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Linear Algebra Chapter 2 Matrices 2.1 Addition, Scalar Multiplication, and Multiplication of Matrices • aij: the element of matrix A in row i and column j. • For a square nn matrix A, the main diagonal is:  a11 a12 a a22 21  A     an1 an 2  a1n   a2 n       ann  Definition Two matrices are equal if they are of the same size and if their corresponding elements are equal. Thus A = B if aij = bij  i, j. ( for every, for all) Ch2_2 Addition of Matrices Definition Let A and B be matrices of the same size. Their sum A + B is the matrix obtained by adding together the corresponding elements of A and B. The matrix A + B will be of the same size as A and B. If A and B are not of the same size, they cannot be added, and we say that the sum does not exist. Thus if C  A  B, then cij  aij  bij i,j. Ch2_3 Example 1 4 7, B   2 5  6, and C   5 4. Let A   1 8 0  2 3  3 1  2 7 Determine A + B and A + C, if the sum exist. Solution 4 7    2 5  6 (1) A  B   1 8 0  2 3  3 1 4  5 7  6  1  2 0  3  2  1 3  8   3 9 1.  3  1 11 (2) Because A is 2  3 matrix and C is a 2  2 matrix, there are not of the same size, A + C does not exist. Ch2_4 Scalar Multiplication of matrices Definition Let A be a matrix and c be a scalar. The scalar multiple of A by c, denoted cA, is the matrix obtained by multiplying every element of A by c. The matrix cA will be the same size as A. Thus if B  cA, then bij  caij i, j. Example 2 Let A   1  2 4. 7  2 0 3 1 3  (2) 3  4  3  6 12  3A   . 3  7 3  (3) 3  0 21  9 0 Observe that A and 3A are both 2  3 matrices. Ch2_5 Negation and Subtraction Definition We now define subtraction of matrices in such a way that makes it compatible with addition, scalar multiplication, and negative. Let A – B = A + (–1)B Example 3 Suppose A  5 0  2 and B  2 8  1. 3 6  5 0 4 6 5  2 0  8  2  (1) 3  8  1  A B   . 2  11 3  0 6  4  5  6 3 Ch2_6 Multiplication of Matrices Definition Let the number of columns in a matrix A be the same as the number of rows in a matrix B. The product AB then exists. Let A: mn matrix, B: nk matrix, The product matrix C=AB has elements cij  ai1 ai 2  b1 j  b  2j   ain   ai1b1 j  ai 2b2 j    ainbnj       bnj  C is a mk matrix. If the number of columns in A does not equal the number of row B, we say that the product does not exist. Ch2_7 Example 4 0 1  1 3 5 Let A   ,B , and C  6  2 5.    2 0 3  2 6  Determine AB, BA, and AC , if the products exist. Solution. AB   1  2  5  1 3   3   5   2 0  3    3 5 0  3 0 2  0 1 3     2 0 2 0     2 1 6  1  1 3    6   1  2 0    6    (1 5)  (3  3) (1 0)  (3  (2)) (11)  (3  6)   (2  5)  (0  3) (2  0)  (0  (2)) (2 1)  (0  6) 14  6 19  . 10 0 2   BA and AC do not exist. Note. In general, ABBA. Ch2_8 Example 5 1  2 Let A   7 0 and B   1 0. Determine AB.  3 5  3  2    2 1 1 2 10   3 5   1  2    1 0  1 0       7 05  AB   7 0   7 0 3 5 3           3  2     1 0       3  2  3  2  3   5   5   2  3 0  5  1    7  0 0  0    7 0  3  6 0  10   3  10 Example 6 Let C = AB, A   2 1 and B   7 3 2 Determine c23.  