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1.1
Matrix
Notation
Matrix: m n array of scalars in R. Amn = [ai,j ]mn Vector: n 1 matrix, Capital letters A, B, C . . . are used to represent matrix.
1.2
Square matrix m = n. Symmetric matrix ai,j = aj,i . Diagonal matrix ai,i = 0 and ai,j = 0 if i = j . Identity matrix diagonal matrix with ai,i = 1 i. Null matrix i, jai,j = 0. Upper tringular matrix A square matrix with all the entries below the main diagonal equal to zero. u1,1 U = 0 Lower tringular matrix A main diagonal equal to zero. l1,1 l2,1 L= l3,1 . . . ln,1 u1,2 u2,2 u1,3 u2,3 .. . ... ... .. . .. . u1,n u2,n . . .
un1,n un,n
square matrix with all the entries above the 0 l2,2 l3,2 . . . ln,2 1 .. .. . . ln,n1 .. ln,n
. ...
Examples This matrix 1 2 3 0 4 5 0 0 6 is upper triangular and this matrix 1 0 0 2 3 0 4 5 6 is lower triangular.
1.3
Operations on matrices
Addition If A and B are conformal for addition then Amn + Bmn = Cmn , where ci,j = ai,j + bi,j . Matrix addition is commutative and associative. Multiplication by scalar k Amn = Bmn , where bi,j = k ai,j . Matrix multiplication If A and B are conformal for multiplication then Amn Bnp = Cmp , where
n
ci,j =
i=1
Transpose
T AT mn = [ai,j ]nm , where Amn = [ai,j ]mn . T T T (A + B) = A + B T (AB) = BT AT
1.4
Block/Partition matrices
A1,1 A2,1 . . . Ar,1 A1,2 A2,2 Ar,2 .. . A1,c A2,c . . . Ar,c
mi = m
i=1 c
nj = n.
j =1
A=
.. .
A=
a1
a2
an
Given an (m p) matrix A with q row partitions and s column partitions A1,1 A1,2 A1,s A2,1 A2,2 A2,s A= . . . .. . . . . . . . Aq,1 Aq,2 Aq,s and a (p n) matrix B with s row partitions and r column partitions B1,1 B1,2 B1,r B2,1 B2,2 B2,r B= . , . . .. . . . . . . . Bs,1 Bs,2 Bs,r that are conformal with the partitions of A, the matrix product C = AB can be formed blockwise, yielding C as an (m n) matrix with q row partitions and r column partitions. The matrices in your matrix C are calculated by multiplying:
s
C =
=1
A B .