Module 2 - Review of Matrix Algebra
Module 2 - Review of Matrix Algebra
COURSE MATERIAL:
DEFINITION OF A MATRIX
A matrix consists of a rectangular array of elements represented by a single symbol. As
depicted below, [A] is the shorthand for the matrix and designates an individual element of
the matrix.
[ ] [ ]
A horizontal set of elements is called a row and a vertical set is called a column. The first
subscript always designates the number of row in which the element lies. The second subscript
designates the column. For example, element is in row 2 and column 3.
The matrix above has rows and columns is said to have dimension of by (or
). It is referred to as an by matrix.
Matrices with row dimension , such as
⌊ ⌋ ⌊ ⌋
are called row matrices. Note that for simplicity, the first subscript of each element is dropped.
Also, it should be mentioned that there are times when it is desirable to employ a special
shorthand notation to distinguish a row matrix from other types of matrices. One way to
accomplish this is to employ special non-topped brackets, as in ⌊ ⌋.
Matrices with column dimension , such as
{ } { }
are referred to as column matrices. For simplicity, the second subscript is dropped. As with the
row vector, there are occasions when it is desirable to employ a special shorthand notation to
distinguish a column matrix to other types of matrices. One way to accomplish this is to employ
special brackets, as in { }.
Matrices where are called square matrices. For example, a 4 by 4 matrix is
[ ] [ ]
[ ] [ ]
is a 3 by 3 symmetric matrix.
A diagonal matrix is a matrix where all elements off the main diagonal are equal to zero,
as in
[ ] [ ]
An identity matrix is a diagonal matrix where all elements on the main diagonal are equal
to 1, as in
[] [ ]
The symbol [ ] is used to denote the identity matrix. The identity matrix has properties
similar to unity.
An upper triangular matrix is one where all elements below the main diagonal are zero,
as in
[ ] [ ]
A lower triangular matrix is one where all elements above the main diagonal are zero, as
in
[ ] [ ]
A banded matrix has all elements equal to zero, with the exception of a band centered to
the main diagonal.
[ ] [ ]
The above matrix has a bandwidth of 3 and is given a special name – the tridiagonal
matrix.
MATRIX OPERATIONS
Equality
Matrices and [ ] are considered to be equal if they are of the same order and if their
corresponding elements are Identical (i.e., ). Consider, for example, matrices
[ ] [ ] [ ] [ ]
Since both matrix [ ] and [ ] are of order 3 x 2, and since each element of [ ] is equal to the
corresponding element of [ ] , then matrices [ ] and [ ] are equal to each other, that is,
[ ] [ ].
Matrices can be added (or subtracted) only if they are of the same order. The addition
(or subtraction) of two matrices [ ] and [ ] is carried out by adding (or subtracting) the
corresponding elements of the two matrices. Thus, [ ] [ ] [ ] , then ; and if
[ ]-[ ] [ ], then - . The matrices C and D have the same order as matrices A and B.
Multiplication by a Scalar
The product of a scalar c and a matrix [ ] is obtained by multiplying each element of the
matrix [ ] by the scalar c. Thus, if [ ] [ ], then .
Multiplication of Matrices
Two matrices can be multiplied only if the number of columns of the first matrix equals
the number of rows of the second matrix. Such matrices are said to be conformable for
multiplication. Consider, for example the matrices
[ ] [ ] [ ] [ ]
The product [ ][ ]of these matrices is defined because of the first matrix, [ ] of the
sequence [ ][ ] has two columns and the second matrix, [ ] has two rows. However, if the
sequence of the matrices are reversed, then the product [ ][ ] does not exist, because now the
first matrix, [ ] has two columns and the second matrix, [ ], has three rows. The product [ ][ ]
is referred to either as [ ]post-multiplied by[ ], or as [ ] pre-multiplied by[ ]. Conversely, the
product [ ][ ]is referred to either as [ ] post-multiplied by[ ], or as [ ] pre-multiplied by[ ].
Any element of the product matrix [ ] can be determined by multiplying each element
of the i row or [ ] by the corresponding element of the jth column of[ ], and algebraically
th
Transpose of a Matrix
The transpose of a matrix involved transforming its rows into columns and its columns
into rows. For example, a 4 by 4 matrix,
[ ] [ ]
[ ] [ ]
Orthogonal Matrix
If the inverse of a matrix is equal to its transpose, the matrix is referred to as an
orthogonal matrix. In other words, a matrix [ ] is orthogonal if
[ ] [ ]