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Lay Linalg5!02!01

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    2

    2.1

    2012 Pearson Education, Inc.

    Matrix Algebra

    MATRIX OPERATIONS

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    Slide 2.1- 2 2012 Pearson Education, Inc.

    MATRIX OPERATIONS

    IfAis an matrixthat is, a matrix with mrowsand ncolumnsthen the scalar entry in the ith row

    andjth column ofAis denoted by aijand is called the

    (i,j)-entry ofA. See the figure below.

    Each column ofAis a list of mreal numbers, whichidentifies a vector in .

    m n

    m

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    Slide 2.1- 3 2012 Pearson Education, Inc.

    MATRIX OPERATIONS

    The columns are denoted by a1, , an, and the matrixAis written as

    .

    The number aijis the ith entry (from the top) of thejth

    column vector aj.

    The diagonal entriesin an matrix are

    a11, a22, a33, , and they form the main diagonalofA.

    A diagonal matrixis a sequence matrix whose

    nondiagonal entries are zero.

    An example is the identity matrix,In.

    1 2a a a

    nA

    m n ij

    A a

    n m

    n n

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    Slide 2.1- 4 2012 Pearson Education, Inc.

    SUMS AND SCALAR MULTIPLES

    An matrix whose entries are all zero is a zeromatrixand is written as 0.

    The two matrices are equalif they have the same size

    (i.e., the same number of rows and the same numberof columns) and if their corresponding columns areequal, which amounts to saying that theircorresponding entries are equal.

    IfAandBare matrices, then the sum isthe matrix whose columns are the sums of thecorresponding columns inAandB.

    m n

    m n A Bm n

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    Slide 2.1- 5 2012 Pearson Education, Inc.

    SUMS AND SCALAR MULTIPLES

    Since vector addition of the columns is done

    entrywise, each entry in is the sum of thecorresponding entries inAandB.

    The sum is defined only whenAandBare the

    same size.

    Example 1:Let

    and . Find and .

    A B

    A B

    4 0 5 1 1 1, ,

    1 3 2 3 5 7A B

    2 3

    0 1C

    A B A C

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    SUMS AND SCALAR MULTIPLES

    b. c.

    d.

    e.

    f.

    Each quantity in Theorem 1 is verified by showingthat the matrix on the left side has the same size as

    the matrix on the right and that correspondingcolumns are equal.

    ( ) ( )A B C A B C 0A A

    ( )r A B rA rB ( )r s A rA sA

    ( ) ( )r sA rs A

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    MATRIX MULTIPLICATION

    When a matrixBmultiplies a vector x, it transforms x

    into the vectorBx.

    If this vector is then multiplied in turn by a matrixA,

    the resulting vector isA(Bx). See the Fig. below.

    ThusA (Bx) is produced from x by a composition of

    mappingsthe linear transformations.

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    MATRIX MULTIPLICATION

    Our goal is to represent this composite mapping as

    multiplication by a single matrix, denoted byAB, so

    that . See the figure below.

    IfAis ,Bis , and xis in , denote the

    columns ofBby b1, , bpand the entries in xby

    x1, , xp.

    ( x)=(AB)xA B

    m n n p p

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    MATRIX MULTIPLICATION

    Then

    By the linearity of multiplication byA,

    The vectorA (Bx) is a linear combination of thevectorsAb1, ,Abp, using the entries in xas weights.

    In matrix notation, this linear combination is writtenas

    .

    1 1x b ... bp pB x x

    1 1

    1 1

    ( x) ( b ) ... ( b )

    b ... bp p

    p p

    A B A x A x

    x A x A

    1 2( x) b b b x

    pA B A A A

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    MATRIX MULTIPLICATION

    Thus multiplication by

    transforms xintoA (Bx).

    Definition:IfAis an matrix, and ifBis an

    matrix with columns b1, , bp, then the productABisthe matrix whose columns areAb1, ,Abp.

    That is,

    Multiplication of matrices corresponds to composition

    of linear transformations.

    1 2

    b b bp

    A A A

    m n n p

    m p

    1 2 1 2b b b b b b

    ppAB A A A A

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    MATRIX MULTIPLICATION

    Example 2:ComputeAB, where and

    .

