INTRODUCTORY MATRIX ALGEBRA MATRIC is a rectangular or square array of numbers or variables arrange in rows or columns. We use upper case bold face to represent matrices. Aix j matrix is a matrix with {rows and j columns, thus a 2 x 3 matrix has two rows and three columns. Example, matrix A = Qj, Where aj ij is the general element or entries, i = row position and j =column position, A=|21 G22 423 31323, ay. Ay “| Aisa3 x 3 matrix, that is i= 3 and j ARRAY Array is simply the arrangement of elements in a row or column form. VECTOR A vector is a matrix with a single column or row. Example: The test scores of students in a Multivariate Analysis course. 86) X=(93 87, The variable element in a vector can be identified by a single subscript, a) x-(2) 3, ADDITION/SUBTRACTION OF A MATRIX ‘The addition/subtraction of two or more matrices can be done if they are of the same order. That is we can add or subtract for example a 4 x 4 matrix to another 4 x 4 matrix, Example: Let a7 1 10 7 3 A £7 a] ae 5 33] 4 89. 6 4 7. Find (i) A+B (ii)B-ASolution 7 VY [10 7 3] plt+10 747 143) [21 14 4 A+B= 7 ol+}5 9 3] 5+5 749 o-3|=fia 16 5| so) l6 4 7] 14+6 8+4 9+7) lio 12 16) 10 7 3) fll 7 1) fl0-11 7-7 3-1) [-1 0 2 B-A=|5 9 s|-|5 7 o|=| 5-5 7 s-a]-[ 2 5 6 471 l4 8 9) Lo-4 4-8 7-91 l2 ~4 -2 MULTIPICATION OF A MATRIX abe jk Given the matrices A [: i: j|enaa =| n o en prot of ant Bis g hi par. abe a(t e ills n o|=|dj+em+fp dk+en+fq dl+eo+fr| pq rl |githm+ip gk+hn+iq gl+hotir g hi jk | pea ak+bn+cq al+bo+cr ‘Thus multiplying the row by column. Note that the product of two matrices exists if and only if the number of columns of the first matrix equals the number of rows of the second matrix. Example: Let pen Ron Find (i) AB (ii) BA Solution 2 3 471 2 2y [2C)+3(2)+4(3) 2(2)+3()+44) 202) +300) +4@) AB=|3 2 ap 3 i] 3(1) + 2(2) +0(3) 3(2)+2(3) + 0(4) 3(2) +2(1) + 0(2) 102 203 4 21 [1(1)+2(2)+2(3) 1(2) +20) +204) 12) +201) +202), 20 BW 15 an=[7 12 3] i1 16 8BA=Try From results (i) and (ii) we can see that AB # BA, so generally, matrix multiplication is not commutative (AB=BA). MULTIPICATION BY A SCALAR (c) Given G1 2 a3 A= [ex 2 «| 31 32 G33. Multiplication of a Matrix A by a scalar c, where c is a number or a fraction is given as; Cay, Cy Cay cA Az, CA22 CAz3 [eazy C32 C33 SQUARE MATRIX A square matrix is a matrix with equal number of rows and columns. Example: 2 x 2,3 x 3, 4 x 4 Matrices. 7 1 a-[s 70 4 8 9. A is a square matrix since the number of rows (3) is equal to the number of columns (3). THE NULL (ZERO) MATRIX ‘A square matrix with its entries/elements equal to zero 0 0 oO o-=[o 0 of 0 0 0IDENTITY (UNIT) MATRIX ‘A square matrix with all one’s in its diagonal position. It's denoted by I. This isa 3x 3. TRANSPOSE OF A MATRIX Ifa matrix A= ay then the transpose of A is written as A’ or AT=aj, ifmatrix A =r x c, then matrix A transpose is A’or AT = ¢ Xr. 3 Examples: If vector X = (*) then X transpose is given as X’ = (3, 6,7). 7, «(36 71 7 _ (36 19 tmatrix A=(75 jg) then A = ag): NOTE: > AY=A > (AxB)'=A'4B" > (ABY ‘Ar If the transpose of a matrix is the same as the original matrix then the matrix is said to be a ‘SYMMETRIC MATRIX thus A'=A. 30-2 4 3-2 4 Example: if A= (2 10 =) then a'e(-2 10 7) 4-79 4-79 A is symmetric since A’=A. SPECIAL MATRICES Given M1 Oz Ass 421 zz ag 31 az gg‘The diagonal of the square matrix A consist of elements Or equivalently denoted by diag (a,,, a7, 433) 5 -2 4 Example: Let A=|7 9 3 -6 8 1 ‘The elements 5, 9 and 1 lie on the diagonal. DIAGONAL MATRIX Ifa matrix contains zeros in all off diagonal positions and at least one of its diagonal elements is non-zero, it is said to be a diagonal matrix. Example: 20 0 A= [ 0 4 which can also be written as A = diag (2,0,9) 00 9 0 0 0 B= [ 0 (| which can also be written as B = diag (0,0,1) 00 1 0 0 1 | which is identity matrix; J = diag (1,1,1). QtUPPER TRIANGULAR MATRIX. Is a square matrix with zeros below the diagonal. B37 Example: U=|0 0 3 10 0 1 LOWER TRIANGULAR MATRIX Is.a square matrix with zeros above the diagonal. 