Matrices

M. Lutfor Rahman, PhD

Institute of Statistical Research and Training

University of Dhaka
Email: [email protected]
http://www.isrt.ac.bd/lutfor

July 7, 2021

M. Lutfor Rahman, PhD Matrices

Introduction
Suppose that a firm can use two scarce resources to produce two
products, the Alpha model and the Omega model. Table 3.1 states
the resource requirements per unit of each product produced.

Table: 3.1
Alpha Omega
Materials (kg) 4 1
Labour (hrs) 2 3

Stripped of row and column labels, these resource requirements

form a rectangular array with two rows and two columns. This can
be shown as:
 
4 1
2 3
This is an example of 2 × 2 matrix.
M. Lutfor Rahman, PhD Matrices
3.2 Some fundamentals
3.2.1 Labelling of matrices
Matrices are usually identified by an upper-case letter, optionally
underlined or, as shown here, in bold italic. For example, the
matrix of resources might be written as
 
4 1
R=
2 3
3.2.2 Dimensions of matrices
The dimensions are stated as the number of rows times the
number of columns. The dimensions give the order of the matrix.
Thus R is a matrix of order 2 × 2. The matrix:
 
6 3 10
A = 4 3 9 
1 7 2
is of order 3 × 3.
M. Lutfor Rahman, PhD Matrices
3.2 Some fundamentals

3.2.4 Sub-matrices
 
6 3 10 12
4 3 9 −3
H=
1

7 2 5
6 1 π 7
then
 
6 3  
4
  10 12
3 1 7 2  
I =
1
, J= , K =  9 −3 , M= π
7 6 1 π
2 5
6 1

are examples of sub-matrices- obtained by deleting rows and/or

columns of H.

M. Lutfor Rahman, PhD Matrices

3.2 Some fundamentals

3.2.5 The principal diagonal

The principal diagonal (also known as main diagonal or leading
diagonal) of a square matrix consists of the elements in the top-left
to bottom-right diagonal.
 
6 3 10 12
4 3 9 −3
S =
1

7 2 5
6 1 π 7
In the matrix S, the red underlined elements form the principal
diagonal and other elements are off-diagonal.
The sum of the main diagonal elements is called trace. For the
matrix S, the trace T=6+3+2+7=18.

M. Lutfor Rahman, PhD Matrices

3.2 Some fundamentals
3.2.6 Triangular matrices
The following is a lower triangular matrix
 
6 0 0 0
4 3 0 0
L= 1 7 2 0


6 1 π 7
where all the elements of L above the main diagonal must be zero.

The following is a upper triangular matrix

 
5 3 10 12
0 4 9 −3
U= 0 0

3 5
0 0 0 8
where all the elements of U below the main diagonal must be zero.
M. Lutfor Rahman, PhD Matrices
3.2 Some fundamentals
3.2.7 Diagonal matrices
A diagonal matrix is a square matrix in which all the elements
except those on the leading diagonal are zero. For example,
 
2 0 0 0
0 4 0 0
L= 0 0 3 0


0 0 0 8
The following is an example of 4 × 4 identity matrix
 
1 0 0 0
0 1 0 0
I =0 0 1 0


0 0 0 1

where all the diagonal elements are 1 and off-diagonal elements are
0.
M. Lutfor Rahman, PhD Matrices
3.2 Some fundamentals
3.2.8 Zero matrices
 
0 0
0=
0 0
 
0 0 0
03×3 =  0 0 0 
0 0 0

3.2.9 Matrix notation

3.2.10 Equal matrices

3.2.11 Transpose of a matrix

M. Lutfor Rahman, PhD Matrices

3.3 Addition, subtraction and scalar multiplication

Matrix addition
Consider two following matrices A and B
   
1 3 2 1 2 2
A = 4 3 1 , B = 4 0 4
5 1 2 2 1 2

then addition of two matrices will result in matrix C as follows:

 
2 5 4
C = 8 3 5
7 2 4

M. Lutfor Rahman, PhD Matrices

3.3 Addition, subtraction and scalar multiplication

Matrix subtraction
Consider two following matrices A and B
   
1 3 2 1 2 2
A = 4 3 1 , B = 4 0 4
5 1 2 2 1 2

then addition of two matrices will result in matrix C as follows:

 
2 5 4
C = 8 3 5
7 2 4

M. Lutfor Rahman, PhD Matrices

3.3 Addition, subtraction and scalar multiplication

DO EXERCISE 3.3: Problems- 1, 2.

M. Lutfor Rahman, PhD Matrices

3.4 Matrix multiplication

M. Lutfor Rahman, PhD Matrices

Determinant of a matrix

M. Lutfor Rahman, PhD Matrices

Determinant of a matrix

M. Lutfor Rahman, PhD Matrices

Sign table

M. Lutfor Rahman, PhD Matrices

Determinant of a matrix

M. Lutfor Rahman, PhD Matrices

Determinant of a matrix

M. Lutfor Rahman, PhD Matrices

Determinant of a 2 × 2 matrix

M. Lutfor Rahman, PhD Matrices

Determinant of a 2 × 2 matrix

M. Lutfor Rahman, PhD Matrices

Inverse of a matrix

M. Lutfor Rahman, PhD Matrices

Inverse of a matrix

M. Lutfor Rahman, PhD Matrices

3.4 Matrix multiplication

3.5.1 Determinant of a matrix

3.5.2 Adjoint of a matrix

DO EXERCISE 3.5: Problems- 1 (i), (ii); 2(i), (ii); 4(i), (ii).

