ONLINEAPPG 11/22/2014 11:40:16 Page 1

Appendix G: Matrices, Determinants,

and Systems of Equations

G.1 Matrix Denitions and Notations

Matrix
An m n matrix is a rectangular or square array of elements with m rows and n columns. An
example of a matrix is shown in Eq. (G.1).
2 3
a11 a12 a1n
6a a2n 7
6 21 a22 7
A6
6 .. .. .. .. 7
7 G:1
4 . . . . 5
am1 am2 amn

For each subscript, aij, i = the row, and j = the column. If m = n, the matrix is said to be a
square matrix.

Vector
If a matrix has just one row, it is called a row vector. An example of a row vector follows:
 
B b11 b12 b1n G:2

If a matrix has just one column, it is called a column vector. An example of a column vector
follows:
2 3
c11
6c 7
6 12 7
C6 7
6 .. 7 G:3
4 . 5
cm1

1
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2 Appendix G: Matrices, Determinants, and Systems of Equations

Partitioned Matrix
A matrix can be partitioned into component matrices or vectors. For example, let
2 3 2 3
a11 a12 a13 a14 a11 a12 a13 a14
6a  
6 21 a22 a23 a24 7 6a
7 6 21 a22 a23 a24 7
7 A11 A12
A6 76 7 G:4
4 a31 a32 a33 a34 5 4 a31 a32 a33 a34 5 A21 A22
a41 a42 a43 a44 a41 a42 a43 a44

where
2 3 2 3
a11 a12 a13 a14
6 7 6 7
A11 4 a21 a22 5; A12 4 a23 a24 5
a31 a32 a33 a34
   
A21 a41 a42 ; A22 a43 a44

Null Matrix
A matrix with all elements equal to zero is called the null matrix; that is, aij 0 for all i and j
An example of a null matrix follows:
2 3
0 0 0 0
60 07
6 0 0 7
A6
6 .. .. .. .. .. .. .. 7
7 G:5
4. . . . . . .5
0 0 0 0 0 0 0

Diagonal Matrix
A square matrix with all elements off of the diagonal equal to zero is said to be a diagonal
matrix; that is, aij 0 for i
6 j. An example of a diagonal matrix follows:
2 3
a11 0 0 0
6 7
6 0 a22 0 0 7
6 7
6 0 7
A6 0 0 a33 7 G:6
6 . .. .. .. .. 7
6 . 7
4 . . . . . 5
0 0 0 ann

Identity Matrix
A diagonal matrix with all diagonal elements equal to unity is called an identity matrix and is
denoted by I; that is, aij 1 for i j, and aij 0 for i
6 j. An example of an identity matrix
follows:
2 3
1 0 0 0
60 07
6 1 0 7
A6
6 .. .. .. .. .. 7
7 G:7
4. . . . .5
0 0 0 1
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G.1 Matrix Denitions and Notations 3

Symmetric Matrix
A square matrix for which aij = aji is called a symmetric matrix. An example of a symmetric
matrix follows:
2 3
3 8 7
6 7
A 48 9 25 G:8
7 2 4

Matrix Transpose
The transpose of matrix A, designated AT, is formed by interchanging the rows and columns
of A. Thus, if A is an m n matrix with elements aij, the transpose is an n m matrix with
elements aji. An example follows. Given
2 3
1 7 9
6 2 6 37
6 7
A6 7 G:9
4 4 8 55
1 3 2
then
2 3
1 2 4 1
6 7
AT 4 7 6 8 35 G:10
9 3 5 2

Determinant of a Square Matrix

The determinant of a square matrix is denoted by det A, or
2 3
a11 a12 a1n
6a a2n 7
6 21 a22 7
6 . .. .. .. 7 G:11
6 . 7
4 . . . . 5
am1 am1 amn

The determinant of a 2  2 matrix,

 
a11 a12
A G:12
a21 a22

is evaluated as
 
 a11 a12 
det A  a11 a22 a21 a12 G:13
a21 a  22

Minor of an Element
The minor, Mij of element aij of det A is the determinant formed by removing the ith row and the
jth column from det A. As an example, consider the following determinant:
 
3 8 7
 
 
det A  6 9 2  G:14
 
5 1 4
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4 Appendix G: Matrices, Determinants, and Systems of Equations

The minor M32 is the determinant formed by removing the third row and the second column
from det A. Thus,
 
