Beruflich Dokumente
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MATRICES
2.1 Introduction
A matrix is a rectangular array of real numbers. The matrix is denoted by a capital letter.
The numbers in the array are called the entries or elements.
Any matrix A may be expressed as
where the brackets are used to emphasise that the entire array is to be regarded as a
single entity.
The order or size of the matrix A above is m × n . That is, ' m ' the number of rows
and ' n ' the number of columns.
The element aij we call the first subscript the i th row and the second subscript the
j th column. For example a23 is the second row and third column.
The first notation is being used when it is important in discussion to know the size,
and the second being used when the size need not be emphasised.
The entry in row ' i ' and column ' j ' of matrix A is also commonly denoted by the
symbol ( A)ij = aij .
1
Example 2.1.1
Consider the matrix
−2 7 3
B=
1 0 −1
Solution 2.1.1
2
2.2 Type of Matrices
(i). A row matrix is one whose order is of the form 1× n . It has only one row. For
example, G = (1 2 3) is of the order 1× 3 .
(ii). A column matrix is one whose order is of the form m× 1 . It has only one column.
5
Example, A = is of the order 2 × 1 .
2
(iii). Two matrices are said to be equal if they have the same size and their
corresponding entries are equal. That is, if A = aij and B = bij have the same
size, then A = B if and only if aij = bij for all i and j .
2 1 2 1
Example A = , B = 5 3 . If x = 5 , then A = B
x 3
(iv). The matrix R is a null matrix (or zero matrix) if aij = 0 ∀ i, j . That is, a
0 0
zero matrix has zero entries only. Example, R = is a 2 × 2 zero matrix.
0 0
(v). A square matrix is one whose order is of the form n × n . It has the same number
of rows and columns.
3 5 7
0 1
Examples: A = B = 6 4 1 C = [ 4] are square matrices.
8 1 −2 3 4
3
(vi). If the only nonzero elements of a square matrix lie on the main diagonal, M is
7 0 0
3 0
said to be a diagonal matrix. Examples M = and N = 0 2 0
0 1 0 0 0
Thus, any diagonal matrix of order n can be denoted as
d11 0 ⋯ 0
0 d
D= 22
⋮ ⋱ ⋮
0 ⋯ d nn
1 if i = j
δ ij =
0 if i ≠ j
1 0 0
For example, I 3 = 0 1 0 is a 3 × 3 identity matrix.
0 0 1
4
1 0 0
Normally we tend to leave off the subscript of I and just write I = 0 1 0
0 0 1
(viii). A square matrix A = aij is upper triangular if aij = 0 for all j < i and lower
triangular if aij = 0 for all j > i
a11 0 ⋯ 0
a
21 a22
L= lower triangular matrix
⋮ ⋱ ⋮
an1 ⋯ ann
5
2.3 Matrix Operation
Example 2.3.1
2 1 0 3 −4 3 5 1
1 1
Consider the matrices: A = −1 0 2 4 B = 2 2 0 −1 C =
2 2
4 −2 7 0 3 2 −4 5
6
2.3.2 Scalar Multiplication
Definition: If A is any matrix and k is any scalar, then the product kA is the matrix
obtained by multiplying each entry of the matrix A by k . The matrix kA is said to be
a scalar multiple of A .
Example 2.3.2
2 3 4 0 2 7 9 −6 3
If A = , B= , C=
1 3 1 −1 3 −5 3 0 12
we have:
4 6 8 0 −2 −7 1 3 −2 1
2A = , −B = C=
2 6 2 1 −3 5 3 1 0 4
Note
If A1, A2 ,....., An are matrices of the same order and k1, k2 ,....., kn are scalars, then an
expression of the form
k1 A1 + k2 A2 + ..... + kn An
is called a linear combination of A1, A2 ,....., An with coefficients k1, k2 ,....., kn .
