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Matrices
Matrices
Notation
The set of all 𝑚 × 𝑛 matrices is denoted by ℳ𝑚,𝑛 𝐾 , where 𝐾 is the
underlying field. In the case where 𝑚 = 𝑛, we write ℳ𝑛 𝐾 to denote
the matrices of size 𝑛 × 𝑛.
Matrix operations
Equality
Two matrices 𝐴 = 𝑎𝑖𝑗 1≤𝑖≤𝑚 , 𝐵 = 𝑏𝑖𝑗 1≤𝑖≤𝑚 are equal if, and only if,
1≤𝑗≤𝑛 1≤𝑗≤𝑛
𝑎𝑖𝑗 = 𝑏𝑖𝑗 for all 𝑖 ∈ 1,2, ⋯ , 𝑚 and 𝑗 ∈ 1,2, ⋯ , 𝑛 .
Matrix operations
Sum of matrices
Let 𝐴 = 𝑎𝑖𝑗 1≤𝑖≤𝑚 , 𝐵 = 𝑏𝑖𝑗 1≤𝑖≤𝑚 ∈ ℳ𝑚,𝑛 𝐾 . Then
1≤𝑗≤𝑛 1≤𝑗≤𝑛
𝐴 + 𝐵 = 𝑎𝑖𝑗 + 𝑏𝑖𝑗
𝑖𝑗
Example 8
1 −1 0 1 0 3 2 −1 3
3 1 2 + −1 −2 5 = 2 −1 7
0 4 −2 3 0 −1 3 4 −3
Matrix operations
Multiplication by a scalar
Let 𝐴 = (𝑎𝑖𝑗 )1≤𝑖≤𝑚 ∈ ℳ𝑚,𝑛 𝐾 and 𝛼 ∈ 𝐾. Then
1≤𝑗≤𝑛
𝛼𝐴 = 𝛼𝑎𝑖𝑗
𝑖𝑗
Example 9
1 −1 0 −2 2 0
−2 3 1 2 = −6 −2 −4
0 4 −2 0 −8 4
Matrix operations
Product of two matrices
Let 𝐴 = 𝑎𝑖𝑗 1≤𝑖≤𝑚 ∈ ℳ𝑚,𝑛 𝐾 and 𝐵 = 𝑏𝑖𝑗 1≤𝑖≤𝑛 ∈ ℳ𝑛,𝑟 𝐾 .
1≤𝑗≤𝑛 1≤𝑗≤𝑟
𝐴𝐵
2×1+3×2+1×1 2 × −1 + 3 × 1 + 1 × 3
=
−3 × 1 + 0 × 2 + (−1) × 1 −3 × −1 + 0 × 1 + (−1) × 3
9 4
𝐴𝐵 =
−4 0
Product of matrices
Proposition 1
The product of matrices is associative.
Product of matrices
The product of two matrices is not commutative.
Example 11
1 −1 −1 2
Set 𝐴 = ;𝐵 =
2 3 1 4
−2 −2
𝐴𝐵 =
1 16
and
3 7
𝐵𝐴 = .
9 11
We have 𝐴𝐵 ≠ 𝐵𝐴.
Vector space of matrices
Theorem 1
ℳ𝑚,𝑛 𝐾 endowed with the addition and the multiplication by a scalar
is a 𝐾- vector space.
Theorem 2
The vector space ℳ𝑚,𝑛 𝐾 has dimension 𝑚𝑛.
The matrices 𝐸𝑖𝑗 , 1 ≤ 𝑖 ≤ 𝑚, 1 ≤ 𝑗 ≤ 𝑛, form a basis of ℳ𝑚,𝑛 𝐾 .
Ring of square matrices
Theorem 3
ℳ𝑛 𝐾 , +,∙ is a non commutative ring.
Remark 1
ℳ𝑛 𝐾 , +,∙ has zero divisors.
Example 12
0 −1 2 −3
Set 𝐴 = and 𝐵 = .
0 5 0 0
0 0 0 0 0 0
We have 𝐴 × 𝐵 = with 𝐴 ≠ and 𝐵 ≠ .
