Definition of Matrices
Definition of Matrices
1
Matrix
A = [1 2 3 4 5]
if A = B, then a = 1, b = 0, c = -4 and d = 2.
7
Matrix
Types of matrices
Zero matrix or Null Matrix:
8
Matrix
Types of matrices
A square matrix whose elements aij = 0, for
i > j is called upper triangular, i.e., a11 a12 a1n
0 a22 a2 n
0 0 ann
10
Matrix
Types of matrices
Scalar matrix:
A square diagonal matrix whose diagonal
elements are equal but not unity is called scalar
matrix, i.e.,
11
Matrix
Types of matrices
Identity matrix:
A square matrix whose elements aij = 0, for
i ≠ j and aij = 1, for i = j is called identity
matrix or unit matrx and is denoted by I
1 0 0
Examples of identity matrices: 1 0 and 0 1 0
0 1 0 0 1
Properties: AI = IA = A
12
Matrix
Types of matrices
Transpose matrix:
The matrix obtained by interchanging the
rows and columns of a matrix A is called the
transpose of A (write AT or A/ ).
13
Matrix
Types of matrices
Transpose matrix:
Properties
(AT)T = A and (λA)T = λ AT
(A + B)T = AT + BT
(A - B)T = AT - BT
(AB)T = BT AT
14
Matrix
Types of matrices
Symmetric matrix:
1 2 3
Example:
= A 2 4 −5 is symmetric.
3 −5 6
Properties: AT = A
15
Matrix
Types of matrices
Skew-symmetric matrix:
A square matrix A whose elements aji = - aij for
i ≠ j and aij = 0 for i = j is called skew-symmetric.
0 2 − 1
Example: A = − 2 0 2 is skew-symmetric.
1 − 2 0
Properties: AT = - A
16
Matrix
Types of matrices
Conjugate of a matrix:
17
Matrix
Types of matrices
18
Matrix
Types of matrices
Conjugate of a matrix:
19
Matrix
Types of matrices
20
Matrix
Types of matrices
Hermitian matrices:
21
Matrix
Types of matrices
Skew-Hermitian matrices:
22
Matrix
Types of matrices
Sub-matrices of a matrix (square or
rectangular:
23
Matrix
Types of matrices
Principal submatrices of a matrix:
24
Matrix
Types of matrices
Leading submatrices of a matrix:
25
Matrix
Types of matrices
Determinant of a square matrix:
26
Matrix
Determinants
Determinant of order n
a11 a12 a1n
a a22 a2 n
Determinant of n ×n matrix A = 21
an1 an 2 ann
27
Matrix
Determinants
whose order is n
28
Matrix
Determinants
The following properties are true for
determinants of any order.
1. If every element of a row (column) is zero,
1 2
e.g., =1 × 0 − 2 × 0 = 0 , then |A| = 0.
0 0
determinant of a matrix
2. |AT| = |A|
= that of its transpose
3. |AB| = |A||B|
29
Matrix
Types of matrices
30
Matrix
Algebra of matrices
Addition and subtraction of matrices
Two matrices of the same order are said to
be conformable for addition or subtraction.
Two matrices of different orders cannot be
added or subtracted, e.g.,
1 3 1
2 3 7 2 1 4
1 −1 5
4 7 6
36
Matrix
Algebra of matrices
Matrix multiplication
−1 2
1 2 3
Example: A= , B = 2 3 , Evaluate C = AB.
0 1 4
5 0
Answer: Since order of A is 2 × 3 and order
of B is 3× 2 , i,e conformable for multiplication
AB
−1 2
1 2 3 c21 = 0 × (−1) + 1× 2 + 4 × 5 = 22
0 1 4 2 3
5 0
cont 37
Matrix
Algebra of matrices
Matrix multiplication
c11 = 1 × (−1) + 2 × 2 + 3 × 5 = 18
−1 2 c = 1× 2 + 2 × 3 + 3 × 0 = 8
1 2 3 ⇒ 12
0 1 4 2 3
5 0 c21 = 0 × (−1) + 1 × 2 + 4 × 5 = 22
c22 = 0 × 2 + 1 × 3 + 4 × 0 = 3
−1 2
1 2 3 18 8
C AB
= = 2 =3
0 1 4 5 0 22 3
38
Matrix
Algebra of matrices
Matrix multiplication
In particular, A is a 1 × m matrix and
B is a m × 1 matrix, i.e., b11
b
A = [ a11 a12 ... a1m ] B = 21
bm1
then C = AB is a scalar.
m
C
= ∑a
k =1
b= a11b11 + a12b21 + ... + a1mbm1
1k k 1
39
Matrix
Algebra of matrices
Matrix multiplication
BUT BA is a m × m matrix!
b11 b11a11 b11a12 b11a1m
b b a b a b a
BA = 21
[ a11 a12 ... a1m ] 21 11
21 12
21 1m
bm1 b a b
m1 11 m1 12a b a
m1 1m
So AB ≠ BA in general !
