Engineering Mathematics: Matrix Concepts
Engineering Mathematics: Matrix Concepts
This subject is of extreme importance in engineering problems, since a great many physical
phenomena are expressed in terms of linear differential equations. By appropriate
transformations the solution of a set of linear differential equations with constant coefficients
can be reduced to a set of linear algebraic equations which can be solved by using matrix
algebra.J. J. Sylvester was the first to use the word matrix in 1850 and later on in 1858 Arthur
Cayley has discussed this subject in detail. Matrix is used by Economists in the study of inter-
industry economies, input-output tables. Statisticians use matrix theory to study design of
experiments and multivariate analysis. Its study is helpful in electrical and communication
engineering.
The individual entries in the matrix are called its elements; the quantity aij in the above matrix
is the element in the ith row and jth column. The subscripts used to indicate the elements will
always denote the row first and the column second. A matrix may be represented by the
symbol (aij), || aij|| or by a single letter A. If the number of rows of a matrix is the same as
number of columns, it is said to be a square matrix i.e. m = n.
Matrices are classified by the properties of their elements aij which are pure numbers
(complex or real), when rows and columns are interchanged or according to their behaviour
when two of the matrices are added or multiplied under special rules.
If the number of rows and columns of a matrix A are equal to n, then such a matrix is
called a square matrix of order n, or simply a matrix of order n and written as
a a12 ....a1n
11
a21 a22 ....a2 n
A [aij ]nn (2)
.......................
an1 an 2 ....ann
When there is only one row so that m = 1, the matrix is termed as a vector of the first
kind or a prime. As an example, we have
On the other hand a matrix of a single column of n elements will be called a vector of second
kind or a point.
As an example, we have
c11
c 21
C1 c31 (4)
c n1
Those elements aij of any matrix [aij] are called diagonalelements for which i = j. The line
along which the above elements lie is called Principal diagonal or the diagonalof the matrix.
A square matrix in which all elements except those in the diagonal are zero is known
2 0 0
as diagonal matrix. For example 0 3 0 is a 3- rowed diagonal matrix. The sum
0 0 7
of the diagonal elements of a square matrix is called the trace ofthe matrix. If all elements of
4 0 0
a diagonal matrix are equal, then it is called scalar matrix. For example, 0 4 0
0 0 4
is a scalar matrix.
The unit matrix or identity matrix of order n is defined to be the diagonal matrix of order n in
which all diagonal elements are 1 i.e. aii = 1 for all i. It is denoted by Un or In or simply by U
or I. Unit matrix of order 3 is given by
1 0 0
I 3 0 1 0
0 0 1 33
If aij= aji for all i and j in a square matrix [ aij], then it is said to be symmetric matrix. A
symmetrical matrix of order 3 is given by
1 2 3
2 4 5
3 5 6 33
If aij = - aji for all unequal i and j but all the elements are not zero, then that square matrix is
called a skew matrix.
If aij= - aji for all i and j so that all aii = 0, then square matrix is called skew-symmetric
matrix. Examples of these two types of square matrices of order 3 are respectively given
below:
1 2 3 0 2 3
2 4 5 and 2 0 5
3 5 6 33 3 5 0 33
A square matrix A = [aij] is called an upper triangular matrix if aij = 0 whenever i >j. Thus, in
upper triangular matrix all the elements below the principal diagonal are zero. For example,
1 2 4 2
0 2 4 5
3 1 5 0
A and B 1 2
0 0 4 3
0 0 4
0 0 0 6
A square matrix A = [aij] is called a lower triangular matrix if aij = 0 whenever i <j. Thus in a
lower triangular matrix all the elements above principal diagonal are zero. For example,
1 0 0 0
2 1 0
0 2 0
A and B
4 2 3 0 4 3
5 4 3 4
The m × n matrix whose elements are all 0 is called null matrix ( zero matrix) of order m × n.
