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MATRIX- a rectangular array of numbers

Vector – physical value with both magnitude and direction


Scalar – physical value with magnitude but no direction

ADDITION OF VECTORS
  1  2  3 ...  n 
   1 2 3 n 
    1  1 , 2   2 , 3   3 ,...   n   n 
Note: Add only vectors with the same dimensional vectors

MULTIPLICATION OF A VECTOR BY A SCALAR


k  k 1  2  3  4   k1 , k 2 , k 3 ...k n

THE ALGEBRA OF MATRICES


  1  2  3 ...  n row vector
1 
 
   2  column vector
 3 
 
 4 
 a11 a12 a13 ... a1n 
a a 22 a 23 ... a 2 n 
A   21
 . . . . 
 
a m1 a m 2 a m 3 ... a mn 
if
ai1 ai 2 ai 3 ... ain  where i  1,2,3...n
 a1 j 
a 
 2j
 a3 j  where j  1,2,3...m
 
 . 
 a mj 
 
i  1,2,3...m
then  where
A  aij
j  1,2,3...n

Where: A = matrix
aij = element of the matrix
mxn = size of the matrix
m = number of rows
n = number of columns
EQUALITY OF MATRICES
Two matrices A and B are equal iff their corresponding elements are equal
Given:
 
A  aij
B  b 
ij

then A  B
iff aij  bij

ADDITION OF MATRICES
Two matrices A & B can be added iff their size are equal that is
 
A  aij
B  b 
ij

i  1,2,3...m
where
j  1,2,3...n

A  B  aij  bij 
Addition of matrices of different sizes is undefined

MULTIPLICATION OF A MATRIX BY A SCALAR


Multiply each element of the matrix by the scalar
Given
 
A  aij an mxn matrix
k  scalar
   
then : kA  k aij  kai j
Multiplication of matrices is possible only between conformable matrices

TYPES OF MATRICES
1. Row Matrix – matrix consisting of a single row
2. Column Matrix – matrix consisting of a single column
3. Square Matrix of Order n = an nxn matrix with n rows and columns
4. Zero Matrix – a matrix where the element is equal to zero
5. Conformable Matrix – two matrices A & B are said to be conformable in the
order of AB if the number of columns of A is equal to the number of rows of B
SPECIAL MATRICES
A. TRANSPOSE OF A MATRIX, AT
If A=[aij] ;any mxn matrix
 
AT  a ji ;the transpose is an nxm matrix
B. CONJUGATE OF A MATRIX, A
If A=[aij] ; any mxn matrix

A  conjugate of aij 
T
C. TRANJUGATE OR HEMETIAN CONJUGATE, A , AT , A*
1. If A = any mxn matrix
AT= transpose of A
Then A* = conjugate of the transpose of A = tranjugate of A
2. If A = any mxn matrix
A = any conjugate of A
Then A* = transpose of the conjugate of A = tranjugate of A
D. SUBMATRIX,As
If A=[aij] ;any mxn matrix
where i = 0,1,2,3…m
j = 0,1,2,3…n
then As = [akl] if 0  k  m and 0  l  n
E. TRIANGULAR MATRICES (Possible iff m=n)
1. Upper Triangular
A=[aij] ;any mxn matrix
where aij = 0 if i>j
2. Lower Triangular
A=[aij] ;any mxn matrix
where aij = 0 if i<j
F. DIAGONAL MATRICES,Dg
1. Diagonal Matrix
Dg(a11,a22,a33…anm)
A=[aij] ;a square matrix
where aij = 0 if i  j
2. Scalar Diagonal Matrix
Dg(a,a,a…a)
3. Identity Matrix
Dg(1,1,1…1)
Problem Set No. 1 –MATRIX
1. Find all numbers z such that Az3 + Bz2 + Cz = D

 2 4 2  1 1 1  2 4 2  1  1  1
A  B  C  D 
1 3 1   1  2  1 1 3 1   1 2 1 

2. Find DA and AD, if possible where D=Dg(3,0,2,-1) and also


 2 1 0 3 3 0 0 0 
9 8 5 9   0 0 0 0 
A  D 
 0  2 3  4 0 0 2 0 
   
 7  6 4  1 0 0 0  1

3. Let S1,S2 and S3 be the submatrices of


10 0  3 7 0
0 1 2 8 6
A
17 6  5 6 4
 
 1  2 1  9 5

Whose respective arrays are the elements common to the following rows and
columns of A:
S1: rows 2 and 3, columns 3 and 4
S2: rows 1 and 4, columns 3,4 and 5
S3: rows 1,2 and 4, columns 1 and 2
a. Write the submatrices S1, S2, and S3
b. Find the product S1S2S3 and show that (S1S2S3)T = S3TS2TS1T
c. Are any of the matrices (S1 + S2)T, (S1 + S3)T, or (S2 +S3)T defined?