1
2A − B + C =
3
1
This is the linear combination of A , B and C with scalar coefficients 2 , −1 and
3
7
Axiom 1: Properties of Matrix Addition and Scalar Multiplication
If A , B and C are m × n matrices, 0 is an m × n matrix, and α , β are any scalars,
then
Proofs
8
2.3.3 Matrix Multiplication
The dot (or scalar) product of a 1× n matrix with and n×1 matrix is defined by
b1
b
( a1 a2 ⋯ an ) 2 = a1b1 + a2b2 + ⋯ + anbn
⋮
bn
n
We can express the product using sigma notation as ∑ aibi
i =1
If A = aij is any m × n matrix and B = bij is any n × p matrix; so that the number
of columns of A is equal to the number of rows of B. Then the product AB whose
( i, j ) th entry is the dot product of the ith row in A with the j th column in B can be
defined as
n
AB = ∑ aik bkj (1 ≤ i ≤ m , 1 ≤ j ≤ p)
k =1
n
If we denote AB = C = cij , then( ) cij = ∑ aik bkj
k =1
If the numbers of columns of A is equal to the number of rows of B, then A and B are
said to conformable for multiplication; if not, the product AB is not defined.
To determine if the product of two matrices are defined, then, if the inside numbers
are the same, then the product is defined and the outside numbers gives the order of
the product.
A times B = AB
m× n n× p m× p
inside
outside
9
Example 2.3.3
2 0 −5
1 5 1
3 2
Suppose that A= and B = −2 3
4 1 −1
1 0
0 2 7
2 0 −5 5 2
1 5 1
3 2 1 10
× −2 3 =
4 1 −1 17 7
1 0
0 2 7 3 6
B = 3× 2
A = 4×3 AB = C = 4× 2
3
c11 = ∑ a1k bk1 = ( 2 )( 5 ) + ( 0 )( −2 ) + ( −5 )(1) = 5
k =1
Remark
(i). Notice that we move across the rows of the first matrix and down the columns of
the second.
(ii). Observe that c32 is the dot product of the third row of A, which is considered as
a 3-tuple vector, with the second column of B.
10
(iii). In matrix notation:
a11 a12 ⋯ a1n
⋯ a2n b11 b12 ⋯ b1 j ⋯ b1 p
a21 a22
⋮ ⋮ ⋯ ⋮ b21 b22 ⋯ b2 j ⋯ b2 p
AB =
ai1 ai 2 ⋯ aim ⋮ ⋮ ⋮ ⋮
⋮ ⋮ ⋮ bn1 bn 2 ⋯ bnj ⋯ bnp
am1 am 2 ⋯ amn
Example 2.3.4
3 2 4 0
Given that A = and B = Find AB
1 4 −2 3
Example 2.3.5
−2 −1
−3 4 2 −3 4
Suppose that A = B= 4 0 C=
−1 1 3 −7 3 1 3
11
Remark
Assume that p = m :
BA = ( n × m )( m × n ) = n × n
whereas
AB = ( m × n )( n × m ) = m × m
For AB and BA to be of the same order and hence possibly equal, then m = n
. Thus a necessary condition for AB = BA , that is, to commute under
multiplication is that A and B both be n × n .
12
The familiar laws of exponents
( )
q
A p Aq = A p + q Ap = A pq
Proofs
13
Example 2.3.6
(ii) By giving an example, show that AB = AC does not always imply that B = C
even if A ≠ 0
(iii) Let A and B be square matrices of the same size. Determine whether the
following equalities are true or false in general:-
(a) ( A − B )( A + B ) = A2 − B 2
(b) ( A + B )2 = A2 + 2 AB + B 2
14
2.4 Trace of a Matrix
If A is a square matrix, then the trace of A, denoted by tr ( A) , is defined to be the
sum of the entries on the main diagonal of A . The trace is undefined if A is not a
square matrix.
−1 2 7 0
a11 a12 a13 3 5 −8 4
Consider the matrices: A = a21 a22 a23 , B=
1 2 7 −3
a31 a32 a33
4 −2 1 0
Then
tr ( A) = a11 + a22 + a33 and tr ( B ) = −1 + 5 + 7 + 0 = 11
That is, we interchange the rows and columns of A, so that, the first column of AT is
the first row of A, and the second column of AT is the second row, and so forth.
15
Example 2.5.1
2 0 1 2
If A = −1 3 5 , B = 6 and C = [1 −8 9]
4 6 7 7
( AT )
T
(i). =A
(ii). ( A + B )T = AT + BT
(c) I T = I
(d) ( ABC ) = C T BT AT
T
= ( i, j ) th entry in AT + ( i, j ) th entry in BT
= ( i, j ) th entry in AT + BT
16
Proof (b)
Let A = aij , B = bij and C = cij , and we use the definitions to show that the
( cij )
T
= c ji
n
= ∑ a jk bki
k =1
n
= ∑ bki a jk
k =1
n
= ∑ bikT akj
T
k =1
Example 2.5.2
6
4 2 −5
Given that A = and B = 0
0 1 3 −1
Find the following
(i). AB and ( AB )T
show that ( AB ) = BT AT
T
(ii).
