MATRIX AND TENSOR CALCULUS
With Applications to Mechanics, Elasticity and Aeronautics
ARISTOTLE D. MICHAL
DOVER PUBLICATIONS, INC.
Mineola, New York
Bibliographical Note
This Dover edition, first published in 2008, is an unabridged republication of the work originally published in 1947 by John Wiley and Sons, Inc., New York, as part of the GALCIT (Graduate Aeronautical Laboratories, California Institute of Technology) Aeronautical Series.
Library of Congress CataloginginPublication Data
Michal, Aristotle D., 1899 Matrix and tensor calculus: with applications to mechanics, elasticity, and
aeronautics I Aristotle D. Michal. 
p. em.
Dover ed.
Originally published: New York: J. Wiley, [1941] Includes index. ISBN13: 9780486462462 ISBNIO: 0486462463 I. Calculus of tensors. 2. Matrices. I. Title.
QA433.M45 2008
515'.63dc22
2008000472
Manufactured in the United States of America Dover Publications, Inc., 31 East 2nd Street, Mineola, N.Y. 11501
",
To my wiJe
Luddye Kennerly Michal
EDITOR'S PREFACE
The editors believe that the reader who has finished the study of this book will see the full justification for including it in a series of volumes dealing with aeronautical" subjects. " However, the editor's preface usUally is addressed to the reader who starts with the reading of the volume, and therefore a few words on our reasons for including Professor Michal's book on matrices and tensors
in the GALCIT series seem to be appropriate.
Since the beginnings of the modem age of the aeronautical sciences
a close cooperation has existed between applied mathematics and aeronautics. Engineers at large have always appreciated the help of applied mathematics in furnishing them practical methods for numerical
and graphical solutions of algebraic and differential equations. How ever, aeronautical and also electrical engineers are faced with problems reaching much further into several domains of modem mathematics. As a matter of fact, these branches of engineering science have often exerted an inspiring influence on the development of novel methods in applied mathematics. One branch of applied mathematics which fits especially the needs
of the scientific aeronautical engineer is the matrix and tensor calculus.
The matrix operations represent a powerful method for the solution of problems dealing with mechanical systems" with a certain number of
degrees of freedom. The tensor calculus gives admirable insight into
complex problems of the mechanics of continuous media, the mechanics
of fluids, and elastic and plastic media.
Professor Michal's course on the subject given in the frame of the wartraining program on engineering science and management has found a surprisingly favorable response among engineers of the aero nautical industry in the Southern Californian region. The editors be
lieve that the engineers throughout the country will welcome a book which skillfully unites exact and clear presentation of mathematical statements with fitness for immediate practical applications.
THEODORE VON KAmIdN CLARK B. MILLIKAN
v
PREFACE
This volume is based on a series of lectures on matrix calculus and tensor calculus, and their applications, given under the sponsorship of the Engineering, Science, and Management War Training (ESMWT) program, from August 1942 to March 1943. The group taking the course included a considerable number of outstanding research en gineers and directors of engineering research and development. I am very grateful to these men who welcomed me and by their interest in my lectures encouraged me. The purpose of this book is to give the reader a working knowledge of the fundamentals of matrix calculus and tensor calculus, which he may apply to his own field. Mathematicians, physicists, meteorologists, and electrical en~eers, as well as mechaiucal and aeronautical e~ gineers, will discover principles applicable to their respective fields. The last group, for instance, will find material on vibrations, aircraft flutter, elasticity, hydrodynamics, and fluid The book is divided into two independent parts,_ the first dealing with the matrix calculus and its applications, the second with the tensor calculus and its applications. The minimum of mathematical concepts is presented in the introduction to each part, the more ad vanced mathematical ideas being developed as they are needed in connection with the applications in the later chapters. The twopart division of the book is primarily due to the fact that matrix and tensor calculus are essentially two distinct mathematical studies. The matrix calculus is a purely analytic and algebraic sub ject, whereas the tensor calculus is geometric, being connected with transformations of coordinates and other geometric concepts. A care ful reading of the first chapter in each part of the book will, clarify the meaning of the word "tensor," which is occasionally misused in modem scientific and engineering literature. I wish to acknowledge with gratitude the kind cooperation of the Douglas Aircraft Company in making available some of its work in connection with the last part of Chapter 7 on aircraft flutter. It is a pleasure to thank several of my students, especially Dr. J. E. Lipp and Messrs. C. H. Putt and Paul Lieber of the Douglas Aircraft Company, for making available the material worked out by Mr. Lieber and his research group. I am also very glad to thank the members of my seminar on applied mathematics at the California Institute for their helpful suggestions. I wish to make special mention of Dr. C. C.
vii
_{v}_{i}_{i}_{i}
PREFACE
Lin, who not only took an active part in the seminar but who also kindly consented. to have his unpublished researches on some dramatic applications of the tensor calculus to boundarylayer theory in aer.o nautics incorporated. in Chapter 18. This furnishes an application of the Riemannian tensor calculus described in Chapter 17. I should like also to thank Dr. W. Z. Chien for his timely help.
gratefully acknowledge the suggestions of my colleague Prc;Ifessor Clark B. Millikan concerning ways of making the book more useful to aeronautical engineers.
. Above all, I am indebted to my distinguished colleague and friend, Professor Theodore von K8.rm8.n, director of the Guggenheim Graduate School of Aeronautics at the California Institute, for honoring me by an invitation to put my lecture notes in book form for publicat,ion in the GALCIT series. I ~ve also the delightful privilege of expressing my indebtedness to Dr. Karman for his inspiring conversations and wise counsel on applied mathematics in general and this volume in particular, and for encouraging me to make contacts with the aircraft industry on an advanced mathematical level.
I regret that, in order not to delay unduly the publication of this boQk, I am unable to include some of my more recent unpublished researches on the applications of the tensor calculus of curved infinite dimensional spaces to the vibrations of elastic beams and other elastic media.
I
AmsTOTLE D. MiCHAL
CALIFORNIA INsTITUTE OF TECHNOLOGY OcroBI!lB, 1946
MATRIX
CONTENTS
PART'I CALCULUS AND ITS APPLICATIONS
CHA.PTJlB 
PAGE 

