## ***************************************************

## Define Matrix in R, using matrix() function

A <- matrix(c(1, 2, 3, 4), nrow=2, ncol=2, byrow = TRUE)
# Default is byrow=FALSE
> A
[,1] [,2]
[1,] 1 2
[2,] 3 4
## To enter the matrix elements columnwise, we use
A <- matrix(c(1, 2, 3, 4), nrow=2, ncol=2, byrow = FALSE)
>A
[,1] [,2]
[1,] 1 3
[2,] 2 4
## Rectangular matrix
## rows=3, columns=2
A <- matrix(c(1, 5, 3, 6, 4, 7), nrow=3, ncol=2, byrow = TRUE) # row-wise
>A
[,1] [,2]
[1,] 1 5
[2,] 3 6
[3,] 4 7

A <- matrix(c(1, 5, 3, 6, 4, 7), nrow=3, ncol=2, byrow = FALSE) # column-wise

>A
[,1] [,2]
[1,] 1 6
[2,] 5 4
[3,] 3 7
## rows=2, columns=3
A <- matrix(c(1, 5, 3, 6, 4, 7), nrow=2, ncol=3, byrow = TRUE) # row-wise
> A
[,1] [,2] [,3]
[1,] 1 5 3
[2,] 6 4 7
> B <- matrix(c(1, 5, 3, 6, 4, 7), nrow=2, ncol=3, byrow = FALSE) # column-wise
> B
[,1] [,2] [,3]
[1,] 1 3 4
[2,] 5 6 7

## *********************************************************
## Identity matrix, using diag() function
A <- diag(3) # define identity matrix of order 3x3
> A
[,1] [,2] [,3]
[1,] 1 0 0
[2,] 0 1 0
[3,] 0 0 1
## Diagonal matrix with specified elements
A <- diag(c(1,5,9)) # define diagonal matrix
> A
[,1] [,2] [,3]
[1,] 1 0 0
[2,] 0 5 0
[3,] 0 0 9

## Transpose of A, using t(A)

B <- matrix(c (9 ,8 ,6 ,2 ,7 ,1) ,nrow=2 ,ncol=3, byrow=TRUE)
> B
[,1] [,2] [,3]
[1,] 9 8 6
[2,] 2 7 1
> t(B)
 [,1] [,2]
[1,] 9 2
[2,] 8 7
[3,] 6 1
> A <- matrix(c (9 ,8 ,6 ,2 ,7 ,1) ,nrow=3 ,ncol=2, byrow=TRUE)
> A
[,1] [,2]
[1,] 9 8
[2,] 6 2
[3,] 7 1
> t(A)
[,1] [,2] [,3]
[1,] 9 6 7
[2,] 8 2 1
## verification transpose of transpose will give the original matrix
## Applying transpose function twice
> t(t(A))
[,1] [,2]
[1,] 9 8
[2,] 6 2
[3,] 7 1

## ADDITION and SUBTRACTION

## Define matrices A and B of same order
## Entry of Matrix A
A <- matrix(c(6, 5, 8, 7), nrow=2, ncol=2, byrow = TRUE)
> A
[,1] [,2]
[1,] 6 5
[2,] 8 7
## Entry of Matrix B
B <- matrix(c(1, 2, 3, 4), nrow=2, ncol=2, byrow = TRUE)
> B
[,1] [,2]
[1,] 1 2
[2,] 3 4
## Adding of A and B
> A + B
[,1] [,2]
[1,] 7 7
[2,] 11 11
## Subtraction
> A - B
[,1] [,2]
[1,] 5 3
[2,] 5 3
## MULTIPLICATION A of order m x n and B of order n x p
## R command is A%*%B
## Entry of Matrix A
A <- matrix(c(6, 5, 8, 7), nrow=2, ncol=2, byrow = TRUE)
## Entry of Matrix B
B <- matrix(c(1, 2, 3, 4), nrow=2, ncol=2, byrow = TRUE)
## Multiplication of A with B
A %*% B
[,1] [,2]
[1,] 21 32
[2,] 29 44
B %*% A
B %*% A
[,1] [,2]
[1,] 22 19
[2,] 50 43
## Example: rectangular matrices
A <- matrix(c (1 ,3 ,2 ,2 ,5 ,1) ,nrow=2 ,ncol=3, byrow=TRUE)
> A
[,1] [,2] [,3]
[1,] 1 3 2
[2,] 2 5 1
B <- matrix(c (2 ,1 ,3 ,1 ,5 ,2) ,nrow=3 ,ncol=2, byrow=TRUE)
> B
[,1] [,2]
[1,] 2 1
[2,] 3 1
[3,] 5 2
> A %*% B
[,1] [,2]
[1,] 21 8
[2,] 24 9
## ***********************************************************
## Computation of Determinant, using det() function
A <- matrix(c(1, 2, 3, 4), nrow=2, ncol=2, byrow = TRUE)
det(A)
[1] -2
B <- matrix(c(1, 2, 1, 3, 2, 1, 4, 5, 6), nrow=3, ncol=3, byrow = TRUE)
> det(B)
[1] -14
## ***********************************************************
## Computation of INVERSE, using solve() function
A <- matrix(c(1, 2, 3, 4), nrow=2, ncol=2, byrow = TRUE)
> solve(A)
[,1] [,2]
[1,] -2.0 1.0
[2,] 1.5 -0.5

