SCHAUM’S OUTLINE OF THEORY AND PROBLEMS MATRIX OPERATIONS KICHARD BRONSON, Ph.D. Professor of Mathematics and Computer Science Fairleigh Dickinson University SCHAUM’S OUTLINE SERIES McGRAW-HILL Now York San Francisco Washington, D.C. Auckland Bogoté Caracus Lisbon London Madrid Mexico-City Milan Montreal New Dehli San Juan Singapore Sydoey Takyo TorontoTo Evy RICHARD BRONSON, who is Profetsor and Chairman of Mather and Computer Science at Fairleigh Dickinson University, received his Ph.D. in applied mathematics from Stevens Institute of Technology in 1968, Dr. Bronson is currently an associate editor of the journal Simla ‘don, contributing editor to SLAM News, has served as a consultant to Bell Telephone Laboratories, and has published aver 25 technical articles. and books, the latter including Schauen’s Outline of Modern Introductory Differential Equations and Schaum's Ouiline of Operations Research, Schaum's Outline of Theory and Problems of MATRIX OPERATIONS. Copyright © 198%by The McGraw-Hill Companies, In. Al rights reserved. Printed in the United States of America. Except as penmited under the United States Copyright Act of 1976, no par of this publication may be reproduced or distributed in any form or by any rican of stored ina data hase oF retreval system, without the prior written permission of {he publisher HO UL 1215 14 15 16 17 18 19-20 PRS PRE ® IS8N O-07-007976-1 Spoosaring Esitor, David Beckuith Producsion Supervisor, Louise Karam ising Superson, Mortne Grice Lneary of Congress Cataloging ta-Pubiicaton Data Beamon, Richard ‘Denaufas out of theory and problems of mare operations (Semum's oatane sere) Ince sade 1, Matsices, 1 Tide. Tcl: Matrix ‘operations QaLés 8759 1990 sa0e aka ISBN 0-07-007974-1 McGraw-Hill Fed ‘A Division of The McGrellCompaniesPreface ‘Perhaps na arca of mathematics has changed as dramatically as matrices aver the last 25 years, This is due to both the advent of the computer as well as the introduction and acceptance of matrix methods into other applied disciplines. Computers provide an efficient mechanism for doing iterative computations. This, in turn, has revolutionized the methods used for locating eigenvalues and ‘eigenvectors and has altered the usefulness of many classical techniques, such &s ‘those for obtaining inverses and solving simultaneous equations. Relatively new fields, such as operations research, lean heavily on matrix algebra, while csteb- lished fields, such as economics, probability, and differential equations, continue to expand their reliance on matrices for clarifying and simplifying complex ssoncepts. This book is an algorithmic approach to matrix operations. The mare complicated procedures are given as a series of steps which may be coded in a slraighttorward manner for computer implementation. ‘The emphasis throughout is on computationally efficient methods, These should be of valve 10 anyane who needs to apply matrit methods to his or her own work ‘The material in this book js self-contained; all concepts and procedures are stated direetly in terms of matrix operations. There are no prerequisites for using. mast of this book other than a working knowiedge of high school algebra. Same of the applications, however, do require additional expertise, but these are self-evident au ate Timited tu sluxt purtions of the buok. For example, clemen- tary calculus is needed for the material on differential equations. Each chapter of this book ix divided into three vections, The fret introducer concepts and methodology. The secoad section consists af completely worked-aut problems which clarify the material presented in the first section and which, an ‘occasion, also expand on that development. Finally, there i8 a section of problems with answers with which the reader can test his or her mastery of the subject matter. 1 wish to thank the many individuals who helped make this book a reality. warmly acknowledge the contributions of William Anderson. whose comments an coverage and content were particularly valuable. I am also grateful to Howard Karp and Martha Kingsley for their suggestions and assistance, Particular thanks the Edward Millmas for his splendid editing and support, David Beckwith of the Schaum staff for overseeing the entire project, and Marthe Grice for technical editing Ricaro Bronson