
I
I
=
−1
( )
A
A
A
A A A A
1
, ) ( , ) (
1
1 1 1 1 1
= = ′ = ′ =
−
− − − − −
( )
A B
AB
1 1
1
− −
−
= assuming that both A and B are nonsingular and of the same order
A
A
′ =
−1
iff A is orthogonal ( I A A A A = ′ = ′ ), in which case
A
1 −
and A′ are also
orthogonal
If A is nonsingular and symmetric, so is
A
1 −
NOTE:
Theorem: Let , A Bbe invertible n n × matrices. Then AB is invertible. In fact,
1 1 1
( ) AB B A
− − −
= .
Theorem: Let Abe an invertible n n × matrix. Then
T
A is invertible. In fact,
1 1
( ) ( )
T T
A A
− −
= .
Example 10
Find the inverse of
[ ]
(
(
(
¸
(
¸
=
1 12 144
1 8 64
1 5 25
A
Solution
From Example 4.6 in Chapter 4, we found
( ) 84 det − = A
Next we need to find the adjoint of ] [A . The cofactors of A are found as follows.
The minor of entry
11
a is
1 12 144
1 8 64
1 5 25
11
= M
1 12
1 8
= 4 − =
The cofactors of entry
11
a
is
( )
11
1 1
11
1 M C
+
− =
11
M = 4 − =
The minor of entry
12
a is
1 12 144
1 8 64
1 5 25
12
= M
1 144
1 64
= 80 − =
The cofactor of entry
12
a is
( )
12
2 1
12
1 M C
+
− =
12
M − = ) 80 (− − = 80 =
Similarly
384
13
− = C
7
21
= C
119
22
− = C
420
23
= C
3
31
− = C
39
32
= C
120
33
− = C
Hence the matrix of cofactors of ] [ A is
[ ]
(
(
(
¸
(
¸
− −
−
− −
=
120 39 3
420 119 7
384 80 4
C
The adjoint of matrix ] [ A is
T
] [C ,
( ) [ ]
T
C A adj =
(
(
(
¸
(
¸
− −
−
− −
=
120 420 384
39 119 80
3 7 4
Hence
[ ]
( )
( ) A adj
A
A
det
1
1
=
−
(
(
(
¸
(
¸
− −
−
− −
−
=
120 420 384
39 119 80
3 7 4
84
1
(
(
(
¸
(
¸
−
− −
−
=
429 . 1 000 . 5 571 . 4
4643 . 0 417 . 1 9524 . 0
03571 . 0 08333 . 0 04762 . 0
If the inverse of a square matrix [A] exists, is it unique?
Yes, the inverse of a square matrix is unique, if it exists. The proof is as follows.
Assume that the inverse of ] [ A is ] [B and if this inverse is not unique, then let another
inverse of ] [ A exist called ] [C .
If ] [B is the inverse of ] [ A , then
] [ ] [ ] [ I A B =
Multiply both sides by ] [C ,
] [ ] [ ] [ ] [ ] [ C I C A B =
] [ ] [ ] [ ] [ C C A B =
Since [C] is inverse of ] [ A ,
] [ ] [ ] [ I C A =
Multiply both sides by ] [B ,
] [ ] [ ] [ C I B = , ] [ ] [ C B =
This shows that ] [B and ] [C are the same. So the inverse of ] [A is unique.
Row reduction
Main article: Gaussian elimination
In row reduction, the linear system is represented as an augmented matrix:
This matrix is then modified using elementary row operations until it reaches reduced row
echelon form. There are three types of elementary row operations:
Type 1: Swap the positions of two rows.
Type 2: Multiply a row by a nonzero scalar.
Type 3: Add to one row a scalar multiple of another.
Because these operations are reversible, the augmented matrix produced always represents a
linear system that is equivalent to the original.
There are several specific algorithms to rowreduce an augmented matrix, the simplest of which
are Gaussian elimination and GaussJordan elimination. The following computation shows
Gaussian elimination applied to the matrix above:
The last matrix is in reduced row echelon form, and represents the system x = −15, y = 8, z = 2. A
comparison with the example in the previous section on the algebraic elimination of variables
shows that these two methods are in fact the same; the difference lies in how the computations
are written down.
Cramer's rule
Cramer's rule is an explicit formula for the solution of a system of linear equations, with each
variable given by a quotient of two determinants. For example, the solution to the system
is given by
For each variable, the denominator is the determinant of the matrix of coefficients, while the
numerator is the determinant of a matrix in which one column has been replaced by the vector of
constant terms.
Though Cramer's rule is important theoretically, it has little practical value for large matrices,
since the computation of large determinants is somewhat cumbersome. (Indeed, large
determinants are most easily computed using row reduction.) Further, Cramer's rule has very
poor numerical properties, making it unsuitable for solving even small systems reliably, unless the
operations are performed in rational arithmetic with unbounded precision.
Homogeneous systems
A system of linear equations is homogeneous if all of the constant terms are zero:
A homogeneous system is equivalent to a matrix equation of the form
where A is an m × n matrix, x is a column vector with n entries, and 0 is the zero
vector with m entries.
Solution set
Every homogeneous system has at least one solution, known as the zero solution (or trivial
solution),
(OR)
A homogeneous system of linear equation is a linear system of equations where the right
hand sides of all the equations are zero. That is it is of the form
a
11
x
1
+ a
12
x
2
+ ... + a
1n
x
n
= 0
a
21
x
1
+ a
22
x
2
+ ... + a
2n
x
n
= 0
... ... ...
a
m1
x
1
+ a
m2
x
2
+ ... + a
mn
x
n
= 0
Notice that in matrix form this can be written as
Ax = 0
where A is the m x n matrix with entries a
ij
, x the the n x 1 matrix with entries x
i
and 0 is
the n x 1 zero matrix. The augmented matrix's last column is the zero column. Since the
zero column is unaffected by elementary row operations, it is usually left out when the
computations are performed. The solution (0,0, ... , 0) is called the trivial solution. Any
other solution is called a nontrivial solution.
Theorem
Let
Ax = 0
be a homogeneous system with m x n matrix A. If m < n, then the system
always has a nontrivial solution.
This theorem just states that if there are more variables than equations, then there is a
nonzero solution.
Invertible matrix
In linear algebra, an nbyn (square) matrix A is called invertible or nonsingular or
nondegenerate if there exists an nbyn matrix B such that
where I
n
denotes the nbyn identity matrix and the multiplication used is ordinary matrix
multiplication. If this is the case, then the matrix B is uniquely determined by A and is
called the inverse of A, denoted by A
−1
. It follows from the theory of matrices that if
for square matrices A and B, then also
[1]
Nonsquare matrices (mbyn matrices for which m ≠ n) do not have an inverse.
However, in some cases such a matrix may have a left inverse or right inverse. If A is m
byn and the rank of A is equal to n, then A has a left inverse: an nbym matrix B such
that BA = I. If A has rank m, then it has a right inverse: an nbym matrix B such that
AB = I.
While the most common case is that of matrices over the real or complex numbers, all
these definitions can be given for matrices over any commutative ring.
A square matrix that is not invertible is called singular or degenerate. A square matrix is
singular if and only if its determinant is 0. Singular matrices are rare in the sense that if
you pick a random square matrix, it will almost surely not be singular.
Matrix inversion is the process of finding the matrix B that satisfies the prior equation
for a given invertible matrix A.
Writing the transpose of the matrix of cofactors, known as an adjugate matrix, can also be
an efficient way to calculate the inverse of small matrices, but this recursive method is
inefficient for large matrices. To determine the inverse, we calculate a matrix of
cofactors:
where A is the determinant of A, C
ij
is the matrix of cofactors, and A
T
represents the
matrix transpose.
For most practical applications, it is not necessary to invert a matrix to solve a system of
linear equations; however, for a unique solution, it is necessary that the matrix involved
be invertible.
Inversion of 2×2 matrices
The cofactor equation listed above yields the following result for 2×2 matrices. Inversion
of these matrices can be done easily as follows:
[2]
This is possible because 1/(adbc) is the reciprocal of the determinant of the matrix in
question, and the same strategy could be used for other matrix sizes.
Cramer's rule
Consider the linear system
which in matrix format is
Then, x and y can be found with Cramer's rule as:
and
The rules for 3×3 are similar. Given:
which in matrix format is
x, y and z can be found as follows:
Finding solution of a system of linear equations in the general
case
Consider a system of linear equations represented in matrix multiplication form as
where the square matrix A is invertible and the vector is the
column vector of the variables.
Then the theorem states that:
where A
i
is the matrix formed by replacing the ith column of A by the column vector b.
This formula is, however, of limited practical value for larger matrices, as there are other
more efficient ways of solving systems of linear equations, such as by Gauss elimination
or, even better, LU decomposition.
Finding inverse matrix
Let A be an n×n matrix. Then
where Adj(A) denotes the adjugate matrix of A, det(A) is the determinant, and I is the
identity matrix. If det(A) is invertible in R, then the inverse matrix of A is
If R is a field (such as the field of real numbers), then this gives a formula for the inverse
of A, provided det(A) ≠ 0. The formula is, however, of limited practical value for large
matrices, as there are other more efficient ways of generating the inverse matrix, such as
by Gauss–Jordan elimination.
LU decomposition
In linear algebra, the LU decomposition is a matrix decomposition which writes a matrix as the
product of a lower triangular matrix and an upper triangular matrix. The product sometimes
includes a permutation matrix as well. This decomposition is used in numerical analysis to solve
systems of linear equations or calculate the determinant.
Definitions
Let A be a square matrix. An LU decomposition is a decomposition of the form
where L and U are lower and upper triangular matrices (of the same size), respectively.
This means that L has only zeros above the diagonal and U has only zeros below the
diagonal. For a matrix, this becomes:
Solving linear equations
Given a matrix equation
we want to solve the equation for a given A and b. In this case the solution is done in two
logical steps:
1. First, we solve the equation Ly = b for y
2. Second, we solve the equation Ux = y for x.
Note that in both cases we have triangular matrices (lower and upper) which can be solved
directly using forward and backward substitution without using the Gaussian elimination process
(however we need this process or equivalent to compute
the LU decomposition itself). Thus theLU decomposition is computationally efficient only when we
have to solve a matrix equation multiple times for different b; it is faster in this case to do an LU
decomposition of the matrix A once and then solve the triangular matrices for the different b, than
to use Gaussian elimination each time.
Inverse matrix
The matrices L and U can be used to calculate the matrix inverse by:
Computer implementations that invert matrices sometimes use this approach.
[citation needed]
Small example
One way of finding the LU decomposition of this simple matrix would be to simply solve the
linear equations by inspection. You know that:
Such a system of equations is underdetermined. In this case any two nonzero elements
of L and U matrices are parameters of the solution and can be set arbitrarily to any nonzero
value. Therefore to find the unique LU decomposition, it is necessary to put some restriction
on L and Umatrices. For example, we can require the lower triangular matrix L to be a unit one
(i.e. set all the entries of its main diagonal to ones). Then the system of equations has the
following solution:
l
21
= 1.5
u
11
= 4
u
12
= 3
u
22
= − 1.5.
