M A T RI X AND VECTOR

ALGE BRA
modelsbasicallyplay the same rolein
economicsas in
fdeed,
fashion. Theyprovide an articulatedframe
on which to show off
your matenalto advantage,...
a useful role,but fraught
with the dangersthat the designermay get
carriedaiay by his
personalinclinattonfor the model,
while the customermay forget
that the model is more streamlined
than reality
-j. H. Drze(1984)

ost mathematicar
modelsusedby economists
urtimatery
involvea systemof severar
equa_
trons.lf theseequations
areail rinear,
the studyof ,*r-, ,vr,u^ o"a;
;"
an
area
of
ma th e ma tc
s i l e dri n e arargebra.E venj f
ca
the equati ons
arenonri near,
much
may
be
rearned
from linearapproximations
aroundthe sorutionwe are interested
in_for exampre,how the
solutionchangesin response
to smailshocksto the exogenous
variables
or parameters
rnput-outputanalysrs
rsone prominentareaof

ss
iIv'"".",',
:i,T".,]
.-:.
Ji;ffi:il};l',iif,1=,
:"i,l::: ffi l'^'1"':'-r
:donwa

American
Econom.
lgtg_1g3ghavesystems*itf,
f,rnJr.Ol";.;;;;:o.l.;.]1:.,

,-.,.
_"j:::1":::^li]:Tr:1,andsimiraronesdeveropedintheformersovietuo_.
-:_^-_.:-_
to ro v i c hw, e rei n te n d e d
to
pl an
e

-: -

--'

hel p
the producti on
of mi l i taryequrpmer::-t r_.-= ., :_.:
::
d u ri n gth e S e c o n W
d o rl dW ar(1g3g-1g45\
tn o rd e rto c o mp re h end
suchenormous
systems
of equati ons,
i s
a n u m b e ro f ma th e ma ti cal
concepi such
s
as matl ces,vectors,
a^.
rn tro d u c eidn th i s c h a p te rand i n the
next,w berew e de.no.s' .:.:
A c tu a l l yth, e u s e fu l n e so sf li nearai gebra
extends
far beyondt: c ..
e q u a ti o n sF. o ri n s ta n c ern
, the theoryof di fferent
al and c -:_:-:=
n o n l i n e aorp ti mi z a ti oth
n e ory,i n sta.l rstin0
cs eco,.orne:,
as -_: --:.usedextensively.
-_

15.1 Systems
o f Linear Equat ions
Section l.-i n ll.eadr inrrociuced
s\.stemsof two slmultaneous
linear equationsin trvo
larrabls. Hee is iln erantple
of such a s),stem.wherenow the
two unknownsare denoted
br . r . , t a . r - .

5s0

C H A PT E R1 5 /

M AT R IXA N D V E C TOR
A LGE B R A

,:,:,;::

(x

A solution of th.

ailknow*"-J,li'1':"'Tiffi:::il,*T*;1'J*"#:tisnesbothequarionsre

;:::::;:.;':i.rl;::*:Ti.Texpressionror.rlintoillilll#lf,i;l:ru
t' :
0' and then r = -) .0
"'ut
+ z - ,. ,ir\))n
{a,, *r :"i,'rl
A generalnotation ro,
a ,yrtem *rn ,ro linear
equationsin two unknowns
fl and r:? i\
anxt* crnxz_bt

solution is therefore

a2t+ azzxz-bz
Note that azt, wjl

2 and,,is rhecoerficienr
in rhesecond
equarion

murtiplying",,

Since we ofter
n^eedto consider a large
-'l;l;i:H:";Tbscript
number of equations
a suitable notatio] tor
and unknowns, we need
an arbitrary linear system
of equations with m
unknowns. w" l
equations and r;
to be larger than' equal
to, or iess thann.If
denotedby *t, .
the
unknowns are
xn,
,
we usually write such
a systemin the form
allxr + atzxz i...
l
c t 2 1 x t+ ( t z z x zI . . . *

alrxn _

121

a2rxn _ S2

(l
qmlxl * am2x2
I

... I a.nx, _
S_

of,hesvs,em,andb1,
l:'i;;":;;;;;;,::;,i'::i::i:::::{cien,s
, bnareca'ed
Notecarefulrt
or tne,uscrrpts.In-genera
1,a sthecoefficient
'h" :.g:.
in theth
;;;;

;H::;:lj:;
"'

#*l'*l;fl

fii:[t"il;JrH,.;,l

of,hese
e
"""ih;;;;ay be0_indeed

"*

(1)is anordered
setorlisrornumbers
rr, ,r2,. . ., s, rhatsarisfies

i:::'ffi
*il:Tl:;ill1;l"iJ:,i::r!".*#r*i;*;:.*H,H

(s1s2'" ' r') satisfies{l)'

*"" ri, t-,,...,
usuallynotbearolrriorthu'if'
'

sr),say,uiii
(0,2),,,, ;'r:il;jf,lot", ,",, x) : (2,0)i, arorutio" sysrem
(x),bur
"],n"
If sysrem(l) has ar I
it
nosolurion,
Whenthesystem
i, t, ,"ti" i3r,,"ffi.ri:ff.n, is saidrobeconsisrenr.
ha:

(xt,x):

I X A M P IE

Do the following systems

have solutions?
t a)

3r+5xr-6
3- . - i*5 - r : : 7

(b)

t' i xz-2xs:
-xz* 2xz-_l

;E C TION 15 1 / S Y S TE MSOF LIN E A RE QU A TIO NS

551

Solution:
(a) Thissystemisinconsistent.
Nomatterwhatvaluesvalueswechoosefor,rl
and x2,the
expression3xt I 5xz cannotbe both 6 andl. The systemhas no solutions.
(b) This is a systemin the form (1) with 2 equationsand 3 unknowns. The system is
consistentand has infinitely many solutions.Choosingan arbitrary value for
-x3,say
,v3: ,t, the secondequationyields x2 : 2s * I, while the first gives .r1 : l. Hence
for all value.sof s, the list (xt, xz,.r3) : (1, 2s * r, s) is a solution of the system.The
systemhas one degreeoffreedom, becauseone variable (s) can be changedfreely. (See
Section12.10.)
c

{ i- ; : 1,:nS . \ \ ;

;..
, g u J--,
L \ i ;--".
[ 1 , -_
-_
f{.-;iitrl-l 91r"3r
= - f i1 1 , r 1 . '

"i

.r.'- . i

:rd

fr

There are computer programs that make it easy to check whether a system like (1) is consistent,and if it is, to find possiblesolutions,evenif there are thousandsof equationsand
unknowns.Still, economistsneedto understandthe generaltheoryof suchequationsysrems
so that they can follow theoretical argumentsand conclusions related to linear models of
this kind.

3qui: 1 , :

I,!. ",1i

n-:

ltl, Il!

IiC

A S i mpl eL e o n t ie fM o d e l

lk::.'' n. :.

In order to illustrate why linear systemsof equationsare imporlant in economics,we briefly

discussa simpleexampleof the Leontief model. A more generaldiscussionof the Leontief
model is given in Section16.9.
XAMlf

'

An economyhas threeindustries-fishing, forestry,and boat building.

To produce I ton of fish requires the servicesof a fishing boats.
To produce 1 ton of timber requiresB tons of fish, in order to feed the foresters.
To produce I fishing boat requires y tons of timber.
T h e s e a re th e onl yi nputsneededforeachofthesethreei ndustri
es.
S upposether
eisnohnal
(external)demandfor fishing boats.Find what gross outputseach of the three intlusrries
must producein order to meet the final demandsof d1 tons of fish and rl tons oi rin'rber.

!t

--

. - : i:--1
:1,i:,:"

:-

1-.a::i

Solution: Let xr denotethe total number of tons of fish to be produced..r: ihe iotal
numberof tons of timber, and x3 the total numberof fishin-eboats.
Considerfirst the demandfor fish. Becausep.r2 tons of fish are neecledr(r prrrduce.rl
units of timber,and becausethe final demandfor fish is r1l. \\'e musrha\e,1.:: .i.rt - i..
(Producingfishingboatsdoesnot requirefish as an input. so thereis no remr s ith ,r.. r In the
caseof timber,a similar argumentshous that the equation,r. : './,r-i- 1-must be ,atisfied.
Finally,forboatbuildin-s.onl the fishineindustrl need,c
boars:thereis no hnal den.rand
in
this case,and so ,t3 : cy,rt.Thus.the lbllo$ ine threeequatrons
mustbe satisfreci:
, -p.r.-rl 1
'

',u,-11

fj

a,i-l

1.

( *l

One n ar to slrl\ 3 the:e :qu;tit-rnsbeginsb' insertingthe third equationinto the second,in

o rd e ttr' rl i n ri n.t:.' .'fheresul
..
ti s,i -.: yaxtl dz.Inserti ngthi si ntothefi rstequ at ionyiel<ls
,r-1: c ,' .r -:.j --.i
. S ol ri ngrhi sl astequati onforxl
gi vesxl : kh+ Fct)l e_o\ D.

552

CHAPTER 15 /

M ATRI X AND V E C T O R A L G E B R A

expressions
for rhe rwo other variabresare easily
found,

."Jlr";:l"sponding

dr'+ Flz
1-aFY ,

*, :

;tffi:lffT}:'ffil
producrion
in tr,"

x.
' -

qYdt * dz
l-a7y

r
-^ -

and the

od, -f aBct2

(*x l

(xt,xz,x3)
onty
makes
sense
when
aBy< I . rn fact,
if uBy> 1.
ll#:::anv

""o'olffil]

positivefinaldemands
ror fishandtimber-

P RO B LE M SF OR S EC T IO N 1 5 .1
..

r. . . . i : . . _ :
-, . . : : . . r. . -:

.: ::: :..:

..:::

.:.:i.:i

it

:!j

::

1. Decide which of the following

single equationsin the variablesx
, ! , Z,and uare linear
and which are nol (In (f), a and,b
arenonnegativeconstants.)

(a) 3x - y - z - u:50

@)J ix * 8 -ry - z * w: o

(c ) 3 (x t-y -z ):4 (x -2 y1_32)

(e ) (-

y )2 + 3 2 -w

: -3

(d) 3.33 _4y+ $.::

g) 2a2x_{uy+ e+ Ja)z:bz

2' Let xr, y1, xz, and y2 be given

numbers and consider the following
equationsin the
variablesa, b, c, and,d. (In almost
a1lother casesin this book, a, b, c,and
d denote
constants!)

a x l+ b q y 1 + c y la : g
o * ] + b x 2 y 2 + c y 2 r+ a : g
Is this a linear system of equations
in a, b, c, andd?
3 . W ri te s y s te m(1 )o u ti n ful l
w henn: m:4an!aj
: l foral l i
I j ,w hl e' :0
for I - 1,2,3' 4. sum the four
equationsto derive a simpre equation
for the ne*
variable s :
I:t x, thensolve the whole system.

t
xi l :j i l :T " " " -o f

equations( l) when
a j:i* jfor i, j:1,2,3andbj: j

5. In Example 21et a : l/2,

f : l/4, y : 2, dt : 700, andd2: g0. Write
down
system (x) in this caseand find the
solution of the system. confi the resurts
by usin-e
the generalformulas in (**).
6' consider a corection of individuals,
each of whom owns a definite quantity
of m dif_
ferent commodities. Let a7be the
number of units of commodity i owned
by
individual
j , w h e rei : 1 ,2 , ..., m,w hi l e
7 :1,2, ..., n.
(a) What does the list (a1,
a2j,
, a*) represenf?
(b ) E x p l a i n i nw o rd s
w h atal l

r anr " ' * a7n anda1* az* ..-* a,express.

tc t L e tp d e n o te th e p r i ceperuni tof
commodi tyi (i :1,2,...,* ).W hati sthetotal
ra_nue
of rhe comnoditiesou-nedb.individual
l?

