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Matrix Algebra
We review here some of the basic definitions and elementary algebraic
operations on matrices.
There are many applications as well as much interesting theory
revolving around these concepts, which we encourage you to explore
after reviewing this tutorial.
A matrix is simply a retangular array of numbers. For example,
$$
A = \left[
\begin{array}{llcl}
a_{11} & a_{12} & \cdots & a_{1n}\\
a_{21} & a_{22} & \cdots & a_{2n}\\
\vdots & \vdots & \ddots & \vdots\\
a_{m1} & a_{m2} & \cdots & a_{mn}\\
\end{array}
\right]
$$
is a $m\times n$ matrix ($m$ rows, $n$ columns), where the entry in
the $i^{th}$ row and $j^{th}$ column is $a_{ij}$. We often write $A =
[a_{ij}]$.
Some Terminology
For an $n \times n$ square matrix A, the elements
$a_{11},a_{22},\ldots,a_{nn}$ form the main diagonal of the
matrix. The sum $\sum\limits_{k=1}^{n}a_{kk}$ of the elements on the main
diagonal of $A$ is called the trace of $A$.
The matrix $A^{T}=[a_{ji}]$ formed by interchanging the rows and
columns of $A$ is called the transpose of $A$. If $A^{T}=A$,
the matrix $A$ is symmetric.
Example
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Let $
B= \left[
\begin{array}{rr}
6 & 9 \\
-4 & -6\\
\end{array}
\right]$.
The trace of $B$ is $6 + (-6) =0$.
The transpose of $B$ is $B^{T} =
\left[ \begin{array}{ll}
6 & -4\\
9 & -6\\
\end{array} \right]$.
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Addition and Subtraction of Matrices
To add or subtract two matrices of the same size, simply
add or subtract corresponding entries. That is, if $B=[b_{ij}]$ and
$C=[c_{ij}]$,
$$
B + C = [b_{ij} + c_{ij}] {\small\textrm{ and }} B-C = [b_{ij} - c_{ij}].
$$
Example
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For $B = \left[
\begin{array}{rr}
6 & 9 \\
-4 & -6\\
\end{array}
\right]$ and $C = \left[
\begin{array}{rr}
1 & 2 \\
-1 & 0\\
\end{array}
\right]$,
$$
B + C = \left[
\begin{array}{cc}
6 +1 & 9+2 \\
-4+(-1) & -6+0\\
\end{array}
\right] = \left[
\begin{array}{rr}
7 & 11 \\
-5 & -6\\
\end{array}
\right]
$$
$$
B-C = \left[
\begin{array}{cc}
6 -1 & 9-2 \\
-4-(-1) & -6-0\\
\end{array}
\right] = \left[
\begin{array}{rr}
5 & 7 \\
-3 & -6\\
\end{array}
\right].
$$
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The $m\times n$ zero matrix, 0, for which every entry is 0, has
the property that for any $m\times n$ matrix $A$,
$$
A+\mathbf{0} = A.
$$
Scalar Multiplication
To multiply a matrix $A$ by a number $c$ (a "scalar"), multiply each
entry of $A$ by $c$. That is,
$$
cA=[ca_{ij}].
$$
Example
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Using the matrix
$B= \left[ \begin{array}{rr}
6 & 9\\
-4 &-6\\
\end{array} \right]$ from the previous example,
$$
3B = 3\left[ \begin{array}{rr}
6 & 9\\
-4 &-6\\
\end{array}\right] = \left[ \begin{array}{rr}
18 & 27\\
-12 &-18\\
\end{array}\right].
$$
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Matrix Multiplication
Let $X$ be and $m \times n$ matrix and $Y$ be an $n \times p$ matrix.
Then the product $XY$ is the $m\times p$ matrix whose
$(i,j)^{th}$ entry is given by
$$
\sum^{n}_{k=1} x_{ik}y_{kj}.
$$
Notes
- The product $XY$ is only defined if the number of columns of $X$
is the same as the number of rows of $Y$.
- $XY$ and $YX$ may very well not both be defined. If they both
do exist, they are not necessarily equal and in fact might not even be
of the same size.