## verification
inv_A <- solve(A)
> inv_A%*%A
[,1] [,2]
[1,] 1 4.440892e-16
[2,] 0 1.000000e+00

## ********************************************************
## Eigen values and vectors
A <- matrix(c(5, 4, 1, 2), nrow=2, ncol=2, byrow = TRUE)
> A
[,1] [,2]
[1,] 5 4
[2,] 1 2
## Eigen values
eigen(A)$values
[1] 6 1
## Eigen vectors
eigen(A)$vectors
[,1] [,2]
[1,] 0.9701425 -0.7071068
[2,] 0.2425356 0.7071068
> eigen(A) ## values & vectors
$values
[1] 6 1

$vectors
[,1] [,2]
[1,] 0.9701425 -0.7071068
[2,] 0.2425356 0.7071068
## det(A)=product of eigen values
det(A)
[1] 6
## ******************************************
## Solution of linear equations AX=b, using function solve(A, b)
## Example 1
## 2x-y+3z-8, -x+2y+z=4, 3x+y-4z=0
## Enter matrix A
A <- matrix(c(2,-1,3,-1,2,1,3,1,-4), nrow=3, ncol=3, byrow=TRUE)
> A
[,1] [,2] [,3]
[1,] 2 -1 3
[2,] -1 2 1
[3,] 3 1 -4
## Entry of b
b <- c(8,4,0)
solve(A, b)
[1] 2 2 2
## solution x=2, y=2, z=2
## --------------------------------------------
## Example 2
## 2x-y+3z=9, x+y+z=6, x-y+z=2
A <- matrix(c(2,-1,3,1,1,1,1,-1,1), nrow=3, ncol=3, byrow=TRUE)
> A
[,1] [,2] [,3]
[1,] 2 -1 3
[2,] 1 1 1
[3,] 1 -1 1
b <- c(9,6,2)
solve(A, b)
[1] 1 2 3
## solution x=1, y=2, z=3
## --------------------------------------------
## Example 3
## 2x+3y+z=9, x+2y+3z=6, x+y+2z=8
A <- matrix(c(2,3,1,1,2,3,1,1,2), nrow=3, ncol=3, byrow=TRUE)
>A
[,1] [,2] [,3]
[1,] 2 3 1
[2,] 1 2 3
[3,] 1 1 2
b <- c(9, 6, 8)
solve(A, b)
[1] 8.75 -3.25 1.25
## solution x=8.75, y=-3.25, z=1.25
## --------------------------------------------
## Example 4
## x+2y+3z=6, 2x+4y+z=7, 3x+2y+9z=4
A <- matrix(c(1,2,3,2,4,1,3,2,9), nrow=3, ncol=3, byrow=TRUE)
>A
[,1] [,2] [,3]
[1,] 1 2 3
[2,] 2 4 1
[3,] 3 2 9
b <- c(6, 7, 4)
solve(A, b)
[1] -4.0 3.5 1.0

## solution x=-4.0, y=3.5, z=1.0

## --------------------------------------------
## Example 5
## 5x-6y+4z=15, 7x+4y-3z=1, 2x+y+6z=4
A <- matrix(c(5,-6,4,7,4,-3,2,1,6), nrow=3, ncol=3, byrow=TRUE)
b <- c(15, 1, 4)
solve(A, b)
[1] 1.0811456 -1.2553699 0.5155131
## solution x=1.0811456, y=-1.2553699, z=0.5155131
## --------------------------------------------
## Example 6
## x+y+z=6, 9x+2y+3z=10, 6x+2y+4z=1
A <- matrix(c(1,1,1,9,2,3,6,2,4), nrow=3, ncol=3, byrow=TRUE)
> A
[,1] [,2] [,3]
[1,] 1 1 1
[2,] 9 2 3
[3,] 6 2 4
b <- c(6, 10, 1)
solve(A, b)
[1] 0.7 12.2 -6.9
## solution x=0.7, y=12.2, z=-6.9
## *********************************************
##20x+y-2z=17, 3x+20y-z=-18, 2x-3y+20z=25
# Answer x=1, y=-1, z=1
A <- matrix(c(20,1,-2,3,20,-1,2,-3,20), 3, 3, byrow=T)
b <- c(17, -18, 25)
solve(A, b)
## *********************************************************
## x+y+z=10,2 x+y+2 z=17,3 x+2 y+z=17
A <- matrix(c(1,1,2,3,1,-3,2,-3,-5), 3, 3, byrow=T)
b <- c(4, 4, -5)
solve(A, b)
## *********************************************
## x+y+z=10, 2x+y+2z=17, 3x+2y+z=17$
A <- matrix(c(1,1,1,2,1,2,3,2,1), 3, 3, byrow=T)
b <- c(10, 17, 17)
solve(A, b)
##**********************************************
A <- matrix(c(1,1,2,3,1,-3,2,-3,-5), 3, 3, byrow=T)
b <- c(4, 4, -5)
solve(A, b)
# 1.2962963 1.6666667 0.5185185

