Matrix Algebra

A matrix is any rectangular array of numbers.

Examples are:
F5 6 5 -2 I F 3 8I F 2 I
GG - 7 8 3 4 ; JJ GH 2 0JK ; GH - 8JK
H2 3 1 9 K
If a matrix has m rows and n columns, we call it as an m ¥ n matrix. The m ¥ n is referred to as the order
of the matrix. The numbers in the matrix are called the elements. Each of the elements is identified by its
row and column numbers. An element in the ith row and jth column in the matrix A may be referred to as
aij. Ocassionally, the notation A = [aij] is used to indicate that A is the matrix whose ijth element is aij.
When m = n, the matrix is a square matrix and when m π n, then matrix is called a rectangular matrix.
If a matrix has one row, it is called row vector and if a matrix has only one column, it is called column
vector. The elements of a row vector, say E, are designated as ej and the elements of a column vector, say D,
are di.
Two matrices A = (aij) and B = (bij) are said to be equal if and only if A and B are of the same order and
FG 2 3 IJ x y FG IJ
for all i and j, aij equals bij. for example, if A =
H5 -2 K
and B =
z w H K
, then A = B if and only if x = 2,

y = 3, z = 5 and w = - 2.

MATRIX OPERATIONS

Transpose of a Matrix
The transpose of a matrix A, denoted by A¢, is obtained by interchanging the rows and columns of a matrix.
FG 2 6 3IJ
A matrix of the order m ¥ n would transpose to a matrix of the order n ¥ m. If B =
H1 2 0 K
, then

F2 1I
B¢ = G 6 JJ
GH 3 2 .
0K
The transpose of a row vector would be a column vector and vice versa. Further, the transpose of the
transpose of a given matrix would be the original matrix itself.
2 Quantitative Techniques in Management

Addition (Subtraction) of Two Matrices

If A = [aij] and B = [bij] are two matrices of the same order, say m ¥ n, then the matrix C = A + B is defined
as a matrix of the order m ¥ n whose ijth element is equal to aij + bij. In other words, for addition of two
matrices, the corresponding elements are added. Similarly, the subtraction of matrix B from A yields a
matrix, say D = A – B, whose elements are aij – bij.
FG 5 3 -6 IJ and B = FG 8 1 5 IJ
Example 1 For A =
H0 7 2 K H- 9 2 7 K
, find A + B and A – B.

FG 13 4 -1IJ
Here, C=A+B=
H-9 9 9K
F- 3
D=A–B= G
2 - 11 IJ
and
H9 5 -5 K
The Scalar Multiple of Matrix
Given a matrix A and a number k, called a scalar, a matrix kA is obtained by multiplying each element of
the matrix A by k.
FG 4 2 - 1 IJ and k = 4. Find kA.
Example 2 Given, A =
H- 5 4 2 K
FG 4 2 -1 I
J F 16 8 - 4 IJ
= G
Here, kA = 4
H-5 4 2K H - 20 16 8 K
Matrix Multiplication
Matrix multiplication is possible only if matrices are conformable for multiplication. Given two matrices A
and B, the matrix product AB is defined only if the number of columns in matrix A is equal to the number
of rows in matrix B. Thus, if matrix is of the order 3 ¥ 2 and matrix B of 2 ¥ 4, then they are conformable
for multiplication as AB. The resulting matrix would be of the order 3 ¥ 4; with number of rows the same
as the number of rows of matrix A and number of columns the same as that of matrix B. However, these
matrices are not conformable for multiplication as BA. Further, if both matrices, say A and B, are square
matrices of the same order, they can be multiplied BA as well as AB, but the result need not be the same.
When two matrices are conformable for multiplication, the ijth element of the resulting matrix would be
obtained as summation of the products of the elements of the ith row of the first matrix and jth column of
the second matrix.
Example 3 Multiply the matrices A and B as AB, given

F5
A=G
4 IJ and B = FG 60
2
4 5 8 I
JJ
H3 4 1K GH 7 2
1
7
3
9
-2 K
We have,
F 44 30 59 72IJ
C = AB = G
Here,
H 25 21 46 58K
C11 = 5 ¥ 6 + 4 ¥ 0 + 2 ¥ 7 = 44;
C12 = 5 ¥ 4 + 4 ¥ 2 + 2 ¥ 1 = and so on.
 Appendix A1: Matrix Algebra 3

Determinant of a Matrix
With every square matrix, A, a number is associated which is called its determinant, which is represented
as det A, or | A | or D.
For a 1 ¥ 1 matrix A, | A | = a11
LMa 11 a12OP
For a 2 ¥ 2 matrix A =
Na 21 a22 Q
, | A | = a11 ¥ a22 – a21 ¥ a12

FG 2 -2IJ , | A | = 2 ¥ 7 – (3) (– 2) = 20.

