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Chapter 2. Matrix Algebra

This document discusses matrix algebra concepts including: 1) Definitions of matrices, matrix operations like addition, scalar multiplication, and transpose. 2) Properties of these operations such as the fact that matrix addition is commutative. 3) Special types of matrices such as identity, zero, and symmetric matrices. 4) Matrix multiplication, its properties, and that multiplication is generally non-commutative. Examples are provided to illustrate these concepts.

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0% found this document useful (0 votes)
45 views

Chapter 2. Matrix Algebra

This document discusses matrix algebra concepts including: 1) Definitions of matrices, matrix operations like addition, scalar multiplication, and transpose. 2) Properties of these operations such as the fact that matrix addition is commutative. 3) Special types of matrices such as identity, zero, and symmetric matrices. 4) Matrix multiplication, its properties, and that multiplication is generally non-commutative. Examples are provided to illustrate these concepts.

Uploaded by

Trungkeeper
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 41

Chapter 2.

Matrix Algebra

ThienNV

February 28, 2021

ThienNV Chapter 2. Matrix Algebra February 28, 2021 1 / 41


Matrix Addition, Scalar Multiplication, Transposition

Definition
An m × n matrix A is an array of m row and n column:
 
a11 a12 · · · a1n
 a21 a22 · · · a2n 
A= .
 
.. .. 
 .. . ··· . 
am1 am2 · · · amn

The (i, j)-entry of A is the number lying simultaneously in row i and


column j.

Example
 
1 2 3 4 This is a 3 × 4 matrix.
A = 5 6 7 8  The (2, 3)-entry of A is 7.
9 10 11 12

ThienNV Chapter 2. Matrix Algebra February 28, 2021 2 / 41


Matrix Addition, Scalar Multiplication, Transposition

Definition
An m × m matrix is called a square matrix of size m.
The zero matrix of size m × n, denoted by 0m×n is the matrix that its
all entries are 0.
If A = [aij ] is an m × n matrix then −A the negative matrix of A and
defined by −A = [−aij ].

Definition
An identity matrix In is a square matrix with 1s on the main diagonal and
zeros elsewhere.

For example,
 
  1 0 0
1 0
I2 = I3 = 0 1 0
0 1
0 0 1

ThienNV Chapter 2. Matrix Algebra February 28, 2021 3 / 41


Matrix Addition, Scalar Multiplication, Transposition

Let A = [aij ], B = [bij ] be two m × n matrices and k be a real numbers.


Definition
Addition A + B = [aij + bij ]m×n .
Scalar multiplication kA = [kaij ]m×n .

Example
     
−2 3 5 1 0 −2 −5 6 12
2 0 4 2 − −2 1 1 = 2 7 3
1 −1 6 4 −1 3 −2 −1 9

ThienNV Chapter 2. Matrix Algebra February 28, 2021 4 / 41


Matrix Addition, Scalar Multiplication, Transposition

Properties

For all m × n matrices A, B, C and all k, h ∈ R,


A+B =B +A
A + (−A) = 0 (zero matrix of size m × n)
(A + B) + C = A + (B + C )
k(hA) = (kh)A
(k + h)A = kA + hA
k(A + B) = kA + kB

ThienNV Chapter 2. Matrix Algebra February 28, 2021 5 / 41


Matrix Addition, Scalar Multiplication, Transposition

Definition
Let A be m × n matrix. The transpose of A, written AT = [aji ] is an
n × m matrix.

Example
 
 T 1 4
1 2 3
= 2 5
4 5 6
3 6

Properties:
T
AT =A
(A + B)T = AT + B T
(kA)T = kAT

ThienNV Chapter 2. Matrix Algebra February 28, 2021 6 / 41


Matrix Addition, Scalar Multiplication, Transposition

Example
Find the (2, 1)-entry of the matrix A that satisfies
  T  
T 1 0 1 2
2A − 3 = 4A − 7
−2 2 −2 0

Answer: We have

  
3 −6 7 14
2A − = 4A −
0 6 −14 0

Hence  
4 20
2A =
−14 −6
Thus, (2, 1)-entry of A is −14/2 = −7.

