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Slide-Chapter 1 - M4E
Slide-Chapter 1 - M4E
University of Economics
Đà Nẵng, 2023
0 0 ... 0
0 0 ... ann
Example
1 2 4 4 3 2 5 5 6
+ =
2 1 0 5 7 2 7 8 2
Properties:
I A+B=B+A, A+0=0+A
I A+(-A)=0 for −A = [−aij ]m×n , A+(B+C)=(A+B)+C
Example
3 4 2.3 2.4 6 8
2. = =
7 1 2.7 2.1 14 2
Properties:
I k(A+B)=kA+kB, (k+h)A=kA+hA , k(hA)=(kh)A
I 1.A=A, 0.A= 0
Lecturer: Tố Như (DUE) Đà Nẵng, 2023 13 / 1
Matrix operations (cont.)-Matrix multiplication
Definition
(Matrix multiplication) Let A = [aij ]m×n , B = [bjk ]n×p . The matrix
multiplication A × B is an m × p real matrix, C, whose entries cik for
i = 1, . . . , m, k = 1, . . . , p,are obtained
as follows:
b1k
b2k P n
cik = ai1 ai2 ... ain ∗ ... j=1 aij bjk , 1 ≤ i ≤ m, 1 ≤ k ≤ p.
=
bnk
1
1 1
1 2 3 −2 19
. 0 3 =
−1 0 4 −5 15
−1 4
2
2 1 7 6
2 5 7
A= , B = 8 4 1 5
1 3 2
1 9 3 2
Example
1 2 3
Let A be a square matrix: A = 4 5
6 Then we can find some
7 8 9
sub-matrices of A as follows:
5 6 4 6 4 5
S11 = , S12 = , S13 = ,
8 9 7 9 7 8
2 3 1 3 1 2
S21 = , S22 = , S23 = ,
8 9 7 9 7 8
2 3 1 3 1 2
S31 = , S32 = , S33 = ,
5 6 4 6 4 5
Property 1
det(AT ) = detA.
Corollary:
A property of determinants that is true for rows is also true for
columns.
|A| can be found out by expanding along any column j of A.
n
X
det(A) = |A| := aij (−1)i+j Mij (1)
i=1
Property 2
The interchange of any two rows (or columns) of the determinant
(i1 )∼(i2 )
changes its sign: A −−−−→ B → detA = −detB .
Example
4 6 1 2 5 2 2 2 5
Let A = 2 5 2 , B = 4 6 1 , C = 4 1 6 . Then
9 0 4 9 0 4 9 4 0
|B| = −|A|, |C | = |A|.
Property 3
If all the elements of a row (or column) are zero, then the determinant is
zero
Property 4
If all elements of a row (or column) are identical to the elements of
some other row (or column), then the determinant is zero.
Example
Let A, B, C be three matrices as follows:
4 6 1 4 6 1 4 18 1
A= 2 5
2 , B = 4 10 4 , C = 4 30 4
9 0 4 9 0 4 9 0 4
then
|B| = 2|A|, |C | = 6|A|.
Lecturer: Tố Như (DUE) Đà Nẵng, 2023 25 / 1
Properties of determinants (cont.)
Property 6
If all elements of a row (or column) are proportional to the elements of
some other row (or column), then the determinant is zero.
Example
Let A be as follows:
4 6 1 3 6 1
A = 8 12 2 , B = 6 5 2 .
9 0 4 12 0 4
Then
|A| = |B| = 0.
Example
Let A, B, C be three matrices as follows:
4 6 1 2 1 3 6 7 4
A = 2 5 2 , B = 2 5 2 , C = 2 5 2 .
9 0 4 9 0 4 9 0 4
4+2 6+1 1+3
Then |C | = 2 5 2 = |A| + |B|.
9 0 4
Lecturer: Tố Như (DUE) Đà Nẵng, 2023 27 / 1
Properties of determinants (cont.)
Property 8
Multiplication of row or column by a non-zero number k 6= 0 and add
(i1 ):=(i1 )+k∗(i2 )
the result to the other row or column: A −−−−−−−−−→ B then |A| = |B|.
Example
Given the matrix A:
2 1 (r1 ):=(r1 )−2∗(r2 ) 2 1
A= −−−−−−−−−→ B = ⇒ |B| = |A| = 6
4 5 0 3
Property 9
If Matrix A has one row (column) which is a linear combination of other
rows (columns) then |A| = 0.
Example
Given the matrix A below:
5 −10 0
A = 2 5 2 ,
9 0 4
Property 11
The determinant of a product of square matrices of the same order is
equal to the product of their determinants.
