Beruflich Dokumente
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Introduction
Matrix Multiplication
Partitioned Matrices
Powers of a Matrix
Transpose of a Matrix
Theorems and Proofs
Application of Matrix Multiplication
Questions
Links
The Matrix
What is a matrix?
A matrix is a rectangular array of numeric or algebraic quantities subject to
mathematical operations, or a grid of numbers.
Row 2 4 7
1 -3 6
Column
Scalar Multiplication
1 5
s = 2, and A = 4 3
2 1
1 5 2(1) 2(5) 2 10
sA = 2 * 4 3 = 2(4) 2(3) = 8 6
2 1 2(2) 2(1) 4 2
Rule: if s is a scalar and A is a matrix, then the scalar multiple sA is the matrix
whose columns are s times the corresponding entries in A. In other words,
you take the scalar and multiply it with every number in the matrix.
Example 2
A=2 5 B=3 1 7
1 3 8 2 4
4 1 2
22 33
A= 1 0 -2
5 3 -1
B= 6 3
4 -3
-7 2
To get the final product, we will be sequentially multiplying each row in one
matrix by the corresponding column in another matrix. In this example, we take
the first row of A and first column of B, multiply the first entries together, second
entries together, and third entries together, and then add the three products.
This sum is one of the entries in the product matrix AB; in fact, being the product of
row 1 of A and column 1 of B, it is the (1,1)-entry in AB.
Column 1
Row 1 20 #
# #
Column 2
20 -1 Row 1
# #
Example 3 cont.
5 3 1 * 6 = 5(6)+3(4)+(1)(-7) = 35
4
-7
AB = 1 0 -2 * 6 3 = 20 -1
5 3 1 4 -3 35 8
-7 2
Example
3 0 -1 -2 9 5
A = -6 -4 0 3 1 7
2 -5 4 8 0 1
Example
4 -6
5 1 -4 2 -2 1 -2
A= 3 2 1 4 0 B= 3 7
0 -3 7 1 1 2 5
-1 3
A = A11 A12 B= B1
A21 A22 B2
Example A3 = A*A*A
Transpose of a Matrix
If we have a given matrix, A that is if the size mxn, then the transpose of it
would be an nxm matrix and is denoted by A T. In other words, you take an
initial row in the original matrix and make it a column in the transposed
matrix, and vice versa with the rows. Lets look at an example,
Theorem 1
Let A, B and C be matrices of the same size, and let p and q be scalars.
a. A+B = B+A
b. (A+B) + C = A + (B + C)
c. A+0=A
d. p(A + B) = pA + pB
e. (p+q)A = pA + qA
f. p(q A) = (pq) A
The proof of all these equalities lies in showing that each of the matrices of the left
hand side are equal in size to the matrix on the right hand side, and also by
showing that entries in corresponding columns are equal. We already assumed that
the matrices are of equal size at the start, so that is taken care of. As for the other
condition, that seems to be satisfied with if we follow the analogous properties of
vectors. For those of you who are not aware of these, heres an example.
If the jth column of A, B, and C are aj, bj, and cj, respectively, then the
jth columns of (A+B)+C and A+(B+C) are (aj + bj) + cj and aj + (bj + cj)
respectively. Since the two vector sums are equal for each j, property
(b) is verified. Moreover, because of the associative property of addition,
we can say that A+B+C = (A+B)+C or A+ (B+C), and the same can be
applied to the sum of four or more matrices.
Theorem 2
Statements a to d are self explanatory and the basic laws of arithmetic stated
1 matrix
are what verify them as well. As for statement e, the identity 0 is just
0 1
and that multiplied by any matrix is the matrix itself.
Example
2 2 1 0 2 2
= (You should be able to see why that is correct)
2 2 0 1 2 2
Theorem
3
Let A and B denote matrices whose sizes are compatible enough for the
following sums and products.
a. (AT )T = A
b. ( A+B)T = AT + BT
c. For any scalar p, (p A)T = p AT
d. ( AB )T = BT AT
Proof
Proofs of A to C are straight forward and thus omitted. For d, lets look at
this example.
Let
5 2 11 5 9 9
1 1 1 1 5 1 0
A= 1 3 ,B= 3 5 2 7
, then (AB) =2 3 4 and (AB) T =
10 14 7 20
0 4 12 20 8 28
1 3 11 10 12 11 10 12
Whereas, BT =1 5 and AT =5 14 20 . Moreover, BT A15
T = 14 20 .
