Lecture Note 1
Lecture Note 1
• Equality of matrices: Two matrices are equal if they both have the same
size and if the corresponding entries in the two matrices are equal. For
example,
1 2 3 1 2 1 2 1 1
≠ , ≠
2 3 4 2 3 2 3 2 3
• Addition: One can add two matrices of the same size, which is to say, with
the same number of rows and columns. Their sum is a new matrix with the
same size with the two matrices being added. The (i,j)th entry of the sum
matrix is the sum of the (i,j)th entry of the two matrices being added. In
symbols
𝑎11 ⋯ 𝑎1𝑛 𝑏11 ⋯ 𝑏1𝑛
⋮ 𝑎𝑖𝑗 ⋮ + ⋮ 𝑏𝑖𝑗 ⋮
𝑎𝑚1 ⋯ 𝑎𝑚𝑛 𝑏𝑚1 ⋯ 𝑏𝑚𝑛
𝑎11 + 𝑏11 ⋯ 𝑎1𝑛 + 𝑏1𝑛
= ⋮ 𝑎𝑖𝑗 + 𝑏𝑖𝑗 ⋮
𝑎𝑚1 + 𝑏𝑚1 ⋯ 𝑎𝑚𝑛 + 𝑏𝑚𝑛
Algebraic Manipulation of Matrices
• −𝐴 is defined as 𝐴 + −𝐴 = 0. That is
𝑎11 ⋯ 𝑎1𝑛 −𝑎11 ⋯ −𝑎1𝑛
− ⋮ 𝑎𝑖𝑗 ⋮ = ⋮ −𝑎𝑖𝑗 ⋮
𝑎𝑚1 ⋯ 𝑎𝑚𝑛 −𝑎𝑚1 ⋯ −𝑎𝑚𝑛
• Subtraction: 𝐴 − 𝐵 = 𝐴 + −𝐵 , we subtract matrices of the same size
simply by subtracting their corresponding entries.
𝑎11 ⋯ 𝑎1𝑛 𝑏11 ⋯ 𝑏1𝑛
⋮ 𝑎𝑖𝑗 ⋮ − ⋮ 𝑏𝑖𝑗 ⋮
𝑎𝑚1 ⋯ 𝑎𝑚𝑛 𝑏𝑚1 ⋯ 𝑏𝑚𝑛
𝑎11 − 𝑏11 ⋯ 𝑎1𝑛 − 𝑏1𝑛
= ⋮ 𝑎𝑖𝑗 − 𝑏𝑖𝑗 ⋮
𝑎𝑚1 − 𝑏𝑚1 ⋯ 𝑎𝑚𝑛 − 𝑏𝑚𝑛
Algebraic Manipulation of Matrices
• For Example
𝑎 𝑏 𝑎𝐴 + 𝑏𝐶 𝑎𝐵 + 𝑏𝐷
𝑐 𝑑 𝐴 𝐵
= 𝑐𝐴 + 𝑑𝐶 𝑐𝐵 + 𝑑𝐷
𝑒 𝑓 𝐶 𝐷 𝑒𝐴 + 𝑓𝐶 𝑒𝐵 + 𝑓𝐷
Note that is this case, the product taken in reverse order,
𝑎 𝑏
𝐴 𝐵 𝑐 𝑑
𝐶 𝐷 𝑒 𝑓
is not defined.
• If A is 𝑚 × 𝑛, and 𝐵 is 𝑛 × 𝑘, then the product 𝐴𝐵 is 𝑚 × 𝑘. The product
matrix 𝐴𝐵 inherits the number of its rows from 𝐴 and the number of its
columns from 𝐵.
• Associative Laws:
𝐴+𝐵 +𝐶 =𝐴+ 𝐵+𝐶
𝐴𝐵 𝐶 = 𝐴 𝐵𝐶
• Commutative Law for Addition:
𝐴+𝐵 =𝐵+𝐴
• Distributive Laws:
𝐴 𝐵 + 𝐶 = 𝐴𝐵 + 𝐴𝐶
𝐴 + 𝐵 𝐶 = 𝐴𝐶 + 𝐵𝐶
• Transpose of a product:
𝐴𝐵 𝑇 = 𝐵𝑇 𝐴𝑇
• Transpose of a extended product:
𝐴𝐵𝐶 𝑇 = 𝐶 𝑇 𝐵𝑇 𝐴𝑇
Systems of Equations in Matrix Form
𝑥1 𝑏1
𝒙= ⋮ 𝑎𝑛𝑑 𝒃 = ⋮
𝑥𝑛 𝑏𝑚
𝐴 contains all of the coefficients, 𝒙 contains all the unknown variables, 𝒃
contains the constant terms in the right hand side of the equation system.
