lesson 5: matrix algebra (slides)
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TRANSCRIPT
![Page 1: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/1.jpg)
Lesson 5Matrix Algebra and The Transpose
Math 20
September 28, 2007
Announcements
I Thomas Schelling at IOP (79 JFK Street), Wednesday 6pm
I Problem Set 2 is on the course web site. Due October 3
I Problem Sessions: Sundays 6–7 (SC 221), Tuesdays 1–2 (SC116)
I My office hours: Mondays 1–2, Tuesdays 3–4, Wednesdays1–3 (SC 323)
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Remember the definition of matrix addition
DefinitionLet A = (aij)m×n and B = (bij)m×n be matrices. The sum of Aand B is the matrix C = (cij)m×n defined by
cij = aij + bij
That is, C is obtained by adding corresponding elements of A AndB.
We do not define A + B if A and B do not have the samedimension.
![Page 3: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/3.jpg)
Remember the definition of matrix addition
DefinitionLet A = (aij)m×n and B = (bij)m×n be matrices. The sum of Aand B is the matrix C = (cij)m×n defined by
cij = aij + bij
That is, C is obtained by adding corresponding elements of A AndB.We do not define A + B if A and B do not have the samedimension.
![Page 4: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/4.jpg)
Properties of Matrix Addition
RulesLet A, B, C, and D be m × n matrices.
(a) A + B = B + A
(so addition is commutative)
(b) A + (B + C) = (A + B) + C (so addition is associative)
(c) There is a unique m × n matrix O such that
A + O = A
for any m × n matrix A. The matrix O is called the m × nadditive identity matrix.
(d) For each m × n matrix A, there is a unique m × n matrix Dsuch that
A + D = O
(We write D = −A.) So additive inverses exist.
![Page 5: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/5.jpg)
Properties of Matrix Addition
RulesLet A, B, C, and D be m × n matrices.
(a) A + B = B + A (so addition is commutative)
(b) A + (B + C) = (A + B) + C (so addition is associative)
(c) There is a unique m × n matrix O such that
A + O = A
for any m × n matrix A. The matrix O is called the m × nadditive identity matrix.
(d) For each m × n matrix A, there is a unique m × n matrix Dsuch that
A + D = O
(We write D = −A.) So additive inverses exist.
![Page 6: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/6.jpg)
Properties of Matrix Addition
RulesLet A, B, C, and D be m × n matrices.
(a) A + B = B + A (so addition is commutative)
(b) A + (B + C) = (A + B) + C
(so addition is associative)
(c) There is a unique m × n matrix O such that
A + O = A
for any m × n matrix A. The matrix O is called the m × nadditive identity matrix.
(d) For each m × n matrix A, there is a unique m × n matrix Dsuch that
A + D = O
(We write D = −A.) So additive inverses exist.
![Page 7: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/7.jpg)
Properties of Matrix Addition
RulesLet A, B, C, and D be m × n matrices.
(a) A + B = B + A (so addition is commutative)
(b) A + (B + C) = (A + B) + C (so addition is associative)
(c) There is a unique m × n matrix O such that
A + O = A
for any m × n matrix A. The matrix O is called the m × nadditive identity matrix.
(d) For each m × n matrix A, there is a unique m × n matrix Dsuch that
A + D = O
(We write D = −A.) So additive inverses exist.
![Page 8: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/8.jpg)
Properties of Matrix Addition
RulesLet A, B, C, and D be m × n matrices.
(a) A + B = B + A (so addition is commutative)
(b) A + (B + C) = (A + B) + C (so addition is associative)
(c) There is a unique m × n matrix O such that
A + O = A
for any m × n matrix A. The matrix O is called the m × nadditive identity matrix.
(d) For each m × n matrix A, there is a unique m × n matrix Dsuch that
A + D = O
(We write D = −A.) So additive inverses exist.
![Page 9: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/9.jpg)
Proof
Proof.Let’s prove (b). We need to show that every entry of A + (B + C)is equal to the corresponding entry of (A + B) + C.
Well,
[A + (B + C)]ij = aij + [B + C]ij = aij + (bij + cij)
= (aij + bij) + cij as real numbers
= [A + B]ij + cij = [(A + B) + C]ij .
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Proof
Proof.Let’s prove (b). We need to show that every entry of A + (B + C)is equal to the corresponding entry of (A + B) + C. Well,
[A + (B + C)]ij = aij + [B + C]ij = aij + (bij + cij)
= (aij + bij) + cij as real numbers
= [A + B]ij + cij = [(A + B) + C]ij .