T
SEC T I O N 1 5 , 2

MATRICES AND MATRIX OPERATIONS

553

7. T. Haavelmodeviseda model of the US economyfor the years 1929-1941basedon

the following equations:
(i ) c : 0.712y+ 95.05

(i i ) s :0.158(c -l x) - 34.30
(i v) x:93.53

(i i i ) y :c* l -s

Here x denotestotal investment,y is disposableincome, s is the total saving by f,rms,

and c is total consumption.Write the systemof equationsin the form (1) when the
variablesappearin the orderx, ], s, and c. Then find the solutionof the system.

and MatrixOperations
15.2 Matrices
A matrix is simply a rectangularanay of numbersconsideredas an entity. When there are
la rows and n columns in the array, we have an m-by-n matrix (written as m x n). We
usually denote a matrix with bold capital letters such as A, B, and so on. In general, an
m x n matrix is of the form

t:l:

(l)

^:(':_'_,:
::)
In this book any array like (l) will be enclosedin parentheses;other mathematicrtn>,r:
economistsmay prefer to use squarebrackets.
The matrix A in (1) is saidto haveorder m x n. The mn numbersthat ccnstitu:.\ :ri
called its elementsor entries. In particular,a; denotesthe elementin the l tir ii' ;: J :::
. ,r: ::r-rjth column. For brevity, fhe m x n matrix in (1) is often expresssls trr
simply as (a), if the order m x n is eitherobviousor ttnimportaut.
A matrix with only one row is also called a row vector. and a ntatnr '' -.:. :' . :.column is called a column vector. We refer to both types as vectors. Ii i: u>L-;--,- -::-.- lrow or columnvectorsby smallbold lettersratherthancapitalleter..

EXAMPLE 1

A :{l

/7 -:)
-)r
\)

6t

B- r - t.

t.

' .1.

l' .

c:l

i -1

I r

.l

ol

r 1)

a re ma tri c e s ,O fth e se.-{i sl xl .B i sl x-l (andsoaro\ ' \' ector).andC i s4x2.A l so

at : 5 and c.; : 6. \ote that c: is undefinedbecauseC only hastwo columns.

EXAM PLE 2

C, ' r r Lr u; t t he - l

i nlatrix A :

l a j ) +. r w i t h a : 2 i

- j

554

c H A p rER 1 5 /

M AT R tx A N D vE C ToR A LGE B R A

So l u ti o n : M a tri x Ahas4 . :
3
l 2entri es.B ecause
aj : 2i _ j ,att :2.
_ I
a tz : 2 . 1 _ 2 : 0 , a ,n :
2. l _ 3 : _1, unro on.i i recompl etemai xi s 1_ I

(? r _t

2.t_2 2.t_3\
/t 0
2 .2 - 2 2 .2 - 3 ]l t;2

o : l : ? -l

u i_ "3 i_"
il_ :):l:
t

l)

rf m : n' so that the matrix

has the same number of columns
as rows, it is called a
square matrix of order
n. If A : (aj)r"r,tfr"n tt
all
, a2z,. .. , 4unconstitule
the main diagonal that
"1"_ents
runs from the top left (a1) "tothe
bottom right(a,).Fbr instance.
the maix a in Example
I is a squaremafix of order
2. Themain diagonal consists
numbes 3 and 8' Note that
of the
only a squarematrix
truu" such a main diagonal.
"un
:.iX*W:eA*;s

Consider the generallinear

sysrem

au x t I
az t x t I

anxz *
azzxz i

a m l xt * am2x2*

... t
... I

...i

alrxn _

b1

a2nxn :

b2

a_rxn -

S*

ofz equationsin unkr

,1J",iTi?iH:xr*:HT:1Til:t"
n:l;kJi:?ltilffi
3 x t-2 x z* 6-13:
5xt I

"1i"""T:":*tr"Tent
iig'--*A#'dg#'ffi

xz* 24:

5
-)

is

- ?,

(;

the'sontheright-hand
sidebv anm xr matrix,orcorumn
vecror.
I

Considerachainofstoreswithfourourrers,81,
Bz,Bz,andBa,eachsellingeighrdifferent commodities' v1 v2
'
' ' ' ' , vs ' Let a denoteirr""il* varue of the salesof commodin.

J"lll*lr"xilrJ,.*"in

monrh.
suitable
wayorrecording
rhisd;;;;. the8 x i
atz

at3

a+

o:I"i'":'":'":I
/ot'

\ r;,

*il:Tr-'":"j
ror dre mtrnrh *

a'82 a'83 otro)

whereas
the4 columns
rererrorhe4 outlers.
For
!'.li:.l ::mmodities'
meansthat the salesof commodity
n"..u""*

7 at outlet 3 were;;i;a

SECTION 15.2

MATRICES AND MATRIX OPERATIONS

555

Matrix Operations
So far matrices have been regardedasjust rectangulararraysof numbersthat can be useful
for storing information. The real motivation for introducing matrices,however,is that there
are useful rules for manipulating them that correspond (to some extent) with the familiar
rules of ordinary algebra.
First, let us agreehow to define equality betweenmatrices.If A : (ai)*,, and B :
(.bj)*,, are two m x n mafrices,then A and B are said to be equal, and we write A : B,
j :l ,2,...,n.Thus,tw omatri cesA
p ro v i d e d th a ta :bj foral l i :1,2,...,m,and

s --lled
cn!titute

and B are equal if they have the sameorder and if all their correspondingentries are equal.
If A and B arenot equal, then we write A + B.

L,tl J il! 9 .

Li:i rri the

E X A M PL E s

w rr.n i r(..,3
-\2 t .' -' ) :(
u

\a* l

'

2u
)t
r+ u,f'

/
Solution: Both are 2 x 2 mafrtces with four elementseach. So equality requires the
four equations3 : /, t - 1 : 2u, 2t : u + l, and u : t I w tobe satisfied.By
solving these simultaneousequations,it follows that the two matrices are equal if and only
i ft :3 ,u

w :2.Thenbothmatri cesur..quutto l ]
\o

?)
f /

Let us return to Example 4, where the 8 x 4 matrix A representsthe dollar valuesof total
salesof the 8 commodities at the 4 outlets in a cerlain month. Supposethat the dollar values
of salesfor the next month are given by a corresponding8 x 4 matrix B : (b ) s, +. The total
salesrevenuesfrom each commodity in each of the outlets in the course of these 2 months
combinedwould then be given by a new 8 x 4 matrix C : (.;j)sr+, where cij : a.- Lt
fo r i : 1 , ...,8 a n d for j : 1,...,4. Matri x C i s cal l edthe " sum" of A andB . a nd, , r e
w ri te C :A+ 8 .
In general,if A : (a.)-rn and B : (bj)*rn,we definethe sum of A and B as the
m x n matix (.aI b)*r,. Thus,

i: I r'r
i. : 1

u.a! ! i

: I,u :5 ,and

A*B:

(aj )* ' nl (bj )* " r:(atj

l bj ),,,,,

-:

So we add two matricesof the sameorder by addingtheir correspondingentries.

If cvis a real number, we define cYAby

It ;rff--:G::r -';ll"

uA :

l e!

u(.a),ur,: (l tai .i )r,r,

t - ll

Thus, to multiply a matrix b- a scalar.multipll' each enfn in the matrix br that scalar.
Returning to the chain of stores.the matrix equationB : lA u'ould mean that all the
entriesin B are twice the correspondingelementsin A-that is. the salesrevenuefor each
commodity in each of the outlets has exacti;' doubled from one month to the next. (Of
course.this is a ratherunlitel\ event.) Equivalently,2A : A * A.
gI ]

f.:

E X A M PL E 6

{ - B.-r.{..
Compute
and(- j)n,oo:

(1 _: _?)

and * : (?
;)

556

C H A PT E Ri 5 /

M ATR IXA N D V E cToR

A LGE B R A

Solution:

A +s :/1

\)

=(-! -e--i
'o: (,1-t -i) (-i)s
)

3 2\

_3 t/.

I ;'Ti':i;:'1J.":T#:lillli'lt,

the
difference
berween
rhe
rwo
marrice

.,.ft.
::ff,rll?*;t;:TiT
jlh*;jil,1#il:i,tst:*ffi
*x1

omponents
represent
increases
an

negativecomponents
representdecreases.

thedefinitionsgiven
it is easyto derivesomeusefur
*
"T1t",
rules.Let A, B, andc
* x z matrices'andlet
a
andBt"."Jnu-uers. Also,
-*#
matrix:*:onsistingonly of
ret0denotethem x t
zeros,called the zeromatrix.
Then:
R'U:1,E
5.$OR,.MAF
EtX,,ADDi TION,,AN,D
: M Ut_ltp Lte AT,'ON $y, SCA,,A.RS,,

(a )(A +B )+c:A+ ( B+ c)
(b) A +B =B *A
(c) A +o:A
(d)A +(_A ):o
(e) (a+f)A :aA + p t
(0 cv(A+ B) - cvA
+ aB

r:

Each of these rules follows

directly
vur the
urtr uellnluons
-v!r from
definitio. and the corresponding
ordinary numbers.
rules for
Becauseof rure (5)(a),
there is
need ,o put parenthesesin
expressionslike A B
Nore atsothar definirions
1.o
*
(3) and (4)
* c
imply rfr* E ia^* A is
equalto 3A.
P RO BL E M SF OR 5 E C T ION

'

1 5 .2

the matrix A :
,:f;*"t

(aj)2,2, where a =

2. Fo what values of
u and, d"",

3. Er.alrtrrgA - B and.iA
u,hen

(1 - u)2
uzu
(
6y

u2

o: (l l)

Tfor i -

r,2,3,

and a: 0 for

):1
l

_t /

\o

and n:(1

-3 u
u+5
-t \

1\"5

, l'

u
:;),

SECTION 15.3

4. EvaluareA+8, A

MATRIX MULTIPLICATION

- B, and 5.4.- 3B when

o :(t l

u: (

and

;)

15.3 MatrixMultipfication
Ei

The matrix operationsintroduced so

far should seem quite natural. The
way in which we
define matrix multiplication is not
so straightforward. An important
motivation
for this
def,nition is the way it helps certain
key manipurationsof rinear equation
systems.
Consider,for example,the following
two linear equationsystems:

(i )

tt : attl t' l

l t : b 1 1 x 7 *b p x 2

012Y 2
+ anY 3
(ii)

z z :a 2ty1 * azzyz+ any3

yz : b21x1 I b22x2
ls : bttxt -f b32x2

The matricesof coefficientsappearing

on the right-hand sides of these two
systems of
equationsare, respectively,

e: ( o t t

ot2

'''\

, o, o'r, ;r: )

and

n:

/bt'

r:\

I ar, ur; I

\ .,, tt,, /
system (i) expresses
the variabresin termsof the y,s,
whereasin (ii), the ),s areexpressed
in terms of the 's' So the z variables
must be relatedto the variables.
Indeed,take the
expressionsfor y1, y2,and y3 in (ii)
and insert them into (i). rrris giv"s
F-

z t : a l t(b l xt I bnx) I a12(.b21x1

I b22x2)* ap(b31x1
I fu2x2)
z z : a z t(bnxt I bnxz) * azz(bztxt
* bzzx) I ay(b31x1I fu2x2)
Rearrangingthe terms yields
z t : (a tt btt I a12b21
* apfu1)x1I (a11bp* a12b22 apfu2)x2
*
:
z z (a z tbu I a22b21
I aybr)x1 I (aztbn * a22b22 a23fu2)x2
*
The coefficientmatrix of this system
is. therefore.

