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ES 21 Notes
MATRICES
D.
Definition
A matrix is a rectangular array of numbers or functions
arranged in rows and columns usually designated by a
capital letter and enclosed by brackets, parentheses or
double bars. A matrix may be denoted by:
a11 a12
a
a 22
21
A
:
:
a m 1 a m 2
... a1n
... a 2n
... a mn
u11 u12
U 0 u 22
0
0
E.
a i 1
ai2
... a in
1 i m
F.
a1 j
a
2j
:
a 3 j
u13
u 23
u 33
0
0
l 33
d 11 0
D 0 d 22
0
0
j n
G.
The size of a matrix is denoted by m x n (m by n) where m
is the number of rows and n is the number of columns.
0
0
d 33
s
S 0
0
We refer to aij as the entry or the element in the ith row and
jth column of the matrix.
We may often write a given matrix as
A = [aij].
H.
B.
b2 . . . bj . . .
Example:
1
I 3 0
0
C.
0
0
s
bn]
c1
c
.2
.
C .
ci
.
..
c
m
0
s
0
1
0
0
0
1
: :
:
0 0 ... 0
J.
2
2
5
4
5
3
2
0
5
4
5
0
3 4 2
2 1 4
AB
3 8 3
5 7 4
4 ( 1) 2 4
32
4 3
5 ( 3) 7 8
EQUALITY OF MATRICES
Two matrices A = (aij) and B = (bij) are equal if and only if
the following conditions are satisfied:
a)
b)
c)
x
A a
3
1 5 6
8 1 7
MATRIX MULTIPLICATION
1
c 2
1
1
2
y 1
2 and B x 1 b 2
2
3
b
z
4
c 1
c ij
3 2 1
3 2 2
4 1 1
4 ( 2 )
1 1
MATRIX EXPONENTIATION
The formula An will be defined as A A A A
4 0 2
1 1 2
B.
Note:
3 2 2
B
4 1 1
1 2 4
AB
3 2 1
22
1 3
3 4 2 ( 1)
k 1
for i = 1 to m and j = 1 to p
a ikbkj
Example:
1 2
A
3 4
SCALAR MULTIPLICATION
1( 2 ) 2( 3) 1( 4 ) 2( 1)
AB
3( 2 ) 4( 3) 3( 4 ) 4( 1)
8 6
AB
18 16
2(1) ( 4 )( 3 ) 2( 2 ) ( 4 )( 4 )
BA
2 0 1 3 6 0 3 9
3
4 3 2 5 12 9 6 15
2 1 3 8 4 12
4 5
2 1 20 8 4
2 4 7 8 16 28
2 4
B
3 1
C.
MATRIX SUBTRACTION
2 1
A 5
3
4 6
1.
A B = A + (-1)B
Matrix subtraction is accomplished by subtracting from the
elements of the first matrix the elements of the second
matrix correspondingly.
Example:
3 4 2
A
5 7 4
2 1 4
B
3 8 3
2.
3.
E.
6 2 3
B
1 4 5
1 3
C
2 1
A x B is a 3 x 3 matrix while B x A is
a 2 x 2 matrix.
A x C is a 3 x 2 matrix but C x A is not
defined.
B x C is not defined but C x B is
defined (2 x 3).
MATRIX TRANSPOSITION
Example:
If
2 2
1
1 3
4
A
2 1 3
3 2
5
then
5
1 1 2
A T 2
3 1 3
2 4
3 2
MATRIX ADDITION
A+O=A
A + (-A) = O
A+B=B+A
(A + B) + C = A + (B + C)
SCALAR MULTIPLICATION
For any Sn, where n>1 it contains n!/2 even permutations
and n!/2 odd permutations.
0xA=O
1x A=O
k l (A) = k (l A) = l (k A)
(k + l) A = k A + l A
k(A + B) = k A + k B
DEFINITION:
MATRIX MULTIPLICATION
A(BC) = (AB)C
A(B + C) = AB + AC
(A + B)C = AC + BC
AI = IA = A
Associative Property
Left Distributive Property
Right Distributive Property
Existence of Multiplicative
Identity
DETERMINANT
is
not
det A A a1 j 1 a 2 j 2 ...anj n
where the summation is over all permutations j1j2jn of the
set S = {1,2,,n}. The sign is taken as (+) if the permutation
is even and () if the permutation is odd.