Thus, if A =
H3 7K
To be able to derive determinants of higher order matrices, consider the concept of a minor. If A is a
square matrix of the order m ¥ m, then ijth minor of A, expressed as Aij is the (m – 1) (m – 1) sub-matrix of
A, obtained by deleting the ith row and jth column of A. For example, if
F4 I LM OP LM OP
A = G8 JJ
7 2
8 5 4 7
GH 1 0 5 ; then A12 =
-3 9 K 1 9 N Q
and A23 =
1 -3 N Q
The first of these is obtained by deleting row 1 and column 2 of matrix A; while the second one is the result
of deleting row 2 and column 3.
Now, to obtain determinant of a matrix A, select any row i of the matrix and calculate as:
det A = (– 1)i + 1 ai1(det Ai1) + (– 1)i + 2 ai2(det Ai2) + ... + (– 1)i + n aim (det Aim)
For example, for obtaining the determinant of matrix A, let us consider the first row of the matrix, where
F4 I
A = G8 JJ
7 2

GH 1
0 5
-3 9 K
The elements are a11 = 4, a12 = 7 and a13 = 2, and the minor of each one of these is given below:
LM 0 5 OP , A = LM8 5 OP , A = LM8 0 OP
A11 =
N- 3 9 Q 12
N1 9 Q N1
13
-3 Q
Now, det A11 = 0 ¥ 9 + 3 ¥ 5 = 15, det A12 = 8 ¥ 9 – 1 ¥ 5 = 67, det A13 = (8) (– 3) – 1 ¥ 0 = – 24.
Finally,
| A | = (– 1)1 + 1 (4) (15) + (– 1)1 + 2 (7) (67) + (– 1)1 + 3 (2) (– 24) = – 457.
A matrix is called a singular matrix if its determinant is equal to zero, and non-singular otherwise. For
FG 2 7 IJ , then | A | = 2 ¥ 21 – 6 ¥ 7 = 0. Hence A is a singular matrix.
example, if A =
H 6 21K
Inverse of a Matrix
It is possible to find the inverse of a square matrix provided it is non-singular. The inverse of a given matrix
is indicated by A – 1 and the product of the matrix and its inverse gives identity matrix. Thus, AA – 1 = A – 1
A = I.
The steps of inverting a matrix are:
1. Find the determinant of the matrix, say A, | A |.
4 Quantitative Techniques in Management

2. Replace each element of the matrix by its minor. Next, obtain the signed cofactor for each element
of this matrix. A cofactor is defined as (– 1)i + j det Aij, in where det Aij is the determinant of the
minor and (– 1)i + j yields the sign.
3. Obtain transpose of the cofactors matrix. Call it adjoint matrix.
4. Multiply adjoint matrix by reciprocal of the determinant. It gives A – 1.

Example 4 Find inverse of matrix A, where

F2 5 3I
A = G3 JJ
GH 1 4
6
1
2K
Expanding along the first column,
| A | = 2 (4 ¥ 2 – 6 ¥ 1) – 3 (5 ¥ 2 – 6 ¥ 3) + 1 (5 ¥ 1 – 4 ¥ 3) = 4 + 24 – 7 = 21.
Replacing elements of A by their cofactors, we have,

LM 4 1
-
3 1 3 4 OP
MM 6
5
2
3
1
2
2
3
1
2
6
5
PP
MM- 6 2 1 2
-
1 6 PP
MM 5 3 2 3 2 5 PP
N 4 1
-
3 1 3 4 Q
F 2 -5 14I
=G 8 JJ
GH - 7 1 -7
7 -7K
Adjoint matrix is:
F 2 8 -7 I
GG - 5 1 7J
J
H 14 -7 -7K
Now,
F2 8 -7 I F 2 / 21 8 / 21 - 1/ 3 I
A– 1 =
1 GG
-5 1 7 JJ = GG - 5/ 21 1/ 21 1/ 3 JJ
21
H
14 - 7 - 7 K H 2 /3 - 1/ 3 - 1/ 3 K