The matrix A
matrix C is 2

* ct1b21-1-a1-rD-31attbn
* ctnbzz I otzbzz\
! ctyb:l -i a-:-:1
ct21bp { azzbzz* orrUr,
)
B is i .' L Thus. B has as
many rows as A has columns.
The
t ri rr e let C : (c.i)trz, then
the number
r

: i/ .b:t * anbZt
I apb31

558

c H A p rER 1 s /

M AT R tx A N D vE croR A LGE B R A

is obtained by multiplying each of the three elementsin the

first row of A by the corresponding elementin the first column of B, and then adding
thesethree products. we call the
resultingexpressionanbn I anbzt I apb31 the"inner product"
of the first row in A with
the first column in B. Likewise, c12is the inner productof the first
row in A and the second
column in B, and so on. Generally,eachelement c7is the inner product
of the i th row in -\
and the jth column in B.
The matrix c is called the (matrix) product of a and B, and
we write c : AB. Here
is a numerical example.
E X A J VPL E l

(:?;)(;;):f;[?Sri;;r?
iti:):(:z
:,),
In order to generarizethe argument,assumethat as in (i) the variables
21,...,2n are e\pressedlinearly in terms of
]t, . .., yn, andthat as in (ii), the variables.)r, ..., , are
expressed
linearly in terms of x1, ..., xo. Then zr, ..., Zm carrbe expressed
linearly in
tetms of x1, . . - xp. The result we get leads directly to the following
definition:
'

MA,T,Rtfi.
1ry4,6d+ilr,Ptj:i.S:p,e
.l\|.
Supposethat A : (aj)*r, and that B : (bj)nrp. Then the product :
C
AB
is the m x p matrix c : (cj)**p, whose elementin the lth
row and the lth
column is the inner product
c j :

.A
L a b ,:

r|
atj * azbzj I...l ab

1...* a,br

r- |

of the i th row of A and the jth column of B.

Note that to get c,i we multiply eachcomponenta. in the lth row

of A by the cor:respondin-r
component br in the jth column of B, then add all the products.
one way of visualizins
matrix multiplication is this:

l)11,:
T:)

It is important to note that the matrix product AB is defined only

if the number of columns
in A is equal to the number of rows in B. Also, if A and B are two
matrices,then AB mi-ehr
be dened-e'en ifBA is nor. For instance,ifA is 6 x 3 and B is
3 x 5, then AB is define
rand is 6 . 51.u'herea-sBA is not defined.

SECTION 15 3 /

EX A M'IE2

L e t^ :(i

1) ,' ou:li

\+ -r

o/

MATRIX N4ULTIPLICATION

559

;) .computer hem ar r ixpr oduc r AB.r s

\- r

tJ

the productBA defined?

So l u ti o n : Ai s 3 x 3andB i s3 x 2,soA B i s a3x2matri x:

:(
^":(Hi)
)
ffi ,i)

(We haveindicatedhow the elementin the secondrow and first column of AB is found.
It is
th e i n n e rp ro d u c tothf esecondrow i nA andthefi rstcol umni nB ;thi 2.3+
si s 3.1+ 1.(-1) :
8.) The matrix productBA is not definedbecausethe numberof columnsin B (: 2) is not
equalto the numberof rows in A (: 3).
i
NOTE 1 In the previousexample,AB was definedbut BA was not. Even in casesin
which
AB and BA are both defined,they are usuallynot equal. SeeProblem I and the subsection
"Erors to Avoid" in Section 15.4. When we write AB, we say that we premultiply
B by
A, whereasin BA we postmultiply B by A.
EXAMPLE 3

In i ti a l l y ,th re e fl rm A
s ,B ,andC (numbered 1,2,anrl 3)sharethemarkettbrace r r ain
commodity. Firm A has 20Vaof the market, B has 60a/c,and.C has20Vo.In rhe courseot
the next year,the following changcsoccur:
A keeps85% of its customers,while losing 5Voto B ancll\Vc fo C
B keeps557oof its customers,while losing l0o/oto A and 35% to C
C keeps857oof its customers,while losing l07o to A and.5c/c
fo B
We c a n re p re s e n tmarketsharesofthethreefi rmsbymeansof
a mcrrket-l tre\' ((-tt)t . . Jer ni.
as a column vectors whosecomponentsareall nonne-eatir-e
and sun'ito i. Denne the rl,rrii:.
T and the initial market sharevectors bv

,.i
':(i]:)
':(:,l;;,:i
:,:i)
Notice that t is the percentage of l's cLrsttrmerstlho becrrn.ie's customers in
the nert
per iod. So T ir c alleJ t h c t t ', n t ; i t i , , t 7t ', , : , . i . , . .
Com put et her ec t or T s . s h o i r h a t t t i s 1 \ o a r n a r k e t s h a r e r e c t o r . a n d g i r e a n i n t e r p r e tat ion. W hat is r he int er p r e i a r i o no i T i T s r . T r T r T s l r . . . . 1
Solut t a. '

Ts:

/'r-< o lo
0.5,5
It1.5
\ 0.10 0.35

:(t,i)
::iX;:)

560

C H A PT E R1 5 /

M AT R IXA N D V E C TORA LGE B R A

Because 0'25 + 0'35 + 0'40 1, the product Ts is also a market

share vector. The first
entry in Ts is obtained from
the calculation
0 .85 . 0.2 + 0.10. 0.6 + 0.10.0.2 :0.25
' Here 0'85 ' 0'2 is A's shareof the market that it retains
after I year, 0.10 . 0.6 is the share
A gains from B, and 0.10' 0.2
is the shareA gains from c. Th
sum is therefore A,s tota.l
shareofthe market after I year'
The other entries in Ts have corresponding
interpretations.
so Ts must be the new market
share vector after I year. Then
T(Ts) is the market share

vear-that
is,arter2ve,n,s,un
roon.(inprou",,,6,
youareasked

,::ffiffJ;.il'"

Systems
of Equations
in MatrixForm
The definition of matrix multiplication
was introducedin order to ailow
systemsof equations
to be manipulated' Indeed,
iiturns out that we can write linear
systems
of equationsvery
compactly by meansof matrix
l
multiplication. For instance,
the system
"onrlo",
3h I 4xz:5
7x1-2x2:)

NowdenneA :
(l

-)

":

o": (2
\7

(: , ), * o o :

(; ). * , . n we s e e ria r

!\( - ' ) : /r " ,*4 x2 \

_2/\*r/-\7*t_2*z)

So theoriginalsystemis equivalent
to thematrixequation
Ax_b
considerthegeneralrinearsystem(i)
in Section15.1.Suppose
we define

.:(i,)
,:(?.)

;"",o

tr m x n and,xis n x 1. The
marrix producr Ax is then defined
and,ismx 1. It follows
a ttx tl c tl z x 2 + ... + d1rxr, :
$1

c tz tx tl a z z x z I...*

A 2rX r:122

can be written as

.r.. _

,,. a-fr

_:

-..

4_ Ot,ttt-\.n

b,tt

This l-ery-coucise noaion arrns

out to be extremely useful.

Ax : 5

S E C TION15.4 /
:: . The firsl

R U LE SFOR MA TR IX MU LTJP LJC A TIO N

561

P R OB L EMSF O R S EC T ]O N 1 5.3
1' compure the productsAB and BA, if possible,
for the fb'owing:

r -r ,:e Share
' ::. . -l ' s tot al
.:r::3tat10ns,
:::ri3l Share
, - .re asked

(")A:(3 -?), (-i

-') BA:
G)
(?
',
)
-:
(c)A : f -9). B: (o

3)

\ +/

(d) A:

:)

(i_)

B :(
)

2. Using the matrices

:: :luations
:::,lnsvefy
:

o :( ?) u :(-?_ ) .: (z D :(l
;)
i)
calculate(i)
3A+ 28 -2C +D

3Le, ^: ( : ;-i )
\, _r

(ii)AB (iii)C(AB).

* :(' ^ -:;)

tl

\;

;)

,:(t
' - \,

Find the marricesA + g, A - B, AB, BA,

A(BC), and (AB)C.

I
3
-2 )

4. Write the following sysremsas matrix

equations:
(a)

xt I

xt-l 2xz* xz-4

x z:3

3 t * 5 z :5

(b)

x1-- xz+ x3-5

@)2rt-3rz+r3:0
xt* xz--r3:0

2xt + 3xz -J3:1

5' (a) If A is an m x n matrix and B is

another matrix such that both products AB
and
BA are defined,what must be the dimensions
of B?
(b) Find all marricesB that.,commure,,with,
t:

/ 1 , \
(,
I Ji nrhesenserhatB A : . 1g,

6. In Example3, computeT(Ts).

Ir fbllows

15 .4 Ru lesfo r M at r ix M uf t pf ic at ion
The algebrarc
rr.rle
s in section1-<.1
concemin-g
matrixadditionandmultiplicationby a scalar
are ali natulnd ea:r Lr eni\.
multiplication
-\latrir
is a more complicatedoperationand
"
\\'emu:r
i\;-:,r:i
i.
hlr
rure:
appr1,.
we
havealreadynoticedthatthecommutative
--;;.-r
:--i_t-.r :: \oT hotd rn senerai.
The following threeimportanrrulesare generatTy
if i_ti

562

cHAPTER
15 /

a"#

MATRIXAND VEcIoR ALGEBRA

rf;j,"d

c arematriceswhosedimensionsare
suchtharthe given operationsare

;ieiq+S*:if$rB;les$i
(AB)C : A(BC)

(associativelaw)

(l)

A(B + C) : AB + AC

fleft distributive taw)

(2)

(A + B)C : AC + BC

(right disrriburivelaw)

(3)

Note that both the left andright distributive

laws are statedhere because,unlike
for numbers.
matrix multiplication is not commutative,
andsoA(B + C) + (B + C)A in
seneral.
FX$,tf;g,le,.t.,

Verify (l), (2), and(3) for rhe fbllowing

marrices:

o:(

u:(3-)

" : ( ;i )

solution: All operationsof multiplication

and addition are defined, with

AB:(
)

BC:(-l-l)

( AB) c(:

) ( : i) : ( , i ; )

aru"r:
( )C: -!):(,1;)

Thus, (AB)C : A(BC) in this case.

Moreover.

u *":( 1l)
and

o':(; i)

A(B+c):
(; ) (: 3): (,1 ,)

on*oc:(3
)).(l i):('j )

so A(B + c) : aB * AC' You should

now verify the right distriburive law (3)
for yourselr.
Proof of (1)" suppose
: (bj),^ p,Td
: \ci)p"q.It is easyro verify
thesedimensions
thar
^.9,),:,,,8
9
implv thatl,
;r[;nc) *'"
{ang
u."'iotr,'
ur,i irriurriies.w. haveto pro\e
thattheir,corresponding
"n,,a
elementsu." uff
The i /-th elementof (AB)c
"iuu
t(AB)cl,/,
andit is rheinnerproducrof the i _th
in AB andthe/-th columnin C. ls,qenoteiuf
rou
Usingthen;ta'ilor sums,we seerhar

:t(f
t(aB)cti,
k : \ j - r

:f
u,r,r,\:IA(BC)J
" ,0^),r,
,
",,(t
. k =1
/
l =,

where the frr'o double sum

s'here
riom
t . ";fr;Tt*:trLT;l?J:l,ii::
7runs

lfi '"-

oraIthepnrerms
abr,c:,
"

!'

S E C IION

RULES FOR MATRIX MULTIPLICAIION

563

Proving rule (1) involved examiningin detail

all the elementsof the relevantmatrices,
and a correspondingexaminationis necessary
to proverules(2) and(3).we leavethe reader
to prove (2). It will probablybe bestfirst ro
show (2) for the casewhen A, B, and c are all
2 x 2 matrices,after which it may be clearer
how to treat the generalcase. The proof of (3)
is similar.
Becauseof ( 1), parentheses
arenot requiredin a matrix productsuchas
ABC. of course,
a correspondingresult is valid for productsofmore
factors.
A usefurtechniquein matrix argebrais to prove
new resultsby using (l) to (3), rather
than examiningindividual elements.For instance,
supposewe are askedto prove that if
L: (aj) and B : (b) areboth n x zmatrices.
then

(A + B)(A + B) : AA + AB + BA + BB

(*)

According to (2),

(A + B )(A + B ): (A + B )A + (A + B )B
By (3),onehas(A + B)A : AA * BA and(A ts)B:
+
AB BB, from
+

(x) follows.

which we seethat

Powersof Matrices
If A is a squarematrix, the associativelaw (1)
alows us to write AA as 42, and AAA as
.A3,and so on. In general,

A" : AA. ..A

E X A M p L E2

(A is repeatedn times)

-l \

/l

f.rm
.fA"and
c.nnrm,l,J,l.,.,!#Til::;
il#:l.T::::::,j;;;T.'
L e rA

Solution: We find that

A 2:A A :/l

\o

-2\
t l'

-l

r - : '2--\
t :oll

n + : lr a : ll

t /)

- i)
,u

t/

A reasonabre
guess,therefore,is that fbr ar naturalnumbers
n,

L " :( l

\o

- l)
r x)

t)

we confirm this by induction on i. Forrriula(*)

is cor:rectfor n :
fo rn :fr_ th a ti s .