Example
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For the matrices $B = \left[
\begin{array}{rr}
6 & 9 \\
-4 & -6\\
\end{array}
\right]$ and $C = \left[
\begin{array}{rr}
1 & 2 \\
-1 & 0\\
\end{array}
\right]$,
$$
{ BC = \left[
\begin{array}{rr}
6 & 9 \\
-4 & -6\\
\end{array}
\right] \left[
\begin{array}{rr}
1 & 2 \\
-1 & 0\\
\end{array}
\right] = \left[ \begin{array}{cc}
(6)(1)+(9)(-1) & (6)(2)+(9)(0)\\
(-4)(1)+(-6)(-1) & (-4)(2) + (-6)(0)\\
\end{array} \right] = \left[ \begin{array}{cc}
-3 & 12 \\
2 & -8\\
\end{array} \right]}
$$
while
$$
{ CB = \left[
\begin{array}{rr}
1 & 2 \\
-1 & 0\\
\end{array}
\right] \left[
\begin{array}{rr}
6 & 9 \\
-4 & -6\\
\end{array}
\right] = \left[ \begin{array}{cc}
(1)(6) + (2)(-4) & (1)(9) + (2)(-6)\\
(-1)(6) + (0)(-4) & (-1)(9) + (0)(-6)\\
\end{array} \right] = \left[ \begin{array}{cc}
-2 & -3 \\
-6 & -9\\
\end{array} \right]}.
$$
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The $n\times n$ matrix having all main diagonal entries equal to 1 and
all other entries equal to 0 is called the identity matrix
$I$. For example, the $3\times 3$ matrix is $\left[
\begin{array}{lll}
1 & 0 & 0\\
0 & 1 & 0\\
0 & 0 & 1\\
\end{array} \right]$. The $n \times n$ identity matrix has the
property that if $A$ is any $n \times n$ matrix,
$$
AI = IA = A.
$$
Inverse of a Matrix
Start with an $n \times n$ matrix $X$. Suppose the $n \times n$
matrix $Y$ has the property that
$$
XY = YX = I.
$$
Then $Y$ is called the inverse of $X$ and is denoted $X^{-1}$.
Notes
- Only square matrices $X$ can have inverses. If X is not square,
then for any Y the product XY will not be the same size matrix as the
product YX (if we're lucky enough even to have both products exist!).
- Not every square matrix has an inverse. If an inverse exists,
it is unique.
- If a matrix has an inverse, the matrix is said to be invertible.
The inverse of a $2 \times 2$ matrix is simple to calculate:
$$
{\small\textrm{If }} A=\left[ \begin{array}{rr}
a & b\\
c & d\\
\end{array} \right], {\small\textrm{ then }} A^{-1} = \frac{1}{ad-bc} \left[
\begin{array}{rr}
d & -b\\
-c & a\\
\end{array} \right].
$$
Example
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The inverse of $ C = \left[
\begin{array}{rr}
1 & 2 \\
-1 & 0\\
\end{array}
\right]$ is
$$
C^{-1} = \frac{1}{(1)(0)-(2)(-1)}\left[ \begin{array}{rr}
0 & -2\\
1 & 1\\
\end{array} \right] = \frac{1}{2} \left[ \begin{array}{rr}
0 & -2\\
1 & 1\\
\end{array} \right] = \left[ \begin{array}{rr}
0 & -1\\
1/2 & 1/2\\
\end{array} \right].
$$
Note that $CC^{-1} = \left[
\begin{array}{rr}
1 & 2 \\
-1 & 0\\
\end{array}
\right]\left[ \begin{array}{rr}
0 & -1\\
1/2 & 1/2\\
\end{array} \right] = \left[ \begin{array}{rr}
1 & 0\\
0 & 1\\
\end{array} \right]$
$\quad$
and $C^{-1}C = \left[ \begin{array}{rr}
0 & -1\\
1/2 & 1/2\\
\end{array} \right]\left[
\begin{array}{rr}
1 & 2 \\
-1 & 0\\
\end{array}
\right] = \left[ \begin{array}{rr}
1 & 0\\
0 & 1\\
\end{array} \right].$
Matrix $B = \left[
\begin{array}{rr}
6 & 9 \\
-4 & -6\\
\end{array}
\right]$ does not have an inverse.
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Determinant of a Matrix
How did we know that $B = \left[
\begin{array}{rr}
6 & 9 \\
-4 & -6\\
\end{array}
\right]$ does not have an inverse?
