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Mat Rice
Mat Rice
What is a matrix?
21 62 33 93
A 44 95 66 13
3x4
77 38 79 33
Sizing a matrix
Definition
Two matrices are equal if they are of the same size and if their
corresponding elements are equal.
Example
Let A 1 2 4.
7 2 0
3 1 3 (2) 3 4 3 6 12
3A .
3 7 3 ( 3) 3 0 21 9 0
Observe that A and 3A are both 2 3 matrices.
Subtraction
Definition
We now define subtraction of matrices in such a way that makes it
compatible with addition, scalar multiplication, and negation. Let
A – B = A + (–1)B
Example
A B = AB
mr rn mn
Example
If A is a 5 6 matrix and B is an 6 7 matrix.
Because A has six columns and B has six rows. Thus AB exits.
And AB will be a 5 7 matrix.
Special Matrices
Definition
A zero matrix is a matrix in which all the elements are zeros.
A diagonal matrix is a square matrix in which all the elements
not on the main diagonal are zeros.
An identity matrix is a diagonal matrix in which every diagonal
element is 1.
a11 0 0 1 0 0
0 0 0 0 a22 0 I n 0 1 0
0mn 0 0 0 A
0 0 0 0 0 1
0 0 ann
b1i b1i
b b
( AB )3i [a31 a32 a3n ] 2i [0 0 0] 2i 0, i.
b
ni bni
Algebraic Properties of Matrix
Operations
Theorem
Let A, B, and C be matrices and a, b, and c be scalars. Assume that the
size of the matrices are such that the operations can be performed.
Properties of Matrix Addition and scalar Multiplication
1. A + B = B + A Commutative property of addition
2. A + (B + C) = (A + B) + C Associative property of addition
3. A + O = O + A = A (where O is the appropriate zero matrix)
4. c(A + B) = cA + cB Distributive property of addition
5. (a + b)C = aC + bC Distributive property of addition
6. (ab)C = a(bC)
Theorem
Let A, B, and C be matrices and a, b, and c be scalars. Assume that the
size of the matrices are such that the operations can be performed.
Properties of Matrix Multiplication
1. A(BC) = (AB)C Associative property of multiplication
2. A(B + C) = AB + AC Distributive property of multiplication
3. (A + B)C = AC + BC Distributive property of multiplication
4. AIn = InA = A (where In is the appropriate zero matrix)
5. c(AB) = (cA)B = A(cB)
Note: AB BA in general. Multiplication of matrices is not
commutative.
Proof of Thm. (A+B=B+A)
Consider the (i,j)-th elements of matrices A+B and B+A:
( A B ) ij aij bij bij aij ( B A) ij .
A+B=B+A
Example
Let A 1 3, B 3 7 , and C 0 2.
4 5 8 1 5 1
A B C 1 3 3 7 0 2
4 5 8 1 5 1
1 3 0 3 7 2 4 6.
4 8 5 5 1 1 9 5
Example
4
Let A 1 2, B 0 1 3, and C 1 .
Compute ABC.
3 1 1 0 2
0
Sol. Which method is better?
(1) (AB)C
AB 1 2 0 1 3 2 1 1.
3 1 1 0 2 1 3 11
2 1 1 4 9
( AB )C 1 .
1 3 11 0 1
(2) A(BC)
4
BC 0 1 3 1 1
1 0 2 0 4
A( BC ) 1 2 1 9. A(BC) is better.
3 1 4 1
Remark
In algebra we know that the following cancellation laws apply.
If ab = ac and a 0 then b = c.
If pq = 0 then p = 0 or q = 0.
However the corresponding results are not true for matrices.
AB = AC does not imply that B = C.
PQ = O does not imply that P = O or Q = O.
Example
1 2 1 2 3 8
(1) Consider the matrices A , B 2 1, and C 3 2.
2 4
3 4
Observe that AB AC , but B C.
6 8
1 2 2 6
(2) Consider the matrices P , and Q .
2 4 1 3
Observe that PQ O, but P O and Q O.
