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Dimension:
An nxm matrix has n rows and m columns
Addition
Only matrices with identical dimensions can be added
a a b b a + b 11 a 12 + b 12
A + B = 11 12 + 11 12 = 11
a 21 a 22 b 21 b 22 a 21 + b 21 a 22 + b 22
Commutative & Associative Property: Matricies can be added in any order.
Y = AX + BX
= (A + B)X
= (B + A)X
Multiplication:
Πa 1jb j1 Πa 1jb j2
A ⋅ B =
Πa 2jb j1 Πa 2jb j2
example:
7 8
1 2 3 1 ⋅ 7 + 2 ⋅ 9 + 3 ⋅ 11 1 ⋅ 8 + 2 ⋅ 10 + 3 ⋅ 12
9 10 =
4 5 6 11 12 4 ⋅ 7 + 5 ⋅ 9 + 6 ⋅ 11 4 ⋅ 8 + 5 ⋅ 10 + 6 ⋅ 12
The inner dimension must match for matricies to be multiplied.
A 3x7 ⋅ B 7x2 = AB 3x2 A 3x7 matrix can be multiplied by a 7x2 matrix,
B 7x2 ⋅ A 3x7 does not make sense
but a 7x2 cannot be multiplied by a 3x7.
Properties: Matrix multiplication is associative, but not commutative
A(B + C) = AB + AC assicoative
AB ≠ BA but not commutative
Transpose
a a a
A T = 11 21 31
a 12 a 22 a 32
1
EE 761 - Modern Control
Background - Matrix Operations
Fall 1997
(AB) T = B T A T
Determinant
The determinant is the area enclosed by the vectors composing the columns.
A = a 11 D 11 − a 12 D 12 + a 13 D 13 ...
D ij is the part of matrix A excluding row i & column j.
For 1x1 to 3x3 matricies, this works out to
a =a
a b
= ad − bc
c d
a b c
e f d f d e
d e f =a −b +c
h i g i g h
g h i
The determinant is zero if the area enclosed is zero. This happens when one or more columns are linearly dependent.
A⋅B = A ⋅ B
assuming both A and B are square.
Adjoint
D 11 D 12 D 13
Adj(A) = D 21 D 22 D 23
D 31 D 32 D 33
Inverse
If B is the inverse of A then
B = A −1
BA = I
AB = I
(only square matrices have inverses) In order to find a matrix inverse, cofactors or Gauss elimination works. Cofactors is
adj(A)
A −1 = A
Rank
The rank of a matrix is equal to the number of linearly independent columns or rows (either one is the same).
Linearly Independent: A vector Y is linearly independent of vectors X if no constants exist such that
Y = a 1 X 1 + a 2 X 2 + a 3 X 3 + ...
For example,
1 0
0 1
clearly has columns that are linearly independent. Thus, the rank is two.
2
EE 761 - Modern Control
Background - Matrix Operations
Fall 1997
1 2
2 4
has one linearly independent column (the second column is 2x the first). Thus, the rank is one.
Eigenvectors, Eigenvalues
Assume a system described by
.
X = AX
The eigenvalues are the solutions to
λI − A = 0
λ −1
= λ(λ + 5) + 6 = (λ + 2)(λ + 3) = 0
6 λ+5
at t=0
1 1
x(0) = α + β
−3 −2
so
α = −1, β = 1
1 −3t 1 −2t
x(t) = − e + e
−3 −2
Similar Matrices
You can use a change of variables to redefine the states while leaving the overall transfer function unchanged. For example,
the dynamic system
.
X = AX + BU
Y = CX + DU
can be written in terms of a new state variable, Z, related to X as
X = TZ