ThienNV Chapter 2. Matrix Algebra February 28, 2021 7 / 41


Matrix Addition, Scalar Multiplication, Transposition

Symmetric matrix

Definition
A matrix A is symmetric if AT = A (it means that (i, j)-entry of A =
(j, i)-entry of A)

Example
 
2 3 1  
3 −1 5 is symmetric. 1 2
is not symmetric.
−2 4
1 5 6

Properties
Am×m and Bm×m are symmetric ⇒ kA + hB is symmetric, for all k, h ∈ R.

ThienNV Chapter 2. Matrix Algebra February 28, 2021 8 / 41


Matrix Addition, Scalar Multiplication, Transposition

Example
Determine a and b such that the following matrix is symmetric.
 
−3 a + b 8
7 5 −1
8 a − b ab

Answer: Find a, b such that


(
a+b =7
⇒ a = 3, b = 4
a − b = −1

ThienNV Chapter 2. Matrix Algebra February 28, 2021 9 / 41


Multiplication

Definition (Dot product)



b1
  b2 
 
a1 a2 · · · am ×  .  = a1 b1 + a2 b2 + · · · + am bm
 .. 
bm

Definition
Let Am×n , Bn×p be two matrices. The multiplication of A and B

AB = [cij ]m×p ,

where cij is the dot product of i th row of A and j th column of B.

ThienNV Chapter 2. Matrix Algebra February 28, 2021 10 / 41


Multiplication

Example
 
  1 0 −1 5  
1 2 −3  −7 −10 7 20
−1 1 4 6 =
−2 3 −1 −7 −1 14 9
2 4 0 −1

Example
   
1 0 −2 2 1 1
Let A = −2 1 1  and B = 4 −3 2.
3 2 −2 0 −1 3
T
Find (2, 1)-entry of AB − B A.
Answer:
The (2, 1)-entry of AB is the dot product of the second row of A and
the first column of B and equal to −2 ∗ 2 + 1 ∗ 4 + 1 ∗ 0 = 0.
The (2, 1)-entry of B T A is the dot product of the second column of
B and the first column of A, is 1 ∗ 1 + (−3) ∗ (−2) + (−1) ∗ 3 = 4.
Hence (2, 1)-entry of AB − B T A is 0 − 4 = −4.
ThienNV Chapter 2. Matrix Algebra February 28, 2021 11 / 41
Multiplication

Example
Find the second entry of the first row of the matrix A that satisfies
 
1 3
T
AT − 1 −1 2
   
1 2 = 2 4 
3 6

Answer: We have
         
1  1 3 1 2 1 3 2 5
AT = −1 1 2 + 2 4 = −1 −2 + 2 4 = 1 2 


2 3 6 2 4 3 6 5 10

Hence the second entry of the first row of the matrix A is 1.

ThienNV Chapter 2. Matrix Algebra February 28, 2021 12 / 41


Multiplication

Properties
A(BC ) = (AB)C , for Am×n , Bn×p , Cp×q
A(B + C ) = AB + AC , for Am×n , Bn×p , Cn×p
(A + B)C = AC + BC , for Am×n , Bm×n , Cn×p
AIm = Im A = A, for Am×m
(AB)T = B T AT
In general, AB 6= BA

Example
         
1 2 −1 0 1 2 −1 0 1 2 −1 −2
= 6 = =
2 3 1 1 1 3 1 1 2 3 3 5

Definition
We say A and B are commute if AB = BA.
ThienNV Chapter 2. Matrix Algebra February 28, 2021 13 / 41
Multiplication

