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Matrices - Lecture notes 2

Linear Algebra and Complex Variable (East West University)

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III. Matrices

Definition III.1 An m × n matrix is a set of numbers arranged in a rectangular array having m rows and
n columns. It is written  
A11 A12 · · · A1n
 A21 A22 · · · A12 
A=  ... .. .. .. 
. . . 
Am1 Am2 · · · Amn
There are two important special cases. A 1 × n matrix (that is, a matrix with 1 row) is called a row vector.
An m × 1 matrix (that is, a matrix with 1 column) is called a column vector. Our convention will be that
row indices are always written before column indices. As a memory aid, I think of matrices as being RC
(Roman Catholic or rows before columns).

§III.1. Matrix Operations

Definitions
1. Equality. For any two matrices A and B

A = B ⇐⇒ (a) A and B have the same number of rows and the same number of columns and
(b) Aij = Bij for all i, j

2. Addition. For any two m × n matrices A and B

(A + B)ij = Aij + Bij for all 1 ≤ i ≤ m, 1 ≤ j ≤ n

That is, the entry in row i, column j of the matrix A + B is defined to be the sum of the corresponding
entries in A and B. Note: The sum A + B is only defined if A and B have the same number of rows and
the same number of columns.
3. Scalar multiplication. For any number s and any m × n matrix A

(sA)ij = sAij for all 1 ≤ i ≤ m, 1 ≤ j ≤ n

For example        
1 2 0 1 2×1+0 2×2+1 2 5
2 + = =
0 3 1 1 2×0+1 2×3+1 1 7

4. Matrix multiplication. For any m × p matrix A and any p × n matrix B

p
X
(AB)ik = Aij Bjk for all 1 ≤ i ≤ m, 1 ≤ k ≤ n
j=1

Note (a) AB is only defined if the number of columns of A is the same as the number of rows of B. If A is
m × p and B is p × n, then AB is m × n.
(b) (AB)ik is the dot product of the ith row of A (viewed as a row vector) and the k th column of B
(c) Here is a memory aid. If you write the first factor of AB to the left of AB and the second factor
above AB, then each entry (AB)ik of AB is built from the entries Aij j = 1, 2, · · · of A that are

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B is 3 × n

A is m × 3 AB is m × n

directly to its left and the entries Bjk j = 1, 2, · · · of B that are directly above it. These entries
are multiplied in pairs, Aij Bjk , j = 1, 2,P
· · ·, starting as far from AB as possible and then the
products are added up to yield (AB)ik = j Aij Bjk .
(d) If A is a square matrix, then AAA · · · A (n factors) makes sense and is denoted An .
(e) At this stage we have no idea why it is useful to define matrix multiplication in this way. We’ll
get some first hints shortly.

Example III.2 Here is an example of the product of a 2 × 3 matrix with a 3 × 2 matrix, yielding a 2 × 2
matrix  
  1 3    
0 1 2   0×1+1×2+2×3 0×3+1×2+2×1 8 4
2 2 = =
3 4 5 3×1+4×2+5×3 3×3+4×2+5×1 26 22
3 1

Example III.3 Here is an example of the product of a 3 × 3 matrix with a 3 × 1 matrix, yielding a 3 × 1
matrix     
1 1 1 x1 x1 + x2 + x3
 1 2 3   x2  =  x1 + 2x2 + 3x3 
2 3 1 x3 2x1 + 3x2 + x3
Hence we may very compactly write the system of equations
x1 + x2 + x3 = 4
x1 + 2x2 + 3x3 = 9
2x1 + 3x2 + x3 = 7
that we dealt with in Example II.2, as A~x = ~b where
     
1 1 1 x1 4
A = the matrix of coefficients  1 2 3  ~x = the column vector  x2  ~b = the column vector  9 
2 3 1 x3 7

Basic Properties of Matrix Operations.

Using A, B and C to denote matrices and s and t to denote numbers
1. A + B = B + A
2. A + (B + C) = (A + B) + C
3. s(A + B) = sA + sB
4. (s + t)A = sA + tA
5. (st)A = s(tA)
6. 1A = A
7. A + 0 = A where 0 is the matrix all of whose entries are zero
8. A + (−1)A = 0 (The matrix (−1)A is generally denoted −A.)
9. A(B + C) = AB + AC
10. (A + B)C = AC + BC
11. A(BC) = (AB)C
12. s(AB) = (sA)B = A(sB)

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These properties are all almost immediate consequences of the definitions. For example to verify property
9, it suffices to write down the definitions of the two sides of property 9
X X
[A(B + C)]ik = Aij (B + C)jk = Aij (Bjk + Cjk )
j j
X X
[AB + AC]ik = [AB]ik + [AC]ik = Aij Bjk + Aij Cjk
j j

Counterintuitive Properties of Matrix Operations that Cause Numerous Errors

13. In general AB 6= BA. Here are three examples. In the first AB is defined and BA is not defined. In
the second AB and BA are both defined, but are not of the same size. In the third AB and BA are
both defined and are of the same size, but are different.
 
3 5
A = [1 2] B= AB = [ 11 17 ] BA is not defined
4 6
   
3 3 6
A = [1 2] B= AB = [ 11 ] BA =
4 4 8
       
0 0 0 1 0 0 1 0
A= B= AB = BA =
1 0 0 0 0 1 0 0

A consequence of this “unproperty” is that (A − B)(A + B) need not equal A2 − B 2 . Multiplying out
(A − B)(A + B) carefully gives AA + AB − BA − BB. The middle two terms need not cancel. For
example
         
0 0 0 1 0 0 0 0 0 0
A= B= A2 − B 2 = − =
1 0 0 0 0 0 0 0 0 0
     
0 −1 0 1 −1 0
A−B = A+B = (A − B)(A + B) =
1 0 1 0 0 1

14. In general AB may be 0 even if A and B are both nonzero. For example
     
1 1 1 1 0 0
A= 6 0, B =
= 6= 0, AB = = 0,
1 1 −1 −1 0 0

A consequence of this is that AB = AC does not force B = C even if every entry of A is nonzero. For
example        
1 −1 1 2 3 4 0 0
A= , B= 6= C = and yet AB = AC =
−2 2 1 2 3 4 0 0

Example III.4 (The Form of the General Solution of Systems of Linear Equations Revisited)
We have just seen that any system of linear equations can be written

A~x = ~b

where A is the matrix of coefficients, ~x is the column vector of unknowns, ~b is the column vector of right
hand sides and A~x is the matrix product of A and ~x. We also saw in §II.3 that, if the ranks of [A] and [A | ~b]
are the same, the general solution to this system is of the form

~x = ~u + c1~v1 + · · · + cn−ρ~vn−ρ

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where n is the number of unknowns (that is, the number of components of ~x, or equivalently, the number of
columns of A), ρ is the rank of A and c1 , · · · , cn−ρ are arbitrary constants. That ~u + c1~v1 + · · · + cn−ρ~vn−ρ
is a solution of A~x = ~b for all values of c1 , · · · , cn−ρ means that

A(~u + c1~v1 + · · · + cn−ρ~vn−ρ ) = ~b

for all values of c1 , · · · , cn−ρ . By properties 9 and 12 of matrix operations, this implies that

A~u + c1 A~v1 + · · · + cn−ρ A~vn−ρ = ~b

But this is true for all c1 , · · · , cn−ρ if and only if

A~u = ~b (Set c1 = · · · = cn−ρ = 0)

A~v1 = ~0 (Set c1 = 1, c2 = · · · = cn−ρ = 0 and sub in A~u = ~b.)
..
.
A~vn−ρ = ~0 (Set c1 = · · · = cn−ρ−1 = 0, cn−ρ = 1 and sub in A~u = ~b.)

In other words ~u is a solution of A~x = ~b and each of ~v1 , · · · , ~vn−ρ is a solution of A~x = ~0.

Exercises for §III.1

1) Define
   
  −1 2 2
1 2 3
A= B =  −3 1  C = [ 2 −2 0 ] D =  −11 
1 2 1
−2 1 2

Compute all pairwise products (AA, AB, AC, AD, BA, · · ·) that are defined.
2) Compute A2 = AA and A3 = AAA for
   
0 a b 1 0 a
a) A =  0 0 c b) A =  0 1 0
0 0 0 0 0 1

 
1 1
3) Let A = .
0 1
a) Find A2 , A3 , A4 .
b) Find Ak for all positive integers.
c) Find eAt . (Part of this problem is to invent a reasonable definition of eAt .)
d) Find a square root of A. That is, find a matrix B obeying B 2 = A.
e) Find all square roots of A.
4) Compute Ak for k = 2, 3, 4 when
 
0 1 0 0
0 0 1 0
A= 
0 0 0 1
0 0 0 0

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§III.2 Matrices and Linear Transformations

Definition III.5 A transformation (a.k.a. map, a.k.a. function) T from IRn to IRm is a rule which
assigns to each vector ~x in IRn a vector T (~x) in IRm . T should be thought of as a machine: if you put a
~x

T (~x)
vector ~x into the input hopper, it spits out a new vector T (~x). A transformation is said to be linear if

T (s~x + t~y ) = sT (~x) + tT (~y) for all numbers s, t and vectors ~x, ~y .

Later in this section, we shall see that for each linear transformation T (~x) there is a matrix MT such that
T (~x) is the matrix product of MT times the column vector ~x. In other words, such that T (~x) = MT ~x. First,
however, we look at a number of examples, both of transformations that are not linear and transformations
that are linear.
The map
T ([x1 , x2 ]) = [0, x22 ]
is not linear, because the two quantities

T (2~x) = [0, (2x2 )2 ]

2T (~x) = 2[0, (x2 )2 ]

are not equal whenever x2 6= 0. Another example of a map that is not linear is

Example III.6 (Translation) Define tran~v (~x) be the vector gotten by translating the head of the arrow
~x by ~v (while leaving the tail of the arrow fixed). In equations, tran~v (~x) = ~x + ~v . If translation were linear

tran~v (~x)
~v
~x

the two expressions

tran~v (s~x + t~y) = s~x + t~y + ~v
s tran~v (~x) + t tran~v (~y ) = s(~x + ~v ) + t(~y + ~v )
= s~x + t~y + (s + t)~v

would be equal for all s and t. But if ~v 6= ~0 and s + t 6= 1, the two expressions are not equal.

We have just seen an example of a geometric operation that is not linear. Many other geometric
operations are linear maps. As a result, linear maps play a big role in computer graphics. Here are some
examples.

Example III.7 (Projection) Define projφ (~x) to be the projection of the vector ~x on the line in IR2 that
passes through the origin at an angle φ from the x–axis. The vector b̂ = [cos φ, sin φ] is a unit vector

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~x

projφ (~x)
φ
that lies on the line. So projφ (~x) must have direction [cos φ, sin φ] (or its negative) and must have length
k~xk cos θ = ~x · b̂, where θ is the angle between ~x and b̂. The unique vector with the right direction and length
is
projφ (~x) = (~x · b̂) b̂
It is easy to verify that this really is a linear transformation:


projφ (s~x + t~y) = (s~x + t~y) · b̂ b̂
= s(~x · b̂) b̂ + t(~y · b̂) b̂
= s projφ (~x) + t projφ (~y )
Writing both projφ (~x) and ~x as column vectors
   
cos φ x1 cos2 φ + x2 sin φ cos φ
projφ (~x) = (~x · b̂) b̂ = (x1 cos φ + x2 sin φ) =
sin φ x1 sin φ cos φ + x2 sin2 φ
     
cos2 φ sin φ cos φ x1 1 1 + cos 2φ sin 2φ x1
= =
sin φ cos φ sin2 φ x2 2 sin 2φ 1 − cos 2φ x2
where we have used the double angle trig identities
sin(2φ) = 2 sin φ cos φ
cos(2φ) = cos2 φ − sin2 φ = 2 cos2 φ − 1 = 1 − 2 sin2 φ
Notice that this is the matrix product of a matrix that depends only on φ (not on ~x) times the column vector
~x.

Example III.8 (Reflection) Define reflφ (~x) to be the reflection of the vector ~x on the line in IR2 that
passes through the origin at an angle φ from the x–axis. You can get from ~x to reflφ (~x) by first walking

reflφ (~x)
projφ (~x)
~x ~x

from ~x to projφ (~x) and continuing in the same direction an equal distance on the far side of the line. In
terms of vectors, to get from ~x to projφ (~x), you have to add the vector projφ (~x) − ~x to ~x. To continue an
equal distance in the same direction, you have to add a second copy of projφ (~x) − ~x. So
reflφ (~x) = ~x + 2[projφ (~x) − ~x] = 2projφ (~x) − ~x
We may, once again, write this as the matrix product of a matrix that depends only on φ (not on ~x) times
the column vector ~x.
          
