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Modied

Gary Larson Far Side cartoon

Matlab
Linear Algebra Review

Matrices can represent sets of


equa>ons!
a11x1+a12x2++a1nxn=b1
a21x1+a22x2++a2nxn=b2

am1x1+am2x2++amnxn=bm
Whats the matrix representa>on?
x1
a11 a12 ... a1n

x2
a21
a22
...
a2n

x=
A=
.

...

xn
am1 am2 ... amn

b1

b2

b=
.

bm

Ax = b

Vectors

Matrices
u11
u21
U = [umn] =

um1

u12 u1n
u22 u2n

um2 umn

The general matrix consists of m rows and n columns. It is also


known as an m x n (read m by n) array.
Each individual number, uij, of the array is called the element
Elements uij where i=j is called the principal diagonal

Transpose of a Matrix

Matrix & Vector Addi>on

Vector/Matrix addi>on is associa>ve and commuta>ve


(A + B) + C = A + (B + C); A + B = B + A

Matrix and Vector Subtrac>on

Vector/Matrix subtrac>on is also associa>ve and commuta>ve


(A - B) - C = A - (B - C); A - B = B - A

Matrix and Vector Scaling

For addi>on and subtrac>on, the size of the


matrices must be the same
Amn + Bmn = Cmn
For scalar mul>plica>on,
the size of Amn does not ma^er
All three of these opera>ons do not dier
from their ordinary number counterparts
The operators work element-by-element
through the array, aij+bij=cij

Vector Mul>plica>on
The inner product or dot product

v w = (x1, x 2 ) (y1, y 2 ) = x1 y1 + x 2 y 2

The inner product of vector mul>plica>on


is a SCALAR

v w = (x1, x 2 ) (y1, y 2 ) =|| v || || w || cos

Inner product represents a row matrix mul>plied by a


column matrix. A row matrix can be mul>plied by a
column matrix, in that order, only if they each have
the same number of elements!
In MATLAB, in order to properly calculate
the dot product of two vectors use
>>sum(a.*b)
element by element mul>plica>on (.*)
sum the results
A . prior to the * or / indicates
that matlab should perform the array or
element by element calcula>on rather
than linear algebra equivalent
or
>>a*b

The outer product


A column vector mul>plied by a row vector.

In Matlab:
>>a*b
ans =
The outer product of vector
mul>plica>on
is a MATRIX

24 6 30
8 2 10
-12 -3 -15

Matrix Mul>plica>on
The inner numbers have to match

Two matrices can be mul>plied together


if and only if
the number of columns in the rst equals
the number of rows in the second.

a21

a22

In MATLAB, the * symbol represents


matrix mul>plica>on :
>>A=B*C

Matrix mul>plica>on is not commuta>ve!

C*B


#taken from previous slide ans =










19 18 17








16 24 32








32 24 16

Matrix mul>plica>on is distribu>ve and associa>ve

A(B+C) = AB + BC
(AB)C = A(BC)

Revisit the vector example

>>a'*b

>>a*b

ans =

ans =

11

24 6 30
8 2 10
-12 -3 -15

a1x3 * b3x1 = c1x1

a3x1 * b1x3 = c3x3

Dot products in Matlab

(using this form built in func>ons - dont have to match dimensions of vectors can mix
column and row vectors although they have to be the same length)
>> a=[1 2 3];!
>> b=[4 5 6];!

>> c=dot(a,b)!
c =!
32!
>> d=dot(a,b)!
d =!
32!

Dot products using built-in func>on


For matrices does dot product of columns.
Essen>ally trea>ng the columns like vectors.
The matrices have to be the same size.
>> a=[1 2;3 4]!
a =!
1
2!
3
4!
>> b=[5 6;7 8]!
b =!
5
6!
7
8!
>> dot(a,b)!
ans =!
26
44!

Determinant of a Matrix

or follow the diagonals

det (A) = a11a22a33+ a12a23a31 + a13a21a32 a11a23a32 a12a21a33 a13a22a31

Cross-product of two vectors


The cross product a b is dened as a vector c that is
perpendicular to both a and b, with a direc>on given by the
right-hand rule and a magnitude equal to the area of the
parallelogram that the vectors span.

a b = a b sin
c = a2b3-a3b2 = 2*5 (-3)*1 = 13

a3b2-a1b3 -3*4 6*5 -42

a1b2-a2b1 6*1 2*4 -2

Cross products in Matlab

(using this form built in func>ons - dont have to match dimensions of vectors can mix
column and row vectors although they have to be the same length)
>> a=[1 2 3];!
>> b=[4 5 6];!

