kuttler linearalgebra slides matrices matrixarithmetic handout

Upload: asdasdf1

Post on 04-Jun-2018

238 views

Category:

Documents


0 download

TRANSCRIPT

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    1/78

    A FIRST COURSEIN LINEAR ALGEBRAAn Open Text by Ken Kuttler

    Matrix ArithmeticLecture Notes by Karen Seyffarth

    Adapted byLYRYX SERVICE COURSE SOLUTION

    Attribution-NonCommercial-ShareAlike (CC BY-NC-SA)This license lets others remix, tweak, and build upon your work

    non-commercially, as long as they credit you and license their new creationsunder the identical terms.

    Matrix Arithmetic Page 1/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    2/78

    Matrices

    Matrix Arithmetic Matrices Page 2/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    3/78

    Matrices - Basic Denitions and NotationDenitionsLet m and n be positive integers.

    An m n matrix is a rectangular array of numbers having m rows andn columns. Such a matrix is said to have size m n.A square matrix is an m m matrix.The ( i , j )-entry of a matrix is the entry in row i and column j . For amatrix A, the (i , j )-entry of A can also be written Aij .

    General notation for an m n matrix, A:

    A =

    A11 A12 A13 . . . A1nA21 A22 A23 . . . A2nA31 A32 A33 . . . A3n

    ... ...

    ... ...

    Am 1 Am 2 Am 3 . . . Amn

    = [Aij ]

    Matrix Arithmetic Matrices Page 3/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    4/78

    Matrices - Properties and Operations

    1 Equality: two matrices are equal if and only if they have the samesize and the corresponding entries are equal.

    2 Zero Matrix: an m n matrix with all entries equal to zero.3 Addition: matrices must have the same size; add corresponding

    entries.4 Scalar Multiplication: multiply each entry of the matrix by the

    scalar.5 Negative of a Matrix: for an m n matrix A, its negative is

    denoted A and A = ( 1)A.6 Subtraction: for m n matrices A and B , A B = A + ( 1)B .

    Matrix Arithmetic Matrices Page 4/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    5/78

    Properties of Matrix Addition

    TheoremLet A , B and C be matrices of the same size. Then, the following properties hold.

    A + B = B + A

    (A + B ) + C = A + ( B + C )

    There exists a zero matrix 0 such that A + 0 = A

    There exists a matrix A such that A + ( A) = 0

    Matrix Arithmetic Matrices Page 5/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    6/78

    Properties of Scalar Multiplication

    TheoremLet A , B be matrices of the same size, and k , p be scalars. Then, the following properties hold.

    k (A + B ) = kA + kB

    (k + p ) A = kA + pA

    k (pA) = ( kp ) A

    1A = A

    Matrix Arithmetic Matrices Page 6/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    7/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    8/78

    Vectors

    A row matrix (or row) is a 1 n matrix, and a column matrix (or column)is an m 1 matrix.

    Matrices of size m 1 or 1 n are often referred to as vectors.

    Specically, an m 1 matrix is a column vector. For example

    1 1

    03

    A 1 n matrix is a row vector. For example

    6 5 1

    Matrix Arithmetic Matrix Multiplication Page 8/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    9/78

    Vector Form of a Linear System

    DenitionSuppose we have a system of equations given by

    a11x 1 + + a1n x n = b 1...

    am1x

    1 + + amn x n = b m

    We can express this system in vector form as follows:

    x 1

    a11a

    21 am 1

    + x 2

    a12a22

    ...am 2

    + + x n

    a1na2n

    ...amn

    =

    b 1b 2...

    b m

    Matrix Arithmetic Matrix Multiplication Page 9/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    10/78

    Vector Form of a Linear System

    ExampleWrite the following linear system in vector form.

    2x 1 + 4x 2 3x 3 = 6 x 2 + 5x 3 = 0

    x 1 + x 2 + 4x 3 = 1

    Solution:

    x 1

    2

    01 + x 2

    4

    11 + x 3

    3

    54 =

    6

    01

    Matrix Arithmetic Matrix Multiplication Page 10/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    11/78

    Vector Times a Matrix

    DenitionLet A = [Aij ] be an m n matrix and let X be an n 1 matrix with

    A = [A1 An ] , X =X 1

    ..