Quiz
Decide the following statements are True or False.
(a) If AB = 0 then either A = 0 or B = 0, (where 0 is zero matrix). F
(b) (A + B)(A − B) = A2 − B 2 . F
(c) If A2 can be formed then A must be square matrix. T
(d) If A is symmetric and square, then A2 is symmetric. T
(e) If A is square then AAT is symmetric. T
(f) If AB and BA can be formed then A and B must be square matrices.
F
(g) If A, B are symmetric matrices of the same size, then A + B is
symmetric. T
(h) If A, B are symmetric matrices of the same size, then AB is
symmetric. F
(i) Let A is 3 × 5 matrix and B is 6 × 7 matrix, and ACB can be
performed. What is the size of C ? 5 × 6
ThienNV Chapter 2. Matrix Algebra February 28, 2021 14 / 41
Multiplication

Multiplication matrix with system


A system of m linear equations and n variables:



 a11 x1 + a12 x2 + · · · + a1n xn = b1

a x + a x + · · · + a x = b
21 1 22 2 2n n 2


 · · ·

a x + a x + · · · + a x = b
m1 1 m2 2 mn n m

can be rewritten in the matrix form

AX = b,
   
x1 b1
 x2   b2 
where X = 
· · · is the variables, b = · · · and A is the coefficient
  

xn bn
matrix.
ThienNV Chapter 2. Matrix Algebra February 28, 2021 15 / 41
Multiplication

Example
The system of linear equations

2x + 3y − 5z = 9
−x − 2y + 4z = 11

can be written in the matrix form


 
  x  
2 3 −5   9
y =
−1 −2 4 11
z

ThienNV Chapter 2. Matrix Algebra February 28, 2021 16 / 41


Matrix Inverse

Let A be a square n × n matrix.


Definition
A matrix B is called an inverse of A if and only if

AB = I and BA = I

A matrix A that has an inverse is called an invertible matrix

ThienNV Chapter 2. Matrix Algebra February 28, 2021 17 / 41


Matrix Inverse

Example
 
2 1
Find the inverse matrix of A = .
0 1
 
x y
Answer: Say B = . We have
z t
      
2 1 x y 2x + z 2y + t 1 0
AB = = = I2 =
0 1 z t z t 0 1

This is equivalent to

2x + z =1 x = 1/2
2y + t =0 y = −1/2
⇔ .
z =0 z =0
t =1 t =1
 
1/2 −1/2
Hence A−1 = .
0 1
ThienNV Chapter 2. Matrix Algebra February 28, 2021 18 / 41
Matrix Inverse

Example
 
1 −2
Show that A = is not invertible.
−1 2
 
x y
Answer: Say B = . We have
z t
      
1 −2 x y x − 2z y − 2t 1 0
AB = = = I2 = .
−1 2 z t −x + 2z −y + 2t 0 1

This is equivalent to

x − 2z =1
y − 2t =0
−x + 2z =0
−y + 2t =1

This system has no solution. Hence, A is not invertible.

ThienNV Chapter 2. Matrix Algebra February 28, 2021 19 / 41


Matrix Inverse

Theorem
 
a b
Let A = . Then A is invertible if det(A) = ad − bc 6= 0 and
c d
 
−1 1 d −b
A =
ad − bc −c a

Example
 −1    
3 1 1 4 −1 0.4 −0.1
= =
2 4 10 −2 3 −0.2 0.3

ThienNV Chapter 2. Matrix Algebra February 28, 2021 20 / 41


Matrix Inverse

Properties

(AB)−1 = B −1 A−1 , for any invertible matrices A, B.


I −1 = I .
 k −1 k
A = A−1 .
(aA)−1 = 1/aA−1 .
−1 T
AT = A−1 .

