Matrix Arithmetic An m × n matrix is an array a11 a12 · · · a21 a22 A= .. . am1 am2 · · · a1n a2n amn of real numbers aij . An m × n matrix has m rows and n columns. aij is the entry in the i-th row and j-th column. We often write A = (aij ). If A = (aij ) and B = (bij ) are two matrices of the same size (they are both m × n) then they can be added. The sum A + B is the m × n matrix (cij ) where cij = aij + bij for all rows i and columns j. Suppose that c ∈ R. The scalar product cA is the m × n matrix (dij ) defined by dij = caij . 0m,n is the m × n zero matrix (all entries are zero). Suppose that A, B and C are m × n matrices, and c, d ∈ R. Then we have the following identities: A+B = B+A (A + B) + C = A + (B + C) c(dA) = (cd)A 0m,n + A = A = A + 0m,n . The matrix (−1)A is an additive identity for A; that is, A + (−1)A = (−1)A + A = 0m,n , so we write −A = (−1)A. Two matrices A = (aij ) and B = (bjk ) can be multiplied to form a new matrix AB if A is m × n and B is n × l for some m, n, l. The restriction is that the number of columns of A must be equal to the number of rows of B. The product AB is defined to be the m × l matrix (eik ) where n X eik = aij bjk . j=1 For example, 2 3 1 4 2 6 4 5 6 3 8 1 7 1 3 2 4 4 (2 · 4 + 3 · 3 + 1 · 2) = (4 · 4 + 5 · 3 + 6 · 2) (7 · 4 + 1 · 3 + 3 · 2) 19 32 19 = 43 72 53 . 37 34 55 (2 · 2 + 3 · 8 + 1 · 4) (2 · 6 + 3 · 1 + 1 · 4) (4 · 2 + 5 · 8 + 6 · 4) (4 · 6 + 5 · 1 + 6 · 4) (7 · 2 + 1 · 8 + 3 · 4) (6 · 7 + 1 · 1 + 3 · 4) In is the n × n identity matrix, In = (δij ) where 1 if i = j δij = 0 if i 6= j For instance, 1 0 0 I3 = 0 1 0 . 0 0 1 1 Suppose that A, B, C are matrices which can be multiplied (where A is m × n) and c ∈ R. Then we have the following identities: (AB)C A(B + C) (A + B)C c(AB) 0l,m A A0n,l Im A AIn = = = = = = = = A(BC) AB + AC AC + BC (cA)B = A(cB) 0l,n 0m,l A A Warning: Some of the familiar properties of multiplication in R are no longer true for matrices. If A, B and C are n × n with n ≥ 2, in general we have that AB 6= BA. It is possible for A and B to both be nonzero, but AB = 0n,n . Further, there are nonzero matrices A, B, C such that AB = AC but B 6= C. The transpose of an m × n matrix A = (aij ), written as AT , is the n × n matrix (bij ) where bij = aji ; that is, AT is the matrix whose rows are the columns of A. For example, T 1 5 1 2 3 = 2 1 . 5 1 2 3 2 The transpose satisfies the following formulas: (AT )T (cA)T (A + B)T (AB)T = = = = A cAT AT + B T B T AT Column vectors and row vectors. Rm is the set of all m × 1 column vectors with real coefficients. If v ∈ Rm , then v1 v2 v = .. . vm with v1 , . . . , vm ∈ R. Rn is the set of all 1 × n row vectors with real coefficients. If w ∈ Rn , then w = (w1 , . . . , wn ) with w1 , . . . , wn ∈ R. We have a dot product on Rm defined by ~x · ~y = (x1 , . . . , xm ) · (y1 , . . . , ym ) = x1 y1 + x2 y2 + · · · + xm ym ∈ R for ~x = (x1 , . . . , xm ), ~y = (y1 , . . . , ym ) ∈ Rm . Similarly, we have a dot product on Rn defined by ~x · ~y = x1 y1 + · · · + xn yn ∈ R 2 for x1 ~x = ... , ~y = xn y1 .. ∈ Rn . . yn Some useful formulas. Suppose that A is an m × n matrix with coefficients in R, and x = (x1 , . . . , xn )T ∈ Rn . Let v · w = v T w be the dot product of the vectors v, w ∈ Rn . Writing A = (A1 , A2 , . . . , An ) where Ai ∈ Rm are the columns of A, we obtain the formula (1) Ax = x1 A1 + · · · + xn An . Writing A= A1 A2 .. . Am where Aj ∈ Rn are the rows of A, we obtain the formula T A1 · x A1 x A2 x AT · x 2 (2) Ax = .. = .. . . Am x ATm · x . If A is an m × n matrix and B = (B 1 , . . . , B l ) is n × l (with each B j ∈ Rn an n × 1 column vector) then the m × l matrix (3) AB = (AB 1 , AB 2 , . . . , AB l ) (where each AB i is an m × 1 column matrix). As a consequence, we obtain the following formula, which we will use later in this note. (4) A(B | C) = (AB | AC). where A is m × n, B is n × s and C is n × t, giving us an n × (s + t) matrix (B | C), and after multiplication, an m × (s + t) matrix (AB | AC). Inverses of square (n × n) matrices. Definition 0.1. Suppose that A is an n × n matrix. A is invertible if there exists an n × n matrix B such that AB = In and BA = In . Theorem 0.2. Suppose that an n × n matrix A is invertible. Then there is a unique matrix C such that AC = CA = In . Proof. Suppose that B, C are matrices such that AB = BA = In and AC = CA = In . Then B = In B = (CA)B = C(AB) = CIn = C. Thus B = C is unique. 