1. 
ALGlilBBAIC PBELlMINARIES 

Introduction • • 
1 

. Definitions and notations . Elementary operations on matrices . . . . 
1 

2. 
ALGl!IBBAIC PRELIMINARIES (Continued) 

Inverse of a matrix and the solution of linear equations • • • • • •• 
8 

Multiplication of matrices by numbers, and matric polynomials. • •• 
_{1}_{1} 

Characteristic equation of a matrix and the CayleyHamilton theorem. 
12 

3. 
DIFFERENTIAL AND INTl!lGRAL CALCULUS OF MATBICES 

Power series in matrices 
• 
• 
• 
• 
• 
• 
15 

.. . Differentiation and integration depending on a numerical variable • . . . . . . . . . . 
16 

4. 
DIFFERENTIAL AND INTEIlBAL CALCULUS OF MATBICES (Continued) 

Systems of linear differential equations with constant coefficients 
20 

Systems of linear differential equations with variable coefficients. 
21 

5. 
MATRIX METHODS IN PROBLl!IMS OF SMALL OSCILLATIONS 

Differential equations pf motion 
24 

Illustrative example . • 
• 
• 
• 
• 
• 
26 

6. 
. . . . . . . . . . MATBIX METHODS IN PROBLEMS OF SMALL OsCILLATIONS (Continued) 

Calculation of frequencies and amplitudes 
. 
. 
. 
. 
. 
. 
. 
. 
. 
. 
•. 
28 

7. 
MATRIX METHODS IN THE MATHEMATICAL THEORY OF AIBCllAI'T FLUTTER 
32 

8. 
MATRIX METHODS IN ELASTIC DEFORMATION THEORY 
38 
I
TENSOR
PART 11 CALCULUS AND ITS APPLICATIONS
9. SPACIil LINE ELEMENT IN CURVILINEAB COORDINATES
Introductory remarks 
• 
• 
• 
42 

. Notation and summation coDvention • Euclidean metrio tensor . • . • . • 
• • 
. 
• 
• • 
• 
• • 
. 
42 44 

. 
. 
. 
. 
. 
. 

10. Vl!ICI'OB FIELDS, TENSOR FIELDS, AND EUCLIDEAN GHlWITOFFilL SnmoLS 

The strain tensor • • 
• 
• 
• 
• 
• 
48 

. Scalars, contravariant vectors, and covariant vectors . . . . . . . 
. 
49 

Tensor fields of rank two 
50 

Euclidean Christoffel symbols 
53 
ix
x
CONTENTS
CBAPTIlB
11.
TENsoR ANALYSIS
_{P}_{A}_{G}_{l}_{I}_{l}
12.
Covariant difierentiation of vector fields Tensor fields of rank r = p + q, contravariant of rank p and covariant •
of rank'p.
.
.
•
•
•
_{5}_{6}
57
Properties of tensor fields 
• 
• 
• 
• 
• 
• 
• 
• 
• 
• 
" 
59 

. . . . . . . . LAPLACE EQUATION, WAVE EQUATION, AND POISSON EQUATION IN QuaY!;' LINlIlAR COORDINATES 

Some further concepts and remarks on the tensor caloulus 
60 
. Laplace's equation for veotor fields Wave equation Poisson's equation •
Laplace's equation
•.
.
.
.
.'
••.•
_{.}_{'}
62
65
65
66
13.
SOME ELEMENTARY ApPLICATIONS OF THE TENSOR CALCULUS TO HYDRO DYNAMICS
NavierStokes differential equations for the motion of a viscous'fluid • Multiplepoint tensor A twopoint correlation tensor field in turbulence
•
•
•
•
.
.
.
•
.
•
69
71
73
14. 
APPLICATIONS OF THE TENSOR CALCULUS TO ELASTICITY THJiIORY 

Finite deformation theory of elastic media • 
75 

Strain tensors in rectangular coordinates • • 
77 

Change in volume under elastic deformation 
79 

15. 
HOMOGENEOUS AND ISOTROPIC 8TaAJNs, STRAIN INVAJUANTS, AND VARJ ATION OF STRAIN TENSOR 

Strain invariants . . . . . . . 
. . . 
. • 
. • 
82 

Homogeneous and isotropic strains 
• • 
83 

. . . . A fundamental theorem on homogeneous strains 
84 

Variation of the strain tensor. 
. 
. . . 
. . 
. • 
86 

16. 
STRESS TENSOR, ELASTIC POTENTIAL, AND STRESS8TaAJN RELATIONS 

Stress tensor . • • . • . • • 
• 
. . • 
• . 
• 
89 

Elastic potential. • 
',' 
• 
• 
• 
• 
• 
•. 
91 

. . . . . . . . . StresHtrain relations for an isotropic medium 
. . 
. . 
• 
• 
• 
• 
. • 
. . 
93 

