Introduction to Linear Algebra

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Thursday, February 22, ProfDrMFRCIED 1

2018
 Matrices, Determinants and
System of Equation
• Matrix definitions and notations
• Matrix operations
• Matrix and Determinant
Identities
• System of equations
Thursday, February 22, ProfDrMFRCIED 2
2018
 Matrix definitions and notations
• Matrix: an m x n matrix is a
rectangular or square array of elements
with m rows and n columns.
• aij, i = the row and j = the column
• If m = n  square matrix
 a11 a12  a1n 
a a  a 
A  21 22 2n 

     
 
am1 am 2  amn 
Thursday, February 22, ProfDrMFRCIED 3
2018
 Matrix definitions and
notations
• Vector: If a matrix has just one
row, it is called a row vector
• Example of row vector

B  b11 b12  b1n 

Thursday, February 22, ProfDrMFRCIED 4
2018
 Matrix definitions and
notations
• Vector: If a matrix has just one
column, it is called a column vector
• Example of column vector
 c11 
c 
C  21 

  
 
Thursday, February 22,
cm1 
ProfDrMFRCIED 5
2018
 Matrix definitions and
notations
• Partitioned matrix : A matrix can be
partitioned into component matrices or
vectors
• Example
 a11 a12 a13 a14   a11 a12 a13 a14 
a a22 a23 a24  a21 a22 a23 a24   A11 A12 
A  21
 
 a31 a32 a33 a34   a31 a32 a33 a34   A21 A22 
   
a41 a42 a43 a44  a41 a42 a43 a44 
Thursday, February 22, ProfDrMFRCIED 6
2018
 Matrix definitions and
notations
 a11 a12 
• Where
A11  a21 a22 
 a31 a32 
 a13 a14 
A12  a23 a24 
 a33 a34 
A21  a41 a42 
A22  a43 a44 
Thursday, February 22, ProfDrMFRCIED 7
2018
 Matrix definitions and
notations
• Null matrix : A matrix with all elements
equal to zero is called the null matrix.
• aij = 0 for all i and j
• example
0 0 0    0 
0 0 0    0 
A 
      
 
0 0 0 0 0 0 0 
Thursday, February 22, ProfDrMFRCIED 8
2018
 Matrix definitions and notations

• Diagonal matrix : a square matrix with all

elements off of the diagonal equal to zero
• aij = 0 for i  j
• example a11 0 0  0
 0 a22 0  0 

A 0 0 a33  0
 
      
 0 0 0  ann 
Thursday, February 22, ProfDrMFRCIED 9
2018
 Matrix definitions and notations
• Identity matrix : A diagonal matrix with all
diagonal elements equal to unity is called
an identity matrix
• Denoted by I : aij = 1 for i = j and aij = 0 for
ij
• example 1 0 0  0 
0 1 0  0 
A 
    
 
0 0 0  1 
Thursday, February 22, ProfDrMFRCIED 10
2018
 Matrix definitions and notations

• Symmetric matrix : A square matrix for

which aij = aji is called a symmetric matrix.
• example
3 8 7 
 
A  8 9 2 
7 2 4
Thursday, February 22, ProfDrMFRCIED 11
2018
 Matrix definitions and notations
• Matrix Transpose : The transpose of
matrix A ie AT is formed by interchanging
the rows and columns of A.
• If A is an m x n matrix with elements aij,
the transpose is an n x m matrix with
elements aji
• example 1 7 9 
 2 6  3 1 2 4  1 
A ; AT  7 6 8 3 
4 8 5   
  9  3 5  2
  1 3  2
Thursday, February 22, ProfDrMFRCIED 12
2018
 Matrix definitions and notations

• Determinant of a square matrix

• Denoted by det A
 a11 a12  a1n 
a a22 
 a2 n 
A  21

     
 
am1 am 2  amn 
Thursday, February 22, ProfDrMFRCIED 13
2018
 Matrix definitions and notations

• The determinant of a 2 x 2 matrix,

 a11 a12 
A 
a21 a22 
• Is evaluated as

a11 a12
det(A)   a11a22  a21a12
a21 a22
Thursday, February 22, ProfDrMFRCIED 14
2018
 Matrix definitions and notations

• Minor of a element - The minor, Mij, of

element aij of det A is the determinant
formed by removing the ith row and the
jth column from det A. As an example,
consider the following determinant :
3 8 7
det A  6 9 2
5 1 4
Thursday, February 22, ProfDrMFRCIED 15
2018
 Matrix definitions and notations

• The minor M32 is the determinant formed

by removing the third row and the second
column from det A. Thus,
3 7
M 32   36
6 2

Thursday, February 22, ProfDrMFRCIED 16

2018
 Matrix definitions and notations

• Cofactor of an element - the cofactor, Cij,

of element aij of det A is defined to be

Cij  (1) (i j )

