2.

1 Introduction
A matrix is a rectangular array of numbers. In a
rectangular array, the numbers are written in rows
and columns. If the array contains
m
rows and
n

columns we write the array of
mn
numbers using
double suffixes as follows:

|
|
|
|
|
|
|
|
.
|

\
|
mn m m m
n
n
n
a a a a
a a a a
a a a a
a a a a
. .
. . . . . .
. . . . . .
. .
. .
. .
3 2 1
3 33 32 31
2 23 22 21
1 13 12 11




The array is enclosed by a pair of parenthesis to indicate that all these
numbers belong to the same array. The numbers in the array are called the
elements of the matrix. When referring to a matrix in general (for example
when proving general theorems), for simplicity we denote such a matrix
by
( )
n m
ij
a

. This symbol indicates that the ij

t h
element (ie the element at the
intersection of the i
th
row and the
th
j
column) of the matrix is ij
a
j
and mn,
is referred to as the type
of the matrix
A matrix having the same number
n
of rows and columns is called a square
matrix of order n.

Sometimes, a matrix is conveniently named just by means of an upper case
letter if
it is refereed several times.



2.1.1 Example
A =
|
|
.
|

\
|
2 0 1
3 2 1
is a matrix of type 23.

2.1.2 Definition :

Two matrices A and B are said to be equal, written
, B A = if they are of the same type and the
corresponding elements of A and B are equal.

2.2 Basic Operations on Matrices

(i) Matrix addition
Let A and B be two matrices of the same type. The sum of A
and B, written B A+ , is defined to be the matrix obtained by
adding the corresponding elements of A and B.
If A =
ij ij ij
c a b = +
.
n m ij
a

) (
and B =
n m ij
b

) (
then A + B =
( )
ij m n
c


where

Example 2.2.1
If
|
|
.
|

\
|

=
5 2 0
3 3 1
A ,
|
|
.
|

\
|
=
1 2 9
2 3 3
B then
|
|
.
|

\
|

= +
4 4 9
1 6 4
B A .

.


(ii) Scalar multiplication

The product of a scalar k and a matrix A, written kA, is
defined to be the matrix obtained by multiplying each
element of A by k.
If A =
n m ij
a

) (
then kA =
( )
ij m n
c

where
ij ij
ka c =
.

Note:
(i) A and kA are of the same type
(ii) 1A is written as A. Thus A B stands for A + (-1B).
(iii) 0A, which has all the elements equal to 0 is denoted
by O.
Thus for a matrices A and O of the same type,
A + O = O + A = A.
A + (-A) = O.
The matrix O is called a zero matrix.


(iii) Matrix Multiplication

Let A =
p m ij
a

) (
and B = n p ij
b

) (


(the number of columns of A is equal to the number of rows of B).
Then the product of A and B written AB, is defined by

AB =
n m ij
c

) (
, where

=
=
p
k
kj ik ij
b a c
1
.

If the number of columns of A is equal to the number of rows of B, we
say that A and B are conformable for the product AB.

Note 1

If the number of columns of A is not equal to the number of rows of B, then
the product AB is not defined. If the matrices A and B are of the same order,
then they are conformable for both products AB and BA.
For example, if |
|
.
|

\
|
=
0 3
2 1
A
and |
|
.
|

\
|
=
5 6
2 2
B
then
|
|
.
|

\
|
=
6 6
12 14
AB
and
= |
|
.
|

\
|
=
12 18
12 8
BA
.

Note 2
(i) In general AB = BA.
(ii) A.O = O.A = O.
(iii) If A is a square matrix of order n then A
p
for any positive integer p
is defined by A A A (p factors) and A
0
=(e
ij
)
nn
, where e
ij
= 0
if i = j, and e
ii
= 1 for i = 1, 2, , n.

The matrix (e
ij
)
nn
is denoted by I, and it is called the identity matrix of
order n.
2.3 Basic Laws of Algebra of Matrices

In each of the following three laws the types of A, B and C are selected so
that the respective sums and products are defined.
For example, in 3(i) B and C are selected such that they are of the same type,
and A is selected such that it is conformable for the products AB and AC.

