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T1A/T1B, Hmcheungae Math 2121 Tutorial 4 October 4, 2018

1) The document discusses matrix operations and properties including addition, scalar multiplication, matrix multiplication, dot products, inverses, transposes, and nilpotent matrices. 2) Examples are provided to illustrate properties of matrix multiplication, symmetric and skew-symmetric matrices, decomposing a matrix, and solving a system of equations using the inverse of a matrix. 3) Key concepts covered include finding the inverse of a matrix, conditions for a matrix to be invertible, symmetric and skew-symmetric matrices, and using matrix inverses to solve systems of linear equations.

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0% found this document useful (0 votes)
57 views6 pages

T1A/T1B, Hmcheungae Math 2121 Tutorial 4 October 4, 2018

1) The document discusses matrix operations and properties including addition, scalar multiplication, matrix multiplication, dot products, inverses, transposes, and nilpotent matrices. 2) Examples are provided to illustrate properties of matrix multiplication, symmetric and skew-symmetric matrices, decomposing a matrix, and solving a system of equations using the inverse of a matrix. 3) Key concepts covered include finding the inverse of a matrix, conditions for a matrix to be invertible, symmetric and skew-symmetric matrices, and using matrix inverses to solve systems of linear equations.

Uploaded by

Toby Cheng
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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T1A/T1B, hmcheungae Math 2121 Tutorial 4 October 4, 2018

It is my experience that proofs involving matrices can be shortened by 50% if one throws
the matrices out.——————————————————————- Emil Artin

Matrix Operations:

• Denote Mm×n (R) the set of all m × n matrices with real number entries.
• (Sum of two matrix ). If A = [aij ] ∈ Mm×n (R) and B = [bij ] ∈ Mm×n (R), then

A + B = [aij + bij ].

• (Scalar multiplication). If A = [aij ] ∈ Mm×n (R) and k ∈ R, then kA = [kaij ].


• If A ∈ Mk×m (R) is the standard matricx of T and B ∈ Mm×n (R) is the standard matrix of U , then
we define the matrix product AB = C, where (T ◦ U )(v) = Cv for v ∈ Rn , where U : Rn → Rm
and T : Rm → Rk are linear transformations.

Write B = [b1 b2 · · · bn ], then the product AB = [Ab1 Ab2 · · · Abn ].

Entrywisely, the (i, j)-entry of AB is given by


m
X
cij = aik bkj = ai1 b1j + ai2 b2j + · · · + aim bmj .
k=1

It is the dot product between row i of A and column j of B.


   
u1 v1
 u2   v2 
• (Dot product). Given vectors u =  .  and v =  .  in Rn , define
   
 ..   .. 
un vn

(u, v) = uT v = u1 v1 + u2 v2 + · · · + un vn = kukkvk cos θ,


p p
where θ is the angle between u and v, kuk = u21 + u22 + · · · + u2n and kvk = v12 + v22 + · · · + vn2 .

Property of Inverse:
• Let A be an n × n matrix and define T : Rn → Rn by T (x) = Ax. The matrix A is invertible if the
function T is invertible. Its inverse is the unique matrix A−1 such that T −1 (x) = A−1 x.
– To show an n × n matrice A is invertible, suffices to find an n × n matrix B such that

AB = BA = In .

• If A is invertible, then the equation Ax = b has a unique solution x = A−1 b.


• Suppose A, B, and A1 , A2 , · · · , Ak are invertible,
– (AB)−1 = B −1 A−1
– (A1 A2 · · · Ak )−1 = A−1 −1 −1
k · · · A2 A1 .
– (Ak )−1 = (A−1 )k .
1 −1
– k ∈ R − {0} implies (kA)−1 = A .
k
T1A/T1B, hmcheungae Math 2121 Tutorial 4 Page 2 of 6

– (A−1 )−1 = A
– (AT )−1 = (A−1 )T .

Property of Transpose:
• Suppose L : Rn → Rm is a linear transformation. There exists a unique linear transformation
LT : Rm → Rn , called the transpose of L, such that (L(u), v) = (u, LT (v)) for all u ∈ Rn and
v ∈ Rm .

The standard matrix of LT is the transpose of the standard matrix of L.