It is usually denoted by 0 or 0m,n. For example,
0 0 0 0 0 0 0
0 0 0 0 and 0 0 0
0 0 0 0 34 0 0 0 33
(x) Sub-matrix
A matrix which is obtained from a given matrix by deleting any number of rows or columns
4 5
is called a sub-matrix of the given matrix. For example is a sub-matrix of the matrix
5 6
given in (v).
Transpose of Matrices
a a21
a a12 a13 11
11 a12 a22
a21 a22 a23
a13 a32
For a symmetrical matrixA = [aij] , we have
A [aij ] [ a ji ] [ aij ] A
Equality of Matrices
From the definition of the matrix, it is clear that a matrix is merely a square or rectangular
array of quantities. By defining certain rules of operations, a certain algebra may be
developed that has similarity to ordinary algebra but operations are performed on the
elements of the matrices. In matrix algebra two matrices A and B of the same order are said
to be equal if and only if their corresponding elements are identical. Then, we have
A=B
Hence, the relation of equality in the set of all matrices is an equivalence relation.
Remark: The values of two determinants can be equal though they are of different order but
it is not so for matrices.
A + B = C,
D = A- B,
provided that D is of the same order as A and B and its typical element dij is given by
A + O = O + A = A.
A + (-A) = O.
(v) Let A be a square matrix of order n, then
(A- A ) = [aij - aji] and A A = [aji- aij] = - [aij - aji] = - (A - A ).
THEOREM 1 Any square matrix can be uniquely written as the sum of a symmetric matrix
and a skew-symmetric matrix.
1 1 (7)
A ( A A' ) ( A A' )
2 2
According to the properties (v) and (vi) the first part and second part of the right hand side of
Eq.(7) are respectively symmetric and skew-symmetric. For uniqueness, we take
A = P + Q, (i)
A P Q P Q (ii)
1
P A A and Q 1 A A
2 2
This shows that the representation given in eq. (7) is unique. Hence the theorem is proved.
Multiplication of Matrices
(i) Scalar multiplication
Multiplication of a matrix by a scalar k results in a new matrix B defined by
k A = B,
Thus the multiplication of a matrix by a scalar quantity yields a new matrix whose elements
are obtained by multiplying the elements of the original matrix by the scalar multiplier. This
is not true for a determinant in which k multiplies only a single row or a single column. This
is demonstrated below for a square matrix of order 2×2. For a matrix A, A 2 4
we
6 5
have 6A= 12 24
but for a determinant
36 30
2 4 12 24 2 4 12 4 2 24
|A| , 6 |A| .
6 5 6 5 36 30 36 5 6 30
Two matrices can be multiplied only when the number of columns of the first is equal to the
number of rows of the second. Matrices that satisfy this condition are termed as conformable
matrices. Let A = [aij]m×p and B = [bij]p×n be two conformable matrices, then their product is a
matrix C = [cij]m×n such that
p
cij
k 1
ai k bk j .
C = AB
In the product AB, the matrix A is called the pre-factor and B is called post factor. Also we
say that the matrix A has been post-multiplied by B and the matrix B has been pre-multiplied
by A. As an example, let us consider the multiplication of the matrices A and B given below:
a11b11 a12 b21 a13 b31 a11b12 a12 b22 a13 b32
AB= a 21 b11 a 22 b21 a 23 b31 a 21b12 a 22 b22 a 23 b32
a31b11 a32 b21 a33 b31 a31b12 a32 b22 a33 b32
3 1
2 1 3 1
A , B 2
1 2 1
1 1
Solution
2.3 ( 1) .1 3 .( 1) 2. ( 1) ( 1) . 2 3.1 2 1
AB .
1.3 ( 2) .1 ( 1) .( 1) 1. ( 1) ( 2) .2 ( 1).1 2 6
It may be noted that A is a 2×3 matrix and B is 3×2 matrix. Therefore the product can be
formed, and the result is a 2×2 matrix. The product BA can also be formed, the result being
3×3 matrix. It is clear that AB BA, since AB is a 2×2 matrix and BA is a 3×3 matrix. In
general, multiplication of matrices is not commutative. This is true even for square matrices.
