ECEMATH Lecture Notes

Edzel R. Lapira
zell@mozcom.com
Li n ear Al gebr a


It includes the theory and applications of linear systems of
equations, linear transformations, and eigenvalue problems, as they
arise, for instance, from electrical networks, frameworks in
mechanics, curve fitting and other optimization problems,
processes in statistics, systems of differential equations, and so on.

It makes systematic use of vectors, matrices, determinants and
the properties of matrices.


Mat r ix

A matrix is a rectangular array of numerical elements (either numbers or functions)
arranged in m rows and n columns. These elements or entries are enclosed in brackets.

11 12 13 1n
21 22 23 2n
ij
m n
m1 m2 m3 mn
a a a a
a a a a
A a
a a a a

]
]
]
]
]
]
]
]
]
L
L
M M M O M
L


where: A matrix label
i, j row index and column index respectively
m, n row size and column size respectively
a
11
, a
12
, .. a
mn
elements/entries
m x n matrix order/size/dimension


If m = 1, (i.e., 1 row), the resulting matrix can also be called a row vector.


[ ]
11 12 13 1n
a a a a a
v
L



If n = 1, (i.e., 1 column), the resulting matrix is called a column
vector.


If m = n, the resulting matrix is a square matrix.


11
21
31
m1
a
a
a a
a
]
]
]
]
]
]
]
]
v
M

ECEMATH Lecture Notes
Edzel R. Lapira
zell@mozcom.com
Matrices are practical in many applications. For example, in a system of equations
such as

5x 2y z 0 +


3x 4z 0 +

The coefficients of the unknowns: x, y, z; are the entries of the coefficient matrix,
which we can call A.

5 2 1
A
3 0 4
]

]
]


Matrix A displays the coefficients in the pattern of the equations.

Notes:
Matrix names are denoted by capital boldface letters. Lowercase boldface letters with
an arrow on top denote vectors.
An m x n matrix is read as m by n matrix, which means to say that the matrix has
m rows and n columns.
Matrix elements/entries may be written as a general entry inside the brackets or
explicitly (i.e., all entries will be written).
In the double subscript notation, the first subscript always denotes the row and the
second subscript denotes the column.
For square matrices (m = n), usually denoted by n x n matrix, the diagonal containing
the entries a
11
, a
22
, , a
nn
is called the main diagonal or principal diagonal.

11 12 13 14
21 22 23 24
31 32 33 34
41 42 43 44
a a a a
a a a a
A
a a a a
a a a a
]
]
]

]
]
]
]


The sum of the diagonal entries of a square matrix is called the trace of the matrix.

( )
n
ij
i j 1
trace of A tr A a



A submatrix of an m x n matrix A is a matrix obtained by omitting some rows or
columns (or both) from A. A itself is a submatrix by omitting no rows or columns of
A.


ECEMATH Lecture Notes
Edzel R. Lapira
zell@mozcom.com
Spec ial Mat r ic es

1. Square Matrix the matrix has the same number of rows as columns.

11 12 1n
21 22 2n
n1 n2 nn
a a a
a a a
A
a a a
]
]
]

]
]
]
]
L
L
M M O M
L


2. Diagonal Matrix it is a square matrix whose entries above and below the main
diagonal are all zero, i.e.,

ij
a 0 for i j


Example of a diagonal matrix:

2 0 0
F 0 1 0
0 0 4
]
]

]
]
]


3. Scalar Matrix it is a diagonal matrix whose entries on the main diagonal are all
equal. The value of c can be any number.

c 0 0
0 c 0
S
0 0 c
]
]
]

]
]
]
L
L
M M O M
L


4. Identity or Unit Matrix it is a scalar matrix where the value of the non-zero entries
is 1.

1 0 0
0 1 0
I
0 0 1
]
]
]

]
]
]
L
L
M M O M
L


ECEMATH Lecture Notes
Edzel R. Lapira
zell@mozcom.com
5. Zero or Null Matrix it is a matrix that does not contain any non-zero entry.
[ ]
A 0


6. Triangular Matrices

a) Lower Triangular Matrix It is a square matrix whose entries above the main
diagonal are all zero. (a
ij
= 0 for i < j)

1
1 0 0
T 2 3 0
5 0 4
]
]