1 1 + cos 2φ sin 2φ x1 x1 1 + cos 2φ sin 2φ x1 1 0 x1
reflφ (~x) = 2 − = −
2 sin 2φ 1 − cos 2φ x2 x2 sin 2φ 1 − cos 2φ x2 0 1 x2
        
1 + cos 2φ sin 2φ 1 0 x1 cos 2φ sin 2φ x1
= − =
sin 2φ 1 − cos 2φ 0 1 x2 sin 2φ − cos 2φ x2

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Example III.9 (Rotation) Define rotφ (~x) to be the result of rotating the vector ~x by an angle φ about
the origin.

rotφ (~x)

φ ~x
θ

If we denote by r the length of ~x and by θ the angle between ~x and the x–axis, then
 
r cos θ
~x =
r sin θ

To rotate this by φ we need only replace θ by θ + φ.

     
r cos(θ + φ) r(cos θ cos φ − sin θ sin φ) x1 cos φ − x2 sin φ
rotφ (~x) = = =
r sin(θ + φ) r(sin θ cos φ + cos θ sin φ) x2 cos φ + x1 sin φ
  
cos φ − sin φ x1
=
sin φ cos φ x2

Note that in each of examples 7, 8 and 9 there was a matrix A such that the map could be written
T (~x) = A~x, where A~x is the matrix product of the matrix A times the column vector ~x. Every map of the
form T (~x) = A~x is automatically linear, because A(s~x + t~y ) = s(A~x) + t(A~y ) by properties (9) and (12) of
matrix operations. We shall now show that, conversely, for each linear map T (~x) there is a matrix A such
that T (~x) = A~x.
First we consider the case that T (~x) is a linear map from IR2 (that is, two component vectors) to IR2 .
Any vector ~x in IR2 can be written
     
x1 1 0
= x1 + x2 e1 + x2 b
= x1 b e2
x2 0 1

where    
1 0
b
e1 = b
e2 =
0 1
Because T is linear
e1 + x2 b
T (~x) = T (x1 b e2 ) = x1 T (b
e1 ) + x2 T (b
e2 )
Define the numbers a11 , a12 , a21 , a22 by
   
a11 a12
T (b
e1 ) = T (b
e2 ) =
a21 a22

Then
        
a11 a12 a11 x1 + a12 x2 a a12 x1
T (~x) = x1 T (b
e1 ) + x2 T (b
e2 ) = x1 + x2 = = 11
a21 a22 a21 x1 + a22 x2 a21 a22 x2

The same construction works for linear transformations from IRm to IRn . Define b ei to be the column
vector all of whose entries are zero, except for the ith , which is one. Note that every m component vector
can be written
       
x1 1 0 0
 x2  0 1 0
~x =        
 ...  = x1  ...  + x2  ...  + · · · + +xm  ...  = x1 b e2 + · · · xm b
e1 + x2 b em

xm 0 0 1

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For each i between 1 and m, T (b ei ) is an n–component

 vector. Think of this vector as a column vector. Then
define the matrix A = T (b e1 ) T (b em ) . That is, A is the matrix whose ith column is T (b
e2 ) · · · T (b ei ). This
is the matrix we want, because
 
x1
   x2 
A~x = T (b
e1 ) T (b em ) 
e2 ) · · · T (b 
 ... 
xm
= x1 T (b
e1 ) + x2 T (b
e2 ) + · · · + xm T (b
em ) (by the definition of matrix multiplication)
e2 + · · · + xm b
e1 + x2 b
= T (x1 b em ) (by the linearity of T )
= T (~x)

Example III.10 Let, as in Example III.9, rotφ be the linear transformation which rotates vectors in the
plane by φ. From the figure
b
e2
sin φ
rotφ (b
e1 ) rotφ (b
e2 )
sin φ φ cos φ
φ b
e1
cos φ
we see that    
cos φ − sin φ
rotφ (b
e1 ) = rotφ (b
e2 ) =
sin φ cos φ
Hence the matrix which implements rotatiom is
 
  cos φ − sin φ
rotφ (b
e1 ) rotφ (b
e2 ) =
sin φ cos φ
This is exactly the matrix that we found in Example III.9. There is no need to memorize this matrix. This
example has shown how to rederive it very quickly.

This formula T (~x) = A~x is the reason we defined matrix multiplication the way we did. More generally,
if S and T are two linear transformations with associated matrices MS and MT respectively (meaning that
T (~x) = MT ~x and S(~y ) = MS ~y ), then the map constructed by first applying T and then applying S obeys


S T (~x) = MS T (~x) = MS MT ~x


so that the matrix associated with the composite map S T (~x) is the matrix product MS MT of MS and
MT . It is traditional to use the same symbol to stand for both a linear transformation and its associated
matrix. For example, the matrix associated with the linear transformation T (~x) is traditionally denoted T
as well, so that T (~x) = T ~x.

Example III.11 Let, as in Example III.8, reflφ be the linear transformation which reflects vectors in the
line through the origin that makes an angle φ with respect to the x–axis. Define the linear transformation


T (~x) = refl π4 refl0 (~x)
From the figure
b
e2 b
e2 = refl π4 (b
e1 )

b
e1 = refl0 (b
e1 ) b
e1 = refl π4 (b
e2 )

refl0 (b
e2 )

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we see that
       
1 0 0 1
refl0 (b
e1 ) = refl0 (b
e2 ) = refl π4 (b
e1 ) = refl π4 (b
e2 ) =
0 −1 1 0

so that
     
  1 0 x1   0 1 y1
refl0 (~x) = refl0 (b
e1 ) refl0 (b
e2 ) ~x = refl (~y ) = refl 4 (b
π π e1 ) refl 4 (b
π e2 ) ~y =
0 −1 x2 4 1 0 y2

The linear transformation T is thus

        

0 1 0 1 1 0 x1 0 −1 x1
T (~x) = refl π refl0 (~x) = refl0 (~x) = =
4 1 0 1 0 0 −1 x2 1 0 x2

This tells us in particular that b

e2 = T (b
e1 )
   
0 −1
T (b
e1 ) = =b
e2 T (b
e2 ) = = −b
e1
1 0
−b
e1 = T (b
e2 ) b
e1
The vectors b e2 are each rotated by 90◦ . Since
e1 and b


refl π4 refl0 (b
ei ) = T (b
ei ) = rot π2 (b
ei )


for both i = 1.2, the matrix for T is the same as the matrix for rot π2 . So refl π4 refl0 (~x) = rot π2 (~x) for all
~x. This is often written refl π4 ◦ refl0 = rot π2 where S ◦ T means “first apply T and then apply S”. That is,


S ◦ T (~x) = S T (~x) .

Exercises for §III.2

1) Find the matrices which project on the lines
a) x = y b) 3x + 4y = 0
2) Find the matrices which reflect in the lines
a) x = y b) 3x + 4y = 0
3) Find the matrices which project on the planes
a) x = y b) x + 2y + 2z = 0
4) Find the matrices which reflect in the planes
a) x = y b) x + 2y + 2z = 0
5) Find the matrices which rotate about the origin in IR2 by
a) π/4 b) π/2 c) π
6) Find the matrix which rotates about the z–axis in IR3 by θ.
7) The matrix
√ √ √ 
3+2 √3 − 2 −√2
1 √ 
3√− 2 3√+ 2 −
√ 2
4
2 2 12

is a rotation in IR3 . What axis does it rotate about and what is the angle of rotation?
8) Find the matrix which first reflects about the line in IR2 that makes an angle φ with the x–axis and then
reflects about the line that makes an angle θ with the x–axis. Give another geometric interpretation of
this matrix.

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§III.3 Another Application of Matrix Multiplication – Random Walks

“Random walks”, or more precisely “discrete random walks”, refer to a class of problems in which you
are given the following information.
(H1 ) The system of interest has a finite number of possible states, labelled 1, 2, 3, · · ·, S.
(H2 ) We are interested in the system at times t = 0, 1, 2, 3, · · ·.
(H3 ) If at some time n the system is in some state j, then, at time n + 1 the system is in state i with
probability pi,j . This is the case for each i = 1, 2, 3, · · · , S. The pi,j ’s are given numbers that
PS
obey i=1 pi,j = 1.
(Here Hp stands for “hypothesis number p”.) Let the components of the column vector
x 
n,1
 xn,2 
~xn = 
 .. 

.
xn,S

be the probabilities that, at time n, the system is in state 1, state 2, · · ·, state S, respectively. That is,
xn,j denotes the probability that, at time n, the system is in state j. Rather than using the language of
probability, you can imagine that the system consists of piles of sand located at sites 1 through S. There is
a total of one ton of sand. At time n, the amount of sand at site 1 is xn,1 , the amount of sand at site 2 is
xn,2 and so on. According to (H3 ), between time n and time n + 1, the fraction pi,j of the sand at site j is
moved to site i. So pi,j xn,j tons of sand are moved from site j to site i by time n + 1. The total amount of
sand at site i at time n + 1 is the sum, over j from 1 to S, of the amount pi,j xn,j of sand moved to site i
from site j. Hence
S
X
xn+1,i = pi,j xn,j
j=1

In vector and matrix notation

~xn+1 = P ~xn (III.1)
where P is the S × S matrix whose entry in row i, column j is pi,j . The pi,j ’s are called the transition
probabilities for the random walk and P is called the transition matrix.
(H4 ) In a random walk problem, you are also given the initial condition ~x0 . Often, you will be told that
at time 0, the system is in one specific state j0 . In this case, x0,j0 = 1 and x0,j = 0 for all j 6= j0 ,
so that  
0
 .. 
.
 
0
 
~x0 =  1  ← row j0
 
0
.
 .. 
0
We now have enough information to determine the time evolution of the system. Repeatedly applying (III.1),

~x1 = P ~x0 ~x2 = P ~x1 = P 2 ~x0 ~x3 = P ~x2 = P 3 ~x0 ··· ~xn = P n ~x0 ···

Example III.12 (Gambler’s Ruin) I will give two descriptions of this random walk. The first description
motivates the name “Gambler’s Ruin”.
Imagine that you are a gambler. At time zero you walk into a casino with a stake of $d. At that time
the house has $(D − d). (So the total amount of money in play is $D.) At each time 1, 2, · · ·, you
play a game of chance in which you win $1 from the house with probability w and loose $1 to the house
with probability ℓ = 1 − w. This continues until either you have $0 (in which case you are broke) or

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you have $D (in which case the house is broke). That is, if at time n you have $0, then at time n + 1
you again have $0 and if at time n you have $D, then at time n + 1 you again have $D. The transition
probabilities for Gambler’s Ruin are

 1 if j = 0 and i = 0



 0 if j = 0 and i 6= 0


w if 0 < j < D and i = j + 1
pi,j = ℓ=1−w if 0 < j < D and i = j − 1



 0 if 0 < j < D and i 6= j − 1, j + 1



 1 if j = D and i = D
0 if j = D and i 6= D

and the transition matrix is

j=0 j=1 j=2 ··· j = D − 2 j =D−1 j =D

 
i=0 1 ℓ 0 ··· 0 0 0
i=1  0 0 ℓ ··· 0 0 0 
 
i=2  0 w 0 ··· 0 0 0 
 
i=3  0 0 w ··· 0 0 0 
.  .. .. .. .. .. .. .. 
P = ..  . . . . . . . 
 
i = D−3
 0 0 0 ··· ℓ 0 0 
i = D−2
 0 0 0 ··· 0 ℓ 0 
i = D−1 0 0 0 ··· w 0 0 
i=D 0 0 0 ··· 0 w 1
ℓ w

0 1 2 d D
The second description, of the same mathematical system, motivates why it is called a “random walk”.
At time zero, a drunk is at a location d. Once each unit of time, the drunk staggers to the right one unit
with probability w and staggers to the left one unit with probability ℓ = 1 − w. This continues until the
drunk reaches either the bar at 0 or the bar at D. Once the drunk reaches a bar, he remains there for
ever.
Here is a table giving the time evolution of Gambler’s Ruin, assuming that d = 2, D = 8, w = 0.49 and
ℓ = 0.51. (Entries are rounded to three decimal places.)
             
0 $0 0 0.260 0.260 0.390 0.390 0.471
0 $1  0.51   0   0.255   0   0.159   0 
             
1 $2  0   0.500   0   0.312   0   0.218 
             
0 $3  0.49   0   0.367   0   0.275   0 
             
0 $4  0   0.240   0   0.240   0   0.210 
             
~x0 =  0  $5 ~x1 =  0  ~x2 =  0  ~x3 =  0.118  ~x4 =  0  ~x5 =  0.147  ~x6 =  0 
             
0 $6  0   0   0   0.058   0   0.086 
             
0 $7  0   0   0   0   0.028   0 
             
0 $8  0   0   0   0   0   0.014 
             
0 $9 0 0 0 0 0 0
0 $10 0 0 0 0 0 0

Here, for example, ~x0 says that the gambler started with $2 at time 0. The vector ~x1 says that, at time 1,
he has $1 with probability 0.51 and $3 with probability 0.49. The vector ~x2 says that, at time 2, he has $0
with probability 0.51 × 0.51 = 0.2601, $2 with probability 0.51 × 0.49 + 0.49 × 0.51 = 0.4998 and $4 with
probability 0.49 × 0.49 = 0.2401.

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§III.4 The Transpose of a Matrix

Definition III.13 The transpose of the m × n matrix A is the n × m matrix At with matrix elements

Ati,j = Aj,i for all 1 ≤ i ≤ n, 1 ≤ j ≤ m

The rows of At are the columns of A and the columns of At are the rows of A.

Example III.14 The transpose of the 2 × 3 matrix A on the left below is the 3 × 2 matrix At on the right
below.  
  1 4
1 2 3
A= At =  2 5
4 5 6
3 6

There are two important properties of the transpose operation.

1. If A is any m × n matrix, ~x is any m component vector and y is any n component vector

~x · (A~y ) = (At ~x) · ~y

To see this, we just compute the left and right hand sides
m
X m
X P
n  X
~x · (A~y ) = xi (A~y )i = xi Ai,j yj = xi Ai,j yj
i=1 i=1 j=1 1≤i≤m
1≤j≤n

n
X n  m
X  X
P
(At ~x) · ~
y= (At ~x)j yj = Atj,i xi yj = xi Atj,i yj
j=1 j=1 i=1 1≤i≤m
1≤j≤n

and observe that they are the same, because of the definition of At .
2. If A is any ℓ × m and B is any m × n matrix, then

(AB)t = B t At

Be careful about the order of matrix multiplication here. To see this, we also just compute the left and
right hand sides
Xm
(AB)ti,j = (AB)j,i = Aj,k Bk,i
k=1
m
X Xm
(B t At )i,j = t
Bi,k Atk,j = Bk,i Aj,k
k=1 k=1

and observe that they are the same.

§III.5 Matrix Inverses

Suppose A is a matrix. What is A−1 ? It’s the thing you multiply A by to get 1. What is 1?

Definition III.15 The m × m identity matrix Im (generally the subscript m is dropped from the notation)
is the m × m matrix whose (i, j) matrix element is 1 if i = j and 0 if i 6= j.

For example  
1 0
I2 =
0 1

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The reason we call this the identity matrix is that, for any m × n matrix A

Im A = AIn = A

It is easy to check that this is true. For example, fix anyPi and k with 1 ≤ i ≤ m, 1 ≤ k ≤ n. By the
m
definition of Iij the only nonzero term in the sum (IA)ik = j=1 Iij Ajk is that with j = i. Furthermore the
Iii that appears in that term takes the value one so (IA)ik = Iii Aik = Aik , as desired.

