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The document covers properties of matrix algebra, emphasizing that the order of multiplication matters and that matrices do not always behave like scalars under multiplication. It includes examples illustrating matrix operations, identity matrices, and null matrices, as well as the implications of matrix equations. Key points include the commutative, associative, and distributive laws in matrix operations.

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11 views5 pages

03 - Copy - Copy

The document covers properties of matrix algebra, emphasizing that the order of multiplication matters and that matrices do not always behave like scalars under multiplication. It includes examples illustrating matrix operations, identity matrices, and null matrices, as well as the implications of matrix equations. Key points include the commutative, associative, and distributive laws in matrix operations.

Uploaded by

Mostafa Allam
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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SM286A – Mathematics for Economics Fall 2015

Asst. Prof. Nelson Uhan

Lesson 3. Useful and Interesting Properties of Matrix Algebra


0 Warm up
Example 1. Let
⎡4 −1⎤
6 −5 1 ⎢
⎢
⎥
⎥
A=[ ] B = ⎢5 2 ⎥
1 0 4 ⎢ ⎥
⎢0 1 ⎥
⎣ ⎦
Find AB and BA. Do we have AB = BA?

2
Example 2. Let u = [ ] and v ′ = [1 8 3]. Find uv ′ .
4

9
Example 3. Let u ′ = [4 3] and v = [ ]. Find u ′ v.
7

1
1 Important points from the warm up
● Order of multiplication matters! Typically, AB ≠ BA
● u is a m × 1 column vector, v ′ is a 1 × n row vector

⇒ uv ′ has dimension

● u ′ is a 1 × n row vector, v is a n × 1 column vector

⇒ u ′ v has dimension

○ As as result, u ′ v can be viewed as a scalar

2 Matrices act like scalars under addition


● A − B = A + (−B)
● Commutative law. For any two matrices A, B:

● Associative law. For any three matrices A, B, C:

3 Matrices don’t always act like scalars under multiplication


● As we saw in Example 1, matrix multiplicative is not commutative: AB ≠ BA
● Since order matters in multiplication, we have terminology that specifies the order
● In the product AB:
○ B is premultiplied by A
○ A is postmultiplied by B
● Associative law. For any three matrices A, B, C:

4 The distributive law


● Distributive law. For any three matrices A, B, C:

2
5 With your neighbor
Example 4. Let
3 6 −4 0 4 −1 3
A=[ ] B=[ ] C=[ ]
4 2 2 5 0 6 2
Compute the following:
a. AC b. BC c. (B + A)C

Example 5. Compute the following:


⎡ 1 0 0⎤
1 0 1 2 3 3 −2 4 ⎢⎢ ⎥
⎥
a. [ ][ ] b. [ ] ⎢0 1 0⎥
0 1 2 0 3 −9 8 7 ⎢⎢ ⎥
⎣0 0 1 ⎦
⎥

Example 6. Compute the following:


⎡0 0⎤
−2 4 1 ⎢⎢ ⎥
⎥ 2 4 −2 4
a. [ ] ⎢0 0⎥ b. [ ][ ]
8 6 2 ⎢⎢ ⎥ 1 2 1 −2
⎣0 0⎦
⎥

3
Example 7. Let
2 3 1 1 −2 1
C=[ ] D=[ ] E=[ ]
6 9 1 2 3 2
Find CD and CE.

6 Identity matrices
● An identity matrix is a square matrix with 1s in its principal diagonal (northwest to southeast) and 0s
everywhere else:
⎡ 1 0 0⎤
1 0 ⎢
⎢
⎥
⎥
I2 = [ ] I 3 = ⎢0 1 0 ⎥
0 1 ⎢ ⎥
⎢0 0 1 ⎥
⎣ ⎦
● I n is the n × n identity matrix

● What happened in Example 5?

● The identity matrix plays the role that “1” has with scalars

● For any matrix A, we have

● We can insert or delete an identity matrix without affecting a matrix product:

● What is (I n )2 = (I n )(I n )? How about (I n )k for any integer k ≥ 1?

4
7 Null matrices
● A null matrix (or zero matrix) is a matrix whose elements are all 0

● A null matrix is not restricted to being square

○ It’s important to keep track of a null matrix’s dimension

● We denote a null matrix by 0:

0 0 0 0 0
0 =[ ] 0 =[ ]
(2×2) 0 0 (2×3) 0 0 0

● What happened in Example 6a?

● The null matrix plays the role that “0” has with scalars

● For any matrix A, we have:

8 Matrix algebra can be weird


● Unlike algebra with scalars, AB = 0 does not necessarily imply either A = 0 or B = 0

○ To illustrate, recall Example 6b

● Also unlike algebra with scalars, CD = CE does not necessarily imply D = E

○ To illustrate, recall Example 7

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