Substituting these values into the LU decomposition above:
1.5. Computation of the inverse matrix
If
A
 1
=
u
11
u
12
··· u
1n
= (
1 2
...,
n
)
u
21
u
22
··· u
2n
: : :
u
n1
u
n2
··· u
nn
is the inverse matrix of A, then (AA
 1
= I => )
(1)
a
11
a
12
··· a
1n
a
21
a
22
··· a
2n
: : :
a
n1
a
n2
··· a
nn
u
1i
u
2i
:
u
ni
=
0
:
0
1
0
:
0
<=>
(1)' A
i
=
i
so that
i
is determined by solving the linear system of equations (1), for example, by
applying the Gaussian elimination to the matrix
a
11
... a
1n
0
: : 0
a
i1
... a
in
1
: : 0
a
n1
... a
nn
0
= (A 
i
)
and the inverse matrix is obtained by solving all n equations (1)', i = 1, ..., n. They all
have the same coefficient matrix A so that they can all be solved at the same time by the
Gaussian elimination.
a
11
... a
1n
1 0 0 ... 0
a
21
... a
2n
0 1 0 ... 0
: : :
a
n1
... a
nn
0 0 ... 1
= (A  I ).
If it is possible to convert (A  I) into the form
1 0 ··· 0 b
11
b
12
··· b
1n
= (I  B)
0 1 0 ··· 0 b
21
b
22
··· b
2n
: : : :
0 ··· 1 b
n1
b
n2
··· b
nn
by means of the elementary row operations, then B = A
 1
.
This is so, because (I  B) represents the n linear systems of equations, where the ith
system is
1· u
1i
+ 0· u
2i
+ ··· + 0u
ni
= b
1i
0· u
1i
+ 1· u
2i
+ 0 ··· + 0u
ni
= b
2i
:
0 + ··· + 0 + 1· u
ni
= b
ni
<=>
i
=
b
1i
b
2i
:
b
ni
1.6. LU decomposition
Assume that a square matrix A can be written as a product
(1)
LU = A,
where L is a lower triangular matrix and U is an upper triangular matrix;
l
11
0 0 0
l
21
l
22
0 0
l
31
l
32
l
33
0
l
41
l
42
l
43
l
44
u
11
u
12
u
13
u
14
0 u
22
u
23
u
24
0 0 u
33
u
34
0 0 0 u
44
=
a
11
a
12
a
13
a
14
.
a
21
a
22
a
23
a
24
a
31
a
32
a
33
a
34
a
41
a
42
a
43
a
44
Then the linear system of equations A = , i.e.,
(2)
A = (LU) = L (U ) = ,
can be solved by first solving the lower triangular system
(3)
L =
and then the upper triangular system
(4)
U = .
The equation (3) is solved by the method of forward substitution,
(5)
y
1
= b
1
/ l
11
,
y
i
= (1 / l
ii
) [ b
i
 l
ij
y
j
] , i = 2, 3, ..., n,
while the equation (4) is solved using the backward substitution,
(6)
x
n
= y
n
/ u
nn
,
x
i
= (1 / u
ii
) [ y
i
 u
ij
x
j
] , i = n  1, n  2, ..., 1.
Note. LU decomposition is not unique: if A = LU, then A = LDD
 1
U = (LD) (D
 1
U) =
L
1
U
1
is again an LU decomposition, if D is a diagonal matrix. An additional assumption
l
ii
= 1 i = 1, ..., n, guarantees the uniqueness.
The construction of an LU decomposition can be done by the Crout's algorithm, for
example.
Usually we construct an LU decomposition by means of the Gaussian elimination in such
a way that L is formed from the coefficients used in the elimination while U is the matrix
A itself after the elimination.
Find the LU decomposition of
A =
9 3 6
4 6 1
1 1 7
Solution:
We use Gaussian elimination on A, so that the resulting upper triangular matrix will be U
and the lower triangular matrix which is formed from the opposite numbers of the
coefficients used will be L.
9 3 6
4 6 1
1 1 7
~
9 3 6
0 14/3 5/3
0 2/3 19/3
~
9 3 6
0 14/3 5/3
0 0 46/7
Add the 1st row multiplied
by 4/9 to the 2nd row
=>the 1st entry on the 2nd
row of L is (4/9) = 4/9
Add the 1st row multiplied
by 1/9 to the 3rd row
=>the 1st entry on the 3rd row
of L is (1/9)=1/9
Add the 2nd row multiplied
by 1/7 to the 3rd row
=>the 2nd entry on the 3rd
row of L is (1/7) = 1/7
We have the upper
triangular matrix U
Moreover,
L =
1 0 0
4/9 1 0
1/9 1/7 1
so that the LU decomposition is
A =
9 3 6
=
4 6 1
1 1 7
1 0 0
4/9 1 0
1/9 1/7 1
9 3 6
=
LU
0 14/3 5/3
0 0 46/7
The result can be checked by multiplying L and U.
Crout matrix decomposition
In linear algebra, the Crout matrix decomposition is an LU decomposition which
decomposes a matrix into a lower triangular matrix (L), an upper triangular matrix (U)
and, although not always needed, a permutation matrix (P).
The Crout matrix decomposition algorithm differs slightly from the Doolittle method.
Doolittle's method returns a unit lower triangular matrix and an upper triangular matrix,
while the Crout method returns a lower triangular matrix and a unit upper triangular
matrix.
3.4. The determinant of a matrix
The determinant of a 1 x 1 matrix A = (a
11
) , det A, is a
11
The determinant of an n x n matrix
A =
a
11
a
12
... a
1n
a
21
a
22
... a
2n
:
a
n1
a
n2
... a
nn
is det A = a
11
A
11
+ a
12
A
12
+ ··· + a
1n
A
1n
=
a
11
... a
1n
,
a
21
... a
2n
:
a
n1
... a
nn
where A
1j
is (1)
1+j
times the determinant of the (n  1) x (n  1) matrix, which is obtained
from A by deleting the first row and the jth column. For example, the determinant of a 2 x
2 matrix is
a
11
a
12
a
21
a
22
= a
11
(1)
1+1
a
22
+ a
12
(1)
1+2
a
21
= a
11
a
22
 a
12
a
21
and the determinant of a 3 x 3 matrix is
a
11
a
12
a
13
a
21
a
22
a
23
a
31
a
32
a
33
= a
11
a
22
a
23
a
32
a
33
 a
12
a
21
a
23
a
31
a
33
+ a
13
a
21
a
22
.
a
31
a
32
Example 1: Calculation of a determinant
It can be shown that det A = a
i1
A
i1
+ a
i2
A
i2
+ ··· + a
in
A
in
,
= a
1j
A
1j
+ a
2j
A
2j
+ ··· + a
nj
A
nj
where A
1j
is (1)
1+j
times the determinant of the (n  1) x (n  1) matrix, which is obtained
from A by deleting the ith row and the jth column.
The number A
ij
is called the cofactor of the element a
ij
.
It follws from the definition that
1) if A has a 0 row or a 0 column, then det A = 0.
2) det A
T
= det A.
3) if a row or a column of A is multiplied by k, the determinant of the matrix obtained =
kdet A => det (kA) = k
n
det A.
4) if any two rows (or columns) of A are interchanged, the determinant of the matrix
obtained = det A.
5) if any two rows (or columns) of A are the same, then det A = 0.
6) If c x (kth row) is added to the ith row, i k, the determinant of the matrix obtained =
det A. The same rule applies to columns.
7)
a
11
+ x
1
a
12
··· a
1n
a
21
+ x
2
a
22
··· a
2n
: :
a
n1
+ x
n
a
n2
··· a
nn
=
a
11
a
12
··· a
1n
a
21
a
22
··· a
2n
: :
a
n1
a
n2
··· a
nn
+
x
1
a
12
··· a
1n
x
2
a
22
··· a
2n
:
x
n
a
n2
··· a
nn
The same rule applies to rows.
8) The determinant of an upper triangular matrix is the product of the diagonal elements.
Example 2: The determinant of an upper triangular matrix
9) det AB = det A· det B.
Example 3: The determinant of a product
The adjugate matrix of A is
adj A =
A
11
A
21
··· A
n1
= (A
ij
)
T
A
12
A
22
··· A
n2
: :
A
1n
A
2n
··· A
nn
Proposition 8. A adj A = adj A · A = det A · I
Proof. Denote A adj A = (b
ij
)
=> b
ij
= a
i1
A
j1
+ a
i2
A
j2
+ ··· + a
in
A
jn
=>
1) If i j then b
ij
is the determinant of the matrix obtained from A by replacing the jth row
by the ith row. => two equal rows => det = 0 = b
ij
.
2) If i = j, then b
ij
= the determinant of A computed across the ith row.
=> A adj A =
det A 0 ··· 0
= det A· I
0 det A 0 ··· 0
: :
0 ··· 0 det A
Similarly adj A · A = det A· I.
Peoposition 9.
1) A has an inverse <=> det A 0
2) If det A 0, then
A
1
= (1 / det A) adj A.
Proof. 2) If det A 0, then (1 / det A) adj A · A = I => A
1
= (1 / det A) adj A
1) If A has an inverse, then I = AA
 1
=> 1 = det I = det (AA
1
) = det A ·det A
1
=> det A
0.
Note. det A 0 <=> A
1
exists <=> the rank of A is n.
If det A = 0, then the rank of A < n and thus the nullity of A = n  (the rank of A) 1
=> The equation A = 0 has a solution 0.
Applications of determinant
Everything in this section is based on the following fact:
A homogeneous linear system of n equations in n unknowns has nontrivial solutions
if and only if the determinant of the coefficient matrix is zero.
A = 0
1. If det A 0 => A
1
exists <=> A
1
A = A
1
= 0 <=> =
2. If det A = 0, then the rank of A is not full; it is n  r < n and there are n  r
unknowns which can be chosen arbitrarily.
=> the system has nontrivial ( 0) solutions.
Example 1: Calculation of a determinant
Calculate the determinant of the matrix
A =
1 2 0 0
.
0 1 0 2
0 2 3 0
3 0 1 0
Solution:
det A =
1 2 0 0
0 1 0 2
0 2 3 0
3 0 1 0
= (1)
1+1
·1
1 0 2
2 3 0
0 1 0
+ (1)
1+2
·2
0 0 2
0 3 0
3 1 0
+ 0
0 1 2
0 2 0
3 0 0
 0
0 1 0
0 2 3
3 0 1
Compute the determinant across the first row and obtain four 3rowed determinants
Compute the first one of the 3rowed determinants across the 3rd row(this row has two
zeros) and the second one across the first row
The two last of the 3rowed determinants vanish
Remember that we could equally well compute across columns too
Each subdeterminant has a coefficient of the form (1)
i+j
a
ij
The horizontal and vertical lines in a matrix are called rows and columns, respectively. The numbers in the matrix are called its entries or its elements. To specify a matrix's size, a matrix with m rows and n columns is called an mbyn matrix or m × n matrix, while m and n are called its dimensions. The above is a 4by3 matrix. A matrix where one of the dimensions equals one is also called a vector, and may be interpreted as an element of real coordinate space. An m × 1 matrix (one column and m rows) is called a column vector and a 1 × n matrix (one row and n columns) is called a row vector. For example, the second row vector of the above matrix A is
Notation
A common shorthand is A = [ai,j]i=1,...,m; j=1,...,n or more briefly A = [ai,j]m×n to define an m × n matrix A. Usually the entries ai,j are defined separately for all integers 1 ≤ i ≤ m and 1 ≤ j ≤ n. They can however sometimes be given by one formula; for example the 3by4 matrix
can alternatively be specified by A = [i − j]i=1,2,3; j=1,...,4. Some programming languages start the numbering of rows and columns at zero, in which case the entries of an mbyn matrix are indexed by 0 ≤ i ≤ m − 1 and 0 ≤ j ≤ n − 1.[2] This article follows the more common convention in mathematical writing where enumeration starts from 1
EQUAL MATRICES: Two matrices are said to be equal if they are of the same size and their (i, j)th entries are all equal. Basic operations(Algebraic operations on matrices)
Main articles: Matrix addition, Scalar multiplication, Transpose, and Row operations There are a number of operations that can be applied to modify matrices called matrix addition, scalar multiplication and transposition.[3] These form the basic techniques to eal with matrices.
