CONTENTS I. The concept of a matrix --------------------------------------------------------------------------------------------------------------------------- ------------------------------------------------------------------------------------------------ Example I. The concept of a matrix II. Elementary Row Operations III. Matrix Operations IV. A rank of matrix V. An Inverse of matrix Solve the system: = 0 x + y 2 x − y + 3z = 3 x − 2y − z = 7 ⇔ = 0 x + y − 3 y + 3 z = 3 − 3y − z = 7 ⇔ = 0 x + y − 3 y + 3z = 3 − 4z = 4 Solution: x = 2; y = -2; z = -1 I. The concept of a matrix ---------------------------------------------------------------------------------- 1 1 0 0 2 −1 3 3 1 −2 −1 7 ⇔ 1 1 0 0 0 −3 3 3 0 −3 −1 7 ⇔ 1 1 0 0 0 −3 3 3 0 0 −4 4 I. The concept of a matrix --------------------------------------------------------------------------------------------------------------- Definition of a matrix A mxn matrix is a rectangular table of numbers (real numbers or complex numbers) containing a certain number m of rows and a certain number n of columns. Column j A mxn matrix is denoted by a11 ... a1 j ⋮ ⋮ A = ai1 ... aij ⋮ ⋮ am1 ... amj a1n ⋮ ... ain ⋮ ... amn ... Row i I. The concept of a matrix I. The concept of a matrix --------------------------------------------------------------------------------------------------------------- Example 3 4 1 A= 2 0 5 2×3 This is a 2x3 matrix. This is a real matrix. This is a matrix of the orders 2 and 3 Elements of A: a11 = 3; a12 = 4; a13 = 1; a21 = 2; a22 = 0; a23 = 5 Example --------------------------------------------------------If a matrix A has m rows and n columns, the size of the matrix is denoted by m×n. The matrix A has m rows and n columns may also be denoted by A = (aij ) . m× n Definition of Zero matrix A matrix whose all entries are zero is called a zero matrix, (aij = 0 for all i and j). 0 0 0 A= 0 0 0 1 + i 2 A= 3 − i i 2×2 I. The concept of a matrix. --------------------------------------------------------------------------------------------------------------------------- The first nonzero element of a row from the left is called a leading entry of this row. Definition of Echelon form of a matrix: 1. All nonzero rows are above any rows of all zeros 2. Each leading entry of row is in a column to the right of the leading entry of the row above it I. The concept of a matrix. --------------------------------------------------------------------------------------------------------------------------- Example 2 0 A= 0 0 − 2 0 7 2 6 4 1 −2 5 0 0 0 0 4×5 1 0 3 2 1 1 − 2 B = 0 0 0 3 0 0 0 5 This is not an echelon matrix This is not an echelon matrix I. The concept of a matrix. I. The concept of a matrix. --------------------------------------------------------------------------------------------------------------------------- Example 1 0 A= 0 0 − 2 is an echelon 0 7 1 4 This matrix 0 0 −2 5 0 0 0 0 4×5 3 0 2 1 2 0 − 2 B = 0 0 1 3 0 0 0 7 ---------------------------------------------------------Definition of Transpose A transpose of A = (aij ) is defined to be the nXm matrix m×n obtained by interchanging rows and columns in A. AT = (aij ) n×m Example 2 −1 3 A= 4 0 9 2×3 This is an echelon matrix I. The concept of a matrix ---------------------------------------------------------Definition of Square matrix If the number of rows m of a matrix is equal to the number of columns n of the matrix, then A is called a square matrix. 