_{1}_{7}_{.} 
TENifoR CALCULUS IN RlmMANNJAN SPACliIS AND 
TBJD 
FuNDAMENTALS 

OF CLASSICAL MECHANICS 

• 
• • 
• • 
• 
95 

Multidimensional Euclidean spaces • Riemannian geometry. . Curved surfaces as examples of RiElmannian spaces . . . • . . . . . . 
• 
96 98 

The RiemannChrlstoffel ourvature ~r 
• 
• • 
• 
99 

Geodesics. • • • • • • 
• 
100 

. Equations of motion of a dynamical system with n degrees of freedom. . . . . . . . . 
101 
CONTENTS
xi
CBAPTmB
PAGE
18. ,ApPLICA!l'IONB OF THE TENSOB CALCULUS TO BOUNDARyLAYER TBlDOBY
"Incompressible and compressible fluids. • 
• 
• 
• 
• 
103 

. . . . . . . Boundarylayer equations for the steady motion of a homogeneous in 

compressible fluid 
• 
104 

NOTES ON PART I 
• 
• 
• 
• 
III 

NOTJIlS ON PART IT. 
. 
• 
• 
114 

RuEBENCES FOB PART I • 
124 
RmFERENCES FOR PART IT
INDEX.
•
•
•
•
•
•
•
•
125
129
PART I.
MATRIX CALCULUS
AND ITS APPLICATIONS
CHAPTER 1
ALGEBRAIC PRELIMINARIES
Introduction.
Although matrices have been investigated by mathematicians for al most a century, their thoroughgoing application to physics,It engineer ing, and other subj~ts2 such as cryptography, psychology, and educational and other statistical measurements  has taken place o~y since 1925. In particular, the use of matrices in aeronautical engi neering in connection with small oscillations, aircraft flutter, and elastic deformations did not receive much attention before 1935. It is inter esting to note that the only book on matrices with systematic chaptem on the differential and integral calculus of matrices was written by three ~ronautical engineers.t .
Definitions and Notations.
A table of mn numbers, called elements, arranged in a rectangular array of m rows and n columns is called a matrix 3 with m rOW8 am n columna. If a} is the element in the ith row and 3th column, then the matrix can be written down in the following pictorial form with the conventional double bar on each side.
aI, 
, 

, 

ai, a;', 
, 
a:' 
In the expression oj the index i is called a 8Uper8Cl'ipt and the index 3 a
superscript i in oJ is not the
ith power of a variable 0,. If the number m of rows is equal to the number n of columns, then
8Ubscript.
It is to be emphasized that the
t Superior numbers refer to the notes at the end of the book.
t Frazer, Duncan, and Collar, ElementaT'/l Matrice& and 80fM ApplicCJtioM to
Dynamic8 and Diilertmti4l EguatioM, Cambridge University Press, 1938.
.
1
2
ALGEBRAIC PRELIMINARIES
the matrix is called a square matrix.t The number of rows, or equiva lently the number of columns, will be called the order of the square matrix. Besides square matrices, two other general'types of matrices occur frequently. One is the row matrix
II al, as, "', ax
II
;
the other is the column matrix
am
It is to be observed that the superscript 1 in the elements of the row matrix was omitted. Similarly the subscript 1 in the elements of the column matrix was also omitted. All this is done in the interest of brevity; the index notation is unnecessary when the index, whether a subscript or superscript, cannot have' at least two values. It is often very convenient to have a more compact notation for matrices than the one just given. This compact notation is as follows:
if oj is the element of a matrix in the ith row and jth column we can write simply
II oj
"
instead of stringing out all the mn elements of the matrix. In par ticular, a row matrix with element al: in the kth column will be written
II al: II,
and a column matrix with element al: in the kth row will be written
II al: II.
Elementary Operations on Matrices.
Before we can use matrices effectively we must define the addition of matrices and the muUiplication of matrices. The definitions are those that have been found most useful in the general theory and in the applications. Let A and B be matrice8 oj the same type, i.e., matrices with 'the same number m of rows and the same number n of columns. Let
A =
II a; II,
B =
II bj
II
.
Then by the sum A + B of the matrices A and B we shall mean the
t It will occasionally be convenient to write tliJ for the element in the ith row
and jth column of a square matrix.
See Chapter 5 and the following chapters.
ELEMENTARY OPERATIONS ON MATRICES
3
uniquely obta.inable matrix
c= 11411,
where c} = oj + b}
In other words, to add two matrices of the same type, calbulate the matrix whose elements are precisely the numerical sum of the cor responding elements of the two given matrices. The addition of two matrices of different type has no meaning for us. To complete the preliminary definitions we must make clear what we mean when we say that two matrices are equal. Two matrices A == II oj II and B == II bj II of the same type are equal, written as A = B, if and only if the numerical equalities oj = b} hold for each i and j.
Exercise
(i = 1, 2,
, mj
j
=
I, 2,
, n).
I, 
1, 
5 

