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E1BAPP07 11/02/2010 11:45:58 Page 1

Appendix G: Matrices,
Determinants, and Systems
of Equations

G.1 Matrix Definitions and Notations


Matrix
An m  n matrix is a rectangular or square array of elements with m rows and n
columns. An example of a matrix is shown in Eq. (G.1).
2 3
a11 a12  a1n
6a  7
6 21 a22 a2n 7
A¼6
6 .. .. .. .. 7
7 ðG:1Þ
4 . . . . 5
am1 am2    amn

For each subscript, aij, i ¼ the row, and j ¼ the column. If m ¼ n, the matrix is said to
be a square matrix.

Vector
If a matrix has just one row, it is called a row vector. An example of a row vector
follows:

B ¼ ½ b11 b12    b1n  ðG:2Þ

If a matrix has just one column, it is called a column vector. An example of a column
vector follows:
2 3
c11
6c 7
6 12 7
C¼6
6 ..
7
7 ðG:3Þ
4 . 5
cm1

1
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2 Appendix G: Matrices, Determinants, and Systems of Equations

Partitioned Matrix
A matrix can be partitioned into component matrices or vectors. For example, let
2 3 2 3
a11 a12 a13 a14 a11 a12 a13 a14
6a  
6 21 a22 a23 a24 7 6
7 6 a21 a22 a23 a24 7
7 A11 A12
A¼6 7¼6 7 ¼ ðG:4Þ
4 a31 a32 a33 a34 5 4 a31 a32 a33 a34 5 A21 A22
a41 a42 a43 a44 a41 a42 a43 a44

where
2 3 2 3
a11 a12 a13 a14
6 7 6 7
A11 ¼ 4 a21 a22 5; A12 ¼ 4 a23 a24 5
a31 a32 a33 a34
A21 ¼ ½ a41 a42 ; A22 ¼ ½ a43 a44 

Null Matrix
A matrix with all elements equal to zero is called the null matrix; that is, aij ¼ 0 for all
i and j An example of a null matrix follows:
2 3
0 0 0  0
60  07
6 0 0 7
A¼6
6 .. .. .. .. .. .. .. 7
7 ðG:5Þ
4. . . . . . .5
0 0 0 0 0 0 0

Diagonal Matrix
A square matrix with all elements off of the diagonal equal to zero is said to
be a diagonal matrix; that is, aij ¼ 0 for i 6¼ j. An example of a diagonal matrix
follows:
2 3
a11 0 0  0
6 7
6 0 a22 0    0 7
6 7
6 0 a33    0 7
A¼6 0 7 ðG:6Þ
6 . .. .. .. .. 7
6 . 7
4 . . . . . 5
0 0 0    ann

Identity Matrix
A diagonal matrix with all diagonal elements equal to unity is called an identity
matrix and is denoted by I; that is, aij ¼ 1 for i ¼ j, and aij ¼ 0 for i 6¼ j. An example of
an identity matrix follows:
2 3
1 0 0  0
60 0  07
6 1 7
A¼6
6 .. .. .. .. .. 7
7 ðG:7Þ
4. . . . .5
0 0 0  1
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G.1 Matrix Definitions and Notations 3

Symmetric Matrix
A square matrix for which aij ¼ aji is called a symmetric matrix. An example of a
symmetric matrix follows:
2 3
3 8 7
6 7
A ¼ 48 9 25 ðG:8Þ
7 2 4

Matrix Transpose
The transpose of matrix A, designated AT, is formed by interchanging the rows
and columns of A. Thus, if A is an m  n matrix with elements aij, the transpose is an
n  m matrix with elements aji. An example follows. Given
2 3
1 7 9
6 2 6 3 7
6 7
A¼6 7 ðG:9Þ
4 4 8 55
1 3 2

then
2 3
1 2 4 1
6 7
AT ¼ 4 7 6 8 35 ðG:10Þ
9 3 5 2

Determinant of a Square Matrix


The determinant of a square matrix is denoted by det A, or
2 3
a11 a12    a1n
6a a2n 7
6 21 a22    7
6 . .. .. .. 7 ðG:11Þ
6 . 7
4 . . . . 5
am1 am1    amn
The determinant of a 2  2 matrix,
 
a11 a12
A¼ ðG:12Þ
a21 a22

is evaluated as
 
 a11 a12 
det A ¼  ¼ a11 a22  a21 a12 ðG:13Þ
a21 a22 

Minor of an 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 ¼  6 9 2  ðG:14Þ
 
5 1 4
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4 Appendix G: Matrices, Determinants, and Systems of Equations

The minor M32 is the determinant formed by removing the third row and the second
column from det A. Thus,
 