Examples:
If A = [a11] is a 1 x 1 matrix then det(A) or A= a11.
MATRIX TRANSPOSITION
(AT)T = A
(A + B)T = AT + BT
(k A)T = k AT
(AB)T = BTAT
If A = a11 a12 , then to get Awe write down the terms a1a
21 a 22
21 a 22 a 23
a 31 a 32 a 33
down the six terms a1-a2-a3-, a1-a2-a3-, a1-a2-a3-, a1-a2-a3-, a1-a2a3-, a1-a2-a3-. Replace the dashes with all the elements of S3,
affix a (+) or (-) sign and get the sum of the six terms.
If A is a square matrix of order n, there will be n! terms in
the determinant of A with n!/2 positive terms and n!/2
negative terms.
2 1 3
3 2 1
0 1 2
890026
9
Examples:
A.
DIAGONAL METHOD
This method is applicable to matrices with size
less than or equal to 3.
1.
ES 21 Notes
Page 3 of 12
2 x 2 Matrices
a11
a12
a 21
a 22
2.
B.
1
4
a11a 22 a 21a12 s
2 3
1
2 3 2
3 x 3 Matrices
3.
a11
a 21
a12
a 22
a13
a 23
a11
a 21
a12
a 22
a 31
a 32
a 33
a 31
a 32
4.
b
1 a
y 5 then 4 2x
b
2 y 2( 5 ) 10
2b
2b
5.
18
2x
y
8 y 2xy 2x
3x
6y
2x
y
8 y 2xy( 2 ) x
3x
3y
2x
4y
2xy
18
2xy
18
2xy
x 2 0
x 2
0
0 xy
xy
x 2
x y z y
k 1
6.
2 1 4 1
3 2 4
0
0 3 1 0
7.
3x y
5z
xzy
2z
5z
x
0
xyz
xz
2 0
4z
9.
2.
8.
Example:
xy
2x
3y
x z xy2
6y
xyz
2 3 2
4 6 4 0
THEOREMS ON DETERMINANTS
3x y
3y
5z
0 0
x y z y
2x y
3x
2z
x
2x y
3x
3x
6x2
9x2 3xy 15xz 3x2yz
2x
3x y
4z
0
0
x 2 0
To evaluate
Example:
and
2a
k 1
Example:
6xy
1.
2xy 2 3x
4x 2 y 6 y
a
x
4 2a
Example:
1 0
1
4
1
If 2
METHOD OF COFACTORS
Example:
4
2
2xy
of order n that is derived
A = [aij] of order n, by
elements of a row (or
elements of another row
a11 a12
a 21 a 22
a13
a11 ka 31 a12 ka 32
a 23
a 21
a 22
a 31 a 32
a 33
a 31
a 32
a13 ka 33
a 23
a 33
ES 21 Notes
Page 4 of 12
a 11
a 12
a 13
a 11 a 12 a 13 a 11 a 12 a 13
b 21 c 21 b 22 c 22 b 23 c 23 b 21 b 22 b 23 c 21 c 22 c 23
a 31
a 32
a 33
a 31 a 32 a 33
a 31 a 32 a 33
If
2x
6z
6y
then
3
4 2 and a
2xy
2a
4a
6b
a b
2x 3 2
4 6z 4
3
a
4a
6b
5
5
6y
2a
a b
2b 2
2xy
5
5
2b
=
=3
2
23
A 1
=
6.
adjA
A
Example:
0
0
x 2 0 x2 4
x y z y
x 2
xy
Aij ( 1)
i j
M ij
adj A Aij
a b
c d
1
2
1
5
7
A 35 2 14 5 14 14 0
Since matrix A is singular, as evidenced by its zero
determinant, it can thus be concluded that the
Inverse of A (or A-1) does not exist.
Example 2:
1 1 1
A 1 2 3
4 2 3
A 6 12 2 8 6 3 7
Since the determinant is not zero, then matrix A is said to be nonsingular. In this case, the inverse exists and there is a need to set up
the adjoint.
Getting the cofactors of all the elements in the original matrix.