![Page 11: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/11.jpg)
Remember the definition of matrix multiplication
DefinitionLet A = (aij)m×n and B = (bij)n×p. Then the matrix product ofA and B is the m × p matrix whose jth column is Abj . In otherwords, the (i , j)th entry of AB is the dot product of ith row of Aand the jth column of B. In symbols
(AB)ij =n∑
k=1
aikbkj .
Another way to look at it:
A(b1 b2 . . . bp
)=(Ab1 Ab2 . . . Abp
)
![Page 12: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/12.jpg)
Remember the definition of matrix multiplication
DefinitionLet A = (aij)m×n and B = (bij)n×p. Then the matrix product ofA and B is the m × p matrix whose jth column is Abj . In otherwords, the (i , j)th entry of AB is the dot product of ith row of Aand the jth column of B. In symbols
(AB)ij =n∑
k=1
aikbkj .
Another way to look at it:
A(b1 b2 . . . bp
)=(Ab1 Ab2 . . . Abp
)
![Page 13: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/13.jpg)
Examples
Let
A =
(1 2−1 2
)B =
(0 23 1
)
C =
(1 −1 22 3 −1
)D =
0 1 2 0−1 0 2 03 1 0 0
Compute
(a) (A + B)C
(b) AC + BC
(c) A(BC)
(d) (AB)C
(e) AC and CA
(f) AB and BA
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Does matrix multiplication distribute?
Solution to (a) and (b)
(A + B)C =
(9 11 −28 7 1
)= AC + BC
In fact, this is true in general:
Distributive rules for matricesIf A, B, and C are of appropriate sizes, then
(A + B)C = AC + BC.
If A, B, and C are of appropriate sizes, then
A(B + C) = AB + AC
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Does matrix multiplication distribute?
Solution to (a) and (b)
(A + B)C =
(9 11 −28 7 1
)= AC + BC
In fact, this is true in general:
Distributive rules for matricesIf A, B, and C are of appropriate sizes, then
(A + B)C = AC + BC.
If A, B, and C are of appropriate sizes, then
A(B + C) = AB + AC
![Page 16: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/16.jpg)
Is matrix multiplication associative?
Solution to (c) and (d)
A(BC) =
(14 6 86 −6 12
)= (AB)C
In fact, this is true in general:
Associative rules for matrix multiplication
If A, B, and C are of appropriate sizes, then
(AB)C = A(BC)
![Page 17: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/17.jpg)
Is matrix multiplication associative?
Solution to (c) and (d)
A(BC) =
(14 6 86 −6 12
)= (AB)C
In fact, this is true in general:
Associative rules for matrix multiplication
If A, B, and C are of appropriate sizes, then
(AB)C = A(BC)
![Page 18: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/18.jpg)
Is matrix multiplication commutative?
Solution to (e)
AC =
(5 5 03 7 −4
), but CA is not even defined. We cannot
multiply a 2 × 3 matrix by a 2 × 2 matrix.
Solution to (f)
BA =
(−2 42 8
), but AB =
(6 46 0
).
So matrix multiplication is (usually) not commutative, even whenit’s possible to test.
![Page 19: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/19.jpg)
Is matrix multiplication commutative?
Solution to (e)
AC =
(5 5 03 7 −4
),
but CA is not even defined. We cannot
multiply a 2 × 3 matrix by a 2 × 2 matrix.
Solution to (f)
BA =
(−2 42 8
), but AB =
(6 46 0
).
So matrix multiplication is (usually) not commutative, even whenit’s possible to test.
![Page 20: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/20.jpg)
Is matrix multiplication commutative?
Solution to (e)
AC =
(5 5 03 7 −4
), but CA is not even defined. We cannot
multiply a 2 × 3 matrix by a 2 × 2 matrix.
Solution to (f)
BA =
(−2 42 8
), but AB =
(6 46 0
).
So matrix multiplication is (usually) not commutative, even whenit’s possible to test.
![Page 21: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/21.jpg)
Is matrix multiplication commutative?
Solution to (e)
AC =
(5 5 03 7 −4
), but CA is not even defined. We cannot
multiply a 2 × 3 matrix by a 2 × 2 matrix.
Solution to (f)
BA =
(−2 42 8
), but AB =
(6 46 0
).
So matrix multiplication is (usually) not commutative, even whenit’s possible to test.