2 − 1 A= 3 2 2×2 The set of all square matrices of order n over the ring K is denoted by Mn[K]. 2 4 A = −1 0 3 9 3×2 T I. The concept of a matrix ---------------------------------------------------------The entries a11, a22,…,ann are called the diagonal elements of a square matrix. Sometimes the diagonal of the matrix is also called the principal or main diagonal of the matrix. 2 3 3 4 −2 1 2 −1 1 −1 0 5 3 7 6 8 I. The concept of a matrix ---------------------------------------------------------Definition of Upper triangular matrix A n×n matrix for which aij = 0, i > j is called an upper triangular matrix. That is, all the elements below the diagonal entries are zero. 2 −1 3 A = 0 3 6 0 0 − 2 Definition of Lower triangular matrix A n×n matrix for which aij = 0, j > i is called an lower triangular matrix. That is, all the elements above the diagonal entries are zero. 2 0 0 A = 7 3 0 1 5 − 2 I. The concept of a matrix --------------------------------------------------------------Definition of Diagonal matrix A square matrix with all non-diagonal elements equal to zero is called a diagonal matrix, that is, only the diagonal entries of the square matrix can be non-zero, (aij = 0, i ≠ j). 2 0 0 D = 0 3 0 0 0 − 2 Definition of Identity matrix A diagonal matrix with all diagonal elements equal to one is called an identity matrix, (aij = 0, i ≠ j; and aii = 1 for all i). 1 0 0 I = 0 1 0 0 0 1 I. The concept of a matrix I. The concept of a matrix --------------------------------------------------------------- --------------------------------------------------------------- Definition of Tridiagonal matrix A tridiagonal matrix is a square matrix in which all elements not on the major diagonal, the diagonal above the major diagonal and the diagonal below the major diagonal are zero. 1 2 0 0 3 −1 7 0 A= 0 4 8 − 1 0 0 5 9 Definition of Symmetric matrix A square matrix A with real elements where aij = aji for i = 1,….n and j =1,…,n is called a symmetric matrix. This is same as, if A = AT, then A is a symmetric matrix. 2 −1 3 A = −1 4 7 3 7 0 Definition of Skew-Symmetric matrix A nxn matrix is skew symmetric for which aij = - aji for all i and j. This is same as, if A = -AT, then A is a skew symmetric matrix. 0 −1 3 A = 1 0 7 −3 −7 0 II. Elementary row operations. II. Elementary row operations. ---------------------------------------------------------------- ------------------------------------------------------------------ Elementary row operations 1. (Scaling) Multiply all entries in a row by a nonzero constant ri → α ri ;α ≠ 0 2. (Replacement) Replace one row by the sum of itself and a multiple of another row ri → ri + β r j ; ∀β 3. (Interchange) Interchange two rows ri ↔ r j Theorem Every matrix is row equivalent to an echelon matrix Remark A matrix may be row reduced into more than one matrix in echelon form. Similarly, we have three elementary column operations. II. Elementary row operations. ------------------------------------------------------------- Example Apply elementary row operations to matrix into echelon form. 1 1 −1 2 2 3 −1 4 3 2 −3 7 −1 1 2 −3 transform the following 1 5 4 1 Step1. Begin with the leftmost nonzero column. Select a nonzero entry in the pivot column as a pivot. 