Example:
If A =
1
A
2
then adj(A) =
d
c
b .
a
Inverse of a Matrix
The inverse of a square matrix A = [aij] of order n is that
matrix B = [bij] of the same order n such that AB = BA = In.
We denote the inverse matrix of A by A-1. Thus, we define
the inverse of A as that matrix A-1 such that
Aij ( 1)i j M ij
A11 ( 1)2
A13 ( 1)4
2 3
1
ES 21 Notes
Page 5 of 12
4 2
A22 ( 1)4
1 1
4 3
3
12 A12 ( 1)
1 3
4 3
10 A21 ( 1)
1 A23 ( 1)5
1 1
2 3
1
4 2
A31 ( 1)
1 1
2
A33 ( 1)6
5
5 A 32 ( 1)
1 1
1
AX B
A 1 AX A 1 * B
( A 1 A ) * X A 1 * B
A 1
1 3
12 9 10
Aij 1 1 2
5 2
3
Consequently,
1 1
adj A
A
1 5
12
,thus
adj A 9
1 2
10 2 3
I * X A 1B
X A 1B
x1 x 2 x3 1
x1 2 x 2 3x3 6
1 5
12
1
A
9
1 2
7
10 2 3
4 x1 2 x 2 3x3 5
Solution:
The above system of equations can be written in matrix
form:
a 11x 1 a 12 x 2 a 13 x 3 a 1n x n b1
a 21x 1 a 22 x 2 a 23 x 3 a 2n x n b 2
a 31x 1 a 32 x 2 a 33 x 3 a 3n x n b 3
a m 1 x 1 a m 2 x 2 a m 3 x 3 a mn x n b m
1 1 1 x 1 1
1 2 3 x 6
2
4 2 3 x 3 5
We can write this in matrix form AX = B and let X = A-1B,
where:
1 1 1
A 1 2 3
4 2 3
Getting A-1
A 1
a m1 a m 2 a m3 a mn x n bm
1 5 1
x1
12
1
X x 2
9
1 2 * 6
7
x 3
10 2 3 5
matrix:
AX = B.
Where:
A
X
B
1 5
12
1
9
1 2
7
10 2 3
Coefficient Matrix
Column Matrix of Unknowns/Variables
Column Matrix of Constants
x 1 1
X x 2 1
x 3 1
Since all the equations were satisfied, then (x1, x2, x3) = (1,
1, 1) is indeed the solution to the system.
SOLUTION TO SYSTEM OF EQUATIONS USING
CRAMER'S RULE
Recall that A system of equation n equations in n
unknowns can be modeled as a matrix operation AX = B.
ES 21 Notes
Page 6 of 12
a n 1 a n 2
a 13 a 1n x 1 b1
a 23 a 2n x 2 b 2
a 33 a 3n x 3 b3
a n 3 a nn x n bn
a11
a
21
a31
a41
coefficient matrix
ith variable
right hand side constants
matrix resulting from replacing the
ith column of A by the column
vector of constants B
or
or
or
l11 a11
l 21 a21
l31 a31
or
l 41 a41
Ai
or
or
or
or
1 2 1 x1 1
3 3 1 x 2
2
1 2 1 x3 3
or
or
u 23 [a23 l 21 (u13 )] / l 22
a24 l 21 (u14 ) l 22 (u 24 ) 0(u 23 ) 0(1)
or
u 24 [a24 l 21 (u14 )] / l 22
A1
A
l 43 a43 l 41 (u13 ) l 42 (u 23 )
a34 l31 (u14 ) l32 (u 24 ) l33 (u34 ) 0(1) or
1 2 1
A
0
x1 1 0
A1 2 3 1
A 6
3 2 1
A1 3 6 4 9 2 4 0
1 1 1
A2 1
* 3 2 1 1
A 6
1 3 1
l 42 a42 l 41 (u12 )
1 2 1
A 3 3 1
1 2 1
A 3 2 6 3 2 6 6
x2
l 22 a22 l 21 (u12 )
Solution:
Compute for the determinant of A first:
x1
xi
a32
a42
*
a33 a34 l31 l32 l33 0 0 0
1 u34
Let:
A
xi
B
AI
a12
a22
1 2 1
A3 1
* 3 3 2 1
A 6
1 2 3
II.