3 4  5 0 1 2  (3  2)  (4 1)  2     3 4 c23   1 Ch2_9 Size of a Product Matrix If A is an m  r matrix and B is an r  n matrix, then AB will be an m  n matrix. A B = AB mr rn mn Example 7 If A is a 5  6 matrix and B is an 6  7 matrix. Because A has six columns and B has six rows. Thus AB exits. And AB will be a 5  7 matrix. Ch2_10 Special Matrices Definition A zero matrix is a matrix in which all the elements are zeros. A diagonal matrix is a square matrix in which all the elements not on the main diagonal are zeros. An identity matrix is a diagonal matrix in which every diagonal element is 1. 0mn 0  0  0 0 0  0     zero matrix 0 0  0 a11 0 0 a 22 A    0 0 0 0       ann    1 0  0  I n  0 1  0      0 0  1 identity matrix diaginal matrix A Ch2_11 Theorem 2.1 Let A be m  n matrix and Omn be the zero m  n matrix. Let B be an n  n square matrix. On and In be the zero and identity n  n matrices. Then A + Omn = Omn + A = A BOn = OnB = On BIn = InB = B Example 8 Let A  2 1  3 and B   2 1. 8 4 5  3 4 2 A  O23   4  2 BO2    3  2 BI 2    3 1  3 0 0 0 2 1  3   A 5 8 0 0 0 4 5 8 1 0 3 0 1 1  4 0 0  0   0  0 0  2  1  3 0  O2  0 1 B 4 Ch2_12 Homework Exercises: 5, 8, 11, 17 from page 71 to 73. Exercise 17 p.72 Let A be a matrix whose third row is all zeros. Let B be any matrix such that the product AB exists. Prove that the third row of AB is all zeros. Solution  b1i   b1i  b  b  ( AB)3i  [a31 a32  a3n ]  2i   [0 0  0]  2i   0, i.       bni  bni  Ch2_13 2.2 Algebraic Properties of Matrix Operations Theorem 2.2 -1 Let A, B, and C be matrices and a, b, and c be scalars. Assume that the size of the matrices are such that the operations can be performed. Properties of Matrix Addition and scalar Multiplication 1. A + B = B + A Commutative property of addition 2. A + (B + C) = (A + B) + C Associative property of addition 3. A + O = O + A = A (where O is the appropriate zero matrix) 4. c(A + B) = cA + cB Distributive property of addition 5. (a + b)C = aC + bC Distributive property of addition 6. (ab)C = a(bC) Ch2_14 Theorem 2.2 -2 Let A, B, and C be matrices and a, b, and c be scalars. Assume that the size of the matrices are such that the operations can be performed. Properties of Matrix Multiplication 1. A(BC) = (AB)C Associative property of multiplication 2. A(B + C) = AB + AC Distributive property of multiplication 3. (A + B)C = AC + BC Distributive property of multiplication 4. AIn = InA = A (where In is the appropriate zero matrix) 5. c(AB) = (cA)B = A(cB) Note: AB BA in general. Multiplication of matrices is not commutative. Ch2_15 Proof of Thm 2.2 (A+B=B+A) Consider the (i,j)th elements of matrices A+B and B+A: ( A  B)ij  aij  bij  bij  aij  ( B  A)ij .  A+B=B+A Example 9 Let A   1 3, B  3  7, and C  0  2. 1  4 5 8 5  1 A  B  C   1 3  3  7  0  2 1 5  1  4 5 8   1  3  0 3  7  2  4  6. 