MATRICES AND SYSTEM OF LINEAR EQUATIONS

Let us consider a set of linear equations given by:
a11 x1 + a12 x2 + ... + a1n xn = b1
a21 x1 + a22 x2 + ... + a2n xn = b2
M
am1 x1 + am2 x2 + ... + amn xn = bm
 Appendix A1: Matrix Algebra 5

Here, x1, x2, ... xn are the variables and aij and bi’s are the constants. Thus, the above presented set is
involving m equations in n variables. In matrix notation, we can re-write the above as

LM a11 a12 L a1n OP LM x OP LM b OP

1 1

MMa21 a22 L a2 n PP MM x PP = MMb PP

2 2

MNaM
m1 am2 L amn
PQ MNxM PQ MNbM PQ
m m

or simply as AX = B.
Now, to solve a set of given equations simultaneously for the variables x1, x2 and so on, the number of
independent equations should be equal to the number of variables.
Thus, if there are m variables to be determined, there need to be m equations. We demonstrate two
methods of solving equations as follows. However, it may be mentioned here that the matrix of coefficients
on the LHS should be non-singular. There is no unique solution to the system if this matrix is singular.
(a) The method of inverse To solve a linear system AX = B that has m unknowns and m equations, we
first calculate A – 1. Then pre-multiply both sides by A–1. Thus, A – 1 AX = A – 1 B or X = A – 1B.

Example 5 Solve the following set of equations for x 1, x2 and x3.

2x1 + 5x2 + 3x3 = 33
3x1 + 4x2 + x3 = 25
x1 + 6x2 + 2x3 = 32
In matrix notation, AX = B. Thus,

F
2 5 3 x1 I 33 F I F I
GG JJ
A = 3 4 1 X = x2 B = 25 GG JJ GG JJ
H
1 6 2 x3 K32 H K H K
F 2 / 21 8 / 21 - 1/ 3 I
We have earlier obtained A –1
as GG - 5/ 21 1/ 21 1/ 3 JJ
H 2 /3 - 1/ 3 - 1/ 3 K
F 2 / 21 8/ 21 - 1/ 3I F 33I F 2I
X = G - 5 / 21 1/ 3J G 25J = G 4J
Thus
GH 2 / 3 1/ 21
- 1/ 3
J G J GH 3JK
- 1/ 3K H 32K
Accordingly, x1 = 2, x2 = 4 and x3 = 3.
(b) The method of determinants In this method, we first calculate determinant of matrix A, say | A |
or D. Next, the first column of the matrix A is replaced by the values of the vector B: the RHS values. Call
this revised matrix as A1 and find its determinant |A1 | or D1. Similarly, replace the second, third, and so
forth columns by the RHS values one by one and calculate the determinants | A2 | or D2, | A3 | or D3 and so
forth. Finally, take the ratios of determinants to obtain the variable values as follows:
D1 D D
x1 = , x2 = 2 , x3 = 3 and so on.
D D D
6 Quantitative Techniques in Management

For Example 5 data, we have already calculated D = 21. Now,

LM33 5 3 OP LM2 33 3 OP LM2 5 33 OP
A1
MM32
= 25 4 1 A
2 QP
P
2 MM1
= 3 25 1 A
2 QP
P 3 MM1
= 3 4 25
32 QP
P
N 6 N 32 N 6
Further,
D1 = 33 (4 ¥ 2 – 6 ¥ 1) – 5 (25 ¥ 2 – 32 ¥ 1) + 3 (25 ¥ 6 – 32 ¥ 4) = 42
D2 = 2 (25 ¥ 2 – 32 ¥ 1) – 33 (3 ¥ 2 – 1 ¥ 1) + 3 (3 ¥ 32 – 1 ¥ 25) = 84
D3 = 2 (4 ¥ 32 – 6 ¥ 25) – 5 (3 ¥ 32 – 1 ¥ 25) + 33 (3 ¥ 6 – 1 ¥ 4) = 63

\ x1 = 42/21 = 2, x2 = 84/21 = 4, and x3 = 63/21 = 3.