]
]
]


b) Upper Triangular Matrix It is a square matrix whose entries below the main
diagonal are all zero. (a
ij
= 0 for i > j)

2
5 2 3
T 0 2 1
0 0 4

]
]

]
]
]


7. Symmetric Matrix it is a square matrix whose transpose is equal to the original
matrix. (a
ij
= a
ji
) or (S
1
= S
1
T
)

1
1 2 3
S 2 4 5
3 5 4
]
]

]
]
]


8. Skew-Symmetric Matrix it is a square matrix whose transpose is equal to the
negative of the original matrix. (a
i j
= -a
ji
) or (S
2
= -S
2
T
)

2
0 2 3
S 2 0 5
3 5 0

]
]

]
]
]


9. Orthogonal Matrix It is a square matrix whose transpose gives the inverse of the
original matrix.
T 1
A A

ECEMATH Lecture Notes
Edzel R. Lapira
zell@mozcom.com
Pr el imin ar ies


Transposition

The transpose of a matrix A with size m x n is denoted by A
T
with size n x m. The
transposed matrix would contain elements where the first row is the first column of the
original matrix, the second row is the second columns of the original matrix, and so on.

Consider a matrix A,

11 12 13 1n
21 22 23 2n
ij
m n
m1 m2 m3 mn
a a a a
a a a a
A a
a a a a

]
]
]
]
]
]
]
]
]
L
L
M M M O M
L


The transpose of matrix A is

11 21 31 m1
12 22 23 m2 T
ji
n m
1n 2n 2n mn
a a a a
a a a a
A a
a a a a

]
]
]
]
]
]
]
]
]
L
L
M M M O M
L


Examples:

Get the transposed version of the following matrices.

[ ]
a 1 2 3
v

1 3 4
B
9 2 5
]

]
]



Matrix Equality

Consider two matrices A and B. They can only be equal iff they have the same size
(or dimension/order) and they have equal corresponding entries (i.e., a
ij
= b
ij
for all i and j).





ECEMATH Lecture Notes
Edzel R. Lapira
zell@mozcom.com
Mat r ix Oper at ion s

1. Scalar Multiplication

The product of any m x n matrix A = [a
ij
] and any scalar c (number c), written cA, is
the m x n matrix cA = [ca
ij
] obtained by multiplying each entry in A by c.

Given a certain matrix
2.7 1.8
V 0 0.9
9.0 4.5

]
]

]
]
]

then
2.7 1.8
V 0 0.9
9.0 4.5

]
]

]
]
]
;
3 2
10
V 0 1
9
10 5

]
| `
]

]
. ,
]
]
;
( )
0 0
0 V 0 0
0 0
]
]

]
]
]


2. Matrix Addition/Subtraction

Addition/subtraction is defined only for matrices A = [a
ij
] and B = [b
ij
] of the same
size/order/dimension and their sum/difference, written A t B, is obtained by
adding/subtracting the corresponding elements/entries. The sum/difference of two matrices of
different sizes cannot be taken!!!

ij ij ij
[c ] [a ] [b ] t



NB: The same rule applies for row and column vectors. The sum/difference of two vectors
can be obtained only for vectors with the same number of components.

Properties of Addition and Scalar Multiplication

A + B = B + A
(U + V) + W = U + (V + W)
A + 0 = A
A + (-A) = 0

c(A + B) = cA + cB
(c + k)A = cA + kA
c(kA) = (ck)A
1A = A

(A + B)
T
= A
T
+ B
T

(cA)
T
= cA
T

ECEMATH Lecture Notes
Edzel R. Lapira
zell@mozcom.com
3. Multiplication of a Matrix by a Matrix

Consider two matrices:
ij
m n
A a

]
]
and
ij
r p
B b

]
]


The product AB (in that order) is defined, or, A is conformable to B for multiplication
when the number of columns of A (n) is equal to the number of rows of B (r). If A is
conformable to B for multiplication (i.e., AB is defined), B is not necessarily conformable to
A for multiplication (i.e., BA may or may not be defined).

The following products are defined:
AB (B is post-multiplied to A or A is pre-multiplied to B) if n = r
BA (A is post-multiplied to B or B is pre-multiplied to A) if p = m

If C = AB and C is defined to be
ij
m p
C c

]
]
. to determine the elements of C,
multiply each entry in the i
th
row of A by the corresponding entry in the j
th
column of B and
then add these n products.

n
ij ik kj
k 1
i 1,2,3,...,m
c a b for
j 1,2,3,...,p

Properties of Matrix Multiplication

a) Matrix multiplication is NOT commutative, i.e., AB BA.