Another example
4 4 1 1 0 0
If A and B , then AB
3 3 1 1 0 0
1 1 4 4 1 1
BA 0.
1 1 3 3 1 1
Hence AB BA.
Example 2 (a) Show that the product of two given matrices can be zero without either of the
matrices being a zero matrix.
0 c b a 2 ab ac
A c 0 a , B ab b2 bc
b a 0 ac bc c 2
1 1 1 1
A ,B , then
3 3 1 1
0 0 0
0 0 0
0 0 0
A (B+C) = AB + AC,
(iii) The multiplication of matrices is not always commutative. This has been discussed in
detail earlier and there is no general proof.
(iv) The equation AB = 0 does not necessarily imply that at least one of the matrices must
be zero. This has been illustrated earlier and there is no general proof.
(v) Positive power of a square matrix: The product AA is defined only when A is a square
matrix of order n. We shall denote it as A2. Similarly
Am An = Am+n .
THEOREM 2 When a matrix product is transposed, then the order of the matrices forming
the product is reversed.
That is
and similarly
A In = In A = A. (8)
Thus unit matrix plays the same role in matrix algebra that number 1 does in ordinary scalar
algebra.
Let A = [aij]n×n be a square matrix given by Eq. (2) and Aij be the cofactor of the element aij in
the determinant |A| of the matrix. Then the transpose C ' of the matrix C = [Aij]n×n i.e.
C ' [ A ji ]nn is called the adjointof A and is denoted Adj. A.
2 4 3
A 1 2 2
3 3 2
2 4 3 2 1 2
C 1 13 18 and C' 4
13 7 .
2 7 8 3 18 8
The matrix C' is adj A.
where |A| is the determinant of the matrix A and In is the n-rowed unit matrix.
This theorem states that the matrix A and adj A are commutative, and their product is a scalar
matrix, every diagonal element of which is |A|.
A matrix is said to be singularif its determinant is zero i.e. |A|=0, and hence in this case all
elements of A (adj A) and (adj A) A will be zero and hence the null matrix. If |A| ≠ 0, then A is
said to be non-singular matrix.
Corollary 2 It clearly follows from Eq. (10) that |A| |adj A | = |A|n = | adj A| |A|
Inverse of Matrix
Definition If A be any square matrix of order n, then a matrix B, if it exists, such that
AB = BA = In (12)
is called inverseof A. The matrix B is also a square matrix of order n. The matrix B will exist
only when A is a non-singular matrix i.e. |A| 0. If we divide the relation (10) by |A| and
compare it with Eq. (12) ,we observe that
(adjA)
B . (13)
|A|
The matrix B is written as [Link] the Eq. (12), it is obvious that A=B-1. Matrices A and B
and called reciprocalof each other. The inverse of A possesses the following properties:
AB = CD,
A-1AB = A-1CD
or B = A-1CD.
THEOREM 4 When inverse of a product of matrices is taken, the order of the product is
reversed.
(iv) Negative Powers: If A is a non-singular matrix then the negative powers of A are
defined by raising the power of inverse matrix of A i.e. A-1 to positive powers. That is
(v) The operations of transposing and inversing are commutative: Let A be a square
matrix of order n, then we have
AA-1 = A-1A= I.
a11 a12
A .
a21 a22
a a12 1 a a12
adj A
22
, A1 22 (18)
a21 a11 (a11 a22 a12 a21 ) a21 a11
1 0 2
A 2 1 0
3 2 1
1 4 2
adj A 2 5 4
1 2 1
1
A1 adj A
3
1 4 2
3
1 0 2 3 3 1 0 0
AA 1
2 1 0 2
5 4
0 1 0 = I3.
3 3 3
3 2 1 0 0 1
1
2 1
3 3 3
Ak+1 = A (19)
where k is a positive integer. If k is the least positive integer for which this relation holds
good, then k is called the period of A. If k = 1, then we get
A2=A (20)
Some results
We have
= I – A- A+A = I-A.
AB = A (I-A) = AI – A2 = A-A = 0
Similarly BA = 0.