## *********************************************
## x+y+z=10, 2x+y+2z=17, 3x+2y+z=17
A <- matrix(c(1,1,1,2,1,2,3,2,1), 3, 3, byrow=T)
b <- c(10, 17, 17)
solve(A, b)
# 2 3 5
## *********************************************
## 2x+3y-z=5, 4x+4y-3z=3, 2x-3y+2z=2
A <- matrix(c(2,3,-1,4,4,-3,2,-3,2), 3, 3, byrow=T)
b <- c(5, 3, 2)
solve(A, b)
# 1 2 3
## *********************************************
## 2x+4y+z=2, 3x+2y-2z=-2, x-y+z=6
A <- matrix(c(2,4,1,3,2,-2,1,-1,1), 3, 3, byrow=T)
b <- c(2, -2, 6)
solve(A, b)
# 2.0 -1.2 2.8

## *********************************************
## 5x+2y+z=4, 7x+y-5z=8, 3x+7y-4z=10
A <- matrix(c(5,2,1,7,1,-5,3,7,-4), 3, 3, byrow=T)
b <- c(4, 8, 10)
solve(A, b)
# 0.5903084 0.8281938 -0.6079295

## *********************************************
## 2x+2y+z=12, 3x+2y+2z=8, 5x+10y-8z=10
A <- matrix(c(2,2,1,3,2,2,5,10,-8), 3, 3, byrow=T)
b <- c(12, 8, 10)
solve(A, b)
# -12.750 14.375 8.750

