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FALLSEM2017-18 BMT1705 TH SJT603 VL2017181006108 Reference Material I An Introduction To Matrix Algebra
FALLSEM2017-18 BMT1705 TH SJT603 VL2017181006108 Reference Material I An Introduction To Matrix Algebra
Modern Control Systems, Eleventh Edition, by Richard C Dorf and Robert H. Bishop.
ISBN: 0132270285. © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved.
APPENDIX
An Introduction
E to Matrix Algebra
E.1 DEFINITIONS
with n elements.
A few matrices with distinctive characteristics are given special names. A square
matrix in which all the elements are zero except those on the principal diagonal, a11,
a22, . . . , ann, is called a diagonal matrix. Then, for example, a 3 3 diagonal matrix
would be
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5 in a
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ph_dorf_app 4/24/01 4:54 AM Page 6
Modern Control Systems, Eleventh Edition, by Richard C Dorf and Robert H. Bishop.
ISBN: 0132270285. © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved.
6 Appendix E An Introduction to Matrix Algebra
b11 0 0
B= C 0 b22 0 S. (E.4)
0 0 b33
If all the elements of a diagonal matrix have the value 1, then the matrix is known as
the identity matrix I, which is written as
1 0 p 0
0 1 p 0
I=D p T. (E.5)
o o o
0 0 p 1
When all the elements of a matrix are equal to zero, the matrix is called the zero, or
null matrix. When the elements of a matrix have a special relationship so that aij
aji, it is called a symmetrical matrix. Thus, for example, the matrix
3 -2 1
H = C -2 6 4S (E.6)
1 4 8
is a symmetrical matrix of order (3, 3).
The addition of two matrices is possible only for matrices of the same order. The sum
of two matrices is obtained by adding the corresponding elements.Thus if the elements
of A are aij and the elements of B are bij, and if
C A B, (E.7)
then the elements of C that are cij are obtained as
cij aij bij. (E.8)
For example, the matrix addition for two 3 3 matrices is as follows:
2 1 0 8 2 1 10 3 1
C = C1 -1 3S + C1 3 0S = C 2 2 3 S. (E.9)
0 6 2 4 2 1 4 8 3
From the operation used for performing the operation of addition, we note that the
process is commutative; that is,
A B B A. (E.10)
Also we note that the addition operation is associative, so that
(A B) C A (B C). (E.11)
To perform the operation of subtraction, we note that if a matrix A is multiplied
by a constant a, then every element of the matrix is multiplied by this constant.There-
fore we can write
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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458.
ph_dorf_app 4/24/01 4:54 AM Page 7
Modern Control Systems, Eleventh Edition, by Richard C Dorf and Robert H. Bishop.
ISBN: 0132270285. © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved.
Section E.3 Multiplication of Matrices 7
Thus we obtain c11, the first element of C, by multiplying the first row of A by the first
column of B and summing the products of the elements. We should note that, in gen-
eral, matrix multiplication is not commutative; that is
AB BA. (E.16)
Also we note that the multiplication of a matrix of m n by a column vector (order
n 1) results in a column vector of order m 1.
A specific example of multiplication of a column vector by a matrix is
1a y + a12y2 + a13y3 2
y1
a a12 a13
x = Ay = B 11 R C y2 S = B 11 1 R.
1a21y1 + a22y2 + a23y3 2
(E.17)
a21 a22 a23
y3
Note that A is of order 2 3, and y is of order 3 1. Therefore the resulting matrix
x is of order 2 1, which is a column vector with two rows. There are two elements
of x, and
x1 (a11y1 a12y2 a13y3) (E.18)
is the first element obtained by multiplying the first row of A by the first (and only)
column of y.
Another example, which the reader should verify, is
2 -1 3 2 7 6
C = AB = B RB R=B R. (E.19)
-1 2 -1 -2 -5 -6
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ph_dorf_app 4/24/01 4:54 AM Page 8
Modern Control Systems, Eleventh Edition, by Richard C Dorf and Robert H. Bishop.
ISBN: 0132270285. © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved.
8 Appendix E An Introduction to Matrix Algebra
For example, the element c22 is obtained as c22 1(2) 2(2) 6.
Now we are able to use this definition of multiplication in representing a set of
simultaneous linear algebraic equations by a matrix equation. Consider the follow-
ing set of algebraic equations:
3x1 2x2 x3 u1,
2x1 x2 6x3 u2,
4x1 x2 2x3 u3. (E.20)
We can identify two column vectors as
x1 u1
x = C x2 S and u = C u2 S. (E.21)
x3 u3
Then we can write the matrix equation
Ax u, (E.22)
where
3 2 1
A = C2 1 6 S.
4 -1 2
We immediately note the utility of the matrix equation as a compact form of a set of
simultaneous equations.
The multiplication of a row vector and a column vector can be written as
y1
xy = 3x1 x2 xn 4 D T = x1 y1 + x2 y2 + p + xn yn.
p y2
(E.23)
o
yn
Thus we note that the multiplication of a row vector and a column vector results in
a number that is a sum of a product of specific elements of each vector.
As a final item in this section, we note that the multiplication of any matrix by
the identity matrix results in the original matrix, that is, AI A.
The transpose of a matrix A is denoted in this text as AT. One will often find the no-
tation A' for AT in the literature. The transpose of a matrix A is obtained by inter-
changing the rows and columns of A. For example, if
6 0 2
A= C 1 4 1 S,
-2 3 -1
then
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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458.
ph_dorf_app 4/24/01 4:54 AM Page 9
Modern Control Systems, Eleventh Edition, by Richard C Dorf and Robert H. Bishop.
