Professional Documents
Culture Documents
Lecture2, Matrices
Lecture2, Matrices
Matrices
2.1 Operations with Matrices
2.2 Properties of Matrix Operations
2.3 The Inverse of a Matrix
2.1
Matrix:
a
a
a
22
23
2n
21
A [aij ] a31 a32 a33 a3n
M mn
am1 am 2 am3 amn
mn
(i, j)-th entry (or element): aij
number of rows: m
number of columns: n
size: mn
Square matrix: m = n
2.2
Equal matrices: two matrices are equal if they have the same size
(m n) and entries corresponding to the same position are equal
Ex 1: Equality of matrices
1 2
A
3
4
a b
B
c
d
If A B, then a 1, b 2, c 3, and d 4
2.3
Matrix addition:
Ex 2: Matrix addition
1 2 1 3 1 1 2 3 0 5
0 1 1 2 0 1 1 2 1 3
1 1
3 3
2 2
1 1 0
3 3 0
2 2 0
2.4
Scalar multiplication:
Matrix subtraction:
A B A (1) B
Ex 3: Scalar multiplication and matrix subtraction
1 2 4
A 3 0 1
2 1 2
0 0
2
B 1 4 3
3 2
1
Sol:
(a)
(b)
(c)
1 2 4 31 32 34 3 6 12
3A 3 3 0 1 3 3 30 3 1 9 0 3
6
2 1 2 32 31 32 6 3
0
0
0 0 2
2
4 3
B 1 1 4 3 1
3 2 1 3 2
1
0 0 1 6 12
3 6 12 2
3 A B 9 0 3 1 4 3 10 4 6
4
6 1
3 2 7 0
6 3
2.6
Matrix multiplication:
If A [aij ]mn and B [bij ]n p ,
1j
b
21
2
j
2
n
ai1 ai 2 ain
an1 an 2 ann
Ex 4: Find AB
1 3
3 2
A 4 2
B
4
1
2 2
5 0 3 2
Sol:
(1)(3) (3)(4) (1)(2) (3)(1)
AB (4)(3) (2)(4) (4)(2) ( 2)(1)
(5)(3) (0)(4)
(5)(2) (0)(1) 3 2
9 1
4 6
15 10 3 2
2.8
am1 x1 am 2 x2 amn xn bm
m linear equations
a11
a
21
am1
a12 a1n x1 b1
a22 a2 n x2 b2
am 2 amn xn bm
m 1
2.9
Partitioned matrices:
row vector
a11 a12
A a21 a22
a31 a32
a13
a23
a33
a14 r1
a24 r2
a34 r3
a11 a12
A a21 a22
a31 a32
a13
a23
a33
a14
column vector
a24 c1 c2 c3 c4
a34
submatrix
a11
A a21
a31
a12
a22
a32
a13
a23
a33
a14
A11
a24
A21
a34
A12
A22
am1 am 2
a1n
a2 n
c1 c2
amn
a11 x1 a12 x2
a x a x
22 2
Ax 21 1
am1 x1 am 2 x2
a1n xn
a2 n xn
amn xn m1
cn
a11
a12
a1n
a
a
a
21
22
x1 x2 xn 2 n
a
a
m1
m2
amn
c2
c1
x1c1 x2c2
x1
x
x 2
xn
cn
c1 c 2
x1
x
c n 2 You can derive the same result if you perform
the matrix multiplication for matrix A
expressed in column vectors and x directly
xn
2.11
Trace operation:
If A [aij ]nn , then Tr ( A) a11 a22
ann
d1
0
A diag (d1 , d 2 ,, d n )
0
d2
0
0
M nn
d n
Zero matrix:
0mn
0 0
0 0
0 0
0
0
0 mn
1 0
0 1
In
0 0
0
0
1 n n
2.13
(5) c( A+B ) = cA + cB
(6) ( c+d ) A = cA + dA
Notes:
All above properties are very similar to the counterpart
properties for real numbers
2.14
If A M mn , and c is a scalar,
then (1) A 0mn A
So, 0mn is also called the additive identity for the set of all mn matrices
(2) A ( A) 0mn
Thus , A is called the additive inverse of A
Notes:
All above properties are very similar to the counterpart
properties for the real number 0
2.15
(3) (A+B)C = AC + BC
(4) c (AB) = (cA) B = A (cB)
For real numbers, the properties (2) and (3) are the same since the order for the
multiplication of real numbers is irrelevant.