8 0 0 [3° 4| 22 5 1 Example: L IDEMPOTENT MATRIX ‘A matrix is idempotent if it is symmetric and that matrix multiply by itself gives the original matrix. ‘That is A = AT and A?=A, 10) [ 1/2 27] 0 4/2 1/2. Example: A ORTHOGONAL MATRIX A matrix is orthogonal if A’ = A~!, Where A~? is inverse of A. Or equivalently AA’ = AA“! = 1 10 0 fp iq 0 0 0. Example: 2 1 Az=iii 2 2 -2. cosx sinx 1 A eS cose] ad A -1 olTRACE OF A MATRIX Is the sum of each diagonal element. It is denoted by tr (A) = Ua Qa Example: 5 4 4 Matrix A- é -3 1) then tr (A) =5+(-3) +9=11 sian NOTE tr(AtBytr (A) + (B) % tr(AB) =t1(BA) wr (@’Au( Ad’) + tr(cA)=c tr(A), where c is a constant. DETERMINANTS The determinant (det) of a matrix is denoted by | |. If matrix A is a square matrix, let jy denote a sub matrix obtain from A by deleting it it" row and the i*column. The det(A) is l=ZhiCD ay. NOTE “A matrix A is said to be non-singular if A|#0 and singular if [A|=0 + IEA isa triangular or diagonal the det A=[]i., @jj and [A] = |A"| Where k is the order of the matrix Examples: Ifk =2, thatis A a Gag] then det(A) = |Al = ays022 ~ a201fy, 2 ys! Ifk 3, thatis A G21 G22 oa| 131 G32 O33, [422 Aza) 421 G23) 221 G22 then det(A) = Al = a. |-« | | (A) = lal "las, d33 la3, 33 13 ]a3, G32 det(A) = |Al = ay, (2233 — @z332) — Gy (21433 ~ 429432) + A43(d21A32 — 431422) MATRIX INVERSE If A is a non-singular square matrix, there is an existence of k x k matrix A, which is called the inverse matrix of A such that it satisfies the property: AA7= A™A = I where I is the Identity or unit matrix. A square matrix which has an inverse is called invertible or nonsingular, and a square matrix without an inverse is called non invertiable or singular, Finding inverse of a matrix > Find the minors, cofactors and adjoint of the given matrix. > Minor matrix, (My), we find the determinant of the matrix we have (remaining) after removing the i-th row and the j -th column, > The cofactor of a matrix can be obtained as. Cy = (-1)Y det (My) > The adjoint, adj(A) of a matrix A is the transpose of the cofactor matrix. > A™=adj(A)/det(A), where adj(A) refers to the adjoint of a matrix A and det(A) refers to the determinant of a matrix A.NOTE an 0 0 + irvehve mica whishidigml tie = [3 an °| 0 0 agg then the inverse of A is [+ 0 0 a 1 atslo 2 0 oof Examples: Ifk = 2, thatis A= (at ol then det(A) = |Al = ay12 — a2 — 1 a2 — Az) ate pamens veel = Gd Ay, |-Ar ay 2 1 7 IfA= 1 1) Find At 1-1 2. Solution 1 1 a ht = o 2 m=, a tt re 2 1 jt Ed E Ds bah all-fe 3 3 thal -h aadj(A) = C;;" det(A) = 1A] = a43 (22033 — 3032) ~ Ay2(Apxdag ~ 43431) + 045 (421032 ~ 54022) det(A) = [Al = 2((1)(2)—1(-1)] - 11) @)—10)] + 11) (-1)—1)] det(A) = |A| = 6 Ate EIGENVALUES AND EIGENVECTORS The eigenvalues Ay,..., 4y of a k x k symmetric matrix A are the solution to the equation det (A a1) =0, where J is the identity matrix. ‘The eigenvectors X, corresponding to J; is given by AX, = AX)NOTE & det (AFM 4. WAFL iny ‘If Ais idempotent then A, = 0 or 1 + The eigenvalues of A? or A™are 22 or A"? with the same eigenvectors. Example: Find the eigenvalues and vectors for matrix, A = ( 9): Solution Eigenvalues (A) are the solutions to the equation, det (A-A/)=0 OG IG 9-4G Deo IG )-G Dee ICy* s2al=° (-ay-Aay-0=0 A=lor W=3 If ay = 1, Bigenvector, x, = (7) AX, = aX G 3)Gx) =e) G 2G) = G3) 0 3 (evan) = (2) By equality of vector, aMX Xt3x2=%2, 9 X= —2xy There are many solutions for x, and x2. Setting x, = 1(arbitrarily) gives x, = 2, hence eigenvectors a= (7) x If A, = 3, Eigenvector, X> = (2) AXa = ApX2 G dq) Ge) ( 3)Gz) =32) (3) = Ge) a( =A =3 By equality of vector, x = 3x, x, + 3x2 = 3x2, x4 = 0, There are many solutions for x2. Setting x2 = 1(arbitrarily) hence eigenvectors n=() eigenvalues _ ao 123 12TRY QUESTIONS 13-4 2 1. Let (= 13 2) 2 -2 10 Compute (IAI (ii) A*A’ (lil) A“ (iv) Eigenvalues of A (v) tr(A)_ (vi) A? ee Tee 2 -1 2 =) 0 1-1 2. Let A= Compute @ IAL Gi) A? Gili) tr(A) (iv) Verify that er(a) = DK, Ay and [Al = Th (v) Is A symmetric? eile 3leta=[) 5 Find the eigenvalues and eigenvectors of A. [Ans: a, = 2+ 5, a, =2-V5,X, al Find the eigenvalues of A. been ieee 13