{=/I
\o

-f r\
t)

-A \/t

-t\

1. Supposeitis correct

Then
/t

(.un

,ll;

l /\U

,l:f
l /- \0

/l

' -k-

1\

t/

bi ai ni n rxr by pul ri ngn : kl l . If theinduction

hypothesis
shori'nthar it is also valid for : k 1.
So (*) is indeed
+

564

CHAPTER
15 /

EXA*P'LE,3

MATRIXAND VECToRALGEBRA

Suppose
P andQ aren xn matricessuchthatpe :
e2p. provethat(pe)2 : e6p2.
sorution: The proofis simpleif we use
the associative
law (1) andpQ - Qzp repearedly:

(PQ)': (PO@O: (e2p)(e2p)

: (e2p)e(ep): ereg(ep)
: Q'(Q2p)(Qp)
: ere2(pe)p: erer(erp)p :
e2e2e2p2_ qepz
It would be essentiallyimpossible
to prove this equality
looking sL'
\ --J by
"r vvrur
at individual elemenrs.
Note carefully that (Pe)2 is not eqtalto p2e2.
:

The ldentityMatrix
The identity matrix of order n, denoted
by r, (or often just by I), is the n x n
matrixhaving
ones along the main diagonal and zeros
elsewhere:

/1

...

r'"-l:
,,:1 0 1

\o o ..

0l
.

(identitYmatrix)

, |

t/

If A i s a n y m x n ma tnx,i ti seasytoveri fythatA fn:

matrix, then fnB : B. In particular,
AI, - I,A : A

A . Li kew i se,i f B i sanyn xm

(for every n x n matrix A)

(4 i

Thus' r' is the matrix equivalentof

I in the real number system. In fact, it
is the only matrir
with this property. To prove this, suppose
E is an arbitraryn x n matixsuch that
aE : a
for all n x n matricesA. putting
t:
I, in particular yields I,E _ f,. But
: f
IE
accordingto (4). So E : I..

Errorsto Avoid
The rules of matrix algebra make
many argumentsvery easy,but one has
to be extremerr
careful to use only valid rules when
matrices are being multiplied. Look
(-) ;ilil,
at
the proof of ( 1), for instance.It is tempring
ro simprify tir" expr"srion AA aB
*
* BA + nn
on the right-hand side to aA
* 2aB + Bt. This is rrongt Even when aB
and
BA
are both
defined' AB is not necessarilyequal
to BA. Matrix multiplication is ol commutative.
EXAMPLE 4

L e rAa n d B b e rh e m a rri ces,.* : l, /'

o

sarLto-

0\

/0

u:(;

3)'

: )a n o n a : (0 \t
^ u:l: 1 .\ ut

j)

l\

;)

H. n " . , A B t B A .

0l --_..

S E C TION15.4 /
)F

-p-

R U LE SFOR MA TR IXMU LTIP LIC A TION

555

If a and are real numb

ji3#J;f,1il:tril:gi:
::lH,
;IHi";#ffi:[::*";:,*']*":;ff

--

E X A M PL E 5

t"o:

( :)'":

Solution:

(-i -u')
"o,,ou,"o"

nu:(

)(_ j) :(3

3)

For real numbers,if ab _

ac anda # 0, thenb _c,
becausewe can cancelby
eachside of the equari"n.ay
multiplying
1/1:in"."r"ro"nding
cance,ation,rule,,isnor
matrices.Example5 illustrates
valid for
this point ulro,'Th"." AB :
49 andA f O, yetB 0.
*
So we have found examples
showing that in general:

AB + 8.4
AB : 1 doesnot intply fhat
either
AB :49

(5)
A or B is ti

(6)

anci .d I A dc nor imply

rirar B : C

(7)

Here (5) saysthat matrix

multiplication is not commutative
in generar,whereas(7) shows
us that the cancellationlaw
is generally invalid ro,
multiprication.
(The cancellation
law is valid.ifA has a so_cailJ
inverse.SeeSection
-ut.i*
16.6.)
The following two examples
illustrate *,",ul
of matrix multiplication.
"ooi."tions
EXAMPLE 6

o o rT u s e sra w m a te ri al s
R t, R z,..., R * to produce
the commodi ti es
F o ri - 7 ' " ' ' n a n d j v1, vz, ... , v, .
r,...,n,w e,.retau" rn" l uun,i tyof
raw materi arR w hi chis
neededto produce each unit
of commodity v;. tt
quuntrti", form the mafix
"se
o,,

A _ (aijr*,,:
i
MI

at2

or., o:,

|r ^' om2;
'oml

dl n

"r: I
i
a*n /

Supposethat the firm plans

a mor

ii?"llxin:ffi
;#;*:"k;
#*r#i*Tffi,""J,"JX3il"1T,"".fi

(x'
":l':'l

Since
a.in partie
ura.

unirof commo.irr r".ittb'ows

roproduce
"rr,rt; lrr,n o,whichis needed
l;l,i::T^:",
one
tnuro,rurri"amountofruwmaterial
.Rwhichisneeded

566

CHAPTER 15 /

M ATRI X AN D V E C T O R
ALGEBRA

to producer1unitsof commodity
vr. Similaly aijuj is the amount
neededfor z7 unitsof
v (j :
' ' ' ' n)' Thetotalmonthly,"quir"*"nt of
raw materialR is therefore
''
qtutI ctzuz
* ...1anu, :f

o,ru,
j =1

Note that this is the inner product

of the i th row vector in A and
the column vector u. The
flrm's monthly requiremenr
r.v'L vector
vuvLurr-ror
r for all raw
ra,, material is therefore given
product
by the matri
r: A u
Thus r is an m x I matrix,
or a column vector.
Supposethat the prices of the
mraw materials

wedennerheprice*,n
: (pt,p2,...,
r.,,fi!i:i:tT,"il"r#l,"";,r,1-,1"J,#

:lT:'#,TJiT"ffiX1',?"[:i"'L*,.-i"
bewritten
" 1, o,",il; ,;;;anarso
K : pr:

p(Au) _ pAu

(Since matrix multiplication

is associative,it is unnecessary
to use parentheses.)
i#&

Figure 1 indicates the number

of daily international flights
between major airports ir
three different countries
A, B, and,C. Thenumber atta

how
manv
flighrs
rhere
*" u"t*""nrherwoairporrs.
.":,*"n:,?*"ffi:iTriT:iJ,';
B there are 4 flights to airport

cJ in country c-"*n

i^y',but none to airport cz

in country c

Figure1
The relevant data can also

be representedby the two matrices

b 1 b 2fubactc2ca

P:?,(3
i l"il e:r(I )
Each.elementpj of thematrix p
representsthe I

o\o

o/

b,whtle".h
;i;;;;|7r
ore,"p.e,",,,
,n"""l,1Tli;ff::',Tflr1r'Ti:rJT,:"?#,

SECTI O N 1 5 , 4

RULES FOR MATRIX MULTIPLICATION

567

How many ways are there of getting from a to c using two flights, with one connection
i n c o u n tryB ? B e tw e e na 2 andca,forexampl e,thereare3. 2+ 0. 0 + 2. 4* I . 0 : 14
possibilities.This is the inner product of the secondrow vectorin P and the third column
vector in Q. The samereasoningappliesfbr eacha andc. So the total number of flight
connections between the different airpofis in countries A anciC is given bv the matrix
product

* :"a :(l :

0 2\
0l

lt
r \lt0

r /lr

(3 I

o + l:\s

:^)

t o/

\o
P RO B LE MSF O R S EC T IO N 1 5 ,4

1. Verify rhe disrriburivelaw A(B + C) : AB + AC when

/t

)\

\.r

+/

A:(;;)

_l

I 0\
B:( 12
; _ ; ;;)
,./
\J

2.Computelhemarrix p ro
r* d. yu.c: rr

/,,

ld

\r.

c:( -/_t
l

/I.

\_z
r,\

t\

i)

/x\

/ lf
,/

I
0-

,l
\:/

3. Verify by acrualmultiplicationthat (AB)C : A(BC) if

n: (::',:::) ": (ii, i::) . : (lll '.)

4. If A and B are squarematricesof order n, prove that

(a)(A+B)(A-B)

+ Al -B:

(b) (A-BrrA -B

_\B- ts

: \: -

except in special cases.Find a necessar\.andsLrt.tL-:t:.,,.1_

in each case.

5. Lom put e: f a)

/t
I
|

{)

0
|

\0 o

? )(;
i:)

6. A squarematrix A is sai d to be i dentpotent:: \- : .\.

)
(a) Showthat the follorins ntatnr i> rdenrp..renr: - I
[
\

-l

--i
t

-]
-r

-1

(b) Show that if AB : -\ and B-\ : B. then A and B are both idempotent.
(c ) Show that if A is idempotenr.rhen.\', : A for all positiveintegersn.

CHAPTER 15 /

MATRIX AND VECTOR

ALGEBRA

HARDERPROBLEMS
7' (a) Provethatif :
A
(:

uo)''n*

A2 : (a + d)t. - (ad
-

bc)t2.
(b) Use(a) to find
an exampleof amarrix
A such that A2= 0, bur
A * 0.
(c) Usepart (a) to
showthat,{3 _ r
= 0' (Hint:Multiplytheequality'a
part(a)byA,andusethe"ouurrr9.tlfties42
o : 0 to derivean equadon,
thenmultipryor o;;;;;H;l't
whichyou ,r,ir

15.5 The Transpose

Consider anym x
n matnxA. The tr

;;;".;:JTy;iffit;f
::::lj:#:i:T:iJ",",ff
lff :T;fi,,,,f
ff J;
att

atz

al -

o _[i,,,
| :

;::
:

I,,:\
: | :,

\o,,

an2

( o,, a2'
a22
t,:lo!,
(,;,

,;, )

So we can write

otr,

an ,\
o* r l
tl
,_,)

l::il.".,,,1:iT}'",n,:ffi,,;i;Tiill,ii,ji,#:.:"
:"h:i
E X A M'LE
1 Ler^:

(l

u :(; -i I

sotution:
n,: (-

_i)

B,:

+\

t ).Fi"a A' andB'.

(-i i)
I I i)

The following rules

apply to matrix transposition:
R U L ES F O R T R AN SP O S IT I ON
(a) (A')'-

(b) (A +B ),- A ,
+8,
(c) (uA), :

qA,

(d) (aB),:

B'A'

sECTION 15 5 /

THE TRANsPOSE

569

Proof: Yerifying the first three rules is very easy,

and you should prove them in detail, using the
fact that
for eachi, i. To prove rule (d), supposethat A is
m x n andB is x p.
"r,is nx m , B,
is px "t,
n, ABis m x p , ( A B ) , i s p x m , 'i n d , B , A t i s p x z . T h u s , ( A B ) , a n d B , A , h a v e Then A,
the same order' It remains to prove that corresponding
elements in the two matrices are equal.
The rs elementin (AB), is the sr elemenfin AB]which
is (t"tbt, I a,zbz, + . . . + a,nb,,. On
the other hand, the rs elementin B,A, is b1ra"1
t b2rar2+ . . . + brrarr. Thetwo sums are clearly
equal. So we haveproved rule (2)(d).

