HEE1024 AatLenatIcs Ior EcononIsts Juliollo Slophonson

Veek 7 Dopailmonl of Lconomics

Linoai AlgoLia I Univoisily of Lxoloi
HeIevance:
simullanoous sysloms of oqualions
oconomoliics
Yectors and AatrIces
DehnItIon 1 n : 1-froxpq yhfwru . n |&nn :
n&nh:
r
_

_
r
1
r
2
.
.
.
r
:
_

_
&::&nJJ hj j&n: h:n|. 1 &.|| Jn &h : hj c.

/. r. . 1n| h:&. .]J. h :n :' ::

n |&nn :.
DehnItIon 2 1 :-urz yhfwru . n :& : n&nh:
_

1

2

:

&::&nJJ hj j&n: h:n|.

2
DehnItIon 3 ::-pdwul{ . . n h|| n&nh: &.h :
:& nnJ : |&nn

_

_
c
11
c
12
c
1:
c
21
c
22
c
2:
.
.
.
.
.
.
.
.
.
.
.
.
c
:1
c
:2
c
::
_

_
n|J .n j&n: h:n|. 1 Jn nn:. hj n.n| |:
|.| . 1. A. 1 . . 1: .nJ. 1 i : nnJ 1 , :
h nn.n c
i,
. /
i,
. .. :: h n:j .n h i-h :& nnJ
h ,-h |&nn h nn:.r. nn:.r &.h nn j&n| n&nh:
|&nn nnJ :& . n||J n vtxduh pdwul{.
8
ExanIe 1
_
1 2 2 1

is a 1 !-iow vocloi,
_
_
1 2 2 1
3 .S 2 9
0 0 0 1
_
_
is a 3 !-maliix (8 iows, 4 columns).
4
ExanIe 2 Foi a linoai simullanoous syslom of oqualions liko
r + 3 + !. 12
r + 2 + . 13
3r + o + 9. 2
ono can foim lho maliicos ano voclois

_
_
3 !
2 1
3 o 9
_
_
r
_
_
r

.
_
_

/
_
_
12
13
2
_
_
.
Ono calls lho maliix of coomcionls, r lho vocloi of unknowns
ano

/ lho vocloi of conslanls oi lho iighl-hano-sioo vocloi.

ExanIe 3 lwo sluoonls wilh samo A-lovol giaoos, ono fiom a

puLlic- ano ono fiom a slalo school.
Who has Lolloi chancos lo oLlain a gooo univoisily oogioo
Lconomisls al Waiwick:oconomoliic analysis; oala on
univoisily oogioo,
school oogioo,
lypo of school,
olhoi chaiacloiislics liko malofomalo olc.
maliix:
ono iow foi oach sluoonl
ono columns foi oach chaiacloiislic
oslimaloo a linoai iolalion
,
1
r
1
+ ,
2
r
2
+ . . . + ,
:
r
:
6
HasIc natrIx oeratIons
+ 1: 1wo maliicos ano 1 h nn |.nJ (i.o., wilh
lho samo numLoi of columns ano iows) can Lo dgghg oi vxe0
wudfwhg Ly aooing oi suLliacling lho coiiosponoing onliios.
Foi inslanco,
_
_
1 2 2 1
3 .S 2 9
0 0 0 1
_
_

_
_
2 ! 0 1
2. 3 S
2 2 0 1
_
_

_
_
1 2 2 0
2 3.1 1 1
2 2 0 0
_
_
c: Any maliix can Lo pxowlsolhg e| d vfdodu (i.o.,
a numLoi) c Ly mulliplying oach onliy of lho maliix wilh lho
scalai. Foi inslanco,
_

1
2

1
2

_

1

_
_
3 !
2 1
3 o 9
_
_
.
7
Similaily, : of lho samo kino can Lo aoooo oi suLliacloo
oi Lo mulliplioo Ly a scalai.
8

3
: Foi ovoiy ::-maliix ono can oLlain an : :-maliix

3
Ly luining lho iows inlo columns ano lho columns inlo iows.
Foi inslanco,
_
_
1 2 2 1
3 .S 2 9
0 0 0 1
_
_
3

_
1 3 0
2 .S 0
2 2 0
1 9 1
_

_
.
1ho iosulling maliix is calloo lho wudqvsrvhg of .
1iansposilion liansfoims an :1-column vocloi inlo a 1 :-
iow vocloi ano vico voisa. OLviously,
33
.
0
AatrIx nuItIIIcatIon
ao hoc mulliplicalion" misloaoing loim
Oiooi of faclois nol inloichangaLlo!
puiposo compacl foim lo hanolo simullanoous linoai sysloms of
oqualions
piooucl of an 1 /-iow vocloi c
3
wilh a / 1-column vocloi

/:
c
3

/
_
c
1
c
2
c
/

_
/
1
/
2
.
.
.
/
/
_

_
: c
1
/
1
+ c
2
/
2
+ . . . + c
/
/
/
Coiiosponoing onliios aio mulliplioo ano lhon ono foims lho sum.
moaningful Locauso Lolh voclois havo lho samo numLois of on-
liios. Olhoiwiso no piooucl is oolnoo. 1ho iosull of lho mulli-
plicalion" is a n&nh: oi a 1 1-maliix.
10
Foi inslanco
_
1 2 3 !