A= 
0, 
0, 
3, 
2 

1.1, 
2, 
4, 
1 

0, 
0, _{}_{~}_{,} 
1 

0, 
0, 
I, 
_{3} 

I, 
0, 
2, 
4 

Then 

I, 
1, 
0, 
6 

A + B = 
0, 
0, 
2, 
1 

2.1, 
2, 
2,3 
The following results embodied in a theorem show that matric addition has some of the properties of numerical ad~tion.
THEOREM.
If A and B are any two matrices of the same type, then
A +B = B+A. If C is any third matrix of the same type as A and B, then
(A + B) + C = A +
(B + 0).
Before we proceed with the definition of muUiplication of matrices, a word or two must be said about two very important _{s}_{p}_{e}_{c}_{i}_{a}_{l} square matrices. One is the zero matrix, i.e., a square matrix all of whose elements are zero,
0,0,' ",0
0,0"",0
O. O
·.0
4
ALGEBRAIC PRELIMINARIES'
We can denote the zero matrix by the capital letter O. Occasionally we shalI use the terminology zero matrix for a nonsqua.re matrix with zero elements. The other is the unit matri3:, i.e., a matrix
where
. I
=
II 8; II,
~=1 
if 
i 
=j. 
= 0 
if 
i ~j. 
In the more explicit notation
1=
1,0,0,,·,,0
0,1,0,···,0
0,0,1,0,·,·,0
0,0,0"",0,1
One of the most useful and simplifying conventions in all mathe
matics is the 8Ummation convention: the repetition 01 an iru1ex once as a sub8cript and once as a superscript wUZ indicate a summation over the
total rafl4e 01 that iru1ex. 1 to 5, then
For example, if the range of the indices is '
ap'
means
Ii
.Eap'
1=1
or
D.J.b ^{1} + afb2 + aafJ8 + aJJ4 + aH.
Again we warn the reader that th~superscript i in b' is not the ith power of a variable b. The definition of the multiplication of two matrices can now be given
in a neat form with the aid of the summation convention.
Let
A=
B ,.
~, ~,
~,~,
~, a;,
, a!.
,a:.
, a:.
ELEMENTARY OPERATIONS ON MATRICES
5
Then, by the product AB 0/ the two matrice8, we 8haJl mean the mcrtri:e
where
c; = a'J>j
C=lIc;lI,
(i = 1,2,
,
nj
j
= 1, 2,
.•• , p).
If c; is written out in extenso without the aid of the summation qon vention, we have
Cj=/lij+(J3i+···
i
'b
I
'b
i
+
'bm
Q,f,,;j.
It should be emphasized here that, in order that the product AB of two matrices be well defined, the number of rows in the matrix B must be precisely equal to the number of columns in the matrix A. It follows
in particular that, i/ A and B are square matrice8 0/ the sam.e type, then
AB as well as BA is always weU defined. However, it must be empha sized that in general AB is not equal to BA, written 88 AB ¢ BA, even if both AB and BA are well defined. In other words, matrix multiplication of matrices, unlike numerical multiplication, is _{n}_{o}_{t}
always commutative.
Exercise
The following example illustrates the noncommutativity of matrix
multiplication.
and
A
11 ^{0}

1
1
^{B} == II 0
Now
Hence
Similarly
Take
1
0
0 1
II
_{I}_{I}
so that 
at = 0, 
= 1, 
= 
1, 
= 0, 

M = 
"" 

so that 
1, 
0, 
b~ = 
0, 
= 
1. 
c~ =
a!b! = (0)(1) + (1)(0) = 0,
(0)(0) + (1)(1) = 1,
~ = a!b; =
~
=
~1 = (1)(1) + (0)(0) =
~ = a2 b;
=
(1)(0) + (0)(1) = o.
1,
AB = II_~ ~II·
BA
II ~
~ II·
But obviously AB ¢ BA.
. The unit. matrix 1 of order n baa the interesting property that it
In fact, if A is
commutes with all square matrices of the. same order.
6
ALGEBRAIC PRELIMINARIES
an arbitrary square matrix of order n, then
AI = IA = A.
The multiplication of row and column matrices with the same
number of elements is instructive. 
Let 

A 
II 
II 

be the row matrix and 

B = 
II 
b i 
II 
the column matrix.
element (the doublebar notation has been omitted).
Then AB = a.:tJ', a number, or a matrix with one
Exercise
o 

H 
A = II 1, 
1, 0 
II 
and 
B  
0 
,then 
1 
AB =
(1) (0) + (1) (0) + .(0) (1) = O.
This example also illustrates the fact that the product oj two matrice8
can be a zero matrix although neither of the multipZied matrices i8 a zero
matrix.
The multiplication oj a square matrix with a column matrix occurs
frequenJly in the applications.
in n unknowns Xl, Xl,
, x"
A system of n linear al{Jebraic equations
ajxi
;
b i
can be written as a ltingZe matrix equation AX=B
in the unknown
matrix A =
column matrix
X = II Xi
= II
I~ a} II and column matrix B
II
b ^{i}
and
II.
the given square
A system of firstorder difierential equations
dx'
•.
 = lLjX'
dt
can be written as one matric difierential.equation
dX = AX.
dt
Finally a system of secondorder difierential equations occurring in the theory of small oscillations
(/Jxi