Definition III.16 A matrix B is called an inverse of the matrix A if AB = I and BA = I. If A has an

inverse, then A is said to be invertible or nonsingular. Otherwise, it is said to be singular. The inverse is
generally denoted A−1 .

Example III.17 Let’s consider the general 2 × 2 matrix

 
a b
A=
c d

and see if we can find an inverse for it. Let’s call the inverse
 
X X′
B=
Y Y′

The matrix A is to be treated as a given matrix. At this stage, B is unknown. To help keep straight what
is known and what isn’t, I’ve made all of the knowns lower case and all of the unknowns upper case. To be
an inverse, B must obey
      
a b X X′ aX + bY aX ′ + bY ′ 1 0
AB = = =
c d Y Y′ cX + dY cX ′ + dY ′ 0 1

This condition consists of four equations

aX + bY = 1 (1)
cX + dY = 0 (2)
aX ′ + bY ′ = 0 (1’)
cX ′ + dY ′ = 1 (2’)

in the four unknowns X, Y, X ′ , Y ′ . Note that

a) The unknowns X, Y appear only in the first two equations.
b) The unknowns X ′ , Y ′ appear only in the last two equations.
c) The coefficients on the left hand side of (1) are identical to the coefficients on the left hand side of (1’).
d) The coefficients on the left hand side of (2) are identical to the coefficients on the left hand side of (2’).
Consequently we can solve for X, Y and X ′ , Y ′ at the same time:

d(1) − b(2) : (ad − bc)X = d d(1’) − b(2’) : (ad − bc)X ′ = −b

c(1) − a(2) : (bc − ad)Y = c c(1’) − a(2’) : (bc − ad)Y ′ = −a

Dividing across gives    

X X′ 1 d −b
B= =
Y Y′ ad − bc −c a
Provided ad − bc 6= 0, this B exists and obeys equations (1) through (2’) and hence AB = I. For B to be
an inverse for A it must also obey
  
1 d −b a b
I = BA =
ad − bc −c a c d

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If you go ahead and multiply out the matrices on the right, you see that this condition is indeed satisfied.
We conclude that, if det A = ad − bc 6= 0, the inverse of A exists and is
 −1  
a b 1 d −b
=
c d ad − bc −c a

On the other hand, if det A = ad − bc = 0, equations d(1)−b(2), d(1’)−b(2’), c(1)−a(2) and c(1’)−a(2’)
force d = −b = c = −a = 0 and then the left hand side of equation (1) is zero for all values of X and Y so
that equation (1) cannot be satisfied and A cannot have an inverse.

Properties of Inverses

1. If AB = I and CA = I, then B = C. Consequently A has at most one inverse.

Proof: If AB = I and CA = I, then B = IB = CAB = CI = C. If B and C are both inverses of A,
then, by definition, AB = BA = I and AC = CA = I. In particular AB = I and CA = I, so that
B = C.
2. If A and B are both invertible, then so is AB and (AB)−1 = B −1 A−1 .
Proof: We have a guess for (AB)−1 . To check that the guess is correct, we merely need to check the
requirements of the definition

(AB)(B −1 A−1 ) = ABB −1 A−1 = AIA−1 = AA−1 = I

(B −1 A−1 )(AB) = B −1 A−1 AB = B −1 IB = B −1 B = I

−1
t
3. If A is invertible, then so is At and At = A−1 .
Proof: Let’s use B to denote the inverse of A (so there won’t be so many superscripts around.) By
definition
AB = BA = I
These three matrices are the same. So their transposes are the same. Since (AB)t = At B t , (BA)t =
At B t and I t = I, we have
B t At = At B t = I t = I
which is exactly the definition of “the inverse of At is B t ”.
4. Suppose that A is invertible. Then A~x = ~b ⇐⇒ ~x = A−1~b.
Proof: Multiplying the first equation by A−1 gives the second and multiplying the second by A gives
the first.
WARNING: This property is conceptually important. But it is usually computationally much more
efficient to solve A~x = ~b by Gaussian elimination than it is to find A−1 and then multiply A−1~b.
5. Only square matrices can be invertible.
Outline of Proof: Let A be an invertible m × n matrix. Then there exists an n × m matrix B such that
AB = I, where I is the m × m identity matrix. We shall see in the next section, that the j th column
of B is solves the system of equations A~x = b ej is the j th column of I. Because the identity
ej , where b
matrix I has rank m, there must exist some 1 ≤ j ≤ m such that the augmented matrix [A|b ej ] also
has rank m. By property 1 above, the corresponding system of equations must have a unique solution.
Consequently, the number of unknowns, n, must equal the rank, m.
6. If A is an n × n matrix then the following are equivalent:
(i) A is invertible.
(ii) For each vector ~b, the system of equations A~x = ~b has exactly one solution.

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(iii) ~x = ~0 is the only solution of A~x = ~0

(iv) A has rank n.
(v) There is a matrix B such that AB = I (i.e. A has a right inverse).
(vi) There is a matrix B such that BA = I (i.e. A has a left inverse).
In other words, if a given square matrix satisfies any one of properties (i)–(vi), it satisfies all of them.
Proof: The notation “ (i)⇒(ii) ” means “ If statement (i) is true, then statement (ii) is also true”.
(i)⇒(ii): If A is invertible, then A~x = ~b is true if and only if ~x = A−1~b is true.
(ii)⇒(iii): ~x = 0 always solves A~x = 0. So (iii) is the special case of (ii) with ~b = 0.
(iii)⇒(iv): A~x = ~0 has precisely one solution ⇒ rank A = #unknowns = n .
(iv)⇒(v): Let A be an n × n matrix with rank n. We are to find another n × n matrix B that
obeys AB = I. This is a system of linear equations for the unknown matrix B. We are
more used to systems of equations with the unknowns being vectors. We can convert our
“unknown matrix” problem into “unkown vector” problems just by giving names to the
columns of B and I. Of course the j th column of I is the standard unit vector b ej , all of
~
whose components are zero except for the j , which is 1. Let’s use Bj to denote the j th
th
   
column of B. We are to solve A B ~2 · · · B
~1 B ~n = b e1 be2 · · · b
en . For the two matrices
A[B~1 B~2 · · · B
~ n ] = [AB
~ 1 AB
~ 2 · · · AB
~ n ] and [b
e1 b
e2 · · · b
en ] to be equal, all of their columns
must agree, so the requirement AB = I may be expressed as
~i = b
AB ei for i = 1, · · · , n

(This argument is repeated, in more detail, with examples, in the next section.) Since A
has rank n and AB ~i = b
ei is a system of n linear equations in n unknowns, it has a unique
solution.
(v)⇒(vi): Assume AB = I. Then B~x = ~0 ⇒ AB~x = ~0 ⇒ ~x = ~0. So condition (ii) is applicable
to B, which implies that (iii) and subsequently (iv) are also applicable to B. This implies
that there is a matrix C obeying BC = I. But C = (AB)C = A(BC) = A so BA = I.
(vi)⇒(i): Assume that BA = I. Then A~x = ~0 ⇒ BA~x = ~0 ⇒ ~x = ~0. So (ii) applies to A. So (iv)
and (v) apply to A.
Items (ii), (iii), (iv), (v) and (vi) of property 4 are all tests for invertibility. We shall get another test, once we
have generalized the definition of determinant to matrices larger than 3 × 3: a square matrix A is invertible
if and only if det A 6= 0.

Example III.18 Let A be the matrix which implements reflection in the line y = x, let B be the matrix
that implements reflection in the x axis and let C be the matrix for the linear transformation that first
refelcts in the x axis and then reflects in the line y = x. We saw in Example III.11 that
     
0 1 1 0 0 −1
A= B= C = AB =
1 0 0 −1 1 0

Now the inverse of any reflection is itself. (That is, executing the same reflection twice returns every vector
to its original location.) So
   
0 1 1 0
A−1 = A = B −1 = B =
1 0 0 −1

(Go ahead and check for yourself that the matrix products AA and BB are both I.) So
    
−1 −1 −1 −1 1 0 0 1 0 1
C = (AB) = B A = =
0 −1 1 0 −1 0

We saw in Example III.11 that C was rotation by 90◦ . So C −1 ◦

 should be rotation by −90 . Now rotation
0 1
by −90◦ maps b e2 and b
e1 to −b e2 to b
e1 , which is exactly what does.
−1 0

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Exercises for §III.5

1) Determine which of the following matrices are invertible and, for each that is, find its inverse. Use the
method of Example II.10. Do not used the canned formula derived in Example II.10.
     
1 1 1 3 2 4
a) b) c)
1 −1 −2 2 1 2
2) Either prove or find a counterexample to the statement “If BA = I and AC = I then B = C.”

§III.6 Finding Inverses

Suppose that we are given an n × n matrix A and we wish to find a matrix B obeying AB = I. Denote
~ i the (as yet unknown) ith column of B and by b
by B ei the column vector having all entries zero except for
a one in the ith row. For example, when n = 2
         
b b ~ 1 = b11 ~ 2 = b12 1 0
B = 11 12 B B b
e1 = b
e2 =
b21 b22 b21 b22 0 1

In this notation, the requirement AB = I is

A[B ~2 · · · B
~1 B ~ n ] = [b
e1 b
e2 · · · b
en ]

By the definition of matrix multiplication

A[B ~2 · · · B
~1 B ~ n ] = [AB
~ 1 AB
~ 2 · · · AB
~ n]

That is, the first column of AB is AB~ 1 . For example, when n = 2, the first column of
    
a11 a12 b11 b12 a11 b11 + a12 b21 a11 b12 + a12 b22
AB = =
a21 a22 b21 b22 a21 b11 + a22 b21 a21 b12 + a22 b22

is indeed identical to     
~1 = a11 a12 b11 a11 b11 + a12 b21
AB =
a21 a22 b21 a21 b11 + a22 b21
For the two matrices A[B ~2 · · · B
~1 B ~ n ] = [AB
~ 1 AB
~ 2 · · · AB
~ n ] and [b
e1 b
e2 · · · b
en ] to be equal, all of their
columns must agree, so the requirement AB = I may be expressed as
~i = b
AB ei for i = 1, · · · , n

Recall that A and the b ~ i ’s are all unknown. We must solve n different
ei ’s are all given matrices and that the B
systems of linear equations. The augmented matrix for system number i is [A|b ei ]. We could apply Gauss
reduction separately to the n systems. But because the left hand sides of all n systems are the same, we
can solve the n systems simultaneously. We just form one big augmented matrix [A|b e1 b
e2 · · · b
en ]. This
augmented matrix is just short hand notation for the n systems of equations AB1 = b ~ ~
e1 , AB2 = b e2 , · · ·,
AB~n = ben . Here are two examples of this technique.

Example III.19 Let  

1 1
A=
1 2
Of course we have already derived, in Example III.17, a canned formula for the inverse of a 2 × 2 matrix.
But we’ll find the inverse of A using the Gaussian elimination technique anyway, just to provide a trivial
example of the mechanics of the technique. In this example, the augmented matrix is
 
  1 1 1 0
e1 b
A b e2 =
1 2 0 1

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It is important to always remember that if we were to erase all columns to the right of the vertical line except
for the ith , we would have precisely the augmented matrix appropriate for the linear system AB ~i = bei . So
any row operation applied to the big augmented matrix [A|b e1 be2 ] really is a simultaneous application of the
same row operation to 2 different augmented matrices [A|ei ] at the same time. Row reduce in the usual way.
The row echelon (upper triangular) form of this augment matrix is
 
1 1 1 0
0 1 −1 1 (2) − (1)

We could backsolve the two systems of equations separately. But it is easier to treat the two at the same
time by further reducing the augmented matrix to reduced row echelon form.
 
1 0 2 −1 (1) − (2)
0 1 −1 1

What conclusion do we come to? Concentrate on, for example, the first column to the right of the vertical line.
In fact, mentally erase the second column to the right of the vertical line in all of the above computations.
Then the above row operations converted
     
  1 1 1 1 0 2 2
A|b
e1 = to = I
1 2 0 0 1 −1 −1

Because row operations have no effect on the set of solutions of a linear system we can conclude that
 
~ 1 obeys ~1 = b ~1 = 2
B AB e1 if and only if it obeys IB
−1

   
~1 = B
~ 1 , we have that B
~1 = 2 ~ −1
Since I B . Similarly, B1 = . Thus
−1 1

 
−1 2 −1
A =
−1 1

which is exactly the matrix to the right of the vertical bar in the row reduced echelon form.

Example III.20 Now let’s compute the inverse of a matrix for which we do not already have a canned
formula. Let
 
2 −3 2 5
 1 −1 1 2 
A= 
3 2 2 1
1 1 −3 1

Form the augmented matrix

 
2 −3 2 5 1 0 0 0
 1 −1 1 2 0 1 0 0
 
3 2 2 1 0 0 1 0
1 1 −3 1 0 0 0 1

Again note that if we were to erase all columns to the right of the vertical line except for the ith , we would
have precisely the augmented matrix appropriate for the linear system AB ~i = b
ei , so that any row operation
applied to the big augmented matrix [A|b e1 b
e2 · · · b
en ] really is a simultaneous application of the same row

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operation to n different augmented matrices [A|ei ] at the same time. Row reduce in the usual way.
 
2 −3 2 5 1 0 0 0
(2) − 0.5(1)  0 0.5 0 −0.5 −0.5 1 0 0
 
(3) − 1.5(1) 0 6.5 −1 −6.5 −1.5 0 1 0
(4) − 0.5(1) 0 2.5 −4 −1.5 −0.5 0 0 1
 
2 −3 2 5 1 0 0 0
 0 0.5 0 −0.5 −0.5 1 0 0
 
(3) − 13(2) 0 0 −1 0 5 −13 1 0
(4) − 5(2) 0 0 −4 1 2 −5 0 1
 
2 −3 2 5 1 0 0 0
 0 0.5 0 −0.5 −0.5 1 0 0
 
0 0 −1 0 5 −13 1 0
(4) − 4(3) 0 0 0 1 −18 47 −4 1
Again, rather than backsolving the four systems individually, it is easier to do all four at the same time by
applying more row operations chosen to turn the left hand side into the identity matrix.
 