## *********************************************
## 2x-y=0, -x+2y-z=0, -y+2z-u=0, -z+2u=1
A <- matrix(c(2,-1,0,0,-1,2,-1,0, 0,-1,2,-1, 0,0,-1,2), 4, 4, byrow=T)
b <- c(0, 0, 0, 1)
solve(A, b)
# 0.2 0.4 0.6 0.8
## *********************************************
## 2x-3y+z=-1, x+4y+5z=25, 3x-4y+z=2
A <- matrix(c(2,-3,1,1,4,5,3,-4,1), 3, 3, byrow=T)
b <- c(-1, 25, 2)
solve(A, b)
# 8.7 5.7 -1.3
## *********************************************
## 10x+y+z=12, x+10y+z=12, x+y+10z=12
A <- matrix(c(10,1,1,1,10,1,1,1,10), 3, 3, byrow=T)
b <- c(12, 12, 12)
solve(A, b)
# 1 1 1
## *********************************************
## 5x-2y+z=4, 7x+y-5z=8, 3x+7y+4z=10
A <- matrix(c(5,-2,1,7,1,-5,3,7,4), 3, 3, byrow=T)
b <- c(4, 8, 10)
solve(A, b)
# 1.1192661 0.8685015 0.1406728
## *********************************************
## 5x-y+z=10, 2x+4y=12, x+y+5z=-1
A <- matrix(c(1,-1,1,2,4,0,1,1,5), 3, 3, byrow=T)
b <- c(10, 12, -1)
solve(A, b)
# 9.857143 -1.928571 -1.785714
## *********************************************
## 5x+2y+z=12 x+4y+2z=15 x+2y+5z=20
A <- matrix(c(5,2,1,1,4,2,1,2,5), 3, 3, byrow=T)
b <- c(12, 15, 20)
solve(A, b)
# 1 2 3
## *********************************************
## 10x+2y+z=9, 2x+20y-2z=-14, -2x+3y+10z=22
A <- matrix(c(10,2,1,1,20,-2,-2,3,10), 3, 3, byrow=T)
b <- c(9, -14, 22)
solve(A, b)
# 0.7479675 -0.4878049 2.4959350
## *********************************************
## x+y+z=3, 2x-y+3z=16, 3x+y-z=-3
A <- matrix(c(1,1,1,2,-1,3,3,1,-1), 3, 3, byrow=T)
b <- c(3, 16, -3)
solve(A, b)
# 1 -2 4
## *********************************************
## 10x+y+z=12 , 2x+10y+z=13 , 2x+2y+10z=14
A <- matrix(c(10,1,1,2,10,1,2,2,10), 3, 3, byrow=T)
b <- c(12, 13, 14)
solve(A, b)
# 1 1 1
## *********************************************
## x_1+2 x_2+3 x_3=14, 2 x_1+5 x_2+2 x_3=18, 3 x_1+x_2+5 x_3=20
A <- matrix(c(1,2,3,2,5,2,3,1,5), 3, 3, byrow=T)
b <- c(14, 18, 20)
solve(A, b)
# 1 2 3
## *********************************************
## 2x-3y+10z=3 -x+4y+2z=20 5x+2y+z=-12
A <- matrix(c(2,-3,10,-1,4,2,5,2,1), 3, 3, byrow=T)
b <- c(3, 20, -12)
solve(A, b)
# -4 3 2
## *********************************************
## x+y+2z=4, 3x+y-3z=4, 2x-3y-5z=-5
A <- matrix(c(1,1,2,3,1,-3,2,-3,-5), 3, 3, byrow=T)
b <- c(4, 4, -5)
solve(A, b)
# 1.2962963 1.6666667 0.5185185
## *********************************************
2x + y + z -2u= -10
4x + 2z + u =8
3x + 2y + 2z =7
x + 3y + 2z -u=-5
A <- matrix(c(2,1,1,-2,4,0,2,1,3,2,2,0,1,3,2,-1), 4, 4, byrow=T)
b <- c(-10, 8, 7, -5)
solve(A, b)
# 5 6 -10 8
## *********************************************
2x +y -4z +u =4
-4x + 3y + 5z-2u=-10
x -y + z -2u =2
x + y -3z + 2u=-1
A <- matrix(c(2,1,-4,1,-4,3,5,-2,1,-1,1,-2,1,3,-3,2), 4, 4, byrow=T)
b <- c(4, -10, 2, -1)
solve(A, b)
# 0.3636364 -1.2045455 -1.3409091 -0.8863636
## *********************************************
data <- c(2,-1,0,0,-1,2,-1,0,0,-1,2,-1,0,0,-1,2)
A <- matrix(data, 4, 4, byrow=T)
b <- c(0,0,0,1)
solve(A,b)
#0.2 0.4 0.6 0.8
## *********************************************
#Solve the following system of simultaneous equations using matrix methods.
a + 2b + 3c + 4d + 5e = -5
2a + 3b + 4c + 5d + e = 2
3a + 4b + 5c + d + 2e = 5
4a + 5b + c + 2d + 3e = 10
5a + b + 2c + 3d + 4e = 11

data <- c(1,2,3,4,5,2,3,4,5,1,3,4,5,1,2,4,5,1,2,3,5,1,2,3,4)

A <- matrix(data, 5, 5, byrow=T)
b <- c(-5,2,5,10,11)
solve(A,b)
# 3.5066667 0.1066667 -0.6933333 -0.2933333 -1.0933333
## *********************************************
A <- matrix(c (1 ,3 ,3 ,9 ,6 ,5) ,2 ,3)
B <- matrix(c (9 ,8 ,8 ,2 ,9 ,0) ,2 ,3)
rbind(A,B)
rbind(B,A)
cbind(A,B)
cbind(B,A)
A <- matrix(c(0.1, 0.4, 0.3, 0.2,
0.2, 0.1, 0.4, 0.3,
0.3, 0.2, 0.1, 0.4,
0.4, 0.3, 0.2, 0.1),
nrow=4, ncol=4, byrow=T)
A[ ,1]
A[1, ]
A[2,3]
det(A)
solve(A)
Ainv <- solve(A)
# verification
Ainv%*%A
zapsmall(Ainv%*%A)

b <- matrix(c(1, 2, 3, 1), nrow=4, ncol=1, byrow=F)

solve(A,b)

##**************************************************************
A <- matrix(c(13, -4, 2, -4, 11, -2, 2, -2, 8), 3, 3, byrow=TRUE)
eigen(A)
ev <- eigen(A)
# extract components
L <- ev$values
V <- ev$vectors
## Symmetric & positive definite
##Factorization: of A
V %*% diag(L) %*% t(V)
diag(L)
zapsmall(t(V) %*% A %*% V)
## Diagonalization : V diagonalizes A
#diag(L)
zapsmall(t(V) %*% A %*% V)
## Choleski factorization
R <- chol(A) # A=R'R (A real & symmetric)
t(R)%*%R
##**************************************************************