Matrices 1: Matrix Algebra

Matrices 1. Matrix Algebra Matrix algebra. Previously we calculated the determinants of square arrays of numbers. Such arrays are important in mathematics and its applications; they are called matrices. In general, they need not be square, only rectangular. A rectangular array of numbers having m rows and n columns is called an m × n matrix. The number in the i-th row and j-th column (where 1 ≤ i ≤ m, 1 ≤ j ≤ n) is called the ij-entry, and denoted aij ; the matrix itself is denoted by A, or sometimes by (aij ). Two matrices of the same size are equal if corresponding entries are equal. Two special kinds of matrices are the row-vectors: the 1 × n matrices (a1 , a2 , . . . , an ); and the column vectors: the m × 1 matrices consisting of a column of m numbers. From now on, row-vectors or column-vectors will be indicated by boldface small letters; when writing them by hand, put an arrow over the symbol. Matrix operations There are four basic operations which produce new matrices from old. 1. Scalar multiplication: Multiply each entry by c : cA = (caij ) 2. Matrix addition: Add the corresponding entries: A + B = (aij + bij ); the two matrices must have the same number of rows and the same number of columns. 3. Transposition: The transpose of the m × n matrix A is the n × m matrix obtained by making the rows of A the columns of the new matrix. Common notations for the transpose are AT and A′ ; using the first we can write its definition as AT = (aji ). If the matrix A is square, you can think of AT as the matrix obtained by flipping A over around its main diagonal.     2 −3 1 5 1  , B =  −2 3  . Find A + B, AT , 2A − 3B. Example 1.1 Let A =  0 −1 2 −1 0     3 2 2 0 −1 Solution. A + B =  −2 4  ; AT = ; −3 1 2 −2 2       4 −6 −3 −15 1 −21 2A + (−3B) =  0 2 +  6 −9  =  6 −7  . −2 4 3 0 1 4 4. Matrix multiplication This is the most important operation. Schematically, we have A m×n · = B n×p C m×p = cij n X k=1 1 aik bkj 2 MATRIX ALGEBRA The essential points are: 1. For the multiplication to be defined, A must have as many columns as B has rows; 2. The ij-th entry of the product matrix C is the dot product of the i-th row of A with the j-th column of B.   −1 Example 1.2 ( 2 1 −1 )  4  = ( −2 + 4 − 2 ) = ( 0 ) ; 2        1 0 −1 1 0 2 0 1 4 5 1  1 −1 −2   0 2  2  ( 4 5 ) =  8 10  ; 1  =  3 −2 0 2 −1 0 2 1 1 1 −4 −5 −1  0 −6  2 The two most important types of multiplication, for multivariable calculus and differential equations, are: 1. AB, where A and B are two square matrices of the same size — these can always be multiplied; 2. Ab, where A is a square n × n matrix, and b is a column n-vector. Laws and properties of matrix multiplication M-1. A(B + C) = AB + AC, M-2. (AB)C = A(BC); (A + B)C = AC + BC (cA)B = c(AB). distributive laws associative laws In both cases, the matrices must have compatible dimensions.   1 0 0 M-3. Let I3 =  0 1 0 ; then AI = A and IA = A for any 3 × 3 matrix. 0 0 1 I is called the identity matrix of order 3. There is an analogously defined square identity matrix In of any order n, obeying the same multiplication laws. M-4. In general, for two square n×n matrices A and B, AB = 6 BA: matrix multiplication is not commutative. (There are a few important exceptions, but they are very special — for example, the equality AI = IA where I is the identity matrix.) M-5. For two square n × n matrices A and B, we have the determinant law: |AB| = |A||B|, also written det(AB) = det(A)det(B) For 2 × 2 matrices, this can be verified by direct calculation, but this naive method is unsuitable for larger matrices; it’s better to use some theory. We will simply assume it in these notes; we will also assume the other results above (of which only the associative law M-2 offers any difficulty in the proof). M-6. A useful fact is this: matrix multiplication can be used to pick out a row or column of a given matrix: you multiply by a simple row or column vector to do this. Two examples MATRIX ALGEBRA should give the idea:     2 2 3 0 the second column 5 61 = 5 8 8 9 0   1 2 3 the first row (1 0 0)4 5 6 = (1 2 3) 7 8 9  1 4 7 3