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Introduction

© 1998 Yijun Liu, University of Cincinnati 7

II. Review of Matrix Algebra

Linear System of Algebraic Equations

a x a x a x b

a x a x a x b

a x a x a x b

n n

n n

n n nn n n

11 1 12 2 1 1

21 1 22 2 2 2

1 1 2 2

+ + + ·

+ + + ·

+ + + ·

...

...

.......

...

(1)

where x

1

, x

2

, ..., x

n

are the unknowns.

In matrix form:

Ax b · (2)

where

[ ]

{ } { }

A

x b

· ·

¸

1

]

1

1

1

1

· ·

¹

'

¹

¹

¹

¹

¹

¹

)

¹

¹

¹

¹

¹

· ·

¹

'

¹

¹

¹

¹

¹

¹

)

¹

¹

¹

¹

¹

a

a a a

a a a

a a a

x

x

x

x

b

b

b

b

ij

n

n

n n nn

i

n

i

n

11 12 1

21 22 2

1 2

1

2

1

2

...

...

... ... ... ...

...

: :

(3)

A is called a n×n (square) matrix, and x and b are (column)

vectors of dimension n.

Lecture Notes: Introduction to Finite Element Method Chapter 1. Introduction

© 1998 Yijun Liu, University of Cincinnati 8

Row and Column Vectors

[ ]

v w · ·

¹

'

¹

¹

¹

¹

)

¹

¹

¹

v v v

w

w

w

1 2 3

1

2

3

Matrix Addition and Subtraction

For two matrices A and B, both of the same size (m×n), the

addition and subtraction are defined by

C A B

D A B

· + · +

· − · −

with

with

c a b

d a b

ij ij ij

ij ij ij

Scalar Multiplication

[ ]

λ λ A · a

ij

Matrix Multiplication

For two matrices A (of size l×m) and B (of size m×n), the

product of AB is defined by

C AB · ·

∑

·

with c a b

ij ik

k

m

kj

1

where i = 1, 2, ..., l; j = 1, 2, ..., n.

Note that, in general, AB BA ≠ , but ( ) ( ) AB C A BC ·

(associative).

Lecture Notes: Introduction to Finite Element Method Chapter 1. Introduction

© 1998 Yijun Liu, University of Cincinnati 9

Transpose of a Matrix

If A = [a

ij

], then the transpose of A is

[ ]

A

T

ji

a ·

Notice that ( ) AB B A

T T T

· .

Symmetric Matrix

A square (n×n) matrix A is called symmetric, if

A A ·

T

or a a

ij ji

·

Unit (Identity) Matrix

I ·

¸

1

]

1

1

1

1

1 0 0

0 1 0

0 0 1

...

...

... ... ... ...

...

Note that AI = A, Ix = x.

Determinant of a Matrix

The determinant of square matrix A is a scalar number

denoted by det A or |A|. For 2×2 and 3×3 matrices, their

determinants are given by

det

a b

c d

ad bc

¸

1

]

1

· −

Lecture Notes: Introduction to Finite Element Method Chapter 1. Introduction

© 1998 Yijun Liu, University of Cincinnati 10

and

det

a a a

a a a

a a a

a a a a a a a a a

a a a a a a a a a

11 12 13

21 22 23

31 32 33

11 22 33 12 23 31 21 32 13

13 22 31 12 21 33 23 32 11

¸

1

]

1

1

1

· + +

− − −

Singular Matrix

A square matrix A is singular if det A = 0, which indicates

problems in the systems (nonunique solutions, degeneracy, etc.)

Matrix Inversion

For a square and nonsingular matrix A (det A ≠ 0), its

inverse A

-1

is constructed in such a way that

AA A A I

− −

· ·

1 1

The cofactor matrix C of matrix A is defined by

C M

ij

i j

ij

· −

+

( ) 1

where M

ij

is the determinant of the smaller matrix obtained by

eliminating the ith row and jth column of A.

Thus, the inverse of A can be determined by

A

A

C

−

·

1

1

det

T

We can show that ( ) AB B A

− − −

·

1 1 1

.

Lecture Notes: Introduction to Finite Element Method Chapter 1. Introduction

© 1998 Yijun Liu, University of Cincinnati 11

Examples:

(1)

a b

c d ad bc

d b

c a

¸

1

]

1

·

−

−

−

¸

1

]

1

−1

1

( )

Checking,

a b

c d

a b

c d ad bc

d b

c a

a b

c d

¸

1

]

1

¸

1

]

1

·

−

−

−

¸

1

]

1

¸

1

]

1

·

¸

1

]

1

−1

1

1 0

0 1 ( )

(2)

1 1 0

1 2 1

0 1 2

1

4 2 1

3 2 1

2 2 1

1 1 1

3 2 1

2 2 1

1 1 1

1

−

− −

−

¸

1

]

1

1

1

·

− −

¸

1

]

1

1

1

·

¸

1

]

1

1

1

−

( )

T

Checking,

1 1 0

1 2 1

0 1 2

3 2 1

2 2 1

1 1 1

1 0 0

0 1 0

0 0 1

−

− −

−

¸

1

]

1

1

1

¸

1

]

1

1

1

·

¸

1

]

1

1

1

If det A = 0 (i.e., A is singular), then A

-1

does not exist!

The solution of the linear system of equations (Eq.(1)) can be

expressed as (assuming the coefficient matrix A is nonsingular)

x A b ·

−1

Thus, the main task in solving a linear system of equations is to

found the inverse of the coefficient matrix.

Lecture Notes: Introduction to Finite Element Method Chapter 1. Introduction

© 1998 Yijun Liu, University of Cincinnati 12

Solution Techniques for Linear Systems of Equations

• Gauss elimination methods

• Iterative methods

Positive Definite Matrix

A square (n×n) matrix A is said to be positive definite, if for

any nonzero vector x of dimension n,

x Ax

T

> 0

Note that positive definite matrices are nonsingular.

Differentiation and Integration of a Matrix

Let

[ ]

A( ) ( ) t a t

ij

·

then the differentiation is defined by

d

dt

t

da t

dt

ij

A( )

( )

·

¸

1

]

1

and the integration by

A( ) ( ) t dt a t dt

ij

·

¸

1

]

1 ∫ ∫

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