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AGEC 516

Mathematical Tools for


Agricultural and Applied Economics
Matrix Algebra 2

Meilin Ma

Fall 2021

Department of Agricultural Economics


Purdue University

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Outline

1. Determinant
• 1 × 1, 2 × 2, and 3 × 3 Matrix
• General Rule

2. A few important definitions


• Minor
• Cofactor
• Adjoint Matrix
• Singular matrix

3. Inverse Matrix
• Using adjoint matrix and determinant
• Use Gauss-Jordan Elimination Method

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Determinant

Determinants 𝐴 or det(𝐴) are defined only for


square matrices.

1 × 1 Matrix: For a 1 × 1 Matrix, 𝐴 = [𝑎], its


determinant is 𝐴 = 𝑎.

𝑎11 𝑎12
2 × 2 Matrix: For a 2 × 2 Matrix, 𝐴 = 𝑎 𝑎 , its
21 22
determinant is defined as:
𝑎11 𝑎12
𝐴 = 𝑎 𝑎 = 𝑎11 𝑎22 − 𝑎12 𝑎21
21 22

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Determinant

Examples:

1 2
𝐴 = 𝐴 =
3 4

1 −1
𝐵 = 𝐵 =
2 4

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Determinant

𝑎11 𝑎12 𝑎13


3 × 3 Matrix: For a 3 × 3 Matrix, 𝑎21 𝑎22 𝑎23 , its determinant
𝑎31 𝑎32 𝑎33
is defined by using the first row elements:
𝑎11 𝑎12 𝑎13
𝑎 𝑎23 𝑎21 𝑎23 𝑎21 𝑎22
𝑎21 𝑎22 𝑎23 = 𝑎11 22
𝑎32 𝑎33 − 𝑎12 𝑎31 𝑎33 + 𝑎13 𝑎31 𝑎32
𝑎31 𝑎32 𝑎33

= 𝑎11 𝑎22 𝑎33 − 𝑎23 𝑎32 − 𝑎12 𝑎21 𝑎33 − 𝑎23 𝑎31 + 𝑎13 (𝑎21 𝑎32 − 𝑎22 𝑎31 )

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Determinant

Examples:

2 3 6
𝐴 = 0 0 1 𝐴 =
7 4 5

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Minor

Definition: The minor of an element 𝑎𝑖𝑗 is the sub-


determinant of (|𝑀𝑖𝑗 |) by deleting the 𝑖𝑡ℎ row and the 𝑗𝑡ℎ
column of |𝐴|.

A minor is a scalar.

Minors of 3 × 3 Matrix
𝑎11 𝑎12 𝑎13
𝑎 𝑎23 𝑎21 𝑎23 𝑎21 𝑎22
𝑎21 𝑎22 𝑎23 = 𝑎11 22 − 𝑎12 𝑎 + 𝑎13 𝑎
𝑎32 𝑎33 31 𝑎33 31 𝑎32
𝑎31 𝑎32 𝑎33
= 𝑎11 𝑀11 − 𝑎12 𝑀12 + 𝑎13 𝑀13

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Minor

Example:

1 2 3
𝐴 = 4 5 6
7 8 9

𝑀11 =

𝑀12 =

𝑀13 =

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Cofactor

Definition: A cofactor, denoted by |𝐶𝑖𝑗 |, is a minor with a


prescribed algebraic sign attached to it. |𝐶𝑖𝑗 | =
−1 𝑖+𝑗 |𝑀𝑖𝑗 |

A cofactor is a scalar.

Example:

1 2 3
𝐴 = 4 5 6
7 8 9
𝐶11 =
𝐶12 =

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Determinant (General Rule)

The determinant of n × n Matrix (|𝐴|) can be found by


the Laplace expansion of any row or any column as:

𝐴 = σ𝑛𝑗=1 𝑎𝑖𝑗 |𝐶𝑖𝑗 | expansion by the ith row


= σ𝑛𝑖=1 𝑎𝑖𝑗 |𝐶𝑖𝑗 | expansion by the jth column

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Determinant (General Rule)

Examples:
2 3 6
𝐴 = 0 0 1
7 4 5

By the first row, we get 𝐴 = 13


By the second row,
𝐴 =

By the first column,


𝐴 =

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Properties of Determinant

Let A be a n × n square matrix

• 𝐴 = 𝐴′

• The interchange of any two rows (or any two columns)


will alter the sign, but not the numerical value, of the
determinant.

• If one row (or column) is a multiple of another row (or


column), the value of the determinant is zero.

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Determinant

• The multiplication of any one row (or one column) by a


scalar k will change the value of the determinant k-fold.

• The addition (subtraction) of a multiple of any row (or


column) to (from) another row (or column) will leave
the value of the determinant unaltered.

• If any row or column is zero, then 𝐴 = 0.