EXAM PLE 2

Let x bet hec olum n v e c t o r ( r 1 , x 2 , . . . , x , ) , . T h e n x / i s a r o w v e c t o r o f n e l e m e n t s . T h e

product x'x is
-t,2' ttrls equals ilxll2, the square of the norm of x. (see Section 13.5.)
!l:,
The reverse product xx', however, is an n x ,
mrix whose lj element is equal to xx. I

SymmetricMatrices
Squarematriceswith the property that they are symmetric
about the main diagonal arecalled
symmetric. For example,

c:')(i

_:;)
(:,)

are all symmetric. Symmetric matrices are characteri

zeclby the fact that they are equal to
their own transposes:
The rnatrix A is symmetis >

A : A,

Hence,matrix A : (aj),rn is symmetriciff a : ai

for all i, j .
EXAMPLE 3

IfX is anarbitrarym x n matrix,showthatXX, andX,X

arebrrh...r--,r--.;:::
s o ru ti o n : F i rs t,n otethatX X ' i smxm,w hereasX ' X i s.. ,..
L' .,i ::,.:)
_ , _ _
in (2), we find that

rhisproves
rhat
XX',, ,r--",,,11;,:-:,:::J..lo-.t"t',,
: ; : .,..:: ,
P RO B L E M SF O R SE C T ION 1 5 .5

'1. Find the transposes

of A :

l\

( _;

: ;,1" :(i ,J

C : r 1.,i .0. -1 ) .

t0 lr
anou = -2. Compute
A', B', (A -l B)', (aA)',
(
, ' i'
\- 1
AB, (AB)'.B'A'. andA'B' Thenverifr.all therulesin (2)
for theseparlicularvalues
of A, B, anda.

2.LerA :{

l:).e:
) /

CHAPTER 15 /

M ATRI X AN D V E C T O R
ALGEBRA

3. Show thar A _

/3

3\

lz -r
\3

tfandB:

0/

4 8\
o t 3 f a re s y mme rric .
13 0/

/0
l+
\8

o'

4 . F o rw h a tva.r
rues
",, ( , i t

;'

?
"lio)
_r ,r ,o,n.*.

4a

\-:

5. Is the product of two symmetric

matrices necessarilysymmetric?
6' If A1 , az, and 43 are matrices
for which the given products are
defined,
(A1A2A3)' :

show that

AiAiA\

Generalizeto products of n matrices.

7. An n x n matrix p is said
to be orthogonal if p,p : r.

(a )F o x:rt/O^
r
howr har ,:( :

3 _i) ir onnogonur .
I
o/

\o
(b ) Sh o w rh a trh eZ xzmanx

( P
\ 4

-q\

.
is orrhosonalif andonly il
P2 + q2 - 1
o)

(c) show that the product

of two orthogonal n x n matrices
is orthogonal.

15 .6 Gaussian
Efimination
This section explains a general
method for finding possibresolutions
to a linear system of
equations' The method involves
systematicelimination of the unknowns
from eachequation
in turn' Becauseit is very efficienl
it is the starting point for computer
programs
designed
to solve large systemsof linear
equations.
Consider first the following
example.
E X A M P LE . l j

Find all possible solutions

of the system
a-"
zx2-

xt-|

X 3:

xz* 34-

-3xt + 2xz* 2xz:

_7
2
-10

S E C TION15.6 / GA U S S IA NE LMIN A TION

571

Solution: We start by interchanging the first two equations, which certainly will not
alter the set of solutions. We obtain
xtl

xzl 34:
' X 2- X 3:

2
-1

-3xt + 2xz + 2xz: -10

This hasremovedxl from the secondequation.The next stepis to usethe (new) first
equation
to eliminate x1 from the third equation. This is done by adding three times the first
equation
to the last equation.(The sameresult is obtainedif we solve the first equation
for x1 to
obtain -r1 - -x2 - 3: + 2, and then substitutethis into the last equation.) This gives
t}1\ that

xtl xz*

3r3:

x3 : -7

2xz -

li)

5* z+ l l 4-* 4
The last two equationsnow haveonly xz andh asunknowns. The next stepin the
systematic
procedureis to divide the secondequationin (i) by 2, so that the coefflcientofr
becomes1.
Thus,
xtl xzl
342

x2-

ir r : - l

5* z+ 114--4
_,,t

Next, eliminate 12 from the last equation by multiplying the secondequation by -5

and
addingthe resultto the last equation.This gives:
xt* xz*

x-2 -

3x2-

I rt : -l
,1..
27

Tt3:

Finally, multiply the lasr equarion by fl to obtain

rtl xz* 3,r3j t) - i - {1 l 1

'sr stemof
equation
s designed

13:

2
( ii )

:- :
I

we seethat:r3 : 1, and then the other unknownscan easily be found: Inser-ting :

13
1
into the secondequationin (ii) gives xz : _3, after which the first equarionin (ii) yields
xr : 2. So the only solutionof the given equationsystemis (_r .r2,x3) : (2. _3. 1
,

).
our eliminationprocedureled to a "staircase"in system(ii), with x1 x2, &nd as
leading
,
4
entries.In matrix notation.u'e have
I

3\/.,

_+f \ / 2\
I
lo
l. , l: l_ll
\0 0
t/\*r/
\ t/
lt

Thematriroi coelicients
ontheleft-handsideis uppertriangularbecause
all entriesbelow
theniaindi"s,.nlare0. \,Ioreover,
thediagonalelementsareal7l.

572

CHAPTER 15 /

M ATRI X A N D V E C T O R
ALGEBRA

The solution method illustrated

in this example is called Gaussian
etimination. The

orequations
inorder
toarrive
arsysrem
(ii)ae

ffi::Tffi*l#il::jilJ,"stem
t"i::"T::.8::ll*"
follows:

theelimination
procedure
unrilwealsoobrain

zerosaboverhe
:mentaryoperationsrequired
to do this are frequently represented
as
xt* xz* 3x3_

2 < __

*r-l*.:_tr _1
ff"ffi:.T1?:,l"fr"T"J,are

incruded;,;';", were
adding
-r rimes
thesecond

xl

+ lu :

'r-i*.:-l 1

'3: 1 + _4

At the r

ffl;T:;;3,"1;#l#:J*_
fl*?Tf
:il#li'l:#ffi"J;3,il':J,iTffi
x1

:2
x2

--3
N 3:

Let us apply this method to

another
E$aJ\'itFllF:t...

example.

Find alr possible solurions

of the foilowing sysremof equarions:
xt l 3xz 2xt|

xz*

x3:

4:

2x1-4x2t44-

3h+ 4xz

: ll

S0lution: we begin with

three operationsto remove x1
xtt3xz-

x3:

-2

-2

from equations2,3, and4:

-3

2 x t * x z r x 3 - 7 < -J
I
I
2 x t -4 x z * 4 4 I
3xt + 4xz
: 11 <-----____l
The result is
xt l 3xz -

x3:

-5*z + 3x3 : -1
-10x2 164:
_)
-5-t:+ 3x3:-1

-l

S E C TION15,6 / GA U S S IA NE LIMIN A TION

5 73

(The - { witout any arow is usedto indicate

thar the relevantequationis murtiplied v _
so that the coefficient of 12 becomesl.) Further
*,
operationsgive
xt *3xz
)cz

.._

j3- 3- 5jJ:

+
l
5

-10z*64:-2

xt I 3xz

105
< | I

x2

and

- i : :
?11

+----]

+ -3

0:0

-5tz + 3r3 : -1 *---l

0:0

We have now constructed the staircase.The

lasr two equations are superfluous,
and we
continueby creatingzerosabovethe leading
entryx2:
rl

t5-f.t:1

ta

z- ix::*
From this systemwe concludethat the solutions
ofthe original systemcan be expressedas
follows:
j-.411
l :--.d3+l

(*)

x2: 3r,+ I

Clearly' 'r3 can be chosen freely, after which

11 and ,r2 are uniquely determined by (*).
Puttingx3 : t, we can representthe solution
set as:
(x t, x z ,r.) : (-l

+ !,

| t+ i , r)

(/ i s anyrealnumber)

we say that the solution set of the system

has one degree of Jreeclom,since one of the
variablescan be freely chosen.(See Section
12.g.)If this variableis given a fired |alue.
then the other two variablesare uniquely determined.
Briefly formulated, the Gaussianelimination
method (often called the Gauss-Jor'
method) takes the following form:
G A US SIA N E L IM IN A T IO N ME T H OD
(l) Make a staircasewith r as the coefficient
for eachnon-zeroreaciingentrr,
(2) Produce0's aboveeachleadingentry.
(3) The generalsolution is found by
expressingthe unkno*,ns that occur as
leadingentriesin termsof thoseunknowns
that do not. The ratterunluo*.ns
(if there are any) can be chosenfreely.
The number of unkno.u'nstha can
be chosenfieer' (possibly0) is the number
of degreesof freedom tbr the
system.

(l )

This descnptir,nl.i ihe recipeassumesthat

the systemhas solutions.However,the
Gaus_
sian elirnrrli,rn ;nethotlcan also be used
to show that a l i nearsystemr._rf
equati onsi s
lncon'r.i,-.-:-inirits. ii hasno solutions.

C H A PT E R1 5 /

MA T R IXAN D V E C TORA LGE B R A

Bef,oreshor .

reducestr,"umlllsr;i:.T,,"#TJ"."::fl
:_1;:;:?THTffiT:?ffi
:3:iHl:
that we only needto know the
coefficienT o,{thesystemor"quuiion,

vector' while the variables

only serveto indicare in which
.;i;;

l;l?ffi,:11:,.T:lt"

and the righr-hand side

the differenr coefficienrs

2 canberepresented
bvaugmented
matrices
(each
wirhanexa

(ii t,il (j i.i)'

- L 1a

-z

<-ril

_J

<I

(:

-r

4\

/t
ro r
9 -ro
I -3/s_zl*_L
lo
-f o
'/'l
e
f
I -f o'
\o -5 3 -r I *___1
\; o

i'{)='

(i; { 'f)

we have performed elementury

row operations on the different
4 x 4 augmented
and we have used the equivalence
matrices.
symbol
between two matrices ,t
tt ratter has
been obtained by using elementary
oi"rution, on the former. This justified
"n "
is
becausesuch
operations do arways produce
an
,rrr",o of equations. Note caretury
systemof equationsin Example "quivalent
how the
2 is represent uy,rr" first matrix,
uJ
e's
---'
rro,

^-,
the
last matrir
representsthe system xt
* txz : !, *, _
i", : *.
For what values of the numbers
a, b, andc does the forl0wing system
of equationsha'e
solutions? Find the solutions
when they exist.
xt-2xz*

:+ 2x4:6

xtl

xzl

xz-

xtl Jxz-5r:_

x:b
x1:c

solution: we representthe
systemof equationsby its augmented
matrix, then perform
elementaryrow operations
as required by the Gaussianmethod:

-i _:_i
(i i -j ; )-' -r'_(
-2

t-s

-r,/

-\

t\

_u_3

: -:)

-(j; z i,",-;;.,)
-'

S E C TION15,6 / GA U S S IA NE LIMIN A TION

575

T h e l a s tro w re p resentstheequati on0."

,
+ 0.xzl
0.xz* 0..ra
:2a_3b+ c.Thesyst em
thereforehas solutionsonly if 2a - 3b * c : 6. In
this casethe last row has only zeros,
and we continueusing erementaryoperationstill we end
up with the folrowine matrix:
|

-tl t

a/

\ta + 2b;

I 0

-2 / t -t / t

\o

lt t - " t I

/
t' l

This meansthat the correspondingsystemof equations

is:
^l

- t , + t ra : \ (a + 2 b )
x z -3 x z - j" o : \ f u -" ' ;

Here x3 and r.1 can be freery chosen.once they have

beenchosen,howeve xt and,
x2 arc
uniquely determinedlinear functionsof s : 3 and t :
x4..

x1:\h2b)+lr-1 . ,
(s andt arbitrary
realnumbers
' 2a - 3b* c : 0)

x2 : !b - o + ]s + Jr

For 2a - 3b + c I 0 thegiven systemis inconsistent,

so has no solutions.