    .X n

    Then AX is the m 1 column vector given by

    X 1A1 + X 2A2 + + X n An =

    n

    j =1X j A j

    Matrix Arithmetic Matrix Multiplication Page 11/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    12/78

    Vector Times a Matrix

    ExampleCompute the product AX for

    A = 1 4

    5 0, X =

    2

    3Solution:

    AX = 2 15 + 3 40 =

    210 +

    120 =

    1410

    Matrix Arithmetic Matrix Multiplication Page 12/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    13/78

    Matrix Form of a Linear SystemDenitionSuppose we have a system of equations given by

    a11x 1 + + a1n x n = b 1...

    am 1x 1 + + amn x n = b m

    Then we can express this system in matrix form as follows.

    a11 a12 a1na21 a22 a2n

    ..

    .

    ...am 1 am 2 amn

    x 1x 2...x n

    =

    b 1b 2...b m

    This means that a system of equations can be written as the matrixequation

    AX = B .Matrix Arithmetic Matrix Multiplication Page 13/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    14/78

    Matrix Form of a Linear System

    ExampleWrite the following linear system in matrix form.

    2x 1 + 4x 2 3x 3 = 6 x 2 + 5x 3 = 0

    x 1 + x 2 + 4x 3 = 1

    Solution:

    2 4 3

    0 1 51 1 4

    x 1

    x 2x 3

    =

    6

    01

    Matrix Arithmetic Matrix Multiplication Page 14/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    15/78

    The Form AX=B

    TheoremEvery system of linear equations can be written as AX = B.The system has a solution if and only if B is a linear combination of the columns of A.

    The vector X = x 1 x 2 . . . x n T gives the solution to the system AX = B if and only if x 1 , x 2 , . . . , x n are a solution to the vector equation

    x 1A1 + x 2A2 + x n An = B ,

    where A i are the columns of A.

    Matrix Arithmetic Matrix Multiplication Page 15/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    16/78

    The Form AX=B

    ExampleLet

    A =1 0 2 12 1 0 13 1 3 1

    Can B =111

    be expressed as a linear combination of the columns of

    A? If so, nd a linear combination that does so.

    Solution: Solve the system AX = B for X = x 1 x 2 x 3 x 4T .

    Matrix Arithmetic Matrix Multiplication Page 16/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    17/78

    Example (continued)To do this, put the augmented matrix A B in reduced row-echelonform.

    1 0 2 1 12 1 0 1 13 1 3 1 1

    1 0 0 1 170 1 0 1 570 0 1 1 37

    Since there are innitely many solutions, simply choose a value for x 4.Taking x 4 = 0 gives us

    111

    = 1

    7

    123

    5

    7

    0 1

    1+

    3

    7

    203

    This linear combination can be written as

    B = 1

    7A1

    5

    7A2 +

    3

    7A3 + 0A4

    Matrix Arithmetic Matrix Multiplication Page 17/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    18/78

    Matrix Multiplication

    DenitionLet A be an m n matrix and let B be an n p matrix of the form

    B = [B 1 B p ]

    where B 1 , ..., B p are the n 1 columns of B . Then AB is dened asfollows:

    AB = A [B 1 B p ] = [AB 1 AB p ]

    Note that AB has size m p .

    Matrix Arithmetic Matrix Multiplication Page 18/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    19/78

    ExampleFind the product AB for the matrices

    A = 1 0 32 1 1 and B = 1 1 2

    0 2 41 0 0

    Solution: AB has columns

    AB 1 = 1 0 3

    2 1 1 1

    01

    , AB 2 = 1 0 3

    2 1 11

    20

    ,

    and AB 3 = 1 0 32 1 1

    240

    Thus, AB = 4 1 2 1 4 0 .