Powers of Matrices
Definition
If A is a square matrix, then
Ak
AA
A
k times
Theorem
If A is an n n square matrix, r and s are nonnegative integers,
then
1. ArAs = Ar+s.
2. (Ar)s = Ars.
3. A0 = In (by definition)
Example
1 2
If A , compute A 4
.
1 0
Solution 1 2 1 2 3 2
A
2
1 0 1 0 1 2
3 2 3 2 11 10
A
4
.
1 2 1 2 5 6
Definition
(1) A square matrix A is said to be idempotent if A2=A.
(2) A square matrix A is said to nilpotent if there is a
p
positive integer p such that A =0. The least integer p such that
p
A =0 is called the degree of nilpotency of the matrix.
Example
3 6 2 3 6
(1) A ,A A.
1 2 1 2
3 9 2 0 0
(2) B ,B . The degree of nilpotency : 2
1 3 0 0
Transpose of a Matrix
Definition
The transpose of a matrix A, denoted At, is the matrix whose
columns are the rows of the given matrix A.
i.e., A : m n At : n m, ( At )ij A ji i, j.
Example
A 2 7 , B 1 2 7, and C 1 3 4.
8 0 4 5 6
1 4 1
At 2 8 C 3.
t
B t
2 5
7 0 4
7 6
Theorem (Properties of Transpose)
a jn
Symmetric Matrix
Definition
A symmetric matrix is a matrix that is equal to its transpose.
Example match
1 0 2 4
0 1 4 0 9
2 5
1 7 8 7 3
5 4 2 2 3
4 8 3 4
3
9 3 6 match
Example
Let A and B are symmetric matrices of the same size. Prove that
the product AB is symmetric if and only if AB = BA.
Proof
*We have to show (a) AB is symmetric AB = BA,
and the converse, (b) AB is symmetric AB = BA.
() Let AB be symmetric, then
AB= (AB)t by definition of symmetric matrix
= BtAt by Thm (3)
= BA since A and B are symmetric
() Let AB = BA, then
(AB)t = (BA)t
= AtBt by Thm (3)
= AB since A and B are symmetric
Example
Let A be a symmetric matrix. Prove that A2 is symmetric.
Proof
( A ) ( AA) ( A A ) AA A
2 t t t t 2
Definition
Let A be a square matrix. The trace of A, denoted tr(A) is the sum
of the diagonal elements of A. Thus if A is an n n matrix.
tr(A) = a11 + a22 + … + ann
Example
4 1 2
Determine the trace of the matrix A 2 5 6.
7 3 0
Solution
We get
tr ( A) 4 (5) 0 1.
Theorem (Properties of Trace)
Let A and B be matrices and c be a scalar. Assume that the sizes
of the matrices are such that the operations can be performed.
1. tr(A + B) = tr(A) + tr(B)
2. tr(AB) = tr(BA)
3. tr(cA) = c tr (A)
4. tr(At) = tr(A)
Proof of (1)
Since the diagonal element of A + B are (a11+b11), (a22+b22), …,
(ann+bnn), we get
tr(A + B) = (a11 + b11) + (a22 + b22) + …+ (ann + bnn)
= (a11 + a22 + … + ann) + (b11 + b22 + … + bnn)
= tr(A) + tr(B).
Example of (2) tr(AB)=tr(BA)
1 3
3 2 1
A 2 0 , B
1 0 1
1 2
0 2 2
8 11
AB 6 4 2, BA
2 5
1 2 1
tr ( AB) 3 tr ( BA)
The Inverse of a Matrix
Definition
Let A be an n n matrix. If a matrix B can be found such that
AB = BA = In, then A is said to be invertible and B is called the
inverse of A. If such a matrix B does not exist, then A has no
inverse. (denote B = A1, and Ak=(A1)k )
Example 2 1
Prove that the matrix A 1 2 has inverse B 3 1 .
3 4 2 2
Proof
2 1
AB 1 2 3 1 1 0 I 2
3 4 2 2 0 1
2 1 1 2 1 0
BA 3 1 I2
2 23 4
0 1
Thus AB = BA = I2, proving that the matrix A has inverse B.