• The transpose of A = [aij ] ∈ Mm×n is AT = [aji ] ∈ Mn×m .
• (A + B)T = AT + B T .
• (AB)T = B T AT .
• (AT )T = A.
• (kA)T = kAT , where k ∈ R.
• If AT = A, then A is said to be a symmetric matrix. e.g.,
 
1 7 3
A = 7 4 −5 .
3 −5 6

Algorithm to find inverse:


Suppose A is an n × n matrix.
• A is invertible if and only if A is row equivalent to I.
• If [A | I] is transformed to [I | B] by applying a sequence of elementary row operations, then A−1 = B.

The Invertible Matrix Theorem:


Suppose A is an n × n matrix, then the following statements are equivalent:
• A is invertible.
• rref(A) = I.
• A has n pivot positions.
• The columns of A forms a linearly independent set.
• The columns of A span Rn .
• The equation Ax = 0 has only the trivial solution.
• For any b ∈ Rn , the equation Ax = b has at least one solution.
• For any b ∈ Rn , the equation Ax = b has a unique solution.
• For any b ∈ Rm , the equation Ax = b has at most one solution.
• The linear transformation x 7→ Ax is one-to-one.
• The linear transformation x 7→ Ax is onto.
• There is an n × n matrix C such that CA = In .
• There is an n × n matrix D such that AD = In .
• The transpose matrix AT is invertible.

Cont.
T1A/T1B, hmcheungae Math 2121 Tutorial 4 Page 3 of 6

Example 1
Given A ∈ Mm×n (R) and B ∈ Mn×p (R), prove that

(AB)T = B T AT .

Answer: It is easy to see that both (AB)T and B T AT have the same size (p × m).
It suffices to show the corresponding elements of both matrices are equal.
Denote Xij the (i, j)-th entry of X. we have

((AB)T )ij = (AB)ji


Xn
= Ajk Bki
k=1
Xn
= Bki Ajk
k=1
Xn
= (B T )ik (AT )kj
k=1
= (B AT )ij
T

The claim follows.

Example 2
Prove that if A and B are n × n symmetric matrices, then

AB is symmetric if and only if A and B commute.

Note that C is symmetric means C T = C, while C and D commute means CD = DC.


Answer:
If AB is symmetric, then AB = (AB)T = B T AT = BA, which means that A and B commute.
Conversely, if A and B commutes, then AB = BA = B T AT = (AB)T , so that AB is symmetric.

Example 3
Let A be an n × n matrix. Prove that
(a) AAT is a symmetric matrix, and
(b) If A is a square matrix, then A + AT is symmetric and A − AT is skew-symmetric.
(c) Show that each square matrix A can be decomposed into the sum of a symmetric matrix and a skew-
symmetric matrix.
Remark:
If AT = A, then A is said to be a symmetric matrix.
If AT = −A, then A is said to be a skew-symmetric matrix.
Answer:

(a) AAT is a symmetric matrix:

(AAT ) = (AT )T AT = AAT .

Cont.
T1A/T1B, hmcheungae Math 2121 Tutorial 4 Page 4 of 6

(b) A + AT is symmetric:
(A + AT )T = AT + (AT )T = AT + A = A + AT .
A − AT is skew-symmetric:
(A − AT )T = AT − (AT )T = AT − A = −(A − AT )

(c) A can be decomposed into the sum of a symmetric matrix and a skew-symmetric matrix:
1  1
A + AT + A − AT .

A=
2 2

Example 4
A square matrix A is said to be nilpotent if Ak = 0 for some positive integer k.
Let N be an n × n nilpotent matrix.
(a) Show that I − N is invertible.
(b) Hence show that every n × n matrix can be written in the form B − N B for some n × n matrix B.
Answer:
Idea:
In order to prove I − N to be invertible, one need to find (I − N )(something) = I = (something)(I − N ).
One only have two matrices I and N in hand. And one only know N k = 0. It is a good indication that
(something) should involve combinations of I and N .
Meanwhile, the identity 1 − xn = (1 − x)(1 + x + x2 + · · · + xn−1 ) you have learnt in high school can be
generalized to the matrix version:
I − X n = (I − X) 1 + X + X 2 + · · · + X n−1 .


(a) Suppose N k = 0 for some k ∈ N, we get


I = I − Nk
= (I − N )(I + N + N 2 + · · · + N k−1 )
= (I + N + N 2 + · · · + N k−1 )(I − N )
Hence N is invertible.
(b) For any given n × n matrix C, there is a n × n matrix B = (I + N + N 2 + · · · + N k−1 )C such that
C = (I − N )(I + N + N 2 + · · · + N k−1 )C = (I − N )B = B − N B.
 
