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Intro Matrix Algebra

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1.1. Definition of a matrix. A matrix is a rectangular array of numbers arranged into rows and

columns. It is written as

a11 a12 ... a1n

a21 a22 ... a2n

. . (1)

. .

The above array is called an m by n (m x n) matrix since it has m rows and n columns. Typically

upper-case letters are used to denote a matrix and lower case letters with subscripts the elements.

The matrix A is also often denoted

A = "aij" (2)

1.2. Definition of a vector. 3A vector is a n-tuple of numbers. In R2 a vector would be an ordered

pair of numbers {x, y}. In R a vector is a 3-tuple, i.e., {x1, x2, x3}. Similarly for Rn. Vectors are

usually denoted by lower case letters such as a or b, or more formally a or b.

1.3. Row and column vectors.

1.3.1. Row vector. A matrix with one row and n columns (1xn) is called a row vector. It is usually

written x r or

.

x r = x1 , x2, x3, ..., xn (3)

The use of the prime r symbol

indicates we are writing the n-tuple horizontally as if it were the

row of a matrix. Note that each row of a matrix is a row vector.

1.3.2. Column vector. A matrix with one column and n rows (nx1) is called a column vector. It is

written as

x1

x2

x3 x = (4)

.

.

.

xn

Note that each column of a matrix is a column vector. It is common to write the columns of a

matrix as a1, a2, ...an where each column vector aj is of length m. As an example a2 is given by

1

2 INTRODUCTION TO MATRIX ALGEBRA

a12

a22

a32

a2 = (5)

.

am2

2.1. Square matrices. A square matrix is a matrix with an equal number of rows and columns, i.e.

m=n.

2.2. Transpose of a matrix. The transpose of a matrix A is a matrix formed from A by interchanging

rows and columns such that row i of A becomes column i of the transposed matrix. The transpose

is denoted by Ar or AT and

If r

aij is the ijth element of A r, then arij = aji . If the matrix A is given by

2 5

3 4 6 7

A = 1 3 (7)

10 2

51 1 15 0

2

then Ar is given by

1 5

r 3 4 10 1

A = 2 1 (8)

6 2 15

57 3 0 2

A = Ar (9)

An example of a symmetric matrix is

1 5

3 4 10 1

T = 1 1 (10)

10 2 15

51 1 15 2

1 5

3 1

r

T = 1 4 10 1

10 2 15

51 1 15 2

INTRODUCTION TO MATRIX ALGEBRA 3

2.4. Identity matrix. The identity matrix of order n written I or In, is a square matrix having ones

along the main diagonal (the diagonal running from upper left to lower right and zeroes elsewhere).

1 0 0 ... 0

0 1 0 ... 0

0 0 1 ... 0

. . (11)

. .

0. 0 0 ... 1.

If we write I = "ij" then

.

1, i=j

ij = 0, i = (12)

j

The symbol ij is called the Kronecker delta. Note that for a system of n equations in n unknowns

that has a unique solution, the coefficient matrix of the system after performing the appropriate

number of row and column operations is an identity matrix.

is called a scalar matrix. An example is

3 0 0 0

0 3 0 0

0 0 3 0 (14)

0 0 0 3

is called a diagonal matrix. Notice that i varies with i. An example is

13 0 0 0

0 2 0 0

0 0 4 0 (16)

0 0 0 56

If a system of equations was written with this coefficient matrix, we could solve the system by

solving each equation individually.

2.7. Null or zero matrix. The null or zero matrix is a matrix with each element being zero. It is

denoted as 0.

4 INTRODUCTION TO MATRIX ALGEBRA

0 0 0 ... 0

0 0 0 ... 0

0 0 0 ... 0

0 = . . (17)

. .

. .

0 0 0 ... 0

2.8. Upper triangular matrix. A matrix with all elements below the main diagonal equal to zero is

called an upper triangular matrix.

a11 a12 a13 ... a1n

0 a22 a23 ...

0 0 a33 ... a

a3n

2n

A = . (18)

.

.

.

. .

0 0 0 ... amn

Specifically aij = 0 if i > j as long as i < m and j < n.

2.9. Lower triangular matrix. A matrix with all elements above the main diagonal equal to zero is

called a lower triangular matrix.

a11 0 0 ... 0

a21 a22 0 ... 0

a31 a32 a33 ... 0

A = . (19)

.

.

.