![Page 22: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/22.jpg)
Is matrix multiplication commutative?
Solution to (e)
AC =
(5 5 03 7 −4
), but CA is not even defined. We cannot
multiply a 2 × 3 matrix by a 2 × 2 matrix.
Solution to (f)
BA =
(−2 42 8
),
but AB =
(6 46 0
).
So matrix multiplication is (usually) not commutative, even whenit’s possible to test.
![Page 23: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/23.jpg)
Is matrix multiplication commutative?
Solution to (e)
AC =
(5 5 03 7 −4
), but CA is not even defined. We cannot
multiply a 2 × 3 matrix by a 2 × 2 matrix.
Solution to (f)
BA =
(−2 42 8
), but AB =
(6 46 0
).
So matrix multiplication is (usually) not commutative, even whenit’s possible to test.
![Page 24: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/24.jpg)
Is matrix multiplication commutative?
Solution to (e)
AC =
(5 5 03 7 −4
), but CA is not even defined. We cannot
multiply a 2 × 3 matrix by a 2 × 2 matrix.
Solution to (f)
BA =
(−2 42 8
), but AB =
(6 46 0
).
So matrix multiplication is (usually) not commutative, even whenit’s possible to test.
![Page 25: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/25.jpg)
Is matrix multiplication commutative?
Solution to (e)
AC =
(5 5 03 7 −4
), but CA is not even defined. We cannot
multiply a 2 × 3 matrix by a 2 × 2 matrix.
Solution to (f)
BA =
(−2 42 8
), but AB =
(6 46 0
).
So matrix multiplication is (usually) not commutative, even whenit’s possible to test.
![Page 26: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/26.jpg)
The Transpose
But there is another operation on matrices, which is just flippingrows and columns.
DefinitionLet A = (aij)m×n be a matrix. The transpose of A is the matrixA′ = (aij)n×m whose (i , j)th entry is aji .
Example
Let A =
1 23 45 6
. Then
A′ =
(1 3 52 4 6
).
![Page 27: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/27.jpg)
The Transpose
But there is another operation on matrices, which is just flippingrows and columns.
DefinitionLet A = (aij)m×n be a matrix. The transpose of A is the matrixA′ = (aij)n×m whose (i , j)th entry is aji .
Example
Let A =
1 23 45 6
. Then
A′ =
(1 3 52 4 6
).
![Page 28: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/28.jpg)
The Transpose
But there is another operation on matrices, which is just flippingrows and columns.
DefinitionLet A = (aij)m×n be a matrix. The transpose of A is the matrixA′ = (aij)n×m whose (i , j)th entry is aji .
Example
Let A =
1 23 45 6
. Then
A′ =
(1 3 52 4 6
).
![Page 29: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/29.jpg)
Examples
Let
A =
(1 2−1 2
)B =
(0 23 1
)
C =
(1 −1 22 3 −1
)D =
0 1 2 0−1 0 2 03 1 0 0
Compute
(a) (A′)′
(b) (A + B)′ and A′ + B′(c) (AC)′ and A′C′
(d) (AC)′ and C′A′
![Page 30: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/30.jpg)
Solution to (a).
(A′)′ =
A
In fact, this is true in general.
![Page 31: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/31.jpg)
Solution to (a).
(A′)′ = A
In fact, this is true in general.
![Page 32: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/32.jpg)
Solution to (a).
(A′)′ = A
In fact, this is true in general.
![Page 33: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/33.jpg)
Does the transpose distribute over addition?
Solution to (b).
(A + B)′ =
(1 24 3
)= A′ + B′
In fact, this is true in general.
![Page 34: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/34.jpg)
Does the transpose distribute over addition?
Solution to (b).
(A + B)′ =
(1 24 3
)= A′ + B′
In fact, this is true in general.
![Page 35: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/35.jpg)
Does the transpose distribute over multiplication?
Solution to (c) and (d).
(AC)′ =
5 35 70 −4
, but A′C′ is not defined.
On the other hand,
C′A′ =
5 35 70 −4
= (AC)′.
This is true in general.
![Page 36: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/36.jpg)
Does the transpose distribute over multiplication?
Solution to (c) and (d).
(AC)′ =
5 35 70 −4
, but A′C′ is not defined. On the other hand,
C′A′ =
5 35 70 −4
= (AC)′.
This is true in general.
![Page 37: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/37.jpg)
Does the transpose distribute over multiplication?
Solution to (c) and (d).