    Matrix Arithmetic Matrix Multiplication Page 19/78

    l l b h

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    20/78

    Multiplication by the Zero Matrix

    ExampleCompute the product A0 for the matrix

    A = 1 23 4

    and the 2 2 zero matrix given by

    0 = 0 00 0

    Solution: In this product, we compute

    1 23 4

    0 00 0 =

    0 00 0

    Hence, A0 = 0.

    Matrix Arithmetic Matrix Multiplication Page 20/78

    Th E f P d

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    21/78

    The Entry of a ProductDenitionLet A be an m n matrix and B an n p matrix. Then the (i , j )-entry of AB is given by

    Ai 1B 1 j + Ai 2B 2 j + + Ain B nj =n

    k =1

    Aik B kj = AB ij

    Example (revisited)Use the above denition to compute the (1 , 2)-entry of the product

    1 0 32 1 1

    1 1 20 2 41 0 0

    Solution: AB 12 = ( 1)(1) + (0)( 2) + (3)(0) = 1

    Matrix Arithmetic Matrix Multiplication Page 21/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    22/78

    Properties of Matrix Multiplication

    Matrix Arithmetic Properties of Matrix Multiplication Page 22/78

    C tibilit f M t i M lti li ti

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    23/78

    Compatibility for Matrix Multiplication

    DenitionLet A and B be matrices, such that A is an m n matrix.

    In order for the product AB to exist, the number of rows in B mustbe equal to the number of columns in A.AB is dened if and only if B is an n p matrix for some p .When dened, AB is an m p matrix.

    If the product is dened, then A and B are said to be compatible for

    (matrix) multiplication.

    Matrix Arithmetic Properties of Matrix Multiplication Page 23/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    24/78

    Example (revisited)As we saw earlier,

    2 3 1 0 3

    2 1 1

    3 3 1 1 2

    0 2 41 0 0

    =

    2 3 4 1 2 1 4 0

    Note that the product

    3 3 1 1 2

    0 2 4

    1 0 0

    2 3 1 0 3

    2 1 1

    does not exist.

    Matrix Arithmetic Properties of Matrix Multiplication Page 24/78

    l

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    25/78

    ExampleLet

    A =1 2

    3 01 4

    and B = 1 1 2 0

    3 2 1 3

    Does AB exist? If so, compute it.Does BA exist? If so, compute it.

    AB =7 5 4 6

    3 3 6 0 11 7 2 12

    BA does not exist

    Matrix Arithmetic Properties of Matrix Multiplication Page 25/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    26/78

    ExampleLet

    G = 11 and H = 1 0

    Does GH exist? If so, compute it.Does HG exist? If so, compute it.

    GH = 1 01 0

    HG = 1

    In this example, GH and HG both exist, but they are not equal. Theyarent even the same size!

    Matrix Arithmetic Properties of Matrix Multiplication Page 26/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    27/78

    ExampleLet

    P = 1 0

    2 1 and Q = 1 1

    0 3

    Does PQ exist? If so, compute it.Does QP exist? If so, compute it.

    PQ = 1 1 2 1

    QP = 1 1

    6 3In this example, PQ and QP both exist and are the same size, butPQ = QP .

    Matrix Arithmetic Properties of Matrix Multiplication Page 27/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    28/78

    FactThe four previous examples illustrate an important property of matrix multiplication.

    In general, matrix multiplication is not commutative, i.e., the order of the matrices in the product is important.

    In other words, in general AB = BA.

    Matrix Arithmetic Properties of Matrix Multiplication Page 28/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    29/78

    ExampleLet

    U = 2 0

    0 2 and V = 1 2

    3 4

    Does UV exist? If so, compute it.Does VU exist? If so, compute it.

    UV = 2 46 8

    VU = 2 46 8

    In this particular example, the matrices commute, i.e., UV = VU .

    Matrix Arithmetic Properties of Matrix Multiplication Page 29/78

    Properties of Matrix Multiplication

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    30/78

    Properties of Matrix Multiplication

    TheoremThe following hold for matrices A , B , and C and for scalars r and s,

    A (rB + sC ) = r (AB ) + s (AC )

    (B + C ) A = BA + CA

    A (BC ) = ( AB ) C

    Notice that this applies for Matrix-Vector multiplication as well, since wecan consider a vector as an n 1 or 1 m matrix.