clt2
,.
=ajtl
ELEMENTARY OPERATIONS ON MATRICES
7
can be written as one matric secondorder differential equation
~"'AX.
The above illustrations suffice to show the compactness and sim plicity of matric equations when use is made of matrix multiplication.
Exercises
1. Compute the matrix AB when
Is BA defined?
A.IWI audBII_~~!II·
Explain.
I. Compute the matrix AX when
A = IIl: ~:!II and X = II j II·
Is XA defined? Explain.
CHAPTER 2
ALGEBRAIC PRELIMINARIES
(Continued)
Inverse of a Matrix and the Solution of Linear Equations,l
a
~
The inverse a ^{1} , or reciprocal, of a real number a is well defined if
If A is a
O.
There is an analogous operation for square matrices.
square matri2:
A=IIt411
oj arder n and if the determinant
tation
I
t4
I
~'~'"'' a!
~,a:,
ai, a;,
,
~
, a:
~
0,
~O,
or in more extended no
then there exists a 'Unique matrix, written A 1 in analogy to the a number, 'ID'ith the important propertie8
(2·1)
{
AA1 A1A = = I I
(I is the unit matrix.)
inverse of
The matrix: A1, if it exists, is called the inverse matrix oj A. In fact, the following more extensive result holds good. A nec688ary
and sufficient condittion that a matri2: A = II t4 II have an inverse is that
the associated
determinant I a} I ~ O.
From now on we shall refer to the determinant a = I aj
I as
the
Occasionally we sha]J, write I A
determinant a of the matrix A. the determinant 01 A.
The general form of the inverse of a matrix can be given with the aid of a few results from the theory of determinants. Let a = I aj I
be a determinant, not necessarily different from zero. Let a: be the
determinant a; note that the indices i and j are
interchanged in a: as compared with a{. Then the following results
cofactor t of a~ in the
Ijor
t The (n  I)rowed determinant obtained from the determinant G by striking out the.ith row and ith column in G, and then multiplying the result by (_I)H1.
8
INVERSE OF A MATRIX
9
come from the properties of determinants:
a;al '" a a1
ajai", a a1
(expansion by elements of ith row); (expansion by elements of kth column).
H then the determinant a '" 0, we obtain the following relations,
(2·2)
on defining
_{{} t4M
ai
= ~,
~ja£ = ~
a:
M= .
,
a·
Let A", II aj II, B = II ~ IIi then' relations 2·2 state, In. terms of matrix multiplication, that
AB=I,
BA =1.
In other words, the matrix B is precisely the inverse'matrix A1 of A.
iJ the
determinant a oj a square matrix A '" II aj II i8 dijJerent Jrom zero, then
To summarize, we have the following. computational result:
the inverse matrix A 1 oj A exists and i8 gifJen by
A1 = II ~ II,
where M'" a; and ex} i8 the coJactor oj at in the determinant a
matrix A.
These results on the inverse of a matrix have a simple application to the solution of n nonhomogeneous linear (algebraic) equations in n unknowns xl, z2, "', x". Let the n equations be .
ajxi=b'
On de
i
a
oj the
(the n'J numbers aj are given and the n numbers b ^{i} are given).
fining the matrices A = II aj II, X =" x' 1/, B = II b' II, we can, as in the first chapter, write the n linear equations as one matric equation
AX=B
in the unknown column matrix X. If we now assume tha.t the de terminant a of the matrix A is not zero, the inverse matrix A 1 will exist and we shall have by matrix multiplication A1(AX) = AlB. Since A1A = 1 and IX = X, we obtain the solution X", AIB
In other words, if aj is the cofactor of a! in
oj the equation AX = B.
the determinant a of A, then Xi 
a;:tJija i8 the solution oj the 8flstem
oj n equations *1 = b' under the condition a ;o! O. This is equivalent
to Cramer's rule! for the solution of nonhomogeneous linear equations
as ratios of determinants. It is more explicit than Cramer's rule in that the determinants· in the numerator of the solution expressions are
expanded in terms of the given righthand sides b
linear equations.
b' readily and obtain x' = ).jbf. The inverse matrix A 1 to A = II oj II can then be read off by inspection  in fact, A1 = II >.} II. Practical methods, including approximate methods, for the calcula tion of the inverse (sometimes called reciprocoI) of a matrix are given in
Chapter IV of the book on matriees by Frazer, Duncan, and Collar.
A method based on the CayleyHamilton theorem will be presented at
"', b of the
10
ALGEBRAIC PRELIMINARIES
It is sometimes possible to solve the equations *'
^{1} _{,}
bt,
the end of the chapter. A simple example on the inverse of a matrix would be instructive at
this·point.
ExerciSe
.Consider the tworowed matrix
A = II_~ ~/I.
According to our notations
al =
0,
~
=
1,
~
=
1, ~ =
O.
Hence the cofactors aj of A will be al = (cofactor of aD = 0,
~
=
(coflloCtor of ~
= 1,
(cofactor of ~) = 1,
ex: = (cofactor
But the determinant of A is
gives us immediately ~t = 0, ~ = 1, {If = 1, ~ = O.
of
~)

O.
a~
Now A 1 =
a = 1.
This
II ~j II , where ~ = aj/a.
In other words,
A 1 = II ~ ~II·
Approximate numerical examples abound in the study of airplane
wing oscillations.
A =
For example, if
.
0.0176, 0.000128, 0.90289 0.000128, 0.00000824, 0.0000413 0.00289, 0.0000413, 0.000725
then approximately
170.9, 
1,063., 
741.7 

AI 
1063., 
176,500., 14,290. 