0 0 0 0 0 0
Invertible Matrices
Definition 4
Let 𝐴 ∈ ℳ𝑛 𝐾 . The square matrix 𝐴 is said to be invertible if there
exists a matrix 𝐵 ∈ ℳ𝑛 𝐾 such that 𝐴𝐵 = 𝐵𝐴 = 𝐼𝑛 .
In this case 𝐵 is called the inverse matrix of 𝐴.
If 𝐴 is invertible, 𝐵 is denoted by 𝐴−1 .
The set of invertibles matrices of size 𝑛 × 𝑛 is denoted by 𝐺𝐿(𝑛, 𝐾).
Invertible Matrices
Example 13
1 −1
The inverse of 𝐴 = is
2 1
1 1
3 3 1 1 1
𝐵= −2 1 = .
3 −2 1
3 3
We have 𝐴𝐵 = 𝐵𝐴 = 𝐼2 .
Invertible Matrices
Proposition 2
Let 𝐴, 𝐵 ∈ ℳ𝑛 𝐾 two invertible matrices. Then 𝐴𝐵 is invertible and
(𝐴𝐵)−1 = 𝐵−1 𝐴−1 .
Proposition 3
Let 𝐴, 𝐵 ∈ ℳ𝑛 𝐾 . If 𝐴𝐵 = 𝐼𝑛 , then 𝐵𝐴 = 𝐼𝑛 .
Matrix power
Let 𝐴 be a matrix of size 𝑛 × 𝑛 and 𝑚 ∈ ℕ.
We define
𝐴𝑚 = 𝐴 ∙ 𝐴 ∙ ⋯ ∙ 𝐴 (𝑚 times),
and
𝐴0 = 𝐼𝑛 .
If 𝐴 is invertible, we define
𝐴−𝑚 = (𝐴−1 )𝑚 = 𝐴−1 ∙ 𝐴−1 ∙ ⋯ ∙ 𝐴−1 (𝑚 times).
Matrix power
Theorem 4
Let 𝐴 be an invertible matrix. Then
1. 𝐴−1 is invertible and 𝐴−1 −1 = 𝐴
2. 𝐴𝑚 is invertible and 𝐴𝑚 −1 = 𝐴−𝑚 .
−1 1 −1
3. 𝑘𝐴 is invertible if 𝑘 ≠ 0 and (𝑘𝐴) = 𝐴 .
𝑘
Row Reduced Echelon Form (RREF)
Definition 9
We say that a matrix in Row Echelon Form (REF) is in Row Reduced
Echelon Form (RREF) if it satisfies the following additional conditions :
1. All the pivots are 1.
2. Each pivot is the only nonzero entry in its column.
Theorem 5
The Row Reduced Echelon Form of a matrix is unique.
Examples
Example 14
The matrix
1 0 1 2
0 1 3 4
0 0 0 0
is in RREF, while the matrix
1 0 0 0
0 1 2 0
0 0 1 0
Is not in RREF.
Computing the inverse of a matrix using RREF
𝑅2 : = 𝑅2 − 4𝑅1 ; 𝑅3 : = 𝑅3 + 𝑅1
1 2 1 ⋮ 1 0 0 1 2 1 ⋮ 1 0 0
4 0 −1 ⋮ 0 1 0 ⟶ 0 −8 −5 ⋮ −4 1 0
−1 2 2 ⋮ 0 0 1 0 4 3 ⋮ 1 0 1
Computing the inverse of a matrix using RREF
−1
𝑅2 ≔ 𝑅2
8
1 2 1 ⋮ 1 0 0
1 2 1 ⋮ 1 0 0 5 1 −1
0 −8 −5 ⋮ −4 1 0 → 0 1 ⋮ 0
0 4 3 ⋮ 1 0 1 8 2 8
0 4 3 ⋮ 1 0 1
Computing the inverse of a matrix using RREF
𝑅3 : = 𝑅3 − 4𝑅2
1 2 1 ⋮ 1 0 0
1 2 1 ⋮ 1 0 0 5 1 −1
5 1 −1 0 1 ⋮ 0
0 1 ⋮ 0 ⟶ 8 2 8
8 2 8 1 1
0 4 3 ⋮ 1 0 1 0 0 ⋮ −1 1
2 2
Computing the inverse of a matrix using RREF
𝑅3 : = 2𝑅3
1 2 1 ⋮ 1 0 0
5 1 −1 1 2 1 ⋮ 1 0 0
0 1 ⋮ 0 5 1 −1
8 2 8 ⟶ 0 1 ⋮ 0
1 1 8 2 8
0 0 ⋮ −1 1 0 0 1 ⋮ −2 1 2
2 2
Computing the inverse of a matrix using RREF
5
𝑅2 : = 𝑅2 − 𝑅3 ; 𝑅1 ≔ 𝑅1 − 𝑅3
8
1 2 1 ⋮ 1 0 0 1 2 0 ⋮ 3 −1 −2
5 1 −1 7 −3 −5
0 1 ⋮ 0 ⟶ 0 1 0 ⋮
8 2 8 4 4 4
0 0 1 ⋮ −2 1 2 0 0 1 ⋮ −2 1 2
Computing the inverse of a matrix using RREF
𝑅1 ≔ 𝑅1 − 2𝑅2
−1 1 1
1 2 0 ⋮ 3 −1 −2 1 0 0 ⋮
7 −3 −5 2 2 2
0 1 0 ⋮ ⟶ 0 1 0 ⋮
7 −3 −5 .