3 7
M32 ¼   ¼ 36 ðG:15Þ
6 2

Cofactor of an Element
The cofactor, Cij, of element aij of det A is defined to be

Ci j ¼ ð1ÞðiþjÞ Mi j ðG:16Þ

For example, given the determinant of Eq. (G.14)


 
ð2þ1Þ

3 8 7 
C21 ¼ ð1Þ M21 ¼ ð1Þ  ¼ 25 ðG:17Þ
1 4

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
P
n
det A ¼ aik Cik ðG:18Þ
k¼1

where n ¼ number of columns of A; j is the jth row selected to expand by minors; and
Cik is the cofactor of aik. Expanding along any column, we find
P
m
det A ¼ akj Ckj ðG:19Þ
k¼1

where m ¼ number of rows of A; j is the jth column selected to expand by minors;


and Ckj is the cofactor of akj. For example, if
2 3
1 3 2
6 7
A ¼ 4 5 6 7 5 ðG:20Þ
8 5 4

then, expanding by minors on the third column, we find


     
 5 6  1 3  1 3 

det A ¼ 2   ð7Þ  þ 4 ¼ 195 ðG:21Þ
8 5  8 5  5 6
Expanding by minors on the second row, we find
     
3 2  1 2  1 3 
det A ¼ ð5Þ  þ 6   ð7Þ ¼ 195 ðG:22Þ
5 4 8 4 8 5

Singular Matrix
A matrix is singular if its determinant equals zero.

Nonsingular Matrix
A matrix is nonsingular if its determinant does not equal zero.
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G.2 Matrix Operations 5

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,
2 3
C11 C12  C1n T
6C  C2n 7
6 21 C22 7
adj A ¼ 6
6 .. .. .. .. 7
7 ðG:23Þ
4 . . . . 5
Cn1 Cn2  Cnn
For example, consider the following matrix:
2 3
1 2 3
6 7
A ¼ 4 1 4 5 5 ðG:24Þ
6 8 7
Hence,
2      3
4 5   1 5   1 4  T
  
6 8 7 7  6 87 2 3
6 6 7
6      7 12 10 2
6 2 3  1 3  1 27
adj A ¼ 6    7 ¼6 7
6  8 7 6 7 87
4 37 11 8 5 ðG:25Þ
6 6 7
6      7 32 4 6
4 2
 3   1 3   1 2  5
4  
5 1 5  1 4

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:
2 3
1 5 2
6 7
A¼4 4 7 5 5 ðG:26Þ
3 15 6
The determinant of A ¼ 0. Since the determinant is zero, the 3  3 matrix is singular.
Choosing the submatrix
 
1 5
A¼ ðG:27Þ
4 7
whose determinant equals 27, we conclude that A is of rank 2.

G.2 Matrix Operations


Addition
The sum of two matrices, written A + B ¼ C, is defined by aij + bij ¼ cij. For example,
     
2 1 7 5 9 6
þ ¼ ðG:28Þ
3 5 4 3 1 8
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6 Appendix G: Matrices, Determinants, and Systems of Equations

Subtraction
The difference between two matrices, written A – B ¼ C, is defined by aij – bij ¼ cij.
For example,
     
2 1 7 5 5 4
 ¼ ðG:29Þ
3 5 4 3 7 2

Multiplication Pn
The product of two matrices, written AB ¼ C, is defined by cij ¼ aik bkj. For
example, if k¼1

2 3
  b11 b12 b13
a11 a12 a13 6 7
A¼ ; B ¼ 4 b21 b22 b23 5 ðG:30Þ
a21 a22 a23
b31 b32 b33

then
 
ða11 b11 þ a12 b21 þ a13 b31 Þ ða11 b12 þ a12 b22 þ a13 b32 Þ ða11 b13 þ a12 b23 þ a13 b33 Þ

ða21 b11 þ a22 b21 þ a23 b31 Þ ða21 b12 þ a22 b22 þ a23 b32 Þ ða21 b13 þ a22 b23 þ a23 b33 Þ
ðG:31Þ
Notice that muitiplicalion is defined only if the number of columns of A equals the
number of rows of B.