(c) If A and B are square matrices of order n and AB = A and BA = B then A and B are
idempotent, we have A2 = A.A=ABA = A (BA) = AB=A
and B2 = BAB = BA = B.
Example 1 If A is a diagonal matrix of order 3, find the condition that A is idempotent.
d 0 0 d12 0 0
1
Let A = 0 d2 0 , then A2 0 d 22 0
0 0 d3 0 0 d 32
2 3 5
Example 2 Show that A 1 4 5 is idempotent .
1 3 4
2 3 5 2 3 5
Solution We have A 1
2
4 5 1
4 5
1 3 4 1 3 4
2.2 (3). (1) 5.1 2.(3) (3). 4 (3). (5) 2. (5) (3).5 (5).(4)
(1).2 4.(1) 5.1 (1). (3) 4.4 5. (3) (1).(5) 4.5 5. (4)
1.2 (3). (1) (4) .1 1.(3) (3).4 (4) .(3) 1.(5) (3).5 (4).(4)
2 3 5
1 4 5 A .
1 3 4
Hence A is idempotent.
(ii)Involutory matrix: A square matrix A is called involutoryif
A2 = I. (21)
A2 = I2 = I.
5 8 0
Example Show that A 3 5 0 is involuntary.
1 2 1
5 8 0 5 8 0
A 3
2
5 0 3
5 0
1 2 1 1 2 1
(iii) Nilpotent matrix: A square matrix A is called nilpotent matrix of order (index) m,
provided it satisfies the relation
ab b2
Example 1 Show that 2 is a nilpotent matrix of order 2.
a ab
SolutionWe have
a 2 b 2 a 2b 2 ab 3 ab 3 0 0
A 3
2
0.
a b a b
3
a 2 b 2 a 2 b 2 0 0
1 1 3
Example 2 Show that A 5 2 6 is nilpotent matrix of index 3.
2 1 3
0 0 0
SolutionWe have A 3
2
3 9
1 1 3
0 0 0
and A 0
3
0 0 .
0 0 0
(iv) Conjugate of a matrix : If A =[aij] is a given matrix, then the matrix obtained by
replacing all the elements by their conjugate complex is called the conjugate of matrix A and
is denoted by A [aij ] , (23)
1 i 4i 3 4i
A
4 3i 1 i
1 i 4i 3 4i
then A . (i)
4 3i 1 i
A A . (24)
(b) Conjugate of the sum of two matrices is sum of their conjugates i.e.
A B A B .
(c) The conjugate of the product of two matrices is the product of their conjugate in the
same order i.e.
AB A B .
(d)The transpose of the conjugate of a matrix is equal to the conjugate of the transpose of the
matrix A i.e. A ' A' . (25)
The transpose of the conjugate of the matrix A is called tranjugate of A and is denoted
(v) Hermitian and skew – Hermitian matrices: A square matrix A = [aij] is called
Hermitianif every i-j th element of A is equal to the conjugate complex of j-i th element
of A i.e.
aij= a ji .
A = ( A ) ' Aθ . (26)
A square matrix A = [aij] is called a skew- Hermitian if i-jth element of A is equal to negative
conjugate complex of j-ith element of A i.e.
aij= - a ji .
A = - Aθ. (27)
l a ib c id
a ib m x iy
c id x iy n
il a ib c id
a ib im x iy
c id x iy 0
2 i 3 1 3i
Example 3 If A= .
5 i 4 2 i
It may be observed that A is 2×3 matrix and Aθ is 3×2 matrix, hence pre-multiplication of A
by Aθ is conformable and resulting matrix B = AθA is a 3×3 square matrix. The matrix B is
given by
30 6 8i 19 17i
B A A 6 8i
θ
10 5 5i
19 17i 5 5i 30
30 6 8i 19 17i
B 6 8i 10 5 5i
19 17i 5 5i 30
30 6 8i 19 17i
( B ) 6 8i 10 5 5i =B.
19 17i 5 5i 30
Let α iβ be a diagonal element of a Hermitian matrix, then it must be equal to its conjugate
complex i.e.
i i
i ( i ) i .
