Matrix Mathematics

Errata and Addenda for the Second Edition

Dennis S. Bernstein
[email protected]

January 21, 2015

This document contains an updated list of errata for the second edition of Matrix Mathematics. Please
email me if you discover additional errors, and I will include them in future updates.

1. Page xxxv), line −10: Replace “x ≤ y and x ̸= y do not imply that x < y” with “x ≤≤ y and x ̸= y
do not imply that x << y”.

2. Page 3, line 20: Replace “∪” and “∩” with “∩” and “∪”, respectively.

3. Page 13, Fact 1.7.12, statement i): Delete “⊆ f −1 [f (A)]”.

4. Page 24, Fact 1.10.6: Append “)” to the left hand side of the inequality, and “]” to the right hand
side of the inequality.

5. Page 46, Fact 1.13.10: In the inequality below “In particular,” multiply the right hand side by 27.

6. Page 49, Proof of Fact 1.13.21: Replace “obtuse” with “isosceles”.

7. Page 51, Fact 1.14.5: Replace “(y 2 + z 2 )2 ” with “(y 2 − z 2 )2 ”.

8. Page 55, Fact 1.17.11: Replace “complex” with “real”.

∏
9. Page 61, Fact 1.17.32: For r = 0, define Mr by ( ni=1 xαi i )1/n .

10. Page 67, Fact 1.18.5: Delete the statement beginning with “Now,” and the following statement.

11. Page 68, Fact 1.18.9: Replace the last sentence with: “Furthermore, equality holds if and only if
there exists α ≥ 0 such that either [x1 · · · xn ] = α[y1 · · · yn ] or [y1 · · · yn ] = α[x1 · · · xn ].”.

12. Page 75, Fact 1.20.1: In statements xix) and xx) change “(Re z)2 ” to “2(Re z)2 ”.

13. Page 76, Fact 1.20.2: In xxiii), change “≤” to “=”.

14. Page 83, Fact 1.21.2, statement xxviii): Replace “tan−1 xy

1−xy ” with “tan−1 x+y
1−xy ”.

15. Page 105, Fact 2.5.6: Replace “Fn×m ” with “Fn×n ”.

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16. Page 106, Proof of Proposition 2.5.9: Change the second “≤” to “=”.

17. Page 110, line -2: Change “Fm ” to “Fn ”.

18. Page 123, Fact 2.9.27: In statement i), require “S ⊆ Fm ”.

19. Page 124, Fact 2.9.30: In statement i), delete “⊆ f −1 [f (S)]”.

20. Page 126, Fact 2.10.14, statement iii): Replace “N(A∗ ) ∩ R(B ∗ )” with “N(B ∗ ) ∩ R(A∗ )”.

21. Page 128, Fact 2.10.24: For the two equalities, assume that both x and y are nonzero.

22. Page 131, Fact 2.11.4: In iv) replace the first “=” with “= {0} and”.

23. Page 137, Fact 2.12.8: In ii) change “R“ to “rank”.

24. Page 138, Fact 2.12.18: In the definition of C replace (AT + yxT )k y with (AT + yxT )k−1 y.
1 1
25. Page 154, Fact 2.16.4: Replace “ (det A)(a−y T A−1 x) ” with “ a−y T A−1 x ”.

26. Page 155, Fact 2.16.6: Replace “1T A A

1×n A 1” with “11×n A 1n×1 ”.

27. Page 166, line 6: Replace “nonsingular. Then,” with “nonsingular, then”

28. Page 170, Fact 2.20.11: Replace “18R2 ≤ a2 + b2 + c2 ” with “18rR ≤ a2 + b2 + c2 ”.

29. Page 172, Fact 2.20.13, lines 6 and 12: Replace “ac + bc” with “ac + bd”.

30. Page 175, Fact 2.20.21, line 2: Replace “|[x y z]|” with “| det [x y z]|”.

31. Page 185, Section 3.3, line 2: Replace “Section 11.5” with “Section 11.6”.

32. Page 191, Fact 3.5.9: Change “rank C = r” to “rank C = rank CB = r”.

33. Page 193, Fact 3.7.7: Change “Let A ∈ Rn×n .” to “Let A ∈ Rn×n , and assume that A is symmet-
ric.”.

34. Page 193, Fact 3.7.9: In v) and vi), change “if and only if” to “only if”.

35. Page 194, Fact 3.7.11: Assume that A is skew-Hermitian.

36. Pages 197 and 198, Fact 3.7.28 and Fact 3.7.29: Change “then B̂ and Ĉ are given by” to “then B
and C are given by”.

37. Page 203, Fact 3.10.1: In xliii) replace (xT x)−1 with −(xT x)−1 .

38. Page 215, Fact 3.12.2: Replace “only if” with “only if A is semisimple and”.

39. Page 219, Fact 3.12.25: Change “There exist α, β ∈ F” to “There exist nonzero α, β ∈ F”.

40. Page 220, Fact 3.12.28: Change “there exist α, β ∈ F” to “there exist nonzero α, β ∈ F”, and
change “for all α, β ∈ F” to “for all nonzero α, β ∈ F”.