ThienNV Chapter 2. Matrix Algebra February 28, 2021 21 / 41


Matrix Inverse

Find (2, 1)-entry of the matrix A such that


 
−1 −1 3 4
(2A + I ) = .
5 7

Answer: We have
 −1  
−1 3 4 1 7 −4
2A +I = = .
5 7 3 ∗ 7 − 4 ∗ 5 −5 3

Hence
     
−1 7 −4 1 0 6 −4
2A = − = .
−5 3 0 1 −5 2
 −1    
3 −2 1 1 2 −1/2 −1
⇒A= = = .
−5/2 1 3 ∗ 1 − (−2) ∗ (− 52 ) 5/2 3 −5/4 −3/2

Thus, the (2,1)-entry of A is −5/4.

ThienNV Chapter 2. Matrix Algebra February 28, 2021 22 / 41


Matrix Inverse

Find the first entry of the second row of the matrix A that satisfies:
  −1  
1 1 1 2
A = .
1 0 0 −1

Answer: We have
   −1    
1 1 1 2 1 −1 −2 1 2
A= = = .
1 0 0 −1 1 ∗ (−1) − 0 ∗ 2 0 1 0 −1

Hence,
 −1     
1 1 1 2 1 0 −1 1 2
A= =
1 0 0 −1 −1 −1 1 0 −1
  
0 1 1 2
=
1 −1 0 −1

The first entry of the second row of the matrix A is 1 ∗ 1 + (−1) ∗ 0 = 1.


ThienNV Chapter 2. Matrix Algebra February 28, 2021 23 / 41
Matrix Inverse

Matrix inverse algorithm

If A is an invertible matrix, there exists a sequence of elementary row


operations (except interchanging two rows) that

[A|I ] → [I |A−1 ]

where the row operations on A and I are carried out simultaneously.

ThienNV Chapter 2. Matrix Algebra February 28, 2021 24 / 41


Matrix Inverse

Example
   
1 2 0 1 0 0 1 2 0 1 0 0
−R1 +R3
 0 2 3 0 1 0 − −−−−→ 0 2 3 0
 1 0 
1 3 1 0 0 1 0 1 1 −1 0 1
 
1 2 0 1 0 0
1/2R2
−−−−−−−→  0 1 3/2 0 1/2 0 
−1/2R2 +R3
0 0 −1/2 −1 −1/2 1
 
1 2 0 1 0 0
−2R3
−−−−− →  0 1 0 −3 −1 3 
3R3 +R2
0 0 1 2 1 −2
   −1  
1 0 0 7 2 −6 1 2 0 7 2 −6
−2R2 +R1
−−−−−−→ 0 1 0 −3 −1 3
  ⇒ 0 2
 3 = −3 −1 3 
0 0 1 2 1 −2 1 3 1 2 1 −2

ThienNV Chapter 2. Matrix Algebra February 28, 2021 25 / 41


Linear Transformations

Matrix transformation
Definition
Let A be m × n matrix. The transformation TA : Rn × Rm defined by

TA (x) = Ax

is called the matrix transformation induced by A.

Example
 
1 2 3
Let A = . Then the matrix transformation induced by A is
2 −1 4

TA : R3 → R2 defined by
   
x   x  
1 2 3 x + 2y + 3z
TA y  = y  = .
2 −1 4 2x − y + 4z
z z
ThienNV Chapter 2. Matrix Algebra February 28, 2021 26 / 41
Linear Transformations

Example
Consider a transformation

T : R2 → R3 given by
 
  x − 3y
x
T =  5y  .
y
−x + 6y
 
1 −3
Then T is a matrix transformation induced by A =  0 5 .
−1 6

ThienNV Chapter 2. Matrix Algebra February 28, 2021 27 / 41


Linear Transformations

Definition
A transformation T : Rn → Rm is called a linear transformation if it
satisfies the following two conditions for all vectors x and y in Rn and all
scalars a ∈ R:
(1) T (x + y ) = T (x) + T (y )
(2) T (ax) = aT (x).

Note.
1. If T is a linear transformation, then T (0) = 0 ( T preserves the zero
vector).
2. The conditions (1) and (2) are equivalent to

T (ax + by ) = aT (x) + bT (y ), for all x, y ∈ Rn ; a, b ∈ R.