2 −3 2 5 1 0 0 0
 0 0.5 0 −0.5 −0.5 1 0 0
 
−(3) 0 0 1 0 −5 13 −1 0
0 0 0 1 −18 47 −4 1
 
2 −3 2 5 1 0 0 0
2(2) + (4)  0 1 0 0 −19 49 −4 1
 
0 0 1 0 −5 13 −1 0
0 0 0 1 −18 47 −4 1
 
0.5[(1) + 3(2) − 2(3) − 5(4)]1 0 0 0 22 −57 5 −1
 0 1 0 0 −19 49 −4 1 
 
0 0 1 0 −5 13 −1 0
0 0 0 1 −18 47 −4 1
By exactly the same argument as we used at the end of Example III.19, the inverse is the matrix to the right
of the vertical bar in the row reduced echelon form. That is,
 
22 −57 5 −1
 −19 49 −4 1 
A−1 =  
−5 13 −1 0
−18 47 −4 1

Exercises for §III.6

1) Determine which of the following matrices are invertible and, for each that is, find its inverse.
   
2 3 −1 1 −1 1
a)  1 2 3  b)  −1 2 −1 
−1 −1 4 2 −1 1
   
1 1 1 2 1 4
c)  1 2 3  d)  3 2 5 
1 4 9 0 −1 1
   
1 a a 0
e) f) where ab 6= 0
0 1 0 b
   
1 0 a 1 a b
g)  0 1 0  h)  0 1 c 
0 0 1 0 0 1

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§III.7 Determinants – Definition

The determinant of a 1 × 1 matrix is defined by

det [a11 ] = a11

The determinant of a 2 × 2 matrix is defined by

 
a11 a12
det = a11 a22 − a12 a21
a21 a22

For n > 2, (in fact n ≥ 2) the determinant of an n × n matrix A, whose ij entry is denoted aij , is defined by
n
X
det A = (−1)1+j a1j det M1j
j=1

where M1j is the (n − 1) × (n − 1) matrix formed by deleting, from the original matrix A, the row and column
containing a1j . This formula is called “expansion along the top row”. There is one term in the formula for
each entry in the top row. The term is a sign times the entry times the determinant of the (n − 1) × (n − 1)
matrix obtained by deleting the row and column that contains the entry. The sign alternates, starting with
a +.
       
a11 a12 a13 a11 a12 a13 a11 a12 a13 a11 a12 a13
det  a21 a22 a23  = a11 det  a21 a22 a23  − a12 det  a21 a22 a23  + a13 det  a21 a22 a23 
a31 a32 a33 a31 a32 a33 a31 a32 a33 a31 a32 a33
= a11 (a22 a33 − a23 a32 ) − a12 (a21 a33 − a23 a31 ) + a13 (a21 a32 − a22 a31 )

Example III.21
 
1 2 3      
0 2 1 2 1 0
det  1 
0 2 = 1 × det − 2 × det + 3 × det
2 1 3 1 3 2
3 2 1
= 1 × (0 − 4) − 2(1 − 6) + 3(2 − 0) = 12

Example III.22 In this example we compute, using the definition of the determinant,
         
1 2 3 4
3 2 1 4 2 1 4 3 1 4 3 2
4 3 2 1 
det   = det  3 3 3  − 2 det  2 3 3  + 3 det  2 3 3  − 4 det  2 3 3
2 3 3 3
8 9 12 7 9 12 7 8 12 7 8 9
7 8 9 12
As side computations, we evaluate the four 3 × 3 determinants
 
3 2 1      
  3 3 3 3 3 3
det 3 3 3 = 3 det − 2 det + det
9 12 8 12 8 9
8 9 12
= 3(36 − 27) − 2(36 − 24) + (27 − 24)
 =6
4 2 1      
3 3 2 3 2 3
det  2 3 3  = 4 det − 2 det + det
9 12 7 12 7 9
7 9 12
= 4(36 − 27) − 2(24 − 21) + (18 − 21)
= 27

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 
4 3 1      
3 3 2 3 2 3
det  2 
3 3 = 4 det − 3 det + det
8 12 7 12 7 8
7 8 12
= 4(36 − 24) − 3(24 − 21) + (16 − 21)
  = 34
4 3 2      
3 3 2 3 2 3
det  2 3 3  = 4 det − 3 det + 2 det
8 9 7 9 7 8
7 8 9
= 4(27 − 24) − 3(18 − 21) + 2(16 − 21)
= 11
So  
1 2 3 4
4 3 2 1 
det   = 6 − 2 × 27 + 3 × 34 − 4 × 11 = 10
2 3 3 3
7 8 9 12
This is clearly a very tedious procedure. We will develop a better one soon.

Exercises for §III.7

1) Evaluate the determinant of each of the following matrices
       
1 3 0 −3 0 1 cos θ − sin θ
a) b) c) d)
2 4 2 −1 1 0 sin θ cos θ
2) Evaluate the determinant of each of the following matrices by expanding along the top row
       
2 0 0 2 1 5 7 −1 5 1 a b
a)  1 −1 5  b)  1 0 3  c)  3 4 −5  d)  0 1 c
2 3 −1 −1 2 0 2 3 0 0 0 1

§III.8 Determinants – Properties

Property E
If two rows of an n × n matrix are exchanged, the determinant is multiplied by −1.
   
.. ..
 .   . 
 ~ai   ~aj 
   
 ..   
det  .  = − det  ... 
   
 ~aj   ~ai 
   
.. ..
. .
where, for each 1 ≤ k ≤ n, ~ak is the k th row of the matrix and is an n component row vector.

Property M
Multiplying any single row of a matrix by t multiplies the determinant by t as well.
   
~a1 ~a1
 ..   .. 
 .   . 
   
det  t~ai  = t det  ~ai 
 .   . 
 ..   .. 
~an ~an

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To multiply every entry in an n × n matrix by t, we have to apply Property M once for each row in the
matrix, so we end up with a factor tn . For example
     
t 0 1 0 1 0
det = t × det = t × t × det = t2
0 t 0 t 0 1

Property A
Adding any multiple of any row to any other row has no effect on the determinant.
 ..   . 
. ..
   
 ~ai + t~am   ~ai 
 ..   
det   = det  .. 
 .   . 
   
 ~am   ~am 
.. ..
. .

Property D
The determinant of any triangular matrix is the product of its diagonal entries.
 
a11 ∗ ··· ∗ ∗
 0 a22 ··· ∗ ∗ 
 .. 
det 
 .  = a11 a22 · · · ann

 0 0 · · · an−1 n−1 ∗ 
0 0 ··· 0 ann

Property P

det AB = det A det B

Property T

det At = det A

Outline of Proof of Properties E, M, A, D

We will not give a complete proof. But we will give an outline that is sufficiently detailed that you
should be able to fill in the gaps.
All of these properties follow fairly easily from another (in fact the standard) definition of determinant,
which in turn follows fairly easily from our definition. For any n × n matrix A
X
det A = sgn σ A1σ(1) A2σ(2) · · · Anσ(n) (III.2)
σ∈Pn

Here Pn is the set of all orderings of (1, 2, · · · , n). The symbol “P ” stands for “permutation”, which is the
mathematical name for a reordering. So

P3 = (1, 2, 3), (1, 3, 2), (2, 1, 3), (2, 3, 1), (3, 1, 2), (3, 2, 1)

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We use σ(i) to denote the ith entry of the permutation σ. For example, when σ = (2, 3, 1), σ(2) = 3. The
sign of a permutation, here denoted sgn σ is +1 if (1, 2, · · · , n) can be transformed into σ using an even
number of exchanges of pairs of numbers. Otherwise, the sign is −1. For example (1, 2, 3) can be tranformed
into (1, 3, 2) by just exchanging 2 and 3, so the sign of σ = (1, 3, 2) is −1. On the other hand, (1, 2, 3) can be
tranformed into (3, 1, 2) by first exchanging 1 and 3 to yield (3, 2, 1) and then exchanging 1 and 2 to yield
(3, 1, 2). So the sign of σ = (3, 1, 2) is +1. Of course (1, 2, 3) can also be transformed into (3, 1, 2) by first
exchanging 1 and 2 to yield (2, 1, 3), then exchanging 1 and 3 to yield (2, 3, 1), then exchanging 2 and 3 to
yield (3, 2, 1) and finally exchanging 1 and 2 to yield (3, 1, 2). This used four exchanges, which is still even.
It is possible to prove that the number of exchanges of pairs of numbers used to transform (1, 2, 3) to (3, 1, 2)
is always even. It is also possible to prove the sgn σ is well–defined for all permutations σ.
If A is a 2 × 2 matrix, the above definition is

det A = A11 A22 − A12 A21

with the first term being the σ = (1, 2) contribution and the second term being the σ = (2, 1) contribution.
If A is a 3 × 3 matrix, the above definition is

det A = A11 A22 A33 − A11 A23 A32 − A12 A21 A33 + A12 A23 A31 + A13 A21 A32 − A13 A22 A31

with the terms being the contributions, in order, from σ = (1, 2, 3), (1, 3, 2), (2, 1, 3), (2, 3, 1), (3, 1, 2),
(3, 2, 1).
To verify that the new and old definitions of determinant agree, it suffices to prove that they agree
for 1 × 1 matrices, which is trivial, and that the new definition obeys the “expansion along the first row”
formula.

Outline of Proof of Property P

Once again, we will not give a complete proof. First assume that A is invertible. Then there is a
sequence of row operations, that when applied to A, convert it into the identity matrix. That was the basis
of the algorithm for computing A−1 that we developed in §III.6. Any row operation can be implemented by
multiplication by a matrix. For example, if A is a 4 × 4 matrix, all rows of
 
1 0 0 0
0 1 0 0
 A
4 0 1 0
0 0 0 1

with the exception of row (3) coincide with the corresponding row of A. Row (3) of the product is row (3)
of A plus 4 times row (1) of A. The matrices that implement row operations are called elementary matrices.
We shall denote them by Qj here. We have

Qh · · · Q1 A = I

for some sequence Q1 , · · · , Qh of row operation implementing matrices.

The next step is to check that
det QC = det Q det C
for any elementary matrix Q and any square matrix C. This is straight forward because we already know
the effect that any row operation has on a determinant. Then

Qh · · · Q1 A = I =⇒ det Qh · · · det Q1 det A = 1

Qh · · · Q1 AB = B =⇒ det Qh · · · det Q1 det AB = det B
1
=⇒ det AB = det B
det A
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Now suppose that A is not invertible. Then there is a sequence of row operations, that when applied to
A, convert it into a matrix Ã, whose last row is identically zero. Implementing these row operations using
multiplication by elementary matrices, we have

Q̃h̃ · · · Q̃1 A = Ã =⇒ det Q̃h̃ · · · det Q̃1 det A = det Ã

Any matrix that has at least one row identically zero, like Ã, has determinant zero. Applying Qh · · · Q1 A = I
=⇒ det Qh · · · det Q1 det A = 1 with h = 1 and A replaced by the inverse of Q1 , we see that every
elementary matrix has nonzero determinant. So we conclude that if A is not invertible it necessarily has
determinant zero. Finally, observe that if A fails to be invertible, the same is true for AB (otherwise
B(AB)−1 is an inverse for A) and so both det A = 0 and det AB = 0.

Outline of Proof of Property T

By (III.2) and the definition of “transpose”

X n
Y
det At = sgn σ Aσ(i) i
σ∈Pn i=1

Concentrate on one term in this sum. By the definition of permutation, each of the integers 1, 2, · · ·, n
appears exactly once in σ(1), σ(2), · · ·, σ(n). Reorder the factors in the product Aσ(1) 1 Aσ(2) 2 · · · Aσ(n) n so
that the first indices, rather than the second indices are in increasing order. This can be impemented by
making the change of variables i = σ −1 (j) in the product.

X n
Y
det At = sgn σ Aj σ−1 (j)
σ∈Pn j=1

If we rename the permutation σ −1 to τ and use the facts that

◦ as σ runs over all permutations exacly once, σ −1 runs over all permutations exactly once and
◦ sgn σ = sgn σ −1
we recover
X Yn
det At = sgn τ Aj τ (j) = det A
τ ∈Pn j=1

Implications of Properties E, M, A ,D, P, T

1) If any two rows of a matrix A are the same, then det A = 0 because
   
~a1 ~a1
 ..   .. 
 .   . 
~  ~ 
 b   b 
 .   
det  .  = − det  .. 
 .   . 
~  ~ 
 b   b 
 .   . 
 ..   .. 
~an ~an

On the right hand side, the two rows containing ~b have been interchanged.
2) Thanks to Property E, a determinant may be expanded along any row. That is, for any 1 ≤ i ≤ n,
n
X
det A = (−1)i+j aij det Mij
j=1

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where Mij is the (n − 1) × (n − 1) matrix formed by deleting from the original matrix A the row and column
containing aij . To get the signs (−1)i+j right, you just have to remember the checkerboard
 
+ − + ···
− + − ···
 
+ − + ···
.. .. .. . .
. . . .

Example III.23 If we expand the matrix of Example III.21 along its second row, we get
 
1 2 3      
  2 3 1 3 1 2
det 1 0 2 = −1 × det + 0 × det − 2 × det
2 1 3 1 3 2
3 2 1
= −1 × (2 − 6) + 0 − 2(2 − 6) = 12

3) Thanks to Property T, a determinant may be expanded along any column too. That is, for any 1 ≤ j ≤ n,
n
X
det A = (−1)i+j aij det Mij
i=1

Example III.24 If we expand the matrix of Example III.21 along its second column, we get
 
1 2 3      
1 2 1 3 1 3
det  1 0 2  = −2 × det + 0 × det − 2 × det
3 1 3 1 1 2
3 2 1
= −2 × (1 − 6) + 0 − 2(2 − 3) = 12

3) We can now use Gaussian elimination to evaluate determinants. Properties A, E, M say that if you take
a matrix U and apply to it a row operation, the resulting matrix V obeys
det U = det V if the row operation is (i) → (i) + k(j) for some j 6= i
det U = − det V if the row operation is (i) ↔ (j) for some j 6= i
1
det U = k det V if the row operation is (i) → k(i) for some k 6= 0
These properties, combined with Gaussian elimination, allow us to relate the determinant of any given matrix
to the determinant of a triangular matrix, that is trivially computed using Property D.