1 2 3 −1 1 5 2 −3 7 4 1 2 −3 1 1 −1 3 −1 2 4 II. Elementary row operations ------------------------------------------------------------------ Step2. Use row replacement operations to create zeros in all positions below the pivot 1 2 A= 3 −1 1 1 1 r2 →r2 − 2 r1 5 → → → 0 1 r3 →r3 −3r1 r4 →r4 + r1 2 −3 7 4 0 −1 0 2 1 2 −3 1 1 −1 3 −1 2 4 −1 1 0 1 1 3 1 1 −1 2 2 0 Step3. Cover the row containing the pivot position and all rows, if any, above it. Apply steps 1-2 to the sub matrix that remains 1 0 r3 →r3 + r2 → r4 →r4 − 2 r2 0 0 1 1 −1 2 1 1 1 0 3 0 1 1 4 0 0 0 0 1 0 r4 →r4 + r3 3 → 0 0 1 1 4 0 0 −1 −1 −4 1 −1 1 1 2 0 III. Matrix Operations ------------------------------------------------------------------Definition of Equality Two matrices A and B are equal if the size of A and B is the same (number of rows and columns are same for A and B) and aij = bij for all i and j. Definition of Addition Same size Sum A + B: Sum of the corresponding entries Example −1 2 4 3 − 2 6 A= ; B = 3 0 5 1 4 7 2 0 10 A+ B = 4 4 12 III. Matrix Operations --------------------------------------------------------------------------------------------------------------------------- Definition of Matrix Multiplication A = (aij )m × p ; B = (bij ) p ×n AB = C = (cij ) m×n where cij = ai1b1 j + ai 2b2 j + ... + aip b pj b1j * ⋮ * b2 j * AB = ai 1 ai 2 ... aip = ... cij ... ⋮ * ⋮ b pj III. Matrix Operations -------------------------------------------------------------Definition of Multiplication of a Matrix by a number If A is a m × n matrix and k is a real number, then the scalar product of k and A is another matrix B, where bij = kaij. Example −1 2 4 A= 3 0 5 Properties: a) A + B = B + A; −2 4 8 2× A = 6 0 10 b) (A + B) + C = A + ( B + C); c) A + 0 = A; d) k(A + B) = kA + kB; e) k (mA) = (km) A; f) (k + m)A = kA + mA; III. Matrix Operations Example-------------------------------------------------- 1 − 2 2 2 −1 4 A= ; B = 3 0 1 4 1 0 2 4 3 Calculate AB 1 −2 2 c7 cc12 cc13 2 −1 4 A ×B = × 3 0 1 = 11 12 13 c 22 cc23 4 1 0 21 c22 23 cc21 2 4 3 1 c11 = ( 2 −1 4 ) 3 = 2 × 1 + (−1) × 3 + 4 × 2 = 7 2 III. Matrix Operations III. Matrix Operations --------------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------------------------------------- Example Properties of Matrix Multiplication 2 −1 1 A= ;B = 4 1 3 Find all X, such that AX = B. The size of X is 2x1. a. A(BC) = (AB)C; b. A(B + C) = AB + AC; c. (B + C)A = BA + CA; d. ImA = A = AIm e. k (AB) = (kA)B = A(kB). a Let X = b 2a − b 1 2 −1 a 1 AX=B ⇔ = ⇔ = 4a + b 3 4 1 b 3 Warnings: 1. In general AB ≠ BA 2. AB = AC 2a − b = 1 2 1 2 / 3 ⇔ ⇔ a = ,b = Thus X = 4 a + b = 3 3 3 1/ 3 III. Matrix Operations ---------------------------------------------------------- A3 = A ⋅A ⋅A AB = 0 A = 0∨ B = 0 III. Matrix Operations --------------------------------------------------------------------------------------------------------------- Example Definition of Power of matrix. A0 =I 3. B=C A 2 = A ⋅A A n = A ⋅ A ⋯A ⋅ A n f ( x) = an x n + an −1 x n −1 + ... + a1 x + a0 ; A = (aij ) n×n f (A ) = an A n + an −1A n −1 + ... + a1A + a0 I . 2 −1 2 Let A = and f ( x) = 2 x − 4 x + 3. Find f(A). 3 4 f (A ) = 2 A 2 − 4A + 3I 2 −1 2 −1 2 −1 1 0 f (A ) = 2 − 4 + 3 3 4 3 4 3 4 0 1 1 −6 8 −4 3 0 f (A ) = 2 − + 18 13 12 16 0 3 −3 −8 f (A ) = 24 13 III. Matrix Operations III. Matrix Operations --------------------------------------------------------------------------------------------------------------- --------------------------------------------------------------------------------------------------------------- Example Example 1 3 A= . 