Add the products of the main diagonals going from top to bottom,
subtract the products of the main diagonals going from bottom to
top.
|A| =
(a11 a22 a33 +a12 a23 a31 +a13 a21 a32 )−(a31 a22 a13 +a32 a23 a11 +a33 a21 a12 )
Lecturer: Tố Như (DUE) Đà Nẵng, 2023 31 / 1
Determinant of a 3 × 3 matrix: Sarrus method.
Examples
1. Find the determinant of D:
1 3 5
D= 2 4 6
1 3 0
Solution
Applying Sarrus method, we have:
1 3 5|1 3
D = 2 4 6|2 4 = 1.4.0 + 3.6.1 + 5.2.3 − 1.4.5 − 3.6.1 − 0.2.3 = 10
1 3 0|1 3
1 1 2 2
−3 1 5 1
D=
−2 5 0 0
2 −1 3 −1
Example
1 3 5
Find the determinant of the following matrix: D = 2 4 6
1 3 0
Let us transform
r2 → r2 + r1 .(−2), r3 → r3 + (−1)r1 , r4 → r4 + (−3).r1 , r5 → r5 + (−1).r1 :
1 −2 3 2 −5
0 5 −4 −5 13
|D| = 0 6 −1 −2 6
0 11 −7 −3 18
0 6 0 −2 2
Lecturer: Tố Như (DUE) Đà Nẵng, 2023 36 / 1
Calculating the determinant - Example (cont.)
To simplify, we continue to transform
r2 → r2 + (−1).r3 , r4 → r4 + (−2).r3 , r5 → r5 + (−1).r3
1 −2 3 2 −5
0 −1 −3 −3 7
|D| = 0 6 −1 −2 6
0 −1 −5 1 6
0 0 1 0 −4
r3 → r3 + 6.r2 , r4 → r4 + (−1).r2
1 −2 3 2 −5
0 −1 −3 −3 7
|D| = 0 0 −19 −20 48
0 0 −2 4 1
0 0 1 0 −4
5 6 7
A = 2 4 −1
1 3 5
2
1 1 1 1
1 2 3 4
B=
1 4 9 6
1 8 27 64
3
2 1 1 1 1
1 3 1 1 1
C= 1 1 4 1 1
1 1 1 5 1
1 1 1 1 6
Lecturer: Tố Như (DUE) Đà Nẵng, 2023 39 / 1
Inverse matrix
Definition
Let A = [aij ]n×n be a n × n square matrix. If there exists an n × n square
matrix B such that A.B = B.A = In , where In is the identity matrix of
order n × n, then A is invertible and B is called the inverse matrix of A.
We denote B by A−1 .
Theorem
If A is invertible, then its inverse is unique.
Theorem
An n × n square matrix A is invertible if and only if detA 6= 0 (A is
called a non-singular square matrix).
For each element aij of A, Cij = (−1)i+j Mij is called cofactor of aij ,
where Mij is the minor of aij .
C = (cij )n×n is called the cofactor matrix of A.
Find inverse matrix of A:
Calculate |A|.
If |A| = 0, then A is not invertible.
If |A| =
6 0 (A then is called a non singular matrix), using the
cofactor matrix.
Solution
We have detA = −2 6= 0.
Example
Find the inverse matrix of the following matrix:
1 2 3
A= 2 5
3
1 0 8
5 3 2 3
C11 = (−1)1+1 = 40, C12 = (−1)1+2 = −13
0 8 1 8
C13 = −5, C21 = −9, C22 = 5, C23 = 2, C31 = −9, C32 = 3, C33 = 1 The
cofactor matrix of A:
40 −16 −9
C = −13 5 3
−5 2 1
Therefore, the inverse matrix is as follows:
40 −16 −9 −40 16 9
C 1
A−1 = = −13 5 3 = 13 −5 −3
detA −1
−5 2 1 5 −2 −1
Lecturer: Tố Như (DUE) Đà Nẵng, 2023 45 / 1
Inverse matrix - Using basic elementary row
transformations
Properties
If A and B are two invertible square matrices of the same order then:
(kA)−1 = k1 A−1
(A.B)−1 = B −1 A−1
(A−1 )−1 = A
(Am )−1 = (A−1 )m
Applications
AX = B → X = A−1 B
XA = B → X = BA−1
AXB = C → X = A−1 CB −1
Solution
1 2 3 | 1 0 0 1 2 3 | 1 0 0
r3 :=(−1)r1 +r3
2 5 3 | 0 1 0 −
−−−−−−−→ 0 1 −3 | −2 1 0
r2 :=(−2)r1 +r2
1 0 8 | 0 0 1 0 −2 5 | −1 0 1
1 2 3 | 1 0 0
r3 :=2r2 +r3
−− −−−−→ 0 1 −3 | −2 1 0
0 0 −1 | −5 2 1
1 2 0 | −14 6 3
r1 :=3r3 +r1
−−−−−−−→ 0 1 0 | 13 −5 −3
r2 :=−3r3 +r2
0 0 −1 | −5 2 1
1 0 0 | −40 16 9
r3 :=−h3
−−−−−−−→ 0 1 0 | 13 −5 −3
r1 :=−2r2 +r1
0 0 1 | 5 −2 −1
Then
−40 16 9
A−1 = 13 −5 −3
5 −2 −1
Definition
Let A = (aij )m×n be a m × n matrix. Rank of A is defined as follows:
A = O then rank of A is 0 by convention.