Definition: (Matrix addition) Let A = ( ai j ) , B = ( bi j ) be two m × n matrices of numbers. Then, A + B is an m × n matrix such that its (i, j)th entry is ai j + bi j i.e. ( ai j ) + ( bi j ) = ( ai j + bi j ) . Example: 0 1
1 6 −1 2 3 3 3 9 2 + = 5 −1 0 1 −1 1 6
Definition: (Scalar multiplication) Let A = ( ai j ) be an m × n matrix of numbers and let a be another number. Then, kA , the scalar multiplication of the number a to the matrix A , is an m × n matrix such that its (i, j)th entry is k ⋅ ai j i.e. k ( ai j ) = ( k ⋅ ai j ) . Example: 3 2
2 4 2 4 = 8 . 6 12
1 −1 0 3 −3 0 = , 4 (1 3 5 7 ) = ( 4 12 20 28 ) . 5 7 6 15 21
Remark: Let B = (bi j ) . Then, − B is defined to be (−bi j ) . Note that − B = (−1) B . A − B is defined to be (ai j ) − (bi j ) = (ai j − bi j ) .
Then. Theorem: Let A. A + (− A) = (− A) + A = 0 (v) Distributive Law: k ( A + B) = kA + kB . Then. B. 1 0 0 1 0 30 1 0 0 0 Example: −1 2 2 1 −1 0 1 = 2 −3 0 4 0 5 1 0 0 0 1 5 −5 0 6 Theorem: Let A. Let 0 denote the zero matrix of the same size. (k + k ′) A = kA + k ′A (vi) (kk ′) A = k (k ′A) (vii) 1A = A . Then. j) entry of AB . ( B + C ) A = BA + CA . Then.C be matrices of the same size and let k . (i) Associative Law: ( AB)C = A( BC ) (ii) Distributive Law: A( B + C ) = AB + AC . (iii) k ( AB ) = (kA) B = A(kB) . To compute the (i.C be matrices. whenever the products and sums are defined. (i) Associative Law for Addition: ( A + B ) + C = A + ( B + C ) (ii) Commutative Law for Addition: A + B = B + A (iii) Neutral Element for Addition: A + 0 = 0 + A (iv) Existence of Inverse: Let − A = (−1) A . Definition: (Matrix multiplication) Let A = ( aik ) be an m × r matrix and let that its (i.k ′ be numbers. j)th entry is equal to ai1b1 j + ai 2b2 j + L + air brj = l = ∑ ail blj . B.Addition and scalar multiplication satisfy the following laws. l =1 l =r B = ( bpq ) be an r × n matrix. . where k is a number. we can define AB as an m × n matrix such Remark: We can form the product AB whenever the number of columns of th A equal to the number of rows of B . we use the ith row of A and the jth column of B .
[14] Moreover.[4] The transpose is compatible with addition and scalar multiplication.[13] This is equivalent to BA = In. An nbyn matrix is known as a square matrix of order n. addition is commutative. Row operations are ways to change matrices. that is. Finally. a matrix consisting of a single row:[1] The transpose of a row vector is a column vector: Square matrices A square matrix is a matrix which has the same number of rows and columns. as expressed by (cA)T = c(AT) and (A + B)T = AT + BT. i. These row operations are used in a number of ways including solving linear equations and finding inverses. that is interchanging two rows of a matrix. row multiplication. There are three types of row operations: row switching. 7 2 Any two square matrices of the same order can be added and multiplied. (AT)T = A.Familiar properties of numbers extend to these operations of matrices: for example.e. the matrix sum does not depend on the order of the summands: A + B = B + A. multiplying all entries of a row by a nonzero constant and finally row addition which means adding a multiple of a row to another row. it is unique and is called the inverse matrix of A. Row vector In linear algebra. . denoted A−1. if B exists. a row vector or row matrix is a 1 × n matrix. 1 5 is a 2 × 2 square matrix. A square matrix A is called invertible or nonsingular if there exists a matrix B such that AB = In.
While. tr(A) of a square matrix A is the sum of its diagonal entries. Its size is determined by the context. 0 1 0 0 0 0 0 0 0 1 Remark: We will not have special notation for zero matrix.[15] ZERO MATRIX: Definition: The matrix with all entries equal to zero is called a zero matrix.Diagonal matrix In linear algebra. we just denote it by 0 . which is an mbyn matrix with only the entries of the form di. I3 = 0 1 0 . matrix multiplication is not commutative. . or The entries Ai. I 2 = . Usually. 0 0 0 0 0 1 0 0 1 0 Examples: 0 0 0 0 0 is the 3 × 5 zero matrix. An n × n matrix (ai j ) such that ai j = 1 if i = j and ai j = 0 otherwise is called the identity matrix of order n.j) with n columns and n rows is diagonal if: For example. .i form the main diagonal of a matrix. as mentioned above. It is usually denoted by I n . the trace of the product of two matrices is independent of the order of the factors: tr(AB) = tr(BA). the following matrix is diagonal: The term diagonal matrix may sometimes refer to a rectangular diagonal matrix. The diagonal entries themselves may or may not be zero. the matrix D = (di.i possibly nonzero. Thus. a diagonal matrix is a square matrix in which the entries outside the main diagonal (↘) are all zero. The trace. for example.
1. This is simply a consequence of the fact that any nonsingular matrix multiplied by its inverse is the identity.) Some mathematics books use U and E to represent the Identity Matrix (meaning "Unit Matrix" and "Elementary Matrix". (In some fields. an involutory matrix is a matrix that is its own inverse.Identity matrix In linear algebra. The important property of matrix multiplication of identity matrix is that for mbyn A [1] respectively). is also involutory. otherwise it is identical to I. It is denoted by In. If A is an n × nmatrix. namely therowinterchange elementary matrix. . then A is involutory if and only if ½(A + I) is idempotent. A special case of another class of elementary matrix. all of which are involutory. A reflection matrix is an example of an involutory matrix. Involutory matrices are all square roots of the identity matrix. although I is Involutory matrix In mathematics. That is. considered more universal. and thus represents an isometry (a linear transformation which preserves Euclidean distance). such as quantum mechanics. that which represents multiplication of a row or column by −1. it is in fact a trivial example of a signature matrix. the identity matrix or unit matrix of size n is the nbyn square matrix with ones on the main diagonal and zeros elsewhere. or from the German "Einheitsmatrix". or simply by I if the size is immaterial or can be trivially determined by the context. the identity matrix is denoted by a boldface one. One of the three classes of elementary matrix is involutory. An involutory matrix which is also symmetric is an orthogonal matrix. matrix A is an involution iff A2 = I.
For example. a nilpotent matrix is a square matrix N such that for some positive integer k. any triangular matrix with 0's along the main diagonal is nilpotent. The smallest such k is sometimes called the degree of N. More generally. . with Though the examples above have a large number of zero entries. Examples: The matrix is nilpotent.Nilpotent matrix In linear algebra. a typical nilpotent matrix does not. since M2 = 0. the matrices both square to zero. the matrix is nilpotent. though neither matrix has zero entries. For example.
they look like (diagonal). A is called a diagonal matrix. For example. respectively). A is called a lower triangular matrix (upper triangular matrix.Triangular matrix In the mathematical discipline of linear algebra. Because matrix equations with triangular matrices are easier to solve they are very important in numerical analysis. a triangular matrix is a special kind of square matrix where the entries either below or above the main diagonal are zero. A matrix of the form is called lower triangular matrix or left triangular matrix. if n = 3. (lower) and . and analogously a matrix of the form is called upper triangular matrix or right triangular matrix. (upper triangular matrix). If all entries outside the main diagonal are zero. If only all entries above (below) the main diagonal are zero. The LU decomposition gives an algorithm to decompose any invertible matrix A into a normed lower triangle matrix L and an upper triangle matrix U.
AT = . For example. 1 7 1 −1 2 Example: Let A = −1 0 . the following matrix is tridiagonal: A determinant formed from a tridiagonal matrix is known as a continuant. that the product of a lower triangular with an upper triangular matrix does not preserve triangularity. The analogous result holds for lower triangular matrices. however. the (i. Tridiagonal matrix In linear algebra.i) element of A.[1 Transpose In linear algebra. This means that the upper triangular matrices form a subalgebra of the ring of square matrices for any given size.The standard operations on triangular matrices conveniently preserve the triangular form: the sum and product of two upper triangular matrices is again upper triangular. 7 0 3 2 3 . To be exact: a tridiagonal matrix has nonzero elements only in the main diagonal. the transpose of a matrix A is another matrix AT (also written A′. the first diagonal below this. The transpose of a scalar is the same scalar. a tridiagonal matrix is a matrix that is "almost" a diagonal matrix.j) element of AT is the (j. [AT]ij = [A]ji If A is a m × n matrix then AT is a n × m matrix. Note. and of course we can multiply an upper triangular matrix by a constant and it will still be upper triangular. Atr or t A) created by any one of the following equivalent actions: • • • write the rows of A as the columns of AT write the columns of A as the rows of AT reflect A by its main diagonal (which starts from the top left) to obtain AT Formally. The inverse of an upper triangular matrix is also upper triangular. and the first diagonal above the main diagonal. Then.
Then. A. The following 3×3 matrix is skewsymmetric: Skewsymmetric matrix In linear algebra. The following 3×3 matrix is symmetric: A matrix is called skewsymmetric or antisymmetric if its transpose is the same as its negative. (i) ( A + B )T = AT + BT (ii) ( AT )T = A (iii) (kA)T = kAT (iv) ( AB)T = BT AT . that is. a symmetric matrix is a square matrix. Symmetric matrix In linear algebra. that is equal to its transpose The entries of a symmetric matrix are symmetric with respect to the main diagonal (top left to bottom right). then for all indices i and j.NOTE: Let A. B be matrices and k be a number. So if the entries are written as A = (aij). whenever the sum and product are defined. it satisfies the equation: or in component form. if : for all and . a skewsymmetric (or antisymmetric or antimetric[1]) matrix is a square matrix A whose transpose is also its negative.