1. Associative Law
(i) (A + B) + C = A + (B + C)
(ii) (AB)C = A(BC)

2. Commutative Law
A + B = B + A

3. Distributive Law
(i) A(B + C) = AB + AC.
(ii) (B + C)A = BA + CA


2.4 More Definitions :

(i) A square matrix of the form
|
|
|
|
|
|
.
|

\
|
nn
a
a
a
a
0 . . . 0
. . . . . .
0 . 0 0 0
0 . . 0 0
0 . . . 0
33
22
11
is called a diagonal matrix.

The above diagonal matrix may also be written as
) , , , (
22 11 nn
a a a diag
.

(ii) A diagonal matrix whose diagonal elements are equal is called a scalar matrix.

(iii) A scalar matrix of order n whose diagonal elements are equal to 1, denoted by n
I

is called the unit matrix of order n or the identity matrix of order n. If the order of
the identity matrix is not important in a discussion, the identity matrix is denoted by . I


Thus a scalar matrix is of the form kI for some scalar k.
If I and A are matrices of same order, then . A IA AI = =


(iv) A square matrix of the form
|
|
|
|
|
|
.
|

\
|
nn n n
a a a
a a a
a a
a
. . .
. . . . . .
0 . 0
0 . . 0
0 . . . 0
2 1
33 32 31
22 21
11
is called
a lower triangular matrix.

If all the diagonal elements of a lower triangular matrix are equal to 0, then it is
called a strictly lower triangular matrix.

A =
n m ij
a

) ( .is lower triangular if and only if a
ij
= 0, for j > i, and
A is strictly lower triangular if and only if a
ij
= 0, for j > i.
Similarly upper triangular matrix is defined

(v) The transpose of a given matrix A, written A
T
, is the matrix obtained
by interchanging each row with the corresponding column.
If A =
n m ij
a

) (
then A
T
= m n ji
a

) (
.

Note:

(i) (A
T
)
T
= A and (kA)
T
= kA
T
.

(ii) If A is a lower triangular matrix then A
T
is an upper triangular
matrix, and vice versa.

(iii) If A =
1 2 3
0 1 1
2 3 4
| |
|

|
|
\ .
then A
T
=
1 0 2
2 1 3
3 1 4
| |
|
|
|

\ .
.




(iv) If A = A
T
(This can happen only if A is a square matrix), then A is
called a symmetric matrix. Thus if A =
n n ij
a

) ( is a symmetric matrix,
then ji ij
a a =
for i, j = 1, 2, , n.

(v) If A = A
T
, then A is called a skew symmetric matrix. In a skew
symmetric matrix the diagonal elements are equal to 0.

(vi) If A is a square matrix and if a matrix B exists such that AB = BA = I,
then A is called a non-singular (or invertible) matrix, and B is called
the inverse of A (and A is the inverse of B). The inverse of A is denoted
by A
1
Thus B = A
1
, and A = B
1
. From these two equations we get
(A
-1
)
-1
= A.




(vii) A square matrix, which is not non-singular is called a singular
matrix, then
it is not possible to find a matrix B such that AB = I or BA = I.

Note:
(i) If A is non-singular and if k = 0 then (kA)
1
=
k
1
A
1
.
(ii)The inverse of a matrix is unique.
For: If AB = BA = I and AC = CA = I for the non-singular matrix A,
Then (AB)C = (BA)C (I)C = B(AC) C = B(I) C = B.

(iii) If a square matrix has a row of zeros or a column of zeros, then A
is singular.



For: If the i
th
row of A consists of 0's, and if there exists a matrix B such that
AB = BA = I, then the
th
ii element of AB is 0. ie. the
th
ii
element of I
is 0.#
Similarly, if the i
th
column of A consists only of 0's, then the
th
ii element
of BA is 0,which again leads to the same contradiction.