1.
2.
3.
4 2 1 x1 3
3 5 1 x 4
2
1 2 1 x3 8
Knowing that
and
4 2 1 , therefore
4 0
0
A 3 5 1
L 3 7 2 0
1 2 1
5
5
2
2
1
4.
1
1 1
2 4
U 0
1
12
0
0
1
0 y1 3 4 y1 3
y1 3
4
0 y 2 4 3 y1 7 y2 4
y2 1
2
2
5 y 3 8 y 5 y 5 y 8
y3 3
1
2 2
2 3
2
Note that the computed values of yi's here are not yet the
solution since the original system of equations is in terms of
xi's.
Stage 2: Back substitution using UX = Y
x3 3
x 3
1 1
1 x1 3 3
2
4
4
1
1
x2 2
1
1 x 2 1 x2 2 x3 2
0
2
2
0
x3
0
1
3
x1 1
x1 1 2 x2 1 4 x3 3 4
This time (x1, x2, x3) = (1, 2, 3) is the solution to the original
system of equations.
AUGMENTED MATRIX OF A AND B
If A is an m x n matrix and B is a p x n matrix, then the
augmented matrix of A and B denoted by [A : B] is the
matrix formed by the elements of A and B separated by
pipes.
2
1 2 5 and
B 0
A 7
1 6
7
3 3 8
1 then A : B is
2
4
1 2 5 | 2 1
7
1 6 | 0
2
3 3 8 | 7 4
2 1 3 x 1
as simply
1
2 6 y 1
2 4 1 z 1
1
0
A 0
0
0
2 0 1 3 2
1 0 1 3 5
0 0 1
9 2
0 0 0
0 0
0 0 0
0 1
1
0
B 0
0
0
0
0
0 1 0
0 0 1
0 0 0
0
1
0
2
1
0
C
0
2 2 4
1 6 7
0 1
8
1 0
0
2 3 4
1 0 5 6 2
1 2 3
E 0 1 0 0 8
0 1 2
0 0 1 0 0
0 0 1
1
0
F 0
0
0
0 8 0
1 0 3
0 1 0
0 0 0
0 0 0
1
0 0 0
0
0
1
0
0
2
1 0 0
H 0 0 1 0 3 J 0
0 1 0
0 0 0 1 0
0
0 0 1
0
0 3
1 0
0 0
0 0
0 0
Example:
If
Example:
4 0
3 7 2
1 5
2
0 2 0
1
A 3 1
6 4
2 8 2
2
Interchanging rows 1 and 3 of A (R1R3) obtain
2
2 8 2
B 3 1 6 4
1 0 2 0
2 1 3 | 1
.
1
2 6 | 1
2 4 1 | 1
a 11
a
21
a 31
a m 1
a 12
a 22
a 13
a 23
a 32
am2
a 33
am3
a 1n |b1
a 2n |b 2
a 3n |b 3
a mn |b m
1 0 2 0
A 0 1
0 4
2
2 8 2
TYPE III
x
2x
3x
2.
3.
2 y
y
3z
z
z
9
8
3
4.
2
1
A : B 2
| 9
| 8
1 | 3
3
1
1 2 3 | 9
A : B 0 1 1 | 2
0 0 1 | 3
z 3
y z 2
y 2 3 1
x 2 y 3z 9
x 9 2( 1) 3( 3) 2
a11
a
21
a31
a m1
a12
a 22
a32
am2
a13 a1n x1 b1
a 23 a 2 n x 2 b2 .
a33 a3n x3 b3
a m3 a mn x n bm
On the other hand a second method called the GaussJordan Reduction Method gets rid of the back substitution
phase. The objective of the Gauss-Jordan Reduction
Method is to transform the augmented matrix [A : B] to the
matrix [A* : B*] in reduced row echelon form by applying a
series of elementary row transformations. Doing this will
automatically give the solution of the system [A* : B*] which
also provides the solution to the original system [A : B].
To reduce any matrix to reduced row echelon form, apply
the following steps (SINE):
1.
ES 21 Notes
Page 9 of 12
3.
4.