5  4  8  5 5  1  1 9 Ch2_16 Arithmetic Operations If A is an m  r matrix and B is r  n matrix, the number of scalar multiplications involved in computing the product AB is mrn. Consider three matrices A, B and C such that the product ABC exists. Compare the number of multiplications involved in the two ways (AB)C and A(BC) of computing the product ABC Ch2_17 Example 10 4  3, and C   1 . Let A   1 2, B   0 1   Compute ABC. 3  1  1 0  2  0 Solution. Which method is better? Count the number of multiplications. (1) (AB)C 3   2 1  1. AB   1 2  0 1 3  1  1 0  2  1 3 11 26+32  4  9 =12+6=18  2 1  1   1   . ( AB)C    1 3 11 0  1   (2) A(BC)  4 0 1 3   1    1 BC    1 0 2 0  4   A( BC )   1 2   1   9. 3  1  4  1 32+22 =6+4=10  A(BC) is better. Ch2_18 Caution In algebra we know that the following cancellation laws apply. If ab = ac and a  0 then b = c. If pq = 0 then p = 0 or q = 0. However the corresponding results are not true for matrices. AB = AC does not imply that B = C. PQ = O does not imply that P = O or Q = O. Example 11  1 2   1 2  3 8  (1) Consider t he matrices A   ,B , and C   .     2 4  2 1  3  2  3 4 Observe that AB  AC   , but B  C. 6 8    1  2  2  6 (2) Consider t he matrices P   , and Q   .   4  2  1  3 Observe that PQ  O, but P  O and Q  O. Ch2_19 Powers of Matrices Definition If A is a square matrix, then Ak   AA  A    k times Theorem 2.3 If A is an n  n square matrix and r and s are nonnegative integers, then 1. ArAs = Ar+s. 2. (Ar)s = Ars. 3. A0 = In (by definition) Ch2_20 Example 12  1  2 4 If A   , compute A .  0  1 Solution  1  2  1  2  3  2 A        1 0  1 0  1 2      2  3  2  3  2  11  10 A   .     2   1 2   5 6  1 4 Example 13 Simplify the following matrix expression. A( A  2B)  3B(2 A  B)  A2  7 B 2  5 AB Solution A( A  2 B)  3B(2 A  B)  A2  7 B 2  5 AB  A2  2 AB  6 BA  3B 2  A2  7 B 2  5 AB  3 AB  6 BA  4 B 2 We can’t add the two matrices Ch2_21 Systems of Linear Equations A system of m linear equations in n variables as follows a11 x1    a1n xn  b1     am1 x1    amn xn  bm Let  a11  a1n   x1   b1  A      , X    , and B     am1  amn   xn  bm        We can write the system of equations in the matrix form AX = B Ch2_22 Idempotent and Nilpotent Matrices (Exercises 24-30 p.83 and 14 p.93) Definition (1) A square matrix A is said to be idempotent if A2=A. (2) A square matrix A is said to nilpotent if there is a p positive integer p such that A =0. The least integer p such that Ap=0 is called the degree of nilpotency of the matrix. Example 14 3  6 2 3  6 (1) A   ,A   A.    1  2  1  2 3  9 2 0 0 (2) B   ,B  . The degree of nilpotency : 2   1  3 0 0 Ch2_23 Homework Exercises 3, 6, 12, 18, 27, 32, p.82 to p.83 Ch2_24 2.3 Symmetric Matrices Definition The transpose of a matrix A, denoted At, is the matrix whose columns are the rows of the given matrix A. i.e., A : m  n  At : n  m, ( At )ij  Aji i, j. Example 15 A   2 7, B   1 2  7, and C   1 3 4. 6  8 0 4 5  1 1 4   t t C   3. At  2  8 B  2 5   0 7  4  7 6 Ch2_25 Theorem 2.4: Properties of Transpose Let A and B be matrices and c be a scalar. Assume that the sizes of the matrices are such that the operations can be performed. 