0 a b
Remark: Let us have some example of nilpotent matrix: N = 0 0 c .
0 0 0
One can check
    
0 a b 0 a b 0 0 ac
N 2 = 0 0 c  0 0 c  = 0 0 0  .
0 0 0 0 0 0 0 0 0
And
    
0 0 ac 0 a b 0 0 0
N 3 = N 2 N = 0 0 0  0 0 c  = 0 0 0 .
0 0 0 0 0 0 0 0 0
 
1 −a −b
Then I − N = 0 1 −c is an element in the Heisenberg group.
0 0 1

Cont.
T1A/T1B, hmcheungae Math 2121 Tutorial 4 Page 5 of 6

Example 5
Apply matrix inverse to solve


x+z−w =1

x + y + 2z = 2
.


x + 2y + 2z + 2w = −1
2y + z + 4w = −2

     
1 x 1 0 1 −1
2 y  1 1 2 0 
−1, where x =  z  and A = 1 2 2 2 .
Answer: This is equivalent to Ax =      

−2 w 0 2 1 4
We first find A−1 .
   
1 0 1 −1 1 0 0 0 1 0 1 −1 1 0 0 0
 −  0 1 1 1 −1 1 0 0 
 1 1 2 0 0 1 0 0   
 1 2 2 2 0 0 1 0 →

 0 2 1 3 −1 0 1 0 
0 2 1 4 0 0 0 1 0 2 1 4 0 0 0 1
 
1 0 1 −1 1 0 0 0
 0 1 1 1 −1 1 0 0 

−  0 0 −1 1

1 −2 1 0 
0 0 −1 2 2 −2 0 1
 
1 0 1 −1 1 0 0 0
 0 1 1 1 −1 1 0 0 

−  0 0 −1 1

1 −2 1 0 
0 0 0 1 1 0 −1 1
 
1 0 1 0 2 0 −1 1
 0 1 1 0 −2 1 1 −1 

−  0 0 −1 0 0 −2 2 −1 

0 0 0 1 1 0 −1 1
 
1 0 0 0 2 −2 1 0
 0 1 0 0 −2 −1 3 −2 

−  0 0 −1 0 0 −2 2 −1 

0 0 0 1 1 0 −1 1
 
1 0 0 0 2 −2 1 0
 0 1 0 0 −2 −1 3 −2 

−  
 0 0 1 0 0 2 −2 1 
0 0 0 1 1 0 −1 1

 
2 −2 1 0
−2 −1 3 −2
Hence A−1 =  .
0 2 −2 1 
1 0 −1 1
This implies
        
x 1 2 −2 1 0 1 −3
y  2
  = x = A−1   = 
  −2 −1 3 −2  2  −3
  =  .
z  −1  0 2 −2 1  −1  4 
w −2 1 0 −1 1 −2 0
Therefore, the solution is
(x, y, z, w) = (−3, −3, 4, 0).

Cont.
T1A/T1B, hmcheungae Math 2121 Tutorial 4 Page 6 of 6

Example 6
Let A be an n × n matrix with the property that the homogeneous system Ax = 0 has only the trivial
solution. Then A is invertible (nonsingular).
Equivalently, if A is singular (noninvertible), then the homogeneous system Ax = 0 has a nontrivial
solution.
Answer:
Note that Ax = 0 has only the trivial solution is equivalent to LA is one-to-one, where LA (x) = Ax.
Also, Ax = 0 has only the trivial solution is equivalent to every column of A has a pivot position.
Since A is an n × n matrix, this implies every row of A has a pivot position.
This is equivalent to LA is onto. Therefore, LA is invertible, and hence A is invertible.
By taking contrapositive, we get the last if-then statement.

Example 7
Let B be an n × n skew-symmetric matrix. Then A = In − B is (non-singular) invertible.
Note that C is skew-symmetric iff C T = −C.
[Hint: Use the fact A is invertible iff Ax = 0 has a unique trivial solution;
And consider xT x, x = 0 ⇐⇒ xT x = 0.]
Answer:
Let A = In − B, where B T = −B.
It suffices to show Ax = 0 =⇒ x = 0.
Then (In − B)x = 0 and so x = Bx.
This implies xT x = xT Bx.
Taking transpose of both sides, we get

(xT x)T = (xT Bx)T


xT x = (x)T B T ((x)T )T
xT x = xT (−B)x = −xT x


x1
 x2 
This implies xT x = 0. Let x =  .  and then x21 + x22 + · · · + x2n = 0.
 
 .. 
xn
We get x1 = x2 = · · · = xn = 0, i.e., x = 0.

The End.

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