.

am1 am2 am3 ... .

amn

Specifically aij = 0 if i < j as long as i < m and j < n.

3.1. Single sums.

3.1.1. Definition of a single sum.

n

.

ai = am + am+1 + am+2 + ... + an (20)

i=m

n n

. .

kai = k ai (21)

i=1 i=1

.n

k = k + k + k + ... + k = nk

i=1

n n n

. . .

(ai + bi ) = ai + bi

i=1 i=1 i=1

INTRODUCTION TO MATRIX ALGEBRA 5

3.2.1. Definition of a double sum.

n m m m m

. . . . .

aij = a1j + a2j + ... + anj (22)

i=1 j=1 j=1 j=1 j=1

+a21 + a22 + a23 + ... + a2m

+...

+...

+...

+an1 + an2 + an3 + ... + anm

3.2.2. Properties of a double sum.

n n n

. . . . .

( aj )( ai ) = a2i + 2 ai aj (23)

j=1 i=1 i=1 i<j

.n ..

= a2i + aiaj

i=1 ij=

6 INTRODUCTION TO MATRIX ALGEBRA

4. M ATRIX OPERATIONS

4.1. Scalar multiplication (matrix). Given a matrix A and a scalar , the product of and A, writ-

ten A, is defined to be

a11 a12 ... a1n

a21 a22 ... a2n

A = . . (24)

. .

. .

4.2. Scalar multiplication (vector). Given a column vector a and a scalar , the product of and

a, written a, is defined to be

a1

a2

a = . (25)

.

am

For the second column of a matrix we could write

a12

a22

a32

a2 = (26)

.

am2

4.3. Trace of a square matrix. The trace of a matrix is the sum of the diagonal elements and is

denoted tr A. Consider the matrix C below.

3 1 5 1

1 4 10 1

C = 5 10 2 15 (27)

1 1 15 2

4.4. Addition of vectors. - The sum c of a vector a with m elements and a vector b having m

elements is a vector with m elements and whose elements are given by

c j = aj + b j j (28)

This gives

INTRODUCTION TO MATRIX ALGEBRA 7

+ b1

c1 a1 b1 a 1 + b2

c2 a2 b2 a2

. . . .

c = (29)

= + =

. . . .

.

. . . am + b m

cm am bm

4.5. Linear combinations of vectors. If a and b are two n-vectors and s and t are two real numbers,

tz + sb is said to be the linear combination of a and b. In symbols we write,

t a1 + s b 1

a1 b1

a2 t a2 + s b 2

b2

. . . (30)

t + s =

. . .

.

. . t am + s b m

am bm

Consider three vectors, each with two elements denoted. Call the vectors a1 , a2 and b. Call the

elements of the first one a11 and a21, the elements of the second one a12 and a22 and the elements

of b, b1 and b2 . Now consider two scalars denoted x1 and x2. Now multiply a1 by x1 and a2 by x2

and add the products. We obtain

. . . . . . . .

. . a12 a11 x1 a12 x2 a11 x1 + a12 x2

x1 a11 = + = (31)

a21 + x 2 a22 a21 x1 a22 x2 a21x1 + a22 x2

. . . .

a11 x1 + a12 x2 b1

= (32)

a21x1 + a22 x2 b2

equations in n unknowns as

x1 a1 + x2 a2 + + xn an = b (33)

where xi are a series of scalar unknowns and each a j is a column of the A matrix of coefficients.

4.6. Addition of matrices. The sum C of a matrix A having m rows and n columns and a matrix B

having m rows and n columns is a matrix having m rows and n columns whose elements are given

by

This gives

8 INTRODUCTION TO MATRIX ALGEBRA

c11 c12 ... c1n a11 a12 ... a1n b11 b12 ... b1n

b21 b22 ... b2n

c21 c22 ... c2n a21 a22 ... a2n

C = . . . . . . (35)

= +

. . . . . .

c.

m1 cm2 ... cmn. a. m1 am2 ... amn. b. m1 bm2 ... bmn.

(36)

a11 + b11 a12 + b12 ... a1n + b1n

a21 + b21 a22 + b22 ... a2n + b2n

. . (37)

=

. .

. .