1. (A + B)t = At + Bt Transpose of a sum 2. (cA)t = cAt Transpose of a scalar multiple 3. (AB)t = BtAt Transpose of a product 4. (At)t = A Ch2_26 Symmetric Matrix Definition A symmetric matrix is a matrix that is equal to its transpose. A  At , i.e., aij  a ji i, j Example 16 5 2  5  4 match 1  0 1  4  0 8  1 7 2  4 8  3  4  0 2 4 7 3 9 3 2  3 9 3 6 match Ch2_27 Remark: If and only if Let p and q be statements. Suppose that p implies q (if p then q), written p  q, and that also q  p, we say that “p if and only if q” (in short iff ) Ch2_28 Example 17 Let A and B be symmetric matrices of the same size. Prove that the product AB is symmetric if and only if AB = BA. Proof *We have to show (a) AB is symmetric  AB = BA, and the converse, (b) AB is symmetric  AB = BA. () Let AB be symmetric, then AB= (AB)t by definition of symmetric matrix = BtAt by Thm 2.4 (3) = BA since A and B are symmetric () Let AB = BA, then (AB)t = (BA)t = AtBt by Thm 2.4 (3) = AB since A and B are symmetric Ch2_29 Example 18 Let A be a symmetric matrix. Prove that A2 is symmetric. Proof ( A2 )t  ( AA) t ( At At )  AA  A2 Ch2_30 Exercises 1, 2, 6, 7, 14, p.93 to p.94 2.4 The Inverse of a Matrix Definition Let A be an n  n matrix. If a matrix B can be found such that AB = BA = In, then A is said to be invertible and B is called the inverse of A. If such a matrix B does not exist, then A has no inverse. (denote B = A1, and Ak=(A1)k ) Example 19  2 1  Prove that the matrix A   1 2 has inverse B   3  1 . 3 4  2 2  Proof 1  2 AB   1 2  3  1    1 0  I 2 3 4  2 0 1 2 1 1 2  1 0  2 BA   3  1    I2 3 4 0 1        2  2 Thus AB = BA = I2, proving that the matrix A has inverse B. Ch2_32 Theorem 2.5 The inverse of an invertible matrix is unique. Proof Let B and C be inverses of A. Thus AB = BA = In, and AC = CA = In. Multiply both sides of the equation AB = In by C. C(AB) = CIn Thm2.2 (CA)B = C InB = C B=C Thus an invertible matrix has only one inverse. Ch2_33 Gauss-Jordan Elimination for finding the Inverse of a Matrix Let A be an n  n matrix. 1. Adjoin the identity n  n matrix In to A to form the matrix [A : In]. 2. Compute the reduced echelon form of [A : In]. If the reduced echelon form is of the type [In : B], then B is the inverse of A. If the reduced echelon form is not of the type [In : B], in that the first n  n submatrix is not In, then A has no inverse. An n  n matrix A is invertible if and only if its reduced echelon form is In. Ch2_34 Example 20  1  1  2 Determine the inverse of the matrix A   2  3  5 3 5  1 Solution  1 1  2 1 0 [ A : I3 ]   2  3  5 0 1 3 5 0 0  1   1 1  2 1 0 (1)R2 0 1 1 2 1 3 1 0 0 2  1 0 0 0  1 1  2 0 R2  (2) R10  1  1  2 1 0 3 1 0 1 1 R3  R1 0 2 0  3  1 0  1 0 1 0 R1  R2 0 1 1 2  1 0 1 R3  (2)R2 0 0 1  3 2 1  0 1 1 1 0 0 R1  R3 0 1 0 5  3  1 R2  (1)R3 0 0 1  3 2 1 1 1  0 Thus, A1   5  3  1.  3 2 1 Ch2_35 Example 21 Determine the inverse of the following matrix, if it exist.  