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6
4 15
45
8
20 5 .
64
Notation:
2
a11
6
A = 4 ...
am1
..
.
a1n
.. 7 = [a ] 2 M
ij
mn
. 5
amn
Example:
We use Mmn to denote the set that contains all matrices whose sizes are
m n.
2
Equality of matrices
equal: We say that two matrices A and B are equal if they
Example
Submatrices
submatrix: A submatrix is obtained by deleting from a
15
45
20
64
is a submatrix of
6
B = 4 15
45
8
20 5
64
Matrix addition
Sum of matrices
Definition
Example
1
4 3
5
2 3
2
1 1
4 5+4 1 1 5=4 4 5 5
6 8
6
1 2
Scalar multiplication
Definition
Example
2 3
6
9
3 4 1 4 5 = 4 3 12 5
1 5
3 15
Zero matrices
zero matrix: matrix with all zero entries, denoted by O (any
size) or Omn.
For example, a 2-by-3 zero matrix can be denoted
O23 =
0 0 0
0 0 0
Property
A = O + A for all A
Property
0 A = O for all A
7
Question
Let A =
1
3
2
4
2 M22
3
1 2
and B = 4 3 4 5 2 M32 .
5 6
0 A = O, and 0 B = O.
0 A = 0 B?
Matrix Subtraction
Definition
Example 2 2
4 1
1
3
2 3
2
4 5 = ( 1) 4 1 4 5 = 4 1
5
1 5
1
3
4 5
5
Question
For any m n matrices A and B (i.e., 8A, B 2 Mmn ), will
A+B =B+A
always be true?
Question
For any m n matrices A and B (i.e., 8A, B 2 Mmn ) and any real number s
(i.e., 8s 2 R), will
s(A + B) = sA + sB
always be true?
10
Question
For any m n matrices A and B (i.e., 8A, B 2 Mmn ), will
A+B =B+A
always be true?
11
Theorem 1.1
Proof: All proofs can follow from basic arithmetic laws in R and
previous definitions. Please do all of them yourself (homework).
By (b), sum of multiple matrices are written as A + B + + M
12
Transpose
Definition
Property
C 2 Mmn ) C T 2 Mnm
Example
7
C = 4 18
52
9
7 18 52
31 5 ) C T =
9 31 68
68
Question
Is C = C T always wrong?
Question
Is 8A, B 2 Mmn , (A + B)T = AT + B T always true?
13
Theorem 1.2
Proof:
14
Vectors
A row vector is a matrix with one row.
1
6 2 7
6
7 or 1
4 3 5
4
column vector.
(Important) In this course, the term vector always refers to
a column vector unless being explicitly mentioned
otherwise.
15
Vectors
by Rn .
In other words,
Rn = Mn1
components: the entries of a vector.
Let v 2 Rn and assume
6
6
v=6
4
v1
v2
..
.
vn
7
7
7.
5
u Rn.
A matrix is often regarded as a stack of row vectors or a cross list of column
vectors. For any C 2 Mmn , we can write
C = c1 cj cn
2
6
6
where cj = 6
4
17
c1j
c2j
..
.
cmj
3
7
7
7
5
Geometrical Interpretations
Vectors for geometry in R2
in R3
18
vector addition
scalar multiplication
for a vector
Vector
Row vectors, column vectors.
components
19
Example:
2
8
1
1
+4
1
3
+1
1
1
20
4
1
= x1
2
3
+ x2
3
=
1
2x1
3x1
3x2
1x2
2x1 + 3x2
3x1 + x2
3x1 + x2
21
2x1 + 4x2
22
23
Standard vectors
The standard vectors of Rn are defined as
2
6
6
e1 = 6
4
1
0
..
.
0
7
6
7
6
7 , e2 = 6
5
4
0
1
..
.
0
7
6
7
6
7 , , en = 6
5
4
0
0
..
.
1
7
7
7.
5
24
Matrix-Vector Product
Definition
Example:
2
1
Av = 4 3
5
25
6
6
Av = 6
6 a1
4
1 2
Let A = 4 3 4
5 6
3
2
2
7
4 5
= 74
8
6
5,v =
3
a2
7
8
an
32
76
76
76
74
5
v1
v2
..
.
vn
3
7
7
7
5
. Then Av =?
3
1
2
7
16
23
3 5 + 8 4 4 5 = 4 21 5 + 4 32 5 = 4 53 5
5
6
35
48
83
v1
a11 a12 a13 4
v2 5 =
Av =
a21 a22 a23
v3
v1
a11
a21
+ v2
6
6
Av = 6
4
a11
a21
..
.
a12
a22
..
.
a1n
a2n
..
.
am1
am2
amn
32
76
76
76
54
v1
v2
..
.
vn
3
7
7
7
5
6
6
v1 6
4
2
6
6
6
4
a11
a21
..
.
am1
+ v3
a13
a23
6
7
6
7
7 + v2 6
4
5
a12
a22
..
.
am2
7
6
7
6
7 + + v3 6
5
4
a12
a22
ai1
ai2
a1n
3
7
7
7
5
6
6
6
4
a1n
a2n
..
.
amn
v1
v2
..
.
vn
3
7
7
7
5
3
7
7
7
5
Identity Matrix
Definition
Example:
1
I3 = 4 0
0
0
1
0
3
0
0 5
1
Property:
27
In v = v for any v 2 Rn
Stochastic Matrix
Definition
An n n matrix A 2 Mnn is called a stochastic matrix if all entries of A
are nonnegative and the sum of all entries in each column is unity.
Example:
A=
28
0.85
0.15
0.03
0.97
is a 2 2 stochastic matrix.
500
p=
: current population of the city and suburbs
700
Suburbs
700 thousand
City
500 thousand
This year
15%
85%
Next year
Ap =
29
A(Ap)
.85 .03
.15 .97
500
700
3%
97%
A =
cos
sin
sin
cos
P =
x0
y0
P =
x
y
=
=
=
=
30
cos
sin
sin
cos
x cos y sin
x sin + y cos
x0
y0
cos
x
sin
+y
x
y
sin
cos
x
y
Question
Is the statement
(A + B)u = Au + Bu, 8A, B 2 Mmn , u 2 Rn
always true?
Question
Let A 2 Mmn and ej be the jth standard vector in Rn . Then what is
Aej ?
31
Theorem 1.3
Proof for (e): If B A, then (B - A)ej 0, i.e., Bej Aej, for some j.
32
33