3 7

M 32   36 G:15
6 2

Cofactor of an Element
The cofactor, Cij, of element aij of det A is dened to be

C i j 1ij M i j G:16

For example, given the determinant of Eq. (G.14)

 
8 7
C 21 121 M 21 13   25 G:17
1 4

Evaluating the Determinant of a Square Matrix

The determinant of a square matrix can be evaluated by expanding minors along any row or
column. Expanding along any row, we nd
P
n
det A aik C ik G:18
k1

where n = number of columns of A; j is the jth row selected to expand by minors; and Cik is
the cofactor of aik. Expanding along any column, we nd

P
m
det A akj C kj G:19
k1

where m = number of rows of A; j is the jth column selected to expand by minors; and Ckj is
the cofactor of akj. For example, if
2 3
1 3 2
6 7
A4 5 6 75 G:20
8 5 4

then, expanding by minors on the third column, we nd

     
 5 6 1 3   1 3
det A 2  7 4  
 5 6  195 G:21
8 5 8 5

Expanding by minors on the second row, we nd

     
3 2 1 2  1 3 

det A 5  6 7 195 G:22
5 4  8 4 8 5

Singular Matrix
A matrix is singular if its determinant equals zero.

Nonsingular Matrix
A matrix is nonsingular if its determinant does not equal zero.
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G.2 Matrix Operations 5

Adjoint of a Matrix
The adjoint of a square matrix, A, written adj A, is the matrix formed from the transpose of the
matrix A after all elements have been replaced by their cofactors. Thus,
2 3
C11 C 12 C 1n T
6C C 2n 7
6 21 C 22 7
adj A 6
6 .. .. .. .. 77 G:23
4 . . . . 5
C n1 Cn2 C nn

For example, consider the following matrix:

2 3
1 2 3
6 7
A4 1 4 55 G:24
6 8 7

Hence,
2      3
4 5   1 5   1 4  T
  
6 8 7  6 7  6 87 2 3
6 7
6      7 12 10 2
6 2 3  1 3  1  7
7 6 7
   2
adj A 6
6 8 4 37 11 85 G:25
6 7 6 7 6 87 7
6      7 32 4 6
4 2
 3   1
 3   1
 2  5
4 5  1 5  1 4

Rank of a Matrix
The rank of a matrix, A, equals the number of linearly independent rows or columns. The
rank can be found by nding the highest-order square submatrix that is nonsingular. For
example, consider the following:
2 3
1 5 2
6 7
A4 4 7 55 G:26
3 15 6

The determinant of A 0. Since the determinant is zero, the 3  3 matrix is singular.

Choosing the submatrix
 
1 5
A G:27
4 7

whose determinant equals 27, we conclude that A is of rank 2.

G.2 Matrix Operations

Addition
The sum of two matrices, written A + B = C, is dened by aij + bij = cij. For example,
     
2 1 7 5 9 6
G:28
3 5 4 3 1 8
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6 Appendix G: Matrices, Determinants, and Systems of Equations

Subtraction
The difference between two matrices, written A B = C, is dened by aij bij = cij. For
example,
     
2 1 7 5 5 4
G:29
3 5 4 3 7 2

Multiplication P
n
The product of two matrices, written AB = C, is dened by cij aik bkj . For example, if
k1
2 3
  b11 b12 b13
a11 a12 a13 6 7
A ; B 4 b21 b22 b23 5 G:30
a21 a22 a23
b31 b32 b33

then
 
a11 b11 a12 b21 a13 b31 a11 b12 a12 b22 a13 b32 a11 b13 a12 b23 a13 b33
C
a21 b11 a22 b21 a23 b31 a21 b12 a22 b22 a23 b32 a21 b13 a22 b23 a23 b33
G:31

Notice that muitiplicalion is dened only if the number of columns of A equals the number
of rows of B.

Multiplication by a Constant
A matrix can be multiplied by a constant by multiplying every element of the matrix by that
constant. For example, if
 
a11 a12
A G:32
a21 a22

then
 
ka11 ka12
kA G:33
ka21 ka22

Inverse
An n  n square matrix, A, has an inverse, denoted by A 1, which is dened by

AA 1
I G:34

where I is an n  n identity matrix. The inverse of A is given by

adj A
A 1
G:35
det A

For example, nd the inverse of A in Eq. (G.24). The adjoint was calculated in Eq. (G.25).
The determinant of A is
     
4 5 2 3  2 3 

det A 1  1 6 34 G:36
8 7 8 7 4 5
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G.3 Matrix and Determinant Identities 7

Hence,
2 3
12 10 2
6 7 2 3
4 37 11 85
0:353 0:294 0:059
32 4 6 6 7
A 1
4 1:088 0:324 0:235 5 G:37
34
0:941 0:118 0:176

G.3 Matrix and Determinant Identities

The following are identities that apply to matrices and determinants.