4. Evaluate the matrix polynomial x3-4x2-x+4I for each of the following matrices
1  1
a.  
2 0 
1 1 2 
b. 1 2 1 
2 1 1 
DETERMINANTS
a11 a12 a 13 ... a1n
a 21 a 22 a 23 ... a2n
A  a31 a32 a33 ... a3n
... ... ... ... ...
a m1 am2 a m3 ... a mn

Properties of Determinants
1. For every matrix A of order n, for each
n
1  i  n , det A   aik Aik
k 1
n
1  j  n , det A   a kj Akj
k 1
where Aik or Akj = cofactor of element aik or akj respectively
Aij  (1) i  j M ij
Mij = submatrix formed by deleting the ith row and jth column
The property shows that if the elements of any row, not just the first, or of any
column of a determinant are multiplied by their respective cofactors and then
added, the sum is the same for all rows and for all columns.
2. For every square matrix A, det AT = det A
3. If A is triangular matrix of order n, then det A =a11a22…ann, that is to say, the
determinant of a triangular matrix is equal to the product of its diagonal elements
4. If a square matrix A has either a zero row or zero column, then det A = 0
5. If each element in one row (column) of a determinant is multiplied by a number c,
the value of the determinant is multiplied by c
6.  
If A  v1 ... f j  g j ...v n is a square matrix, then
   
det A  det v1 ... f j ...v n  det v1 ...g j ...v n
7. If B matrix is a matrix obtained by interchanging any two rows (columns) of a
square matrix A, then B =-det A
8. If one row (column) vector of a square matrix A is equal to a number c times
some other row (column) vector, then det A = 0
9. If a matrix B is obtained from a square matrix A by adding to one row (column)
vector of A a number c times a different row (column) vector, then det B = det A
10. Let any m rows (columns) be selected from a determinant ,det A. Then det A is
equal to the sum of the products of all the mth-order minors contained in the
chosen rows (columns) each multiplied by its algebraic complement
11. If A and B are matrices of the same order, then
(det A)(det B )  det( AB )
LINEAR ALGEBRAIC EQUATIONS
Algebraic System of m equations and n unknowns
a11 x1  a12 x 2  a13 x3 ...a1n x n  b1
a 21 x1  a 22 x 2  a 23 x3 ...a 2 n x n  b2
a31 x1  a32 x 2  a33 x3 ...a3n x n  b3
a m 1 x1  a m 2 x 2  a m 3 x3 ...a mn x n  bm

Solution of Linear Algebraic Equation by Gaussian Reduction


Augmented Matrix
a11 a12 a13 ... a1n b1
a 21 a 22 a 23 ... a 2 n b2
a31 a32 a33 ... a3n b3
... ... ... ... ... ...
a m1 a m 2 a m 3 ... a mn bm

GAUSSIAN MATRIX
Row Echelon Form (Gaussian Elimination)
1 q12 q13 ... q1n c1
0 1 q 23 ... q 2 n b2
0 0 1 ... q3n b3
... ... ... ... ... ...
0 0 0 ... q mn c m
Row-Reduced Echelon Form (Gauss-Jordan Elimination)
1 0 0 ... 0 c1
0 1 0 ... 0 b2
0 0 1 ... 0 b3
... ... ... ... ... ...
0 0 0 ... q mn c m

Elementary Row Operations


1. An interchange of rows
2. Multiplication of a row by a non zero number
3. Addition of a number times the elements of one row to the corresponding
elements of another row
Solution of Linear Algebraic Equation by the Method of Inverses

a11 x1  a12 x 2  a13 x3 ...a1n x n  b1


a 21 x1  a 22 x 2  a 23 x3 ...a 2 n x n  b2
a31 x1  a32 x 2  a33 x3 ...a3n x n  b3
a m 1 x1  a m 2 x 2  a m 3 x3 ...a mn x n  bm

 a11 a12 a13 ... a1n b1   x1   b1 


a a 22 a 23 ... a 2 n b2   x 2  b2 
 21
 a31 a32 a33 ... a3n b3   x3   b3 
    
 ... ... ... ... ... ...   ...   ... 
a m1 am2 a m 3 ... a mn bm   x n  bn 

A x B

where A = inverse of the matrix of the coefficient


B = column matrix of constants
X = column matrix of the unknowns
Ax  B
B
x
A
1
x  A B