    Matrix Arithmetic Properties of Matrix Multiplication Page 30/78

    Elementary Proofs

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    31/78

    Elementary Proofs

    ExampleLet A and B be m n matrices, and let C be an n p matrix. Prove thatif A and B commute with C , then A + B commutes with C .

    Proof.

    We are given that AC = CA and BC = CB . Consider (A + B )C .

    (A + B )C = AC + BC = CA + CB

    = C (A + B )Since (A + B )C = C (A + B ), A + B commutes with C .

    Matrix Arithmetic Properties of Matrix Multiplication Page 31/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    32/78

    Matrix Transposition

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    33/78

    Matrix Transposition

    DenitionIf A is an m n matrix, then its transpose, denoted AT , is the n mmatrix given by

    AT = [Aij ]T = [ A ji ]

    Theorem (Properties of the Transpose of a Matrix)Let A be an m n matrix and let B be a n p matrix. Then

    (AB )T = B T AT

    If r and s are scalars,

    (rA + sB )T = rAT + sB T

    Matrix Arithmetic Transpose of a Matrix Page 33/78

    Symmetric Matrices

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    34/78

    Symmetric Matrices

    DenitionLet A = [Aij ] be an m n matrix. The entries A11 , A22 , A33 , . . . are calledthe main diagonal of A.

    DenitionThe matrix A is called symmetric if and only if AT = A. Note that this

    immediately implies that A is a square matrix.

    Examples

    2 3 3 17 , 1 0 5

    0 2 115 11 3

    ,

    0 2 5 1

    2 1 3 05 3 2 7 1 0 7 4

    are symmetric matrices, and each is symmetric about its main diagonal.

    Matrix Arithmetic Transpose of a Matrix Page 34/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    35/78

    Example

    Show that if A and B are symmetric matrices, then AT + 2 B is symmetric.

    Proof.

    (AT + 2 B )T = ( AT )T + (2 B )T = A + 2 B T

    = AT + 2 B , since AT = A and B T = B .

    Since (AT + 2 B )T = AT + 2 B , AT + 2 B is symmetric.

    Matrix Arithmetic Transpose of a Matrix Page 35/78

    Skew Symmetric Matrices

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    36/78

    yDenitionAn n n matrix A is said to be skew symmetric if AT = A.

    ExampleLet

    A =0 9 4

    9 0 3 4 3 0

    Show that A is skew symmetric.Solution: AT is given by

    0 9 49 0 34 3 0

    Notice that AT = A so A is skew symmetric.

    Matrix Arithmetic Transpose of a Matrix Page 36/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    37/78

    The Identity Matrix and the Inverse of a Matrix

    Matrix Arithmetic The Identity and Inverses Page 37/78

    The Identity Matrix

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    38/78

    y

    DenitionThe n n identity matrix, denoted I n is the matrix having ones on its maindiagonal and zeros elsewhere, and is dened for all n 2.

    Denition

    Let n 2. For each j , 1 j n, we denote by E j the j th column of I n .

    TheoremSuppose A is an m n matrix and I n is the n n identity matrix. ThenAI n = A. If I m is the m m identity matrix, it also follows that I m A = A.

    Matrix Arithmetic The Identity and Inverses Page 38/78

    The Inverse of a Matrix

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    39/78

    DenitionLet A be an n n matrix. Then B is an inverse of A if and only if

    AB = I n and BA = I n .Note that since A and I n are both n n, B must also be an n n matrix.

    Example

    Let A = 1 23 4 and B = 2 132 12

    . Then

    AB = 1 00 1

    andBA = 1 00 1

    so B is an inverse of A.Matrix Arithmetic The Identity and Inverses Page 39/78

    Not every square matrix has an inverse

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    40/78

    Not every square matrix has an inverse.

    Example

    A = 0 10 1

    has no inverse.

    Why?

    Matrix Arithmetic The Identity and Inverses Page 40/78

    Uniqueness of Inverse

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    41/78

    TheoremSuppose A is an n n matrix such that an inverse A 1 exists. Then there

    is only one such inverse matrix. That is, given any matrix B such that AB = BA = I , B = A 1.

