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2.1
2012 Pearson Education, Inc.
Matrix Algebra
MATRIX OPERATIONS
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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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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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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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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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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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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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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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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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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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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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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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THE TRANSPOSE OF A MATRIX
The transpose of a product of matrices equals the
product of their transposes in the reverseorder.