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Matrices FPM

This document provides an overview of matrices and their applications. It defines what a matrix is, different types of matrices, and matrix operations like addition, multiplication, transpose, determinant, and inverse. It explains how to use matrices to represent and solve systems of linear equations, either through matrix inversion or Gaussian elimination. The key points covered are: - Matrices can represent linear systems of equations and are useful for working with multiple equations and variables. - Common matrix operations include addition, multiplication, and calculating the determinant and inverse. - Systems of linear equations can be converted to a matrix equation and solved using the inverse matrix or Gaussian elimination methods.

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0% found this document useful (0 votes)
99 views23 pages

Matrices FPM

This document provides an overview of matrices and their applications. It defines what a matrix is, different types of matrices, and matrix operations like addition, multiplication, transpose, determinant, and inverse. It explains how to use matrices to represent and solve systems of linear equations, either through matrix inversion or Gaussian elimination. The key points covered are: - Matrices can represent linear systems of equations and are useful for working with multiple equations and variables. - Common matrix operations include addition, multiplication, and calculating the determinant and inverse. - Systems of linear equations can be converted to a matrix equation and solved using the inverse matrix or Gaussian elimination methods.

Uploaded by

Nikhil
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Preparatory Quantitative Methods

Tushar Tanwar
Matrices
Objectives
 Why matrices? Real-life systems tend to have many equations in
many variables. A short-form is needed.
 Matrices are the answer to this requirement.

 Express a linear system using matrices and vectors


 Categorise a matrix as symmetric, triangular, etc
 Perform arithmetic operations on matrices
 Calculate the determinant of a matrix
 Determine the inverse of a square matrix
 Solve linear equations using matrix inversion
 Invert a matrix using Gauss-Jordan elimination
Matrices
 A
  matrix is a rectangular array of numbers between brackets.
 Examples:
 The order of a matrix : (numbers of) rows × columns
 m × n matrix is called square if m = n
 Notation: A is a matrix; aij is a number(elements of matrix), bi
is a vector element.
 A matrix with one column, i.e., size n × 1, is called a (column)
vector
 A matrix with one row, i.e., size 1 × n, is called a row vector
Special cases
 A matrix M is square of order n if m = n.
M is upper-triangular if aij= 0 for i < j
M is lower-triangular if aij= 0 for i > j
M is diagonal if aij= 0 for i ≠ j
 The unit matrix, I, is a square matrix whose only non-zero
elements are on the diagonal and are equal to one
 All elements of the zero matrix, 0, are equal to zero
Matrix algebra
 Equality : Two matrices are equal if they have the same size
and if their corresponding elements are identical
 aij = bij for i = 1, ..., m; j = 1, ..., n
 Addition/ subtraction
 Two matrices can only be added if they have the same order.
 aij = bij + cij for i = 1, ..., m; j = 1, ..., n
 A matrix is multiplied by a scalar (= a number) by multiplying
each element of the matrix by that scalar
aij = α bij for i = 1, ..., m; j = 1, ..., n
Transpose
 The transpose of A = (aij) is the matrix AT = (aji)
If AT = A, then A is called symmetric
 Example: Compute A + B, A - B, A + 2BT, 2(A + B) where

 Is any of the above a symmetric matrix? Explain(AT)T = A for


any matrix A; ii) (A + B)T = AT + BT
Dot product
 Let a and b be two column vectors with n real elements
 Then the dot product (or, scalar product) of a and b is defined
as
aT b = a · b = a1b1 + a2b2 + a3b3 + · · · + anbn
 Example: Find a.b
Matrix – vector multiplication
 The product of an m × n matrix A and a column vector x of
length n produces a column vector b of length m