Example III.25
     
1 2 1 2 1 2 1 2 (1) 1 2 1 2 (1)
2 4 0 3 A 0 0 −2 −1  (2) − 2(1) E 0 1 4 4  (3)
det  = det   = − det  
1 3 5 6 0 1 4 4 (3) − (1) 0 0 −2 −1 (2)
1 3 3 9 0 1 2 7 (4) − (1) 0 1 2 7 (4)
   
1 2 1 2 (1) 1 2 1 2 (1)
A 0 1 4 4  (2) A 0 1 4 4  (2)
= − det   = − det  
0 0 −2 −1 (3) 0 0 −2 −1 (3)
0 0 −2 3 (4) − (2) 0 0 0 4 (4) − (3)
D
= − 1 × 1 × (−2) × 4 = 8

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Example III.26 Let’s redo the computation of the determinant in Example III.22, using row operations
as well as the fact that we may expand along any row or column. Use Cj to denote expansion along column
j and Rj to denote expansion along row j.
     
1 2 3 4 1 2 3 4 (1)
−5 −10 −15
4 3 2 1  A  0 −5 −10 −15  (2) − 4(1) C1
det   = det   = det  −1 −3 −5 
2 3 3 3 0 −1 −3 −5 (3) − 2(1)
−6 −12 −16
7 8 9 12 0 −6 −12 −16 (4) − 7(1)
   
1 2 3 1 2 3 (1)
M A
= − 5 det  −1 −3 −5  = − 5 det  0 −1 −2  (2) + (1)
−6 −12 −16 0 0 2 (3) + 6(1)
D
= (−5){1 × (−1) × 2} = 10

4) The determinant provides a test for invertibility: Let A be an n × n matrix. Then

A is invertible ⇐⇒ det A 6= 0

Proof: Let R be the triangular matrix that results from the application of Gaussian elimination to the
matrix A. Then, by properties E, M and A,

det A = (nonzero number) det R

So

det A 6= 0 ⇐⇒ det R 6= 0
⇐⇒ the diagonal entries Rjj of R are all nonzero (Property D)
⇐⇒ rank R = n (See the definition of rank in §II.3)
⇐⇒ A is invertible (Property 6 of §III.5)

5)

−1
det A−1 = det A

m
det Am = det A
are easy consequences of property P.

Exercises for §III.8

1) Evaluate the determinant of each of the following matrices by expanding along some row other than the
first      
2 1 5 7 −1 5 1 a b
a)  1 0 3  b)  3 4 −5  c)  0 1 c 
−1 2 0 2 3 0 0 0 1

2) Evaluate the determinant of each of the following matrices using row reduction
   
1 −1 1 −1 0 1 −2 3
1 2 4 8   −1 0 1 2
a)   b)  
1 −2 4 −8 2 −1 0 1
1 1 1 1 −3 −2 −1 0
   
3 1 2 0 1 1 1 1
 −2 −1 5 −2  1 2 4 8 
c)   d)  
1 −3 1 1 1 3 9 27
4 1 2 −3 1 4 16 64

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3) For which values of the parameter λ does the matrix

 
− 12 − λ 1
2
− 23 − 25 − λ

have an inverse?
4) For which values of the parameter λ does the system of linear equations

2x1 − x2 = λx1
2x1 + 5x2 = λx2

have a solution other than x1 = x2 = 0?

§III.9 Determinants – Applications

Testing for Invertibility

One of the main uses for determinants is testing for invertibility. A square matrix A is invertible if and
only if det A 6= 0. Equivalently, (see property 4 of inverses given in §III.5), the system of equations A~x = ~0
has a nonzero solution ~x if and only if det A = 0. This is heavily used in the eigenvalue/eigenvector problem
in the next chapter.

Concise Formulae
a) If A is a square matrix with det A 6= 0,

det Mji
A−1 ij
= (−1)i+j
det A

where Mji is the matrix gotten by deleting from A the row and column containing Aji .
WARNING: This formula is useful, for example, for studying the dependence of A−1 on matrix
elements of A. But it is usually computationally much more efficient to solve AB = I by Gaussian
elimination than it is to apply this formula.
Proof: The foundation for this formula is the expansion formula
X
det A = (−1)i+j Aji det Mji
i

It is true for any j. This was implication number 2 in the last section. Let B be the matrix with

Bij = (−1)i+j det Mji

We have to show that (AB)kj is det A if j = k and 0 if j 6= k. But

X X
(AB)kj = Aki Bij = (−1)i+j Aki det Mji
i i

If k = j this is precisely the formula for det A given above. If k 6= j, this is the expansion along row j
for the determinant of another matrix Ã. This other matrix is constructed from A by replacing row j
of A by row k of A. Row numbers j and k of à are identical so that det à = 0 by implication number
1 of Property E.

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Example III.27 Let

 
1 1 1
A = 1 2 3
2 3 1

Then
     
2 3 1 3 1 2
det M11 = det = −7 det M12 = det = −5 det M13 = det = −1
3 1 2 1 2 3
     
1 1 1 1 1 1
det M21 = det = −2 det M22 = det = −1 det M23 = det =1
3 1 2 1 2 3
     
1 1 1 1 1 1
det M31 = det =1 det M32 = det =2 det M33 = det =1
2 3 1 3 1 2

so that
det A = 1 × M11 − 1 × M12 + 1 × M13 = −7 + 5 − 1 = −3

and  
−7 2 1
1 
A−1 = 5 −1 −2 
−3
−1 −1 1

b) (Cramer’s rule) If A is a square matrix with det A 6= 0, the solution to A~x = ~b is

det A with ith column replaced by ~b
xi =
det A

WARNING: This formula is useful, for example, for studying the dependence of A−1~b on matrix
elements of A and ~b. But it is usually computationally much more efficient to solve A~x = ~b by Gaussian
elimination than it is to apply this formula.
Proof: Since ~x = A−1~b,
X X
det A × xi = det A × A−1~b)i = det A A−1 ~
ij bj = (−1)i+j bj det Mji
j j

The right hand side is the expansion along column i of the determinant of the matrix constructed from
A by replacing column number i with ~b.

Example III.28 Consider the system of equations of Example II.2.

x1 + x2 + x3 = 4
x1 + 2x2 + 3x3 = 9
2x1 + 3x2 + x3 = 7

This system can be written in the form A~x = ~b with

   
1 1 1 4
A = 1 2 3 ~b =  9 
2 3 1 7

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According to Cramer’s rule

   
4 1 1 4 1 1 (1)
1 1 −3
x1 = det  9 2 3  = − det  −3 −1 0  (2) − 3(1) = − =1
−3 3 3
7 3 1 3 2 0 (3) − (1)
   
1 4 1 1 4 1 (1)
1 1 −3
x2 = det  1 9 3  = − det  0 5 2  (2) − (1) = − =1
−3 3 3
2 7 1 0 −1 −1 (3) − 2(1)
   
1 1 4 1 1 4 (1)
1 1 −6
x3 = det  1 2 9  = − det  0 1 5  (2) − (1) = − =2
−3 3 3
2 3 7 0 1 −1 (3) − 2(1)

c) The cross product  

ı̂ ̂ k̂
~a × ~b =  a1 a2 a3 
b1 b2 b3

Areas and Volumes

We have aready seen in §I.5 that areas of parallelograms and volumes of parallelopipeds are given by
determinants.  
~ a1 a2
volume of parallelogram with sides ~a, b = det
b1 b2
 
a1 a2 a3
volume of parallelopiped with edges ~a, ~b, ~c = det  b1 b2 b3 
c1 c2 c3
As a result, the standard change of variables formula for integrals in more than one dimension involves a
determinant.

§III.10 Worked Problems

Questions
1) Compute the following matrix products:
    
    2 1  1 2 3 0 4 3
1 0 0 3 1 2 0 
(a) (b) 0 1 (c)  0 0 12 1 1
3 5 1 4 0 −1 1
3 0 1 0 0 8 0 4
   
1 0   2 3  
1 0 3 5 4
(d)  2 3 (e) [ 3 1 0]3 0 (f ) [ 2 3]
0 1 1 2 5
5 0 0 5
  
      3 3 5 3 2   
2 1 0 1 −1 0 1 2 −1 0  1 3 a b
(g) (h) 1 0 01 0 (i)
0 4 1 2 2 1 0 0 0 3 5 4 c d
0 2 0 2 0
  
x y a b
(j)
2 3 −1 4

2) Let    
1 2 3 −3 1 2
A= B=
4 5 6 −3 2 0

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(a) Compute 2A, 3B, 2A + 3B and 3(2A + 3B).

(b) Compute 6A, 9B and 6A + 9B.
(c) Why are the last results in parts (a) and (b) the same?
3) Let  
    3 2
1 2 2 6 1
A= B= C = 1 2
3 −1 1 −1 0
4 1
(a) Compute AB, (AB)C, BC and A(BC) and verify that (AB)C = A(BC). So it is not necessary to
bracket ABC.
(b) Can the order of the factors in the product ABC be changed?
4) Let    
−1 2 1 −1
A= B=
3 −4 0 3
(a) Compute A2 + 2AB + B 2 .
(b) Compute (A + B)2 .
(c) Account for the difference between the answers to parts a and b.
5) Define    
1 0 0 1
A= B=
0 −1 1 0
(a) Find all matrices that commute with A. That is, find all matrices M that obey AM = M A.
(b) Find all matrices that commute with B. That is, find all matrices M that obey BM = M B.
(c) Find all matrices that commute with both A and B. That is, find all matrices M that obey
AM = M A and BM = M B.
6) Suppose the matrix B obeys B 7 − 3B + I = 0. Is B invertible? If so, what is its inverse?
7) State whether each of the following statments is true or false. In each case give a brief reason.
(a) No square matrix with real entries can obey A2 = −I.
(b) The only 2 × 2 matrix that obeys A2 = 0 is A = 0.
(c) The only 2 × 2 matrices that obey A2 = A are A = 0 and A = I.
8) Suppose that a taxicab company uses the following strategy to maintain a fleet of fixed size: on December
31 of each year it sells 25% of the cars that are one year old (the lemons), 50% of all two year cars and all
three year old cars; the next day, January 1, it buys enough new cars to replace those sold the previous
day.
(a) Let ~x(n) be the vector which gives the number of cars that are in each age category during year n.
Find a 3 × 3 matrix B such that ~x(n + 1) = B~x(n).
(b) Suppose the company starts with a fleet consisting of entirely third year cars. What proportion of
the fleet will consist of third year cars in each of the following four years?
(c) Find all equilibrium fleet vectors. That is, all vectors ~x(n) obeying ~x(n + 1) = ~x(n).
(d) Find a matrix C that moves the fleet ahead two years. That is ~x(n + 2) = C~x(n).
(e) Are there any fleet vectors which repeat themselves every two years, but not every year?
9) Determine whether or not each of the following functions is a linear transformation.
(a) f (x, y, z) = 3x − 2y + 5z (b) f (x, y, z) = −2y + 9z − 12 (c) f (x, y, z) = x2 + y 2 + z 2
(d) f (x, y, z) = [x + y, x − y, 0] (e) f (x, y, z) = [x + y, x − y, 1] (f) f (x, y, z) = [x, y, z 2 ]
10) Suppose that a linear transformation maps [1, 1] to [4, 7] and [1, −1] to [8, 3]. What vector does it map
[5, 14] to?
11) Is it possible for a linear transformation to map [1, 2] to [1, 0, −1], [3, 4] to [1, 2, 3] and [5, 8] to [3, 1, 6]?

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12) Find the matrices representing the linear transformations

(a) f (x, y) = [x
+ 2y, y − x, x + y] (b) g(x, y, z)
= [x − y − z, 2y + 5z − 3x]
(c) f g(x, y, z) (d) g f (x, y)

13) A linear transformation maps ı̂ to −̂, ̂ to k̂ and k̂ to −ı̂.

(a) Find the matrix of the linear transformation.
(b) The linear transformation is a rotation. Find the axis of rotation.
(c) Find the angle of rotation.
(d) Show that this linear transformation really is a rotation.
14) Determine the matrices of the reflections in the following planes in IR3
(a) x + y + z = 0 (b) 2x − 2y − z = 0
15) A solid body is rotating about an axis which passes through the origin and has direction Ω ~ = Ω1 ı̂ +
~
Ω2 ̂ + Ω3 k̂. The rate of rotation is kΩk radians per second. Denote by ~x the coordinates, at some fixed
time, of a point fixed to the body and by ~v the velocity vector of the point at that time. Find a matrix
A such that ~v = A~x.
16) Find the matrix of the linear transformation on IR2 which
(a) rotates each vector ~x clockwise by 45◦ .
(b) reflects each vector ~x in the x–axis and then rotates the result counterclockwise by 90◦ .
(c) reflects each vector ~x about the line x = y and then projects the result onto the x–axis.
17) The matrix on the left below is the inverse of the matrix on the right below. Fill in the missing entries.
   
4 3 2 • • −1 1 0
 5 4 3 1   7 −3 1 −1 
   
−2 −2 −1 −1 −10 5 • •
11 6 4 3 −8 3 • 1

18) Find, if possible, the inverses of each of the following matrices.

   
      1 2 −1 1 2 3
1 4 2 5 3 4
(a) (b) (c) (d)  2 5 3  (e)  2 3 4
2 7 4 8 4 −3
1 3 9 3 4 6

   
0 0 1 0
1 2 3
 0 0 0 1
(f )  4 5 6  (g)  
0 2 0 0
7 8 9
3 0 0 0

19) Let  
−1 2 p
B =  0 −1 1 
2 1 0
(a) For which values of p does B have an inverse?
(b) Find B −1 , for those values of p.
P∞
20) Suppose that, for some square matrix A, the series n=0 An = I + A + A2 + A3 + · · · converges. (In
series notation, A0 is defined to be I.) Show that

X
∞
(I − A)−1 = An
n=0

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21) Suppose that some square matrix obeys An = 0 for some positive integer.
(a) Find the inverse of A.
(b) Find the inverse of I − A.
22) Suppose that L is a linear transformation from IRn to IRn . Prove that its inverse, if it exists, is also
linear.
 
