True or false ?

". If E is a $ ‚ $ matrix with $ pivot positions, then there are elementary matrices
I" ß ÞÞÞß I: such that I: † ÞÞÞ † I" E œ M$ Þ

0
Ô"×
#Þ If E is a $ ‚ $ matrix and EB œ ! has a unique solution, then E is invertible.
Õ!Ø
Partitions and Multiplication of Matrices

Suppose E, F are the correct sizes for the product EF to be defined. If we partition E and F
into blocks (“submatrices”) so that column partition sizes of E match the row partition sizes
of Fß then can compute product EF by using the row-column rule on the blocks as if the
blocks were scalars.

In this example, the column partition sizes of E are $ß ". The row partition sizes of F
match: $ß "Þ

Ã$Ä Ã"Ä
Ô* *×
Ô * ×Ö *
* | *
*Ù
* * | *
Ö * ÙÖ Ù
* | *
Ö ÙÖ * *Ù
* * | *
Ö Ù
* | *
   | 
Õ * Ø _ _ _ _ _
* * | * Õ* * | * *Ø

$‚% %‚%
Æ Æ

”E E## • ”F F## •
E"" E"# F"" F"#
†
#" #"

# ‚ # block matrix # ‚ 2 block matrix

#‚# #‚#
á á
œ”
E#" F""  E## F#" E#" F"#  E## F## •
E"" F""  E"# F#" E"" F"#  E"# F##

â â
"‚# "‚#

Answer is a # ‚ # block matrix, or without the partitioningß a $ ‚ % matrix

Example (here the column partition sizes in E are $ß "ß # and the rows of F are
partitioned similarly as $ß "ß #Þ

Ô" ! " l "×

Ö# !Ù
1 ×Ö Ù
$ ! l
Ô" # # l " l 1
Ö" "Ù
Ö! 1 ÙÖ Ù
! " l
Ö ÙÖ  Ù
" ! l ! l !
Ö  ÙÖ Ù
  
Ö ÙÖ ! #Ù
     
! Ö Ù
# ! l
Ö Ù
! " # l " l #
Õ! ! ! l " l ! " ØÖ
  
Ù
" " ! l "
Õ! ! # l #Ø

E"" F""  E"# F#"  E"$ F$"

á
Ô ) 8 ×
Ö”# $ #• ”2•Ù
* &
=Ö
Ö '
Ù
' Ù
(# ‚ # block matrix)
Õ”! # #• ”%•Ø
( #

Ô8 9 5 8×
Ö2 2Ù
or Ö Ù
3 2
(% ‚ % without partitioning)
Õ0 4Ø
6 7 2 6
2 2
Example A matrix vector product can be thought of as a product of partitioned matrices.
(The point is not that you should now compute matrix vector products in a different way;
it is just to see how the new idea of multiplying partitioned matrices by blocks can be
related to previous products we have worked with.)

Ô ," ×
Suppose E is # ‚ $ and , œ ,# is a vector from ‘$ .
Õ ,$ Ø

E ,
Ô "×
,
”‡ •
‡ ‡ ‡
,# œ ," +"  ,# +#  ,$ +$
‡ ‡ Õ ,# Ø
(linear combination of columns of E
with the ,3 's as weights, a vector in ‘# )

Viewed as a product of matrix blocks

(partitioned matrices)

Col partition Row partition

1,1,1 Æ 1,1,1 Æ

Ô ," ×
Ö  Ù
Ö Ù
Ö ,# Ù œ Ò," +"  ,# +#  ,$ +$ Ó
Ö Ù
Ò+ " l + # l + $ Ó

Õ ,$ Ø
The “block matrices” are

Å"‚3 Å$‚" Å "‚"

the “block matrices”

The “unblocked” answer is Å # ‚ " (a vector in ‘# )

Example

E F H
Æ Æ Æ
Ô" #× Ô * * * *×
% ”
"% • Õ
( ) * "!
$ œ * *
Õ& 'Ø *Ø
* *
"" "# "$
* * *

Here E is partitioned into its individual columns: the column partition sizes are "ß "
and R is partitioned into its individual rows: the row partition sizes are "ß "Þ

Ô"× Ô#×
G" œ $ V" œ Ò ( ) * "! Óß G# œ % ß V# œ Ò "" "# "$ "% Ó
Õ&Ø Õ'Ø

The partitioned block matrices are ÒG" G# Ó and ”