ISBN: 0132270285. © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved.
Section E.4 Other Useful Matrix Operations and Definitions 9
6 1 -2
AT = C 0 4 3 S. (E.24)
2 1 -1
Therefore we are able to denote a row vector as the transpose of a column vector and
write
xT = 3x1 x2 p xn 4. (E.25)
Because xT is a row vector, we obtain a matrix multiplication of xT by x as follows:
x1
Modern Control Systems, Eleventh Edition, by Richard C Dorf and Robert H. Bishop.
ISBN: 0132270285. © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved.
10 Appendix E An Introduction to Matrix Algebra
2 = 1a11a22 - a21a12 2.
a11 a12
2 (E.32)
a21 a22
The general nth-order determinant has a value given by
n
det A = a aijaij with i chosen for one row, (E.33)
j=1
or
n
det A = a aijaij with j chosen for one column. (E.33)
i=1
That is, the elements aij are chosen for a specific row (or column), and that entire row
(or column) is expanded according to Eq. (E.33). For example, the value of a specific
3 3 determinant is
2 3 5
det A = det C 1 0 1S
2 1 0
0 1 3 5 3 5
=2 2 2 -1 2 2 +2 2 2
1 0 1 0 0 1
= 21-12 - 1-52 + 2132 = 9, (E.34)
where we have expanded in the first column.
The adjoint matrix of a square matrix A is formed by replacing each element aij
by the cofactor aij and transposing. Therefore
a11 a12 p a1n T a11 a21 p an1
a a22 p a2n a a22 p an2
adjoint A = D 21 T = D 12 T. (E.35)
o o o o o o
an1 an2 p ann a1n a2n p ann
The inverse of a square matrix A is written as A1 and is defined as satisfying the re-
lationship
A1A AA1 I. (E.36)
The inverse of a matrix A is
adjoint of A
A-1 = (E.37)
det A
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ph_dorf_app 4/24/01 4:54 AM Page 11
Modern Control Systems, Eleventh Edition, by Richard C Dorf and Robert H. Bishop.
ISBN: 0132270285. © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved.
Section E.6 Matrices and Characteristic Roots 11
when the det A is not equal to zero. For a 2 2 matrix we have the adjoint matrix
a22 -a12
adjoint A = B R, (E.38)
-a21 a11
and the det A a11a22 a12a21. Consider the matrix
1 2 3
A = C2 -1 4 S. (E.39)
0 -1 1
The determinant has a value det A 7. The cofactor a11 is
a11 = 1-12 2 2
-1 4
2 = 3. (E.40)
-1 1
In a similar manner we obtain
3 -5 11
= a- b C -2
adjoint A 1
A -1
= 1 2 S. (E.41)
det A 7
-2 1 -5
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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458.
ph_dorf_app 4/24/01 4:54 AM Page 12
Modern Control Systems, Eleventh Edition, by Richard C Dorf and Robert H. Bishop.
ISBN: 0132270285. © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved.
12 Appendix E An Introduction to Matrix Algebra
2 1 1
A= C 2 3 4 S. (E.47)
-1 -1 -2
The characteristic equation is found as follows:
1l - 22 -1 -1
det C -2 1l - 32 -4 S = 1-l3 + 3l2 + l - 32 = 0. (E.48)
1 1 1l + 22
The roots of the characteristic equation are l1 1, l2 1, l3 3. When l
l1 1, we find the first characteristic vector from the equation
Ax1 l1x1, (E.49)
and we have xT1 k 31 -1 04 , where k is an arbitrary constant usually chosen
equal to 1. Similarly, we find
xT2 30 1 -14,
and
xT3 = 32 3 -14. (E.50)
That is, the derivative of a matrix is simply the derivative of each element aij(t) of the
matrix.
The matrix exponential function is defined as the power series
A A2 p Ak p Ak
exp A = eA = I + + + + + = a , (E.52)
1! 2! k! k=0 k!
where A2 AA, and, similarly, Ak implies A multiplied k times. This series can be
shown to be convergent for all square matrices. Also a matrix exponential that is a
function of time is defined as
Aktk
eAt = a . (E.53)
k=0 k!
If we differentiate with respect to time, then we have
1e 2 = AeAt.
d At
(E.54)
dt
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ph_dorf_app 4/24/01 4:54 AM Page 13
Modern Control Systems, Eleventh Edition, by Richard C Dorf and Robert H. Bishop.
ISBN: 0132270285. © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved.
Section E.7 The Calculus of Matrices 13
Therefore for a differential equation
dx
= Ax, (E.55)
dt
we might postulate a solution x eAtc fc, where the matrix f is f eAt, and c is
an unknown column vector. Then we have
dx
= Ax, (E.56)
dt
or
AeAt AeAt, (E.57)
and we have in fact satisfied the relationship, Eq. (E.55). Then the value of c is sim-
ply x(0), the initial value of x, because when t 0, we have x(0) c. Therefore the
solution to Eq. (E.55) is
x(t) eAtx(0). (E.58)
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For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458.
ph_dorf_app 4/24/01 4:54 AM Page 14
Modern Control Systems, Eleventh Edition, by Richard C Dorf and Robert H. Bishop.
ISBN: 0132270285. © 2008 Pearson Education, Inc., Upper Saddle River, NJ. All rights reserved.
This material is protected by Copyright and written permission should be obtained from the publisher prior to any prohibited reproduction, storage in a
retrieval system, or transmission in any form or by any means, electronic, mechanical, photocopying, recording, or likewise.
For information regarding permission(s), write to: Rights and Permissions Department, Pearson Education, Inc., Upper Saddle River, NJ 07458.