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Matrix Computations

(16B1NMA533)
Semester: Vth

Department of Mathematics
Jaypee Institute of Information Technology
Noida

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Module Title of the Topics in the Module
No. Module

Review of matrices, partitioning, block diagonal matrix, elementary


1. Matrix Algebra matrices, Inverse of a matrix by partitioning.
Existence and uniqueness of solution for system of linear equations. LU
Linear System of decomposition, Crout’s and Doolittle’s method, Cholesky factorization.
2.
equations Gauss Siedel, Gauss Jacobi and partial pivoting.

Vector and Inner Vector spaces, Subspaces, dimension and basis, p-norms of vector, Inner
3. product, Norm using inner product and norms of a matrix.
Product Spaces
Orthogonal and orthonormal sets, Gram-Schmidt process, QR factorization.
4. Orthogonality

Eigen values and Eigenvectors, spectral radius, Greshgorin’s theorem, Jacobi


Eigen value method, Givens rotations method and Householder’s method, Power and
5.
Problems Inverse power methods, Q-R algorithm.

Powers and functions of matrices, application to solve discrete dynamical


6. Matrix Calculus systems x(t+1) = Ax(t), x(0) =α and a system of differential equations of the
form dx/dt = Ax, x(0) =α.

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COGNITIVE
COURSE OUTCOMES
LEVELS

Understanding level
C301-3.1 explain the basics of matrix algebra and inverse of a matrix by partitioning.
(C2)

C301-3.2 solve the system of linear equations using direct and iterative methods. Applying Level (C3)

explain the vector spaces and their dimensions, inner product space, norm of Understanding level
C301-3.3
a vector and matrix. (C2)

apply the Gram-Schmidt process to construct orthonormal basis and Q-R


C301-3.4 Applying Level (C3)
decomposition of a matrix.

construct Gershgorin’s circles and solve eigenvalue problem using Jacobi,


C301-3.5 Applying Level (C3)
Givens, Housholder, power and inverse power methods.

analyze systems of differential and difference equations arising in dynamical


C301-3.6 Analyzing Level (C4)
systems using matrix calculus.

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Name of Exam Marks

T1 20

T2 20

T3 35

TA 25

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Bronson, R., Matrix Methods an Introduction, Academic
1.
Press, 1991.
Golub, G. H., Loan, C. F. V., Matrix Computations, 4th
2.
Edition, Johns Hopkins University Press, 2013.
Datta, K. B., Matrix and Linear Algebra, 3rd Edition,
3.
Prentice Hall of India, 2016.
4. David, W. Lewis., Matrix Theory, World Scientific, 1991.
Strang, G., Linear Algebra and its Applications, 3rd edition,
5.
Thomson Learning Asia Pvt. Ltd , 2003.

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Matrices have many applications in diverse fields of science, commerce and
social science. This course finds various applications in:
(i) Computer Graphics
(ii) Optics
(iii) Cryptography
(iv) Economics
(v) Chemistry
(vi) Geology
(vii) Robotics and animation
(viii) Wireless communication and signal processing
(ix) Financial Records

And many more…

Source: International Journal of Engineering Technology Science and Research


IJETSR www.ijetsr.com ISSN 2394 – 3386 Volume 4, Issue 11 November 2017

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Use of Matrices in Computer Graphics
 In video gaming industry matrices are major mathematical tool to construct
and manipulate a realistic animation of a polygonal figure.

 Computer graphics software uses matrices to process linear transformations


to translate images. For this purpose square matrices are very easily represent
linear transformation of objects. Matrices are used to project three dimensional
images into two dimensional planes.

 In Graphics, digital image is treated as a matrix to be start with. The rows and
columns of matrix correspond to rows and columns of pixels and the numerical
entries correspond to the pixels’ colour values. Using matrices to manipulate a
point is common mathematical approach in video game graphics.

Matrix operations such as translation, rotation and sealing are used in


graphics.

Source: International Journal of Engineering Technology Science and Research


IJETSR www.ijetsr.com ISSN 2394 – 3386 Volume 4, Issue 11 November 2017
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Use of matrices in Cryptography

 Cryptography is the technique to encrypting data so that only the relevant


person can get the data and relate information.

The encrypting is done by using an invertible key then the encrypted signals
cannot be unencrypted and they cannot get back to original form. This process
is done using matrices.

Consider the message “Do Not Worry” .The message is converted into a
sequence of numbers from 1 to 26.
 For space use digit 0. i.e. Let
ABCDEFGH I J K L M
1 2 3 4 5 6 7 8 9 10 11 12 13

N O P Q R S T U V W X Y Z
14 15 16 17 18 19 20 21 22 23 24 25 26

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The message “DO NOT WORRY” can be encoded as sequence of numbers
4 15 0 14 15 20 0 23 15 18 18 25
 4 15 
 0 14 
This data is placed into matrix  
15 20 
A 
 0 23 
15 18 
 
18 25 
To encrypt this data invertible matrix is used; choose a matrix whose determinant
in non-zero and whose multiplication is possible with matrix A.