17
2.5.1 Symmetric Matrix
A square matrix A is said to be symmetric if AT = A . That is, aij = a ji . For example
1 −1 2 1 −1 2
A = −1 4 7 and A = −1 4 7
T
2 7 8 2 7 8
*
⋱
*
The square matrix A is said to be skew symmetric or anti-symmetric if AT = − A .
That is, aii = aiiT = − aii
0 *
⋱
−* 0
To see that the diagonal entries of a skew-symmetric matrix are zero, we note that
aii = aiiT = − aii
⇒ 2aii = 0 ⇒ aii = 0
18
2.6 Determinants
The determinant of a matrix A, is denoted by det ( A ) or A , which is scalar
4 2
Example: A = A = ( 4 )( 3) − ( 2 )( −1) = 14
−1 3
5 6 4 6 4 5
A = (1) − ( 2) + ( 3)
8 9 7 9 7 8
19
2.6.3 Determinants by Cofactor Expansion: Higher matrix determinant
and is defined to be the determinant of the submatrix that remains after the i th row
and j th columns are deleted from A .
i+ j
The number ( −1) M ij is denoted by Cij and is called the cofactor of entry aij .
3 1 −4
5 6
The minor of entry a11 is: M11 = 2 5 6 = = 16
4 8
1 4 8
1+1
The cofactor of a11 is: C11 = ( −1) M11 = 16
3 1 −4
3 −4
The minor of entry a32 is: M 32 = 2 5 6 = = 26
2 6
1 4 8
3+ 2
The cofactor of a32 is: C32 = ( −1) M 32 = −26
3 1 −4
3 −4
The minor of entry a22 is: M 22 = 2 5 6 = = 28
1 8
1 4 8
20
2+ 2
The cofactor of a22 is: C22 = ( −1) M 22 = 28
So forth…..
3 1 0
Let A = −2 −4 3
5 4 −2
Evaluate det ( A) by cofactor expansion along the first row of A
Solution 2.6.2
3 1 0
Let A = −2 −4 3
5 4 −2
Solution 2.6.3
21
Note choosing row or column cofactor expansion to find the determinant,
both will give the same result.
22
Summary
Mathematically, the determinant of an n × n matrix A = aij is defined by
the cofactor expansion
n
det ( A ) ≡ ∑ a jk C jk (eqn 1)
k =1
23
2.6.4 Properties of Determinants
(i). If any row(or column) of A is modified by adding α times the corresponding
elements of another row(or column) to it, yielding a new matrix B, then
det ( B ) = det ( A)
(ii). If any two rows (or columns) of A are interchanged, yielding a new matrix B,
then det ( B ) = − det ( A)
(iii). If A is a triangular, then det ( A) is simply the product of the diagonal entries.
(iv). If all the elements of any row or column are zero, then det ( A) = 0
(v). If any two rows or columns are proportional to each other, then det ( A) = 0
(vii). If all the entries of any row or column are scaled by α , giving a new matrix B,
then det ( B ) = α det ( A)
(ix). ( )
det AT = det ( A )
24
Example 2.6.4
Find the determinant of the matrix
3 2 −1 −1
1 3 2 −2
A=
4 0 6 −3
5 1 2 0
Solution 2.6.4
25
2.6.5 Adjoint or Adjugate
Definition: If A is any n × n matrix and Cij is the cofactor of aij , then the matrix
is called the matrix of cofactors from A. The transpose of this matrix, K T is called
the adjoint of A and is denoted by adj ( A)
Example 2.6.5
3 2 −1
Let A = 1 6 3
2 −4 0
26
2.7 Inverse
Definition: If A is a square matrix, and if a matrix B of the same size can be found
such that AB = BA = I , then A is said to be invertible and B is called an inverse of
A . The inverse of A is denoted by A−1 .
If no such matrix B can be found, then A is said to be singular, i.e., A = 0 .