4 4 4
4 4 4
0 0 1 ⋮ −2 1 2 0 0 1 ⋮ −2 1 2
Then the inverse of 𝐴 is given by
1 −2 2 2
𝐴−1 = 7 −3 −5 .
4
−8 4 8
Matrix transpose
Let 𝐴 = 𝑎𝑖𝑗 1≤𝑖≤𝑚 ∈ ℳ𝑚,𝑛 𝐾 .
1≤𝑗≤𝑛
Definition 5
The transpose of 𝐴, denoted by 𝐴𝑇 , is a matrix of size 𝑛 × 𝑚 defined by
𝐴𝑇 = 𝑎′𝑖𝑗 1≤𝑖≤𝑛 , 𝑎′𝑖𝑗 = 𝑎𝑗𝑖
1≤𝑗≤𝑚
Example 16
1 2
1 −1 0
𝐴 = −1 3 ; 𝐴𝑇 =
2 3 −2
0 −2
Matrix transpose
Proposition 4
Let 𝐴, 𝐵 ∈ ℳ𝑚,𝑛 𝐾 .
1) (𝐴 + 𝐵)𝑇 = 𝐴𝑇 + 𝐵𝑇 .
2) (𝑘𝐴)𝑇 = 𝑘(𝐴)𝑇 .
3) (𝐴𝑇 )𝑇 = 𝐴.
4) If 𝐴 ∈ ℳ𝑚,𝑛 𝐾 and 𝐵 ∈ ℳ𝑛,𝑟 𝐾 , then (𝐴𝐵)𝑇 = (𝐵)𝑇 (𝐴)𝑇
5) If 𝑚 = 𝑛 and 𝐴 invertible, then (𝐴𝑇 )−1 = (𝐴−1 )𝑇 .
Matrix Trace
Let
𝑎11 𝑎12 ⋯ 𝑎1𝑛
𝑎21 𝑎22 ⋯ 𝑎2𝑛
𝐴= ⋮ ⋮ ⋮ ⋮
𝑎𝑛1 𝑎𝑛1 ⋯ 𝑎𝑛𝑛
be a square matrix of size 𝑛 × 𝑛.
Definition 6
The Trace of 𝐴 denoted by 𝑇𝑟(𝐴) is defined as follows :
𝑛
𝑇𝑟 𝐴 = 𝑎𝑖𝑖
𝑖=1
Matrix Trace
Example 17
Let
1 −1 0
𝐴= 3 1 2 ,
0 4 −2
then
𝑇𝑟 𝐴 = 1 + 1 + −2 = 0
Matrix Trace Properties
Proposition 5
Let 𝐴, 𝐵 ∈ ℳ𝑛 𝐾 .
1) 𝑇𝑟 𝐴 + 𝐵 = 𝑇𝑟 𝐴 + 𝑇𝑟 𝐵 .
2) 𝑇𝑟 𝛼𝐴 = 𝛼𝑇𝑟 𝐴 , ∀𝛼 ∈ 𝐾.