For real numbers, in addition to satisfying above properties, there is a
commutative property of real-number multiplication, i.e., cd = dc.
If A M mn , then (1) AI n A
(2) I m A A
For real numbers, the role of 1 is similar to the identity matrix. However, 1 is
unique for real numbers and there could be many identity matrices with
different sizes
2.16
1 2
1 0 2
A
, B
,
2 1
3 2 1
Sol:
1
( AB)C
2
5
1 0
and C 3 1 .
2 4
1
2 1 0 2
3
1 3 2 1
2
1 0
4 0
17
3 1
2 3
13
2 4
0
1
4
4
14
2.17
1
A( BC )
2
1
2 1
1 3
2 3
1 7
1 0
0 2
3
1
2 1
2 4
8 17 4
2 13 14
2.18
A1 A, A2 AA,
, Ak AA
k matrices
0 0
0
d1k
0
0
Dk
dn
0
0
d 2k
0
d nk
2.19
Transpose of a matrix:
a11
a
If A 21
am1
a12
a22
am 2
a11
a
then AT 12
a1n
a21
a22
a2 n
a1n
a2 n
M mn ,
amn
am1
am 2
M n m
amn
The transpose operation is to move the entry aij (original at the position (i, j)) to
the position (j, i)
Note that after performing the transpose operation, AT is with the size nm
2.20
Sol: (a)
(b)
1 2 3
A 4 5 6
7 8 9
2
A
AT 2
8
(b)
1 2 3
1
A 4 5 6 AT 2
7 8 9
3
(c)
1
0
0
A 2 4 AT
1
1
1
0
(c) A 2 4
1 1
8
4 7
5 8
6 9
2 1
4 1
2.21
Properties of transposes:
(1) ( AT )T A
(2) ( A B)T AT BT
(3) (cA)T c( AT )
(4) ( AB)T BT AT
Properties (2) and (4) can be generalized to the sum or product of
multiple matrices. For example, (A+B+C)T = AT+BT+CT and (ABC)T =
CTBTAT
Since a real number also can be viewed as a 1 1 matrix, the transpose
of a real number is itself, that is, for a R , aT = a. In other words,
transpose operation has actually no function on real numbers
2.22
1 2
2
A 1 0
3
0 2
1
3 1
B 2 1
3 0
Sol:
T
2
1 2 3 1
2 1
2 6 1
T
( AB) 1 0
3 2 1 6 1
1
2
0 2
1
3
0
1
2
2 1 0
3 2 3
2 6 1
T T
B A
1 0 2
1
0
1
1
2
2 3
2.23
Symmetric matrix:
A square matrix A is symmetric if A = AT
Skew-symmetric matrix:
A square matrix A is skew-symmetric if AT = A
Ex:
1 2 3
If A a 4 5 is symmetric, find a, b, c?
b c 6
Sol:
1 2 3
1 a b
T
A
A
A a 4 5 AT 2 4 c
a 2, b 3, c 5
b c 6
3 5 6
2.24
Ex:
0 1 2
If A a 0 3 is a skew-symmetric, find a, b, c?
b c 0
Sol:
0 a b
0 1 2
A a 0 3
AT 1 0 c
b c 0
2 3 0
A AT a 1, b 2, c 3
Pf:
( AAT )T ( AT )T AT AAT
AA is symmetric
T
Real number:
ab = ba (Commutative property of real-number multiplication)
Matrix:
AB BA
m n n p n p m n
2.26
Ex :
Sow that AB and BA are not equal for the matrices.
