Properties of Matrix Operations 2010, 14, Sep. Ki-Seung Lee Properties of Matrix Addition A+B = B+A A+(B+C)=(A+B)+C (cd)A = c(dA) 1A=A c(A+B) = cA+cB (c+d)A = cA +dA A+0mn=A A+(-A) = 0mn If cA=0mn then c=0 or A=0mn. Commutative Associative Scalar Associative Scalar identity Scalar distributive 1 Scalar distributive 2 Additive identity Additive Inverse Scalar cancellation property Properties of Matrix Multiplication A(BC) = (AB)C A(B+C) = AB +AC (A+B)C = AC+BC c(AB) = (cA)B=A(cB) AIn = A ImA = A assuming A is m by n and a ll operations are defined. – – – – – – Associative Left distributive Right Distributive Scalar Associative Multiplicative Identity Multiplicative Identity Using Properties to Prove Theorems • Using these properties we can prove the following the orem (which we have already been assuming). • Theorem: For a system of linear equations in n variables, precisely one of the following is tr ue: 1. The system has exactly one solution. 2. The system has an infinite number of solutions. 3. The system has no solutions. The Transpose of a Matrix • We will find it useful at times to talk about the transpose of a matrix. • Given an m by n matrix A, we define AT (A tran spose) to be the n by m matrix: a1,1 a1,2 A T a1,n a2,1 am ,1 a2,2 am,2 . am,n a2,n Properties of Transposes 1. (AT)T = A Transpose of a transpose 2. (A + B) T = AT+BT Transpose of a sum 3. (cA)T = c(AT) Transpose of a scalar prod uct Transpose of a product 4. (AB)T = BTAT What about Mult. Inverses • For an n by n matrix A, can we find an n by n matrix A-1 so that AA-1=A-1A=In ? • Does this always work? Properties of Inverse Matrices Definition • Last time we said the the inverse of an n by n matrix A is an n by n matrix B where, AB = BA = In. • We also talked about how to find the inverse o f a matrix and said that not all matrices have in verses (some are singular) so won’t review that here. Properties of Inverses 1. If A is an invertible matrix then its inverse is u nique. 2. (A-1)-1 = A. 3. (Ak)-1= (A-1)k (we will denote this as A-k ) 4. (cA)-1 = (1/c)A-1, c ≠ 0. 5. ( AT)-1 = (A-1)T. Some theorems involving Inverses 1. If A and B are invertible matrices then, (AB)-1 = B-1A-1. 2. If C is an invertible matrix then the following prop erties hold. a) If AC = BC then A = B. b) If CA = CB then A = B. 3. If A is an invertible matrix, then the system of equ ations Ax = b has a unique solution given by x = A-1b. Elementary Matrices • An n by n matrix is called an elementary matr ix if it can be obtained from In by a single elem entary row operation. • These matrices allow us to do row operations with matrix multiplication. Representing Elementary Row Operations Theorem: Let E be the elementary matrix obtain ed by performing an elementary row operation on In. If that same row operation is performed on an m by n matrix A, then the resulting matri x is given by the product EA. Row equivalent matrices • Let A and B be m by n matrices. Matrix B is ro w equivalent to A if there exists a finite numbe r of elementary matrices E1, E2, ... Ek such that B = EkEk-1 . . . E2E1A. LU Factorizations Review of Last Time • An elementary matrix is a matrix that can be o btained from an identity matrix by applying a s ingle row operation • The inverse of an elementary matrix is also an elementary matrix • Doing row operations can be seen as multiplyi ng by an elementary matrix Fact from last time • A square matrix A is row equivalent to the iden tity matrix if and only if it can be written as a p roduct of elementary matrices. • Theorem: A square matrix A is invertible if an d only if it can be written as the product if ele mentary matrices. The BIG Theorem The following statements are equivalent (TFS AE) for any n by n square matrix A. 1. A is invertible. 2. Ax = b has a unique solution for any n by 1 matrix b. 3. Ax = 0 has only the trivial solution. 4. A is row-equivalent to In. 5. A can be written as the product of elementary matr ices. A few obvious definitions • A matrix A is said to be upper triangular if ak ,,l 0 implies l ≥ k. • A matrix A is said to be lower triangular if ak, ,l 0 implies k ≥ l. Why do we care??? • If we could somehow factor an n by n matrix A into a lower triangular matrix L and an upper tr iangular matrix U, A = LU then we can solve any system of equations Ax = b without doing row operations. So how can we find LU factorizations?? • Let’s start by trying to row reduce A to an uppe r triangular matrix. • What could happen to make this not work?
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