Consider two matrices

3 2
7 4
A 4 2
9 0

]
]

]
]
]
2 2
2 5
B
1 6

]
]


let C = AB (B is post-multiplied to A). Check if A is conformable to B for multiplication.
Matrix A has two columns and B has two rows, therefore, AB is defined. The product matrix
would have three rows and two columns.

( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
7 2 4 1 7 5 4 6 18 59
C 4 2 2 1 4 5 2 6 10 32
9 2 0 1 9 5 0 6 18 45
] + + ]
]
]
+ +
] ]
]
] + +
] ]


Let D = BA. Since the number of columns of B is not equal to the number of rows of
A, D is therefore undefined!!!

ECEMATH Lecture Notes
Edzel R. Lapira
zell@mozcom.com
b) Matrix Multiplication is associative and distributive wrt addition of matrices.

(kA)B = k(AB) = A(kB)
A(BC) = (AB)C
(A + B)C = AC + BC
C(A + B ) = CA + CB

c) In general, the cancellation law is not true. AB = 0 does not necessarily imply that BA
= 0 or A = 0 or B = 0 .

Consider the following example.

1 1
A
2 2
]

]
]

1 1
B
1 1

]


If C = AB and C is to be evaluated,

( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
1 1 1 1 1 1 1 1 1 1 1 1 0 0
C
2 1 2 1 2 1 2 1 2 2 1 1 0 0
] + + ] ] ]

]
] ] ]
+ +
] ] ]
]


observe that neither A nor B is a null matrix but the resulting product is.

If D = BA and D is to be evaluated,

( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
1 1 1 2 1 1 1 2 1 1 1 1 1 1
D
1 1 1 2 1 1 1 2 1 1 2 2 1 1
] + + ] ] ]

]
] ] ]

] ] ]
]


again, observe that although AB yielded a null matrix as its product, it does not necessarily
follow that the BA product is also a null matrix.

Examples:
Evaluate: AB, Cd, e f and GH.
4 0
A 7 3
9 2
]
]

]
]
]

2 5
B
1 6
]

]
]

4 2
C
1 8
]

]
]

3
d
5
]

]
]
v


[ ] e 3 6 1
v

1
f 2
4
]
]

]
]
]
v

9 3
G
2 0
]

]
]

1 4
H
2 5
]

]
]


ECEMATH Lecture Notes
Edzel R. Lapira
zell@mozcom.com
Motivation of Matrix Multiplication

Consider the following coordinate systems in a single plane:
w1w2 coordinate system
x1x2 coordinate system
y
1
y
2
coordinate system

These three coordinate systems are related to each other by the following transformation
equations:

1 11 1 12 2
2 21 1 22 2
y a x a x
y a x a x
+
+
and
1 11 1 12 2
2 21 1 22 2
x b w b w
x b w b w
+
+



If the set of equations on the left are substituted into the set of equations on the right,

( ) ( )
( ) ( )
11 12
1 11 11 1 12 2 12 21 1 22 2
11 11 1 11 12 2 12 21 1 12 22 2
11 11 12 21 1 11 12 12 22 2
c c
y a b w b w a b w b w
a b w a b w a b w a b w
a b a b w a b a b w
+ + +
+ + +
+ + +
1442443 1442443


( ) ( )
( ) ( )
21 22
2 21 11 1 12 2 22 21 1 22 2
21 11 1 21 12 2 22 21 1 22 22 2
21 11 22 21 1 21 12 22 22 2
c c
y a b w b w a b w b w
a b w a b w a b w a b w
a b a b w a b a b w
+ + +
+ + +
+ + +
1442443 1442443


1 11 1 12 2
2 21 1 22 2
y c w c w
y c w c w
+
+


11 11 11 12 21
21 21 11 22 21
c a b a b
c a b a b
+
+
and
12 11 12 12 22
22 21 12 22 22
c a b a b
c a b a b
+
+


In general,

n
ij i1 ij i2 2 j in nj ik kj
k 1
c a b a b a b a b

+ +

L