3 2 p
23) Suppose that det  0 p 1  = 10. What are the possible values of p?
1 0 2
24) Let
 
1 3 5 ∗
0 4 0 6
A= 
0 1 0 2
3 ∗ 7 8
where the ∗’s denote unknown entries. Find all possible values of det A.
25) Suppose that the 3 × 3 matrix A obeys det A = 5. Compute (a) det(4A) (b) det(A2 ) (c) det(4A2 )
26) Suppose that the 6 × 6 matrix A obeys A4 = 2A. Find all possible values of det A.
27) Evaluate
 
1 a a2 a3
a a2 a3 1 
det  2 
a a3 1 a
a3 1 a a 2

Solutions
1) Compute the following matrix products:
    
     2 1 1 2 3 0 4 3
1 0 0 3 1 2 0 
(a) (b) 0 1 (c)  0 0 12 1 1
3 5 1 4 0 −1 1
3 0 1 0 0 8 0 4
   
1 0   2 3  
1 0 3 5 4
(d)  2 3 (e) [ 3 1 0]3 0 (f ) [ 2 3]
0 1 1 2 5
5 0 0 5
  
     3 3  5 3 2   
2 1 0 1 −1 0 1 2 −1 0  1 3 a b
(g) (h) 1 0 01 0 (i)
0 4 1 2 2 1 0 0 0 3 5 4 c d
0 2 0 2 0
  
x y a b
(j)
2 3 −1 4

Solution.
(a)
      
1 0 0 3 1×0+0×1 1×3+0×4 0 3
= =
3 5 1 4 3×0+5×1 3×3+5×4 5 29

(b)  
 2  1    
1 2 0  1×2+2×0+0×3 1×1+2×1+0×0 2 3
0 1 = =
0 −1 1 0×2−1×0+1×3 0×1−1×1+1×0 3 −1
3 0

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(c)
    
1 2 3 0 4 3 1×0+2×2+3×8 1×4+2×1+3×0 1×3+2×1+3×4
0 0 12 1 1 = 0 × 0 + 0× 2+ 1 × 8 0×4+0×1+1×0 0×3+0×1+1×4
1 0 0 8 0 4 1×0+0×2+0×8 1×4+0×1+0×0 1×3+0×1+0×4
 
28 6 17
=  8 0 4 
0 4 3

(d)
   
1 0  
1×1+0×0 1×0+0×1 1×3+0×1 1×5+0×2
2 3 1 0 3 5
= 2 × 1 + 3 × 0 2 × 0 + 3 × 1 2 × 3 + 3 × 1 2 × 5 + 3 × 2
0 1 1 2
5 0 5×1+0×0 5×0+0×1 5×3+0×1 5×5+0×2
 
1 0 3 5
=  2 3 9 16 
5 0 15 25

(e) 

2 3
[3 1 0]3 0 = [3 × 2+ 1× 3 + 0 × 0 3 × 3 + 1 × 0 + 0 × 5] = [9 9]
0 5
(f)  
4
[2 3] = [ 2 × 4 + 3 × 5 ] = [ 23 ]
5
(g)
        
2 1 0 1 −1 0 1 1 4 −1 0 1 7 4 1
= =
0 4 1 2 2 1 0 4 8 2 1 0 12 8 4

(h)     
 3  3 5 3 2  
3 2  
2 −1 0  5 6 10  41 10
1 0 01 0 = 1 0 =
0 0 3 0 6 0 6 0
0 2 0 2 0 2 0
(i)
    
1 3 a b a + 3c b + 3d
=
5 4 c d 5a + 4c 5b + 4d

(j)
    
x y a b ax − y bx + 4y
=
2 3 −1 4 2a − 3 2b + 12

2) Let    
1 2 3 −3 1 2
A= B=
4 5 6 −3 2 0
(a) Compute 2A, 3B, 2A + 3B and 3(2A + 3B).
(b) Compute 6A, 9B and 6A + 9B.
(c) Why are the last results in parts (a) and (b) the same?

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Solution. (a)
         
2 4 6 −9 3 6 2 4 6 −9 3 6 −7 7 12
2A = 3B = 2A + 3B = + =
8 10 12 −9 6 0 8 10 12 −9 6 0 −1 16 12
   
−7 7 12 −21 21 36
3(2A + 3B) = 3 =
−1 16 12 −3 48 36

(b)    
6 12 18 −27 9 18
6A = 9B =
24 30 36 −27 18 0
     
6 12 18 −27 9 18 −21 21 36
6A + 9B = + =
24 30 36 −27 18 0 −3 48 36

(c) Applying properties 3 and 5 of the “Basic Properties of Matrix Operations” given in §III.1, we have,
3 5
3(2A + 3B)=3(2A) + 3(3B)=(3 × 2)A + (3 × 3)B = 6A + 9B
3) Let  
    3 2
1 2 2 6 1
A= B= C = 1 2
3 −1 1 −1 0
4 1
(a) Compute AB, (AB)C, BC and A(BC) and verify that (AB)C = A(BC). So it is not necessary to
bracket ABC.
(b) Can the order of the factors in the product ABC be changed?
Solution. (a)
 
    3 2  
4 4 1 4 4 1   20 17
AB = (AB)C = 1 2 =
5 19 3 5 19 3 46 51
4 1
      
16 17 1 2 16 17 20 17
BC = A(BC) = =
2 0 3 −1 2 0 46 51

Yup. They’re the same.

(b) The matrix product BAC is not defined because the matrix product BA is not defined owing to a
matrix size mismatch.
4) Let    
−1 2 1 −1
A= B=
3 −4 0 3
(a) Compute A2 + 2AB + B 2 .
(b) Compute (A + B)2 .
(c) Account for the difference between the answers to parts a and b.
Solution. (a)
    
2 −1 2 −1 2 7 −10
A = =
3 −4 3 −4 −15 22
      
−1 2 1 −1 −1 7 −2 14
2AB = 2 =2 =
3 −4 0 3 3 −15 6 −30
    
1 −1 1 −1 1 −4
B2 = =
0 3 0 3 0 9
       
2 2 7 −10 −2 14 1 −4 6 0
A + 2AB + B = + + =
−15 22 6 −30 0 9 −9 1

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(b)      
−1 2 1 −1 0 1
A+B = + =
3 −4 0 3 3 −1
    
0 1 0 1 3 −1
(A + B)2 = =
3 −1 3 −1 −3 4

(c) (A + B)2 = A(A + B) + B(A + B) = A2 + AB + BA + B 2 , so the answer to part a minus the answer
to part b ought to be

(A2 + 2AB + B 2 ) − (A2 + AB + BA + B 2 ) = AB − BA

     
−1 2 1 −1 1 −1 −1 2
= −
3 −4 0 3 0 3 3 −4
     
−1 7 −4 6 3 1
= − =
3 −15 9 −12 −6 −3

This is indeed the difference.

5) Define    
1 0 0 1
A= B=
0 −1 1 0
(a) Find all matrices that commute with A. That is, find all matrices M that obey AM = M A.
(b) Find all matrices that commute with B. That is, find all matrices M that obey BM = M B.
(c) Find all matrices that commute with both A and B. That is, find all matrices M that obey
AM = M A and BM = M B.
Solution. (a) In order for both AM and M A to be defined, M must be a 2 × 2 matrix. Let
 
a b
M=
c d

Then     
1 0 a b a b
AM = =
0 −1 c d −c −d
    
a b 1 0 a −b
MA = =
c d 0 −1 c −d
These are the same if and only if b = −b and c = −c which in turn is the case if and only if b = c = 0.
 
a 0
So we need M to be of the form for some numbers a and d.
0 d
(b) In order for both BM and M B to be defined, M must be a 2 × 2 matrix. Let
 
a b
M=
c d

Then    
0 1 a b c d
BM = =
1 0 c d a b
    
a b 0 1 b a
MB = =
c d 1 0 d c
 
a b
These are the same if and only if c = b and a = d. So we need M to be of the form for some
b a
numbers a and b.

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(c) In order to satisfy the conditions of both part a and part b, we need b = c = 0 and a = d, so M must
 
1 0
be of the form a for some number a.
0 1

6) Suppose the matrix B obeys B 7 − 3B + I = 0. Is B invertible? If so, what is its inverse?

Solution. Because B(3I − B 6 ) = 3B − B 7 = I, the matrix B is invertible with inverse 3I − B 6 .
7) State whether each of the following statments is true or false. In each case give a brief reason.
(a) No square matrix with real entries can obey A2 = −I.
(b) The only 2 × 2 matrix that obeys A2 = 0 is A = 0.
(c) The only 2 × 2 matrices that obey A2 = A are A = 0 and A = I.
Solution. (a) This statement is false . For example
   
0 a 2 ab 0
A= =⇒ A =
b 0 0 ab

So if ab = −1 (e.g. a = 1, b = −1), A2 = −I.

(b) This statement is false . For example
   
0 a ab 0
A= =⇒ A2 =
b 0 0 ab

So if ab = 0 (e.g. a = 1, b = 0), A2 = 0.
(c) This statement is false . For example
   
a 0 a2 0
A= =⇒ A2 =
0 b 0 b2

So if a2 = a and b2 = b (e.g. a = 1, b = 0), A2 = A.

8) Suppose that a taxicab company uses the following strategy to maintain a fleet of fixed size: on December
31 of each year it sells 25% of the cars that are one year old (the lemons), 50% of all two year cars and all
three year old cars; the next day, January 1, it buys enough new cars to replace those sold the previous
day.
(a) Let ~x(n) be the vector which gives the number of cars that are in each age category during year n.
Find a 3 × 3 matrix B such that ~x(n + 1) = B~x(n).
(b) Suppose the company starts with a fleet consisting of entirely third year cars. What proportion of
the fleet will consist of third year cars in each of the following four years?
(c) Find all equilibrium fleet vectors. That is, all vectors ~x(n) obeying ~x(n + 1) = ~x(n).
(d) Find a matrix C that moves the fleet ahead two years. That is ~x(n + 2) = C~x(n).
(e) Are there any fleet vectors which repeat themselves every two years, but not every year?
Solution. (a) Pretend that it is now December 31 of year n. We have x(n)1 cars that are (almost) one
year old, x(n)2 cars that are two years old and x(n)3 cars that are three years old. So, on December 31
of year n, we sell .25x1 (n) + .50x2 (n) + 1.0x3 (n) cars. The next day, January 1 of year n + 1 we buy the
same number, .25x1 (n) + .50x2 (n) + 1.0x3 (n), of replacement cars. During year n + 1, these cars are all
between zero and one year old. So

x1 (n + 1) = .25x1 (n) + .50x2 (n) + 1.0x3 (n)

Of the x1 (n) cars that had their first birthday on January 1, .75x1 (n) remain with the company. During
year n + 1, these cars are all between one and two years old. So

x2 (n + 1) = .75x1 (n)

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Similarly,
x3 (n + 1) = .50x2 (n)
In summary,

B~x(n) 1 = x1 (n + 1) = .25x1 (n) + .50x2 (n) + 1.0x3 (n)


B~x(n) 2 = x2 (n + 1) = .75x1 (n)


B~x(n) 3 = x3 (n + 1) = .50x2 (n)
So  
.25 .5 1
B =  .75 0 0
0 .5 0

does the job.

(b) If there are q cars in the fleet, we start with
 
0
~x(1) =  0 
q

so that
         1 
.25 .5 1 0 q .25 .5 1 q 4q
~x(2) = B~x(1) =  .75 0 00 = 0 ~x(3) = B~x(2) =  .75 0 0   0  =  34 q 
0 .5 0 q 0 0 .5 0 0 0
  1   7     7   37 
.25 .5 1 4q 16 q .25 .5 1 16 q 64 q
~x(4) = B~x(3) =  .75 0 0   3 
4q
 3 
= 16 q 
~x(5) = B~x(4) = .75 0 0   3 
16 q

= 21
64 q

0 .5 0 0 3 0 .5 0 3 6
8q 8q 64 q

3
The proportions are 0, 0, 38 , 32 .
(c) In equilibrium (using I to denote the identity matrix)

~x(n + 1) = ~x(n)
B~x(n) = I~x(n)
(B − I)~x(n) = 0

If we call the components of ~x(n), α, β, γ respectively

    
−.75 .5 1 α 0
(B − I)~x(n) =  .75 −1 0   β  =  0 
0 .5 −1 γ 0

The last equation forces β = 2γ and the second equation forces α = 43 β = 38 γ. In order to have an
integer numbers of cars, γ has to be a positive multiple of 3. Let γ = 3p. The general solution is
 
8
~x(n) = p  6  , p = 0, 1, 2, 3 · · ·
3

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(d) We wish to find a matrix C obeying ~x(n+2) = C~x(n). As ~x(n+1) = B~x(n) and ~x(n+2) = B~x(n+1),
we have ~x(n + 2) = B~x(n + 1) = B 2 ~x(n). So
    
1/4 2/4 1 1/4 2/4 1 7 10 4
1 
C = B 2 =  3/4 0 0   3/4 0 0  = 3 6 12 
16
0 2/4 0 0 2/4 0 6 0 0

(e) If C~x(n) = ~x(n), then

    
−9 10 4 α 0
1 
(C − I)~x(n) = 3 −10 12   β  =  0 
16
6 0 −16 γ 0

The last equation forces α = 83 γ, just as in part c. The last equation minus twice the second equation
forces 20β − 40γ = 0 or β = 2γ just as in part c. The general solution is once again
 
8
~x(n) = p  6  , p = 0, 1, 2, 3 · · ·
3

No fleet vector repeats itself every two years but not every year.
9) Determine whether or not each of the following functions is a linear transformation.
(a) f (x, y, z) = 3x − 2y + 5z (b) f (x, y, z) = −2y + 9z − 12 (c) f (x, y, z) = x2 + y 2 + z 2
(d) f (x, y, z) = [x + y, x − y, 0] (e) f (x, y, z) = [x + y, x − y, 1] (f) f (x, y, z) = [x, y, z 2 ]
Solution. We use the notations ~x to stand for [x, y, z], ~x′ to stand for [x′ , y ′ , z ′ ] and f (~x) to stand for
f (x, y, z). Observe that s~x + t~x′ = [sx + tx′ , sy + ty ′ , sz + tz ′ ].
(a) f (~x) = 3x − 2y + 5z is a function from IR3 to IR. For it to be linear, the two expressions

f (s~x + t~x′ ) = 3(sx + tx′ ) − 2(sy + ty ′ ) + 5(sz + tz ′ )

sf (~x) + tf (x~′ ) = s(3x − 2y + 5z) + t(3x′ − 2y ′ + 5z ′ )

have to be equal for all ~x, ~x′ in IR3 and all s, t in IR. They are, so this f is linear .
(b) f (~x) = −2y + 9z − 12 is a function from IR3 to IR. For it to be linear, the two expressions

f (s~x + t~x′ ) = −2(sy + ty ′ ) + 9(sz + tz ′ ) − 12

sf (~x) + tf (x~′ ) = s(−2y + 9z − 12) + t(−2y ′ + 9z ′ − 12)

have to be equal for all ~x, ~x′ in IR3 and all s, t in IR. They aren’t, because when x = y = z = x′ = y ′ =
z ′ = 0 the first expression reduces to −12 and the second reduces to −12(s + t). These are equal only
when s + t = 1. So this f is not linear .
(c) f (~x) = x2 + y 2 + z 2 is a function from IR3 to IR. For it to be linear, the two expressions

f (s~x + t~x′ ) = (sx + tx′ )2 + (sy + ty ′ )2 + (sz + tz ′ )2

2 2 2
sf (~x) + tf (x~′ ) = s(x2 + y 2 + z 2 ) + t(x′ + y ′ + z ′ )

have to be equal for all ~x, ~x′ in IR3 and all s, t in IR. They aren’t, because when y = z = x′ = y ′ = z ′ = 0
the first expression reduces to s2 x2 and the second reduces to sx2 . These are equal only when s2 = s or
when x = 0. So this f is not linear .