41. Page 221, Fact 3.12.28: Replace vi) and vii) with the statements:

vi) R(A) and R(B) are complementary subspaces, and R(A∗ ) and R(B ∗ ) are complementary sub-
spaces.

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 vii) R(A) and R(B) are complementary subspaces, and N(A) and N(B) are complementary sub-
spaces.

42. Page 227, Fact 3.13.19: In statement iii) replace “=” with “⊆”.

43. Page 227, Fact 3.13.20: The solution to the problem is yes.

44. Page 231, Fact 3.16.5: Change “p. 114” to “p. 215”.

45. Page 236, Fact 3.18.10: Delete “Toeplitz”.

46. Page 237, Fact 3.19.1: In statement ii), change A to A−1 .

47. Page 248: Replace “c2 + c2 ” with “c2 + d2 ”.

48. Page 272, line -4: Change “n = 1” to “i = 1”.

49. Page 276, Fact 4.8.2, line -5: Change “β3 ” to “βn−3 ”.

50. Page 276, Fact 4.8.2, line -2: Change “Fact 1.17.11” to “Fact 1.17.10”.

51. Page 300, Fact 4.11.5: Change “perturbation” to “permutation” twice.

Lk+1 Lk+1
52. Page 304, line 8: Replace “ Lk ” with “limk→∞ Lk ”.

53. Page 306, Fact 4.11.19: Change “[174, p. 27]” to “[186, p. 27]”.

54. Page 306, Fact 4.11.22: Change “x > 0 and y > 0” to “x >> 0 and y >> 0”.

55. Page 320, proof of Proposition 5.4.6: Replace S by Ŝ, diag(B1 , 0, −B2 ) by diag(−B1 , 0, B2 ),
Iν− (A) by −Iν− (A), and −Iν+ (A) by Iν+ (A).

56. Page 328, replace (5.6.9) by: {σ1 , . . . , σn }ms = {|λ1 (A)|, . . . , |λn (A)|}ms .

57. Page 333, Proposition 5.7.4: Change “hold” to “are equivalent”.

58. Page 337, Fact 5.8.18: Delete “, and assume that S is nonsingular”.
√
59. Page 338, Fact 5.9.2: Change “min {|a|, |b|}” to “ a2 + b2 ”.

60. Page 342, Fact 5.9.26: Change “mspec(In ) = − mspec(In )” to “mspec(Iˆn ) = − mspec(Iˆn )”.

61. Page 342, Fact 5.9.27: Change the (1,2) block of S to I.

62. Page 342, Fact 5.9.30: Change “Fn×m ” to “Fn×n ”.

63. Page 347, Fact 5.10.13: Change “an orthogonal matrix” to “a projector”.

64. Page 355, Fact 5.11.24: Delete the last sentence.

65. Page 355, Fact 5.11.25: Delete the left-hand inequalities in the first two strings.

66. Page 365, Fact 5.12.13: Assume B ∈ Fm×m and replace “σi (B)” by “σi2 (B)”

67. Page 393, Fact 5.18.5: Change “S = (AA∗ )−1/2 A” to “S = A(A∗ A)−1/2 ”.

68. Page 394, Fact 5.18.8: Can omit “assume that A is nonsingular”

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69. Page 399, Fact 6.1.6: In xxx), change “orthogonal” to “ unitary”.