1 2 9 7 8 9 7 8
1 7 9 20 28 9 20 28
Thus, as both the answers to the left hand side and the right hand side of
the equation are the same, then the statement is proved.
Theorem 4 Column - row expansion of AB
row1(B)
row2(B)
AB = [col1 (A) col2 (A) coln(A)] . = col1(A) row1(B) + + coln
(A)rown(B) .
.
rowN(B)
Proof
For each row index i and column index j, the (i, j)- entry in col k (A) rowk (B) is
the product of aik from colk(A) and bkj from rowk (B). Hence the (i,j)-entry in
the sum shown in (1) is
This sum is also the (i, j)-entry in AB, by the row-column rule.
Row - Column rule for Computing AB:
If the product AB is defined, then the entry in row i and column j of AB is the
sum of the products of corresponding entries from row i of A and column j of
B. If (AB)ij denotes the (i, j)-entry in AB, and if A is an m x n matrix, then
Warnings:
Finally, there are a few things that we would like you to keep in mind.
Now, We are sure you must all be aware that matrix multiplication is not just
a random concept that we learn in mathematics. It has many useful
applications in everyday life and also in other branches of math. So now, we
will spend some time looking over and trying to understand what exactly it is
and where it is that matrix multiplication is applicable.
The fundamental idea behind this equation is that in Linear Algebra we can
view a linear combination of vectors as the product of a matrix and vector (a
quantity specified by a magnitude and a direction). And it is in this
fundamental concept that lies the existence of matrix multiplication. This is
because a vector can be written in matrix notation and then multiplied to the
other matrix to obtain one side of the equation and then carry out the
appropriate operations and functions from there on end.
A formal definition stating this relationship is given below.
Definition
x1
Ax = [ a1 a2 a(n)] * x2 = x1a1 + x2a2 + +
x(n)a(n)
x(n)
For a given set of vectors, v1,v2,and v3 in the real set of number R, and the
weights 3, -5, and 7, write up a linear combination by combining a matrix and a
vector.
3
[v1 v2 v3] -5 = 3v1 5v2 +7v3
7
We can only multiply two matrices together when the columns of the first
matrix equal the rows of the second.
Matrix Multiplication in Economics
Example
.40 .30
A = .20 and B = .25
.10 .35
Step 2
The cost of manufacturing x1 dollars worth of A are given by x1*A and the
costs of manufacturing x2 dollars worth of B are given by x2.B. Hence the
total costs for both products are simply given by their products once again,
.40 .30
[ x1 ] .20 + [ x2 ] .25 = x1*A + x2*B.
.10 .35
Questions
Here are some matrix multiplication problems you can practice with. And of course,
you can check your answers in the end.
Test 1 Test 2
1. -2 -1 0 4 -2 5.1 2 -3 -4 1 -3
4 4 1 -4 -4 1 -4 1 1 -1 0
4 -4 4 -4 1 4 -4 -3
2. -1 0 -4 4 6. -1 3 4 0 -3
2 -2 4 -1 4 -2 3 -4 1
2 -3 2 -3 -1
3. 0 3 4 1 -3
1 4 3 4 -1 7. -1 2 4 4 3
-2 -4 -3 -3 4 2 -3
-1 -1 1 1 -1
4. 0 -4 -4 -1
1 1 1 1 8. -1 2 3 4
-1 2 2 -4
-2 0
As promised, here are all the answers.
1. -4 8 -3 5. -11 5 -16
-4 -23 12 17 -5 12
16 12 16 13 -1 12
2. 4 -4 6. -24 2
-16 10 -1 17
6 -11
3. 4 -19 7. 4 -13
11 -19 -14 -4
-5 -1
4. -4 -4
-3 0 8. 1 -12
1 -12
-6 -8
Links
http://mathworld.wolfram.com/MatrixMultiplication.html
http://www.mai.liu.se/~halun/matrix/matrix.html
http://www.cs.sunysb.edu/~algorith/files/matrix-multiplication.shtml
http://www.purplemath.com/modules/mtrxmult.htm
http://www-math.mit.edu/18.013A/HTML/chapter03/section04.html