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
A¼ ðG:32Þ
a21 a22

then
 
ka11 ka12
kA ¼ ðG:33Þ
ka21 ka22

Inverse
An n  n square matrix, A, has an inverse, denoted by A1, which is defined by

AA1 ¼ I ðG:34Þ
where I is an n  n identity matrix. The inverse of A is given by

adj A
A1 ¼ ðG:35Þ
det A

For example, find the inverse of A in Eq.(G.24). The adjoint was calculated in
Eq. (G.25). The determinant of A is
     
4 5  2 3  2 3 
det A ¼ 1   ð1Þ 
8  þ 6 
4 ¼ 34 ðG:36Þ
8 7 7 5
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G.3 Matrix and Determinant Identities 7

Hence,
2 3
12 10 2
6 7
4 37 11 8 5 2 3
0:353 0:294 0:059
32 4 6 6 7
A1 ¼ ¼ 4 1:088 0:324 0:235 5 ðG:37Þ
34
0:941 0:118 0:176

G.3 Matrix and Determinant Identities


The following are identities that apply to matrices and determinants.

Matrix Identities
Commutative Law
AþB¼BþA ðG:38Þ

AB 6¼ BA ðG:39Þ
Associative Law

A þ ðB þ CÞ ¼ ðA þ BÞ þ C ðG:40Þ

AðBCÞ ¼ ðABÞC ðG:41Þ

Transpose of Sum

ðA þ BÞT ¼ AT þ BT ðG:42Þ

Transpose of Product

ðABÞT ¼ BT AT ðG:43Þ

Determinant Identities
Multiplication of a Single Row or Single Column of a Matrix, A, by a Constant
If a single row or single column of a matrix, A, is multiplied by a constant, k, forming
the matrix, A,~ then

~ ¼ k det A
det A ðG:44Þ

Multiplication of All Elements of an n  n Matrix, A, by a Constant

detðkAÞ ¼ kn det A ðG:45Þ

Transpose

det AT ¼ det A ðG:46Þ


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8 Appendix G: Matrices, Determinants, and Systems of Equations

Determinant of the Product of Square Matrices


det AB ¼ det A det B ðG:47Þ

det AB ¼ det BA ðG:48Þ

G.4 Systems of Equations


Representation
Assume the following system of n linear equations:
a11 x1 þ a12 x2 þ    þ a1n ¼ b1
a21 x1 þ a22 x2 þ    þ a2n ¼ b2
.. ðG:49Þ
.
an1 x1 þ an2 x2 þ    þ ann ¼ bn
This system of equations can be represented in vector-matrix form as
Ax ¼ B ðG:50Þ

where
2 3 2 3 2 3
a11 a12  a1n b1 x1
6a    a2n 7 6b 7 6x 7
6 21 a22 7 6 27 6 27
A¼6
6 .. .. .. .. 7
7; B¼6 7
6 .. 7; x¼6 7
6 .. 7
4 . . . . 5 4 . 5 4 . 5
an1 an2    ann bn xn
For example, the following system of equations,
5x1 þ 7x2 ¼ 3 ðG:51aÞ

8x1 þ 4x2 ¼ 9 ðG:51bÞ


can be represented in vector-matrix form as Ax ¼ B, or
    
5 7 x1 3
¼ ðG:52Þ
8 4 x2 9

Solution via Matrix Inverse


If A is nonsingular, we can premultiply Eq. (G.50) by A1, yielding the solution x. Thus,

x ¼ A1 B ðG:53Þ
For example, premultiplying both sides of Eq. (G.52) by A1, where
 1  
1 5 7 0:0526 0:0921
A ¼ ¼ ðG:54Þ
8 4 0:1053 0:0658
we solve for x ¼ A1B as follows:
      
x1 0:0526 0:0921 3 0:987
¼ ¼ ðG:55Þ
x2 0:1053 0:0658 9 0:276
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Bibliography 9

Solution via Cramer’s Rule


Equation (G.53) allows us to solve for all unknowns, xi, where i ¼ 1 to n. If we are
interested in a single unknown, xk, then Cramer’s rule can be used. Given Eq. (G.50),
Cramer’s rule states that
det Ak
xk ¼ ðG:56Þ
det A
where Ak; is a matrix formed by replacing the kth column of A by B. For example,
solve Eq. (G.52). Using Eq. (G.56) with
   
5 7 3
A¼ ; B¼
8 4 9

we find
 
 3 7 

 9 4  75

x1 ¼  ¼ ¼ 0:987 ðG:57Þ
 5 7  76
 8 4

and
 
 5 3 

 8 9  21
x2 ¼   ¼
 ¼ 2:276 ðG:58Þ
 5 7 76
 8 4 

Bibliography
Dorf, R. C. Matrix Algebra—A Programmed Introduction. Wiley, New York, 1969.
Kreyszig, E. Advanced Engineering Mathematics. 4th ed. Wiley, New York, 1979.
Wylie, C. R., Jr. Advanced Engineering Mathematics. 5th ed. McGraw-Hill, New York, 1982.
E1BAPP07 11/02/2010 11:46:0 Page 10

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