40
Matrix
Algebra of matrices
Properties
Matrices A, B and C are conformable,
A(B + C) = AB + AC
(A + B)C = AC + BC
A(BC) = (AB) C
AB ≠ BA in general
AB = 0 NOT necessarily imply A = 0 or B = 0
AB = AC NOT necessarily imply B = C 41
Matrix
Algebra of matrices
However, if two square matrices A and B
such that AB = BA, then A and B are said to
be commute.
42
Matrix
Algebra of matrices
43
Matrix
Algebra of matrices
44
Matrix
Orthogonal matrix
A matrix A is called orthogonal if AAT = ATA = I,
i.e., AT = A-1
1/ 3 1/ 6 −1/ 2
Example: prove that
= A 1/ 3 −2 / 6 0 is
orthogonal. 1/ 3 1/ 6 1/ 2
1/ 3 1/ 3 1/ 3
Since,
= A 1/ 6
T
−2 / 6 1/ 6 . Hence, AAT = ATA = I.
−1/ 2 0 1/ 2
Can you show the
details?
We’ll see that orthogonal matrix represents a
rotation in fact! 45
Matrix
Algebra of matrices
(AB)-1 = B-1A-1
(AT)T = A and (λA)T = λ AT
(A + B)T = AT + BT
(AB)T = BT AT
46
Matrix
Algebra of matrices
Problem: If A is a square matrix , then
show that A + AT is symmetric and A – AT
is skew-symmetric.
47
Matrix
Algebra of matrices
Problem: If A and B are symmetric (skew-
symmetric ) matrices , then A +B and A – B
are also symmetric.
48
Matrix
Algebra of matrices
Problem: Every square matrix can be
expressed in one and only one way as the
sum of a symmetric and a skew-symmetric
matrix.
Solution: For a square matrix A, we have
A + AT is symmetric and A – AT is skew-
symmetric. Obviously (A + AT ) = P is also
symmetric and ( A – AT ) = Q is also
skew-symmetric. (Cont)
49
Matrix
Algebra of matrices
Clearly A = (A + AT ) + ( A – AT ) = P +Q
which is the sum of symmetric and skew-
symmetric.
Now we are show that this representation
is unique
(Cont)
50
Matrix
Algebra of matrices
Let A=P+Q and A=R+S be two
representation of A with P , R symmetric
and Q , S skew-symmetric
Now from A=R+S , we have = AT =(R+S) T
= RT +S T = R –S
So, P = (A + AT ) = (R+S+R-S)=R
Q = (A -AT ) = (R+S – R +S)= S
Hence the representation is unique
51
Matrix
Algebra of matrices
Problem: If A and B are symmetric
matrices , then show that AB +BA is
symmetric and AB – BA is skew-symmetric.
Proof: Since A and B are symmetric , i,e
A = AT and B =BT .
(AB + B A)T = (AB)T +(BA)T = BT AT +AT BT
= B A +A B= A B+ B A . Hence AB+BA is
symmetric .