For example. the following matrix is skewsymmetric: Compare this with a symmetric matrix whose transpose is the same as the matrix or an orthogonal matrix. each diagonal element of a skewsymmetric matrix must be zero. orthonormal). . a matrix Q is orthogonal if its transpose is equal to its inverse: alternatively.e. since all offdiagonal entries are zero. an orthogonal matrix is a square matrix with real entries whose columns (or rows) are orthogonal unit vectors (i. Because the columns are unit vectors in addition to being orthogonal. the transpose of which is equal to its inverse: The following matrix is neither symmetric nor skewsymmetric: Every diagonal matrix is symmetric. some people use the term orthonormal to describe such matrices.. Similarly. Orthogonal matrix In linear algebra. Equivalently. since each is its own negative.
although this symbol is more commonly used for the MoorePenrose pseudoinverse In some contexts. universally used in quantum mechanics . conjugate transpose is denoted by . . commonly used in linear algebra (sometimes pronounced "A dagger"). and thus the or . In mathematics. Other names for the conjugate transpose of a matrix are Hermitian conjugate. the conjugate transpose. isa − bi. negating their imaginary parts but not their real parts). The conjugate transpose is formally defined by * where the subscripts denote the i. EXAMPLE: −1 0 1 0 −1 0 cos θ . . (The complex conjugate of a This definition can also be written as + bi.) where denotes the transpose and denotes the matrix with complex conjugated entries.e.jth entry. where a and b are reals. or transjugate. 0 −1 0 −1 0 1 sin θ − sin θ cos θ Conjugate transpose "Adjoint matrix" redirects here. and the overbar denotes a scalar complex conjugate. Hermitian transpose. An adjugate matrix is sometimes called a "classical adjoint matrix".(OR) Definition: An n × n matrix A is called an orthogonal matrix whenever AT A = I . or adjoint matrix of an mbyn matrix A with complex entries is the nbym matrix A obtained from A by taking thetranspose and then taking the complex conjugate of each entry (i. denotes the matrix with complex conjugated entries. for 1 ≤ i ≤ n and 1 ≤ j ≤ m. The conjugate transpose of a matrix A can be denoted by any of these symbols: or .
then the Hermitian property can be Hermitian matrices can be understood as the complex extension of a real symmetric matrix. this means that for all i and j. the matrix A is skewHermitian if it satisfies the relation where denotes the conjugate transpose of a matrix.jth entry of A. and the overline denotes complex conjugation. is a Hermitian matrix SkewHermitian matrix In linear algebra. In component form. . the element in the ith row and jth column is equal to the complex conjugate of the element in the jth row and ith column.EXAMPLE: then Hermitian matrix A Hermitian matrix (or selfadjoint matrix) is a square matrix with complex entries which is equal to its own conjugate transpose – that is. a square matrix with complex entries is said to be skewHermitian or antihermitian if its conjugate transpose is equal to its negative.[1] That is.j is the i. for all indices i and j: If the conjugate transpose of a matrix written concisely as is denoted by . For example. where ai.
so also a unitary matrix U satisfies for all complex vectors x and y. the columns of form an orthonormal basis of with respect to this inner product 4. a unitary matrix is an n by n complex matrix U satisfying the condition is the conjugate transpose (also where is the identity matrix in n dimensions and called the Hermitian adjoint) of U. is unitary is unitary 2. is an isometry with respect to the norm from this inner product 6. the rows of form an orthonormal basis of with respect to this inner product 5. 3.SkewHermitian matrices can be understood as the complex versions of real skewsymmetric matrices. where . If stands now for the standard inner product on is an n by n matrix then the following are all equivalent conditions: 1. or as the matrix analogue of the purely imaginary numbers.[2] Unitary matrix In mathematics. Just as an orthogonal matrix G preserves the (real) inner product of two real vectors. Note this condition says that a matrix U is unitary if and only if it has an inverse which is equal to its conjugate transpose A unitary matrix in which all entries are real is an orthogonal matrix. . U is a normal matrix with eigenvalues lying on the unit circle.
Row operations : Let AX = b be a system of m equations in n unknowns. The elementary matrices generate the general linear group of invertible matrices. Two matrices are called row equivalent if one can be transformed into the other using a sequence of row operations. and left (respectively. Elementary matrix In mathematics. To solve this system. "elementary matrices" refers only to the rowaddition matrices. Replace a row by the sum of that row and a multiple of another row. any two row equivalent matrices have the same solution space. elementary column operations). The three operations are (i) (ii) (iii) (OR) Three Elementary Row Operations 1. Since row operations do not effect the solution space. Multiply a row by a nonzero constant. right) multiplication by an elementary matrix representelementary row operations (respectively. Switch any tow rows. we apply three basic operations on the system of equations to get an equivalent but simpler system. 3. In algebraic Ktheory. 2. an elementary matrix is a simple matrix which differs from the identity matrix in a minimal way. . Multiply an equation by a nonzero number Interchange two equations Add to a certain equation a multiple of another equation.
Use in solving systems of equations Elementary row operations do not change the solution set of the system of linear equations represented by a matrix. and are used in Gaussian elimination (respectively. . (i) (ii) (iii) Multiply a certain row by a nonzero number. (OR) Definition: On any given matrix. The acronym "ero" is commonly used for "elementary row operations". reduced row echelon form). the elementary row operations are listed in the following. which correspond to three types of row operations (respectively. column operations): Row switching A row within the matrix can be switched with another row. Interchange two rows. GaussJordan elimination) to reduce a matrix to row echelon form (respectively. The elementary matrix for any row operation is obtained by executing the operation on an identity matrix. Operations There are three types of elementary matrices. Remark: Elementary row operations are reversible. Row multiplication Each element in a row can be multiplied by a nonzero constant. Adding to a certain row a multiple of another row. Row addition A row can be replaced by the sum of that row and a multiple of another row.
Likewise. they are simply called the rank of A. Solution We follow the procedures: Rank (linear algebra) The column rank of a matrix A is the maximal number of linearly independent columns of A. .Example Use the elementary row operations to put the following in rref. Alternative definitions column rank – dimension of column space The maximal number of linearly independent columns m of the m×n matrix A with entries in the field F is equal to the dimension of the column space of A (the column space being the subspace of F generated by the columns of A. Since the column rank and the row rank are always equal. the row rank is the maximal number of linearly independent rows of A. which is in fact just the image of A as a linear map).
we say that A has full row rank). f is injective if and only if A has rank n (in this case. . m = n). this does not give an efficient way of computing the rank. we can also define the rank of A as the dimension of the row space of A. 4. Like the decomposition rank characterization. f is surjective if and only if A has rank m (in this case. then As an example of the "<" case. 5. If B is any nbyk matrix. consider the product Both factors have rank 1. we say that A has full column rank). and we define the linear map f by f(x) = Ax as above. 6. Properties We assume that A is an mbyn matrix over either the real numbers or the complex numbers. but it is useful theoretically: a single nonzero minor witnesses a lower bound (namely its order) for the rank of the matrix. only a zero matrix has rank zero. In the case of a square matrix A (i. A has full rank). but the product has rank 0. 1. . then A is invertible if and only if A has rank n (that is. 3.row rank – dimension of row space Since the column rank and the row rank are the same. in a basis of the row space..e. 2. or the number of rows determinantal rank – size of largest nonvanishing minor Another equivalent definition of the rank of a matrix is the greatest order of any nonzero minor in the matrix (the order of a minor being the size of the square submatrix of which it is the determinant). which can be useful to prove that certain operations do not lower the rank of a matrix.
[7] This proof was adapted from. If this condition is fulfilled. 13. As a consequence. If B is an nbyk matrix with rank n. also holds 0 = xTATAx =  Ax  2. . The inequality due to Frobenius: if AB. If C is an lbym matrix with rank m. 14. The rank of A is equal to r if and only if there exists an invertible mbym matrix X and an invertible nbyn matrix Y such that where Ir denotes the rbyr identity matrix. 10. If A * denotes the conjugate transpose of A (i. The rank of a matrix plus the nullity of the matrix equals the number of columns of the matrix (this is the "rank theorem" or the "ranknullity theorem"). 12. ABC and BC are defined. 15. then . then 9. Null space of the Gram matrix is given by vectors x for which A T Ax = 0. then . This is a special case of the next inequality. 11.7. Sylvester’s rank inequality: If A is a mbyn matrix and B nbyk. but not fewer. then 8.e. a rankk matrix can be written as the sum of k rank1 matrices. Subadditivity: [6] [5] when A and B are of the same dimension. the adjoint of A). then . The rank of a matrix and the rank of its corresponding Gram matrix are equal This can be shown by proving equality of their null spaces..
then j1<j2<j3<… It is said to be in row reduced echelon form or called a row reduced echelon matrix if in addition to (i). . (iii) (OR) Definition: Given a matrix A. (OR) Definition: Let A = (ai j ) be a matrix. r1 < r2 . (OR) Definition An m x n matrix is in reduced row echelon form if it satisfies the following properties: For each nonzero row. the first nonzero entry is 1 and all the other entries in that column are zero. (ii) the following condition is satisfied. the first nonzero entry from the left is 1 and it is the only nonzero entry in its column. respectively. its rank is defined to be the number of nonzero rows in its row echelon form. (ii) For the ith row let ji be the first column with nonzero entry. have their first nonzero elements in the columns c1 and c2 . 2) a row in which all the entries are zero. is below all those rows which have nonzero entries. if 1) in each row. A is said to be in row echelon form or called an row echelon matrix whenever (i) All zero rows are on the bottom. 3) if the rows r1 and r2 . then c1 < c2 .Row echelon form A matrix is in reduced echelon form.
and 3 are satisfied. if any. then the following statements are equivalent (i) A 1 exists (ii) the rank of A is n (iii) AR = I (iv) the rows(columns) of A are linearly independent. If A is an n x n matrix. The first two are 0 0 0 0 1 2 echelon matrices and the third one is a reduced echelon matrix. Proposition 4. then the rank of A = n <=> AR = I. Proof. 2. 0 0 0 0 1 3 0 0 4 0 0 0 1 0 −3 . are at the bottom of the matrix 2. The first nonzero entry of each row is a one. one can reduce this matrix into echelon form or row reduced echelon form by applying elementary row operations. Omitted. If only 1.1. The columns containing a leading one have zeros in all other entries. Theorem: Given any matrix A . All zero rows. Examples of Echelon and Row reduced echelon matrices: 2 0 0 0 4 5 −6 0 1 1 −3 2 0 . Proposition 6. then the matrix is in row echelon form. The rank of A = the rank of AR = the number of nonzero rows in AR . 0 0 0 0 6 2 0 0 0 0 0 0 3 2 0 1 2 3 0 0 1 . 3. 1) AR = I => the rank of A = n (= the number of nonzero rows) 2) The rank of A = n => the rank of AR = n => AR = I. . This one is called the leading one or the corner. If A is an n x n matrix. Every matrix A is equivalent to a unique matrix AR . Each corner is to the right and below the preceding corner. Proposition 5. which is in reduced echelon form. 4. Proof.
