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picture1_Matrix Pdf 172951 | Matrix Algebra


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File: Matrix Pdf 172951 | Matrix Algebra
linear algebra ma242 spring 2013 instructor m chirilus bruckner matrix algebra sum scalar multiple product powers inverse transpose properties of matrix addition and scalings let a b and c be ...

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               Linear Algebra
               MA242 (Spring 2013)
               Instructor: M. Chirilus-Bruckner
                                      Matrix Algebra
                           – sum, scalar multiple, product, powers, inverse, transpose –
               • Properties of matrix addition and scalings
                 Let A;B and C be matrices of the same size, and let r and s be scalars.
                          a: A+B =B+A                     d: r(A+B)=rA+rB
                          b: (A+B)+C =A+(B+C)             e: (r + s)A = rA+sA
                          c: A+0=A                        f: r(sA) = s(rA)
               • Matrix multiplication
                 If A is a m×n matrix and B is a n×p matrix and b ;:::;b are the columns of B, then the
                                                         1     p
                 product AB is
                                        AB=A[b ···b ]=[Ab ···Ab ]
                                                1   p     1    p
                                                 1
                                                                                                                                                                                                        a               · · ·      a           · · ·       a         
                                                                                                                                                                                                               11                      1j                     1n
                                                                                                                                                                                                              .                       .                      .       
                                                                                                                                                                                                              .                       .                      .       
                                                                                                                                                                                                               .         · · ·         .        · · ·         .
                                                                                                                                                                                                                                                                     
                                                                                                                                                                                                        a               · · ·       a          · · ·       a         
                                                                                                                                                                                                        i1                            ij                     in      
                                                                                                                                                                                                              .                       .                      .       
                                                                                                                                                                                                              .                       .                      .       
                                                                                                                                                                                                              .         · · ·         .        · · ·         .       
                                                                                                                                                                                                            a            · · ·      a           · · ·      a
                                                                                                                                                                                                              m1                      mj                     mn
                                              • Row-Column rule for matrix multiplication
                                                           (AB) =a b +a b +:::+a b
                                                                        ij            i1 1j               i2 2j                            in nj
                                                                                                                                                          2
                • Properties of matrix multiplication
                  Let A be an m×n matrix and B;C such that all the sums and products are defined.
                               a: A(BC) = (AB)C     (associative law)
                               b: A(B +C)=AB+AC         (left distributive law)
                               c: (B +C)A=BA+CA         (right distributive law)
                               d: r(AB) = (rA)B = A(rB)   (scaling products)
                               e: ImA = A = AIn    (identity for matrix multiplication)
                • Peculiarities of matrix multiplication
                    1. In general, AB 6= BA.
                    2. If AB = AC it is in general not true that B = C.
                    3. If AB = 0, then you cannot conclude that either A = 0 or B = 0.
                                                    3
                                          k
                 • Powers of a matrix A
                                              k                         k    0
                   If A is a n × n matrix, then A = A···A. If k = 0, then A = A = I.
                                                  | {z }
                                                  k times
                                             T
                 • Transpose of a matrix A
                                                          T                                T
                   For a given m×n matrix A, its transpose A has as columns the rows of A, so A is a n×m
                   matrix.
                                          −1
                 • Inverse of a matrix A
                   Amatrix A of size n×n is said to be invertible if there is an n × n matrix X such that
                                                   XA=I       AX=I
                   where I = In is the identity matrix. This matrix X is called the inverse of A and is usually
                               −1
                   denoted by A   . In other words,
                                                   −1            −1
                                                 A A=I        AA =I
                                          −1        −1
                   Analogy with numbers: 5  5 = 1;55  =1        Note: The inverse might not always exist!
                                            −1
                 • Algorithm for finding A
                   Row reduce the augmented matrix for AX = I:
                                                  [A|I] ∼ I |A−1
                                                         4
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