A A θ θ
Aθ (Aθ )θ
= Aθ + A = A+ Aθ.
(f) If A is any square matrix of order n, then (A- Aθ) is a skew -Hermitian matrix
A A θ θ
Aθ ( Aθ )θ
= Aθ – A = - (A – Aθ).
THEOREM 6 Every square matrix with complex elements can be uniquely written asa sum
of a Hermitian and skew -Hermitian matrix.
A
1
2
( A Aθ )
1
2
A Aθ B C (28)
1 1
where B = ( A Aθ ) is Hermitian and C ( A Aθ ) is skew-Hermitian by the property
2 2
(e) and (f) of Hermitian matrix and skew-Hermitiam matrix respectively. The uniqueness of
these matrices can be proved as in theorem 1.
A' A I . (29)
THEOREM 7 If A, B are n-rowed orthogonal square matrices, then AB and BA are also
orthogonal.
ProofSince A and B are both n-rowed matrices, therefore AB is also n-rowed square matrix.
We have
| AB | | A | | B | 0 .
A A=I.
( A A)-1 = I
Example 1 If (li, mi, ni), i = 1, 2, 3 be direction cosines of three perpendicular lines, then
prove that
l1 m1 n1
A l 2 m2 n2 is an orthogonal matrix.
l m3 n3
3
l1 m1 n1 l1 l2 l3
Solution We have AA' l2 m2 n2 m1 m2 m3
l m3 n3 n n2 n3
3 1
0 2
A is orthogonal.
Solution We have
0 2β γ 0 α α 4 β 2 γ 2 2 β 2 γ2 -2 β 2 γ 2
AA' α β γ 2 β
β β 2 β 2 γ 2 α2 β γ2 α2 β γ2
α β γ γ γ γ - 2 β 2 γ 2 α2 β γ2 α 2 β γ 2
1 1
4 β 2 γ 2 1 and 2 β 2 γ 2 0 β ,γ .
6 3
1
Also α 2 β 2 γ 2 1 α .
2
Aθ A = I (31)
Since | Aθ| = | A |
| Aθ A | | Aθ | | A | | A | | A | 1 .
Thus determinant of unitary matrix is of unit modulus. Hence unitary matrix is non -singular.
THEOREM 9 If A, B are both n-rowed unitary matrices, then AB and BA are also unitary
matrices.
ProofMatrix AB being product of A and B which are n-rowed square matrices is also n-
rowed square matrix. Moreover, |AB| = |A || B| 0, hence AB is non-singular. We have
AB θ ( AB) ( B θ Aθ ) ( AB ) B θ ( Aθ A) B B θ IB B θ B = I . (4.58)
1 1 1 i
Example 1 Show that the matrix A is unitary.
3 1 i 1
1 1 1 i
Solution Aθ 1 i
3 1
1 1.1 (1 i ) . (1 i ) 1. (1 i ) (1) . (1 i )
so Aθ A (1-i)1. (1).(1 i )
3 (1 i ).(1 i ) (1). (1)
1 1 1 i 2 0 1 3 0 1 0
3 0 1 i 1
2
3 0 3 0 1
1 3 0 1 0
Similarly AAθ .Hence A is unitary
3 0 3 0 1
0 1 2i
Example 2 If N , then show that (I-N) (I+N)-1 is unitary matrix.
1 2i 0
1 1 2 i
The matrix I N ,|I +N)|= 1-(-1-4)=6
1 2 i 1
1 1 (1 2i )
( I N ) 1 .
6 1 2i 1
1 1 2 i
Now IN
1 2 i 1
1 1 1 2i 1 (1 2i )
( I N ) ( I N ) 1 1 2i
6 1 1 2i
1
1 4 2 4i
A.
6 2 4i 4
1 4 2 4i
Then Aθ 2 4i 4 .
6
1 4 2 4i 4 2 4i 1 36 0
Now AAθ
36 2 4i 4 2 4i 4 36 0 36
1 0
I2 .
0 1