Lecture Note Matrix Algebra

⎡ 2 −1 1 0⎤
⎡ 5 2 3⎤ ⎢ ⎡19 −1 6 13⎤
AB = ⎢ ⎥ ⎢0 2 2 2 ⎥⎥ = ⎢
⎣ 2 −3 4 ⎦ ⎢ 3 0 −1 16 −8 −8 6 ⎥⎦
⎣ 3⎥⎦ ⎣
⎡1 0 2⎤
⎢ −3 0 ⎥⎥ ⎡ 43
⎡19 −1 6 13⎤ ⎢ 2 16 56 ⎤
( AB ) C = ⎢ ⎥ =
⎣16 −8 −8 6 ⎦ ⎢ 0 0 3⎥ ⎢⎣12 30 8⎥⎦
⎢ ⎥
⎣2 1 0⎦
Hence,
A ( BC ) = ( AB ) C .
Example 7
⎡ 1 0⎤
⎡ 2 2 3⎤ ⎡ 0 0 1⎤ ⎢ ⎥
If we have A = ⎢ ⎥ , B = ⎢ 2 3 −1⎥ , and C = ⎢ 2 2 ⎥ , then
⎣ 3 −1 2 ⎦ ⎣ ⎦ ⎢⎣ 3 −1⎥⎦
⎡ 2 2 4⎤
A+ B = ⎢ ⎥
⎣ 5 2 1⎦
We obtain
⎡ 1 0⎤
⎡2 2 4⎤ ⎢ ⎥ = ⎡18 0 ⎤
( A + B)C = ⎢ ⎥ ⎢ 2 2 ⎥ ⎢ ⎥
⎣ 5 2 1⎦ ⎢ 3 −1⎥ ⎣12 3⎦
⎣ ⎦
⎡ 1 0⎤
⎡ 2 2 3⎤ ⎢ ⎥ = ⎡15 1 ⎤
AC = ⎢ ⎥ ⎢ 2 2 ⎥ ⎢ ⎥
⎣ 3 −1 2 ⎦ ⎢ 3 −1⎥ ⎣ 7 −4 ⎦
⎣ ⎦
⎡ 1 0⎤
⎡ 0 0 1⎤ ⎢
BC = ⎢ ⎥ = ⎡3 −1⎤
⎥ ⎢ 2 2 ⎥ ⎢ ⎥
⎣ 2 3 −1⎦ ⎢ 3 −1⎥ ⎣5 7 ⎦
⎣ ⎦
⎡15 1 ⎤ ⎡3 −1⎤ ⎡18 0 ⎤
AC + BC = ⎢ ⎥+⎢ ⎥=⎢ ⎥,
⎣ 7 −4 ⎦ ⎣5 7 ⎦ ⎣12 3 ⎦
Hence,
( A + B ) C = AC + BC .

Transpose of a Matrix If A = ⎡⎣ aij ⎤⎦ is an m × n matrix, then the transpose of

A is AT = ⎡⎣ a ji ⎤⎦ which is an n × m matrix. Thus the
transpose of A is obtained from A by interchanging
the rows and columns of A. We obtain
⎡ a11 a12 a1n ⎤ ⎡ a11 a21 am1 ⎤
⎢a a22 ⎥
a2 n ⎥ ⎢ a12 a22 am 2 ⎥⎥
A = ⎢ 21 , then A =
T ⎢
⎢ ⎥ ⎢ ⎥
⎢ ⎥ ⎢ ⎥
⎣ am1 am 2 amn ⎦ ⎣ a1n a2 n amn ⎦
Example 8

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Lecture Note Matrix Algebra

⎡ −3 4 ⎤ ⎡ −3 2 ⎤
If A = ⎢ ⎥ , then AT = ⎢ ⎥
⎣ 2 7⎦ ⎣ 4 7⎦
⎡ 1 −3 ⎤
⎡ 1 2 −1⎤
If B = ⎢ ⎥ , then B = ⎢⎢ 2 2 ⎥⎥
T