741.7, 
14,290., 
5,150. 
,
See exercise 2 at the end of Chapter 7.
MULTIPLICATION OF MATRICES
11
.From :the rule for the product of two determinants, ^{8} the following result is immediate on observing closely the definition of the product of two matrices:
If A and B are two square matrices with determinants a and b reapec tWely, then the determinant c of the matric product C = AB i8 given by the numerical muUiplication of the two number8 a and b, i.e., c = abo
This result enables us to calculate immediately the determinant of the inverse of a matrix. Since AA1 = I, and since the determinant of the unit matrix I is 1, the above result shows that the determinant of
A 1 is 1/a, where a i8 the determinant of A.
From the associativity of the ope~tion of multiplication of square matrices and the properties of inverses of matrices, the usual index laws for powers of numbers hold good for powers of matrices even though matric multiplication is not commutative. By the associativity of the operation of matric multiplication we mean that, if A, B, Care any three square matrices of the same order, then t
A (BC) = (A[J)C.
If then A is a square matrix, there is a unique matrix AA ••• A with 8 factors for any given positive integer 8. We shall write this matrix as A' and call it the 8th power of the matrix A. Now if we define AD = I, the unit matrix, then the following index law8 hold for all
poBiJive integral and zero indice8 r and s:
A'A' = A'A' = A+ (A')' = (A')' = A".
Furthermore, these index laws hold for all integral r and 8, positive or
negative, whenever A 1 exists.
negative power8 of matrices are defined as positive power8 of their inver8es,
i.e., A r is defined for any positive integer r by
Ar = (AI)•.
This is with the understanding that
Multiplication of Matrices by Numbers, and Matrie Polynomials.
Besides the operations on matrices that have been discussed up to
If
A = 1\ a} \I is a matrix, not .necessarily a square matrix, and a is a number, real or complex, then by aA we 8hall mean the matrix II aa} II. Thia operation of multiplication by numbers enables us to consider matrix polynomials of type
this section, there is still another one that is of great importance.
(2·3)
aoA" + alA ,,1 + agA,,4l +
+ a

_{1} A + aJ.
t Similarly, if the two square matrices A and B and the column matrix X have
the same number of rows, then (
tB)X
= A(BX).
12
ALGEBRAIC PRELIMINARIES
In expression 2 "3, au, at,
and I is the unit matrix of the same order as A. In a given matric
polynomial, $e ais are given numbers, and A is a variable square matrix.
•
, a
are numbers, A is a square matrix,
Characteristic Equation of a Matrix and the CayleyHamilton Theorem.
We are now in a position to discuss some results whose importance
cannot be overestimated in the study of vibrations of all sorts (see
Chapter 6).
If A  II aj II is a given square matrix of order n, one can form the matrix >J  A, called the characteri8tic maJ,rix of A. The determinant of this J[l8.trix, considered as a function of )., is a (numerical) poly
More
explicitly, let J().) =
at)
_{n}_{o}_{m}_{i}_{a}_{l} of degree n in ).; called the characteri8tic Junction oj A.
I >J 
A
I; then J().) has the form J().)
l
+
+
a
l).
+ a
Since a
= J(O) , we see that a

)
+
I A I;
ie., a is (1)" times the determinant oj the matrix A. The algebraic equation of degree n for )
J().) =
0
is called the charactmatic equation oj the matrix A, and the roots of the
equation are called the charactmatic roots oj A.
We shall close this chapter with what is, perhaps, the most famous theorem in the algebra of matrices.
THE CAYLEYlIA.MruroN THEOREM:.
J().)
=
)
+ atA

^{1} +
Let
+ a
l).
+ a
be the characteristic Junction oj a m.at1'W A, and let I and 0 be the unit matrix and sero matrix respectively with an order equal to that oj A. Then the matric polynomial equation
X" + a1X
is 8atisjied by X = A.
Take
A = II
~
~
II;
l
+
+ a
Example
then
J().) =
1X
\' _~
+ aJ = 0
! I =
).2 
1.
Here
n=2,and'atO,at=1. ButA2'=II~ ~II' HenceA2I=O.
The CayleyHamilton theorem is often laconically stated in the form "A matrix satisfies its own characteristic equation." In symbols,
if J(>
Such statements are, of course, nonsensical if taken literally at their
)
is the characteristic function for a matrix A, then J(A) = O.
OHARACTERISTIC EQUATION OF A MATRIX
13
face value.
oughly understand the statement of the CayleyHamilton theorem.
A knowledge oj the characteri8tic Junction oj a matrix enabks one to compute the inver8e oj a matrix, iJ it exists, with the aid oj the Cayley
Ham1,1J,on theorem. In fact, let A be an nrowed square matrix with an inverse A1. This implies that the determinant a of A is not zero. Since 0 ;14 ~ = ( 1)"a, we find with the aid of the CayleyHamilton theorem that A satisfies the matric equation
However, such mnemonics are useful to those who thor
1
1=  [A" + a1A1 +
+ a,,_~2+ a,.tAJ.
~
Multiplying both sides by A 1,
we See that the inver8e matrix A 1 can
+ a~ + an1I].
be compute(llYg the Jollowi1l4 JorTIItula:
(2·4)
1
A 1 = =[A a,.
1
+
alA ,,II +
To compute A 1 by formula 2·4 one has to know the coefficients a1. at, "', a,.l, a" in the characteristic function of the given matrix A. Let A = II aj II i then the trace of the matrix A, written tr (A), is defined by tr (A) = ~, the sum of the n diagonal elements a~,~, "', 0.;. Define the numbers' 81, Bt, "', 8" by
(2·5)
so that 8r is the trace of the rth power of the given matrix A. It can be shown' by a long algebraic argument that the numbers a1, "', a,. can be computed successively by the following recurrence formulas:
81 = tr (A),
Bt =
tr (A2),
"',
8~ = tr (A~), "',
8" = tr (A")
(2·6)
a1 = 
81 