!
3
2
_

_
1 + 2 ! + 3 (3) + ! 2 12
A linoai oqualion
c
1
r
1
+ c
2
r
2
+ + c
/
r
/
/
can now Lo wiillon as
c
3
r /
11
Iioviooo lho natrIx Las as nany coIunns as tLe na-
trIx 1 Las rovs lhon ono can mulliply oach iow of wilh
oach column of 1 as aLovo.
oLlain a now maliix C 1 is calloo lho surgxfw of lho lwo
maliicos ano wiillon C 1.
Moio oxplicilly:
is a :/-maliix.
1 is a / : maliix. (:/) $(/ :)
consisls of : 1 / iow voclois c
3
i
. Lach of lho : columns of
lho / :-maliix
1 consisls of : / 1-column voclois

/
,
(1 , :).
12
can foim :: piooucls c
3
i

/
,
C
_

_
c
3
1

/
1
c
3
1

/
2
c
3
1

/
,
c
3
1

/
:
c
3
2

/
1
c
3
2

/
2
c
3
2

/
,
c
3
2

/
:
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
c
3
i

/
1
c
3
i

/
2
c
3
i

/
,
c
3
i

/
:
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
c
3
:

/
1
c
3
:

/
2
c
3
:

/
,
c
3
:

/
:
_

_
18
ExanIe 4
_
1 0 3
2 1
_

_
_
1 3 0
2 1
o 2 2
_
_

_
(1 1 + 0 2 + 3 o) (1 3 + 0 + 3 2) (1 0 + 0 1 + 3 2)
(2 1 + 1 2 + o) (2 3 + 1 + 2) (2 0 + 1 1 + 2)
_

_
19 9 o
3! 21 11
_
14
2 2-natrIces

_
c /
c d
_
1. ( + 1) + C + (1 + C)
__
1 2
! 3
_

_
! 3
1 2
__
+
_
1 0
0 1
_

_
3 1
3 1
_
+
_
1 0
0 1
_

_
2 1
3 2
_
_
1 2
! 3
_
+
_

_
! 3
1 2
_
+
_
1 0
0 1
__

_
1 2
! 3
_
+
_
3 3
1 1
_

_
2 1
3 2
_
2. noulial olomonl foi aooilion: + f f + foi any
maliix .
f
_
0 0
0 0
_
1
8. Aooilivo invoiso: uniquo maliix 1 wilh +1 1 + f.
1
_
c /
c d
_
4. aooilion commulos": + 1 1 + .
. piooucl 1 always oolnoo ano again 2 2-maliix.
6. (1 + C) 1 + C ano ( + 1) C C + 1C
7. Mulliplicalion Ly zoio givos 0: f f f.
8. (1C) (1) C
__
1 2
! 3
_ _
! 3
1 2
___
1 2
0 1
_
`
_
1 2
! 3
_ __
! 3
1 2
_ _
1 2
0 1
__
`
16
0. 1 is a noulial olomonl foi mulliplicalion wilh numLois: 1c
c 1 c. lghqwlw| pdwul{
Id
2

_
1 0
0 1
_
(Id
2
)
_
1 0
0 1
_ _
c /
c d
_

_
(1 c) + (0 c) (1 /) + (0 d)
(0 c) + (1 c) (0 c) + (1 d)
_

_
c /
c d
_

So (Id
2
) ano similaily (Id
2
) .
10. numLois: oqualion c/ /c 1, solvoo Ly /
1
c
if c 9 0. Is
lhoio 1 such lhal 1 1 Id
2
Nol always:
_
c /
c d
_ _
1 3
2 o
_

_
1 0
0 1
_
.
17
1hon
_
c + 2/ 3c + o/
c + 2d 3c + od
_

_
1 0
0 1
_
nol possiLlo: 3c + o/ 0 implios c + 2/ 0, Lul cannol havo
c + 2/ 1.
VLen det cd /c 9 0, Inverse exIsts. Il is oonoloo
Ly
1
ano is calculaloo as follows foi

_
c /
c d
_
Sol

1
det
ad ()
whoio lho dgmrlqw pdwul{ is
ad ()
_
d /
c c
_
18
1hon
_

1
_

_

1
_
Id
2
(ad ())
_
d /
c c
_ _
c /
c d
_

_
dc /c d/ /d
cc + cc c/ + dc
_

_
cd /c 0
0 cd /c
_
(cd /c)
_
1 0
0 1
_
(cd /c) Id
2
(det ) Id
2
ano similaily (ad ()) (cd /c) Id
2
.
11. ot true: 1 1

_
0 2
1 3
_
1
_
3 2
0 1
_
1
_
` `
` `
_
, 1
_
` `
` `
_
10
Foi numLois:
(c + /)
2
(c + /) (c + /) c
2
+ 2c/ + /
2
foi maliicos only:
( + 1)
2
( + 1) ( + 1)
2
+ 1 + 1 + 1
2
.
20
Applicalion
Wo wanl lo solvo lho linoai syslom of oqualions
r + 3 2
2r + !
shoil-hano:
r

/
whoio

_
3
2
_
, r
_
r

_
,

/
_
2
!
_
det 3 o 29 9 0
21

1
(r)
1

/
_

_
r
1

/
Id
2
r
1

/
r
1

/
Honco
r
1
det
(ad )

/.
In oui caso
_
r

_

1
3 o
_
3
2
_ _
2
!
_

1
29
_
1! 12
! + 20
_

1
29
_
2
1o
_

_
2
29
1o
29
_
.
22
oconomoliics: 1 oLsoivalion (
t
. r
t1
. r
t2
. . r
t:
)
oslimalo a linoai iolalion
,
1
r
2
+ ,
2
r
2
+ . . . + ,
:
r
:
.
1 1-column vocloi ,
: 1-column vocloi

,
1 :-maliix A.
oioinaiy loasl squaios oslimaloi

,
_
A
3
A
_
1
A
3
.
28