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Adjoint Matrix

Definition: Let the cofactor matrix, denoted by 𝐶 = [|𝐶𝑖𝑗 |], be


the n × n matrix of the cofactors.
|𝐶11 | |𝐶12 | |𝐶13 | ⋯ |𝐶1𝑛 |
|𝐶21 | |𝐶22 | |𝐶23 | ⋯ |𝐶2𝑛 |
𝐶 = ⋱
⋮ ⋮ ⋮ ⋮
|𝐶𝑛1 | |𝐶𝑛2 | |𝐶𝑛3 | … |𝐶𝑛𝑛 |

The adjoint matrix of 𝐴, denoted by 𝑎𝑑𝑗𝐴, is the transpose of 𝐶.


|𝐶11 | |𝐶21 | |𝐶31 | ⋯ |𝐶𝑛1 |
|𝐶12 | |𝐶22 | |𝐶32 | ⋯ |𝐶𝑛2 |
𝑎𝑑𝑗𝐴 = 𝐶′ = ⋱
⋮ ⋮ ⋮ ⋮
|𝐶1𝑛 | |𝐶2𝑛 | |𝐶3𝑛 | … |𝐶𝑛𝑛 |

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Inverse Matrix

Example:

3 2
𝐴 =
1 0

• 𝐴 =

|𝐶11 | |𝐶12 |
• 𝐶 = =
|𝐶21 | |𝐶22 |

• 𝑎𝑑𝑗𝐴 = 𝐶 𝑇 =

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Inverse Matrix

The inverse matrix 𝐴−1 of a square matrix A of order n is


the matrix that satisfies the condition that

𝐴𝐴−1 = 𝐴−1 𝐴 = 𝐼𝑛

Where 𝐼𝑛 is the identity matrix of order n.

Note: 𝐴−1 is only defined for square matrices. Therefore,


not every square matrix has an inverse matrix.

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Calculate the Inverse Matrix

Use the concepts of adjoint matrix and determinant

The inverse of matrix A can be derived from


−1
1
𝐴 = 𝑎𝑑𝑗𝐴
𝐴

where |𝐴| is the determinant of 𝐴 and 𝑎𝑑𝑗𝐴 is the


adjoint of A.

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Singular Matrix

Definition: If |𝐴| = 0, then 𝐴−1 does NOT exist. Any


matrix A for which 𝐴−1 does not exist is known as a
singular matrix.

If |𝐴| ≠ 0, then 𝐴−1 does exist. The matrix 𝐴 for


which 𝐴−1 exists is known as a nonsigular matrix.

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Inverse Matrix

Example:

3 2
𝐴 =
1 0

• 𝐴 = −2

|𝐶11 | |𝐶12 |
• 𝐶 = = 0 −1
|𝐶21 | |𝐶22 | −2 3

0 −2
• 𝑎𝑑𝑗𝐴 =
−1 3
• 𝐴−1 =

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Gauss-Jordan Elimination Method

Another method for computing the inverse matrix is


based on the elementary row operations

A nonsingular matrix 𝑨 of order n can be reduced to 𝐼𝑛


(identity matrix) by a series of elementary row or
column operations

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Elementary Row Operations

An elementary row operation involves any of the


following three cases:

• Interchanging any two rows

• Adding one row to another

• Multiplying any row of a matrix by a scalar 𝜆 ≠ 0

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Gauss-Jordan Elimination Method

Example: Use the Gauss-Jordan elimination method to


obtain the inverse of matrix A,
1 2 3
𝐴 = 0 1 −1
1 2 1
Solution:
We will apply the same sequence of elementary
operations to 𝐼3 as applied to A, when we reduced A to 𝐼3

1 2 3 1 0 0
0 1 −1 , 0 1 0
1 2 1 0 0 1

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Gauss-Jordan Elimination Method

First, we subtract row 3 from row 1, and set the result


to be the new row 1:
0 0 2 1 0 −1
0 1 −1 , 0 1 0
1 2 1 0 0 1

Multiply row 2 by -2 and add the product to row 3; set


the result to be the new row 3:
0 0 2 1 0 −1
0 1 −1 , 0 1 0
1 0 3 0 −2 1

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Gauss-Jordan Elimination Method

Multiply row 1 by (-3/2), and set the result to be the


new row 1:
0 0 −3 −3/2 0 3/2
0 1 −1 , 0 1 0
1 0 3 0 −2 1

Add row 3 to row 1, and set the result to be the new


row 1:
1 0 0 −3/2 −2 5/2
0 1 −1 , 0 1 0
1 0 3 0 −2 1

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Gauss-Jordan Elimination Method

Subtract row 1 from row 3, and set the result to be the


new row 3:
1 0 0 −3/2 −2 5/2
0 1 −1 , 0 1 0
0 0 3 3/2 0 −3/2

Multiply row 3 by (1/3), and set the result to be the


new row 3:
1 0 0 −3/2 −2 5/2
0 1 −1 , 0 1 0
0 0 1 1/2 0 −1/2

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Gauss-Jordan Elimination Method

Add row 3 to row 2, and set the result to be the new row 2:
1 0 0 −3/2 −2 5/2
0 1 0 , 1/2 1 −1/2
0 0 1 1/2 0 −1/2

−3/2 −2 5/2
1/2 1 −1/2 is the inverse matrix for A
1/2 0 −1/2

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Gauss-Jordan Elimination Method

Example:

Use the Gauss-Jordan elimination method to obtain


1 2 −1
the inverse of matrix A, 𝐴 = 0 −1 2
0 1 0

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Properties of Inverse Matrix

If A and B are square matrices and invertible

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