    Example (revisited)

    For A = 1 23 4 and B = 2 132 12

    , we saw that

    AB = 1 00 1

    andBA = 1 00 1

    We said that B is an inverse of A. Now we can call B the inverse of A.Matrix Arithmetic The Identity and Inverses Page 41/78

    Invertible Matrix

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    42/78

    DenitionsLet A be a square matrix, i.e., an n n matrix.

    The inverse of A, if it exists, is denoted A 1, and

    AA 1 = I = A 1A.

    If A has an inverse, then we say that A is invertible.

    Matrix Arithmetic The Identity and Inverses Page 42/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    43/78

    Finding the Inverse

    Matrix Arithmetic Finding the Inverse Page 43/78

    Finding the Inverse

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    44/78

    ProblemSuppose that A is any n n matrix.

    How do we know whether or not A 1

    exists? If A 1 exists, how do we nd it?

    Answer: The Matrix Inverse Algorithm!

    Matrix Arithmetic Finding the Inverse Page 44/78

    The Matrix Inverse Algorithm

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    45/78

    Example

    LetA = 2 75 18

    Find the inverse of A, if it exists.Solution: Begin with a matrix obtained from A by augmenting A with the2 2 identity matrix. We write this as

    A I = 2 7 1 05 18 0 1

    Then perform elementary row operations on this matrix until the left half of the matrix is transformed into I 2.

    Matrix Arithmetic Finding the Inverse Page 45/78

    The Matrix Inverse Algorithm

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    46/78

    Example (continued)

    2 7 1 0

    5 18 0 1

    1 7212 0

    5 18 0 1

    1 7212 0

    0 12

    52 1

    1 72

    12 0

    0 1 5 2 1 0 18 70 1 5 2

    Matrix Arithmetic Finding the Inverse Page 46/78

    The Matrix Inverse Algorithm

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    47/78

    Example (continued)We have successfully transformed the left-hand side of A I into I using elementary row operations, and thus

    A I I A 1

    Therefore A 1 exists, andA 1 = 18 75 2

    You can verify this by calculating AA 1 and A 1A.

    Matrix Arithmetic Finding the Inverse Page 47/78

    The Matrix Inverse Algorithm

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    48/78

    TheoremSuppose A is an n n matrix. To nd A 1 if it exists, form the augmented n 2n matrix

    [A|I ]

    If possible do row operations until you obtain an n 2n matrix of the form[I |B ]

    When this has been done, B = A 1 . In this case, we say that A is

    invertible . If it is impossible to row reduce to a matrix of the form [I |B ] ,then A has no inverse.

    Matrix Arithmetic Finding the Inverse Page 48/78

    Example

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    49/78

    Example

    Find, if possible, the inverse of 1 0 1

    2 1 3 1 1 2

    .

    Using the matrix inversion algorithm

    1 0 1 1 0 0 2 1 3 0 1 0 1 1 2 0 0 1

    1 0 1 1 0 00 1 1 2 1 00 1 1 1 0 1

    1 0 1 1 0 00 1 1 2 1 00 0 0 1 1 1

    From this, we see that A has no inverse.

    Matrix Arithmetic Finding the Inverse Page 49/78

    Systems of Linear Equations and Inverses

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    50/78

    Suppose that a system of n linear equations in n variables is written inmatrix form as AX = B , and suppose that A is invertible.

    ExampleThe system of linear equations

    2x 7y = 3

    5x 18y = 8can be written in matrix form as AX = B :

    2 75 18

    x y =

    38

    Note that in this example, A is invertible.

    How do we know this?

    Matrix Arithmetic Finding the Inverse Page 50/78

    Systems of Linear Equations and Inverses

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    51/78

    Since A is invertible, A 1 exists and has the property thatAA 1 = I = A 1A, and thus

    AX = B A 1(AX ) = A 1B

    (A

    1A)X = A

    1B IX = A 1B X = A 1B ,

    i.e., AX

    = B

    has the unique solution given by X

    = A 1B

    . This gives usanother way to solve linear systems!