70. Page 404, Fact 6.3.6: Change “Let A ∈ Fn×m ” to “Let n ≥ 2, let A ∈ Fn×n .

71. Page 411, Fact 6.3.33: Change “(A − I)∗ = (A − I)+ ” to “(A − I)# = (A − I)+ ”.

72. Page 412, Fact 6.4.2: Change “Finally,” to “Finally, assume that A does not have full rank. Then,”.

73. Page 419, Fact 6.4.38: Change “A∗ B“ to “AB ∗ .”

74. Page 423, Fact 6.5.5: Change “and assume” to “and assume that A is Hermitian and”.

75. Page 424, Fact 6.5.8: Change “rank(D − B ∗ A+ B)” to “rank(C − B ∗ A+ B)”.

76. Page 431, Fact 6.6.3: Delete “AB = 0”.

77. Page 435, Fact 6.6.13: Change “BA is nonsingular” to “CB is nonsingular”.

78. Page 447, Fact 7.4.23: Change “Il×l ” to Il , and change “In×n to In ”.

79. Page 452, Fact 7.5.13: Change “A, D” to “A, C” and change “C, B” to “B, D”

80. Page 452, Fact 7.5.17: Change “A(k) B (k) ” to ‘A(n) B (n) ”.

81. Page 456, Fact 7.6.11: Change “x1 , . . . , xn ∈ Rn ” to “x1 , . . . , xn ∈ R”.

82. Page 463, Proposition 8.2.7: In v) change “β0 , . . . , βn−1 ≥ 0” to “(−1)n−i βi ≥ 0.”

83. Page 466, proof of Corollary 8.3.7, line 2: Replace “R” by “F”.

84. Page 473, Lemma 8.5.1: Change “λnr ” to “λr ”; change “µnr ” to “µr ”; and change “λr ∈ R” to
“µr ∈ R”.

85. Page 488, Fact 8.7.8: Delete “and for S ⊆ {1, . . . , n}” and change “inclusions” to “inequalities”.

86. Page 502, Fact 8.10.13: Assume that A ◦ I is positive definite.

87. Page 505, Fact 8.10.29: Assume that S is nonsingular.

88. Page 505, Fact 8.10.30 and Fact 8.10.31: Change “Hn×n ” to “Hn ”.

89. Page 520, Fact 8.11.23: Change “A∗ = IA ˜ to “B ∗ = IB

˜ I” ˜ I”.
˜

90. Page 520, Fact 8.11.24: Change “A∗ IA ˜ to “B ∗ IB

˜ = I” ˜ = I”.
˜

91. Page 522, Fact 8.11.31: Change “A∗32 ” to “A∗23 ”.

92. Page 524, Fact 8.12.8: Delete “tr AB ≤”.

93. Page 534, Fact 8.13.4: Change “A + B” on the left hand side to “B”

94. Page 526, Fact 8.12.15: The upper left inequality of the Problem is false.

95. Page 534, Fact 8.13.4: Change “and assume that A is positive semidefinite” to “assume that A is
positive semidefinite, and assume that B is skew Hermitian.” Also, on the left hand side of the first
inequality, replace “A + B” with “B”.

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 96. Page 535, Fact 8.13.7: Change “det(A + ȷB)” to “| det(A + ȷB)|”.

97. Page 541, Fact 8.13.38: Change “and let S ⊆ {1, . . . , n}” to “and assume that A is positive semidef-
inite”

98. Page 541, Fact 8.13.39: Reverse the second inequality in the first string.

99. Page 543, Fact 8.13.43: Change “det A ≤ det Ô to “det A ≤ det Ãn ”.

100. Page 547, Fact 8.14.8: Change the second instance of “λmin ” to “λmax ”.

101. Page 553, Fact 8.15.21: Change “Rn ” to “Fn ” and change ”min” to “max”.

102. Page 559, Fact 8.18.1: Append “where λ2 ≤ λ1 ” to the first sentence.

103. Page 561, Fact 8.18.6: Change “σi (A)” to “rσi (A)”

104. Page 563, Fact 8.18.15: Change “λi ” to “λi (A)” twice.

105. Page 565, Fact 8.19.5: Change “λi [f (αA + (1 − α)B)] ≤ αλi [f (A)] + (1 − α)λi [f (B)].” to
“λi [f (αA + (1 − α)B)] ≤ λi [αf (A) + (1 − α)f (B)].”.

106. Page 566, Fact 8.19.7: Multiply the left hand sides of the third and fourth strings by 1/2

107. Page 568, Fact 8.19.14: The answer to the problem is “yes”.

108. Page 572, Fact 8.19.24: Change “spec(A)” to “spec(AB)”.

109. Page 578, Fact 8.21.4: Delete “1/2” on the right-hand side of the equation.

110. Page 578, Fact 8.21.5: In the definition of S, change “⟨A⟩” to “⟨A∗ ⟩”. Also, change “⟨A⟩AA+⟨A⟩”
to “⟨A∗ ⟩AA+⟨A∗ ⟩”.

111. Page 585, Fact 8.22.4: Change “1 ∈ spec(A ◦ A−1 )” to “1 ∈ spec(A ◦ A−T )”.

112. Page 590, Fact 8.22.29: Change “Hermitian” to “positive semidefinite”.

113. Page 611, Corollary 9.4.12: Change “A ∈ Fm×l ” to “B ∈ Fm×l ”.

114. Page 617, Corollary 9.6.9: Assume that n ≤ m.

115. Page 618, Fact 9.7.4: In v), change the second “+” to “−”.

116. Page 622, Fact 9.7.11: Change “α = 2” to “α = 1”.

117. Page 625, Fact 9.7.21: In the second string, change the fifth “+” to “−”. In the last string, change
the last “+” to “−”.