0 1 2 3 A= . 0 2 Calculate A2; A3, A200 2 3 1 3/ 2 1 a A = = 2⋅ = 2 0 2 0 1 0 1 1 3 1 3 1 6 A 2 = A ⋅A = = 0 1 0 1 0 1 1 6 1 3 1 9 A3 = A 2 ⋅A = = 0 1 0 1 0 1 A 200 n 1 a 1 na We have : = 0 1 0 1 2200 A 200 = 0 1 200 × 3 = 1 0 III. Matrix Operations --------------------------------------------------------------------------------------------------------------- 3 2 A= . 2 3 Example Example 1 1 A= . 1 1 Calculate A200 Compute A200 1 1 1 0 A = 2 + = 2B + I 1 1 0 1 Find A200 1 1 1 1 2 2 1 1 A2 = = = 2 = 2A 1 1 1 1 2 2 1 1 300 ⋅ 2200 2200 B n = 2n−1 B The two matrices B and I are communicative, so we have 0 200 200 I ( 2B + I )200 = C200 ( 2B )200 + C1200 ( 2B )199 + ... + C200 It follows that: A n = 2 n −1 A 0 1 200 200 = C200 2200.2200−1 B + C200 2199.2199−1 B + ... + C200 I 2199 A 200 = 2199 2199 2199 = B 0 200 200 C200 4 + C1200 4199 + ... + C199 200 .4 + C200 I 2 B 200 = ( 4 + 1) − 1 . + I 2 ( ) ( ) III. Matrix Operations IV. A Rank of a matrix ---------------------------------------------------------- ----------------------------------------------------------------------------------------------------- Properties of the Transpose If A and B are two matrices of the same shape, and if α is a scalar, then each of the following statements are true. T T T ( A + B) = A + B (αA)T = αAT ( AB)T = BT AT IV. A Rank of a matrix ----------------------------------------------------------------Example Determine the rank of the matrix 1 2 1 1 A = 2 4 2 2 3 6 3 4 Solution. 1 2 1 1 1 2 1 1 r2 →r2 − 2r1 0 0 0 0 A = 2 4 2 2 → r3 →r3 −3r1 3 6 3 4 0 0 0 1 1 2 1 1 h2 ↔ h3 0 0 0 1 → r (A ) = 2 0 0 0 0 Definition of a Rank of a matrix Suppose Amxn is reduced by row operations to an echelon form E. The rank of A is defined to be the number rank (A) = number of nonzero rows in E IV. A Rank of a matrix ----------------------------------------------------------------------------------------------------- Example Determine all value(s) m such that r(A) =3, where 2 1 1 1 A= 2 3 4 1 3 2 m m + 1 2 1 1 1 2 1 1 1 A = 2 3 4 1 → 0 1 2 −3 3 2 m m + 1 0 −1 m − 3 m − 5 1 2 1 1 → 0 1 2 −3 0 0 m −1 m − 8 Thus r(A) = 3 for all m. IV. A Rank of a matrix V. An Inverse of a matrix ----------------------------------------------------------------------------------------------------- ----------------------------------------------------------------------------------------------------- Definition of an Inverse of a matrix Properties of a Rank of a matrix The inverse of a square matrix A, if existing, denoted by A-1, such that AA-1 = I =A-1A Example 1. rank (A) = 0 A=0 Find an inverse A-1, where 2. A = (aij)m n x 3. If A Row operations rank (A) ≤ min{m, n} B, then rank (B) = rank (A) 2 1 A= 5 3 2×2 3 −1 Let B = −5 2 2×2 2 1 3 −1 1 0 AB = = =I 5 3 −5 2 0 1 3 −1 2 1 1 0 BA = = =I −5 2 5 3 0 1 } 3 −1 A−1 = B = −5 2 V. An Inverse of a matrix V. An Inverse of a matrix ----------------------------------------------------------------------------------------------------- ----------------------------------------------------------------------------------------------------- Remark Not all square matrices are invertible. There are many nonzero matrices that are not invertible. Existence of an Inverse For an nxn matrix A, the following statements are equivalent 1. A-1 exists (A is nonsingular) Definition An invertible matrix is said to be nonsingular, and a square matrix with no inverse is called a singular matrix. 