Matrix Identities
Commutative Law
ABBA G:38

AB
6 BA G:39

Associative Law

A B C A B C G:40

ABC ABC G:41

Transpose of Sum

A BT AT BT G:42

Transpose of Product

ABT BT AT G:43

Determinant Identities
Multiplication of a Single Row or Single Column of a Matrix, A, by a Constant
If a single row or single column of a matrix, A, is multiplied by a constant, k, forming the
matrix, , then

~ k det A
det A G:44

Multiplication of All Elements of an n n Matrix, A, by a Constant

detkA kn det A G:45

Transpose

det AT det A G:46

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8 Appendix G: Matrices, Determinants, and Systems of Equations

Determinant of the Product of Square Matrices

det AB det A det B G:47

det AB det BA G:48

G.4 Systems of Equations

Representation
Assume the following system of n linear equations:
a11 x1 a12 x2 a1n b1
a21 x1 a22 x2 a2n b2
.. G:49
.
an1 x1 an2 x2 ann bn
This system of equations can be represented in vector-matrix form as
Ax B G:50

where
2 3 2 3 2 3
a11 a12 a1n b1 x1
6a a2n 7 6b 7 6x 7
6 21 a22 7 6 27 6 27
A6
6 .. .. .. .. 7
7; B6 7
6 .. 7; x6 7
6 .. 7
4 . . . . 5 4 . 5 4 . 5
an1 an2 ann bn xn
For example, the following system of equations,
5x1 7x2 3 G:51a

8x1 4x2 9 G:51b

can be represented in vector-matrix form as Ax = B, or
    
5 7 x1 3
G:52
8 4 x2 9

Solution via Matrix Inverse

If A is nonsingular, we can premultiply Eq. (G.50) by A 1, yielding the solution x. Thus,

x A 1B G:53
1
For example, premultiplying both sides of Eq. (G.52) by A , where
  1  
5 7 0:0526 0:0921
A 1
G:54
8 4 0:1053 0:0658

we solve for x = A 1B as follows:

      
x1 0:0526 0:0921 3 0:987
G:55
x2 0:1053 0:0658 9 0:276
ONLINEAPPG 11/22/2014 11:40:18 Page 9

Bibliography 9

Solution via Cramers Rule

Equation (G.53) allows us to solve for all unknowns, xi, where i = 1 to n. If we are interested
in a single unknown, xk, then Cramers rule can be used. Given Eq. (G.50), Cramers rule
states that

det Ak
xk G:56
det A
where Ak; is a matrix formed by replacing the kth column of A by B. For example, solve
Eq. (G.52). Using Eq. (G.56) with
   
5 7 3
A ; B
8 4 9

we nd
 
 3 7 

 9 4  75

x1   0:987 G:57
 5 7  76
 8 4

and
 
 5 3 

 8 9 21
x2  
 2:276 G:58
 5 7 76
 8 4

Bibliography
Dorf, R. C. Matrix AlgebraA Programmed Introduction. Wiley, New York, 1969.
Kreyszig, E. Advanced Engineering Mathematics. 4th ed. Wiley, New York, 1979.
Wylie, C. R., Jr. Advanced Engineering Mathematics. 5th ed. McGraw-Hill, New York, 1982.
ONLINEAPPG 11/22/2014 11:40:18 Page 10

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Library of Congress Cataloging-in-Publication Data

Nise, Norman S.
Control systems engineering / Norman S. Nise, California State Polytechnic University, Pomona. Seventh edition.
1 online resource.
Includes bibliographical references and index.
Description based on print version record and CIP data provided by publisher; resource not viewed.
ISBN 978-1-118-80082-9 (pdf) ISBN 978-1-118-17051-9 (cloth : alk. paper)
1. Automatic controlTextbooks. 2. Systems engineeringTextbooks. I. Title.
TJ213
629.8dc23
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Printed in the United States of America
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