The determinant of $A$, $\det A$, is a number with the property
that $A$ is invertible if and only if $\det A \not= 0$.
For a $2 \times 2$ matrix $A=\left[ \begin{array}{rr}
a & b\\
c & d\\
\end{array} \right]$, $\det A = ad -bc$.
Example
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For $B = \left[
\begin{array}{rr}
6 & 9 \\
-4 & -6\\
\end{array}
\right]$, $\det B = (6)(-6)- (9)(-4)=-36+36=0$, so $B$ is not
invertible. That is, $B$ does not have an inverse.
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For a $3 \times 3$ (or larger) matrix $A$, things are a little more
complicated:
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Denote by $M_{ij}(A)$ the determinant of the matrix formed by
deleting row $i$ and column $j$ for $A$.
Define $c_{ij}(A) = (-1)^{i+j}M_{ij}(A)$ to be the $(i,j)$ cofactor of $A$.
Then we can compute $\det A$ by the Laplace Expansion along any row or column of $A$:
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Along row $i$:
$$
\det A = a_{i1}c_{i1}(A) + a_{i2}c_{i2}(A) + \ldots + a_{in}c_{in}(A).
$$
Along column $j$:
$$
\det A = a_{1j}c_{1j}(A) + a_{2j}c_{2j}(A)+ \ldots + a_{nj}c_{nj}(A).
$$
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Example
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Let $A = \left[ \begin{array}{rrr}
1 & -1 & 3\\
1 & 0 & -1\\
2 & 1 & 6\\
\end{array} \right].$
Along the first row,
$\begin{array}{rcl}
\det A & = & (1) \left[ (0)(6) - (-1)(1) \right] - (-1)\left
[ (1)(6)-(-1)(2) \right] + 3 \left[ (1)(1)-(0)(2) \right] \\
& = & (1)(1) + (1)(8)+(3)(1)\\
& = & 12.
\end{array}$
Computing $\det A$ along the second column instead,
$\begin{array}{rcl}
\det A & = & -(-1) \left[ (1)(6) - (-1)(2) \right] + ( 0)\left
[ (1)(6)-(3)(2) \right] - 1 \left[ (1)(-1)-(3)(1) \right] \\
& = & (1)(8)+(0)(0)-(1)(-4)\\
& = & 12 {\small\textrm{ as expected.}}
\end{array}$
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Key Concepts
Let $A = [a_{ij}] {\small\textrm{ and }} B=[b_{ij}] $.
- Transpose $A^{T}$ of $A$:
$$
A^{T}=[a_{ji}].
$$
- Trace of $A$:
$$
\sum_{k=1}^{n} a_{kk} {\small\textrm{ (for an }}n\times n {\small\textrm{ matrix }} A).
$$
- Identity Matrix $I$:
the $n \times n$ matrix with 1's on the main digonal and 0's elsewhere.
- $A+B$ and $A-B$:
$$
A+B = [a_{ij}+ b_{ij}] \phantom{.}
$$
$$
A-B = [a_{ij} -b_{ij}].
$$
- Scalar Multiplication:
$$
cA = [ca_{ij}].
$$
- Matrix Product $AB$:
$(i,j)^{th}$ entry is $\sum\limits_{k=1}^{n} a_{ik}b_{kj}$
(for an $m \times n$ matrix $A$ and an $n \times p$ matrix $B$).
- Inverse $A^{-1}$ of $A$:
$A^{-1}$ satisfies $AA^{-1} = A^{-1}A = I$.
If $A = \left[ \begin{array}{ll}
a & b\\
c & d\\
\end{array}\right]$,
then $A^{-1} = \frac{1}{ad-bc}
\left[ \begin{array}{rr}
d & -b \\
-c & a \\
\end{array}\right].$
- Determinant $\det A$:
If $A = \left[ \begin{array}{ll}
a & b\\
c & d\\
\end{array}\right]$, $\det A = ad-bc$.
In general,
$\qquad$ along row $i$:
$\qquad\qquad$
$\det A = a_{i1}c_{i1}(A) + a_{i2}c_{i2}(A) +
\ldots + a_{in}c_{in}(A)$.
$\qquad$ along column $j$:
$\qquad\qquad$
$\det A = a_{1j}c_{1j}(A) + a_{2j}C_{2j}(A)+ \ldots + a_{nj}c_{nj}(A)$.
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