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(d) f (~x) = [x + y, x − y, 0] is a function from IR3 to IR3 . For it to be linear, the two expressions

f (s~x + t~x′ ) = [(sx + tx′ ) + (sy + ty ′ ), (sx + tx′ ) − (sy + ty ′ ), 0]

sf (~x) + tf (x~′ ) = s[x + y, x − y, 0] + t[x′ + y ′ , x′ − y ′ , 0]
= [sx + sy + tx′ + ty ′ , sx − sy + tx′ − ty ′ , 0]

have to be equal for all ~x, ~x′ in IR3 and all s, t in IR. They are, so this f is linear .
(e) f (~x) = [x + y, x − y, 1] is a function from IR3 to IR3 . For it to be linear, the two expressions

f (s~x + t~x′ ) = [(sx + tx′ ) + (sy + ty ′ ), (sx + tx′ ) − (sy + ty ′ ), 1]

sf (~x) + tf (x~′ ) = s[x + y, x − y, 1] + t[x′ + y ′ , x′ − y ′ , 1]
= [sx + sy + tx′ + ty ′ , sx − sy + tx′ − ty ′ , s + t]

have to be equal for all ~x, ~x′ in IR3 and all s, t in IR. The third components are equal only for s + t = 1,
so this f is not linear .
(f) f (~x) = [x, y, z 2 ] is a function from IR3 to IR3 . For it to be linear, the two expressions

f (s~x + t~x′ ) = [sx + tx′ , sy + ty ′ , (sz + tz ′ )2 ]

2
sf (~x) + tf (x~′ ) = s[x, y, z 2 ] + t[x′ , y ′ , z ′ ]
2
= [sx + tx′ , sy + ty ′ , sz 2 + tz ′ ]

have to be equal for all ~x, ~x′ in IR3 and all s, t in IR. If z ′ = 0 the third component of the first expression
reduces to s2 z 2 while that of the second expression reduces to sz 2 . These agree only for z = 0 or s = 0, 1.
So this f is not linear .
10) Suppose that a linear transformation maps [1, 1] to [4, 7] and [1, −1] to [8, 3]. What vector does it map
[5, 14] to?
Solution 1. The vector

[5, 14] = 5[1, 0] + 14[0, 1] = 52 ([1, 1] + [1, −1]) + 14

2 ([1, 1] − [1, −1]) = 19
2 [1, 1] − 92 [1, −1]

is mapped to
19
4 
2 [4, 7] − 29 [8, 3] = 106
2, 2 = [2, 53]

Solution 2. Write the vectors as column, rather than row vectors. Let
 
a b
c d

be the matrix of the linear transformation. This matrix must obey

             
a b 1 a+b 4 a b 1 a−b 8
= = = =
c d 1 c+d 7 c d −1 c−d 3

This consists of a system of two equations in the two unknowns a and b as well as a system of two
equations in the two unknowns c and d. Both systems are easy to solve

a+b=4 a−b=8 =⇒ a=6 b = −2

c+d=7 c−d=3 =⇒ c=5 d=2

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Now that we know the matrix of the linear transformation, we just have to apply it to the specified
input vector.
         
a b 5 6 −2 5 30 − 28 2
= = =
c d 14 5 2 14 25 + 28 53

11) Is it possible for a linear transformation to map [1, 2] to [1, 0, −1], [3, 4] to [1, 2, 3] and [5, 8] to [3, 1, 6]?
Solution. [5, 8] = 2[1, 2] + [3, 4]. So for the map to be linear, it is necessary that [3, 1, 6] = 2[1, 0, −1] +
[1, 2, 3] = [3, 2, 1], which is false. So, it is not possible .
12) Find the matrices representing the linear transformations
(a) f (x, y) = [x
+ 2y, y − x, x + y] (b) g(x, y, z)
= [x − y − z, 2y + 5z − 3x]
(c) f g(x, y, z) (d) g f (x, y)
Solution. Writing column, rather than row vectors.
(a)      
x + 2y a b   ax + by
 y − x  =  c d  x =  cx + dy 
y
x+y e f ex + f y
provided we choose a = 1, b = 2, c = −1, d = 1, e = 1, f = 1. So the matrix is
 
1 2
 −1 1 
1 1

(b)  
    x  
x−y−z a b c   ax + by + cz
= y =
2y + 5z − 3x d e f dx + ey + f z
z
provided we choose a = 1, b = −1, c = −1, d = −3, e = 2, f = 5. So the matrix is
 
1 −1 −1
−3 2 5

(c) Substituting    
  x   x
u 1 −1 −1
= g  y  = y
v −3 2 5
z z
into  
  1 2  
u u
f =  −1 1 
v v
1 1
gives
               
x 1 2 x 1 2   x −5 3 9 x
1 −1 −1  
f g  y  =  −1 1  g  y  =  −1 1  y =  −4 3 6 y 
−3 2 5
z 1 1 z 1 1 z −2 1 4 z

(d) Substituting    
u   1 2  
v=f x x
=  −1 1 
y y
w 1 1

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into    
u   u
1 −1 −1  
g  v  = v
−3 2 5
w w
gives
 
         1 2      
x 1 −1 −1 x 1 −1 −1   x 1 0 x
g f = f = −1 1 =
y −3 2 5 y −3 2 5 y 0 1 y
1 1

13) A linear transformation maps ı̂ to −̂, ̂ to k̂ and k̂ to −ı̂.

(a) Find the matrix of the linear transformation.
(b) The linear transformation is a rotation. Find the axis of rotation.
(c) Find the angle of rotation.
(d) Show that this linear transformation really is a rotation.
Solution. (a) The matrix must obey
              
a b c 1 0 a b c 0 0 a b c 0 −1
d e f   0  =  −1  d e f 1 = 0 d e f 0 =  0 
g h i 0 0 g h i 0 1 g h i 1 0

The desired matrix is  

0 0 −1
T =  −1 0 0 
0 1 0

(b) Perform the following little experiment. Take a book. Rotate the book, about its spine, by 45◦ .
Observe that the spine of the book does not move at all. Vectors lying on the axis of rotation, do not
change when the rotation is executed. To find the axis of rotation of T , we just need to find a nonzero
vector ~n obeying T ~n = ~n.
            
0 0 −1 n1 n1 −n3 n1 n1 1
 −1 0 0   n2  =  n2  =⇒  −n1  =  n2  =⇒  n2  = c  −1  for any c
0 1 0 n3 n3 n2 n3 n3 −1

(c) Rotate the book, about its spine, by 45◦ again. Observe that the bottom and top edges of the book
rotate by 45◦ . Under a rotation of θ◦ , vectors perpendicular to the axis of rotation rotate by θ◦ . Vectors
that are neither perpendicular to nor parallel to the axis of rotation, rotate by angles that are strictly
between 0◦ and θ◦ . (Repeat the book experiment a few times, concentrating on vectors that are almost
parallel to the spine and then on vectors that are almost perpendicular to the spine, to convince yourself
that this is true.) So to determine the angle of rotation, we select a vector, ~v , perpendicular to the axis
of rotation, [1, −1, −1], and compute the angle between ~v and T ~v. The vector ~v = ı̂ + ̂ is perpendicular
to the axis of rotation, because [1, 1, 0] · [1, −1, −1] = 0. It gets mapped to
    
0 0 −1 1 0
 −1 0 0   1  =  −1 
0 1 0 0 1

The angle, θ, between ı̂ + ̂ and the vector −̂ + k̂ that it is mapped to obeys

(ı̂ + ̂) · (−̂ + k̂) = kı̂ + ̂k k − ̂ + k̂k cos θ =⇒ 2 cos θ = −1 =⇒ θ = 120◦

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Remark. We have already seen, in part b, that every vector parallel to ı̂ − ̂ − k̂ gets mapped to itself.
That is, the linear transformation does not move it at all. If the linear transformation really is a rotation
then every vector perpendicular to ı̂− ̂− k̂, i.e. every vector cı̂+a̂+bk̂ obeying (cı̂+a̂+bk̂)·(ı̂− ̂− k̂) =
c − a − b = 0, i.e. every vector of the form (a + b)ı̂ + a̂ + bk̂, should get mapped to a vector which is
perpendicular to ı̂ − ̂ − k̂, has the same length as (a + b)ı̂ + a̂ + bk̂ and makes an angle 120◦ with respect
to (a + b)ı̂ + a̂ + bk̂. The vector (a + b)ı̂ + a̂ + bk̂ gets mapped to
    
0 0 −1 a+b −b
 −1 0 0   a  =  −a − b 
0 1 0 b a

This vector is again perpendicular to ı̂ − ̂ − k̂, by the

p p dot product test. The lengths
pk(a + b)ı̂ + a̂ + bk̂k =
(a + b)2 + a2 + b2 and k − bı̂ − (a + b)̂ + ak̂k = b2 + (a + b)2 + a2 both equal 2(a2 + b2 + ab). The
dot product

[(a + b)ı̂ + a̂ + bk̂] · [−bı̂ − (a + b)̂ + ak̂] = −b(a + b) − a(a + b) + ab

= −a2 − b2 − ab
= − 12 k(a + b)ı̂ + a̂ + bk̂kk − bı̂ − (a + b)̂ + ak̂k

shows that the angle between the two vectors is 120◦ .

14) Determine the matrices of the reflections in the following planes in IR3
(a) x + y + z = 0 (b) 2x − 2y − z = 0
Solution. (a) The vector ~n = ı̂ + ̂ + k̂ is perpendicular to the given plane. The projection of any vector
~x on ~n is  
1
~n · ~x x+y+z  
proj~n (~x) = ~
n = 1
k~nk2 3
1
The reflection is

     
refl(~x) x 2 x − 2y − 2z
x + y + z 1
~x − 2proj~n (~x) =  y  −  2  =  y − 2x − 2z 
proj~n (~x) 3 3
z 2 z − 2x − 2y
~x

   
1 −2 −2 x
1
= −2 1 −2   y 
3
−2 −2 1 z

Check: The vector ~n, which is perpendicular to the plane, should be mapped to −~n. On the other hand,
the vectors ı̂ − ̂ and ̂ − k̂, both of which are parallel to the plane, should be mapped to themselves.
    
1 −2 −2 1 1
1
−2 1 −2   1  = −  1 
3
−2 −2 1 1 1
    
1 −2 −2 1 1
1
−2 1 −2   −1  =  −1 
3
−2 −2 1 0 0
    
1 −2 −2 0 0
1
−2 1 −2   1  =  1 
3
−2 −2 1 −1 −1

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(b) The vector ~n = 2ı̂ − 2̂ − k̂ is perpendicular to the given plane. The projection of any vector ~x on ~n
is  
2
~n · ~x 2x − 2y − z 
proj~n (~x) = ~n = −2 
k~nk2 9
−1
The reflection is
         
x 2 x + 8y + 4z 1 8 4 x
2x − 2y − z 1 1
~x − 2proj~n (~x) =  y  − 2  −2  =  y + 8x − 4z  =  8 1 −4   y 
9 9 9
z −1 7z + 4x − 4y 4 −4 7 z

Check: The vector ~n, which is perpendicular to the plane, should be mapped to −~n. On the other hand,
the vectors ı̂ + ̂ and ı̂ + 2k̂, both of which are parallel to the plane, should be mapped to themselves.
    
1 8 4 2 2
1
8 1 −4   −2  = −  −2 
9
4 −4 7 −1 −1
    
1 8 4 1 1
1
8 1 −4   1  =  1 
9
4 −4 7 0 0
    
1 8 4 1 1
1
8 1 −4   0  =  0 
9
4 −4 7 2 2

15) A solid body is rotating about an axis which passes through the origin and has direction Ω ~ = Ω1 ı̂ +
~ radians per second. Denote by ~x the coordinates, at some fixed
Ω2 ̂ + Ω3 k̂. The rate of rotation is kΩk
time, of a point fixed to the body and by ~v the velocity vector of the point at that time. Find a matrix
A such that ~v = A~x.
Solution. We saw in §I.7 that the velocity vector is
       
ı̂ ̂ k̂ Ω2 z − Ω3 y 0 −Ω3 Ω2 x
~ × ~x =  Ω1
~v = Ω Ω2 Ω3  =  −Ω1 z + Ω3 x  =  Ω3 0 −Ω1   y 
x y z Ω1 y − Ω2 x −Ω2 Ω1 0 z

16) Find the matrix of the linear transformation on IR2 which

(a) rotates each vector ~x clockwise by 45◦ .
(b) reflects each vector ~x in the x–axis and then rotates the result counterclockwise by 90◦ .
(c) reflects each vector ~x about the line x = y and then projects the result onto the x–axis.
Solution.
(a) The vector ı̂ should be mapped to √12 (ı̂ − ̂) and the vector ̂ should be mapped to √12 (ı̂ + ̂). The
matrix  
√1
1 1
2 −1 1

does the job.