Solution of an Inverse
Given A=[aij]
Am = matrix of the determinant of the minors of each element of A
Am =[ Mij ]
AmT = transpose of Am
Adjoint of A = AmT
adjA
Therefore A 1 
det A
Solution of Linear Algebraic Equation by the Cramer’s Rule

a11 x1  a12 x 2  a13 x3 ...a1n x n  b1


a 21 x1  a 22 x 2  a 23 x3 ...a 2 n x n  b2
a31 x1  a32 x 2  a33 x3 ...a3n x n  b3

a11 a12 a13 b1 a12 a13 a11 b1 a13 a11 a12 b1


A  a 21 a 22 a 23 Dx1  b2 a 22 a 23 Dx 2  a 21 b2 a 23 Dx3  a 21 a 22 b2
a31 a32 a3 3 b3 a32 a3 3 a31 b3 a3 3 a31 a32 b3

Dx1 Dx 2 Dx3
x1  x2  x3 
A A A

LINEAR SYSTEMS OF THE FORM Ax  x

a11 x1  a12 x 2  a13 x3 ...a1n x n  x1


a 21 x1  a 22 x 2  a 23 x3 ...a 2 n x n  x 2
a31 x1  a32 x 2  a33 x3 ...a3n x n  x3
a m 1 x1  a m 2 x 2  a m 3 x3 ...a mn x n  x n

Characteristic Equation
(  a11 ) x1  a12 x 2  a13 x3 ...a1n x n  0
 a 21 x1  (  a 22 ) x 2  a 23 x3 ...a 2 n x n  0
 a31 x1  a32 x 2  (  a33 ) x3 ...a3n x n  0
 a m 1 x1  a m 2 x 2  a m 3 x3 ...(  a mn ) x n  0

Characteristics Value Matrix


 x1 
  a11  a12  a 13 ...  a1n  x 
 a   a 22  a 23 ...  a 2 n   2
 21
x   x3  Eigen Vector
  a31  a32   a33 ...  a3n   f ( )  
   ... 
 ... ... ... ... ... 
 x n 
  a n1  an2  a n3 ...   a nn 
  Eigen Value
Problem Set No. 2 LINEAR ALGEBRAIC EQUATIONS

1. Solve the following systems by Gauss-Jordan Elimination


A. B.
2 x  5 y  2 z  3w  3 8 x  4 y  12 z  5w  18
3x  6 y  5 z  2w  2 7 x  6 y  13 z  5w  17
4 x  5 y  14 z  14 w  11 4 x  4 y  8 z  3w  10
5 x  10 y  8 z  4 w  4 3x  2 y  5 z  2w  7

2. Solve the following systems by Method of Inverses


A. B.
3 x1  5 x 2  7 x3  2 7 w  2 x  11 y  3 z  42
x1  2 x 2  3 x3  17 10 w  3 x  6 y  4 z  40
3 x1  2 x 2  x3  11 4 w  5 x  4 y  2 z  28
5w  2 x  9 y  5 z  34
3. Solve the following systems using Cramer’s Rule
A. B.
 x1  4 x 2  2 x3  x 4  32 w  x  2y  z  0
2 x1  x 2  7 x3  9 x 4  14  w  3y  2z  2
 x1  x 2  3 x3  x 4  11 2w  x  z  1
x1  2 x 2  x3  4 x 4  4 2 w  2 x  y  3 z  14
Example: GAUSSIAN REDUCTION

