Beruflich Dokumente
Kultur Dokumente
y of Variance and
Design of Experiments
Experiments--I
MODULE - I
LECTURE - 1
SOME RESULTS ON LINEAR
ALGEBRA, MATRIX THEORY
AND DISTRIBUTIONS
Dr. Shalabh
D
Department
t t off M
Mathematics
th ti and
d Statistics
St ti ti
Indian Institute of Technology Kanpur
2
Vectors
A vector Y is an ordered n-tuple of real numbers. A vector can be expressed as row vector or a column vector as
⎛ y1 ⎞
⎜ ⎟
y
Y =⎜ 2⎟ is a column vector of order n × 1 .
⎜# ⎟
⎜ ⎟
⎝ yn ⎠
and
If all yi = 0 for all i = 1,2,…,n then Y ' = (0, 0,..., 0) is called the null vector.
If ⎛ x1 ⎞ ⎛ y1 ⎞ ⎛ z1 ⎞
⎜ ⎟ ⎜ ⎟ ⎜ ⎟
⎜ x2 ⎟ ⎜ y2 ⎟ z
X= , Y= , Z =⎜ 2⎟
⎜# ⎟ ⎜# ⎟ ⎜# ⎟
⎜ ⎟ ⎜ ⎟ ⎜ ⎟
⎝ xn ⎠ ⎝ yn ⎠ ⎝ zn ⎠
then
⎛ x1 + y2 ⎞ ⎛ ky1 ⎞
⎜ ⎟ ⎜ ⎟
⎜ x2 + y2 ⎟ ⎜ k 2⎟
ky
X +Y = , kY =
⎜# ⎟ ⎜# ⎟
⎜ ⎟ ⎜ ⎟
⎝ xn + yn ⎠ ⎝ kyn ⎠
3
X + (Y + Z ) = ( X + Y ) + Z
X '(Y + Z ) = X ' Y + X ' Z
k ( X ' Y ) = ( kX ) ' Y = X '( kY )
k ( X + Y ) = kX + kY
X ' Y = x1 y1 + x2 y2 + ... + xn yn
where k is a scalar.
Orthogonal
g vectors
The null vector is orthogonal to every vector X and is the only such vector.
Linear combination
if x1 , x2 ,..., xm are m vectors of same order and k1 , k2 ,..., km are scalars, Then
m
t = ∑ ki xi
i =1
Linear independence
If X 1 , X 2 ,..., X m are m vectors then they are said to be linearly independent if there exist scalars k1 , k 2 ,..., k m
such that
m
∑k X
i =1
i i = 0 ⇒ ki = 0 for all i = 1,2,…,m.
m
If there exist k1 , k 2 ,..., k m with at least one k i to be nonzero, such that ∑kx
i =1
i i = 0 then x1 , x2 ,..., xm are said to
be linearly dependent
dependent.
Linear function
Let K = (k1 , k 2 ,..., k m ) ' be a m × 1 vector of scalars and X = ( x1 , x2 ,..., xm ) be a m × 1 vector of variables, then
m
K 'Y = ∑i =1
k i y i is called a linear function or linear form. The vector K is called the coefficient vector.
⎛ x1 ⎞
⎜ ⎟
1 m x
x = ∑ xi = (1,1,...,1) ⎜ 2 ⎟ = 1'm X
1 1
m i =1 m ⎜# ⎟ m
⎜ ⎟
⎝ xm ⎠
where 1m is a m ×1 vector of all elements unity.
'
Contrast
m m
The linear function K ' X = ∑k x
i =1
i i
is called a contrast in x1 , x2 ,..., xm if ∑k
i =1
i = 0.
Matrix
• An identity matrix is a square matrix of order p whose diagonal elements are unity (ones) and all the off diagonal
elements are zero. It is denotes as I p.
7
• If A and B are the matrices of order m x n and n x p respectively and k is any scalar, then
( AB ) ' = B ' A '
( kA) B = A( kB ) = k ( AB ) = kAB.
A( B + C ) = AB + AC.
( AB )C = A( BC ).
Trace of a matrix
The trace of n x n matrix A, denoted as tr(A) or trace(A) is defined to be the sum of all the diagonal elements of A,
n
i.e., tr ( A) = ∑a .
i =1
ii
. tr ( AB ) = tr ( BA).
tr ( A) = tr ( P −1 AP ).
)
. tr ( aA + bB ) = a tr ( A) + b tr ( B )
If A is a m x n matrix, then
n n
tr ( A ' A) = tr ( AA ') = ∑∑ aij2
j =1 i =1
and
If A is n x n matrix then
tr ( A ') = trA
.
9
Rank
a o of a matrix
at
Inverse of matrix
The inverse of a square matrix A of order m, is a square matrix of order m, denoted as A−1, such that A−1 A = AA−1 = I m .
The inverse of A exists if and only if A is non singular.
−1 −1
• ( A ) = A.
• If A is non singular, then ( A ') −1 = ( A−1 ) '.
• If A and B are non-singular matrices of same order, then their product, if defined, is also nonsingular and
( AB) −1 = B −1 A−1.
Idempotent matrix