G2 
= 
t(a181 + 82) 
as 
= 
t(G2 8 1 + a1Bt + 83) 
1
a,. = (a181 + a2B2 +
n
+ a18,,1 + 8
).
We can summarize our results in the following rule for the calculation of the inverse matrix A1 to a given matrix A.
First
compute the first n  1 powers A, A2, "', A1 of the given n
rowed' matrix A. Then compute the diagonal elements only of A".
Next compute the n numbers 81, 81, "',8
as defined in 2·5. Insert
these values for the 8. in formula 2·6, and calculate a1, G2, "', ~ successively by means of 2·6. Finally by formula 2·4 one can calcu
A
RULE
FOR
CALCULATION
OF THE
INVERSE MATRIX A1.
14
ALGEBRAIC PRELIMINARIES
late At from the kIiowledge of aI, "', a and the matrices A, AI, " AI. Notice that the whole A" is not needed in the calculation
but merely s
P'Unchedcard met1wd8 can be uSed to calculate the powers of the matrix A. The .rest of the calculations are easily made by standard calculating machines. Hence one method of getting numerical solutiona
,
tr (A"),
the trace of A".
ola system of n linear equations in the n 'Unknowns z'
*1 = b i
(I aj 1¢ 0)
is to compute AI of A = II aj II by the above rule with the aid of punchedcard methods and then to compute AIB, where B = /I b' /I, by punchedcard methods. The Solution column matrix X = II z' " is given by X = AlB.
Exercises
1. Calou1ate the inverse matrix to A '" II ~~II by the last method of tlUachapter.
Solution.
Now AI '" 
1

lit
[A + IItl] '" A. Hence
I. See the exercise given in M. D. Bingham's paper.
8. Calculate AI by the above rule when
15 
11 
6 
9 
15 

1 
3 
9 
3 
8 

A 
7 
6 
6 
3 
11 
7 
7 
5 
3 
11 

17 
12 
5 
10 
16 
See the bibliography.
Mter calculating A2, A', A4, and the diagonal elements of AS, caloulate '1'" 5.
It
41, '8
217, B4
17, Is '" 3185.
Inserting these values in 2·6, find
III '" 5, lit '" 33, 113
51, 114 '" 135, IJa
225•.
Incidentally the characteristio equation of A is
I().) '" AI 
5A4 + 33).8  51A9 + 135). + 225
_
(A + 1)().9 
SA + 15)1 '" O.
Finally, using formula 2·4, find
,41
1

^{2}^{2}^{5}
207
315
315
225
414
64
30
30
75
_{5}_{3}
124
195
30
75
52
III
_{}_{I}_{S}_{O}
45
0
3
171
270
270
225
342
CHAPTER 3
DIFFERENTIAL AND
INTEGRAL
CALCULUS
or
MATRICES
Power Series in Matrices.
Before we discuss the subject of power series, it is convenient to make a few introductory remarks on general series in matrices. Let
be an infinite sequence of matrices of the same type
(Le., same number of rows and col1¥Ulls) and let 8 _{p} = Ao + Al + As
+ Ap be the matric sum of the matrices A _{o} , A _{l} , As, .'., and A p.
converges (in the ordinary numerical
sense) as p tends to infinity, then by 8 = lim 8 _{p} we shall mean the
A _{o} , A _{l} , ·A _{s} , Aa
+
If every element in the matrix 8 _{p}
p>o>
matrix 8 of the limiting elements. If then the matrix 8 = lim 8 _{p} exi8ts
p+CZI
in the above sense, we shall say, by definition, that the matric infinite series
,
D,. converges to the matrix 8.
,
0
Take Ao = 1
Al = 1
8 =
p
,
,
Ao + Al + As +
Example
1
As = 1
2!
'
Aa =
1
1
3!
'
+ Ap = (1 + 1+ !
2!
,
1
A, = 1
if'
+ !
3!
+
Then
.
+ !)1
p!
.
Hence, on recalling the expansion for the exponential e, we find that
lim 8 _{p} =
p+Q)
el.
,
In other words, :EAr = el.
r==O
If A is a square matrix and the al, as, consider matric power series in A
,
:Ea,.Ar
r=O
are numbers, one can
In other words, matric power series are particular matric series in which each matrix Ar is of special type t A,. = a,.Ar, where Ar is the rth power of a square matrix A. (AO = 1 is the identity matrix.) Clearly matric polynomials (see Chapter 2) are special matric power series in which aU the numbers a, after a certain value of i are zero. An important example of a matric power series is the matric exp0 nential Junction e" defined by the following matric power series:
e" 
1 +A +.!:
2!
A2+.!: Aa+
31
t The index r is not summed.
15
.•• +
.
16
DIFFERENTIAL AND INTEGRAL CALCULUS
The following properties of the matrix exponential have been used frequently in investigations on the matrix calculus:
1. The matric power series expansion for ~ is convergent ^{l} for all
square matrices A.
2. ~Il = ileA. = ~+B whenever A and B are commutative matrices,
i.e., whenever AB = BA.
,
3. ,~eA. = eA.~ = I.
(These relations express the fact that eA.
is the inverse matrix of ~.) Every numerical power series has its matric analogue. However, the corresponding matric power series'have more complicated proper tiesfor example,~. Other ~ples are, say, the matric sine, sin A, and the matric cosine, cos A, defined by
sin A 
= 
A  
! 
A8 
+ 1_A &  
••• 
31 
sr 