    Matrix Arithmetic Finding the Inverse Page 51/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    52/78

    Properties of the Inverse

    Matrix Arithmetic Properties of the Inverse Page 52/78

    The Inverse of the Transpose and a Product

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    53/78

    TheoremLet A and B be invertible matrices. Then,

    1 (AT ) 1 = ( A 1)T

    2 If A and B are n n, then (AB ) 1 = B 1A 1Note that if A 1 , A2 , . . . , Ak are invertible n n matrices, the product A1A2 Ak is also invertible, and (A1A2 Ak ) 1 = A

    1k A

    1k 1 A

    12 A

    11 .

    Matrix Arithmetic Properties of the Inverse Page 53/78

    The Inverse of the Transpose and a ProductProof:

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    54/78

    Proof:1 Suppose A is an invertible matrix. Then

    AT (A 1)T = ( A 1A)T = I T = I ,

    and(A 1)T AT = ( AA 1)T = I T = I .

    This means that (AT

    ) 1

    = ( A 1

    )T

    .2 Suppose A and B are invertible n n matrices. Then

    (AB )(B 1A 1) = A(BB 1)A 1 = AIA 1 = AA 1 = I ,

    and

    (B 1A 1)(AB ) = B 1(A 1A)B = B 1IB = B 1B = I .

    This means that (AB ) 1 = B 1A 1.Matrix Arithmetic Properties of the Inverse Page 54/78

    Properties of Inverses

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    55/78

    TheoremSuppose A is an n n matrix.

    1 I is invertible, and I 1 = I .2

    If A is invertible, so is A 1

    , and (A 1

    ) 1

    = A.3 If A is invertible, so is Ak , and (Ak ) 1 = ( A 1)k .4 If A is invertible and p R is nonzero, then pA is invertible, and

    (pA) 1 = 1p A 1.

    Matrix Arithmetic Properties of the Inverse Page 55/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    56/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    57/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    58/78

    TheoremLet A be an n n matrix; X and B are n 1 vectors. The following conditions are equivalent.

    1 A is invertible.2 AX = 0 has only the trivial solution, X = 0 .3 A can be transformed to I n by elementary row operations.4 The system AX = B has at least one solution X for any choice of B.5 There exists an n n matrix C with the property that AC = I n .

    Matrix Arithmetic Properties of the Inverse Page 58/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    59/78

    Elementary Matrices

    Matrix Arithmetic Elementary Matrices Page 59/78

    Elementary Matrices

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    60/78

    DenitionAn elementary matrix is a matrix obtained from an identity matrix byperforming a single elementary row operation.

    The type of an elementary matrix is given by the type of row operation

    used to obtain the elementary matrix. Recall the types of row operations.Elementary Row Operations:

    Type I: Interchange two rows.Type II: Multiply a row by a nonzero number.Type III: Add a (nonzero) multiple of one row to a different row.

    Matrix Arithmetic Elementary Matrices Page 60/78

    Elementary Matrices

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    61/78

    Example

    E =

    1 0 0 00 0 0 10 0 1 0

    0 1 0 0

    , F =

    1 0 0 00 1 0 00 0 2 0

    0 0 0 1

    , G =

    1 0 0 00 1 0 0

    3 0 1 0

    0 0 0 1

    ,

    are examples of elementary matrices of types I, II and III, respectively.

    Let A =

    1 12 2

    3 34 4

    ; compute EA, FA, and GA.

    Matrix Arithmetic Elementary Matrices Page 61/78

    Elementary Matrices

    E l ( i d)

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    62/78

    Example (continued)

    EA =

    1 0 0 00 0 0 10 0 1 00 1 0 0

    1 12 23 34 4

    =

    1 14 43 32 2

    FA =

    1 0 0 00 1 0 00 0 2 00 0 0 1

    1 12 23 34 4

    =

    1 12 2

    6 64 4

    GA =

    1 0 0 00 1 0 0

    3 0 1 00 0 0 1

    1 12 23 34 4

    =

    1 12 20 04 4

    Matrix Arithmetic Elementary Matrices Page 62/78

    Multiplication by an Elementary Matrix

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    63/78

    TheoremTo perform any of the three row operations on a matrix A it suffices to

    take the product EA, where E is the elementary matrix obtained by using the desired row operation on the identity matrix.