2. Rank (A) = n 3. AX = 0 implies that X = 0. 4. A Row operations I V. An Inverse of a matrix ----------------------------------------------------------------------------------------------------- Definition of an elementary matrix A matrix formed from I using only one row (or column) operation is called an elementary matrix. Example 1 0 0 1 0 0 r →3r I = 0 1 0 → E1 = 0 1 0 0 0 1 0 0 3 3 3 1 0 0 1 0 0 r →r + 2 r I = 0 1 0 → E2 = 2 1 0 0 0 1 0 0 1 2 2 1 V. An Inverse of a matrix ----------------------------------------------------------------------------------------------------- 1 0 0 0 0 1 r ↔r I = 0 1 0 → E3 = 0 1 0 0 0 1 1 0 0 3 1 Applying one elementary row operation to the matrix A is equivalent to multiply the matrix A by an elementary matrix to the left. Applying one elementary column operation to the matrix A is equivalent to multiply the matrix A by an elementary matrix to the right. V. An Inverse of a matrix V. An Inverse of a matrix ----------------------------------------------------------------------------------------------------- ----------------------------------------------------------------------------------------------------- 2 1 −1 3 2 1 r ↔r A = 1 1 0 →B = 1 1 0 3 2 1 2 1 −1 3 1 B = E3 A 3 2 1 0 0 1 2 1 −1 1 1 0 = 0 1 0 1 1 0 2 1 −1 1 0 0 3 2 1 row operations A → I ⇔ I = En En −1...E1 A A−1 = En En−1...E1I above row operations ⇔ I → A−1 V. An Inverse of a matrix V. An Inverse of a matrix ----------------------------------------------------------------------------------------------------- ----------------------------------------------------------------------------------------------------- Computing an Inverse [ A|I ] [ I|A-1 ] Row operations Example If possible, find the inverse of 1 1 1 A = 1 2 2 1 2 3 1 1 1 1 0 0 1 1 1 1 0 0 r →r − r → 0 1 1 −1 1 0 [ A | I ] = 1 2 2 0 1 0 r → r − r 1 2 3 0 0 1 0 1 2 −1 0 1 2 2 1 3 3 1 1 1 1 1 0 0 1 1 0 1 1 −1 r →r − r → 0 1 1 −1 1 0 r →r −r → 0 1 0 −1 2 −1 0 0 1 0 −1 1 0 0 1 0 −1 1 1 1 3 2 2 3 1 0 0 2 −1 0 → 0 1 0 −1 2 −1 = [ I | A−1 ] 0 0 1 0 −1 1 r1 →r1 − r2 2 −1 0 Thus A = −1 2 −1 0 −1 1 −1 V. An Inverse of a matrix V. An Inverse of a matrix ---------------------------------------------------------------------- ----------------------------------------------------------------------------------------------------- Example Operation Counts for Inversion −1 Computing An×n by reducing [ A|I ] with row operations requires Determine all value(s) invertible 1 A = 2 3 m such that the following matrix is 2 1 m 2 1 1 n3 multiplications/divisions n3 – 2n2 + n additions/subtractions Properties of Matrix Inversion For nonsingular matrices A and B, the following properties hold. Solution A is invertible if and only if r(A) = the size of A = 3. ⇔ m ≠ −1. (A-1)-1 = A The product AB is also nonsingular (AB)-1 = B-1A-1 (AT)-1 = (A-1)T VI. A Conclusion ------------------------------------------------------------------------------ What is a matrix? Square matrix ? Diagonal matrix Zero matrix? Triangular matrix? Transpose of a matrix? An Identity matrix? An echelon form of a matrix? Matrix Operations:Equality Addition Multiplication by a number Multiplication of two matrices Elementary row (column) operation What is a rank of a matrix? How do we calculate a rank of given matrix? What is an Inverse of a matrix? How do we calculate an inverse of given matrix?