1 
1 

COB A 
= I  
2!A2 + 41A4  
•••• 
The usual trigonometric identities are not always satisfied by sin A and cos A for arbitrary matrices.
Difterentiation and Integration of :Matrices DependiD,g on a Numeri cal Variable. Let A(t) be a matrix depending on a numerical variable t so that the elements of A(t) are numerical functionS of t.
A(t) =
aW), ~(t), .",
~(t),
a!(t)
~(t), '.', a!(t)
ar(t), a:(t),
, a:(t)
Then we'define the derivative of A (t), and write it d~(t),by
dA(t)
;u: =
dt'dt'
~(t) ~(t)
d.t' d.t'
~(t) ~(t)
,
da!(t)
,&
da!(t)
;u:
DIFFERENTIATION AND INTEGRATION
11
Similarly we define the integral of A (t) by
fA(t)dt=
f~(t) dt, f~(t) dt, "', fa!(t)
f~(t) dt, f~(t) dt, "', fo!(t)
dt
dt
far(t) dt, fa:(t) dt, "', frt:(t) dt
It is no mathematical feat to show that differentiation of matrices has the following properties:
_{(}_{3}_{·}_{1}_{)}
_{(}_{3}_{·}_{2}_{)}
_{(}_{3}_{·}_{3}_{)}
etc.
d[A (t) + B(t)] dt
d[A (t)B(t)] = dA (t) B(t)
dA (t)
dB(t)
= ;u + ;it
A (t) dB(t)
dt
dt
+,
dt
~[A(t)B(t)C(t)] = d~t)B(t)C(t) + A (t)d~t)C(t)
_{+} A(t)B(t)d~t),
There are important immediate consequences of properties 3·2 and
3 ·3. 
For example, from 3·2 and A l(t)A (t) = I, we see that 
(3.4) 
dAl(t) = _Al(t)dA(t)Al(t) 
dt
dt'
Also, from 3·3, we obtain
(3.5)
dA3(t) = dA(t) A2(t) + A (t)dA(t) A(t) + A2(t)dA(t).
dt
dt
dt
dt
There are similar formulas for the derivative of any positive integral power of A (t). IT t is a real variable and A a constant square matrix, then one obtains
d(trA) = rtrlA dt
•
Then, with the usual termbyterm differentiation of the numerical exponential, the following difJerentiation can be justified:
(3·6)
{
d
~
(e ^{A} )
P
t3
= A +t42+2~a+3IA4+
= Ae ^{t}^{A} = JA.A.
+
18
DIFFERENTIAL AND INTEGRAL
CALCULUS
There is an important theorem in the matrix calculus that turns up in the mathematicaJ theory of aircroJt flutter (see Chapter 7). The proof, into which we'can not enter here, makes use of the modem
theory of Ju,nctionals.
THEoREM.
If F(A) is a pqwer 8eries that confJerge8 Jor all A, then the
can be computed by
the ezpansion 2
matric pqwer series F(A)
(3·7)
where A ia an nrowed square matrix with n distinct characteri8tic roots
Al, AI, "', ~, and (h, <h, "', G are n matrice8 defined by8
(3·8)
G. =
1
ll(AI A).
ll(Ai  A.) ,'',
i"""
There are a few matters that must be kept in mind in order to have a clear underst&ndin& of the meaning of this result. In the first place
when
In other words AD = 1 is
"replaced" by AD = I, the unit matrix, in the transition from F(A) to F(A). Secondly to avoid ambiguities we muSt write explicitly the
ever F(A) = era + alA + atX ^{2} +
, +
the matric power series F(A) = aJ + alA + atA ^{2} +
+
compact products occurring in equation 3·8.
TI(Ai  A,) = (AI  Ai)(A2  Ai) .•• (A.I  A.)(Ai+t  A,) ••• ~  Ai),
ipt.,
II(AI A) = (All  A)(Asl  A) .•. (A'll  A)(Ai+1I  A) •••
ipt.i
(AJ 
A).
There are special cases of particular interest in vibration theory (see Chapters 6 and 7). They correspond to the power of a matrix Ar and the matrix ·exponential~. The expansion 3·7 rields immediately
(3·9)
and
(3·10)
where the matrices G, have the same meaning as in 3·8.
Exercise
Calculate the matrix eA when A is the matrix A = II ~ ~II· by calculating eA directly.
Check the result
DIFFERENTIATION AND INTEGRATION
_{1}_{9}
Solution.
The eha.racteristio roots are ~1
co
!
2
!
2
1,
! III
~
(I + A)
2
1
1
1
(1 _ A) co ! II
2
0 _{1} and Os are 88 follows:
G 1
Os
~s1 A
~s

~11

~1
A
1.
1 II.
1
1 II.
1
Hence the matrices
^{N}^{o}^{w}
Hence
~1
~2
eA _ t e\{J,
,"1
'! III 1 II + 'III 1 1 II
.2
1
1
2
1
1
eA
11 sinh cosh 1 1
sinh cosh 1 1
II.
.
CHAPTER 4
DIFFERENTIAL AND INTEGRAL
CALCULUS OF
MATRICES
(Continued)
Systems of Linear Differential Equations with Constant Coefllcients.
The matric exponential has important applications to the solution of
systems of n linear difierential equations in n unknown functions x ^{1} (t),
X2(t) , "', x and with n ^{2} constant coefficients aj. The variable t
is usually the time in physical and engineering problems. Without
defining the derivative d!, we merely mentioned in the first chapter
that we can write such a system of equations as one matric equation
(t)
(4.1)
dX(t) = AX(t) dt
.
Having defined the matric derivative, we are enabled to view this equation with complete understanding. From formula 3·6 of the previous chapter we find that
(4·2)
where to is an arbitrarily given value
to saying that X(t) = [e<tlol.4.JX _{o} is a solution of the matric difierential
equation 4·1 for an arbitrary column matrix Xo. A glance at the expansion for the matric exponential e(tlolA shows that the solution X(t) has the property
X(to) = Xo.
But this result is equiValent
of t.
In summary, we have the result 1 that
(4·3)
X(t) = [eCttolA]Xo
is a 80lution ^{2} 0/4·1 with the property that X(to) = Xo/or any prea88igned
constant column matrix Xo.
so that
dx ^{1} (t) dt
Example
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