⎣ −3 2 7 ⎦ ⎢⎣ −1 7 ⎥⎦
⎡ 1 −3 ⎤
⎡ 1 2 −1⎤
B = ⎢⎢ 2 2 ⎥⎥ , then ( BT ) = ⎢
T
T
=B
⎣ −3 2 7 ⎥⎦
⎢⎣ −1 7 ⎥⎦
Properties of transpose
Let s be a scalar and A, and B be matrices. Then,
(i). ( AT ) = A
T

(ii). ( A + B ) = AT + BT
T

(iii). ( AB ) = BT AT
T

(iv). ( sA ) = sAT
T

Example 9
Let
⎡ 1 2 3⎤ ⎡ 3 −1 2 ⎤
A=⎢ ⎥ and B = ⎢ ⎥ , then
⎣ −2 0 1⎦ ⎣3 2 −1⎦
⎡ 1 −2 ⎤ ⎡ 3 3⎤
A = ⎢ 2 0 ⎥ and B = ⎢⎢ −1 2 ⎥⎥
T ⎢ ⎥ T

⎢⎣ 3 1⎥⎦ ⎢⎣ 2 −1⎥⎦
and also,
⎡ 4 1⎤
⎡ 4 1 5⎤
A+ B = ⎢ and hence ( A + B ) = ⎢⎢ 1 2 ⎥⎥
T
⎥
⎣ 1 2 0⎦ ⎢⎣ 5 0 ⎥⎦
And we see that
⎡ 1 −2 ⎤ ⎡ 3 3⎤ ⎡ 4 1⎤
A + B = ⎢⎢ 2 0 ⎥⎥ + ⎢⎢ −1 2 ⎥⎥ = ⎢⎢ 1 2 ⎥⎥ = ( A + B )
T T T

⎢⎣ 3 1⎥⎦ ⎢⎣ 2 −1⎥⎦ ⎢⎣ 5 0 ⎥⎦
Example 10
⎡ 0 1⎤
⎡ 1 3 2⎤
Let A = ⎢ ⎥ and B = ⎢⎢ 2 2 ⎥⎥ , then
⎣ 2 −1 3⎦ ⎢⎣ 3 −1⎥⎦
⎡ 0 1⎤
⎡ 1 3 2⎤ ⎢ ⎡12 5⎤
AB = ⎢ ⎥ ⎢ 2 2 ⎥⎥ = ⎢ ⎥
⎣ 2 −1 3⎦ ⎢ 3 −1⎥ ⎣ 7 −3⎦
⎣ ⎦
T
⎡12 5⎤ ⎡12 7 ⎤
( AB )
T
=⎢ ⎥ =⎢ ⎥
⎣ 7 −3 ⎦ ⎣ 5 −3⎦

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Lecture Note Matrix Algebra

T
T ⎡ 1 2⎤ ⎡ 0 1⎤
⎡1 3 2⎤ ⎡ 0 2 3⎤
AT = ⎢ ⎥ = ⎢ 3 −1⎥ And B = ⎢⎢ 2 2 ⎥⎥ = ⎢
⎢ ⎥ T
⎥
⎣ 2 −1 3⎦
⎢⎣ 2 3⎥⎦ ⎢⎣ 3 −1⎥⎦ ⎣ 1 2 −1⎦

⎡ 1 2⎤
⎡0 2 3⎤ ⎢ ⎡12 7 ⎤
3 −1⎥⎥ = ⎢ = ( AB )
T
BT AT = ⎢ ⎥ ⎢ ⎥
⎣1 2 −1⎦ 5 −3⎦
⎢⎣ 2 3⎥⎦ ⎣
Remark
a. If a and b are real numbers, then ab = 0 if and only if a = 0 or b = 0 , but
this is not true if A and B are matrices.