The choice of this matrix depends on the person who is encrypting data.

Source: International Journal of Engineering Technology Science and Research


IJETSR www.ijetsr.com ISSN 2394 – 3386 Volume 4, Issue 11 November 2017
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Matrices for Engineering
Matrices applications involve the use of eigen values and eigen vectors
in the process of transforming a given matrix into a diagonal matrix.

Transformation matrices are commonly used in computer graphics and image


processing.

 Used to calculate the electrical properties of a circuit with voltage and enrage,
resistance and to calculate battery power output.

Matrices are used in realistic looking motion on a two dimensional computer


screen and calculations in algorithms that create Google page ranking.

Errors in electronic transmissions are identified and corrected with the use of
matrices.

Movements of the robots are programmed with the calculations of matrices rows
and columns. The inputs for controlling robots are based on calculations from
matrices.
Source: International Journal of Engineering Technology Science and Research
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IJETSR www.ijetsr.com ISSN 2394 – 3386 Volume 4, Issue 11 November 2017
https://www.embibe.com/exams/where-are-matrices-used-in-daily-life/

http://ijetsr.com/images/short_pdf/1510557148_284-288-ietep1001_ijetsr.pdf

https://www.sciencedirect.com/topics/mathematics/matrix-computation

https://math.missouristate.edu/assets/Math/08Search_Engines.pdf

https://swayam.gov.in/nd1_noc19_ma28/preview

https://www.youtube.com/watch?v=zE3v1jAoYOM

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A matrix can be defined as a rectangular array or arrangement of numbers.
1. In other words, a set of ‘mn’ numbers arranged in the form of rectangular
array of m rows and n columns is called m×n matrix read as m by n matrix.
 a11 a12 .... a1n 
 
a a .... a
A 21 22 2 n 
... 
 
 am1 am 2 ....amn  mn
2. The numbers a11 , a12 ,....etc are called elements of the matrix A.

3. Matrices are denoted by capital letters A, B, C etc.

4. A matrix is not a number. For example, 5 is just a number but [5] is a matrix
having 1 row and 1 column.

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Type of Matrix Properties Example
Column Matrix Number of columns =1 and m (finite) 1 
2
number of rows. A 
7 
 
8  41

Row Matrix Number of rows =1 and n (finite)


A  1 2 3 6 1215
number of columns.

Rectangular Matrix Number of rows and


columns are unequal i.e. m≠n. 2 5 6
A 
1 0 5  23

Square Matrix Number of rows and


Columns are equal i.e. m= n. 1 3 6 
A  5 7 0 
The elements 1,7,9 are known as 0 0 9  33
diagonal elements and the line
along which they lie is known as the
PRINCIPAL DIAGONAL.

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Type of Matrix Properties Example
Diagonal Matrix A square matrix in which all diagonal 1 0 0 
elements are A  0 8 0 
non- zero and all non-diagonal elements 0 0 7 
are zeros
Scalar Matrix A diagonal matrix in which diagonal 6 0 0 
elements are equal A  0 6 0 
(but not equal to 1). 0 0 6 
Identity Matrix A square matrix whose each diagonal 1 0 0 
I  0 1 0 
element is unity and all other elements
are zero.
0 0 1

Null (Zero) Matrix A matrix of any order (rectangular or


square) with every element as zero is
0 0 0 0 0
called a null matrix (or a Zero matrix) O  ; O  0 0
and is 0 0 0  
denoted by O.

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Type of Matrix Properties Example
Upper Triangular A square matrix is 1 2 7 
Matrix called an upper triangular matrix if all the A  0 8 5 
elements below the principal 0 0 7 
diagonal are zero
Lower Triangular A square matrix is 6 0 0 
Matrix called lower triangular matrix if all the A  1 9 0 
elements above the principal
 2 3 5 
diagonal are zero
Sub Matrix A matrix obtained by deleting some rows or If 1 5 0 
column or both A  9 1 7 
of a given matrix is called its sub matrix. 8 0 1

If from matrix A, second row and third Then, sub matrix of A is B.


column is deleted then we get matrix B which
1 5 
is known as sub matrix of A. B 
8 0 
Every matrix is sub matrix of itself obtained
by deleting no rows and no columns.

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A matrix obtained by interchanging the corresponding rows and columns of a
given matrix A is called transpose of A.
It is denoted by A T
 a11 a12 .....a1n   a11 a21 .....am1 
   
a a22 .....a2 n  a a22 .....am 2 
A   21 then A T   12
.... ..... ........  .... ..... ........ 
   
 am1 am 2 ....amn  mn  a1n a2 n ....amn  mn
Properties:
1. ( AT )T  A
2. ( A  B)T  AT  BT
3. ( AB)T  BT AT
4. The transpose of a row matrix is a column matrix and the transpose of a
column matrix is a row matrix.