3) 𝑇𝑟 𝐴𝑇 = 𝑇𝑟 𝐴 .
4) 𝑇𝑟 𝐴𝐵 = 𝑇𝑟 𝐵𝐴 .
Matrix of a linear map
Let 𝑉 and 𝑊 be finite dimensional 𝐾- vector spaces and let 𝑓: 𝑉 ⟶ 𝑊
be a linear map.
Let 𝐵 = 𝑣1 , 𝑣2 , ⋯ , 𝑣𝑛 a basis of 𝑉 and 𝐵′ = 𝑤1 , 𝑤2 , ⋯ , 𝑤𝑚 a basis
of 𝑊.
Each vector 𝑓(𝑣𝑖 ), 𝑖 ∈ 1,2, ⋯ , 𝑛 , can be written with respect to the
basis 𝑤1 , 𝑤2 , ⋯ , 𝑤𝑚 of 𝑊 as follows :
𝑓(𝑣1 )=𝑎11 𝑤1 + 𝑎21 𝑤2 + ⋯ + 𝑎𝑚1 𝑤𝑚
𝑓(𝑣2 )=𝑎12 𝑤1 + 𝑎22 𝑤2 + ⋯ + 𝑎𝑚2 𝑤𝑚
⋮
𝑓 𝑣𝑛 = 𝑎1𝑛 𝑤1 + 𝑎2𝑛 𝑤2 + ⋯ + 𝑎𝑚𝑛 𝑤𝑚
Matrix of a linear map
Definition 7
The matrix
𝑎11 𝑎12 ⋯ 𝑎1𝑛
′
𝑎21 𝑎22 ⋯ 𝑎2𝑛
ℳ(𝑓, 𝐵, 𝐵 ) = ⋮ ⋮ ⋮ ⋮ .
𝑎𝑚1 𝑎𝑚1 ⋯ 𝑎𝑚𝑛
is called the matrix representing the linear map 𝑓 with respect to the
bases 𝐵 and 𝐵’ of 𝑉 and 𝑊 respectively.
Matrix of a linear map
Example 18
Let 𝑓: ℝ2 ⟶ ℝ3 be the linear map defined by
𝑓 𝑥, 𝑦 = 𝑥 − 𝑦, 2𝑥 + 𝑦, 𝑥 + 3𝑦 .
We have
𝑓 1,0 = 1,2,1 = 𝑒′1 + 2𝑒′2 + 𝑒′3 ;
𝑓 0,1 = −1,1,3 = −𝑒 ′1 + 𝑒 ′ 2 + 3𝑒′3 .
The matrix representing 𝑓 with respect to the standard bases 𝐵 = 𝑒1 , 𝑒2
and 𝐵′ = 𝑒′1 , 𝑒′2 ,𝑒′3 of ℝ2 and ℝ3 respectively is :
1 −1
2 1 = ℳ(𝑓, 𝐵, 𝐵′ )
1 3
Matrix of the identity map
Remark 2
Let 𝑉 be a 𝐾-vector space of dimension 𝑛 and 𝐼𝑑𝑉 : 𝑉 ⟶ 𝑉 the identity
map. Then the matrix representing 𝐼𝑑𝑉 with respect to a basis 𝐵 of 𝑉 is
the identity matrix 𝐼𝑛 .
Composed linear maps matrix
Proposition 6
Let 𝑈, 𝑉 and 𝑊 be finite-dimensional vector spaces over 𝐾 with bases
𝐵1 = 𝑢1 , ⋯ , 𝑢𝑛 , 𝐵2 = 𝑣1 , ⋯ , 𝑣𝑚 and 𝐵3 = 𝑤1 , ⋯ , 𝑤𝑟
respectively. Let 𝑓: 𝑈 → 𝑉 and 𝑔 ∶ 𝑉 → 𝑊 be two linear maps, 𝐴
the matrix representing 𝑓 with respect to 𝐵1 and 𝐵2 , and 𝐵 the matrix
representing 𝑔 with respect to 𝐵2 and 𝐵3 . Then 𝐵𝐴 is the matrix
representing the linear map 𝑔 ∘ 𝑓: 𝑈 → 𝑊 with respect to 𝐵1 and 𝐵3 .