0 0 0 2 1 0 0 0 1 1 2 Examples This matrix is in reduced row echelon form: .4. then B = A 1). if AR = I. Follows from Proposition 5 and results of the section 1.Proof. (computation of an inverse: (A  I) ~ ··· ~ (AR  B). 2 2 −1 6 4 2 2 −1 6 4 2 2 −1 6 4 4 4 1 10 13 → 0 0 3 −2 5 → 0 0 3 −2 5 → 6 6 0 20 19 6 6 0 20 19 0 0 3 2 7 2 2 −1 6 4 2 2 −1 6 4 2 2 −1 0 1 → 0 0 3 −2 5 → 0 0 3 −2 5 → 0 0 3 −2 5 → 0 0 0 4 2 0 0 0 2 1 0 0 0 2 1 2 2 −1 0 1 2 2 0 0 3 1 1 0 0 3 2 → 0 0 3 0 6 → 0 0 3 0 6 → 0 0 3 0 6 → 0 0 0 2 1 0 0 0 2 1 0 0 0 2 1 1 1 0 0 3 2 1 1 0 0 3 2 → 0 0 1 0 2 → 0 0 1 0 2 . Proposition 1 => (ii) <=> (iv) Example 1: Existence of an inverse 2) Solvability of linear systems of equations: Proposition 7. Example: Reduce the following matrix to row reduced echelon form. A linear system of equations has solutions if and only the ranks of the coefficient matrix and the augmented coefficient matrix coincide..
The following matrix is also in row echelon form, but not in reduced row form:
However, the matrix below is not in row echelon form, as the leading coefficient of row 3 is not strictly to the right of the leading coefficient of row 2, and the main diagonal is not made up of only ones:
1 2 −2 3 2 Example: Find the rank of 2 4 −3 4 5 . 5 10 −8 11 12 1 2 0 −1 4 Solution: Since the reduced echelon form is 0 0 1 −2 1 . The rank is 0 0 0 0 0
then equal to 2.
Nonuniqueness
Every nonzero matrix can be reduced to an infinite number of echelon forms (they can all be multiples of each other, for example) via elementary matrix transformations. However, all matrices and their row echelon forms correspond to exactly one matrix in reduced row echelon form.
Systems of linear equations
A system of linear equations is said to be in row echelon form if its augmented matrix is in row echelon form. Similarly, a system of equations is said to be in reduced row echelon form or canonical form if its augmented matrix is in reduced row echelon form.
Augmented matrix
Definition: A is called the coefficient matrix and the m × (n + 1) matrix ( A b ) is called the augmented matrix of the system of linear equations.
In linear algebra, the augmented matrix of a matrix is obtained by changing a matrix in some way. Given the matrices A and B, where:
Then, the augmented matrix (AB) is written as:
This is useful when solving systems of linear equations or the augmented matrix may also be used to find the inverse of a matrix by combining it with the identity matrix.
Gaussian elimination
In linear algebra, Gaussian elimination is an algorithm for solving systems of linear equations, finding the rank of a matrix, and calculating the inverse of an invertible square matrix. Gaussian elimination is named after German mathematician and scientist Carl Friedrich Gauss. Elementary row operations are used to reduce a matrix to row echelon form. Gauss– Jordan elimination, an extension of this algorithm, reduces the matrix further to reduced row echelon form. Gaussian elimination alone is sufficient for many applications.
Gaussian elimination: Let
AX = b be the matrix representation of a system
of m equations in n unknowns. Apply elementary row operations to the augmented matrix ( A b ) to reduce it to row reduced echelon form. If the first nonzero entry of a nonzero row is on the last column then the system has no solution. Otherwise, we can apply backward substitution to get solutions of the system. Example:1. Solve the following system by applying elementary row operations to the augmented matrix.
x + 2 y − 2 z + 3w = 2 2 x + 4 y − 3 z + 4w = 5 5 x + 10 y − 8 z + 11w = 12
Solution:
1 2 −2 3 2 The augmented matrix is 2 4 −3 4 5 . In the following, we apply 5 10 −8 11 12
elementary row operations to this matrix reducing it to reduced echelon form.
3 2 1 2 −2 3 2 1 2 −2 3 2 1 2 −2 1 −2 1 → 0 0 1 −2 1 → 2 4 −3 4 5 → 0 0 5 10 −8 11 12 0 0 2 −4 2 0 0 0 0 0 1 0 0 x −1 4 0 1 −2 1 . This is the augmented matrix of the following system 0 0 0 0 + 2y − w = 4 x = 4 − 2y + w 2 0
z − 2w =
1
. Hence,
z =
1
+ 2w
Answer: x = 4 − 2 s + t , y = s, z = 1 + 2t , w = t , where s, t are arbitrary.
However. because it is a modification of Gaussian elimination as described by Jordan in 1887. Gauss–Jordan elimination is considerably less efficient than Gaussian elimination with backsubstitution when solving a system of linear equations. Jordan and Clasen probably discovered Gauss– Jordan elimination independently (Althoen & McLaughlin 1987). However. or row canonical form. whereas Gaussian elimination takes it only as far as row echelon form. one does not usually deal with the systems in terms of equations but instead makes use of the augmented matrix (which is also suitable for computer manipulations). beginning with: which. In practice. then. Gauss–Jordan elimination In linear algebra. It is named in after Carl Friedrich Gauss and Wilhelm Jordan. . Gauss–Jordan elimination brings a matrix to reduced row echelon form. Gauss–Jordan elimination is a version of Gaussian elimination that puts zeros both above and below each pivot element as it goes from the top row of the given matrix to the bottom. Every matrix has a reduced row echelon form. This. it is in row echelon form. it is well suited for calculating the matrix inverse. is the Gaussian Elimination algorithm applied to the augmented matrix of the system above. and this algorithm is guaranteed to produce it. the method also appears in an article by Clasen published in the same year. at the end of the first part of the algorithm. it is in reduced row echelon form. looks like this: That is. At the end of the algorithm. In other words. if the Gauss–Jordan elimination is applied: That is.Example:2.
If the algorithm is unable to reduce A to triangular form. The identity matrix is augmented to the right of A. This can be done by augmenting the square matrix with the identity matrix of the same dimensions. one is really after the solution of a particular system of linear equations. forming a matrix (the block matrix B = [A.Finding the inverse of a matrix Suppose A is a matrix and you need to calculate its inverse. Through application of elementary row operations and the Gaussian elimination algorithm. A. which gives the following: . the left block of B can be reduced to the identity matrix I. inverting a matrix is rarely required. it can be used to calculate the matrix's inverse. the following is obtained: By performing elementary row operations on the [AI] matrix until it reaches reduced row echelon form. is given by the following expression: Then. In practice. Most of the time. the following is the final result: The matrix augmentation can now be undone.I]). and through the following matrix operations: If the original square matrix. after augmenting by the identity. which leaves A − 1 in the right block of B.[3] Application to finding inverses If Gauss–Jordan elimination is applied on a square matrix. then A is not invertible.
Matrix equation The vector equation is equivalent to a matrix equation of the form where A is an m×n matrix. . The number of vectors in a basis for the span is now expressed as the rank of the matrix. are the coefficients of the Often the coefficients and unknowns are real or complex numbers. as are polynomials and elements of an abstract algebraic structure.or A matrix is nonsingular (meaning that it has an inverse matrix) if and only if the identity matrix can be obtained using only elementary row operations. x is a column vector with n entries. are the constant terms. and are the unknowns. System of linear equations General form A general system of m linear equations with n unknowns can be written as Here system. but integers and rational numbers are also seen. and b is a column vector with m entries.
Consistency The equations 3x + 2y = 6 and3x + 2y = 12 are inconsistent. the equations . The system has infinitely many solutions. 2. and inconsistentotherwise. The system has a single unique solution. such as the statement that 0 = 1. A linear system may behave in any one of three possible ways: 1. xn such that each of the equations is satisfied. The set of all possible solutions is called the solution set.. A solution of a linear system is an assignment of values to the variables x1.. The equations of a linear system are consistent if they possess a common solution.. 3. When the equations are inconsistent. .Solution set The solution set for the equationsx − y = −1 and 3x + y = 9 is the single point (2. For example. it is possible to derive a contradiction from the equations. The system has no solution. 3). x2.
the equations are inconsistent. In attempting to find a solution. and the constant terms do not satisfy the dependence relation. Can you illustrate this concept? Matrix algebra is used to solve a system of simultaneous linear equations. In fact. integration.. Note that any two of these equations have a common solution.. System of Equations Matrix algebra is used for solving systems of equations.are inconsistent. the solutions reduce to a set of simultaneous linear equations. inconsistencies occur if the lefthand sides of the equations in a system are linearly dependent.. + a mn x n = c m can be rewritten in the matrix form as . The graphs of these equations on the xyplane are a pair ofparallel lines. It is possible for three linear equations to be inconsistent. that is. Adding the first two equations together gives 3x + 2y = 2. Applying the substitution property (for 3x+2y) yields the equation 6 = 12. we assume that the value of x in the first equation must be the same as the value of x in the second equation (the same is assumed to simultaneously be true for the value of y in both equations).. In general. This therefore contradicts our assumption that the system had a solution and we conclude that our assumption was false. that is. A general set of m linear equations and n unknowns. The same phenomenon can occur for any number of equations. a m1 x1 + a m 2 x2 + . for many mathematical procedures such as the solution to a set of nonlinear equations. and differential equations. even though any two of the equations are consistent together. which is a false statement.. a11 x1 + a12 x 2 + LL + a1n x n = c1 a 21 x1 + a 22 x2 + LL + a 2 n xn = c2 …………………………………… ……………………………………... A system of equations whose lefthand sides are linearly independent is always consistent. which can be subtracted from the third equation to yield 0 = 1. For example. Let us illustrate with an example for interpolation. the system in fact has no solution. interpolation. we tacitly assume that there is a solution.
. [C ] is called the right hand side vector and [X ] is called the solution vector.a1n x1 c1 a 22 . [A][X]= [B] Consistent System Inconsistent System Unique Solution Infinite Solutions Figure 5.. a 2 n M c 2 [AMC ] = M M M M a m1 a m 2 . where [A] is called the coefficient matrix. That is a a12 . a 2 n x 2 c 2 M ⋅ = ⋅ M ⋅ ⋅ a m 2 . a mn x n c m Denoting the matrices by [A] .. However.1.. Consistent and inconsistent system of equations flow chart. that is. and [C ] ... a mn M c n a12 .. a consistent system of equations may have a unique solution or infinite solutions (Figure 1). ..... the system of equation is [A][X ] = [C ] .. . .. Sometimes [A][X ] = [C ] systems of equations are written in the augmented form.. . What does that mean? A system of equations [A][X ] = [C ] is consistent if there is a solution. a consistent system of equations does not mean a unique solution. and it is inconsistent if there is no solution. a11 a 21 M M a m1 A system of equations can be consistent or inconsistent. a1n M c1 11 a 21 a 22 .. [X ] .
y ) = (0. y ) = (1. y ) that satisfies 2x + 4 y = 6 is a solution. x 1 y = 1 . y ) = (0. Hence. . and so on. b) The system of equations 2 4 x 6 1 2 y = 3 is also a consistent system of equations but it has infinite solutions as given as follows.5.25) . 2x + 4 y = 6 x + 2y = 3 you can see that they are the same equation. (x. Expanding the above set of equations. any combination of ( x. c) The system of equations 2 4 x 6 1 2 y = 4 is inconsistent as no solution exists. Other solutions include (x. Solution a) The system of equations 2 4 x 6 1 3 y = 4 is a consistent system of equations as it has a unique solution.5) .1) is a solution. For example ( x.Example 1 Give examples of consistent and inconsistent system of equations. 1. that is.1.
