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You are on page 1of 4

DAVID M. MCCLENDON

Abstract. A review of some basic ideas of linear algebra necessary for Math

310. Warning: the examples in these notes have not been checked for arith-

metic errors.

1. Matrix vocabulary

A matrix is an array of numbers arranged in a rectangle. A matrix is called

m n if it has m rows and n columns. Throughout these notes we consider only

square matrices, that is, matrices that have the same number of rows as columns;

the set of nn matrices with real entries is called M

n

(R). Matrices will be referred

to with capital letters and their entries will be referred to with lowercase letters

(i.e. a

ij

represents the entry in row i and column j of the matrix A). Entries of

the form a

ii

are the diagonal entries of A. The trace of a matrix is the sum of its

diagonal entries. In these notes, the rows and columns of a matrix are numbered

starting with the number 1, so the left most column is the rst column.

Example: Let A =

_

_

1 2 3

4 5 6

7 8 9

_

_

. Then A M

3

(R) since A has three rows

and columns; we have a

13

= 3, a

32

= 8, etc.; the diagonal entries of A are 1, 5 and

9, so the trace of A is 1 + 5 + 9 = 15. The second row of A is 4, 5, 6. The entries

above the diagonal of A are 2, 3, 6; the entries below the diagonal are 4, 7, 8.

The letter I always refers to the identity matrix which has diagonal entries equal

to 1 and all other entries 0. The identity matrix is an example of a diagonal matrix,

which is any matrix which has only non-zero entries other than its diagonal entries.

A matrix is called triangular if either all the entries above the diagonal or all the

entries below the diagonal are zero.

The transpose of a matrix A is denoted A

T

and satises A

T

ij

= A

ji

. So if A is as

above, A

T

=

_

_

1 4 7

2 5 8

3 6 9

_

_

.

2. Determinants

Every square matrix has a magic number associated to it called its determi-

nant. The determinant of a diagonal or triangular matrix is the product of its

diagonal entries. In general, determinant formulas can be found by induction:

Date: April 23, 2008.

1

2 D. MCCLENDON

Proposition 2.1. If A is 2 2, i.e. A =

_

a b

c d

_

, then det(A) = ad bc.

Proposition 2.2. If A is 3 3, i.e. if A =

_

_

a b c

d e f

g h i

_

_

, then

det(A) = aei + bfg + cdh (ceg + afh + bdi).

For any size matrix, the determinant can be found using minors.

Denition 2.1. Given an nn square matrix A and an entry a

ij

of A, the minor

A

ij

is the (n 1) (n 1) matrix obtained by deleting the i

th

row and j

th

column

of A.

The method of using minors to nd determinants relies on the following facts:

Proposition 2.3. For any j, det(A) =

n

i=1

(1)

i+j

a

ij

det(A

ij

)

Proposition 2.4. For any i, det(A) =

n

j=1

(1)

i+j

a

ij

det(A

ij

).

and is best illustrated in an example:

Example: Find the determinant of A =

_

_

_

_

1 2 1 0

2 0 1 1

1 1 0 1

0 1 0 2

_

_

_

_

.

Solution: First, pick a row or column of A (preferably one that has several zeros

in it). I will pick the third column. Now what I will do is move down that column

entry by entry and for each entry, nd the minor of that entry. In particular, the

minor of entries a

13

= 1 and a

23

= 1 are

A

13

=

_

_

2 0 1

1 1 1

0 1 2

_

_

and A

23

=

_

_

1 2 0

1 1 1

0 1 2

_

_

.

and the determinants of these matrices are 5 and 1, respectively. Now use

Proposition 2.3 with j = 3. We have

det(A) =

4

i=1

(1)

i+3

a

i3

det(A

i3

)

= (1) det(A

13

) (1) det(A

23

) + 0 det(A

33

) 0 det(A

43

)

= (1)(5) (1)(1) + 0 = 6.

3. Eigenvalues and eigenvectors

Denition 3.1. Given A M

n

(R), a nonzero vector x R

n

is called an eigenvec-

tor of A if there is some number R such that Ax = x. Given an eigenvalue

of A, the set of vectors x which satisfy Ax = x of A is called the eigenspace of

A. The multiplicity of an eigenvalue is the dimension of its eigenspace.

Eigenvalues are found using the following propositions:

Proposition 3.1. is an eigenvalue of A if and only if det(I A) = 0.

Proposition 3.2. The sum of the eigenvalues (counting multiplicities) of a matrix

is the trace of that matrix, and the product of the eigenvalues (counting multiplici-

ties) is the determinant of the matrix.

BRIEF NOTES ON LINEAR ALGEBRA 3

Example: Find the eigenvalues and eigenvectors of A =

_

_

0 1 1

1 1 1

1 2 0

_

_

.