Solve the system of linear equation

13 x  10 y  7 z  4
 4x  3y  2z  1
2x  y  4z  7

 13  10 7  4
 4 3  2 1  R2 (3)  R1

 2 1  4 7 

 1  1 1  1
 4 3  2 1  R1 (4)  R2
  R ( 2 )  R
 2 1  4 7  1 3

1  1 1  1 
0  1 2  3 R (1)
  2
0 3  6 9 

1  1 1  1
0 1  2 3  R (3)  R
  2 3

0 3  6 9 

1  1 1  1 x  y  z  1
0 1 2 3  y  2 z  3
 
0 0 0 0  0  0

Let z  c

y  2c  3
y  2c  3
x  (2c  3)  c  1  x 1   2 
x  2c  3  c  1  y   c  2   3
     
xc2  z  1  0
y  2c  3
zc
Example: METHOD OF INVERSES

Solve the system of linear equation


x1  x 2  2 x3  1
2 x1  x3  2
x1  x 2  x3  3

1  1 2   x1  1 
2 0  1  x   2
  2   
1 1 1   x3  3
A x B

x  A 1 B
adjA adjA
Where: A 1  
det A A

adjA  Am
T

 
Am  M ij
Am = matrix of the determinants of the minors of each element
AmT = transpose of Am
adjA = adjoint of A

 0 1 2 1 2 0 
   
 1 1 1 1 1 1 
1  3 2 
 1 2 1 2 1 1   
Am        3  1  2
 1 1 1 1 1 1 
1 5 2 
 1 2 1 2 1 1 
 0  1 
2 1

2 0 

1 3 1
adjA   3  1 5

 2  2 2

1 1 2 1 1
A 2 0 1 2 0
1 1 1 1 1
A  (1)(0)(1)  (1)(1)(1)  (2)(2)(1)  (1)(0)(2)  (1)(1)(1)  (1)(2)(1)  8
1 3 1
 3  1 5
 
  
A 1  
2 2 2
8

x  A 1 B
1 3 1  1  10
x   3  1 5 2  10
1 1
8 8
 2  2 2 3  4 
 x1  5 
 x   1 5 
 2 4  
 x3  2
Example: CRAMER’S RULE

Solve the system of linear equation


3 x1  5 x 2  7 x3  2
x1  2 x 2  3 x3  17
3 x1  2 x 2  x3  11

3 5 7 3 5
A 1 2 3 1  2  (6  45  14  42  18  5)  2
3  2 1 3  2

2 5 7 2 5
Dx1  17  2 3 17  2  (4  165  238  154  12  85)  318
11  2  1 11  2

3 2 7 3 2
Dx 2  1 17 3 1 17  (51  18  77  357  99  2)  410
3 11  1 3 11

3 5 2 3 5
Dx3  1  2 17 1  2  (66  255  4  12  102  55)  156
3  2 11 3  2

Dx1  318
x1    159
A 2
Dx 2  410
x2    205
A 2
Dx3  156
x3    78
A 2

 x1    159 
 x    205
 2  
 x3    78 
Example: CHARACTERISTIC VALUE PROBLEM

Find the characteristic values and the corresponding characteristic vectors of the
following matrix

4 6 6   4  6 6 
1 3 2  
   1   3  2 

 1  5  2  1 5   2

 4 6 6  4 6
(  4)(  3)(  2)  12  30
1  3 2 1  3 =
 6(  3)  10(  4)  6(  2)
1 5 2 1 5

(2  7  12)(  2)  42  6  18  10  40  6  12


3  72  12  22  14  24  28  10
3  52  8  4

1 5 8 4
1 4 4  1
1 4 4 0
 2  4  4  0   2(twice)

If = 1
 3  6  6
  1  2  2 R1  (3)
  R R
 1 5 3  2 3

1 2 2
1 5 3  R1 (1)  R2
  R R
 1  2  2 1 3

1 2 2 
0 3 1  x 1
  3
0 0 0
x  2 x 2  2 x3  0
1 2 2  1
 1 1
0 1 3  x 2  3 x 3  0
0 0 0 
  00

Let  =1
x3  c1
 4
 3 
1
x 2   c1
3  x1    4
 x   c   1    c1 1
 1  2  
x1  2    2c1  0
1
 3 3
 3  x3   1   3
4  
x1   c1
3

If = 2

 2  6  6
  1  1  2 R  (2)
  1
 1 5 4 

1 3 3
 1  1  2 R1  R2
  R (1)  R
 1 5 4  1 3

1 3 3 1
 0 2 1 R 2 
  2
0 2 1 R2 (2)  R3

x  3 x 2  3 x3  0
1 3 3  1
 1 1
0 1 2  x 2  2 x 3  0
0 0 0 
 00
Let
 3
x3  c 2  2 
 x1   1 3
1
x2   c2  x   c    c '  1 
2  2 2
 2
2  
 x3   1  
 
 2
 1  3 3
x1  3  c 2   3c 2  c 2  3c 2   c 2  
 2  2 2
The Gaussian Elimination
Procedure:

The equations are first arranged in rows; similar terms on the same column. The literals
may be omitted resulting into the so called “Augmented Matrix”. This is a more concise
way of writing the system.