M. Lutfor Rahman, PhD Matrices

Simultaneous equations

Consider the system:

7x1 + x2 = 34
9x1 + 2x2 = 48

Solve the system by finding the inverse of the coefficient matrix.

M. Lutfor Rahman, PhD Matrices

3.8 Higher order systems: the determinants and the inverse
matrix

Say, a system of linear equations as follows:

a11 x1 + a12 x2 + a13 x3 = b1

a21 x1 + a22 x2 + a23 x3 = b2
a31 x1 + a32 x2 + a33 x3 = b3

In matrix notation,
     
a11 a12 a13 x1 b1
a21 a22 a23  x2  = b2 
a31 a32 a33 x3 b3

⇒ Ax = b

M. Lutfor Rahman, PhD Matrices

3.8 Higher order systems: the determinants and the inverse
matrix

⇒ Ax = b
where
     
a11 a12 a13 x1 b1
A = a21 a22 a23  , x = x2  , b = b2 
a31 a32 a33 x3 b3
A is called coefficient matrix, x is vector of unknowns and b is a
vector of constants.
From Ax = b we can write:

⇒ x = A−1 b

M. Lutfor Rahman, PhD Matrices

3.8 Higher order systems: the determinants and the inverse
matrix

Finding inverse of A

1
A−1 = adj(A)
det(A)
To obtain inverse of A, A−1 , we need determinant of A and adjoint
of A. Further, to obtain determinant of A we need minors and
additionally cofactors for obtaining A−1 . Therefore, we describe
two terms as follows.

M. Lutfor Rahman, PhD Matrices

3.8 Higher order systems: the determinants and the inverse
matrix

If a matrix A is defined as-

 
a11 a12 a13
A = a21 a22 a23 
a31 a32 a33

Minor: A minor is a determinant of submatrix of A. e.g. the minor

associated with a11 , a12 , and a13 respectively are

   
a22 a23  a21 a23 
m11 =
  = a22 a33 −a23 a32 , m12 = 
  = a21 a33 −a23 a31
a32 a33  a31 a33 
 
a21 a22 
m13 =
  = a21 a32 − a22 a31
a31 a32 

M. Lutfor Rahman, PhD Matrices

3.8 Higher order systems: the determinants and the inverse
matrix

 
a11 a12 a13
A = a21 a22 a23 
a31 a32 a33
What are the minors associated with a31 , a32 , and a33 ?

   
a a  a a 
m31 =  .. ..  = a.. a.. − a.. a.. , m32 =  .. ..  = a.. a.. − a.. a..
a.. a.. a.. a..
 
a.. a.. 
m33 =   = a.. a.. − a.. a..
a.. a.. 

M. Lutfor Rahman, PhD Matrices

3.8 Higher order systems: the determinants and the inverse
matrix
If a matrix A is defined as-
 
a11 a12 a13
A = a21 a22 a23 
a31 a32 a33
Cofactor: A cofactor is a signed minor. The cofactors associated
with a11 , a12 , and a13 respectively are

c11 = (−1)1+1 m11

c12 = (−1)1+2 m12
c13 = (−1)1+3 m13
In general the relation between a cofactor and a minor is
cij = (−1)i+j mij
M. Lutfor Rahman, PhD Matrices
3.8 Higher order systems: the determinants and the inverse
matrix
The determinant of A can be obtained by using either minor or
cofactors. For example, the determinant across first row can be
obtained as

det(A) = a11 m11 − a12 m12 + a13 m13

or

det(A) = a11 c11 + a12 c12 + a13 c13

The adjoint of matrix A is the transpose of the matrix of cofactors

as follows
 
c11 c21 c31
adj(A) = c12 c22 c32 
c13 c23 c33
M. Lutfor Rahman, PhD Matrices
3.8 Higher order systems: the determinants and the inverse
matrix

The inverse of matrix A is the scalar product of the reciprocal of

the determinant and the adjoint of matrix A. That is
1
A−1 = adj(A)
|A|
 
c11 c21 c31
1 
⇒ A−1 = c12 c22 c32 
|A|
c13 c23 c33

M. Lutfor Rahman, PhD Matrices

Example: Application of inverse method

Solve the following system of linear equations using inverse method

3x1 + 2x2 + 9x3 = 49

3x1 + x2 + 5x3 = 33
2x1 + x2 + 4x3 = 26

M. Lutfor Rahman, PhD Matrices

3.10 Cramer’s rule

Another way of finding the solution to a system of linear equations

is to use Cramer’s rule, in which the values of xi are found as the
ratios of determinants.
Consider the system:

4x1 + 7x3 = 47
7x1 + 3x2 + 5x3 = 58
4x1 + 2x2 + 3x3 = 35

Solve the system by using Cramer’s rule.

DO Exercises 3:10 Problems: 1, 2.

M. Lutfor Rahman, PhD Matrices