3 Suppose that A is invertible. We have seen that the matrix B satisfying AB = BA = In is unique, so we may call this matrix the inverse of A, and write B = A−1 . Example 0.3. Show, using the definition of invertibility, that 5 2 A= 7 3 is invertible with inverse A −1 3 −2 −7 5 3 −2 −7 5 = Solution: Let B= . (we cannot call this matrix A−1 until after we have shown that it really is the inverse to A). We compute 5 2 3 −2 1 0 AB = = = I2 7 3 −7 5 0 1 and BA = 3 −2 −7 5 5 2 7 3 = 1 0 0 1 = I2 . Thus A is invertible with inverse A−1 = B. Example 0.4. Show, using the definition of invertibility, that 0 1 A= 0 0 is not invertible. Solution: Suppose that A is invertible. Let A−1 be the inverse of A. We compute A2 = 02,2 . Then 0 1 0 0 = A = I2 A = A−1 AA = A−1 A2 = A−1 02,2 = 02,2 = . 0 0 0 0 This is a contradiction to our assumption that A is invertible, so A is not invertible. Theorem 0.5. Suppose that A, B are n × n matrices which are invertible. Then AB is invertible, with (AB)−1 = B −1 A−1 . Proof. We have that (AB)(B −1 A−1 ) = AIn A−1 = AA−1 = In and (B −1 A−1 )(AB) = B −1 In B = B −1 B = In , so that AB is invertible with inverse (AB)−1 = B −1 A−1 . Corollary 0.6. Suppose that r is a positive integer and A1 , A2 , . . . , Ar are invertible n × n −1 −1 −1 matrices. Then A1 A2 · · · Ar is invertible with (A1 A2 · · · Ar )−1 = A−1 r Ar−1 · · · A2 A1 . 4 Definition 0.7. An n × n elementary matrix is a matrix which is obtained by performing one elementary row operation on the n × n identity matrix In . The 3 × 3 elementary matrix E1 obtained by interchanging the first and second row of the identity matrix is 0 1 0 E1 = 1 0 0 . 0 0 1 The 3 × 3 elementary matrix E2 obtained by multiplying the second row of the identity matrix by 2 is 1 0 0 E2 = 0 2 0 . 0 0 1 The 3 × 3 elementary matrix E3 obtained by adding 4 times the third row of the identity matrix to the first row is 1 0 4 E3 = 0 1 0 . 0 0 1 Theorem 0.8. Suppose that E is an elementary matrix. Then E is invertible and E −1 is an elementary matrix. E −1 is obtained by performing the elementary row operation on In which transforms E back to In . Considering the inverse of the above three examples of elementary matrices, we have that E1−1 is obtained by interchanging the first and second rows of the identity matrix so that 0 1 0 E1−1 = 1 0 0 . 0 0 1 E2−1 is obtained by multiplying the second row of 1 0 −1 E2 = 0 12 0 0 the identity matrix by 0 0 . 1 1 2 so that E3−1 is obtained by adding -4 times the third row of the identity matrix to the first row so that 1 0 −4 E3−1 = 0 1 0 . 0 0 1 Theorem 0.9. Let A be an m × n matrix, and suppose that B is obtained from A by performing a single elementary row operation on A. Let E be the m × m elementary matrix obtained by performing this row operation on Im . Then EA = B. An example illustrating the theorem is the case of the matrix 1 3 5 A = 2 4 6 . 3 5 7 5 If we multiply A on the left by E1 , the elementary matrix obtained from interchanging the first and second rows of the 3 × 3 identity matrix, we obtain 0 1 0 1 3 5 2 4 6 E1 A = 1 0 0 2 4 6 = 1 3 5 0 0 1 3 5 7 3 5 7 which is the matrix obtained from A by interchanging the first and second rows. We observe that: The RRE form of an n × n matrix A is either the identity matrix In , or the RRE form has a row of zeros for its last row. Theorem 0.10. Suppose that A is an n × n matrix. Then A is invertible if and only if the RRE form of A is In . Proof. First suppose that A is row equivalent to In . Since A is row equivalent to In , we have (by the