1 2 3
2 1 4 0
1 2
2 1
3 0 5
3 0 10
4
3
14 0
3 5 10
2 3
1 4
4
3 60 0
0 5 10
2
3
4
1
2 4
6
8
B
3
6
9
12
4 8 12 16
Solution:
The determinant of B is equal to zero (THEOREM:
Proportional rows). And it can also be shown that 3x3
submatrices of B will have determinants equal to zero.
3 | 9
1 2
A : B 2 1 1 | 8
3 0 1 | 3
2
e.g. 3
1 0 0 | 2
*
*
A : B 0 1 0 | 1
0 0 1 | 3
1 3
2 4
x 2 y 3z 9
2x y z 8
3x
z 3
has the augmented matrix associated to the system
4
3 0
4 8
6 12 0 (Rows are proportional)
8
16
e.g.
2 4
3
24 0
Therefore r(B) = 2.
SUBMATRIX AND RANK
THEOREMS ON RANKS
SUBMATRIX
A submatrix of A=[aij] is any matrix obtained by eliminating
some rows and/or columns of the matrix A.
1.
2.
3.
Example: Let
1 8
2 3 0
3
0 3 8
2
A
1
6
9 5 2
7
2
4 11 5
4 11 5 7 2
3 0
0 3
6
9
11 5
8
2 ( remove first , third
2 3 1
( remove sec ond row and
1
6 5
1
8 ( fourth column
5 remaining )
7
0 3 8 2
1
2
C 3
4
5
RANK OF A MATRIX
remaining )
Solution:
Operating on rows of matrix C, we obtain the equivalent
matrix C
1
1
C' 1
1
1
1 2 3 4
A 2 1 4
3
3 0 5 10
Solution:
Checking out first the determinants of 3x3 submatrices:
2 3 4 5
3 4 5 6
4 5 6 7
5 6 7 8
6 7 8 9
2 3 4 5
1 1 1 1 R 2 ' R 2 R 1
1 1 1 1 R 3 ' R 3 R 2
1 1 1 1 R 4 ' R 4 R 3
1 1 1 1 R 5 ' R 5 R 4
We could easily see that all 5x5, 4x4 and 3x3 submatrices
of C have determinants equal to zero (THEOREM: Identical
rows). But for at least one 2x2 submatrix of C has a nonzero determinant.
(e.g.
ES 21 Notes
Page 10 of 12
1 2
1 1
1 0 )
2 3 3 | 2k R1 R 2 1 2 4 | 5k
1 2 4 | 5k
2 3 3 | 2k
2
2
0 1 5 | 8k
0 1 5 | 8k
R 2 R 2 2R1 1 2 4 | 5k
0 1 5 | 8k
0 1 5 | 8k 2
9
3
1
:
27
0 1 0 : 1
1 1 1 :
0 0 1 : 3
1
2.
3.
'
R 3 R 3 R 2 1 2 4 |
5k
0 1 5 |
8k
2
0 0
0 | 8k 8k
Therefore we have the following conclusions:
'
8k2 - 8k = 0 k = 0, 1.
Example:
1 1 1 : 0
1 0 0 : 1
1
1
:
3
0 1 0 : 1
4 2 2 : 6
0 0 0 : 0
Example 2:
Example:
2 1 1 : 3 1 0 0 : 5 4
4 2 2 : 2 0 1 0 : 3
2
6 1 1 : 6 0 0 0 : 3
8k2 - 8k 0 k 0, 1.
a
(m 2)a
a
2
c
0
b m2c m 4
1 1 |
2
1
m 2 0 1 |
2
1
1 m | m 4
2x 3y 3z 2k
x 2 y 4 z 5k
y 5z 8k 2
Solution: In augmented matrix form, we have:
2 3 3 | 2k
1 2 4 | 5k
2
0 1 5 | 8k
1
1 m2
|
2
|
0
| m 4
R 2 R 2 (m 2)R1 1
1
1
|
2
0 m 2 m 1 | 2m 4
'
R 3 R 3 R1
0
m2 1 |
m 2
0
'
m2 - 1 = 0 and m+2 = 0.
0 0 1 | 0
0 0 3 | 0
ES 21 Notes
Page 12 of 12