1
(b) If A is non-singular A−1 =
A
( ) = ( A−1 )
−1 T
(c) If A is square and non-singular, then, AT
(e) If A and B are invertible matrices of the same size, then AB is invertible and
( AB )−1 = B −1 A−1
( )
n
A− n = A−1 = A−1 A−1 ⋯ A−1
n factors
( Ar )
s
Ar As = Ar + s = Ars
( A−1 )
−1
(h) =A
−1 1 −1
(i) For any nonzero scalar k , the matrix kA is invertible and ( kA ) = A
k
27
Proof (c)
Proof (d)
Proof (e)
a b
The matrix A = is invertible if A is non-singular, such that,
c d
1 d −b
A −1 =
A −c a
Example 2.7.1
1 2 3 2 7 6
Consider the matrices: A = B= AB =
1 3 2 2 9 8
Find the following:
(a) A−1
(b) B −1
−1
(c) ( AB )
(d) B −1 A−1
(e) A−3
( )
T
(f) A−1
(g) ( AT )
−1
28
Example 2.7.2
−3 4 −5 4
If A = and B=
−1 5 −1 3
Example 2.7.3
4 −2 −2
If A = 1 1 −1
2 −2 0
29
2.7.3 Inverse of a Matrix using its Adjoint
If A is an invertible matrix, then
1
A−1 = adj ( A)
A
Proof
We show that A × adj ( A) = det ( A) × I
If i = j , then eqn (1) is the cofactor expansion of det ( A) along the i th row
A;
If i ≠ j , then a ' s and the cofactors come from different rows of A , so the
value of eqn (1) is zero.
30
Thus;
det ( A ) 0 ⋯ 0
0 det ( A) ⋯ 0
A × adj ( A ) = = det ( A ) × I (eqn 2)
⋮ ⋮ ⋮
0 0 ⋯ det ( A )
1
A−1 A × adj ( A ) = A−1I
A
1
A−1 A adj ( A ) = A−1I
A
1
A−1 = adj ( A)
A
31
Example 2.7.4
3 2 −1
Determine the inverse of A = 0 1 4
1 5 −2
Example 2.7.5
2 1 3
Let A = 1 4 2 . Find the adj ( A) and hence determine A−1
5 2 6
32
2.8 Diagonal, Triangular and Symmetric Matrices
d1 0 ⋯ ⋯ 0
1
0 1
d2
⋯ ⋯ 0
D −1 = ⋮ ⋮ ⋯ ⋯ ⋮
⋮ ⋮ ⋯ ⋯ ⋮
0 0 ⋯ ⋯ dn
1
d1k 0 ⋯ ⋯ 0
0 d 2k ⋯ ⋯ 0
D = ⋮
k
⋮ ⋯ ⋯ ⋮
⋮ ⋮ ⋯ ⋯ ⋮
0 0 ⋯ ⋯ d nk
For example
1 0 0 1 0 0
A = 0 −3 0 −1
A = 0 − 13 0
0 0 2 0 0 1
2
1 0 0 1 0 0
A = 0 −243 0
5 A−5 = 0 − 243
1 0
0 0 32 0 0 1
32
33
2.8.2 Triangular matrix
(i). The transpose of a lower triangular matrix is upper triangular; and the transpose
of an upper triangular matrix is lower triangular
(ii). The product of lower triangular matrices is lower triangular, and, the product
upper triangular matrices is upper triangular
(iii). A triangular matrix is invertible if and only if its diagonal entries are all nonzero
(iv). The inverse of an invertible lower triangular matrix is lower triangular, and, the
inverse of an invertible upper triangular matrix is upper triangular
1 3 −1 1 0 0
A = 0 2 4 an upper triangular and B = 2 1 0 a lower triangular
0 0 5 3 2 1
34
2.8.3 Symmetric matrix
In general, a symmetric matrix need not be invertible, for example, a square zero matrix
is symmetric, but not invertible.
If A and B are symmetric matrices with the same size, and if k is any scalar
(i). AT is symmetric
(ii). A + B and A − B are symmetric
(iii). kA is symmetric
(iv). If A is an invertible symmetric matrix, then A−1
1 −2 4
Let A=
3 0 −5
Then
1 3 10 −2 −11
1 −2 4
A A = −2 0
T
= −2 4 −8
3 0 −5
4 −5
−11 −8 41
1 3
1 −2 4 = 21 −17
AA = T
−2 0
−17 34
3 0 −5
4 −5
35