 The elements of the vector b are calculated by taking


dot products of the rows of the matrix with the column vector
 Example: A linear system of the form
2x - y = 1
x+y=5
can be represented as Av = b, where
 Find b
Converting Systems of Linear Equations to
Matrices
 Each equation in the system becomes a row.
 Each variable in the system becomes a column.
 If the right hand side is included, it's called an augmented
matrix.
 If the right hand side isn't included, it's called a coefficient
matrix.
 The system of linear equations ...
 x + y - z = 1 3x - 2y + z = 3 4x + y - 2z = 9
 becomes the augmented matrix
Matrix – Matrix multiplication
 The product of an m × n matrix A and an n × p matrix B
produces an m × p matrix C

 number of columns of the first matrix must be equal to the number of rows in
the second matrix
 The product C = (cij) of A with B can be defined using
the familiar dot product of vectors
 Here cij = (Row i of A) . (Column j of B) T = ∑ aik bkj

 Example: A.B
Contrast with numbers
 Matrix

  multiplication is not commutative ABBA
 One side may not even exist, let alone be compared.
Suppose the order of A is 4 x 5 and B is 5 x 3, then
AB is a 4 x 3 matrix but BA does not exist.
 Example:

 AC = AD does not necessarily imply C = D


AB = 0 does not imply A = 0, B = 0 or BA = 0

 Prove : (AB)T = BTAT


Determinant of Matrix
 det A or |A|
 determinant ∆ is a real-valued function on the space of square matrices
 Minors- Given a matrix A, the minor of element aij, denoted as Mij is the
matrix formed by excluding row i and column j

 Cofactor

 Determinant

 for any i
 f

 Points to note:
The determinant det A is equal to zero if
(i) rows or columns of A are multiples of each other,
(ii) rows or columns are linear combinations of each other,
(iii) entire rows or columns are zero;
 if det A = 0 the matrix A is called a singular matrix
det A = det(AT), det(AB) = det(A) det(B).
for the unit matrix I one has det I = 1.
Inverse
 The inverse a−1 of a scalar (=a number) a is defined by
a a−1 = 1.
 For square matrices we use a similar definition: the inverse
A−1 of a n × n matrix A fulfills the relation
AA−1 = I
 The steps to invert any (square) matrix A
1. Calculate the determinant of A. If |A| = 0, then conclude
that there is no inverse for the matrix.
2. Transpose the matrix A to get AT
3. Construct the matrix of cofactors of AT
4. Divide this matrix by |A| to get A-1

 Example
Solving system of equations
 Suppose we have the linear system A x = b, x unknown
Then, if we know the inverse of A, x = A-1b
 Find inverse of

 Interpret the product Bb where b =


System of linear equations
 The system of m linear equations in n variables x 1, x 2, . . ., x n
a11x1 + a12x2 + · · · + a1nx n = b1
a21x1 + a22x2 + · · · + a2nx n = b2
.
am1x1 + am2x2 + · · · + amnxn = bm
can be written as a matrix equation by Ax = b,
Gauss elimination
 For a system Ax = b, construct the “matrix” [A | b]
 Apply row operations as before, across LHS and RHS
Reduce to echelon form and back-substitute
 These permitted operations in Gaussian elimination are
 interchanging two rows.
 multiplying a row with a (non-zero) constant.
 adding a multiple of another row to a row.
 Exercise:
Solve for v in Av = b using matrix inversion as well as
Gauss elimination

A= b=

 [A|b]= r2 -> r2 - 2r1, r3 -> r3 + r1


 r3 -> r3 + r2

 Back-substituting, 1z = 2 => z = 2; -8y -2z = -12 => y = 1


Finally, 2x + y + z = 5 => x = 1
Guass-jordan method
 Gauss-Jordan method - extension of Gauss Elimination
1. Start with [A | I] where I is the identity matrix
2. Reduce this to [U | B] where U is upper-triangular
Note: The operations apply to all entries in a row
3. Now choose row operations that transform U into a
diagonal matrix D. We then obtain [D | C]
4. Divide each row by the diagonal entries to get [I | F]
Here I is an identity matrix
5. F is the inverse of A
Example
 w
Thank You!

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