Theorem
The inverse of an invertible matrix is unique.
Proof
Let B and C be inverses of A.
Thus AB = BA = In, and AC = CA = In.
Multiply both sides of the equation AB = In by C.
C(AB) = CIn
(CA)B = C
In B = C
B=C
Thus an invertible matrix has only one inverse.
Gauss-Jordan Elimination for finding
the Inverse of a Matrix
Let A be an n n matrix.
1. Adjoin the identity n n matrix In to A to form the matrix
[A : In].
2. Compute the reduced echelon form of [A : In].
If the reduced echelon form is of the type [In : B], then B is
the inverse of A.
If the reduced echelon form is not of the type [In : B], in that
the first n n submatrix is not In, then A has no inverse.
1
0 1 1
Thus, A 5 3 1.
3 2 1
Example
Determine the inverse of the following matrix, if it exist.
1 1 5
A 1 2 7
2 1 4
Solution
1 1 5 1 0 0 1 1 5 1 0 0
[ A : I 3 ] 1 2 7 0 1 0 R2 (1)R1 0 1 2 1 1 0
2 1 4 0 0 1 R3 (2)R1 0 3 6 2 0 1
1 0 3 2 1 0
R1 ( 1)R2 0 1 2 1 1 0
R3 3R2 0 0 0 5 3 1
There is no need to proceed further.
The reduced echelon form cannot have a one in the (3, 3) location.
The reduced echelon form cannot be of the form [In : B].
Thus A–1 does not exist.
Properties of Matrix Inverse
Let A and B be invertible matrices and c a nonzero scalar, Then
1. ( A1 ) 1 A 4. ( An ) 1 ( A1 ) n
1 1 1
2. (cA) A 5. ( At ) 1 ( A1 ) t
1
c 1 1
3. ( AB) B A
Proof
1. By definition, AA1=A1A=I.
2. (cA)( 1c A1 ) I ( 1c A1 )(cA)
3. ( AB)( B 1 A1 ) A( BB 1 ) A1 AA1 I ( B 1 A1 )( AB)
4. A n ( A 1 ) n
A
A
A 1 1
A
I ( A 1 ) n A n
n times n times
5. AA1 I , ( AA1 ) t ( A1 ) t At I ,
A1 A I , ( A1 A) t At ( A1 ) t I ,
Example
If A 4 1, then it can be shown that A1 1 1. Use this
3 1 3 4
information to compute ( At ) 1.
Solution
t
t 1 1 1
1 t
(A ) (A ) 1 3
.
3 4 1 4
Theorem
Let AX = Y be a system of n linear equations in n variables.
If A–1 exists, the solution is unique and is given by X = A–1Y.
Proof
(X = A–1Y is a solution.)
Substitute X = A–1Y into the matrix equation.
AX = A(A–1Y) = (AA–1)Y = InY = Y.
Example 1 0 0
R2 R3 E1 0 0 1
0 1 0
1 0 0
1 0 0
I 3 0 1 0 5R2
E2 0 5 0
0 0 1
0 0 1
1 0 0
R2+ 2R1
E3 2 1 0
0 0 1
Elementary Matrices
elementary row operation, elementary matrix。
a b c 1 0 0
R2 R3 g h i 0 0 1 A E1 A
d e f 0 1 0
a b c
a b c 1 0 0
A d e f
5R2
5d 5e 5 f 0 5 0 A E2 A
g h i g h i 0 0 1
a b c 1 0 0
d 2a e 2b f 2c 2 1 0 A E3 A
R2+ 2R1
g h i 0 0 1
Notes for elementary matrices
Each elementary matrix is invertible.
Example
I E1 E1 I , i.e., E2 E1 I
R1 2 R 2 R1 2 R 2
1 0 0 1 2 0 1 2 0
I 0 1 0 E1 0 1 0 E2 0 1 0
0 0 1 0 0 1 0 0 1