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Symmetric and Skew symmetric matrices

A real square matrix A  (aij ) is said to be


Symmetric if aij  a ji for all i and j , A  A
T
(i)

(ii) Skew-symmetric if aij  a ji for all i and j , A   A


T

Properties:
1. All diagonal elements are zero in a skew-symmetric matrix.
2. The matrix which is both symmetric and skew-symmetric must be a null matrix.
3. For any real square matrix A, the matrix A+AT is always symmetric and the
matrix A-AT is always skew-symmetric.
4. A real square matrix A can be written as the sum of a symmetric and skew
symmetric matrix.
1 1
A= (A+AT )+ (A-AT )
2 2

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If A  (aij ) be a complex matrix and if aij denote the complex conjugate of aij
Then, the matrix A  (aij ) is called the conjugate matrix of A.

Hermitian and skew-Hermitian Matrix

A complex matrix A is called


T
1) Hermitian matrix if A=A or A=(A)T
T T
2) Skew-Hermitian matrix if A= -A or A= -(A)

Properties:
1. If A is a real matrix, then a Hermitian matrix is same as a symmetric matrix and
skew symmetric matrix is same as a skew symmetric matrix.
2. In a Hermitian matrix , all the diagonal elements are real.

3. In a skew-Hermitian matrix, all the diagonal elements are either 0 or pure


imaginary.

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The sum of all the elements on the principal diagonal of a square matrix is
called the trace of the matrix.
 a11 a12 a13 
 
A   a21 a22 a23 
 a31 a32 a33 

Then, trace of A= tr. A= a11  a22  a33

Determinants
1. The determinant is a scalar value associated with every square matrix.
2. The determinant of a matrix A is denoted det(A), det A, or |A|.
3. The determinant can be viewed as a function whose input is a square matrix
and whose output is a number.

Singular and Non Singular Matrices


A matrix A is said to be singular if its determinant is zero , otherwise is is non
singular in nature.

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A square non singular matrix A of order n is said to be invertible (possessing inverse),
if there exists a real non singular square matrix B of order n such that
AB=BA=I
where I is an identity matrix of order n and B is called inverse of the matrix A .
-1 -1
Hence, B =A or A=B .
-1 adj(A)
The inverse A of the matrix A can be computed as A -1 =
A

Properties:
1. (AB)-1 =B-1 A-1
2. If A -1 exists, then it is unique.
3. (AT )-1 =(A-1 )T
4. Let D  diag (d11 , d22 ,...., dnn ), dii  0. Then D-1  diag (1/ d11 ,1/ d22 ,....,1/ dnn )
5. (A-1 )n =A-n , for any positive integer n.

Reference: Advanced Engineering Mathematics, R.K.Jain and S.R.K. Iyengar, Narosa Publising House.

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 Baiscs of matrices
 Determinants and its properties
 Sub matrices
 Inverse of a matrix
 Operations on matrices

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A company produces two computer models PC786 and PC886. The matrix A shows the
cost per computer (in thousands of dollars) and B the production figures for current
year (in multiples of 1000 units). Find a matrix C that shows the stockholders the costs
per quarter (in millions of dollars) for raw material, labor, and miscellaneous.
PC 786 PC 886
 0.3 0.5  Raw Material Quarter
  1 2 3 4
 
A   0.8 1.3  labor  4 1 2 3 PC786
  B 
  Miscellaneous  2 3 2 1 PC886
 0.7 0.9 

Quarter
Solution: Find C=AB 1 2 3 4
 2.2 1.8 1.6 1.9 
C  5.8 4.7 4.2 5.0 
 4.6 3.4 3.2 3.9 

So, for the first quarter the cost of raw material is c11  2.2
For labor it is c21  5.8 and for miscellaneous c31  4.6 for first quarter.
Similarly, for other quarters.
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 1 2 1 2 2 1
1. Given the matrices A   1 1 1  and B  3 0  1
  verify that AB  A B .
 2 1 3 1 1  1 

0 2y z 
Find x, y, z if A   x y  z  satisfies A =A .
T -1
2.
 x  y z 
3. Find the value of a23  a32 in the matrix A  (aij )33 where

 2i  j if i  j
aij  
i  2 j  3 if i  j

4. In a production process, let N mean “no trouble” and T “trouble”. Let the
transition probabilities from one day to the next be 0.8 for N N, hence 0.2 for
N T, and 0.5 for T N, hence 0.5 for T T. If today there is no trouble, what
is the probability of trouble 2 days after today?

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