V# •
V"
and the blocks are shaped so that
all the products below make sense:

H œ EF œ ÒG" G# Ó ”
V# •
V"
œ ÒG" V"  G# V# Ó
Å Å
$‚% $‚%

Ô ( ) * "! × Ô #& #% #' #) ×

œ #" #% #( $!  %% %) &# &' Ó
Õ $& %! %& &! Ø Õ '' (# () )% Ø

Ô #* $# $& $) ×
œ '& (# (* )' œ EF
Õ "!" ""# "#$ "$% Ø

Look now at the “same” example, but with more rows and columns . Watch how EF
is computed by the “same” formula as in the preceding example (**)

8 columns
á
Suppose E is 7 ‚ 8
and F is 8 ‚ :
ß
8 rows

Let G" ,..., G8 be the columns of E (each column is 7 ‚ ")

V" ß ÞÞÞß V8 be the rows of F (each row is " ‚ :)
then
Ô V" ×
ÖV Ù
EF œ ÒG" G# ÞÞÞ G8 ÓÖ # Ù œ G" V"  ÞÞÞÞ  G8 V8 (**)
ã
Õ V8 Ø
7‚: Å. Å .. Å
all 7 ‚ :

(**) is the Column-Row Expansion of EF

Partitioning matrices into smaller blocks for multiplication can sometimes give some
theoretical insights.

But partitioning can also help computationally: if it were necessary to multiply EF

where, say, each of E and F had several million rows and columns, the job might be too
large for your computer to handle in “one bite.” By partitioning E and F into smaller
blocks, the blocks to be multiplied may be of more manageable size. (In addition, in
certain kinds of large scale applications, the matrices E and F may be“sparse”  meaning
that a large fraction of the entries are !. In such a case, the partitioning may create many
blocks of !'s and muiltiplications that involve those blocks are trivial. (See the
introductory application page at the start of Chapter 2 about computational fluid
dynamics and mathematical modelling in the design of an aircraft body.)
 Factoring E as PY

The following are the highlights of what was done in class. You need to read the text and
the notes about PY decompositions that will be posted in the syllabus for additional
explanation and examples.

Suppose E is 7 ‚ 8. Can we factor

E œ PY , where œ
Y is an echelon form of E (so Y is also 7 ‚ 8)
P is square 7 ‚ 7, lower triangular, with "'s on the diagonal

Ô 1 0 0 0×
Ö 0Ù
Ö Ù
* 1 ! ã
so P looks like Ö 0Ù
Ö Ù
* * 1
â â ã
Õ * * * 1Ø

When E is large, this can be useful if we need to solve EB œ , many times, changing
only the vector , each time. Rather than row reduce ÒEl ,Ó many times, the row reduction
information can sometimes be “coded” once and for all into P and Y Þ More details about
finding Pß Y later.

Example Take it as given that

E P Y
Ô# "× Ô" ! ! ×Ô # "×
% % œ # " ! ! #
Õ# $Ø Õ" " " ØÕ ! !Ø

P is unit lower triangular and Y is an echelon form of E

Ô"×
Solve EB œ " using this factorization:
Õ!Ø
Ú
Ý
Ý
Ý Ô"×
Ý PC œ "
Ô × substitute C œ Y B
"
Û Õ!Ø
Ý
EB œ P Y B œ " Ò
Õ!Ø to get 2 eqns Ý
Ý
Ý
Ü C œ YB
Solve 1st equation for C (easy because P is lower triangular. Fill in the details, working
down from the top equation “forward substitution”)

Ô" ! ! "× Ô C" × Ô " × Ô "×

# " ! " Ä C œ C# œ "  #C" œ "
Õ" " " !Ø Õ C$ Ø Õ !  C"  C# Ø Õ !Ø

Then solve for B (easy because Y is an echelon form. Fill in the details, working up
from the bottom the equation, “backward substitution”

Ô# "× Ô "×
YB œ ! # B œ "
Õ! !Ø Õ !Ø

Ô# " "× " $

" ÄB œ ” • œ ” •œ” " •
B" # Ð"  B# Ñ %
! #
Õ! !Ø
B "
# # #
!

The point is that each of the two solutions is relatively easy because of the special forms
that P and Y have.

Nobody would solve such a simple equation EB œ , by first factoring E œ PY , but if E

is very large and we need to solve EB œ , many times for the same E but different ,'sß
then the factorization E œ PY is useful: you only need to do the factorization once.