How can one distinguish between a consistent and inconsistent system of equations? A system of equations [A][X ] = [C ] is consistent if the rank of A is equal to the rank of the augmented matrix [AMC ] A system of equations [A][X ] = [C ] is inconsistent if the rank of A is less than the rank of the augmented matrix [AMC ] . where a1 . 2 3 3 2 Example : = − 12 ≠ 0 rank =2 8 8 6 6 6 3 rank =1 2 2 4 4 Equivalently. rank(A+B )≤ rank(A)+rank(B). rank(A) = n. rank(0) = 0. if A is an orthogonal matrix of dimension n. k 2 = 0 6 k 2 6 k1 = 0 ⇒ k1 = −2k 2 4 k 2 Properties of the rank of a matrix: If A~ m×n. The rank of a matrix is not changed if one row (column) is multiplied by a nonzero constant or if such a multiple of one row (column) is added to another row(column) . If A and B are of the same order. n). rank(A) = tr(A).. ... If A is idempotent. But. then rank is the (maximum) number of linearly independent rows (or columns) of matrix A. rank(B)]. what do you mean by rank of a matrix? Rank The rank of a matrix is defined as the order of the largest square submatrix whose determinant is not zero. (OR) The rank of any matrix A. rank(A)= number of nonzero elements. If AB is defined. 0 ≤ rank(A) = integer ≤ min(m. rank(A) = rank( A′ ) = rank( A′A ) = rank( AA′ ). written as rank(A) is the size of the largest nonvanishing determinant contained in A. rank(I) = n. If A is diagonal. If I~n×n.. j =1 n Example: 2 8 3 2 3 6 6 4 2 3 2 k1 + k 2 = 0 ⇒ 8 6 8 3 6 3 k1 + k 2 = 0 ⇒ 2 4 2 3 k1 = 0 ⇒ k1 = 0. a n is a set of linearly independent vectors iff 3 6 =0 ∑ k j a j = 0 implies k1 = k 2 = ⋅ ⋅ ⋅ = k n = 0 . a 2 . rank(AB)≤min[rank(A).
the rank of [ A] = 3. the rank of [ A] is less than 3. Thus if there are nonsingular matrices E and F for which I 0 EAF = ⇒ rank( A) = k 0 0 . One of the square submatrices of [ A] is 3 1 [B] = 2 0 and det( B ) = −2 ≠ 0 .A square matrix of order n is nonsingular iff it is of full rank rank(A) = n or.  A ≠0 The rank of a matrix is unchanged by premultiplying or postmultiplying by a nonsingular matrix. There is no need to look at other 2 × 2 submatrices to establish that the rank of [A] is 2. Example 3 What is the rank of 3 1 2 [A] = 2 0 5 ? 5 1 7 Solution The largest square submatrix of [ A] is of order 3 and that is [ A] itself. I ~ k × k Example 2 What is the rank of 3 1 2 [A] = 2 0 5 ? 1 2 3 Solution The largest square submatrix possible is of order 3 and that is [ A] itself. The next largest square submatrix would be a 2 × 2 matrix. equivalently. Since det( A) = −23 ≠ 0. Hence the rank of [ A] is 2. . Since det( A) = 0 .
the rank of [B] is at most 3. the system of equations is consistent. the rank of [A] is 3. . So let us look at the square submatrices of [B ] of order 3. Since the rank of the augmented matrix [B ] equals the rank of the coefficient matrix [ A] . then the rank is 3.2 The augmented matrix is 25 5 1 M 106. if any of these square submatrices have determinant not equal to zero.Example 4 How do I now use the concept of rank to find if 25 5 1 x1 106.2 is a consistent or inconsistent system of equations? Solution The coefficient matrix is 25 5 1 [A] = 64 8 1 144 12 1 and the right hand side vector is 106. For example.8 [C ] = 177.8 [B] = 64 8 1 M 177.2 2 144 12 1 x3 279.2 279. Since [ A] = [ D] .2 Since there are no square submatrices of order 4 as [B] is a 3 × 4 matrix. Hence the rank of the augmented matrix [B] is 3.8 64 8 1 x = 177. a submatrix of the augmented matrix [B ] is 25 5 1 [D] = 64 8 1 144 12 1 has det( D ) = −84 ≠ 0 .2 144 12 1 M 279.
the rank of the augmented [B ] is at most 3. That is.0 is consistent or inconsistent? Solution The coefficient matrix is given by 25 5 1 [A] = 64 8 1 89 13 2 and the right hand side 106.8 64 8 1 x = 177. This means.8 [B] = 64 8 1 : 177.2 13 2 284.0 .8 [E ] = 8 1 177.8 [C ] = 177.2 284. For example.2 2 89 13 2 x3 284.Example 5 Use the concept of rank of matrix to find if 25 5 1 x1 106. a square submatrix of the augmented matrix [B] is 25 5 1 [D] = 64 8 1 89 13 2 has det( D) = 0 .0 The augmented matrix is 25 5 1 : 106.2 89 13 2 : 284.0 Since there are no square submatrices of order 4 as [B] is a 4 × 3 matrix. we need to explore other square submatrices of order 3 of the augmented matrix [B] and find their determinants. So let us look at square submatrices of the augmented matrix [B] of order 3 and see if any of these have determinants not equal to zero. 5 1 106.
0 det(G ) = 0 All the square submatrices of order 3 × 3 of the augmented matrix [B ] have a zero determinant. One of the 2 × 2 submatrices of the augmented matrix [B] is 25 5 [H ] = 64 8 and det( H ) = −120 ≠ 0 So the rank of the augmented matrix [ B ] is 2. rank of the coefficient matrix [ A] equals the rank of the augmented matrix [B]. Hence.0 det( F ) = 0 25 1 106.2 89 13 284. Now we need to find the rank of the coefficient matrix [ B] . So the system of equations [ A][ X ] = [C ] is consistent. So the rank of the augmented matrix [B] is less than 3. .8 [F ] = 64 8 177. 25 5 1 [A] = 64 8 1 89 13 2 and det( A) = 0 So the rank of the coefficient matrix [ A] is less than 3.2 89 2 284.8 [G ] = 64 1 177. Is the rank of augmented matrix [B] equal to 2?.det( E ) = 0 25 5 106. A square submatrix of the coefficient matrix [ A] is 5 1 [J ] = 8 1 det( J ) = −3 ≠ 0 So the rank of the coefficient matrix [ A] is 2.
. So let us look at square submatrices of the augmented matrix (B) of order 3 and see if any of the 3 × 3 submatrices have a determinant not equal to zero.2 13 2 280. Hence. The rank of the coefficient matrix [ A] is 2 from the previous example.8 [B] = 64 8 1 : 177. the rank of the augmented matrix [B ] is at most 3. Since the rank of the coefficient matrix [ A] is less than the rank of the augmented matrix [B ] . For example.8 64 8 1 x = 177. no solution exists for [ A][ X ] = [C ] . the system of equations is inconsistent. we need to explore other square submatrices of the augmented matrix [B ] 5 1 106.0 ≠ 0 .Example 6 Use the concept of rank to find if 25 5 1 x1 106.0 is consistent or inconsistent.0 det( E 0 ≠ 12. So the rank of the augmented matrix [ B] is 3.2 2 89 13 2 x3 280. a square submatrix of order 3 × 3 of [B] 25 5 1 [D] = 64 8 1 89 13 2 det(D) = 0 So it means.2 89 13 2 : 280.8 [E ] = 8 1 177. Solution The augmented matrix is 25 5 1 : 106.0 Since there are no square submatrices of order 4 × 4 as the augmented matrix [B] is a 4 × 3 matrix.
The solution is unique as the number of unknowns = 3 = rank of (A).2 279. Example 7 We found that the following system of equations 25 5 1 x1 106.B) Unique solution if rank (A) = number of unknowns Infinite solutions if rank (A) < number of unknowns Figure 5. Does the system of equations have a unique solution or does it have infinite solutions? Solution The coefficient matrix is 25 5 1 [A] = 64 8 1 and the right hand side is 144 12 1 106.8 64 8 1 x = 177.2 2 144 12 1 x3 279.8 [C ] = 177.B) Inconsistent System if rank (A) < rank (A. the rank of the coefficient matrix [ A] is the same as the augmented matrix [ A C ] .2. . If in addition. [A] [X] = [B] Consistent System if rank (A) = rank (A. how do we know whether it is unique? In a system of equations [ A][ X ] = [C ] that is consistent. we found that the rank of the coefficient matrix (A) equals rank of augmented matrix [ AM C ] equals 3.If a solution exists. then the solution is unique. the rank of the coefficient matrix [ A] is same as the number of unknowns.2 is a consistent system of equations. Flow chart of conditions for consistent and inconsistent system of equations. if the rank of the coefficient matrix [ A] is less than the number of unknowns. then infinite solutions exist.2 While finding out whether the above equations were consistent in an earlier example.
8 64 8 1 x1 177.2 x3 89 13 2 284.2 x = 144 12 1 2 279.2 x2 = 144 12 1 279. we found that the rank of the coefficient matrix [ A] equals the rank of augmented matrix ( AMC ) equals 2 Since the rank of [ A] = 2 < number of unknowns = 3. does it mean the system is inconsistent? No.8 64 8 1 x1 177. Solution While finding out whether the above equations were consistent.Example 8 We found that the following system of equations 25 5 1 x1 106.2 x3 89 13 2 280. If we have more equations than unknowns in [A] [X] = [C].2 2 89 13 2 x3 284. since rank of augmented matrix = 3 rank of coefficient matrix = 3 Now since the rank of (A) = 3 = number of unknowns. a) For example 25 5 1 106.8 64 8 1 x = 177. since rank of augmented matrix = 4 rank of coefficient matrix = 3 . Is the solution unique or does it have infinite solutions. the solution is not only consistent but also unique. infinite solutions exist.0 is a consistent system of equations.0 is inconsistent. it depends on the rank of the augmented matrix [AMC ] and the rank of [ A] .0 is consistent. b) For example 25 5 1 106.
we can also show that − 3 2 [ A][ B] = 5 − 3 3 2 1 0 5 3 = 0 1 = [ I] to show that [ A] is the inverse of [B] .2 x = 50 10 2 2 213. But. since rank of augmented matrix = 2 rank of coefficient matrix = 2 But since the rank of [A] = 2 < the number of unknowns = 3. . [B] is the inverse of [A] and [ A] is the inverse of [B] .8 25 5 1 64 8 1 x1 177.6 x3 280. infinite solutions exist.0 89 13 2 is consistent. Example 9 Determine if 3 2 [B ] = 5 3 is the inverse of − 3 2 [A] = 5 − 3 Solution 3 2 − 3 2 1 0 [ B ][ A] = = [I ] = 5 3 5 − 3 0 1 Since [ B ][ A] = [ I ] .c) For example 106.
the coefficient matrix [ A] is a square matrix. if the number of equations is the same as the number of unknowns.Can I use the concept of the inverse of a matrix to find the solution of a set of equations [A] [X] = [C]? Yes. then [ A]−1 is a n × n matrix and according to the definition of inverse of a matrix [ A][ A] −1 = [ I ] Denoting a11 a12 ⋅ ⋅ a1n a 21 a 22 ⋅ ⋅ a 2 n [ A] = ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ a n1 a n 2 ⋅ ⋅ a nn ' ' a11 a12 ⋅ ⋅ a1' n ' ' ' a 21 a 22 ⋅ ⋅ a 2 n [ A] −1 = ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ' a ' a ' ⋅ ⋅ a nn n2 n1 . multiplying both sides by [ A]−1 . How do I find the inverse of a matrix? If [ A] is a n × n matrix. the solution vector of [ A][ X ] = [C ] is simply a multiplication of [ A]−1 and the right hand side vector. [C ] . [ A] −1 [ A][ X ] = [ A]−1 [C ] [ I ][ X ] = [ A] −1[C ] [ X ] = [ A]−1 [C ] This implies that if we are able to find [ A]−1 . Given [ A][ X ] = [C ] Then. if [ A]−1 exists.