P RO BL E M SF O R S EC T IO N 1 5 .6
1. Solve the following systemsby Gaussianelimination
.
( a)

xI *

xti -2xz+ /' 3-4

t:3

3xt+5xz-5

(b)

x\-

x2+ 13-5

2xtl 3xz

-,r3:

2. use Gaussianeliminationto discussrvhatare the possibresoiurirrn)

systemfor difTerentvaluesofr ancl:
.t -

,f-

i -1.,

3. Find the r.aluesof c tor q.hich the !\ ir-nt

ly

1l

'ni

dnd the completesolutionfor thesevaluesof c.

=.

576

C H A PT E R.i 5 /

M AT R IXA N D V E cToR A LGE B R A

4. Consider the two systems

of equations:
axt

!* (a*

(a) x t-2y *
3 x* 4yj _

r ) z: bt
z:bz
7z: bz

1, + y r Jz: b1
G) xl2y*

z:bz
3x i4y *72: bz

Find the values of a fo

which (a) has a uniquesolution,
and find all solutions
system(b).

15.7 Vectors
Recallthata matrix with only
onerow is arsocalreda row vector
, and,amatrixwith only
onecorumnis calreda corumn
vector. we refer to both,r0", u, o""rors.
As remarkedin
arervpicarlvdenoredbv sma' bold
retters.Thus,if a is a I x row
iJi[], * ;lJctors
a:(a1,a2,...,an)
Here' the numbersat, a2, .
' ., an afecalledthe components (or coordinates)
of the vector.
and a is its i th component or
i th coordinate. (Recail that when
we consider a as a matrix,
ar' ' ' ', (tn are calred entries
or erements.)If we want a
that a vector has
to it asan
"-fn"rrrl

;Ti:lffj:rlHar

n_vector.Alrernarively,
if a is ann_yector,rhen
we sayrhat

It is creartharthe row vecror(7

, 13,4) and the corumnu..to, ( I
exacrlv
)
J
thesameinfomation_thenumbers
\ q / "o.rtuin
andtheir

i..T,,f,:."Ti:::#:
:lTJtr:*'j:*,:*LtnHi:l:ffi:il,Hffi
dimensionarspu."m:.enoanvn-v"ctori;;"n*H,1#t*":Jf#'*H"':ff;iii:::h:;
Operations
on Vectors
since vectors are just special
types of matrices, the algebraic
operations introduced for
matrices are equally valid for
vectors. So:
(A) Two n -vectors a and
b are equar if and onry if a, their
correspondingcomponents
equal:we lhen write fl : b.
are
(B) If a and b are two _vectors,
their sum, denotedby a + b, is
the n_vectorobtained by
adding each component of
a to the correspondingcomponent
of b.r
(C) Ifaisan-vectorandisarearnumber,*"o"on"
taasthen-vectorwhosecomponents
are / dmes the corresponding
componentsin a.
(D) Thedifferencebetweentwon_vectors
a andbis definedas a _ b: a (-1 )b .
+
.,,"r, sum
sumrs
issrmply
simprv
nordefined,
not
difference. No should one add
denned,
noris
nor
istheir
rheir
a row vecror
yvLLUrto;;;j;,
LUa coruln vector, even if they
-':il:",J;::?:##jH*,::::jiT"::l:"'their
have the samenumber
of elements.

SECTION 15.7

V E C T OR S

577

Ifa and b are two n-vectors and t and s are real numbers,the -vector /a + sb is said to be
a linear combination of a and b. In symbols, using column vectors,

\')).,(':):(:'

I:u.ns t..

Here is an interpretation: Supposea and b are commodity vectors, whose jth components
arequantitiesof commodity number j . Now, if personsall buy the samecommodity vector
a and s persons all buy commodity vector b, then the vector /a * sb representsthe total
commodity vector bought by all / + ^tpersonscombined.

n:th onlr
c"ked in
[ ' l tort

foc 'r iv-tof.

r r,airir.
r,:: has n
i:e .r

that

Of course,the rules for matrix addition and multiplication by scalarsin (5) in Section 15.2
apply to vectors also.

The InnerProduct
Let us consider4 different commodities-say, apples,bananas,cherriesand dates. Suppose
youbuythecommodityvectorx: (5, 3,6,7). Thismeans,ofcourse,thatyoubuy5unitssay,kilos-of the first commodity, 3 kilos of the secondcommodity, etc. Supposethe prices
per kilo of these four different commodities are given by the price vector p : (4, 5, 3, 8),
meaning that the price per kilo of the first good is 4, the price per kilo of the secondgood
is 5, etc. Then the total value of the commodity vector you buy is

4.5+5.3+3.6+8.7:109
in er.-tlr
Ee:nentof
r:pe"'iaih
t-:nr in -1l,-e

-r-".

The resultof this operationon the two vectorsp andx is often written asp.x andis calledthe
innerproduct or scalarproduct ot dot product of p and x. In general,we havethe tblio$ ine
definition (formulated for row vectors):

rNNE *,P *OnUCt

then-vectors
a:
T h e i n n e rp ro ductof
is defined as

(at, az, ...,4,,) andb : (bt. b:. . .. .b,, 1

d:-;ed ibr

a' b : atl
}enS are

rued

r lr

t1

azbz1... * a,,b, :l

lJ
;-t

ab

t:rrnenIS
.1 b.
l*-: i. their
re number

Note that the inner (scalar)productof two vectorsis not a vectorbut a nutnber (or scalar).
It is obtainedby simplymultiplyingall pairs(a, b), j : 1,2,. . . . 2,of the corresponding
componentsin the two vectorsa and b, and then finally addingthe results.Note that a ' b
is defned onlt i.f a and b areboth of the samedimension.
In the casen.henp is a price vectorwhosecomponentsaremeasuredin dollarsper kilo,
and x is a commoditl' r ector whosecomponentsare measuredin kilos, then eachproduct
p,;,r.,is an amLruntof money measuredin dollars,as is the inner productp .x : Li:t pr.

578

C H A PT E R1 5 /

iliqtr$ffi:&#,]i

MA T R IXA N D V E C TORA LGE B R A

If a : (1 , -2 ,3 ) andb : (_3,2,5),
computea .b.
S o l u ti o n : We gera. b : 1 . (_3)
+ (_2).2 + 2.5 : g.

Note that according to the definition

of the matrix product AB, the iTth
element of the
product is the inner product
of the ith row vector of A and the jth
column
vector
of B.
The inner product is defined for
any two _vectors.If a : (at,
.
..
a,),
and
,
b _
(b t, " ' ,b )tb o th h a ppen toben
r matri c" s,thenthetransposeu)
orui
,
arxnmat
r ix,
"
and the matrix product a,b is defined
as a I x I _ur.r*. In fact,
a' b : er6, * a2b2* ... I arbn
Because 1 x I matrices behave
exactly as ordinary numbers with
respect to addition and
multiplication' we can regard the
innerproduct of a and b as the matrix
product a/b.
It is usual in economicsto regard
a typical vector x as a column vector,
unlessothewise
specified' This is especially true
if it is a quantity or commodity
vector.
Another
common
convention is to regard a price vector
as a row vector, often denotedby p,
to suggestthat it

vector.
rhenp'x is rheI x 1marrix,
u ,"ui* thatis equar
to

;iT#X1,t:L:ii::t"

Important properties of the inner product

follow:

i:'"-"'*"-"" ' "

Ifa, b, and c are z-vectors and
a is a scalar,then
(a ) a .b :

b .a

(b ) a .(b + c ):a .b * a .c

(2)
(c ) (u a ).b : a . (a b ) :
cv(a.b)
(d ) a .a > 0

Proof; Rules (a) and (c) are easy

consequencesofthe definition.
To prove rule (b), apply the distributive
raw for marrix multiplication ((2)
in Secrion
15.4)when a is I x zwhereas
b and c aren x l.
T o p ro v e ru l e(d ), i t suffi cesro
norerhara. u _ o? + al
+ ...+ oS .Thi s i s al ways
nonnegative,and is zero only ifall
the a,s are 0.
P RO B I T MS F .

1. Computea-r-b.a
_b.2a*3b.and_5a*

2bwhena: (
\ -l

?) unn: (;)
/

S E C TION15 7 / V E C TOR s
2 ' L e ta : (r, 2 ,2 ),b:
a*b*c,

(0,0, -3), and c:

a_2b* 2c,

5 7g

(_ 2,4, _3).Fi nd rhefbl row i ng:

3a+ 2b_3c,

_a_b_c

3 . If 3 (,r,r, ) + 5 (- 1,2, 3) : (4,1

, 3), ri nx , y, and7.
4. (a) If x * 0 : 6, what do you
know aboutthe
(b) If0x : 0, what do you
know about the

componentsof x?

componentsofx?

5. Expressrhe vector(4, _11)

as a linearcombinationof (2, _l)and
(i. 4).
6 . So l v eth e v e c to re quati on
4x _7a:2xl gb
/

_ a forxi n terms
of a anclb.

a .a + a .b :a .(a fb ).
8. For what valuesof x is the inner
productof (.v,x _ l, 3) and (x,
r, 3l) equalto 0?
9' A construction company has
an order for severalhouses
of three diff.erenttypes: 5 of
type A'7 0f type
and
12 0f type c. write down a
-B'
3-dimensionarvector x ri,hose
coordinatesgive the number of
housesof eachtype. Suppose
that eachhouseof tr p:
A requires20 units of timber, type
B requires1g units, and type
c requiresr-i ur:::.
Write down a vector u that gives
the differ

ofeach
ofthethee
different
rypes
A,,,

compudng

the inner product u . x.

. ..
rvlqr Lrtrl
":TriJHJ,'iff;HI.:.IT,:,__

1 0 . Afi rm p ro d u c e s n o n n egati veoutputquanti ti es.:1......' ,,ol .rrJi ne:-:.

a s i n p u ts th e n o n n e g ati vequanl i Li esr.:.....
-....._
r,, ofrhe:ante/.; j . F :-__
i (i :l ' ....n ).d e fi n e
l i :z-r3S ,n.n.,
,,r,pr," l : ," " 0,." .,.:.
-:. - ---_
'
g o o d i . L e tp - (p t,..., p),x:
(r......r,,) (thei nput rector
.r _
(th e n e to u tp u tv e c tor),andz:
(" t. ....:/r I { rneoutput \.ector
(a) Calculatethe flrm's revenue
anclits coss.

tt'ilr"J,J:lt thefirm'sprofitis

br thesctarFr(riuJ:
p \ \\':": iip i is
-siren

1 1' A firm producesthe first

of tlro diff'erenrsoodsas rts outpur.
usingthe secondgood
t:t' l Its n e t o u tput\e-or i seeprobl en
ro,i . (_i
l t l :t
) tn" ol ..u..,o.i rfaces
t\ I l . .i ). F l n d th c rrt .. ,l r i ' prrr
\ecl or. {br ourpuruaa,or.
,a, costs.(d) revenue,
(e ) r'alrieof net trutput.
and rf t profit or loss.

s80

CHAPTER 15 /

M ATRI X A N D V E C T O R
ALGEBRA

5.8 Geometricfnterpretation
of Vectors
Vectors,in contrast to general
matrices
word
"vector"
isoriginarv
ru,*u,i,uffi','"t;l|T#,T1jtr[:Tly;*,l"l ,li
particular, the word is rerated
to the act of moving a person
or object from one prace to

ffi'ffi*

Hiffjjlogist

islikelvtothinkofavecror
asacarierofdisease,
such
as

In the 'ry-plane' any shift can

be describedby the distance41
moved in the -direction and
by the distance a2 movedin
the v-direcrion. A move-";; t;;;ohne
is rhereforeuniquely
determinedby an orderedpal,
o, 2-vector(at, a). Geometrically,
,u.t,
a movementcan be
itlusrrated bt un.T:r from
rhe srarrpoinr ; ;;";;;;;;?,
u,
,r,orn
in Fig. 1. rf we
make aparallel displacement
of the uoo*o that it startsat p,lndends
at e,,theresulting
exactlv
the

same
shift,because
the anly *-pon"ntsaresriilu1 and

ilTJil,Tfi:sent

Figure I

The vector from p to

0 is denoted av Fl, and we refer to it as
a geometric vector or
directed line segment.Two geometri""u"".,
itut have the same diriction
and the same
length are said to be equal (in
much the same*u,
*' u, the two fracti ons2/6 and
| /3nre equal
becausethey representthe
same."ul nu_0".1.
Supposethat the geometric
vector a involves a movement from p
: (pt, pz) to
@t'' q) ' Then the pair (a1, a) thatdescribes
e :
the movement in both the * and
y
directions
- p1' :

"tffl"l1J; ; :'

a2 Qz- pz'orbv (at,a) : (qt,qz)

- (pt,p2).rhisis
Q :

@t, q) : @t * at, p2 -r uz )

Figure2
on the otherhand' ifthepair
(at,az) is given, the corresponding
shiftis obtained br
moving dl units in the direction
oi rn"
u, well as a2 unrtsin the direction
of the
"-uiir,
-r'-anis'If we start at the point p : (pt , p2),
thenwe arrive at the point
withcoordinares
tq\.q:l : (pt L at. p: *
Q
:). alsoshowni Fie. 2.