Composed linear maps matrix
Example 19
Let 𝑓: ℝ2 ⟶ ℝ3 , 𝑔: ℝ3 ⟶ ℝ2 be the linear maps defined by
𝑓 𝑥, 𝑦 = (𝑥 + 2𝑦, 𝑥 − 𝑦, 𝑥) and 𝑔 𝑥, 𝑦, 𝑧 = 𝑥 + 𝑦 + 𝑧, 𝑥 − 𝑦 − 𝑧 .
Let 𝐴, 𝐵, the matrices representing 𝑓 and 𝑔 with respect to the
standard bases of ℝ2 and ℝ3 . Then
1 2
1 1 1
𝐴 = 1 −1 and 𝐵 = .
1 −1 −1
1 0
2 2 3 1
The matrix representing 𝑔 ∘ 𝑓: ℝ ⟶ ℝ is 𝐵𝐴 =
−1 3
The isomorphism between vector space of
matrices and vector space of linear maps
Theorem 6
Let 𝑉 and 𝑊 be finite-dimensional vector spaces over 𝐾 with (ordered) bases
𝐵 = 𝑣1 , 𝑣2 , ⋯ , 𝑣𝑛 and 𝐵′ = 𝑤1 , 𝑤2 , ⋯ , 𝑤𝑚 respectively. Then, there
exists an isomorphism 𝜑 from the 𝐾-vector space ℒ 𝑉, 𝑊 of linear maps to
ℳ𝑚,𝑛 𝐾 that sends a linear map 𝑓: 𝑉 ⟶ 𝑊 to the matrix representing 𝑓
with respect to 𝐵 and 𝐵′ .
Example
Example 20
2 3 1
Let 𝐴 = the matrix representing the linear map
−3 0 −1
𝑓: ℝ3 ⟶ ℝ2 with respect to the standard bases 𝐵 = 𝑒1 , 𝑒2 ,𝑒3 and
𝐵′ = 𝑒′1 , 𝑒′2 of ℝ3 and ℝ2 respectively. Then
𝑥
𝑓 𝑥, 𝑦, 𝑧 = 𝐴 𝑦 = (2𝑥 + 3𝑦 + 𝑧, −3𝑥 − 𝑧)
𝑧
Some properties
Theorem 7
A matrix 𝐴 ∈ ℳ𝑛 𝐾 is invertible if, and only if, the linear map
representing 𝐴 is bijective.
Proposition 7
Let 𝐴 ∈ ℳ𝑛 𝐾 . The matrix 𝐴 is invertible if, and only if, the column
vectors of 𝐴 are linearly independent.
Matrix rank
Definition 8
The rank of a matrix 𝐴 ∈ ℳ𝑝,𝑞 𝐾 is the rank of the linear map
representing 𝐴. It is denoted by 𝑟 𝐴 .
Theorem 8
For any matrix 𝐴, we have 𝑟 𝐴 = 𝑟 𝐴𝑇 .
Proposition 8
Let 𝐴 ∈ ℳ𝑛 𝐾 . The matrix 𝐴 is invertible if, and only if, the rank of 𝐴
equals to 𝑛.
Change of coordinates matrix
Definition 10
The matrix
𝑎11 𝑎12 ⋯ 𝑎1𝑛
𝑎21 𝑎22 ⋯ 𝑎2𝑛
𝑃𝐵′ ⟶𝐵 = ⋮ ⋮ ⋮ ⋮
𝑎𝑛1 𝑎𝑛2 ⋯ 𝑎𝑛𝑛
changing 𝐵′ coordinates into 𝐵 coordinates is called the change of
coordinates matrix.
Proposition 9
The matrix 𝑃 is invertible.
Change of basis
Theorem 9
Let 𝑉 and 𝑊 be 𝐾-vector spaces of dimension 𝑛. Let 𝑓: 𝑉 ⟶ 𝑊 be a linear
map. Let 𝐵 = 𝑣1 , 𝑣2 , ⋯ , 𝑣𝑛 , 𝐵′ = 𝑣′1 , 𝑣′2 , ⋯ , 𝑣′𝑛 be two ordered bases
of 𝑉 and 𝑅 = 𝑤1 , 𝑤2 , ⋯ , 𝑤𝑚 , 𝑅′ = 𝑤′1 , 𝑤′2 , ⋯ , 𝑤′𝑚 be two ordered
bases of 𝑊. Denote by 𝑃 the matrix changing 𝐵 coordinates into 𝐵′
coordinates and by 𝑄 the matrix changing 𝑅 coordinates into 𝑅′
coordinates. Then
ℳ 𝑓, 𝐵′ , 𝑅′ = 𝑄−1 ℳ 𝑓, 𝐵, 𝑅 𝑃.