ThienNV Chapter 2. Matrix Algebra February 28, 2021 28 / 41


Linear Transformations

Example
T : R2 → R2 given by T (x, y ) = (x, x + y ) is a linear transformation.
Indeed,
   0 
x + x0 x + x0
   
x x
(1) T + 0 =T =
y y y + y0 x + x0 + y + y0
x0
       0 
x x x
= + 0 =T +T .
x +y x + y0 y y0
          
x ax ax x x
(2) T a =T = =a = aT .
y ay ax + ay x +y y

Example
T : R2 → R3 given by T (x, y ) = (x − y , 0, y 2 ) is not a linear
transformation since
     
     0   0 0
1 2 1
T 2 =T = 0 6= 2T = 2 0 = 0
1 2 1
4 1 2
ThienNV Chapter 2. Matrix Algebra February 28, 2021 29 / 41
Linear Transformations

Theorem
If T : Rn → Rm is a linear transformation, then for each k = 1, 2, . . . :

T (a1 x1 + a2 x2 + · · · + ak xk ) = a1 T (x1 ) + a2 T (x2 ) + · · · + ak T (xk ),

for all scalars ai and all vectors xi in Rn .

Example
Let T : R2 → R2 be a linear transformation, and assume that
         
2 2 −1 4 0
T = and T = . Find T .
3 5 1 −3 5
      (
0 2 −1 a=1
Answer: Find a, b: =a +b . Solve this system : .
5 3 1 b=2
           
0 2 −1 2 4 10
Hence T = 1T + 2T = +2 = .
5 3 1 5 −3 −1

ThienNV Chapter 2. Matrix Algebra February 28, 2021 30 / 41


Linear Transformations

Example
Let T : R2 → R be a linear transformation and u, v be vectors such that
T (u + v ) = 1 and T (u − v ) = 5. Find T (−u + 2v ).
Answer: We have
( (
T (u + v ) = T (u) + T (v ) = 1 T (u) = 3
⇒ .
T (u − v ) = T (u) − T (v ) = 5 T (v ) = −2

Hence

T (−u + 2v ) = −T (u) + 2T (v ) = −3 + 2.(−2) = −7.

ThienNV Chapter 2. Matrix Algebra February 28, 2021 31 / 41


Linear Transformations

Theorem
Let T : Rn → Rm be a transformation. Then T is linear if and only if it is
a matrix transformation induced by an m × n matrix A, given in terms of
its columns by  
A = T (e1 ) T (e2 ) · · · T (en )
where {e1 , e2 , · · · , en } is the standard basis of Rn .

Example
   
x 2x − 3y
Consider a linear transformation T : → T R2= R2 : .
y x + 4y
Then T is also a matrix transformation induced by
      
  1 0 2 −3
A = T (e1 ) T (e2 ) = T T = .
0 1 1 4
        
x x 2 −3 x 2x − 3y
We can see that T =A = = .
y y 1 4 y x + 4y
ThienNV Chapter 2. Matrix Algebra February 28, 2021 32 / 41
Linear Transformations

Rotation

Given an angle θ, let

R θ : R2 → R2

denote counterclockwise rotation of


R2 about the origin through the angle
θ.

Then Rθ is a linear transformation in-


duced by matrix
 
  cos θ − sin θ
Rθ (e1 ) Rθ (e2 ) = .
sin θ cos θ

ThienNV Chapter 2. Matrix Algebra February 28, 2021 33 / 41


Linear Transformations

Reflection

The line through the origin with slope


m has equation y = mx, and we let
Qm : R2 → R2 denote reflection in the
line y = mx.

Then Qm is a linear transformation induced by matrix

1 − m2
 
1 2m
.
1 + m2 2m m2 − 1

ThienNV Chapter 2. Matrix Algebra February 28, 2021 34 / 41


Linear Transformations

Projection

Let Pm : R2 → R2 denote projection


on the line y = mx.