S EC T IO N15' 8 / GE OME TR ICIN TE R P R E TA TION

OF V E C TOR S

5 81

The correspondencejust explainedmakesit

merely a matter of conveniencewhether we
think of a vector as an orderedpair of numbers
(a1, a), oras a directed line segment
such
ut rQ inFig.2.

VectorOperations
Ifwe representvectorsby directed rine segments,
the vector operationsa * b, a _ b, and a
can be given interestinggeometricinterpretations.
Let a : (at, az) and b : (b1, b) both
start at the origin (0, 0) of the coordinate system.
* by, a2 122)

o
Figure3

Figure4

The sum a * b shown in Fig. 3 is the diagonal

in the parallelogram determinedby the two
sidesa and b. The geometricreasonfor this
can be seenfrom Fig. 4, rn which the two
rightangled triangresosR and pr
e arecongruent.Thus, oR is parallerto p
eand has
the samelength, so o p eR is a paralrerog.u.. qtrri,
parallelogramraw of adding vectors
will be familiar to thosewho have studiedphysics.
If a and b iepresenttwo fbrces acrin_e
on a particle at O, then the singlecombinedforce
a * b actingon the particle will produce
the sameresult.)The parallelogramlaw of addition
is arsoillustrateain rig. 5. one way of
interpreting this figure is that ifa takes you from
o to p and b takes you on from p to o.
then rhe combinedmovemenra * b takesyou
from O to e.lo..ou.., f,.o;;;'";
"*
again,tr takesyou from o to R, whereasa
takesyou on fiom R to
So the combined
Q.
movementb *a takesyoufrom O to
e. Of course,this verifiesthata + b: b * a.
Figure 6 givesa geometricinterpretationto the
vectora - b. Note carefullythe direction
ofthe geometricvectora - b. And notethatb (a _
+
b) : a : (a _ b) + b.

,/^
u _ a,/
,/
//
,a,'
Figur e5

,/

./
b

''

b +( a - b ) : a

Figure 6

582

c H A p rER 1 s /

M AT R tx AN D vE C ToR A LGE B R A

The geometric interpretation of a, where / is any

real number, is also straightfbrward. If
t > 0,thenta is the vector with the samedirection
as a and whose length is / times the
length of a' rf t < 0, the direction is reversedand
the length is multiplied by the absolute
value of /' Indeed, multiplication by r is like rescaling
the vector a; that is why the number
/ is oftencalleda scalar_

3-Spaceand n-Space
The plane is often also called 2-spaceand denoted
R2. we representa point or a vector in a
plane by a pair of real numbersusing two mutually
orthogonal coordinaterines.
In a similar way, any point or vector in 3-spaceR3 can
be representedby a triple of rear
numbersusing threemutually orthogonalcoordinate
lines, asexplainedin Section I 1.3. Anr.
3-vector(at, az, a3) canbe consideredin an obvious
way asa geometric
in 3-spaceR3' As with orderedpairs in the plane, there
""";";;;;;";;;
is a natural correspondence
between
ordered triples (at , az, az) and geometric vectors regarded
as directed line segments.The
parallelogram law of addition remains valid in
R3, as does the geometric interpretation of
the multiplication of a vector by a scalar.
The setRn of all n -vectorswas introducedin Section
11.5.when > 4, it hasno natural
spatial interpretation. Nevertheless,geometric language
is sometimesstill used to discuss
properties of R', becausemany properties of R2
and R3 carry over to R/,. In particular, the
rules for addition, subtraction,and scalarmultiplication
of vectorsremain exactly the same.

Lengthsof Vectors
andthe cauchy-schwarz
Inequarity
If a : (r, az, . ' . , a,), we definethe length (or norm)
of the vectora, denotedby llall, as
:

llall .fi'a. or

llall:

" l+ a l+ . . .

(1r

A c c o rd i n gto (1 3 .6 .2 ),l l a l l i sthedi stancefromrheori gi n

(0,0,...,0) to (a1,a2,...,a,).
In Poblem 4.6.9 you were asked to prove a famous
inequality. By using the notation u.e
havejustintroduced,
theinequalirycanbeexpressedas
1a.b;2 = ttuilrttOtt!,
o."quluuf"n,f..
as

la . bl < llall . llbll

,

For the two vectorsa :

inequality.

(Cauchy-Schwarz
inequatity)

(1, _2,3) andb :

et

(_3,2,5) checkthe Cauchy_schwarz

Solution: We find that

,_
llall: r/12+ (-2)2 i 32: JA,

llbll: v/(-3), + 2, + y : ..E

ln Erample Li-7.1 *'e found the inner product of

thesevectorsto be g. So inequality ()t
sr'sth:r ! . . l-1. -rS.rhich Lse-ertainlvrrue because
JT4.:
un ^,AS , O.
I

SECI I O N 1 5 . 8

G E O I V E T R I C I N T E R P R E T A T I O NO F V E C T O R S

Orthogonal i ty
ConsiderFig. 7, which exhibitsthreevectors,a, b, and a _ b in R2 or R3.
t:

o.,r/t"

Figure7
According to Pythagoras'theorem,the angle d betweenthe two vectors
a and b is a risht
a n g l e(= 9 0 " ) i f a n do n l y i f (Oi l 2 + @ D 2 : (A B )2,or
:
l l al l 2+ l l bl l 2 l l a _ nl l 2.rtr is
implies that 0 :90' if and only if
a .a * b .

b : (a -b).

(a-b)

: a. a_a.b

_b.a+ b.b

(*)

Because
a ' b : b ' a , equal i ty(x) requi res2a.b :0, andso a.b : 0. w hen the an gle
betweentwo vectorsa and b is 90', they are said to be orthogonal, and we
write a r b.
Thus, we haveprovedthat two vectorsin R2 or R3 are orthogonalif and only if
their inner
p ro d u c ti s 0 . In s y m b o l s:

aIb

++

a.b:0

Forpairs of vectorsin R", we deJineorthogonalitybetweena and b b,, r-rr. Th

. :..:::
orthogonalityis often usedin econometrics.
N o rE I (T h i s re l i e s o nsomeel ementarytri gonometry)Letaandbf,e
r,.,..:-.r.-.
DefinetheangLe0 betweenthemby
_.

C O50:

r, -.

a.b
,i -

llai u

"

Definition (4) makessensebecausethe Cauchr-Schu 7 .- hasan absolutevalue< L Note alsothat accor.dins

ir, _ . ,,
( 3) bec aus ef or 0e [ 0, 2] . u e h a r e c o s p : 0 i f i - : - EXAMPLE 2

Suppos ewe r epeat ed lov b s e r r er . o n r m l r J L i \ . ::,.3 :tr: i i i

- _-:ti ,-:. .]3i .tnded..\l ter l obS e_
v at lonswe hale r i pair sI p , . . / j t . 1 1 ) - . / -r . . . . , , . ,; . '.,.::::
-'. :.3Fri :.i tts the pri ce and r/, i s the
dem andat obs er r - at ion
l. 1 : l . l . . . . . : . D : i r e : i l 3 >i r: t::r.-:l nteana

;-'\-..
' /- ''

I-

'\-.i

/ .,

tI l:l

s84

CHAPTER 15 /

M ATRI X A N D V E C T O R A L G E B R A

In statistics, cos6, defined by (4), is called the correlation coefficient, often denoted by p. It is a
measure of the degree of "correlation" between the data. When p : 1, there is a positive constant
a > 0suchthatd - d:a(p
-l),implyingthatdemandandprice areperfectlycorrelated.
ltis
more plausible, however, that p : - 1 becausethis relationship holds for some a < 0. Generally, if
p > 0 the variables arc positively correlated, if p < 0 the variables arenegatively correlated, andif
p : 0 they are uncorrelated.

EXAMPLE

(Orthogonalityineconometrics)Intheearlierexampleoflinearregression(Example
the regressioncoefficients a and fl were chosen to minimize the loss function
1T

L(u,B) = I J-r?
T-"

13.3.4),

: *r-,o'-u- nx')2

This required choosing : Fy (o,y /o*,) lt, and.p : 6"! /o,,,where r, and i., denotethe means
ofxr and respectively, whereas o"" is the variance ofxr, and o' is the covariance ofx, with yr.
Ther es ult inger r or s b e c o m e ' : l t - & - f l *, : j t - & y - ( o , r f o r , ) ( x t - & r ) . B y d e f i n i t i o n o f
t, and p,n, one has
IT
(* J

ID ' :O
In addition,
rT

a \:
/- ,",
T

it Ir,_,
,r ,

^
- tr xLr yo

/t

\t

- r ;) : o*,- ffo^, :o
Ii

(**)

(1, 1...,1),x:
Def inet hev ec t or s l:
( x 1 , . . . , x r ) , a n d : ( , , , . . . , 2 7 ) . T h e n e q u a t i o n ( x)
( ;I",' equation (xx) shows that the inner product
shows that the inner product of 6 and I is 0.- Moreover,
of andx is 0.
Note that L(a, il : Q/DllV - ul - Bxll2. Geometrically,the scalars and,p arechosenso
that the point i : Al + px in the hyperplane2containing the points 1 and x is as close as possible
to y in the Z-dimensional space R7. This involves having the vector y - i : be orthogonal to 1
and x, and to every other vector al * Bx in this hyperplane. Accordingly, i is catled the orthogonal
projection ofy onto this hyperplane.
=

p*O.gl:fii$rQ,n, e:1j+x'ls

1. Leta : (5, -1) and b : (-2,4). Computea * b and -la.

geometric vectors starting at the origin.

and illustratewith

2 . L e ta : (3 , 1 ) a ndb : (-1,2). D efi nex : (1 -l )a+ l b.

(a) Compute x when .tr.: 0, l/4, ll2, 314,arld 1. Illustrate.
(b) As .1,runs through all the real numbersbetween 0 and 1, what set of points does x
fface out? Show that if I runs through all fhe real numbers, then x traces out the
whole straightline through (3, 1) and (-I,2).
2 Hyperplanes are discussed
in the next section.

SECTION

3 . L e ta : (1 , 2 ,2 ),b:
(0,0, _3), andc:
and verify that (2) holds for a and b.

LINES AND PLANES

585

(_2,4, _3). C ompure

l l al l ,l l bl l ,and llcll,

4 . L e t a : (1 , 2 ,l ) andb : (_3, 0, _2).

(a) Find real numbersx1 and

-r2suchthatx1a * r2b : (5,4,4).