(iv) It can be proved that, if for a square matrix A, there exists a matrix B such
that AB = I or BA = I then BA = I and AB = I. Thus to find the inverse of a
given non-singular matrix A, it is sufficient to find a matrix B such that
AB = I or BA = I
2.4.1 Proposition

The product of two lower triangular matrices is a lower
triangular matrix.

Proof
Let A = (a
ij
) with a
ij
= 0 for j > i and B = (b
ij
) with a
ij
= 0 for j > i be
matrices
of order n. Then AB =
1
n
ir rj
r
a b
=
| |
|
\ .

. Suppose that j > i. If r s i then j > r and

thus b
rj
= 0.

On the other hand if r > i then a
ir
= 0. Thus for all values of r we have
1
n
ir rj
r
a b
=

= 0.

For j > i, the (i-j)
th
element of AB is equal to 0 and hence AB is a lower
triangular matrix.

2.4.2 Proposition

(i) If A and B are matrices of the same type then (A + B)
T
= A
T
+ B
T

(ii) If A and B are matrices that are conformable for the product AB,
then (AB)
T
= B
T
.A
T
.

(iii) If A and B are non-singular matrices of the same order, then AB and
BA are non-singular and (AB)
1
= B
1
A
1
.

(iv) If A is a non-singular matrix then A
T
is non-singular, and (A
T
)
1
= (A
1
)
T
.

(v) If A is a non-singular lower triangular matrix then the diagonal elements
of A are non-zero and A
1
is also a lower triangular matrix.

(vi) Any non-singular lower triangular matrix can be written as a product
of a uni-diagonal lower triangular matrix and a diagonal matrix.

Proof:

(i) Let A = (a
ij
) and B = (b
ij
) be matrices of type mn. Then A + B = (c
ij
),
where c
ij
= a
ij
+b
ij
. and (A + B)
T
= A
T
+ B
T
.

(ii) Let A = (a
ij
) and B = (b
ij
) be matrices of type mp and pn.
Then AB = (c
ij
), where
ij
c =

=
p
k
kj ik
b a
1

If A
T
= (a'
ij
), B
T
= (b'
ij
) and (AB)
T
= (c'
ij
), where a'
ij
= a
ji
, b'
ij
= b
ji
and
c'
ij
= c
ji
,
then c'
ij
= c
ji
=

=
p
k
ki jk
b a
1
=
1
' '
p
kj jk
k
a b
=

=
1
' '
p
jk kj
k
b a
=

= (ij)
th
element of B
T
.A
T
.
(AB)
T
= B
T
.A
T
.

(vi) If A = (a
ij
) of order n, then by (v), each a
ii
= 0 for i = 1, 2, , n.
Define D = diag(a
11
, a
22
, , a
nn
) and a uni-diagonal matrix L = (a
ij
/a
ii
).
Then A = DL.
Note:

AB = O does not necessarily mean that A = O or B = O.
For example, if A =
|
|
|
.
|

\
|

1 2
4 8
1 2
and B =
|
|
.
|

\
|
2 6
1 3
, then AB = O.

Similarly, AX = AY does not imply always that X = Y. However, if A is non-
singular then AX = AY implies X = Y.

2.4.1 Example
Let A =
|
|
|
.
|

\
|
1 0 0
1 1 0
1 1 1
.
(i) Determine A
2
and A
3
, and show that A
3
= 3A
2
- 3A + I, where I is the identity matrix
of order 3. Deduce that (A - I)(A
2
- 2A + I) = O.
Does this imply A
2
- 2A + I = O? Justify your answer.
ii) Prove that for any positive integer n, A
n
has the form
|
|
|
.
|

\
|
1 0 0
1 0
) ( 1
n
n f n
,
where f(n) is a function of n to be determined.

(iii) Show that A
r
A
r -1
= (r - 1)A
2
- (2r - 3)A + (r - 2)I for any re
+
, and deduce
that
A
n
=
2
1
[ n(n - 1)A
2
- 2n(n - 2)A + (n - 1)(n - 2)I].