    Matrix Arithmetic Elementary Matrices Page 63/78

    Example

    Let A = 4 1 and C = 1 3 . Find elementary matrices E and

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    64/78

    Let A 1 3 and C 2 5 . Find elementary matrices E and

    F so that C = FEA.

    Note. The statement of the problem tells you that C can be obtainedfrom A by a sequence of two elementary row operations, represented byelementary matrices E and F .

    A = 4 11 3

    E 1 34 1

    F 1 32 5 = C

    E = 0 11 0 and F = 1 0 2 1

    Therefore 1 32 5 = 1 0 2 1

    0 11 0

    4 11 3 .

    You can check your work by doing the matrix multiplication.Matrix Arithmetic Elementary Matrices Page 64/78

    Inverses of Elementary Matrices

    Example

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    65/78

    ExampleWithout using the matrix inversion algorithm, what is the inverse of the

    elementary matrix

    G =

    1 0 0 00 1 0 0

    3 0 1 00 0 0 1

    ?

    Hint. What row operation can be applied to G to transform it to I 4?The row operation G I 4 is to add three times row one to row three,and thus

    G

    1 =

    1 0 0 00 1 0 03 0 1 00 0 0 1

    Check by computing G 1G .

    Matrix Arithmetic Elementary Matrices Page 65/78

    Inverses of Elementary Matrices

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    66/78

    Example (continued)Similarly,

    E 1 =

    1 0 0 00 0 0 10 0 1 0

    0 1 0 0

    1

    =

    1 0 0 00 0 0 10 0 1 0

    0 1 0 0and

    F 1 =

    1 0 0 00 1 0 00 0 2 00 0 0 1

    1

    =

    1 0 0 00 1 0 00 0 12 00 0 0 1

    Matrix Arithmetic Elementary Matrices Page 66/78

    The Form B = UA

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    67/78

    Suppose A is an m n matrix and that B can be obtained from A by a

    sequence of k elementary row operations. Then there exist elementarymatrices E 1 , E 2 , . . . E k such that

    B = E k (E k 1( (E 2(E 1A)) ))

    Since matrix multiplication is associative, we haveB = ( E k E k 1 E 2E 1)A

    or, more concisely, B = UA where U = E k E k 1 E 2E 1.

    To nd U so that B = UA, we could nd E 1 , E 2 , . . . , E k and multiply thesetogether (in the correct order), but there is an easier method for nding U .

    Matrix Arithmetic Elementary Matrices Page 67/78

    DenitionLet A be an m n matrix. We write

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    68/78

    A B

    if B can be obtained from A by a sequence of elementary row operations.

    TheoremSuppose A is an m n matrix and that A B. Then, construct the

    matrix A I m

    and row reduce to the form

    B U .

    It follows that B = UA where U is m m. Further, U = E k E k 1 E 2E 1,where E 1 , E 2 , . . . , E k are elementary matrices which represent, in order, the elementary row operations used to carry A to B.

    Matrix Arithmetic Elementary Matrices Page 68/78

    Example

    Let A = 3 0 1 and let R be the reduced row echelon form of A

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    69/78

    Let A = 2 1 0 , and let R be the reduced row-echelon form of A.

    Find a matrix U so that R = UA.Solution.

    3 0 1 1 02 1 0 0 1

    1 1 1 1 12 1 0 0 1

    1 1 1 1 10 3 2 2 3

    1 1 1 1 10 1 2323 1

    1 0 1

    313 00 1 2323 1

    Starting with A I , weve obtained R U .Therefore R = UA, where

    U = 13 023 1

    .

    Matrix Arithmetic Elementary Matrices Page 69/78

    Express a Matrix as a Product of Elementary MatricesExample

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    70/78

    Let A =1 2 4

    3 6 130 1 2

    . Do row operations to put A in reduced

    row-echelon form, and write down the corresponding elementary matrices.