Solution: First, solve det(I A) = 0:

det(I A) = det

_

_

1 1

1 1 1

1 2

_

_

=

2

( 1) 1 + 2 + ( 1) 2

=

3

2

2;

setting this equal to zero and solving for we see = 0, = 2 and = 1 are

the eigenvalues. This makes sense because these numbers sum to 1 which is the

trace of A. To nd an eigenvector for each eigenvalue solve Ax = x for a nonzero

x = (a, b, c). For example, for = 2 we have

Ax = x

_

_

_

b c = 2a

a + b + c = 2b

a + 2b = 2c

which has as one of its nonzero solutions x = (a, b, c) = (0, 1, 1). Similarly, an

eigenvector for = 0 is x = (2, 1, 1) and an eigenvector for = 1 is x =

(3, 2, 1).

4. Inverses

A square matrix A is called invertible if there is another matrix A

1

(called the

inverse of A) such that AA

1

= A

1

A = I. It can be shown that an n n square

matrix is invertible if and only if det(A) = 0 if and only if 0 is not an eigenvalue of

A.

Proposition 4.1. The inverse of a diagonal matrix A, if it exists, is diagonal and

has entries which are the reciprocals of the entries of A.

Proposition 4.2. The inverse of a 2 2 matrix A =

_

a b

c d

_

, if it exists, is

A

1

=

1

adbc

_

d b

c a

_

.

To nd the inverse of a larger matrix, use one of two methods. The rst method

is to take the matrix A and form an n2n matrix by writing a copy of the identity

next to it. Then perform row operations until the identity appears in the position

originally occupied by A; the matrix in the position of the identity is A

1

.

Example: Find the inverse of A =

_

_

1 2 1

2 2 4

1 3 3

_

_

.

Solution: First write the matrix (A|I) =

_

_

1 2 1 1 0 0

2 2 4 0 1 0

1 3 3 0 0 1

_

_

. Next

perform row operations on this matrix to turn the left half of the matrix into the

identity (these row operations are the same operations you would do if you were

performing Gaussian elimination). The sequence of operations is: subtract 2 times

Row 2 from Row 1, then subtract Row 1 from Row 3, then multiply Row 2 by

4 D. MCCLENDON

(1/2), then subtract Row 2 from Row 3, then add Row 3 to Row 1, then add 3

times Row 3 to Row 2, then subtract 2 times Row 2 from Row 1. You obtain

(I|A

1

) =

_

_

1 0 0 9 3/2 5

0 1 0 5 1 3

0 0 1 2 1/2 1

_

_

so A

1

=

_

_

9 3/2 5

5 1 3

2 1/2 1

_

_

.

The second way to nd the inverse of a matrix is to rst nd the cofactor matrix:

Denition 4.1. The cofactor matrix of a square matrix A M

n

(R) is the n n

matrix cof(A) whose entries are dened by (cof(A))

ij

= (1)

i+j

det(A

ij

) (recall

that A

ij

is a minor of A as dened in the section on determinants).

Proposition 4.3. If A M

n

(R) is invertible, then A

1

=

1

det(A)

(cof(A))

T

.

Example: Find the inverse of A =

_

_

5 3 2

1 0 2

2 1 3

_

_

.

Solution: We use the preceding proposition. First, we nd the cofactor matrix

of A. The 1, 1 entry of this matrix is found by taking the determinant of the

1, 1 minor (which is 2) and multiplying by (1)

1+1

to obtain a nal answer of 2.

Repeating this procedure for all the entries, we see

cof(A) =

_

_

2 1 1

7 11 1

6 8 3

_

_

.

Observe also that det(A) = 12 2 + 10 + 9 = 5 so

A

1

=

1

det(A)

(cof(A))

T

=

1

5

_

_

2 7 6

1 11 8

1 1 3

_

_

.

5. Diagonalization

Denition 5.1. A square matrix A M

n

(R) is similar to a second matrix B

M

n

(R) if there exists an invertible matrix S M

n

(R) such that A = SBS

1

. A

square matrix A M

n

(R) is called diagonalizable if it is similar to a diagonal

matrix.

Proposition 5.1. A M

n

(R) is diagonalizable if and only if it has n linearly

independent eigenvectors; in this case A = SS

1

where is a diagonal matrix

whose diagonal entries are the eigenvalues of A and S is a matrix whose columns

are the eigenvectors of A (arranged in the same order as their respective eigenvalues

are arranged in ).

So to diagonalize a matrix, you rst nd the eigenvalues and eigenvectors; this

tells you the matrices and S. Then nd S

1

using methods of the previous

section.

Department of Mathematics, Northwestern University, Evanston, IL 60208-2370

E-mail address: dmm@math.northwestern.edu

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