(b) The vector ı̂ is reflected to ı̂ and then rotated to ̂ and the vector ̂ is reflected to −̂ and then rotated
to ı̂. So, in the end, ı̂ is mapped to ̂ and ̂ is mapped to ı̂. The matrix
 
0 1
1 0

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does the job.

(c) The vector ı̂ is reflected to ̂ and then projected to ~0 and the vector ̂ is reflected to ı̂ and then
projected to ı̂. So, in the end, ı̂ is mapped to ~0 and ̂ is mapped to ı̂. The matrix
 
0 1
0 0

does the job.

17) The matrix on the left below is the inverse of the matrix on the right below. Fill in the missing entries.
   
4 3 2 • • −1 1 0
 5 4 3 1   7 −3 1 −1 
   
−2 −2 −1 −1 −10 5 • •
11 6 4 3 −8 3 • 1

Solution. The matrices must obey

    
4 3 2 a b −1 1 0 1 0 0 0
 5 4 3 1  7 −3 1 −1   0 1 0 0
  = 
−2 −2 −1 −1 −10 5 c d 0 0 1 0
11 6 4 3 −8 3 e 1 0 0 0 1

In particular, using (m, n) to denote the equation that matches the matrix element in row m and column
n of the product of the two matrices on the left with the corresponding matrix element of the identity
matrix on the right

(3, 4) : (−2)(0) + (−2)(−1) + (−1)d + (−1)(1) = 0 =⇒ d=1

(1, 4) : (4)(0) + (3)(−1) + (2)d + (a)(1) = 0 =⇒ a=1
(3, 1) : (−2)(b) + (−2)(7) + (−1)(−10) + (−1)(−8) = 0 =⇒ b=2
(2, 3) : (5)(1) + (4)(1) + (3)(c) + (1)(e) = 0 =⇒ 3c + e = −9
(3, 3) : (−2)(1) + (−2)(1) + (−1)(c) + (−1)(e) = 1 =⇒ c + e = −5

The solution is a = 1, b = 2, c = −2, d = 1, e = −3 .

18) Find, if possible, the inverses of each of the following matrices.
   
      1 2 −1 1 2 3
1 4 2 5 3 4
(a) (b) (c) (d)  2 5 3  (e)  2 3 4
2 7 4 8 4 −3
1 3 9 3 4 6

   
0 0 1 0
1 2 3
 0 0 0 1
(f )  4 5 6  (g)  
0 2 0 0
7 8 9
3 0 0 0

Solution. We have a canned formula for the inverse of 2 × 2 matrices. But I’ll use row reduction, just
for practice.
(a) " #
   
1 4 1 0 (1) 1 4 1 0 (1) + 4(2) 1 0 −7 4
2 7 0 1 (2) − 2(1) 0 −1 −2 1 −(2) 0 1 2 −1

Check:     
1 4 −7 4 1 0
=
2 7 2 −1 0 1

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(b) " #
   
2 5 1 0 (1) 2 5 1 0 (1)/2 + 5(2)/4 1 0 −2 5/4
4 8 0 1 (2) − 2(1) 0 −2 −2 1 −(2)/2 0 1 1 −1/2

Check:     
2 5 −2 5/4 1 0
=
4 8 1 −1/2 0 1
(c)
    " #
3 4 1 0 (1)/3 1 4/3 1/3 0 (1) + 4(2)/25 1 0 3/25 4/25
4 −3 0 1 (2) − 4(1)/3 0 −25/3 −4/3 1 −3(2)/25 0 1 4/25 −3/25

Check:     
3 4 3/25 4/25 1 0
=
4 −3 4/25 −3/25 0 1
(d)
     
1 2 −1 1 0 0 (1) 1 2 −1 1 0 0 (1) 1 2 −1 1 0 0
2 5 3 0 1 0  (2) − 2(1)  0 1 5 −2 1 0  (2) 0 1 5 −2 1 0 
1 3 9 0 0 1 (3) − (1) 0 1 10 −1 0 1 (3) − (2) 0 0 5 1 −1 1
   
(1) + (3)/5 1 2 0 6/5 −1/5 1/5 (1) − 2(2) 1 0 0 36/5 −21/5 11/5
 
(2) − (3)  0 1 0 −3 2 −1  (2) 0 1 0 −3 2 −1 
(3)/5 0 0 1 1/5 −1/5 1/5 (3) 0 0 1 1/5 −1/5 1/5

Check:     
1 2 −1 36/5 −21/5 11/5 1 0 0
2 5 3   −15/5 10/5 −5/5  =  0 1 0
1 3 9 1/5 −1/5 1/5 0 0 1
(e)
     
1 2 3 1 0 0 (1) 1 2 3 1 0 0 (1) 1 2 3 1 0 0
2 3 4 0 1 0  (2) − 2(1)  0 −1 −2 −2 1 0  (2) 0 −1 −2 −2 1 0
3 4 6 0 0 1 (3) − 3(1) 0 −2 −3 −3 0 1 (3) − 2(2) 0 0 1 1 −2 1
   
(1) − 3(3) 1 2 0 −2 6 −3 (1) − 2(2) 1 0 0 −2 0 1
 
−(2) − 2(3)  0 1 0 0 3 −2  (2) 0 1 0 0 3 −2 
(3) 0 0 1 1 −2 1 (3) 0 0 1 1 −2 1

Check:     
1 2 3 −2 0 1 1 0 0
2 3 4 0 3 −2  =  0 1 0
3 4 6 1 −2 1 0 0 1
(f)
     
1 2 3 1 0 0 (1) 1 2 3 1 0 0 (1) 1 2 3 1 0 0
4 5 6 0 1 0  (2) − 4(1)  0 −3 −6 −4 1 0 (2) 0 −3 −6 −4 1 0 
7 8 9 0 0 1 (3) − 7(1) 0 −6 −12 −7 0 1 (3) − 2(2) 0 0 0 1 −2 1

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The last equation has a zero left hand side and nonzero right hand side and so cannot be satisfied. There
is no inverse . As a check, observe that
    
1 2 3 1 0
4 5 6   −2  =  0 
7 8 9 1 0

No invertible matrix can map a nonzero vector to the zero vector.

(g)
   
0 0 1 0 1 0 0 0 (4)/3 1 0 0 0 0 0 0 1/3
0 0 0 1 0 1 0 0 (3)/2 
0 1 0 0 0 0 1/2 0 

 
0 2 0 0 0 0 1 0 (1)  0 0 1 0 1 0 0 0 
3 0 0 0 0 0 0 1 (2) 0 0 0 1 0 1 0 0

Check:     
0 0 1 0 0 0 0 1/3 1 0 0 0
0 0 0 10 0 1/2 0   0 1 0 0
  = 
0 2 0 0 1 0 0 0 0 0 1 0
3 0 0 0 0 1 0 0 0 0 0 1

19) Let  
−1 2 p
B =  0 −1 1 
2 1 0
(a) For which values of p does B have an inverse?
(b) Find B −1 , for those values of p.
Solution.
   
−1 2 p 1 0 0 (1) −1 2 p 1 0 0
 0 −1 1 0 1 0 (2)  0 −1 1 0 1 0
2 1 0 0 0 1 (3) + 2(1) 0 5 2p 2 0 1
 
(1) −1 2 p 1 0 0
(2)  0 −1 1 0 1 0
(3) + 5(2) 0 0 2p + 5 2 5 1

There is an inverse if and only if 2p + 5 6= 0 . In this case, we can continue

   −5 5p p 
−(1) 1 −2 −p −1 0 0 (1) + p(3) 1 −2 0 2p+5 2p+5 2p+5
 0 1 −1 0 −1 0   2 −2p 1 
−(2) (2) + (3)  0 1 0 2p+5 2p+5 2p+5 
2 5 1
(3)/(2p + 5) 0 0 1 2p+5 2p+5 2p+5 (3) 0 0 1 2 5 1
2p+5 2p+5 2p+5

 −1 p p+2 
(1) + 2(2) 1 0 0 2p+5 2p+5 2p+5
 2 −2p 1 
(2) 0 1 0 2p+5 2p+5 2p+5 
(3) 0 0 1 2 5 1
2p+5 2p+5 2p+5

P∞
20) Suppose that, for some square matrix A, the series n=0 An = I + A + A2 + A3 + · · · converges. (In
series notation, A0 is defined to be I.) Show that

X
∞
(I − A) −1
= An
n=0

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Solution. We have to verify that

 P
∞   P
∞ 
(I − A) An = An (I − A) = I
n=0 n=0

For the left hand side

 P
∞  P
∞ P
∞ P
∞ P
∞
(I − A) An = An − A An = An − An+1
n=0 n=0 n=0 n=0 n=0

The second sum

P
∞ P
∞
An+1 = A + A2 + A3 + · · · = An
n=0 n=1
so  P 
∞ P
∞ P
∞
(I − A) An = An − An = I
n=0 n=0 n=1
P 
∞ n
The argument for n=0 A (I − A) is similar.

21) Suppose that some square matrix obeys An = 0 for some positive integer.
(a) Find the inverse of A.
(b) Find the inverse of I − A.
Solution. (a) Trick question!! A has no inverse. If A had an inverse then multiplying both sides of
An = 0 by (A−1 )n would give A−1 · · · A−1 A · · · A = 0 (with n A−1 ’s and n A’s) and then I = 0.
(b) From problem 20, we would guess (I − A)−1 = I + A + A2 + · · · + An−1 . All the remaining terms
in the series I + A + A2 + · · · vanish because of An = 0. To verify that the guess is correct we multiply
out

(I − A)(I + A + A2 + · · · + An−1 ) = (I + A + A2 + · · · + An−1 ) − A(I + A + A2 + · · · + An−1 )

= (I + A + A2 + · · · + An−1 ) − (A + A2 + A3 + · · · + An )
= I − An = I

The same argument also gives (I + A + A2 + · · · + An−1 )(I − A) = I

22) Suppose that L is a linear transformation from IRn to IRn . Prove that its inverse, if it exists, is also
linear.
Solution. We are to assume that there exists a map M such that L(~x) = ~y if and only if M (~y) = ~x.
Let ~x and ~x′ be two arbitrary vectors in IRn and let s and t be two arbitrary numbers. Define ~u = M (~x)
and ~u′ = M (~x′ ). By hypothesis, ~u = M (~x) ⇒ ~x = L(~u) and ~u′ = M (~x′ ) ⇒ ~x′ = L(~u′ ). As L is
linear L(s~u + t~u′ ) = s~x + t~x′ , which in turn implies M (s~x + t~x′ ) = s~u + t~u′ = sM (~x) + tM (~x′ ). Thus,
M is linear .
 
3 2 p
23) Suppose that det  0 p 1  = 10. What are the possible values of p?
1 0 2
Solution. Expanding along the last row
 
3 2 p    
  2 p 3 2
det 0 p 1 = det + 2 det
p 1 0 p
1 0 2
= (2 − p2 ) + 2(3p − 0) = −p2 + 6p + 2

For this to be 10
−p2 + 6p + 2 = 10 ⇐⇒ p2 − 6p + 8 = 0 ⇐⇒ p = 2, 4

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24) Let
 
1 3 5 ∗
0 4 0 6
A= 
0 1 0 2
3 ∗ 7 8
where the ∗’s denote unknown entries. Find all possible values of det A.
Solution.    
1 3 5 ∗ 1 3 5 ∗ (1)
0 4 0 6 0 4 0 6 (2)
det   = det  
0 1 0 2 0 1 0 2 (3)
3 ∗ 7 8 0 ∗ −8 ∗ (4) − 3(1)
   
4 0 6 0 0 −2 (1) − 4(2)
= det  1 0 2  = det  1 0 2  (2)
∗ −8 ∗ ∗ −8 ∗ (3)
 
1 0
= −2 det = 16
∗ −8
for all values of the ∗’s.
25) Suppose that the 3 × 3 matrix A obeys det A = 5. Compute (a) det(4A) (b) det(A2 ) (c) det(4A2 )
Solution.
    
4 0 0 4 0 0
det(4A) = det  0 4 0  A = det  0 4 0  det A = 43 × 5 = 320
0 0 4 0 0 4
det(A2 ) = det A det A = 5 × 5 = 25
det(4A2 ) = det(4A) det A = 320 × 5 = 1600

26) Suppose that the 6 × 6 matrix A obeys A4 = 2A. Find all possible values of det A.
Solution.
A4 = 2A =⇒ det(A4 ) = det(2A) =⇒ (det A)4 = det(2I) det A
As in the last question det(2I) = 26 = 64. So
 
0 = (det A4 ) − 64 det A = det A (det A)3 − 64
Consequently det A = 0 or (det A)3 = 64 or det A = 0, 4 , assuming that A has real matrix entries.
27) Evaluate
 
1 a a2 a3
a a2 a3 1 
det  2 
a a3 1 a
a3 1 a a 2

Solution.
   
1 a a2 a3 1 a a2 a3 (1)
2 3 4
a a a 1  0 0 0 1 − a  (2) − a(1)
det  2  = det  
a a3 1 a 0 0 1 − a4 a − a5 (3) − a2 (1)
3 2 4 5 2 6
a 1 a a 0 1−a a−a a −a (4) − a3 (1)
 
0 0 1 − a4  
0 1 − a4
= det  0 1 − a4 a − a5  = (1 − a4 ) det
1 − a4 a − a5
1 − a4 a − a5 a2 − a6
 
= (1 − a4 ) − (1 − a4 )(1 − a4 ) = −(1 − a4 )3 = (a4 − 1)3
We expanded along the first row to achieve each of the the second, third and fourth equalities.

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