1 1 5 A   1 2 7 2  1 4 Solution  1 5 1 0 0 1  1 1 5 1 0 0 1 2  1 1 0 [ A : I 3 ]   1 2 7 0 1 0 R2  (1)R1 0 2  1 4 0 0 1 R3  (2)R1 0  3  6  2 0 1  2  1 0 1 0 3 R1  (1)R2 0 1 2  1 1 0 R3  3R2 0 0 0  5 3 1 There is no need to proceed further. The reduced echelon form cannot have a one in the (3, 3) location. The reduced echelon form cannot be of the form [In : B]. Thus A–1 does not exist. Ch2_36 Properties of Matrix Inverse Let A and B be invertible matrices and c a nonzero scalar, Then 1. ( A1 ) 1  A 1 1 1 2. (cA)  A c 1 1 1 3. ( AB)  B A 4. ( An ) 1  ( A1 ) n 5. ( At ) 1  ( A1 )t Proof 1. By definition, AA1=A1A=I. 2. (cA)( 1c A1 )  I  ( 1c A1 )(cA) 3. ( AB)( B 1 A1 )  A( BB 1 ) A1  AA1  I  ( B 1 A1 )( AB) 1 1 1 n n 4. An ( A1 ) n   A  A  A  A  I  ( A ) A  n times n times 5. AA1  I , ( AA1 )t  ( A1 )t At  I , A1 A  I , ( A1 A)t  At ( A1 )t  I , Ch2_37 Example 22 If A  4 1, then it can be shown that A1   1  1. Use this  3 1  3 4 informatio n to compute ( At ) 1. Solution t 1 1 1 3   (A )  (A )    . 3 4 1 4 t 1 1 t Ch2_38 Theorem 2.6 Let AX = B be a system of n linear equations in n variables. If A–1 exists, the solution is unique and is given by X = A–1B. Proof (X = A–1B is a solution.) Substitute X = A–1B into the matrix equation. AX = A(A–1B) = (AA–1)B = In B = B. (The solution is unique.) Let Y be any solution, thus AY = B. Multiplying both sides of this equation by A–1 gives A–1A Y= A–1B In Y= A–1B Y = A–1B. Then Y=X . Ch2_39 Example 22 x1  x2  2 x3  1 Solve the system of equations 2 x1  3x2  5 x3  3  x1  3 x2  5 x3  2 Solution This system can be written in the following matrix form:  1  1  2  x1   1  2  3  5  x2    3 3 5  x3   2  1 If the matrix of coefficients is invertible, the unique solution is 1  x1   1  1  2  1  x2    2  3  5  3  x   1 3 5  2  3 This inverse has already been found in Example 20. We get  x1   0 1 1  1  1  x2    5  3  1  3   2  x   3 2 1  2  1  3 The unique solution is x1  1, x2  2, x3  1. Ch2_40 Elementary Matrices Definition An elementary matrix is one that can be obtained from the identity matrix In through a single elementary row operation. Example 23 1 0 0 I 3  0 1 0 0 0 1 R2  R3 5R2 R2+ 2R1 1 0 0 E1  0 0 1 0 1 0 1 0 0 E2  0 5 0 0 0 1 1 0 0  E3  2 1 0 0 0 1 Ch2_41 Elementary Matrices 。 Elementary row operation 。 Elementary matrix a b R2  R3  g h  d e a b A  d e  g h c f  i  5R2 a 5d   g c  1 0 0 i   0 0 1  A  E1 A f  0 1 0 b c  1 0 0 5e 5 f   0 5 0  A  E2 A h i  0 0 1 b  a d  2a e  2b R2+ 2R1   g h c  1 0 0 f  2c   2 1 0  A  E3 A i  0 0 1 Ch2_42 Notes for elementary matrices Each elementary matrix is invertible. Example 24 I  E1  E1  I , i.e., E2 E1  I R1 2 R 2 1 0 0 I  0 1 0 0 0 1 R1 2 R 2 1 2 0 E1  0 1 0 0 0 1 1  2 0 E2  0 1 0 0 0 1 If A and B are row equivalent matrices and A is invertible, then B is invertible. Proof If A  …  B, then B=En … E2 E1 A for some elementary matrices En, … , E2 and E1. So B1 = (En … E2 E1A)1 =A1E11 E21 … En1. Ch2_43 Homework Exercises 6, 9, 14, 15, 16, 19, 21, 32 from p.105 to 107. Exercise 7  d  b 1 a b  1 . If A   , show that A     (ad  bc)  c a  c d  Ch2_44