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Matrix Algebra
A
It will be found that in order to follow the present text and carry out the necessary
computation only a limited knowledge for a few basic definitions of matrix algebra
is required.
Definition of a matrix
The linear relationship between a set of variables x and b
or
Ax = b (A.3)
where
a11 a12 a13 a14
A [A] = a21 a22 a23 a24
a31 a32 a33 a34
x1 (A.4)
b1
x2
x {x} = and b {b} = b2
x3
b3
x4
The above notation contains within it both the definition of a matrix and of the pro-
cess of multiplication of two matrices. Matrices are defined as arrays of numbers of
the type shown in Eq. (A.4). The particular form listing a single column of numbers is
often referred to as a vector or column matrix, whereas a matrix with multiple columns
and rows is called a rectangular matrix. The multiplication of a matrix by a column
vector is defined by the equivalence of the left and right sides of Eqs. (A.1) and (A.2).
The Finite Element Method: Its Basis and Fundamentals. http://dx.doi.org/10.1016/B978-1-85617-633-0.00027-7
2013 Elsevier Ltd. All rights reserved.
647
648 APPENDIX A Matrix Algebra
The use of bold characters to define both vectors and matrices will be followed
throughout the textgenerally lowercase letters denoting vectors and capital letters
matrices.
If another relationship, using the same a constants, but a different set of x and b,
exists and is written as
a11 x1 + a12 x2 + a13 x3 + a14 x4 = b1
a21 x1 + a22 x2 + a23 x3 + a24 x4 = b2 (A.5)
a31 x1 + a32 x2 + a33 x3 + a34 x4 = b3
then we could write
[A] [X ] = [B] or AX = B (A.6)
in which
x1 , x1
b1 , b1
x 2, x2
X [X ] = [x, x ] =
x3 ,
B [B] = [b, b ] = b2 , b2 (A.7)
x3
b3 , b3
x4 , x4
implying both the statements (A.1) and (A.5) arranged simultaneously as
a11 x1 + , a11 x1 + b1 , b1
a21 x1 + , a21 x + = B [B] = b2 , b (A.8)
1 2
a31 x1 + , a31 x1 + b3 , b3
It is seen, incidentally, that matrices can be equal only if each of the individual terms
is equal.
The multiplication of full matrices is defined above, and it is obvious that it has a
meaning only if the number of columns in A is equal to the number of rows in X for
a relation of the type (A.6). One property that distinguishes matrix multiplication is
that, in general,
A X = X A
i.e., multiplication of matrices does not commute.
a11 (x1 + x1 ) + a12 (x2 + x2 ) + a13 (x3 + x3 ) + a14 (x4 + x4 ) = b1 + b1
a21 (x1 + x1 ) + a22 (x2 + x2 ) + a23 (x3 + x3 ) + a24 (x4 + x4 ) = b2 + b2 (A.9)
a31 (x1 + x1 ) + a32 (x2 + x2 ) + a33 (x3 + x3 ) + a34 (x4 + x4 ) = b3 + b3
which will also follow from
A x + A x = b + b
Inverse of a matrix 649
Transpose of a matrix
This is simply a definition for reordering the terms in an array in the manner
T a11 a21
a11 a12 a13
= a12 a22 (A.11)
a21 a22 a23
a13 a23
Inverse of a matrix
If in the relationship (A.3) the matrix A is square. i.e., it represents the coefficients
of simultaneous equations of type (A.1) equal in number to the number of unknowns
x, then in general it is possible to solve for the unknowns in terms of the known
coefficients b. This solution can be written as
x = A1 b (A.12)
in which the matrix A1 is known as the inverse of the square matrix A. Clearly
A1 is also square and of the same size as A.
We could obtain (A.12) by multiplying both sides of (A.3) by A1 and hence
A1 A = I = A A1 (A.13)
where I is an identity matrix having zero on all off-diagonal positions and unity on
each of the diagonal positions.
If the equations are singular and have no solution then clearly an inverse does
not exist.
650 APPENDIX A Matrix Algebra
A sum of products
In problems of mechanics we often encounter a number of quantities such as force
that can be listed as a matrix vector:
f1
f2
f= .. (A.14)
.
fn
These in turn, are often associated with the same number of displacements given by
another vector, say,
u1
u2
u= .. (A.15)
.
un
It is known that the work is represented as a sum of products of force and displacement
n
W = fk u k
k=1
Clearly the transpose becomes useful here as we can write, by the rule of matrix
multiplication,
u1
u2
W = f1 f2 . . . fn .. = f T u = uT f (A.16)
.
un
This fact is frequently used in this book.
Transpose of a product
An operation that sometimes occurs is that of taking the transpose of a matrix product.
It can be left to the reader to prove from previous definitions that
(A B)T = BT AT (A.17)
Symmetric matrices
In finite element problems symmetric matrices are often encountered. If a term of a
matrix A is defined as ai j , then for a symmetric matrix
ai j = a ji or A = AT
Partitioning 651
A symmetric matrix must be square. It can be shown that the inverse of a symmetric
matrix is also symmetric:
A1 = (A1 )T AT
Partitioning
It is easy to verify that a matrix product A B in which for example
a11 a12 a13 a14 a15
A = a21 a22 a23 a24 a25
a31 a32 a33 a34 a35
b11 b12
b21 b22
B= b31 b32
b41 b42
b51 b52
could be obtained by dividing each matrix into submatrices, indicated by the lines,
and applying the rules of matrix multiplication first to each of such submatrices as if
it were a scalar number and then carrying out further multiplication in the usual way.
Thus, if we write
A11 A12 B1
A= B=
A21 A22 B2
then
A11 B1 + A12 B2
AB =
A21 B1 + A22 B2
can be verified as representing the complete product by further multiplication.
The essential feature of partitioning is that the size of subdivisions has to be such
as to make the products of the type A11 B1 + A12 B2 meaningful. Operations can be
conducted on partitioned matrices, treating each partition as if it were a scalar.
It should be noted that any matrix can be multiplied by a scalar (number):
c A11 c A12 . . .
c A = c A21 c A22 . . .
.. ..
. . etc.
Using these the matrix A may be written in its spectral form by noting from the
orthonormality conditions on the eigenvectors that
1 = T
Then from
A =
it follows immediately that
A = T (A.20)
The condition number (which is related to equation solution roundoff) is defined as
|max |
= (A.21)
|min |
A = B
1 = T
and thus the simple spectral form for A given in (A.20) does not follow. Instead one
can perform a Cholesky factorization of B as
B = L LT
in which L is a lower triangular matrix (i.e., L i j = 0 for j > i). Using the orthonor-
mality of B as
T L LT = T = I
yields
= LT
This permits the generalized problem to be transformed to a standard problem as
A =
where
A = L1 A LT
Now all the properties of the standard eigenproblem may be used.