(AC)′ =
5 35 70 −4
, but A′C′ is not defined. On the other hand,
C′A′ =
5 35 70 −4
= (AC)′.
This is true in general.
![Page 38: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/38.jpg)
Remember these properties (including which ones aren’t true)because they are the rules of the game in linear algebra!
![Page 39: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/39.jpg)
Transpose and dot product
Notice:p · q = p′q
Also,
TheoremLet A be an n × n matrix and v, w vectors in Rn. Then
v · Aw = (A′v) ·w.
Proof.Remember v ·Aw is a scalar, so is equal to its own transpose. Then
v · Aw = (v′Aw)′ = (Aw)′(v′)′ = w′A′v = w · A′v = (A′v) ·w.
![Page 40: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/40.jpg)
Transpose and dot product
Notice:p · q = p′q
Also,
TheoremLet A be an n × n matrix and v, w vectors in Rn. Then
v · Aw = (A′v) ·w.
Proof.Remember v ·Aw is a scalar, so is equal to its own transpose. Then
v · Aw = (v′Aw)′ = (Aw)′(v′)′ = w′A′v = w · A′v = (A′v) ·w.
![Page 41: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/41.jpg)
Transpose and dot product
Notice:p · q = p′q
Also,
TheoremLet A be an n × n matrix and v, w vectors in Rn. Then
v · Aw = (A′v) ·w.
Proof.Remember v ·Aw is a scalar, so is equal to its own transpose.
Then
v · Aw = (v′Aw)′ = (Aw)′(v′)′ = w′A′v = w · A′v = (A′v) ·w.
![Page 42: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/42.jpg)
Transpose and dot product
Notice:p · q = p′q
Also,
TheoremLet A be an n × n matrix and v, w vectors in Rn. Then
v · Aw = (A′v) ·w.
Proof.Remember v ·Aw is a scalar, so is equal to its own transpose. Then
v · Aw = (v′Aw)′ = (Aw)′(v′)′ = w′A′v = w · A′v = (A′v) ·w.
![Page 43: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/43.jpg)
Example
Some special cases which are useful. Let
A =
(3 2−1 1
)e1 =
(10
)e2 =
(01
)
E11 =
(1 00 0
)E12 =
(0 10 0
)E21 =
(0 01 0
)E22 =
(0 00 1
)
D =
(2 00 −1
)I =
(1 00 1
)Compute
(a) Ae1 and Ae2
(b) AE11 and E11A
(c) AE12 and E12A
(d) AD and DA
![Page 44: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/44.jpg)
Solution to (a)
Ae1 =
(3−1
)Ae2 =
(21
)
In general,
I Aei is the ith column of A.
I e′jA is the jth row of A.
![Page 45: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/45.jpg)
Solution to (a)
Ae1 =
(3−1
)Ae2 =
(21
)In general,
I Aei is the ith column of A.
I e′jA is the jth row of A.
![Page 46: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/46.jpg)
Solution to (b) and (c)
AE11 =
(3 0−1 0
)E11A =
(3 20 0
)AE12 =
(0 30 −1
)E12A =
(−1 10 0
)
In general,
I AEij has all zeros except for the jth column, which is the ithcolumn of A
I EijA has all zeros except for the ith row, which is the jth rowof A
![Page 47: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/47.jpg)
Solution to (b) and (c)
AE11 =
(3 0−1 0
)E11A =
(3 20 0
)AE12 =
(0 30 −1
)E12A =
(−1 10 0
)In general,
I AEij has all zeros except for the jth column, which is the ithcolumn of A
I EijA has all zeros except for the ith row, which is the jth rowof A
![Page 48: Lesson 5: Matrix Algebra (slides)](https://reader034.vdocuments.net/reader034/viewer/2022042713/5482f08bb4af9f640d8b48e9/html5/thumbnails/48.jpg)
Solution to (d)
DA =
(6 41 −1
)AD =
(6 −22 −1
)
In general,
I a diagonal matrix times a matrix scales every row of theright-hand matrix by the corresponding diagonal entries
I a matrix times a diagonal matrix scales every column of theleft-hand matrix by the corresponding diagonal entries.
I diagonal matrices do commute
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Solution to (d)
DA =
(6 41 −1
)AD =
(6 −22 −1
)In general,
I a diagonal matrix times a matrix scales every row of theright-hand matrix by the corresponding diagonal entries
I a matrix times a diagonal matrix scales every column of theleft-hand matrix by the corresponding diagonal entries.
I diagonal matrices do commute