Lecture 2 Matrix Operations, Schemes and Mind Maps of Linear Algebra

Lecture 2. Matrix Operations. • transpose, sum & difference, scalar multiplication. • matrix multiplication, matrix-vector product. • matrix inverse. 2–1 ...

Typology: Schemes and Mind Maps

2022/2023

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Lecture 2
Matrix Operations
transpose, sum & difference, scalar multiplication
matrix multiplication, matrix-vector product
matrix inverse
2–1
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Download Lecture 2 Matrix Operations and more Schemes and Mind Maps Linear Algebra in PDF only on Docsity!

Lecture 2

Matrix Operations

•^

transpose, sum & difference, scalar multiplication

-^

matrix multiplication, matrix-vector product

-^

matrix inverse

Matrix transpose

transpose

of

m

×

n

matrix

A

, denoted

A

T^

or

A

′, is

n

×

m

matrix with

( A

)T

ij^

A

ji

rows and columns of

A

are transposed in

A

T

example:

 ^

^ T 

[^

]^.

•^

transpose converts row vectors to column vectors, vice versa

-^

( A

)T

T^

A

Matrix Operations

Properties of matrix addition

•^

commutative:

A

B

B

A

•^

associative:

A

B

C

A

B

C

), so we can write as

A

B

C

•^

A

A

A

;^ A

A

•^

(A

B

T)

A

T^

B

T

Matrix Operations

Scalar multiplication

we can multiply a number (a.k.a.

scalar

) by a matrix by multiplying every

entry of the matrix by the scalarthis is denoted by juxtaposition or

·, with the scalar on the left:

 ^

 ^

 ^

(sometimes you see scalar multiplication with the scalar on the right)^ •

α^

β

)A

αA

βA

;^ (

αβ

)A

α)(

βA

•^

α(

A

B

αA

αB

•^

·^ A

;^1

·^

A

A

Matrix Operations

Examples

example 1:

[^

] [

]

[^

]

for example, to get

,^1

entry of product:

C

11

A

11

B

11

A

12

B

21

example 2:

[^

] [

]

[^

]

these examples illustrate that matrix multiplication is not (in general)commutative: we don’t (always) have

AB

BA

Matrix Operations

Properties of matrix multiplication

•^

0 A

,^ A

(here

can be scalar, or a compatible matrix)

•^

IA

A

,^ AI

A

•^

(AB

)C

A

(BC

), so we can write as

ABC

•^

α(

AB

αA

)B

, where

α

is a scalar

•^

A

(B

C

AB

AC

,^ (

A

B

)C

AC

BC

•^

(AB

T)

B

T^ A

T

Matrix Operations

Inner product

if^

v^

is a row

n

-vector and

w

is a column

n

-vector, then

vw

makes sense,

and has size

×

,^ i.e.

, is a scalar:

vw

v

w 1

vn

w n

if^

x^

and

y

are

n

-vectors,

x

T^ y

is a scalar called

inner product

or

dot

product

of

x

,^ y

, and denoted

x, y

〉^

or

x

·^

y:

〈x, y

〉^ =

x

T^ y

x

y 1

x

yn n

(the symbol

·^

can be ambiguous — it can mean dot product, or ordinary

matrix product) Matrix Operations

Matrix powers

if matrix

A

is square, then product

AA

makes sense, and is denoted

A

2

more generally,

k

copies of

A

multiplied together gives

A

k:

A

k^

A A

A

︸^

k

by convention we set

A

I

(non-integer powers like

A

1 /

2 are tricky — that’s an advanced topic)

we have

A

kA

l^ =

A

k+

l

Matrix Operations

Examples

example 1:

[^

]−

1

[^

]

(you should check this!)

example 2:

[^

]

does not have an inverse; let’s see why:

[^

a^

b c^

d

] [

]

[^

a^

b^

a^

b

c^ −

d^

c^ + 2

d

]

[^

]

... but you can’t have

a

b^

and

a^

b^

Matrix Operations

Properties of inverse

•^

( A

−^1

A

,^ i.e.

, inverse of inverse is original matrix

(assuming

A

is invertible)

•^

(AB

1

B

−^1

A

−^1

(assuming

A

,^ B

are invertible)

•^

( A

)T

−^1

A

−^1

)T

(assuming

A

is invertible)

•^

−I

I

•^

(αA

)A

−^1

(assuming

A

invertible,

α

•^

if^

y^

Ax

, where

x

R

n^

and

A

is invertible, then

x

A

−^1

y:

A

−^1

y^

A

−^1

Ax

Ix

x

Matrix Operations