Example 11
Consider
⎡1 2 ⎤ ⎡ 4 −6 ⎤
A=⎢ ⎥ and B = ⎢
3⎥⎦
are not zero matrices, but
⎣2 4⎦ ⎣ −2
⎡ 1 2 ⎤ ⎡ 4 −6 ⎤ ⎡ 0 0 ⎤
AB = ⎢ ⎥⎢ =
⎣ 2 4 ⎦ ⎣ −2 3⎥⎦ ⎢⎣ 0 0 ⎥⎦

b. If a, b, and c are real numbers such that ab = ac then b = c ; that is, we can
cancel out a leaving b = c , but this is not true in the case where
A, B, and C are matrices.
Example 12
Consider
⎡ 1 2⎤ ⎡ 2 1⎤ ⎡ −2 7 ⎤
A=⎢ ⎥ ,B = ⎢ ⎥ and C = ⎢ ⎥
⎣2 4⎦ ⎣ 3 2⎦ ⎣ 5 −1⎦
we obtain
⎡ 8 5⎤
AB = AC = ⎢ ⎥ but B ≠ C .
⎣16 10 ⎦

c. Suppose that A is a square matrix. If p is a positive integer then we define

A p = A ⋅ A ⋅ ⋅ A . If A is a square n × n matrix, then it is defined
that A0 = I n .
d. Let p and q be nonnegative integers and A be a square matrix. Then
A p Aq = A p + q and ( A p ) = A pq .
q

e. If AT = A , then A is a symmetric matrix.

f. If AT = − A , then A is called a skew symmetric matrix.

Example 13
⎡0 2 3⎤
B = ⎢⎢ −2 0 −4 ⎥⎥ is a skew symmetric matrix.
⎢⎣ −3 4 0 ⎥⎦

5 Nonsingular Matrix

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Lecture Note Matrix Algebra

A square n × n matrix A is said to be nonsingular or invertible if there is another

n × n matrix B such that
AB = BA = I n
In this case the matrix B is called the inverse of A and is commonly denoted by
A−1 rather than B . Otherwise, the matrix A is called singular or noninvertible.

Remark
i. To verify that B is an inverse of A , we need only verify that AB = I n .
Example 1
⎡2 3⎤ ⎡ −1 32 ⎤
Let A = ⎢ ⎥ and B = ⎢ ⎥ . Since AB = BA = I 2 , we conclude that B is
⎣2 2⎦ ⎣ 1 −1⎦
the inverse of A .

ii. The inverse of a matrix, if it exists, is unique.

Proof
Let B and C be inverses of A. Then AB = BA = I n and AC = CA = I n
We then have B = BI n = B ( AC ) = ( BA ) C = I n C = C
Because of this uniqueness, we write the inverse of a nonsingular matrix A as A−1 .
Thus
AA−1 = A−1 A = I n
Example 2
Consider
⎡ 1 2⎤
A=⎢ ⎥
⎣3 4 ⎦
⎡a b ⎤
If A−1 exists, let A−1 = ⎢ ⎥ . Then we must have
⎣c d ⎦
⎡ 1 2⎤ ⎡a b ⎤ ⎡ 1 0⎤
⎢3 4 ⎥ ⎢ c d ⎥ = ⎢ 0 1⎥
⎣ ⎦⎣ ⎦ ⎣ ⎦
so that
⎡ a + 2c b + 2 d ⎤ ⎡ 1 0 ⎤
⎢3a + 4c 3b + 4d ⎥ = ⎢ 0 1⎥
⎣ ⎦ ⎣ ⎦
Equating corresponding entries of these two matrices, we obtain
a + 2c = 1 b + 2d = 0
and
3a + 4c = 0 3b + 4d = 1
Then a = −2, c = 32 , b = 1, and d = − 12
Moreover, since the matrix
⎡ a b ⎤ ⎡ −2 1 ⎤
⎢c d ⎥ = ⎢ 3 − 1 ⎥
⎣ ⎦ ⎣ 2 2⎦

also satisfies the properties that

⎡ −2 1 ⎤ ⎡1 2 ⎤ ⎡1 0 ⎤
⎢ 3 − 1⎥⎢ =
⎣ 2 2 ⎦ ⎣3 4 ⎥⎦ ⎢⎣0 1 ⎥⎦
we conclude that A is a nonsingular and that