    1 2 4 3 6 13

    0 1 2

    E 1

    1 2 40 0 10 1 2

    E 2

    1 2 40 1 20 0 1

    E 3

    1 2 4

    0 1 20 0 1

    E 4

    1 0 0

    0 1 20 0 1

    E 5

    1 0 0

    0 1 00 0 1

    Notice that the reduced row-echelon form of A equals I 3. Now nd thematrices E 1 , E 2 , E 3 , E 4 and E 5.

    Matrix Arithmetic Elementary Matrices Page 70/78

    Example1 0 0 1 0 0 1 0 0

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    71/78

    E 1 =1 0 03 1 0

    0 0 1

    , E 2 =1 0 00 0 1

    0 1 0

    , E 3 =1 0 00 1 0

    0 0 1

    E 4 =1 2 00 1 00 0 1

    , E 5 =1 0 00 1 20 0 1

    It follows that

    (E 5(E 4(E 3(E 2(E 1A))))) = I (E 5E 4E 3E 2E 1)A = I

    and thereforeA 1 = E 5E 4E 3E 2E 1 .

    Matrix Arithmetic Elementary Matrices Page 71/78

    Example (continued)

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    72/78

    Example (continued)Since A 1 = E 5E 4E 3E 2E 1,

    A 1 = E 5E 4E 3E 2E 1(A 1) 1 = ( E 5E 4E 3E 2E 1)

    1

    A = E 11 E 12 E

    13 E

    14 E

    15 .

    This example illustrates the following result.

    TheoremLet A be an n n matrix. Then, A 1 exists if and only if A can be written

    as the product of elementary matrices.

    Matrix Arithmetic Elementary Matrices Page 72/78

    Express a Matrix as a Product of Elementary MatricesExample

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    73/78

    Express A = 4 1 3 2 as a product of elementary matrices.

    4 1 3 2

    E 1 1 3 3 2

    E 2 1 30 11

    E 3 1 30 1

    E 4 1 00 1

    and

    E 1 = 1 10 1 ,

    E 2 = 1 03 1 ,

    E 3 = 1 00 111

    , E 4 = 1 30 1 .

    Since E 4E 3E 2E 1A = I , A 1

    = E 4E 3E 2E 1, and henceA = E 11 E

    12 E

    13 E

    14 .

    Matrix Arithmetic Elementary Matrices Page 73/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    74/78

    Example (continued)

    Therefore,

    A = 1 10 1

    1 1 03 1

    1 1 00 111

    1 1 30 1

    1

    ,

    i.e.,

    A = 1 10 1 1 0 3 1

    1 00 11

    1 30 1 .

    Check your work by computing the product.

    Matrix Arithmetic Elementary Matrices Page 74/78

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    75/78

    More on Matrix Inverses

    Matrix Arithmetic More on Matrix Inverses Page 75/78

    The Inverse of a Square Matrix

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    76/78

    TheoremOnly square matrices can be invertible.

    TheoremSuppose A and B are n n matrices such that AB = I. Then it follows that BA = I. Further, both A and B are invertible, with B = A 1 and A = B 1.

    Matrix Arithmetic More on Matrix Inverses Page 76/78

    WarningIn the second Theorem, it is essential that the matrices be square.

    Example

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    77/78

    ExampleLet

    A = 1 1 0 1 4 1 and B =

    1 00 01 1

    .

    Compute AB and compute BA.

    Solution:

    AB = 1 00 1 = I 2

    However,

    BA =1 1 00 0 00 5 1

    = I 3

    Matrix Arithmetic More on Matrix Inverses Page 77/78

    The Reduced Row-Echelon Form of an Invertible Matrix

  • 8/13/2019 Kuttler LinearAlgebra Slides Matrices MatrixArithmetic Handout

    78/78

    TheoremFor any matrix A the following are equivalent.

    A is invertible The reduced row-echelon form of A is an identity matrix

    Matrix Arithmetic More on Matrix Inverses Page 78/78