Inverse and Partition of Matrices

and
their Applications in Statistics

Professor Dr. S. K. Bhattacharjee

Department of Statistics
University of Rajshahi, Bangladesh
 Geometric Interpretation of
Determinant

The determinant has an

important geometric
interpretation as the area of a
parallelogram, and more
generally as the volume of a
higher-dimensional
parallelepiped.
Geometric Interpretation of
Determinant
Geometric Interpretation of
Determinant
Geometric Interpretation of
Determinant
The determinant of a 33 matrix
 Properties Of determinant

If one of the two vectors is a scalar

multiple of the other, this determinant is
nil.
if one multiplies one of the two vectors
by a scalar , the whole determinant is
multiplied by that same scalar (since the
corresponding area is multiplied by the
scalar (in absolute value).
If a vector z is added to u, simply add
the
 Dot Product

The dot product of two vectors a =

[a1, a2, ... , an] and b = [b1, b2, ... , bn]
is defined as:
 Cross Product

The cross product, also called the vector

product, is an operation on two vectors.
The cross product of two vectors
produces a third vector which is
perpendicular to the plane in which the
first two lie.
The cross product, A x B, gives a third
vector, say C, whose tail is also at the
same point as those of A and B.
 Cross Product
. The vector C points in a direction
perpendicular (or normal) to both A
and B. The direction of C depends on
the Right Hand Rule.
 Cross Product
the cross product of A and B can be
expressed as
A x B = A B sin()
The cross product requires both of the
vectors to be three dimensional
vectors.
The result of a dot product is a number
and the result of a cross product is a
vector!
 Cross Product
Let two vectors a=(a1 a2 a3 ) and b=
(b1 b2 b3).
axb=(a2b3 a3b2, a3b1 a1b3 ,a1b2 a2b1 ).
Three Vectors
 Geometric Interpretation of
Determinant

The absolute value of the

determinant together with the sign
becomes the oriented area of the
parallelogram. The oriented area is
the same as the usual area, except
that it is negative when the angle
from the first to the second vector
defining the parallelogram turns in a
clockwise direction.
Geometric Interpretation of 3x3
Determinant
 Properties of Determinant
det(AT) = det(A)
det(cA) = cn det(A)
det(Ak) = (det(A))k ,
det(A[nxn])=0 iff rank(Anxn)<n.
 Properties of Determinant

Interchanging any pair of columns of a matrix

multiplies its determinant by -1(likewise
rows).
Multiplying any column of a matrix by c
multiplies its determinant by c (likewise rows).
Adding any multiple of one column onto
another column leaves the determinant
unaltered (likewise rows).
det(A) = 0 iff the columns of A are linearly
dependent (likewise rows).
 Properties of Determinant
When we interchange two rows of a
matrix, the sign of the determinant
changes,
When we add a scalar multiple of 1
row to another row of the matrix, the
determinant stays the same, and
When we multiply a row by a non-zero
scalar, the determinant is multiplied
by the same scalar.
 Properties of Determinant

det(A) = 0 if two columns are identical (likewise

rows).
det(A) = 0 if any column consists entirely of zeros
(likewise rows).
The determinant of a diagonal or triangular
matrix is the product of its diagonal elements.
The determinant of a unitary matrix has an
absolute value of 1.
The determinant of an orthogonal matrix is 1.
det(AB) = det(A) det(B)
 Properties of Rank
rank(X-) >= rank(X).
rank(X)=rank(X-) iff X is also the
generalized inverse of X- ( i.e. X-XX-=X-.).
XX- and X-X are idempotent and have the
same rank as X.
rank(A[mxn]) <= min(m,n).
rank(A[mxn]) = n iff its columns are linearly
independent.
rank(A) = rank(AT)
rank(A) = maximum number of linearly
independent columns (or rows) of A.
 Properties of Rank
det(A[nxn])=0 iff rank(A[nxn])<n.
rank(A + B) <= rank(A) + rank(B)
rank([A B]) = rank(A) + rank(B AA-
B) where A- is a generalized inverse
of A.
rank([A; C]) = rank(A) + rank(C CA-A)
rank(AB) + rank(BC) <= rank(B) +
rank(ABC)
rank(A[mxn]) + rank(B) - n <= rank(AB) <=
min(rank(A), rank(B))
Inverse
Right and Left Inverse
Right and Left Inverse
Properties of Inverse Matrix
Properties of Inverse Matrix
Properties of Inverse Matrix
Inverse of a Matrix
Inverse of a Matrix
Example
Partitioned Matrices
Block Matrices
Properties of Block Matrices
Properties of Block Matrices
Sum and Difference of Partitioned
Matrices
Product of Partitioned Matrices
Inverse of Partitioned Matrices
Inverse of Partitioned Matrices
Inverse by Partitioning
Inverse by Partitioning
Inverse by Partitioning
Properties
Properties
Properties
Properties
Properties
Properties
Properties
Properties
Properties