Mij
• For example, given the determinant A
before
8 7
C21  (1) M 21  (1)
(21) 3
 25
1 4
Thursday, February 22, ProfDrMFRCIED 17
2018
 Matrix definitions and notations
• Evaluating the determinant of a square matrix -
the determinant of a square matrix can be
evaluated by expanding minors along any row or
column. Expanding along any row, we find
n
det A   aik Cik
k1
• Where, n = number of columns of A; i is the ith
row selected to expand by minors; and Cik is the
cofactor of aik

Thursday, February 22, ProfDrMFRCIED 18
2018
 Matrix definitions and notations

• Expanding along any column, we find

m
det A   akjCkj
k1

• Where, m = number of rows of A; j is the

jth column selected to expand by minors;
and
 Ckj is the cofactor of akj

Thursday, February 22, ProfDrMFRCIED 19

2018
 Matrix definitions and notations
1 3 2
A   5 6  7 
• For example, if  8 5 4 
• Then, expanding by minors on the third
column, we find
5 6 1 3 1 3
det A  2  (7) 4  195
8 5 8 5 5 6

• expanding by minors on the second row,

we find
 3 2 1 2 1 3
det A  (5) 6  (7)  195
5 4 8 4 8 5
Thursday, February 22, ProfDrMFRCIED 20
2018
 Matrix definitions and notations

• Singular matrix - a matrix is singular if its

determinant equals zero

Thursday, February 22, ProfDrMFRCIED 21

2018
 Matrix definitions and notations

• Non-singular matrix - a matrix is

nonsingular if its determinant does not
equal to zero

Thursday, February 22, ProfDrMFRCIED 22

2018
 Matrix definitions and notations
• Adjoint of a matrix - the adjoint of a
square matrix, A, written adj A, is the
matrix formed from the transpose of the
matrix A after all elements have been
replaced by their cofactors. Thus,
T
C11 C12  C1n 
C C  C 
adjA   21 22 2n 

     
 
Cn1 Cn 2  Cnn 
Thursday, February 22, ProfDrMFRCIED 23
2018
 Matrix definitions and notations
• For example, consider the following matrix

 1 2 3
A   1 4 5
 6 8 7 
Hence,
T
 4 5 1 5 1 4 
  
 8 7 6 7 6 8
  12 10  2
 2 3 1 3 1 2  37  11  8 
adjA       
 8 7 6 7 6 8
 32 4 6 
 2 3 1 3 1 2
 4 
 5 1 5  1 4 

Thursday, February 22, ProfDrMFRCIED 24

2018
 Matrix definitions and notations
• Rank of a Matrix - the rank of a matrix, A,
equals the number of linearly
independent rows or columns. The rank
can be found by finding the highest-order
square submatrix that is nonsingular.
• For example, consider the following :

 1 5 2 

A 4 
7  5
 3 15  6
Thursday, February 22, ProfDrMFRCIED 25
2018
 Matrix definitions and notations
• The determinant of A = 0. Since the
determinant is zero, the 3 x 3 matrix is
singular. Choosing the submatrix

1  5
A 
4 7 
• Whose determinant equals 27, we
conclude that A is of rank 2.
Thursday, February 22, ProfDrMFRCIED 26
2018
 Matrix Operations
• Addition - the sum of two matrices, written
A+B=C, is defined by aij+bij=cij.
• For example

2  1  7  5  9  6
3 5    4 3    1 8 
     
Thursday, February 22, ProfDrMFRCIED 27
2018
 Matrix Operations
• Subtraction - the difference between two
matrices, written A - B = C, is defined by aij
- bij = cij.
• For example,

2  1  7  5  5 4
 
 3 5    4 3   7 2
     
Thursday, February 22, ProfDrMFRCIED 28
2018
 Matrix Operations
• Multiplication - the product of two matrices,
written AB = C, is defined by
n
c ij   aik bkj
k1
• Notice that multiplication is defined only if the
number of columns of A equals the number of
rows of B
Thursday, February 22, ProfDrMFRCIED 29
2018
 Matrix Operations
• For example,

b11 b12 b13 

 a11 a13 
; B  b21 b22 b23 
a12
A 
a21 a22 a23 
b31 b32 b33 
 (a11b11  a12b21  a13b31 ) (a11b12  a12b22  a13b32 )
(a11b13  a12b23  a13b33 ) 
C  AB   
(a21b11  a22b21  a23b31 ) (a21b12  a22b22  a23b32 ) (a21b13  a22b23  a23b33 )

