Chapter 7
Chapter 7
Matrix calculus
is called a matrix. The numbers a11, . . . , amn are the elements of the matrix.
The horizontal lines are called rows or row vectors, and the vertical lines
are called columns or column vectors of the matrix. A matrix with m rows
and n columns is called an m n matrix (read “m by n matrix”).
Matrices will be denoted by capital (upper case) bold-faced letters
A, B, etc., or by a jk , bik , etc., that is, by writing the general element of a
matrix, enclosed in parentheses.
1
In the double-subscript notation for the elements, the first
subscript always denotes the row and the second subscript the column
containing the given element.
c jk a jk b jk j 1, . . . , m & k 1, . . . , n
and is written as
C A B
Transpose of a matrix
Example: if
7
b 7 5 2, then b 5 T
2
2
A real square matrix A a jk is said to be symmetric if it is equal to its
transpose
Matrix Multiplication
a1
a2
A .
and B b , b , . . ., b
1 2 p
.
am
3
a1 b1 a1 b2 . . . a1 bp
a2 b1 a2 b2 . . . a2 bp
C
.
a b a b . . . a b
m 1 m 2 m p
A (BC) (AB)C
A(B C) AB AC
(AB)T BT A T
Matrix division
aR U Ra
R
A ji
a1
a
4
The matrix A is called the adjoint of the matrix a and it is obtained by
ji
The next step to obtain the adjoint of the matrix and therefore the inverse
of the matrix is to form the transpose of a
a1
A ji
5
operation is denoted bya and implies that if the elements of a are
complex numbers, the corresponding elements of a are their
respective complex conjugates. The matrix a is called the conjugate
of a .
the associate of a .
a11x1 . . . a1n xn b1
a21x1 . . . a2 n xn b2
. ... . .
am1 x1 . . . amn xn bm
The aik are given number, which are called the coefficients of the system.
The bi are also given numbers. If the bi are all zero, then the equation is
called a homogeneous system. If at least one bi is not zero, then the
equation is called a nonhomogenous system.
Ax b