Determinant
Definition 11
Let 𝐴 = 𝑎𝑖𝑗 be a square matrix. Denote by 𝐴𝑖,𝑗 the submatrix
1≤𝑖,𝑗≤𝑛
of 𝐴 of size 𝑛 − 1 obtained by deleting row 𝑖 and column 𝑗. Then the
determinant of 𝐴, denoted by det(𝐴) or 𝐴 , is the scalar defined
recursively as :
• If 𝑛 = 1, det 𝐴 = 𝑎11 .
• For all 𝑛 ≥ 2, det 𝐴 = 𝑛𝑗=1(−1)1+𝑗 𝑎1𝑗 det 𝐴1,𝑗 .
Example 21
𝑎 𝑏
= 𝑎𝑑 − 𝑏𝑐.
𝑐 𝑑
Minor and Cofactor
Definition 12
The scalar
det 𝐴𝑖,𝑗
is called a minor.
The scalar
(−1)𝑖+𝑗 det 𝐴𝑖,𝑗
is called a cofactor.
Laplace expansion
Theorem 10
Expansion along row 𝑖 :
𝑛
1. Most computer programs that compute det(𝐴) for a general matrix 𝐴 use
the method of corollary above.
2. It can be shown that evaluation of a determinant of size 𝑛 using row
operations requires about 2𝑛3 3 arithmetic operations. Any modern
microcomputer can calculate a determinant of size 25 in a fraction of a second,
since only about 10 000 operations are required.
Example
Example 23
Let
1 −1 1
𝐴= 3 −3 2 .
2 4 −2
Then
1 −1 1 1 −1 1
det 𝐴 = 0 0 −1 = − 0 6 −4 = − 1 × 6 × −1 = 6.
0 6 −4 0 0 −1
Determinant and Invertibility
Theorem 12
A square matrix 𝐴 is invertible if and only if det(𝐴) ≠ 0.
Determinant and transpose
Theorem 13
If 𝐴 is a square matrix, then
det 𝐴𝑇 = det(𝐴).
Determinants and matrix products
Theorem 14
If 𝐴 and 𝐵 are square matrices of size 𝑛, then
det 𝐴𝐵 = det 𝐴 det(𝐵).
Corollary 2
If 𝐴 is invertible, then
−1
1
det(𝐴 ) = .
det 𝐴
An inverse formula
Definition 13
Let 𝐴 be an 𝑛 × 𝑛 matrix. The adjugate matrix of 𝐴, denoted by adj(𝐴), is the
transpose of the matrix of cofactors of 𝐴 ; that is,
𝑇
adj(𝐴)= (−1)𝑖+𝑗 det 𝐴𝑖,𝑗
1≤𝑖,𝑗≤𝑛
Theorem 15
Let 𝐴 be an invertible matrix. Then
−1
1
𝐴 = adj(A).
det 𝐴
Example
Let
1 −1 0
𝐴= 3 1 2 .
0 4 −2
We have seen that det 𝐴 = −16. The cofactors
𝐶𝑖𝑗 = (−1)𝑖+𝑗 det 𝐴𝑖,𝑗
of 𝐴 are
1 2 3 2 3 1
𝐶11 = = −10, 𝐶12 = − = 6, 𝐶13 = = 12,
4 −2 0 −2 0 4
−1 0 1 0 1 −1
𝐶21 =− = −2, 𝐶22 = = −2, 𝐶23 = − = −4,
4 −2 0 −2 0 4
Example
−1 0 1 0 1 −1
𝐶31 = = −2, 𝐶32 = − = −2, 𝐶33 = = 4.
1 2 3 2 3 1
−1 −10 −2 −2
𝐴−1 = 6 −2 −2 .
16
12 −4 4