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- ( )
11 12 1 1
21 22 2 2
1 2
|
n
n
m m mn n
a a a b
a a a b
A b
a a a b
(
(
(
=
(
(
(
any matrix multiplies by an identity matrix will remain unchanged i.e. AI IA A = = .
MATRIX ALGEBRA
Definition: two m n matrices A=
ij
a (
and B=
ij
b (
are said to be equal if
, 1 , 1
ij ij
a b i m j n = s s s s i.e. if corresponding entries are equal.
Definition : A scalar multiplication of a matrix A by a scalar o results in a new matrix
ij
B A a o o ( =
=
Definition: if A=
ij
a (
and B=
ij
b (
are both m n matrices then the sum of A and B is the matrix
C=
ij
c (
where
ij ij ij
c a b = + , 1 , 1 i m j n s s s s .
Definition: if A=
ij
a (
is an m l matrix and B=
ij
b (
is an l n matrix, then the product of A
and B is the m n matrix C=
ij
c (
, defined by
1 1 2 2 ij i j i j il lj
c a b a b a b = + + + , 1 , 1 i m j n s s s s
In matrix form
Definition If A is an n n matrix and there exists a matrix B such that AB BA I = = then A is
said to be invertible or nonsingular and the matrix B is called an inverse of A. The inverse of
matrix A is denoted by
1
A
( )
( )
4. ( )
5. ( )
6. ( ) ( )
7. ( ) ( ) ( )
8. ( )
9. ( )
10.
11.
T T
T T T
T
T
T
T T
A B C AB AC
A B C AC BC
A A
AB A B A B
A A
A B A B
A A
AB B A
o| o |
o o o
o o
+ = +
+ = +
=
= =
=
+ = +
=
=
12.
1 1 1
( ) AB A B
=
ELEMENTARY MATRICES
Definition: An elementary matrix is one that is obtained by performing a single elementary row
operation on an identity matrix.
- If an elementary row operation is performed on an m n matrix A, the resulting matrix is
written as EA, where E is created by performing the same row operation on
m
I .
- Elementary matrix E is invertible. The inverse of E is the elementary matrix of the
same type that transforms E back into I.
Theorem : An n n matrix A is invertible A is row equivalent to
n
I and in this case, any
sequence of elementary row operations that reduces A to
n
I also transform
n
I into
1
A
.
Or:
If there exist
1 2
, , ,
k
E E E such that E
1
E
2
E
k
.A = I, then A
-1
= E
1
E
2
E
k
To find A
-1
- Row reduce the augmented matrix | | | A I .
- If A is row equivalent to I, then | | | A I is row equivalent to
1
| I A
(
- Otherwise, A does not have an inverse.
DETERMINANTS
Definition : a determinant is a number that is assigned to a square array of number in a certain
way.
Notations: there are many ways to denote determinant of a matrix A
1. det( ) A
2. A
3.
11 12 1
21 22 2
1 2
n
n
n n nn
a a a
a a a
a a a
- In general, the determinant of of an n n matrix A may be computed by a cofactor
expansion along any row or down any column.
1. The cofactor expansion across the
th
i row is
1 1 2 2
det( )
i i i i in in
A a A a A a A = + + +
2. The cofactor expansion down the
th
j column is
1 1 2 2
det( )
j j j j nj nj
A a A a A a A = + + +
Definition: Cofactor of A : ( 1) det( )
i j
ij ij
A M
+
=
Minor: M
ij
is a matrix obtained by removing the i
th
row and the j
th
column
PROPERTIES OF DETERMINANTS
- Det(A
T
) = det(A)
- Det(A
-1
) =
1
dct(A)
- Det(A: R
i
R
j
) = -det(A)
- Det(A: R
i
) = det(A)
- Det(A: R
i
+R
j
) = det(A)
- Det(AB) = det(A)det(B)
- Det(A) 0 A is nonsingular
- Det(a square trianglular matrix A) = product of diagonal entries of A
- Det(A)=0 if
o A has a row or column with all zero entries
o A has 2 identical rows/columns
o A is singular
ADJOINT & CRAMERS RULE
Definition: An adjoint of A is a matrix of cofactors denoted by adj Aand defined by
11 21 1
12 22 2
1 2
n
n
n n nn
A A A
A A A
adj A
A A A
(
(
(
=
(
(
where ( ) ( )
1 det
i j
ij ij
A M
+
=
Remarks:
1
1
det( )
A adj A
A
=
Cramers Rule:
Let A be an invertible n n matrix and h
n
, the unique solution x of x b A = has entries
given by
det( ( ))
det( )
b
i
i
A
x
A
=
where ( ) b
i
A is the matrix obtained from A by replacing column i by the vector b.
EIGEN VALUES & EIGEN VECTORS
Definition:
If Ax
is in the direction of x
then Ax
is parallel to x
i.e.
Ax x =
for some number .
- is called the eigenvalue of A
- x
= or
1
A PBP
= .
Remarks:
- Sum of eigenvalues = sum of the diagonal entries = ( ) tr A
- Product of eigenvalues = det( ) A
DIAGONALIZATION
Definition: Matrix A is diagonalizable if there exist a nonsingular matrix P and a diagonal
matrix D such that P
-1
AP = D
Theorem: the diagonalization theorem
- An n n matrix A is diagonalizable if and only if A has n linearly independent
eigenvectors.
- If
1
A PDP
= where D is diagonal, then its diagonal entries are the eigenvalues of A and
the columns of P are the corresponding eigenvectors.