>> e=cross(a,b)!
e =!
-3
6
-3!
>> f=cross(a,b)!
f =!
-3
6
-3!
>> g=cross(b,a)!
g =!
3
-6
3!

For matrix does cross product of columns.

(one of the dimensions has to be 3 and takes other dimension as addi>onal vectors)
>> a=[1 2;3 4;5 6]!
a =!
1
2!
3
4!
5
6!
>> b=[7 8;9 10;11 12]!
b =!
7
8!
9
10!
11
12!
>> cross(a,b)!
ans =!
-12
-12!
24
24!
-12
-12!

Matrix Operators

+ Addi>on
- Subtrac>on
* Mul>plica>on
/ Division
\ Let division
^ Power
' Complex conjugate transpose
( ) Specify evalua>on order

Array Operators

+ Addi>on
- Subtrac>on
.* Element-by-element mul>plica>on
./ Element-by-element division.
A./B: divides A by B by element

.\ Element-by-element let division


A.\B divides B by A by element

.^ Element-by-element power
.' Unconjugated array transpose
the signs of imaginary numbers are not changed, unlike a
regular matrix transpose

Operators as built-in commands


plus
- Plus
uplus
- Unary plus
minus
- Minus
uminus - Unary minus
mtimes - Matrix multiply
times
- Array multiply
mpower - Matrix power
power
- Array power
mldivide - Backslash or left matrix divide
mrdivide - Slash or right matrix divide
ldivide - Left array divide
rdivide - Right array divide
cross - cross product

+
+
*
.*
^
.^
\
/
.\
./

Mul>plica>on in Matlab

>> x=[1 2];


>> y=[3 4];
>> z=x*y
z =
11

Regular matrix multiplication in this case


with vectors 1x2 * 2x1 = 1x1 => dot product

>> w=x.*y
w =
3 8

Element by element multiplication

>> z=x'*y
z =
3 4
6 8

Regular matrix multiplication in this case


with vectors 2x1 * 1x2 = 2x2 matrix

Division in Matlab
In ordinary math, division (a/b) can be thought of as a*1/b or a*b-1.
A unique inverse matrix of B, B-1, only poten>ally exists if B is square.
And matrix mul>plica>on is not communica>ve, unlike ordinary
mul>plica>on.
There really is no such thing as matrix division in any simple sense.

/ :

B/A is roughly the same as B*inv(A). A and B must have


the same number of columns for right division.

\ :


If A is a square matrix, A\B is roughly the same as


inv(A)*B, except it is computed in a dierent
way. A and B must have the same number of
rows for let division.

If A is an m-by-n matrix (not square) and B is a matrix


of m rows, AX=B is solved by least squares.

The / and \ are related


B/A = (A'\B')

Inverse of a Matrix

the principal diagonal elements switch


the o diagonal elements change sign

the determinant

Square matrices with inverses are said to be


nonsingular
Not all square matrices have an inverse.
These are said to be singular.
Square matrices with determinants = 0 are
also singular.
Rectangular matrices are always singular.

Right- and Let- Inverse


If a matrix G exists such that GA = I, than G is a
let-inverse of A
If a matrix H exists such that AH = I, than H is a
right-inverse of A
Rectangular matrices may have right- or let-
inverses, but they are s>ll singular.

Some Special Matrices


Square matrix: m (# rows) = n (# columns)
Symmetric matrix: subset of square matrices
where AT = A
Diagonal matrix: subset of square matrices where
elements o the principal diagonal are zero, aij =
0 if i j
Iden>ty or unit matrix: special diagonal matrix
where all principal diagonal elements are 1

Linear Dependence

a b c

2a + 1b = c

Linear Independence

a b c
There is no simple, linear equa>on that can make
these vectors related.

Rank of a matrix

Acknowledgement
This lecture borrows heavily from online
lectures/ppt les posted by
David Jacobs at Univ. of Maryland
Tim Marks at UCSD
Joseph Bradley at Carnegie Mellon

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