2 1
1 3
B
A
and
0
2
2
Sol:
5
1 3 2 1 2
AB
1
0
2
4
7
2 1 1 3 0
BA
0
2
2
1
4
2.27
Notes:
(1) A+B = B+A (the commutative law of matrix addition)
2.28
Real number:
ac bc, c 0
(Cancellation law for real numbers)
a b
Matrix:
AC BC and C 0 (C is not a zero matrix)
(1) If C is invertible, then A = B
(2) If C is not invertible, then A B (Cancellation law is not
necessary to be valid)
Here I skip to introduce the definition of invertible because
we will study it soon in the next section
2.29
0
1
2
3
1
2
Sol:
1
AC
0
2
BC
2
3 1 2 2
1 1
2 1
4 1 2 2
3 1 2 1
4
2
4
2
2.30
Inverse matrix:
Consider A M nn ,
Note:
A square matrix that does not have an inverse is called
noninvertible (or singular)
2.31
AB I
C ( AB ) CI
(CA) B C
IB C
BC
Notes:
(1) The inverse of A is denoted by A1
(2) AA1 A1 A I
2.32
| I I | A
Gauss-Jordan Elimination
2.33
1 1 0 1 0 0
A I 1 0 1 0 1 0
6 2 3 0 0 1
Sol:
1 1 0
( 1)
A1,2
0 1 1
6 2 3
1 1 0
( 4)
A2,3
0 1 1
0 0 1
1 0 0 A( 6)
1,3
1 1 0
0 0 1
1 0 0
M 3( 1)
1 1 0
2 4 1
1 1 0
0
1 1
0 4 3
1 1 0
0 1 1
0 0 1
1 0 0
1 1 0
6 0 1
1 0 0
1 1 0
2 4 1
2.34
1 1 0
(1)
A3,2
0 1 0
0 0 1
1 0 0
1 0 0
(1)
A2,1
3 3 1 0 1 0
2 4 1
0 0 1
2 3 1
3 3 1
1 4 1
[ I A1 ]
So the matrix A is invertible, and its inverse is
2 3 1
1
A 3 3 1
2 4 1
Check it by yourselves:
AA1 A1 A I
2.35
2.36
1 1
(3) cA is invertible if c 0 and (cA) A
c
(4) AT is invertible and ( AT ) 1 ( A1 )T T is not the number of
1
Ex.
2 3
2 4
0.1 0.3
T
1
A
3 1
0.4 0.2
4 1
0.1 0.4
1 T
( AT ) 1
(
A
)
0.3 0.2
2.37
2.38
Pf:
AC BC
( AC )C 1 ( BC )C 1
A(CC 1 ) B (CC 1 )
AI BI
A B
Note:
(C is invertible, so C -1 exists)
(Associative property of matrix multiplication)
Pf:
Ax b
A1 Ax A1b
( A is nonsingular)
Ix A1b
x A1b
If x1 and x2 were two solutions of equation Ax b,
then Ax1 b Ax2 x1 x2
Ex :
Use an inverse matrix to solve each system
(a)
(c)
2 x 3 y z 1
3x 3 y z 1
2 x 4 y z 2
(b)
2x 3y z 4
3x 3 y z 8
2x 4 y z 5
2x 3y z 0
3x 3 y z 0
2x 4 y z 0
Sol:
2 3 1
1 1 0
Gauss-Jordan Elimination
A 3 3 1
A1 1 0 1
2 4 1
6 2 3
2.41
(a)
1 1 0 1 2
x A1b 1 0 1 1 1
6 2 3 2 2
(b)
1 1 0 4 4
x A1b 1 0 1 8 1
6 2 3 5 7
(c)
1 1 0 0 0
x A1b 1 0 1 0 0
6 2 3 0 0
Finally, since t can be any real number, it can be concluded that there are
infinitely many solutions for this homogeneous system
2.43