A 6= O, then rank of A is equal to r if:
I There exists a square sub-matrix of order r of A that its
determinant is not equal to 0.
I All determinants of A’s square sub-matrices of order larger than r
(if any) are 0.
We denote rank of A by rank(A) or r(A).
Note
If an n × n matrix A has a non-zero determinant then r(A)=n.
Properties
Let A = (aij )m×n , B = (bij )m×n . Then
0 ≤ r (A) ≤ min(m, n)
r (A) = r (AT )
The sum of two matrices A and B of same order has a rank that is
less than or equal to the sum of their individual ranks
r (A + B) ≤ r (A) + r (B)
Step 1: Identify the first pivot (the leading entry (the first non-zero)
of 1st row) of the matrix.
I In general, the first pivot is the top left entry, unless, swap rows
until the top left entry is non-zero.
Step 2: Perform row operations on the matrix to obtain 0’s below
the first pivot.
Step 3: Identify the second pivot of the matrix. It can either be the
middle or the middle bottom entry.
Step 4: Perform row operations on the matrix to obtain 0’s below
the second pivot.
Step 5: In general, keep identifying your pivots. Row-reduce so that
the entries below the pivots are 0.
Example
Find the rank of following matrix
3 2 4 1
A = 1 −1 3 −3
1 1 1 1
Solution
1 1 1 1 1 1 1 1
r1 ↔r3 r2 :=(−1).r1 +r2
A −− −→ 1 −1 3 −3 −−−−−−−−→ 0 −2 2 −4
r3 :=(−3).r1 +r3
3 2 4 1 0 −1 1 −2
1 1 1 1
r3 :=(−1/2).r2 +r3
−−−−−−−−−→ 0 −2 2 4
0 0 0 0
It follows that r(A)=2
Example
1 2 −1 0
Find the rank of A: A = −1 2 4 2
3 −6 −3 0
Solution
Using elementary transformations to convert A into row echelon form:
1 2 −1 0
r2 :=r2 +r1
A −−−−−−→ 0 4 3 2
r3 :=r3 −3r1
0 0 0 0
Solution
Using elementary transformations to convert A into row echelon form:
1 3 2 1 3 2
r2 :=r2 −2r1 r3 :=5r3 −r2
A −− −−−−→ 0 −5 m − 4 −− −−−−→ 0 −5 m − 4
r3 :=r3 −3r1
0 −1 1 0 0 −1 − m
If m = −1 then rank(A) = 2.
6 −1 then rank(A) = 3.
If m =
Lecturer: Tố Như (DUE) Đà Nẵng, 2023 58 / 1
Rank of a matrix - The minor method
The minor method
Pick an element of the matrix which is not 0.
Calculate the order 2 minors link which contain that element until
we find a minor which is not 0.
If every order 2 minor is 0, then the rank of the matrix is 1.
If there is any order 2 minor which is not 0, we calculate the order 3
minors which contain the previous minor until we find one which is
not 0.
If every order 3 minor is 0, then the rank of the matrix is 2.
If there is any order 3 minor which is not 0, we calculate the order 4
minors until we find one which is not 0.
We keep doing this until we get minors of an order equal to the
smallest number out of the number of rows and the number of
columns.
Lecturer: Tố Như (DUE) Đà Nẵng, 2023 59 / 1
The minor method - Examples
Example
Find the rank of A, using the minor method:
1 2 4
A=
3 6 5
Solution
We have r (A) ≤ min(2, 3) = 2.
We pick any element which is not 0, for example a11 = 1, |a11 | = 1 6= 0.
We form and compute order 2 minors containing 1:
1 2 1 4
|A12
12 | = = 0, |A13
12 | = = −15 6= 0
3 6 3 5
7 7 9 1