1 0 ⋅ ⋅ ⋅ 0 0 1 0 0 ⋅ ⋅ [I ] = 1 ⋅ ⋅ ⋅ ⋅ ⋅ 0 ⋅ ⋅ ⋅ ⋅ 1 Using the definition of matrix multiplication. the inverse of an invertible matrix can be found by [A]−1 = 1 adj( A) det ( A) where C11 C12 L C1n C C 22 C 2n adj ( A) = 21 M C n1 C n 2 L C nn where C ij are the cofactors of aij . the first column of the [ A] −1 matrix can then be found by solving ' a11 a12 ⋅ ⋅ a1n a11 1 ' a a 22 ⋅ ⋅ a 2 n a 21 0 21 ⋅ ⋅ ⋅ ⋅ ⋅ = ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ⋅ ' an1 a n 2 ⋅ ⋅ a nn a n1 0 Similarly. another way to find the inverse of a matrix? For finding the inverse of small matrices. The matrix T . one can find the other columns of the [ A]−1 matrix by changing the right hand side accordingly. Remark: Given AX = b . A is then said to be invertible. Definition: Let A be an n × n matrix. The matrix B such that BA = AB = I n is called the inverse of A and will be denoted by A−1 . if A is invertible then X = A−1b .
in which case A−1 and A′ are also orthogonal If A is nonsingular and symmetric. and its transpose (C ij ) is called the adjoint ' matrix. so is A−1 −1 ( AB )−1 = B −1 A−1 . The inverse matrix can be calculated as (Cij )' = (−1)(i + j ) M ji −1 A = A A where (C ij ) is the matrix of cofactors. Cofactors are defined in Chapter 4. ( OR) Inverse If A is a square. nonsingular matrix of order n. where A A−1 = A−1 A = I . a unique inverse matrix A−1 of order n exists.C11 C12 L C1n C 21 C 22 L C 2 n M M C n1 L L C nn itself is called the matrix of cofactors from [A]. ( A′)−1 = ( A−1 )′. 2 A= 1 3 3 ' 1 −1 1 (C ij )' = 1 3 −1 = 1 2 2 3 −3 2 − A 3 3 1 3 A = −1 1 −1 2 3 1 AA = 1 3 − 1 2 = 0 3 3 −1 0 1 Properties of inverse matrix I =I −1 ( A−1 ) −1 = A. −1 A = A = −1 1 A assuming that both A and B are nonsingular and of the same order A = A′ iff A is orthogonal ( AA′ = A′A = I ).
( AT ) −1 = ( A−1 )T . In fact. Theorem: Let A be an invertible n × n matrix.NOTE: Theorem: Let A. ( AB) −1 = B −1 A−1 . Example 10 Find the inverse of 25 5 1 [A] = 64 8 1 144 12 1 Solution From Example 4. In fact.6 in Chapter 4. Then AB is invertible. we found det ( A) = −84 Next we need to find the adjoint of [A] . The minor of entry a11 is 25 5 1 8 1 M 11 = 64 8 1 = = −4 12 1 144 12 1 The cofactors of entry a11 is C11 = (− 1) M 11 = M 11 = −4 1+1 The minor of entry a12 is M 12 25 5 1 64 1 = 64 8 1 = = −80 144 1 144 12 1 The cofactor of entry a12 is C12 = (− 1) 1+ 2 M 12 = − M 12 = −(−80) = 80 Similarly C13 = −384 C 21 = 7 . Then AT is invertible. B be invertible n × n matrices. The cofactors of A are found as follows.
9524 1. then let another inverse of [ A] exist called [C ] .04762 − 0. If [B] is the inverse of [ A] .03571 = − 0. if it exists. Assume that the inverse of [ A] is [B] and if this inverse is not unique.000 1. then [ B][ A] = [ I ] Multiply both sides by [C ] . [ A][C ] = [ I ] . [ B][ A][C ] = [ I ][C ] [ B ][ A][C ] = [C ] Since [C] is inverse of [ A] .C 22 = −119 C 23 = 420 C 31 = −3 C 32 = 39 C 33 = −120 Hence the matrix of cofactors of [ A] is 80 − 384 − 4 7 − 119 420 [C ] = 39 − 120 − 3 The adjoint of matrix [ A] is [C ]T .417 − 0.429 4.08333 0.4643 − 5.571 If the inverse of a square matrix [A] exists. adj ( A) = [C ] T 7 −3 −4 80 = − 119 39 − 384 420 − 120 Hence [A]−1 = 1 adj ( A) det ( A) 7 −3 −4 1 = 80 − 119 39 − 84 − 384 420 − 120 0. is it unique? Yes. The proof is as follows. the inverse of a square matrix is unique.
Multiply both sides by [B] . Type 3: Add to one row a scalar multiple of another. There are three types of elementary row operations: Type 1: Swap the positions of two rows. [ B ] = [C ] This shows that [B] and [C ] are the same. the simplest of which are Gaussian elimination and GaussJordan elimination. Because these operations are reversible. Row reduction Main article: Gaussian elimination In row reduction. So the inverse of [A] is unique. the linear system is represented as an augmented matrix: This matrix is then modified using elementary row operations until it reaches reduced row echelon form. Type 2: Multiply a row by a nonzero scalar. the augmented matrix produced always represents a linear system that is equivalent to the original. There are several specific algorithms to rowreduce an augmented matrix. [ B ][ I ] = [C ] . The following computation shows Gaussian elimination applied to the matrix above: .
Though Cramer's rule is important theoretically. while the numerator is the determinant of a matrix in which one column has been replaced by the vector of constant terms. . the denominator is the determinant of the matrix of coefficients. (Indeed. For example. and represents the system x = −15. it has little practical value for large matrices. Cramer's rule Cramer's rule is an explicit formula for the solution of a system of linear equations. with each variable given by a quotient of two determinants. the difference lies in how the computations are written down. Cramer's rule has very poor numerical properties. A comparison with the example in the previous section on the algebraic elimination of variables shows that these two methods are in fact the same.) Further. y = 8. unless the operations are performed in rational arithmetic with unbounded precision. large determinants are most easily computed using row reduction. z = 2. since the computation of large determinants is somewhat cumbersome.The last matrix is in reduced row echelon form. the solution to the system is given by For each variable. making it unsuitable for solving even small systems reliably.
That is it is of the form a11x1 + a12x2 + . + a2nxn = 0 . . and 0 is the zero vector with m entries. x is a column vector with n entries.. The solution (0. Since the zero column is unaffected by elementary row operations.. it is usually left out when the computations are performed.. Any other solution is called a nontrivial solution.. .. (OR) A homogeneous system of linear equation is a linear system of equations where the right hand sides of all the equations are zero. The augmented matrix's last column is the zero column... 0) is called the trivial solution....... known as the zero solution (or trivial solution).Homogeneous systems A system of linear equations is homogeneous if all of the constant terms are zero: A homogeneous system is equivalent to a matrix equation of the form where A is an m × n matrix.. x the the n x 1 matrix with entries xi and 0 is the n x 1 zero matrix. a m1x1 + am2x2 + .0. . . . + a1nxn = 0 a21x1 + a22x2 + . + amnxn = 0 Notice that in matrix form this can be written as Ax = 0 where A is the m x n matrix with entries aij. Solution set Every homogeneous system has at least one solution.
If A is mbyn and the rank of A is equal to n. then there is a nonzero solution. then the system always has a nontrivial solution. then it has a right inverse: an nbym matrix B such that AB = I. then also [1] Nonsquare matrices (mbyn matrices for which m ≠ n) do not have an inverse. Singular matrices are rare in the sense that if you pick a random square matrix. However. Invertible matrix In linear algebra. A square matrix that is not invertible is called singular or degenerate. all these definitions can be given for matrices over any commutative ring.Theorem Let Ax = 0 be a homogeneous system with m x n matrix A. then the matrix B is uniquely determined by A and is called the inverse of A. This theorem just states that if there are more variables than equations. it will almost surely not be singular. If m < n. If A has rank m. It follows from the theory of matrices that if for square matrices A and B. While the most common case is that of matrices over the real or complex numbers. in some cases such a matrix may have a left inverse or right inverse. If this is the case. A square matrix is singular if and only if its determinant is 0. . then A has a left inverse: an nbym matrix B such that BA = I. an nbyn (square) matrix A is called invertible or nonsingular or nondegenerate if there exists an nbyn matrix B such that where In denotes the nbyn identity matrix and the multiplication used is ordinary matrix multiplication. denoted by A−1.
Cij is the matrix of cofactors. we calculate a matrix of cofactors: where A is the determinant of A. Writing the transpose of the matrix of cofactors. it is necessary that the matrix involved be invertible. For most practical applications. for a unique solution. Inversion of 2×2 matrices The cofactor equation listed above yields the following result for 2×2 matrices. but this recursive method is inefficient for large matrices. and the same strategy could be used for other matrix sizes. . it is not necessary to invert a matrix to solve a system of linear equations.Matrix inversion is the process of finding the matrix B that satisfies the prior equation for a given invertible matrix A. and AT represents the matrix transpose. Inversion of these matrices can be done easily as follows: [2] This is possible because 1/(adbc) is the reciprocal of the determinant of the matrix in question. however. can also be an efficient way to calculate the inverse of small matrices. known as an adjugate matrix. To determine the inverse.