Then Pm is a linear transformation with matrix


 
1 1 m
.
1 + m2 m m2

ThienNV Chapter 2. Matrix Algebra February 28, 2021 35 / 41


Linear Transformations

Composition
Given two “linked” transformations
T S
Rk −→ Rn − → Rm
x 7→ T (x) 7→ S[T (x)]

The composite of S and T :

S ◦ T : Rk → Rm

defined by
(S ◦ T )(x) = S[T (x)] for all x ∈ Rk .

Theorem
T S
Let Rk −−−→ Rn −−−→ Rm be linear transformations, and let A and B be
Bn×k Am×n
the matrices of S and T respectively. Then S ◦ T is linear with matrix AB.
ThienNV Chapter 2. Matrix Algebra February 28, 2021 36 / 41
Linear Transformations

Example
Let T and S be linear transformations given by:
   
2 2 x 2x + 3y
T: R →R , T =
y −x + 2y
 
x
S : R2 → R, S = x + 5y
y

Then S ◦ T : R2 → R defined by:


      
x x 2x + 3y
S ◦T =S T =S
y y −x + 2y
= (2x + 3y ) + 5(−x + 2y ) = −3x + 13y .

We can see that the matrices of T , S and S ◦ T respectively are


 
2 3    
B= , A = 1 5 , and AB = −3 13 .
−1 2
ThienNV Chapter 2. Matrix Algebra February 28, 2021 37 / 41
Linear Transformations

Example
π
Let T : R2 → R2 be rotation through 2 followed by reflection in the line
y = −x. Find the matrix of T .
π
1st way. The matrix of the rotation through 2 is

cos π2 − sin π2
   
0 −1
=
sin π2 cos π2 1 0

The matrix of the reflection in the line y = −x is

1 − (−1)2
   
1 2.(−1) 0 −1
=
1 + (−1)2 2.(−1) (−1)2 − 1 −1 0
    
0 −1 0 −1 −1 0
Hence, the matrix of T is = .
−1 0 1 0 0 1

ThienNV Chapter 2. Matrix Algebra February 28, 2021 38 / 41


Linear Transformations

Example
π
Let T : R2 → R2 be rotation through 2 followed by reflection in the line
y = −x. Find the matrix of T .
2nd way. We can see
     
1 rotation through π/2 0 reflection in y =−x −1
e1 = −−−−−−−−−−−−→ −−−−−−−−−−−→
0 1 0
     
0 rotation through π/2 −1 reflection in y =−x 0
e2 = −−−−−−−−−−−−→ −−−−−−−−−−−→
1 0 1

Hence, the matrix of T is


 
  −1 0
T (e1 ) T (e2 ) = .
0 1

ThienNV Chapter 2. Matrix Algebra February 28, 2021 39 / 41


Linear Transformations

Example
Let T : R2 → R 2
 be the matrixtransformation
 induced by
1 −1 −1
A= . Find (T ◦ T ) .
0 1 2
Answer: We have
       
−1 2 −1 1 −1 1 −1 −1
(T ◦ T ) =A =
2 2 0 1 0 1 2
    
1 −2 −1 −5
= = .
0 1 2 2

ThienNV Chapter 2. Matrix Algebra February 28, 2021 40 / 41


Linear Transformations

Exercises

Section 2.1 : 1ad, 2aef , 3acd, 4, 14, 15, 19 (page 45, 46)
Section 2.2 : 1, 2 (page 62)
Section 2.3 : 1adef , 2, 3, 4, 6, 7, 12, 22 (page 76 − 79)
Section 2.4 : 1bd, 2aeg , 3acd, 4, 5, 6, 9, 12 (page 91 − 93)
Section 2.6 : 1, 3, 7, 8, 9, 12 (page 115, 116)

ThienNV Chapter 2. Matrix Algebra February 28, 2021 41 / 41

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