The method entails the task of reducing the square matrix into an “upper triangular
matrix” by a series of row operations also known as “forward elimination.” Solving the
other variables from the upper triangular matrix is called “back substitution”.

Example:

12x + 4y – 3z = 50
2x +32y +2z = 180
X + 6y - 18z = -74

Writing in matrix format,

The Augmented Matrix is

A,B =

Using forward elimination and considering the requirement to increase zeros before the
first nonzero entry of each row successively row by row by elimination(with 1st row as
“pivot” for the first round), the upper triangular matrix of A,B becomes

Note: A,B above is said to be in “echelon form”. The first nonzero entry of each row is
called “distinguished entry”.
Writing A,B in conventional linear system form,

X + 0.333y - 0.25z = 4.167

Y + 0.0798z = 5.479

Z =6

The third equation shows that z = 6. Thus by “back substitution” to equation 2 and then
to equation 1, the values of x and y are 4 and 5 respectively.

The Gauss-Jordan Elimination

This method is very similar to the Gaussian elimination but the process of elimination is
continued with respect to each “distinguished entry” of a row, such that these
distinguished entries shall:

1. Be equal to 1 only;
2. Be the only nonzero entry of the column where it is found.

The resulting matrix reduced using the Gauss-Jordan elimination is called the “row
reduced echelon form” (rref) of the given matrix.

Thus, when an Augmented Matrix A,B is reduced further to rref, the solution of the
equivalent linear system is established without the need of using back substitution. The
rref of A,B above is shown as

SQUARE MATRICES
A square matrix is a matrix whose number of rows and columns are equal; thus the shape
of the matrix is n-square or n x n. Sometimes it is convenient to indicate the shape of the
square matrix as “order n”.

The following are examples of matrices of order 3 (3 x 3 ):

A= B=
Note: The rules for addition and matrix multiplication of matrices shall also apply to
square matrices.

DIAGONAL AND TRACE

Let A = n-square matrix

The diagonal or main diagonal of the square matrix are the entries with the same i-j
subscripts: a11, a22, a33, … ann

The “trace” of A, tr(A), is the sum of these diagonal elements…

tr(A) = : a11 + a22 + a33. . . + ann

IDENTITY OR UNIT MATRICES

The unit or Identity matrix denoted by I, is a square matrix whose diagonal entries are all
equal to 1 and all other entries zeros.

I= I=

For any square matrix A,

AI = IA = A

POWERS OF A SQUARE MATRIX A

Let A = n-square matrix

A2 = AA A3 = A2A A(n+1) = AnA A0 = I (Identity


Matrix)

POLYNOMIALS IN MATRICES

Let A = n-square matrix


Consider the polynomial f(x) = a0 + a1x + a2x2 + . . . + anxn

f(A) = a0I + a1A + a2A2 + . . . + anAn

ai = scalars
Note: If f(A) results into the zero matrix, A is a root of the polynomial f(x).
INVERTIBLE MATRICES

Let A and B = n-square matrices

If AB = BA = I, then A and B are invertible matrices. I = Identity matrix

Let B = A-1

Then A-1 is the inverse of A.

For a 2 x 2 matrix A =

Solve for x, y, z and w by expansion of the matrix product on the left side of the equation.
These are the elements of the inverse of A, A-1

If = determinant of matrix A = ad – bc

Then A-1 = (see matrix A above and its elements a, b, c and d)

The above condition applies to all 2 x2 matrices only; however if = 0, then A is non-
invertible (no inverse). This also applies to all n-square matrices.

Consider a 3 x 3 matrix A and its inverse A-1 :

A= A-1 = I=
Expanding the matrix product AB = I yields nine equations in nine unknowns x1, x2, x3,
…etc

By solving these 9 equations, the values of x1, x2, x3, etc are obtained through
elimination and substitution and they represent the entries of the inverse.

Another solution: Consider the matrices A and I above:

Let B =

If B is reduced to rref (row reduced echelon form) using Gauss-Jordan elimination, the
elements of the last 3 columns of B are the elements of A-1

Note: ≠0 above

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