Thursday, February 22, ProfDrMFRCIED 30

2018
 Matrix Operations
• Multiplication by a constant - a matrix can
be multiplied by a constant by multiplying
every element of the matrix by that
constant. For example, if

 a11 a12 
A
a21 a22 
then
 ka11 ka12 
kA   
ka21 ka22 
Thursday, February 22, ProfDrMFRCIED 31
2018
 Matrix Operations
• Inverse - an n x n square matrix, A, has an
inverse, denoted by A-1, which is defined
by 1
AA  I
• Where I is an n x n identity matrix. The
inverse of A is given by
adjA
1
A 
 det A
Thursday, February 22, ProfDrMFRCIED 32
2018
 Matrix Operations
• example
 1 2 3
A    1 4 5
 
 6 8 7
  12 10  2
adjA   37  11  8
 
  32 4 6 
4 5 2 3 2 3
det A  1  ( 1) 6  34
8 7 8 7 4 5
  12 10  2
 37  11  8
   0.353  0.294 0.059 
adj ( A)   32 4 6  
1
A     1.088 0.324 0.235 
det( A)  34  
 0.941  0.118  0.176
Thursday, February 22, ProfDrMFRCIED 33
2018
 Matrix and determinant identities

• Matrix identities
• Commutative law

A B  B  A
AB  BA
Thursday, February 22, ProfDrMFRCIED 34
2018
 Matrix and determinant identities

• Matrix identities
• Associative law

A  ( B  C )  ( A  B)  C
A( BC )  ( AB )C

Thursday, February 22, ProfDrMFRCIED 35

2018
 Matrix and determinant identities

• Matrix identities
• Transpose of sum

( A  B)  A  B
T T T

Thursday, February 22, ProfDrMFRCIED 36

2018
 Matrix and determinant identities

• Matrix identities
• Transpose of product

( AB )  B A
T T T

Thursday, February 22, ProfDrMFRCIED 37

2018
 Matrix and determinant identities
• Determinant Identities
• Multiplication of a single row or single
column of a matrix, A, by a constant
• From single row or single column of a
matrix, A, is multiplied by a constant, k,
~
forming the matrix, A , then

~
det A  k det A
Thursday, February 22, ProfDrMFRCIED 38
2018
 Matrix and determinant identities
• Determinant Identities
• Multiplication of all elements of an n x n
matrix, A, by a constant

det(kA)  k det A n

• Determinant Identities
• Transpose
det A  det A
T

Thursday, February 22, ProfDrMFRCIED 39

2018
 Matrix and determinant identities

• Determinant Identities
• Determinant of the product of square
matrices

det AB  det A det B

det AB  det BA
Thursday, February 22, ProfDrMFRCIED 40
2018
 System of equations
• Representation
• Assume the following system of n linear
equations :
a11 x1  a12 x2    a1n  b1
a21 x1  a22 x2    a2 n  b2

an1 x1  an 2 x2    ann  bn
or
Ax  B
Thursday, February 22, ProfDrMFRCIED 41
2018
 System of equations
• Where,

 a11 a12  a1n   b1   x1 

a a22 
 a2 n  b   x 
A  21
;B   2  ;x   2

       
     
an1 an 2  ann  bn   xn 

Thursday, February 22, ProfDrMFRCIED 42

2018
 System of equations
• For example, the following system of
equations,
5 x1  7 x2  3
 8 x1  4 x2  9
• Can be represented in vector matrix form
as Ax = B, or
 5 7   x1   3 
 8 4. x    9
   2  
Thursday, February 22, ProfDrMFRCIED 43
2018
 System of equations
• Solution via matrix inverse – if A is
nonsingular, we can premultiply previous
equation by A-1, yielding the solution x.
Thus

1
xA B
Thursday, February 22, ProfDrMFRCIED 44
2018
 System of equations
• For example, pre-multiplying both sides of
previous equation by A-1, where
1
 5 7
1 0.0526  0.0921
A    
  8 4 0.1053 0.0658 
• We solve for x=A-1B as follows :

 x1  0.0526  0.0921  3   0.987 

 x   0.1053 0.0658 . 9   0.276
 2     

Thursday, February 22, ProfDrMFRCIED 45

2018
 System of equations
• Solution via Cramer’s Rule – equation x =
A-1B allows us to solve for all unknowns,
xi, where i = 1 to n.
• If we are interested in a single unknown,
xk, then Cramer’s rule can be used
• Cramer’s rule states that det Ak
xk 
det A
Thursday, February 22, ProfDrMFRCIED 46
2018
 System of equations
• Where Ak is a matrix formed by replacing
the kth column of A by B.
• For example, solve equation below with
Ax  B
 5 7  x1   3 

  8 4  x    9
.
   2  
Thursday, February 22, ProfDrMFRCIED 47
2018
 System of equations
 5 7 3
A  ;B   
  8 4  9
3 7
 9 4 75
x1    0.987
5 7 76
8 4
5 3
 8  9  21
x2    0.276
5 7 76
8 4
Thursday, February 22, ProfDrMFRCIED 48
2018