Given: which in matrix format is . x and y can be found with Cramer's rule as: and The rules for 3×3 are similar.Cramer's rule Consider the linear system which in matrix format is Then.
then the inverse matrix of A is .x. however. Then the theorem states that: is the where Ai is the matrix formed by replacing the ith column of A by the column vector b. This formula is. If det(A) is invertible in R. Then where Adj(A) denotes the adjugate matrix of A. det(A) is the determinant. Finding inverse matrix Let A be an n×n matrix. such as by Gauss elimination or. of limited practical value for larger matrices. and I is the identity matrix. as there are other more efficient ways of solving systems of linear equations. LU decomposition. even better. y and z can be found as follows: Finding solution of a system of linear equations in the general case Consider a system of linear equations represented in matrix multiplication form as where the square matrix A is invertible and the vector column vector of the variables.
the LU decomposition is a matrix decomposition which writes a matrix as the product of a lower triangular matrix and an upper triangular matrix. respectively. Second. such as by Gauss–Jordan elimination. we solve the equation Ly = b for y 2. For a matrix. This means that L has only zeros above the diagonal and U has only zeros below the diagonal. we solve the equation Ux = y for x. provided det(A) ≠ 0. LU decomposition In linear algebra. First. An LU decomposition is a decomposition of the form where L and U are lower and upper triangular matrices (of the same size). The formula is.If R is a field (such as the field of real numbers). as there are other more efficient ways of generating the inverse matrix. of limited practical value for large matrices. Definitions Let A be a square matrix. this becomes: Solving linear equations Given a matrix equation we want to solve the equation for a given A and b. The product sometimes includes a permutation matrix as well. This decomposition is used in numerical analysis to solve systems of linear equations or calculate the determinant. . then this gives a formula for the inverse of A. however. In this case the solution is done in two logical steps: 1.
5. In this case any two nonzero elements of L and U matrices are parameters of the solution and can be set arbitrarily to any nonzero value. it is necessary to put some restriction on L and Umatrices. For example.e. set all the entries of its main diagonal to ones). Thus theLU decomposition is computationally efficient only when we have to solve a matrix equation multiple times for different b. it is faster in this case to do an LU decomposition of the matrix A once and then solve the triangular matrices for the different b. Inverse matrix The matrices L and U can be used to calculate the matrix inverse by: Computer implementations that invert matrices sometimes use this approach.Note that in both cases we have triangular matrices (lower and upper) which can be solved directly using forward and backward substitution without using the Gaussian elimination process (however we need this process or equivalent to compute the LU decomposition itself). [citation needed] Small example One way of finding the LU decomposition of this simple matrix would be to simply solve the linear equations by inspection. You know that: Such a system of equations is underdetermined. Then the system of equations has the following solution: l21 = 1. we can require the lower triangular matrix L to be a unit one (i. . than to use Gaussian elimination each time.5 u11 = 4 u12 = 3 u22 = − 1. Therefore to find the unique LU decomposition.
..Substituting these values into the LU decomposition above: 1. Computation of the inverse matrix If u11 u12 ··· u1n u21 u22 ··· u2n : : : un1 un2 ··· unn A1 = =( 1 2 .5.. by applying the Gaussian elimination to the matrix a11 .1 = I => ) 0 : 0 1 0 : 0 (1) a11 a12 ··· a1n a21 a22 ··· a2n : : : an1 an2 ··· ann u1i u2i : uni = <=> (1)' A i = i so that i is determined by solving the linear system of equations (1). ain 1 : : 0 an1 .... then (AA . n) is the inverse matrix of A.. ann 0 = (A  i ) .. a1n 0 : : 0 ai1 . for example..
.. a2n 0 1 0 . If it is possible to convert (A  I) into the form 1 0 ··· 0 b11 b12 ··· b1n 0 1 0 ··· 0 b21 b22 ··· b2n : : : : 0 ··· 1 bn1 bn2 ··· bnn = (I  B) by means of the elementary row operations.. i = 1. because (I  B) represents the n linear systems of equations.1. 0 : : : an1 .. This is so..... 0 a21 . They all have the same coefficient matrix A so that they can all be solved at the same time by the Gaussian elimination. a11 . ann 0 0 . a1n 1 0 0 ..and the inverse matrix is obtained by solving all n equations (1)'...... then B = A . . where the ith system is 1· u1i + 0· u2i + ··· + 0uni = b1i 0· u1i + 1· u2i + 0 ··· + 0uni = b2i : 0 + ··· + 0 + 1· uni = bni <=> b1i b2i : bni i = . n. 1 = (A  I )..
LU decomposition Assume that a square matrix A can be written as a product (1) LU = A. The equation (3) is solved by the method of forward substitution. where L is a lower triangular matrix and U is an upper triangular matrix.1. l11 0 0 0 l21 l 22 0 0 l31 l 32 l33 0 l41 l42 l43 l44 u11 u12 u13 u14 0 u22 u23 u24 0 0 u33 u34 0 0 0 u44 a11 a12 a13 a14 a21 a22 a23 a24 a31 a32 a33 a34 a41 a42 a43 a44 = . can be solved by first solving the lower triangular system (3) L = and then the upper triangular system (4) U = . (2) A = (LU) = L (U ) = ..e. i.6. Then the linear system of equations A = . .
.. 1. .. guarantees the uniqueness.1U = (LD) (D ..1. Note.1U) = L1 U1 is again an LU decomposition. for example. An additional assumption lii = 1 i = 1.. 3.2. Usually we construct an LU decomposition by means of the Gaussian elimination in such a way that L is formed from the coefficients used in the elimination while U is the matrix A itself after the elimination. (6) xn = yn / unn . The construction of an LU decomposition can be done by the Crout's algorithm. if D is a diagonal matrix. .. LU decomposition is not unique: if A = LU. n.. n .. i = n . . yi = (1 / lii ) [ bi lij yj ] .. . then A = LDD . while the equation (4) is solved using the backward substitution. i = 2. xi = (1 / uii ) [ yi uij xj ] . n.(5) y1 = b1 / l11 .
.Find the LU decomposition of A= 936 461 117 Solution: We use Gaussian elimination on A. so that the resulting upper triangular matrix will be U and the lower triangular matrix which is formed from the opposite numbers of the coefficients used will be L. 936 461 117 93 6 0 14/3 5/3 0 2/3 19/3 93 6 0 14/3 5/3 00 46/7 ~ ~ Add the 1st row multiplied by 4/9 to the 2nd row =>the 1st entry on the 2nd row of L is (4/9) = 4/9 Add the 1st row multiplied by 1/9 to the 3rd row =>the 1st entry on the 3rd row of L is (1/9)=1/9 Moreover. Add the 2nd row multiplied by 1/7 to the 3rd row =>the 2nd entry on the 3rd row of L is (1/7) = 1/7 We have the upper triangular matrix U L= 1 0 4/9 1 0 0 1/9 1/7 1 so that the LU decomposition is 936 461 117 1 0 4/9 1 0 0 93 6 0 14/3 5/3 00 46/7 = LU A= = 1/9 1/7 1 The result can be checked by multiplying L and U.
.. the determinant of a 2 x 2 matrix is a11 a12 a21 a22 = a11 (1)1+1 a22 + a12 (1)1+2a21 = a11 a22 . ann where A1j is (1)1+j times the determinant of the (n . an upper triangular matrix (U) and. the Crout matrix decomposition is an LU decomposition which decomposes a matrix into a lower triangular matrix (L).a12 a21 .1) matrix..Crout matrix decomposition In linear algebra...1) x (n . a permutation matrix (P). The Crout matrix decomposition algorithm differs slightly from the Doolittle method. while the Crout method returns a lower triangular matrix and a unit upper triangular matrix... a1n a2n ann A= is a11 ... : an1 . is a11 The determinant of an n x n matrix a11 a21 : an1 a12 a22 an2 . . Doolittle's method returns a unit lower triangular matrix and an upper triangular matrix.4. 3. a1n a21 . which is obtained from A by deleting the first row and the jth column. det A.. The determinant of a matrix The determinant of a 1 x 1 matrix A = (a11 ) . . a2n det A = a11 A11 + a12 A12 + ··· + a1n A1n = ... although not always needed. For example.
the determinant of the matrix obtained = det A.and the determinant of a 3 x 3 matrix is a11 a12 a13 a21 a22 a23 a31 a32 a33 = a11 a22 a23 a21 a23 a21 a22 . 3) if a row or a column of A is multiplied by k. 5) if any two rows (or columns) of A are the same. the determinant of the matrix obtained = kdet A => det (kA) = kndet A. It follws from the definition that 1) if A has a 0 row or a 0 column. then det A = 0. a32 a33 a31 a33 a31 a32 Example 1: Calculation of a determinant It can be shown that det A = ai1 Ai1 + ai2 Ai2 + ··· + ain Ain . which is obtained from A by deleting the ith row and the jth column. .a12 + a13 . then det A = 0.1) x (n . 4) if any two rows (or columns) of A are interchanged. The number Aij is called the cofactor of the element aij . 2) det AT = det A.1) matrix. the determinant of the matrix obtained = det A. i k. The same rule applies to columns. = a1j A1j + a2j A2j + ··· + anj Anj where A1j is (1)1+j times the determinant of the (n . 6) If c x (kth row) is added to the ith row.
Example 2: The determinant of an upper triangular matrix 9) det AB = det A· det B. A adj A = adj A · A = det A · I Proof. bij = ai1 Aj1 + ai2 Aj2 + ··· + ain Ajn . 2) If i = j. then bij = the determinant of A computed across the ith row. Denote A adj A = (bij ) => => 1) If i j then bij is the determinant of the matrix obtained from A by replacing the jth row by the ith row. 8) The determinant of an upper triangular matrix is the product of the diagonal elements.7) a11 + x1 a12 ··· a1n a11 a12 ··· a1n x1 a12 ··· a1n a21 + x2 a22 ··· a2n a21 a22 ··· a2n x2 a22 ··· a2n = + : : : : : xn an2 ··· ann an1 + xn an2 ··· ann an1 an2 ··· ann The same rule applies to rows. Example 3: The determinant of a product The adjugate matrix of A is A11 A21 ··· An1 A12 A22 ··· An2 : : A1n A2n ··· Ann adj A = = (Aij )T Proposition 8. => two equal rows => det = 0 = bij .
r < n and there are n . then I = AA . 2) If det A 0.=> A adj A = det A 0 ··· 0 det A 0 : 0 ··· 0 0 ··· 0 : det A = det A· I Similarly adj A · A = det A· I. Applications of determinant Everything in this section is based on the following fact: A homogeneous linear system of n equations in n unknowns has nontrivial solutions if and only if the determinant of the coefficient matrix is zero. it is n . A =0 1.1 => 1 = det I = det (AA 1) = det A ·det A 1 => det A 0. Proof. 1) A has an inverse <=> det A 0 2) If det A 0. then (1 / det A) adj A · A = I => A 1 = (1 / det A) adj A 1) If A has an inverse. then A 1 = (1 / det A) adj A. Peoposition 9.(the rank of A) 1 => The equation A = 0 has a solution 0. => the system has nontrivial ( 0) solutions.r unknowns which can be chosen arbitrarily. . Note. If det A = 0. then the rank of A < n and thus the nullity of A = n . If det A = 0. then the rank of A is not full. det A 0 <=> A 1 exists <=> the rank of A is n. If det A 0 => A1 exists <=> A1 A = A1 = 0 <=> = 2.
Example 1: Calculation of a determinant Calculate the determinant of the matrix 1200 0102 0230 3010 A= . Solution: 1200 102 012 010 002 0102 230 030 020 023 det A = = (1)1+1·1 + (1)1+2·2 +0 0 0230 310 300 301 010 3010 Compute the determinant across the first row and obtain four 3rowed determinants Compute the first one of the 3rowed determinants across the 3rd row(this row has two zeros) and the second one across the first row The two last of the 3rowed determinants vanish Remember that we could equally well compute across columns too Each subdeterminant has a coefficient of the form (1)i+jaij .
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