Solution:
(i.) A
2
=
|
|
|
.
|

\
|
1 0 0
1 1 0
1 1 1
|
|
|
.
|

\
|
1 0 0
1 1 0
1 1 1
=
|
|
|
.
|

\
|
1 0 0
2 1 0
3 2 1
and

A
3
=
|
|
|
.
|

\
|
1 0 0
1 1 0
1 1 1
|
|
|
.
|

\
|
1 0 0
2 1 0
3 2 1
=
|
|
|
.
|

\
|
+
+ + +
1 0 0
2 1 1 0
3 2 1 2 1 1
=
|
|
|
.
|

\
|
1 0 0
3 1 0
6 3 1

Now 3A
2
- 3A + I =
|
|
|
.
|

\
|
=
|
|
|
.
|

\
|
+
|
|
|
.
|

\
|

|
|
|
.
|

\
|
1 0 0
3 1 0
6 3 1
1 0 0
0 1 0
0 0 1
1 0 0
1 1 0
1 1 1
3
1 0 0
2 1 0
3 2 1
3


A
3
=3A
2
- 3A + I. and hence, A
3
- I
3
= 3A(A - I)

ie. (A - I)(A
2
+ A + I - 3A) = O, and hence (A - I) (A
2
- 2A + I) = O.
Since (A
2
- 2A + I) =
|
|
|
.
|

\
|
0 0 0
0 0 0
1 0 0
------ (1), we have A
2
- 2A + I = O.

(A I)(A
2
2A + I) = 0 does not imply that A
2
2A + I = 0

(ii) Now, A
4
= 6
|
|
|
.
|

\
|
+ +
1 0 0
3 1 0
3 2 1 3 1
|
|
|
.
|

\
|
1 0 0
1 1 0
1 1 1
=
|
|
|
.
|

\
|
+ + +
1 0 0
4 1 0
4 3 2 1 4 1
.

Let us assume that A
n
is of the form
|
|
|
.
|

\
|
1 0 0
1 0
) ( 1
n
n f n
, where
f(n) =
2
) 1 (
1
+
=

=
n n
r
n
r
,
and prove by Mathematical Induction that actually A
n
has
this form. When n = 1, the assertion is true.
Assume that the assertion is true for n = r > 1.

Now, A
r+1
= A
r
.A =
1 ( )
0 1
0 0 1
r f r
r
| |
|
|
|
\ .
|
|
|
.
|

\
|
1 0 0
1 1 0
1 1 1
=
1 1 1 ( )
0 1 1
0 0 1
r r f r
r
+ + +
| |
|
+
|
|
\ .
=
1 1 ( 1)
0 1 1
0 0 1
r f r
r
+ +
| |
|
+
|
|
\ .
,

as 1 + r + f(r) = 1 + r + r(r + 1)/2 = (r + 1)(r + 2)/2 = f(r + 1).
ie. The assertion is true for n = r +1.
Hence, by Mathematical Induction our assertion is true for all n >1.

iii) Now, A
r
- A
r-1
=
|
|
|
.
|

\
|

0 0 0
1 0 0
) 1 ( ) ( 1 0 r f r f
=
|
|
|
.
|

\
|
0 0 0
1 0 0
1 0 r
= A I =
0 0 1
0 0 0
0 0 0
r
| |
|
|
|
\ .


= A - I + (r - 1)(A
2
-2A + I) (by (1))
= (r - 1)A
2
- (2r -3)A + (r - 2)I.

Summing up for r = 1, 2, , n, we have
A
n
- A
0
=

= = =
+
n
r
n
r
n
r
I r A r A r
1 1 1
2
) 2 ( ) 3 2 ( ) 1 (
A
n
=
2
1
[{n(n + 1) -2n}A
2
- 2{n(n + 1) - 3n}A + {n(n + 1) - 4n +2}I](as A
0
= I)
=
2
1
[n(n - 1)A
2
- 2n(n - 2)A + (n - 1)(n - 2)I ].