Special Matrices
• Symmetric Matrix: 𝐴𝑇 = 𝐴, that is 𝑎𝑖𝑗 = 𝑎𝑗𝑖 , for all 𝑖, 𝑗. These matrices are
necessarily square. For example
1 2 3
𝑎 𝑏
and 2 4 5
𝑏 𝑑
3 5 6
• Idempotent Matrix: A square matrix 𝐵 for which 𝐵 ∙ 𝐵=B, such as 𝐵 = 𝐼 or
5 −5
4 −4
• Permutation Matrix: A square matrix of 0s and 1s in which each row and
each column contains exactly one 1. For example
0 1 0
1 0 0
0 0 1
Elementary Matrices
Notations:
• 𝐸𝑖𝑗 : Interchanging the 𝑖𝑡ℎ and the 𝑗𝑡ℎ row of the identity matrix 𝐼.
• 𝐸𝑖𝑗 𝑟 : Adding 𝑟 times row 𝑖 to row 𝑗 in the identity matrix 𝐼.
• 𝐸𝑖 𝑟 : Multiplying the 𝑖𝑡ℎ row of the identity matrix by the scalar 𝑟.
• Definition: The rank of a matrix is the number of nonzero rows in its row
echelon form.
• Theorem: For any 𝑚 × 𝑛 matrix 𝐴 , there exist elementary matrices
𝐸1 , … , 𝐸𝑘 such that the matrix product 𝐸1 ⋯ 𝐸𝑘 𝐴 = 𝑈, where 𝑈 is in row
echelon form.
Algebra of Square Matrix
𝑡𝑟 𝐴 = 𝑎𝑖𝑖
𝑖=1
Rules for trace:
𝑡𝑟 𝐴 = 𝑡𝑟 𝐴′ , 𝑡𝑟 𝐴 + 𝐵 = 𝑡𝑟 𝐴 + 𝑡𝑟 𝐵 , 𝑡𝑟 𝐴𝐵 = 𝑡𝑟 𝐵𝐴
Partitioned Matrices
• Suppose 𝐴 and 𝐵 are two 𝑚 × 𝑛 matrix which have been partitioned in the
same way, that is
𝐴 𝐴12 𝐴13 𝐵 𝐵12 𝐵13
𝐴 = 11 , 𝐵 = 11
𝐴21 𝐴22 𝐴23 𝐵21 𝐵22 𝐵23
where 𝐴𝑖𝑗 and 𝐵𝑖𝑗 have the same dimensions. Then 𝐴 and 𝐵 can be added
as the blocks are scalars.
𝐴 + 𝐵11 𝐴12 +𝐵12 𝐴13 +𝐵13
𝐴 + 𝐵 = 11
𝐴21 +𝐵21 𝐴22 +𝐵22 𝐴23 +𝐵23
• Similarly for subtraction and scalar multiplication.
Multiplication of Partitioned Matrix
= −1 1+𝑗 𝑎 𝑀
1𝑗 1𝑗
𝑗=1
Determinant
• Note that the 𝑎𝑖𝑗 term begins with a plus sign if 𝑖 + 𝑗 is even and with a
minus sign if 𝑖 + 𝑗 is odd. 𝐶𝑖𝑗 = −1 𝑖+𝑗 𝑀𝑖𝑗 is called the 𝑖, 𝑗 𝑡ℎ cofactor
of 𝐴. Then the determinant of 𝐴 can also be written as
𝑛
• Facts
– If 𝐵 is formed by interchanging two rows or columns of an 𝑛 × 𝑛
matrix 𝐴, then det 𝐵 = − det 𝐴 .
– If 𝐵 if formed by multiplying a scalar 𝑟 to row (or column) 𝑖, then
det 𝐵 = 𝑟 ∙ det 𝐴 .
– If two rows or columns of 𝐴 are equal, then det 𝐴 = 0.
– If matrix 𝐴 has an all-zero row (or column), then det 𝐴 = 0.
– Let 𝐴 and 𝐵 be two 𝑛 × 𝑛 matrices which differ only in their 𝑖𝑡ℎ row.
Let 𝐶 be a matrix whose the 𝑖𝑡ℎ row equals to the matrix sum of the 𝑖𝑡ℎ
rows of 𝐴 and 𝐵 and the other rows are the same with 𝐴 and B, then
det 𝐶 = det 𝐴 + det 𝐵
– Let 𝐸𝑖𝑗 𝑟 be an elementary matrix obtained by adding 𝑟 times of the
𝑖𝑡ℎ row to the 𝑗𝑡ℎ row of an identity matrix. Let 𝐴 be an 𝑛 × 𝑛 matrix,
then
det 𝐸𝑖𝑗 𝑟 𝐴 = det 𝐴
Determinant