previous theorem) a product In = Er Er−1 · · · E2 E1 A where E1 , E2 , . . . , Er are elementary matrices. Since E1 , . . . , Er are invertible, we have that A = E1−1 E2−1 · · · Er−1 is invertible, with inverse A−1 = Er Er−1 · · · E2 E1 . (5) Now suppose that A is invertible. Let C be the RRE form of A. We have a factorization C = Er Er−1 · · · E2 E1 A where E1 , E2 , . . . , Er are elementary matrices. Multiplying both sides of this equation on the right by A−1 , we have CA−1 = Er · · · E1 In . Er · · · E1 In is computed by performing a sequence of elementary row operations on In , so there can be no row consisting entirely of zeros in CA−1 . However, if C is not In , then the last row of C is the zero vector, and then the last row of CA−1 is also the zero vector, which is impossible. Thus the RRE form of A is C = In . The proof of the above theorem is constructive and tells us how to a solve a problem like the following. Example 0.11. Write A= 1 3 4 2 as a product of elementary matrices. Solution: First transform A into RRE form, keeping careful track of the elementary row operations and the precise order in which they are performed (and making this clear from your work) Add -4 times the first row to the second row 1 3 1 3 −→ 4 2 0 −10 Multiply the second Add -3 times the second 1 row by − 10 row to the first row 1 3 1 0 −→ −→ . 0 1 0 1 6 Let E1 be the elementary matrix of the first operation, E2 the elementary matrix of the second operation, E3 be the elementary matrix of the third operation, so that 1 0 1 −3 1 0 , E3 = E1 = , E2 = 1 0 1 −4 1 0 − 10 and E3 E2 E1 A = I2 . We compute E1−1 = 1 0 4 1 , E2−1 = 1 0 0 −10 , E3−1 = 1 3 0 1 . Thus we have an expression of A as a product of elementary matrices, 1 0 1 0 1 3 −1 −1 −1 A = E1 E2 E3 I2 = . 4 1 0 −10 0 1 Algorithm to compute the inverse of a matrix. Suppose that A is an n × n matrix. Transform the n × 2n matrix (A|In ) into a reduced row echelon form (C|B) by a sequence of elementary row operations. A is invertible if and only if C = In (The RRE form of A is In ). If A is invertible, then B = A−1 . The algorithm is just a restatement of Theorem 0.10. Let E1 , E2 , . . . , Er be the elementary matrices corresponding to the sequence of elementary row operations which transform A into its RRE form C. Then using the formula (4), we have Er Er−1 · · · E2 E1 (A|In ) = (Er · · · E1 A|Er · · · E1 ) = (C|Er · · · E1 ). We have by Theorem 0.10 that A is invertible if and only if C = In and if this holds, then A−1 = Er · · · E1 by (5). Example 0.12. Let 1 A= 2 1 Use the Algorithm to compute the inverse of 1) Determine if A is invertible 2) If A is invertible, compute A−1 . 2 3 5 3 . 0 8 a matrix to Solution: 1 2 3 1 (A | I3 ) = 2 5 3 0 1 0 8 0 1 2 3 1 0 → 0 1 −3 −2 1 0 0 −1 −5 2 1 2 0 −14 6 → 0 1 0 13 −5 0 0 1 5 −2 1) A is invertible since it is row 0 0 1 2 1 0 → 0 1 0 1 0 −2 0 1 2 3 0 → 0 1 −3 1 0 0 1 3 1 0 0 −3 → 0 1 0 −1 0 0 1 equivalent to I3 . 7 3 1 0 0 −3 −2 1 0 5 −1 0 1 1 0 0 −2 1 0 5 −2 −1 −40 16 9 13 −5 −3 5 −2 −1 2) A−1 −40 16 9 = 13 −5 −3 . 5 −2 −1 Example 0.13. Let 1 A= 2 −1 Use the Algorithm to compute the inverse of 1) Determine if A is invertible 2) If A is invertible, compute A−1 . 6 4 4 −1 . 2 5 a matrix to Solution: 1 6 4 1 0 0 1 6 4 1 0 (A | I3 ) = 2 4 −1 0 1 0 → 0 −8 −9 −2 1 −1 2 5 0 0 1 0 8 9 1 0 1 6 4 1 0 0 → 0 −8 −9 −2 1 1 0 0 0 −1 1 1 1) A is not invertible since it is row equivalent to a matrix with a row thus is not row equivalent to I3 ). 2) Not applicable (the inverse does not exist). Systems of Equations. A system of m equations in n unknowns, a11 x1 + a12 x2 + · · · + a1n xn a21 x1 + a22 x2 + · · · + a2n xn .. . = b1 = b2 am1 x1 + am2 x2 + · · · + amn xn = bm can be written in matrix form as (6) A~x = ~b where A is the m × n matrix A = (aij ), x1 ~x = ... ∈ Rn and ~b = xn b1 .. ∈ Rm . . bm If m = n and A is invertible, then (6) has a unique solution; it is ~x = A−1~b. 8 0 0 1 of zeros (and
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