(Cont)
52
Matrix
Algebra of matrices
53
Matrix
Determinants
Cofactor of elements
2 2
is 1+ 2
A12 = (−1) =6
3 0 54
Matrix
Determinants
Cofactor of elements
Properties
3
A , when i = j
∑
j =1
aij Aij =
o , when i ≠ j
1 0 1
Proof: Let A = 2 1 2
3 1 0
(Cont)
55
Matrix
Determinants
•Cofactor of elements
1 2 2 2 2 1
A11 = = −2, A12 = − = 6, A13 = = −1
1 0 3 0 3 1
0 1 1 1 1 0
A21 = − = 1, A22 = = −3, A23 = − = −1
1 0 3 0 3 1
0 1 1 1 1 0
A31 = = −1, A32 = − = 0, A33 = =1
1 2 2 2 2 1
(Cont)
56
Matrix
Determinants
•Cofactor of elements(cont)
1 0 1
A = 2 1 2 = 1(0 − 2) − 0(0 − 6) + 1(2 − 3) = − 3
3 1 0
proof
57
Matrix
Determinants
•Cofactor of elements
Example: Find the cofactor matrix of the
1 0 1
matrix A = 2 1 2
3 1 0
Solution:
1 2 2 2 2 1
A11 = = −2, A12 = − = 6, A13 = = −1
1 0 3 0 3 1
(Cont)
58
Matrix
Determinants
•Cofactor of elements(cont)
0 1 1 1 1 0
A21 = − = 1, A22 = = −3, A23 = − = −1
1 0 3 0 3 1
0 1 1 1 1 0
A31 = = −1, A32 = − = 0, A33 = =1
1 2 2 2 2 1
59
Matrix
Determinants
a11 a12
For any 2x2 matrix A=
a21 a22
1 a22 −a12
Its inverse can be written as −1
A = −a
A 21 a11
−1 0
Example: Find the inverse of A=
1 2
The determinant of A is -2
−1 0
Hence, the inverse of A is −1
A =
1/ 2 1/ 2
How to find an inverse for a 3x3 matrix?
60
Determinants of order 3
1 2 3
Consider an example: A = 4 5 6
7 8 9
1 2 3
4 5 1 2 1 2
A = 4 5 6 =3 −6 +9
7 8 7 8 4 5
7 8 9
= 3 ( −3) − 6 ( −6 ) + 9 ( −3) = 0
62
Matrix
Adjoint of a square matrix
Properties
* A(adjA) = (adjA) A = A I
* adjAB = (adjB ) (adjA)
T T
* (adjA) = adj ( A )
63
Matrix
Inverse matrix
If two non singular (i,e A ≠ 0 ) square
matrices A and B such that AB = BA = I, then
B is called the inverse of and is denoted by
the symbol A-1 and is defined by
−1 adjA
A =
A
Properties
−1 T T −1
* (A ) = (A )
−1 −1 −1
* ( AB) = B A
(Cont)
64
Matrix
Inverse matrix
Properties
−1
Pr oof : ( AB) ( AB) =I
⇒ B −1 A−1 ( AB) ( AB) −1 = B −1 A−1 I
−1 −1 −1 −1 −1
⇒ B (( A A) B ) ( AB) = B ( A I )
−1 −1 −1 −1
⇒ B ( IB) ( AB) = B A
−1 −1 −1 −1
⇒ ( B B ) ( AB) = B A
⇒ I ( AB) −1 = B −1 A−1 ⇒ ( AB) −1 = B −1 A−1
65
Matrix
Adjoint of a square matrix(cont)
Example: Find the adjoint matrix of the
matrix
1 2 3
A = 2 3 1
4 3 3
Solution:
3 1 2 1 2 3
A11 = = 6, A12 = − = −2, A13 = = −6
3 3 4 3 4 3
(Cont) 66
Matrix
Adjoint of a square matrix(cont)
0 1 1 1 1 0
A21 = − = 1, A22 = = −3, A23 = − = −1
1 0 3 0 3 1
0 1 1 1 1 0
A31 = = −1, A32 = − = 0, A33 = =1
1 2 2 2 2 1
6 1 − 1
∴ adjA = − 2 − 3 0 Ans.
− 6 − 1 1
67
Matrix
Inverse matrix
1 2 3
Find Cofactor matrix of A = 0 4 5 and find A-1
1 0 6
2 3 1 3 1 2
A21 = = −12 A22 = 3
= A23 =
− 2
=
0 6 1 6 1 0
2 3 1 3 1 2
A31 = = −2 A32 =
− = A33 = 4
−5 =
4 5 0 5 0 4
(Cont) 68
Matrix
Inverse matrix
1 2 3
Hence Cofactor matrix of A = 0 4 5 is then
given by: 1 0 6
24 5 −4
−12 3 2
−2 −5 4
(Cont) 69
Matrix
Inverse matrix
1 2 3
Inverse matrix of A = 0 4 5 is given by:
1 0 6
T
24 5 −4 24 −12 −2
−1 1 1
A = − 12 3 2 = 5 3 −5
A 22
−2 −5 4 −4 2 4
12 11 − 6 11 −1 11
= 5 22 3 22 −5 22
− 2 11 1 11 2 11
70