    Solution:Write , and compute:

    2 31 5

    A 4 3 9

    1 2 3

    B

    1 2 3b b bB

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    Slide 2.1- 14 2012 Pearson Education, Inc.

    MATRIX MULTIPLICATION

    Each column ofABis a linear combination of thecolumns ofAusing weights from the correspondingcolumn ofB.

    Rowcolumn rule for computingAB

    If a productABis defined, then the entry in row iandcolumnjofABis the sum of the products ofcorresponding entries from row iofAand columnjofB.

    If (AB)ijdenotes the (i,j)-entry inAB, and ifAis an

    matrix, then

    .m n

    1 1( ) ...

    ij i j in njAB a b a b

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    Slide 2.1- 15 2012 Pearson Education, Inc.

    PROPERTIES OF MATRIX MULTIPLICATION

    Theorem 2:LetAbe an matrix, and letBand

    Chave sizes for which the indicated sums and

    products are defined.

    a. (associative law of

    multiplication)b. (left distributive law)

    c. (right distributive law)

    d. for any scalar re. (identity for matrix

    multiplication)

    m n

    ( ) ( )A BC AB C

    ( )A B C AB AC

    ( )B C A BA CA

    ( ) ( ) ( )r AB rA B A rB m n

    I A A AI

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    Slide 2.1- 16 2012 Pearson Education, Inc.

    PROPERTIES OF MATRIX MULTIPLICATION

    Proof:Property (a) follows from the fact that matrix

    multiplication corresponds to composition of linear

    transformations (which are functions), and it is

    known that the composition of functions is

    associative.

    Let

    By the definition of matrix multiplication,

    1c c

    pC

    1

    1

    c c

    ( ) ( c ) ( c )

    p

    p

    BC B B

    A BC A B A B

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    Slide 2.1- 17 2012 Pearson Education, Inc.

    PROPERTIES OF MATRIX MULTIPLICATION

    The definition ofABmakes for all

    x, so

    The left-to-right order in products is critical because

    ABandBAare usually not the same.

    Because the columns ofABare linear combinations

    of the columns ofA, whereas the columns ofBAare

    constructed from the columns ofB. The position of the factors in the productABis

    emphasized by saying thatAis right-multipliedbyB

    or thatBis left-multipliedbyA.

    ( x) ( )xA B AB

    1( ) ( )c ( )c ( )

    pA BC AB AB AB C

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    Slide 2.1- 18 2012 Pearson Education, Inc.

    PROPERTIES OF MATRIX MULTIPLICATION

    If , we say thatAandBcommutewithone another.

    Warnings:1. In general, .

    2. The cancellation laws do nothold for matrix

    multiplication. That is, if , then it is

    nottrue in general that .

    3. If a productABis the zero matrix, you cannot

    conclude in general that either or .

    AB BA

    AB BA

    AB ACB C

    0A 0B

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    Slide 2.1- 19 2012 Pearson Education, Inc.

    POWERS OF A MATRIX

    IfAis an matrix and if kis a positive integer,thenAkdenotes the product of kcopies ofA:

    IfAis nonzero and if xis in , thenAkxis the resultof left-multiplying xbyArepeatedly ktimes.

    If , thenA0xshould be xitself.

    ThusA

    0

    is interpreted as the identity matrix.

    n n

    k

    k

    A A A

    n

    0k

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    Slide 2.1- 20 2012 Pearson Education, Inc.

    THE TRANSPOSE OF A MATRIX

    Given an matrixA, the transposeofAis the

    matrix, denoted byAT, whose columns are

    formed from the corresponding rows ofA.

    Theorem 3:LetAandBdenote matrices whose sizes

    are appropriate for the following sums and

    products.

    a. b.

    c. For any scalar r,

    d.

    m nn m

    ( )T T

    A A( )T T TA B A B ( )T TrA rA

    ( )

    T T T

    AB B A

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    Slide 2 1- 21 2012 Pearson Education Inc

    THE TRANSPOSE OF A MATRIX

    The transpose of a product of matrices equals the

    product of their transposes in the reverseorder.