(b) Provethat thereare no real numbers
r and ,r2 satisfying x1a+ x2b: (_3, 6, l).
5. Check which of thesepairs of vectorsare orthogonal
:
(a ) (1 ,2 ) a n d (_2.1)

(b) (1, _1, l ) and (_1, 1, _l )

(c) (a,_b, t) and (b, a, 0)

6. For what valuesof are (, _; _ g,,y,x)

and (x, l, _2,1) orthoeonal,/
HARDERPROBLEMS
7. Show that any two diff'erentcolumnsof an
orthogonalmatrix (seeproblem r5.5.7) are
orthogonal vectors, as are any two different rows.
8. If a and b aren-vecrors,proverhe triangle
inequalitylla + bll < llall + llbll.
(Hint: lla + bll2 : (a + b) . (a
+ b). Then use (2).)

15 .9 L ine sa nd planes
Let a :

'f:l

(at, az, rz3)and b : (br, bz, b:) be

two distinct vectors in i-, Tir
rows from the origin to the points with coordinates
(ct1, u2.r:) and rl,
The straight line L passing through these two
points is shon n rn F.:.

a'

.r)

z.t-'

ta"'_,

F i g u r e1
Let f be a real nuntber and pui \ : a - .- b _
a, : r 1 _ )a f Ib. Then / : 0 gives x :
a
and / : I gives x : b. In
sen:r;i. br the seometric rure for adding vectors, we see that as
/ runs through arr the rer r:ul.nber:.o x clescribes
the whole straight line t.

s86

CHAPTER 15 /

M ATRI X AND V E C T O R A L G E B R A

For R', we introduce the following

definition:

$$$iS'' ' - The line Z in R' through two

distinct points a : (at, . . . a,) and,b:
,
(h ,...,b ,) is the setofall :
x
(xt, .. . , rr) satisfying
x : (1 - t)a + tb

(1)
for somereal numberr

By using the coordinatesofa

and b, (l) is equivalentto
x 1 : (1 - t)a t + tb1,x2: (1 _
t)az + tbz,...,xn : (l _ t.)un
+ tbn

(2)

Describethe straightline in R3 through

the two points (1, 2,2) and(_1, -1,4).
Where
doesit meet the x.lx2_plane?
Solution: According to (2), the
straight line is given by the equations:

.r1: (t _t).1+r(_t) :t_2t

x2 : (l _ r) . 2+ /(_1) : 2 _

3t

x3:(1 -t).2+t.4

:2+2t
Thislineintersects
thexlx2-plane
when/3 :0. Then2*2t :0, so / _ _1,
implying
that11 - 3 andxz: 5. It folrows
thattheline meets
-- the
-"- xlx2-pTaneat
t
'v \'z v'a"w aL the
point (3, 5, 0).
as shown inFig.
2.

Figure3
Suppose
p : (p t,..., p ) e R " . The
strai ghtl i ne Z passi ngthrough(pt,
..., p,) i nfhe
samedirection as the vector a : (at,
. . . , a) isgiven by
x : p + ta
."Tt
}jt

(r is any real number)

be apparenrfrom Fig. 3 where A is p,

B is x : p f a, C is p a

( 3r
f a, D is p _

ja.

sECTION 15.g /

LINES AND PLANES

587

Hyperplanes
Considerlirst a plane.p
in Rl passingrhrough
r

0," i"""?-;;:;:;;"'"Jffi;
i,;^:l;::';*J?''
'$;:;:tlli-;,T,;Jff:;
rrrus,irx:r,,,i,,l.iT,'ffiTfl
Jr::f.".",X1":'i.,T."Jf
f:1:lJ,Tyffi
X1;3;il;

orthogonalto p. Therefore,
the innerproau.t oip
p .(x -

a ):0

or

and x _ a must be 0, so
that

(pt, pz, pl .(xt _

ctj ,x2_ ct2,x3_ a3):0

f+

Figure4
So (4) is the general
planein R3 passingthrough
"*:,]::r":"
a : (at. 02. ej).\ote t h a r
(pt' pz'
pi of xt,x2'x3represenr
a nonzerovecrorthar rs
ili#"tott"nts
nor.'ai r, ri_E X A M P LE 2

Find rhe equation

f<
-,,rrrthp =
normar
Doesihe'"",l';1lift"il"[1JJJ:tr1J;.!r'

Solution: Using(4),the
equation
is
-l .(.rr -2)+1.(z_

1)+3(..--._r_lr_rl

If.the-linegivenby thethree
equations
,1. : I
thisplane,thenwe must
ha'e
-

St-rlrn
r g th i sc q u ri ,,l r,,.
r

_::

- ' .i- = - - -'.-

r tl q L \

::- Lri nt

of inerseciion
is givenby
:-1.//\

plane in R-r. we introduce

the

following general

588

cH Ap rE R .ts /

M AT R tx AN D vE C ToR A LGE B R A

.JH,YF,tR'.PA$,,8*N:.ltl*:.F:i.

T h e h y p e rp l a n e
H i n R u througha:

(a1,...,a)w hi chi s

orthogonal
-4,;. tothe
p - @t'"', p,) isthesetof an
poinrs
:
.., x,)
;11-r?,;'""tor
"

(s)
:
:

P'(x-a):O

l
Note that if the normal

precisery
sf 0,then
rhe
same,", i'Ji1ff3r;1ffjiffi#ru;l where
"r"i!lj
using the coordinaterepresentation
ofthe
vectors,the hypelplane has

the equation

p t@ t - a) + pz@ z- a)
+ ... I p,(xn _ an) :0

pIxI + pzxz I . . . prxn :

*
4,
i:xa&4Pt'8"3

(O)

where A : ptot * pzaz . . .

*
* pna,

A person has an amount

ru to spend on n different commodities,
whose prices per
unit are pt, pz, . . pn, respectivery.
- ,
This person
ltror any commodity vlctor
(xt, xz, . . . , x) that
x :
satisfiesthe budget inequalitv "un
prxt + pzxz 1...1

pnxn < m

(7)
when (7) is satisfied with
equality, it describes thebudget
(hyper) prane whosenormar
the price vector(p1, pz,
is
. . . , pr).
Usually,it is implicitly assumed
thatx1 > 0, x2 > 0, . . ., xn>
0. See Fig. 11.4.rfbrthe
c&setr : 3. Note that in
this figure the vector(,p,-q rl
, i, nor_ to the plane.
:
P RO E LE M SF OR SE C T ION

I5 .9

'l . Find the

equation for the line:
(a) that passesrhrough
poinrs (3, _2,2)

and(10,2, I).

(b) thatpassesthroughpoint
(1,3,2)andhas
2 . T h e l i n e Z i s g i v e n b y : _t
xl
* 2,x2:2t

the samedirectionas (0, -1.

_1, andx3 :t

* 3.
(a) Verify that the poinr :
a
(2, _1,3; lies on L,butthat(l,
l, 1) doesnor.
(b) Find the equation
for the plane through a that is
orthogonal to Z.
(c) Find the point where
L intersectsthe plane 3xt
+ 5xz _ x3 : 6.

l).

R E V IE WP R OB LE MS
FOR C H A P TER15

589

3 . F i n d rh eequari onforthepl anethroughthepoi nrs

(3,4,_3),(5,2,1),an d( 2, _1. 4) .
(-5r

4 . (a ) S h o wrhara _ (_2, l ,_1)

i s apoi nri n rhepl ane_x
(b) Find the equation for the
normal at a to rhe plane rn

t 2!*

3z : l .

pafi (a).

5' The price vedor is (2, 3, 5.)

and you can afford the commodity
vector (10, 5, g). what
is your budgetconstraint?(See
Example 3.)
-

t ) . then

R E VIE W P R OB L EMSF O R

. -:
- --,,tr1t--(6 r

C H A P TE R 15

1. Constructthe two matrices :

A
(aj)z*2, where(a) a : i _t j
and(b)a : (_ti+i .
2. Using the maices

t/
^:( \-r? 9)

calculate(wherepossible),
:::ae ) p er

(a )A -n

:. :': \ :

2\
/) 1\
\ r -t ) .-: ( i) ": (l j .l )

B:/-r

(b)A + B _2C

(c)A B

(d)C (A B )

(e)A D

(f)DC

3. Using the matricesin problem

2, compute(wherepossible),
(, 1

(a) 2A.- 38

:-:ralis

(b) (A _ B),

(c) (C,A)B,

(d) C,(A,B,) (e) D,D,

(f)D,D

4. write the fonowing systems

of equationsin matrix notation:
x.|

. rr the
,
(a.l

2 x t-5 x z-3
(b)

5 l * 8z :5

t:u
-y* zl
x* 3y+ 22i _4r-t

5 .L e rA :(

(c)

,t * 4v -i- 8z
+

-'\

-2\

j t5l
\_6::51

B:f

f :d

J-

axi

_5

5
\_+

and assumethat p - (1:

I.

- - A.

3x-Jr-

7 - - l ,-

j\

2_; )
2 ol

/()

c:(
- ,

r:f .r i iq f .s:
p

q/

(a ) Pro rerh a rT S:
S. Tr = +T* 4S.andf3: jf
+ lS.

tb

Cr tn ,j3 .- . .:- :
I

:_

-- r -

t;
\0

_l

o
-5

;)

0\

la,z

\o

+I ) ::b t

x *2 r {

Findrhemarrices
A + B, A _ B. AB. BA..qfnt.
."] 'ou,a.
6. Define the two marricesT and
S br

). I(a

( ,{#)

i"rnuia ib T" (r: 2. 3,. . .

) expressed
asa linearcombination
of
prore theformulaby induction.

590

CHAPTER 15 /

M ATRI X A N D V E C T O R
ALGEBRA

(t
b o\
|
-7 ' (a )
L e L a ' : I -t
uI.w here aandbarearbi rraryconsranrs.Fi ndA A: 4u.
i
\ o -b
"/
(b) A squarematrix is
called skew-symmetricif B - _8,,
where B, is the transpose
of B' show that if.Bc is an arbitrary
matrix such that c,BC is defined,
then c,BC is
skew-symmetricif B is. when
is ihe matrix a defined in (a)
skew-symmeffic?
(c) If A is any square
matrix, prove that a] :
1(A * a,) is symmetnc and that
a2 : j(A - A,) is sk"w-sy-m"r.i".
V"rir, that'i : A, + Ar,"'unaexplain
in your
own words what you have proved.
8. solve the following equation
systemsby Gaussianelimination.
(a )

xt I 4xz:
2 q * 2 x z :8

2xt + 2xz - x3:2

(b)

xt-3xz* x3:Q

(c)

xt* 3xz!_44:Q
5xt*

3xt+ 4xz-J3:1

xz*

-:vj :Q

9' use Gaussianelimination

to find for what valuesof a the
following systemhassolutions.
Then find all the possible solutions.
)( +

ay l 2z

:0

-2x-

al l
z:4
2ax* 3a2y* 92:4

1 0 . L e ra :(-1 ,5 ,3 ),n :(1,

1,_3),and" .
Verify thar the Cauchy_Schwarzlr"qr"iity

11:2,8).C ompurei l ai l , l l bl l ,andl l c ll.

holds for a and b.

1 1' A firm has two plants that

produceoutputsof threedifferent
goods. Its totarrabourforce
is flxed' when a fraction
'i' of its taou, ror"e is ailocatedto its first plant
and a fraction
I - '' to its secondplant (with
0 < l < l), th" tot output of
the three different goods
aregivenbyrhevector),(8,

4,4) + (1_ le, a, tol :

0,:,+ i, _zl"+ 6, _61 + l0).

(a) Is it possible for the

firm to produce either of the two
output vecrorsa : (5, 5 7)
and b : (7, 5, 5) if output
,
be thrown away?
"unnot
(b) How do your answers
to part (a) changeif output can
be thrown away,!
(c) How will the evr

prices(p1,0,,,:i:JTn:1ffi
j,:,TJ:;i,Aff
::i:'"T:,1'""J*
ilill,";ff
prices if both plants are to
;il::
remain
in use?

12.
'ii:lliiii:i.iii,iir

..'.

P, prove that P2Q -

ep2 :2p2

and