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Matrix Algebra Review
Matrix Algebra Review
Matrix Algebra Review
a1 a2 a3 a4
A column vector of length ‘m’ is a mx1 matrix
a1
a
2
a 3
Special matrices
0 0 0 0
03x 4
0 0 0 0
0 0 0 0
Identity matrix: A square matrix which has ‘1’ s on the
diagonal and zeros everywhere else.
1 0 0
I3x 3
0 1 0
0 0 1
Matrix operations
Equality of matrices
1 2 4 a b c
A 3 0 7
B d e f
9 1 5 g h i
a 1, b 2, c 4,
A B d 3, e 0, f 7,
g 9, h 1, i 5.
Matrix operations Addition of two
matrices
1 2 4
A 3
0 7 c 3
9 1 5
3 6 12
cA 9 0 21
27 3 15
Multiplication by a
scalar
Matrix operations
Special case
1 2 4
A 3 0 7 c 1
9 1 5
1 2 4
cA -A 3 0 7
9 1 5
Matrix operations Subtraction
1 2 4 1 3 10
A 3 0 7 B 3 1 0
9 1 5 1 0 6
2 1 6
C A B 0 1 7
8 1 1
Note that A - A 0 and 0 - A -A
Transpose
Special
operations
If A is a mxn matrix, then the transpose of A is
the nxm matrix whose first column is the first
row of A, whose second column is the second
column of A and so on.
1 2 4 1 3 9
A 3 0 7 A 2
T
0 1
9 1 5 4 7 5
Transpose
Special
operations
A B = AB
mxr rxn mxn
inside
outside
Matrix operations Matrix multiplication
A B BA I
Then
(a)The matrix A is called invertible, and
(b) the matrix B is the inverse of A and is
denoted as A-1.
AB BA I
AC CA I
(BA)C IC C
B(AC) BI B
BC
Hence a matrix cannot have two or more
inverses.
Some properties
Inverse of a
matrix
1 -1
kA 1
A
k
Properties
Inverse of a
matrix
Property 3: If A and B are invertible square
matrices then
A B 1 1
B A
-1
(AB) AB
1
I
Premultiplying both sides by A -1
A-1(AB) AB
1
A 1
A AB AB
-1 1
A 1
B AB
1
A 1
Premultiplying both sides by B-1
AB 1
B 1A 1
What is a determinant?
The determinant of a square matrix is a number
obtained in a specific manner from the matrix.
a11 a12
A ; det(A) a11a 22 a12a 21
a 21 a 22
1 3
det(A) 1 7 3 5 8
5 7
2 4 - 3 2 4 3 2 4
A 1 0 4
1 0
4 1 0
2 - 1 2
2 1 2 2 1
0 -8 8 0 32 3
2 7 8
3 2 4 0
2 7 8
a 21 a 23 a 21 a 23
M12 a 21a 33 a 23a 31 C12 M12
a 31 a 33 a 31 a 33
What is a cofactor?
Sign of cofactor -
- -
-
Find the minor and cofactor of a33
2 4 - 3
A 1 0 4
Minor 2 4
2 - 1 2 M 33 2 0 4 1 4
1 0
Cofactor C 33 ( 1) ( 3 3) M 33 M 33 4
Cofactor method of obtaining the
determinant of a matrix
1 0 1 5 1 5
det(A)= -3* (-1)4 +2*(-1)5 +2*(-1)6
3 -1 3 -1 1 0
= det(A)= -3(-1-0)+2(-1)5(-1-15)+2(0-5)=25
Quadratic form
d1 k11 k12
Let d k Symmetric
d 2 k 21 k 22 matrix
Then
k11 k12 d1
U d k d d1 d 2
T
k12 k 22 d 2
k11 d1 k12 d 2
d1 d 2
k12 d1 k 22 d 2
d1 (k11 d1 k12 d 2 ) d 2 (k12 d1 k 22 d 2 )
2 2
k11 d1 2k12 d1 d 2 k 22 d 2
Differentiation of quadratic form
Differentiate U wrt d1
U
2k11 d1 2k12 d 2
d1
Differentiate U wrt d2
U
2k12 d1 2k 22 d 2
d 2
Differentiation of quadratic form
Hence
U
U d1 k11 k12 d1
2
d U k12 k 22 d 2
d 2
2k d