4.7. Inner (dot) product of two vectors. The inner (scalar or dot) product to two vectors u,v of

length n is the scalar quantity denoted by

n

u v = . u v = u v + u v + ... + u v (38)

i i 1 1 2 2 n n

i=1

4.8. Multiplication of matrices. Given an mxn matrix A and an nxr matrix B, the product AB is

defined to be an mxr matrix C, whose elements are computed from the elements of A,B according

to

n

.

cij = aik bkj, i = 1, ..., m, j = 1, ..., r. (39)

k=1

In other words to obtain the ijth element of c we take the ith row of A and jth column of B and

form the inner product. As an example consider the matrices below

3 4 7 1 0 1

A= 2 5 2 B 2 1 1 (40)

=1 0 4 1 4 1

The element c11 comes from multiplying the first row of A with the first column of B as follows:

. 1

c11 = 3 4 7 2 = 3 + 8 + 7 = 18 (41)

1

Similarly the element c32 comes from multiplying the third row of A with the second column of

B as follows:

. 0

c32 = 1 0 4 1 = 0 + 0 + 16 = 16 (42)

4

Multiplying out the rest of the entries gives

INTRODUCTION TO MATRIX ALGEBRA 9

18 32 14

C= 14 13 9 (43)

5 16 5

4.9. Some properties of matrix operations. Let and denote real numbers (scalars), a, b, c denote

n-vectors, and A, B, C denote matrices. The properties are conditional on the operations being

defined for the case in point.

4.9.1. Equality.

vectors: Two n-vectors a and b are said to be equal if all their corresponding components are

equal. Equality is only possible for vectors of the same dimension.

matrices: Two m x n matrices A and B are said to be equal if all their corresponding compo-

nents are equal. Equality is only possible for matrices of the same dimension.

a: ( + )A = A+ A

b: (A + B) = A + B

c: (A) = ()A

Note that A and B above can be replaced by a and b as in (1)( a) = a

4.9.3. Addition.

a: a + b = b + a

b: a + 0 = a

c: (a + b) + c = a + (b + c)

d: a + (a) = 0

e: A + B = B + A

f: A + (B + C)= (A + B)+ C

g: A + 0 = 0 + A = A

h: A + (A) = 0

4.9.4. Multiplication.

a: a b = b a

b: AB = BA

c: A(BC) = (AB)C

d: (b + c) = b + c

e: A(B + C)= AB + AC

f: (B + C)A = BA + CA

g: (a)b = a(b) = (ab)

h: a a > 0 a = 0

i: a 0 = 0 a = 0

j: A0= 0A =0

k: AI = IA = A

4.9.5. Transposes.

a: (Ar)r = A

b: (ABC)r = Cr Br Ar

c: (A + B)r = Ar + Br

10 INTRODUCTION TO MATRIX ALGEBRA

a: trace (I) = n

b: trace (ABC) = trace (CAB) = trace (BCA)

c: trace (A + B) = trace (A) + trace (B)

d: tr(AB) = tr(BA) if both AB and BA are defined

e: tr(kA) = ktr(A) where k is a scalar

4.10. Idempotent matrices. - A matrix is called idempotent if

A2 = A (44)

For example the identity matrix is idempotent. Consider the matrix M below.

0.8 0.2 0.2 0.2 0.2

0.2 0.8 0.2 0.2 0.2

M = 0.2 0.2 0.8 0.2 0.2 (45)

0.2 0.2 0.2 0.8 0.2

0.2 0.2 0.2 0.2 0.8

We can verify that it is idempotent by carrying out the multiplication.

0.8 0.2 0.2 0.2 0.2 0.8 0.2 0.2 0.2 0.2

0.2 0.8 0.2 0.2 0.2 0.2 0.8 0.2 0.2 0.2

MM = 0.2 0.2 0.8 0.2 0.2 0.2 0.2 0.8 0.2 0.2 (46)

0.2 0.2 0.2 0.8 0.2 0.2 0.2 0.8 0.2

0.2

0.2 0.2 0.2 0.2 0.8

0.2 0.2 0.2 0.2 0.8

Consider the multiplication of the first row and first column

0.8

. 0.2

0.8 0.2 0.2 0.2 0.2 0.2 = 0.64 + 0.4 + 0.4 + 0.4 + 0.4 = 0.8 (47)

0.2

0.2

Or consider the multiplication of the first row and second column

0.2

. 0.8

0.8 0.2 0.2 0.2 0.2 0.2 = 0.16 + 0.16 + 0.4 + 0.4 + 0.4 = 0.2 (48)

0.2

0.2

Note that if A is idempotent, tr(A) = rank of A .

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