118. Page 636, Fact 9.9.5: Change “A ≤ B” to “−B ≤ A ≤ B”.

119. Page 642, Fact 9.9.31: Change “λi (A)” to “λi ”, and change “λj (A)” to “λj ”

120. Page 643, Fact 9.9.35: Change all ∥ · ∥ to ∥ · ∥σp

121. Page 658, Fact 9.12.8: Change λj to µj

122. Page 659, Fact 9.12.10: Delete the second remark.

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123. Page 663, Fact 9.13.18: Change the upper limit of the last summation to n
△
124. Page 665, Fact 9.14.3: Define r = min {m, n}.
125. Page 667, Fact 9.14.11: In statement iii), change “H” to “A”.
126. Page 671, Fact 9.14.27: Replace “A, B ∈ Fn×m ” by “A ∈ Fn×m and B ∈ Fm×n ”
127. Page 702, Fact 10.12.6: Change “2sB” to “2sB 2 ”.
128. Page 731, first displayed equation: Change “x∗ [(ȷωI” to “ − x∗ [(ȷωI”.
129. Page 742, Fact 11.12.1: In vii), change “-” to “+”.
130. Page 773, Fact 11.18.34: Replace the equations with
∫ ∞ ∫ ∞
(ȷωI − A)−1 dω = πI, (ω 2I + A2 )−1 dω = −πA−1,
−∞ −∞
∫ ∞
−1
(A ⊕ A)−1 = (−ȷωI − A)−1 ⊗ (ȷωI − A)−1 dω.
2π −∞

131. Page 779, Fact 11.20.8: In the 4th inequality, replace “maxi=1,...,n−1 ” with “maxi=0,...,n−1 ”.
132. Page 798, line 3: Change “(12.1.20)” to “(12.1.19)”.
133. Page 809, 6 lines above (12.6.5): Change “η T ” to “η”.
134. Page 809, 2 lines above (12.6.5): Change “m × nm” to “n × nm”
135. Page 813, Proposition 12.6.14: Change “K ∈ Rn×m ” to “K ∈ Rm×n ”. Also, the proof is missing
a change of basis transformation.
136. Page 813: A1 ∈ Rq×q and Bk ∈ Fq×m . In line −4, replace A by AT .
137. Page 821, Line 6 of the proof of Proposition 12.8.5: Change “Proposition 12.5.3” to “Proposition
12.8.3”.
138. Page 823, Proof of Proposition 12.9.3: In the matrix at the bottom of the page, the entries below the
sub-anti-diagonal are incorrect.
139. Page 824, Line 2: Multiply the 2 × 2 matrix with 1’s on the diagonal by −1.
140. Page 824: Proposition 12.9.7: Change “A ∈ Rn̂×n̂ ” to “Â ∈ Rn̂×n̂ ”.
△ △
141. Page 825: Corollary 12.9.9: Define Sc = [O(A, C)]−1 O(Ac , Cc ) and So = [O(A, C)]−1 O(Ao , Co ).
142. Page 831, line 2: Change “Szeros” to “mSzeros”.
143. Page 840, line −3: Change “G2 + G2 ” to “G1 + G2 ”.
144. Page 840, lines 6 and 7: Change to
≤ ∥G1∥2H2 + ∥G2 ∥2H2 + 2[tr(C1Q12 Q−1 T T T 1/2
2 Q12 C1 ) tr(C2 Q2 C2 )]

≤ ∥G1∥2H2 + ∥G2 ∥2H2 + 2[tr(C1Q1 C1T ) tr(C2 Q2 C2T )]1/2

(1)

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145. Page 842, line above (12.12.7): Change “+ȷ cos ϕ0 ” to “−ȷ cos ϕ0 ”.

146. Page 842, one line above (12.12.8): Delete “Re”.

147. Page 851, lines −1 and −2: Interchange −1 and 1.

148. Page 852, Example 12.16.8:

√ Change the 4th√sentence to: “The corresponding closed-loop dynamics
matrices are à = 1/ R2 > 0 and à = −1/ R2 < 0.”

149. Page 852, line −2: Change “P4 ” to “P1 ”.

150. Page 855, proof of Theorem 12.17.2: Change “Corollary 12.8.6” to “Corollary 12.5.6”.

151. Page 858, line 8: Change “Z ∈ Rn×n ” to “Z ∈ R2n×2n ”.

152. Page 858, line −6: Change “xT M21 ” to “xT M21
T ”.

153. Page 859, line 4: Change “λZ” to “λx”.

154. Page 859, Section 12.18: Change the first paragraph to “In this section we consider the existence
of the maximal solution of (12.16.4). Example 12.6.3 shows that (12.16.4) may not have a maximal
solution.”

155. Page 873, Fact 12.22.8: In the realization of [I + GM ]−1 , change “B” to “BM ”.