Matrices and Determinants

1.
1.1.

Matrices
Basic concepts
numbers:

A matrix is a rectangular array of (real or complex) a11 a12 a1m a21 a22 a2m A= . . . .. . . . . . . . an1 an2 anm

The numbers in the matrix are called its entries . The size of a matrix is described by the number of its rows and its columns. A has n rows and m columns, thus it is an n m (or: n by m) matrix. Matrices A and B are equal if aij = bij for any i and j , and A and B are of the same size. A matrix with just one column is a column vector : b1 b2 b= . . . bn A matrix with just one row is a row vector : c= c1 c2 cm

A square matrix has an equal number of rows and columns: a11 a12 a1n a21 a22 a2n S= . . . .. . . . . . . . an1 an2 ann A zero matrix/zero vector is a matrix/vector, 0 0 0 0 0= . . . .. . . . . 0 0 1 all of whose entries are zeroes: 0 0 . . . 0

A square matrix is called diagonal if all of its entries, apart from the leading diagonal (top left to lower right), are zeroes: a11 0 0 0 a22 0 D= . . . .. . . . . . . . 0 0 ann A diagonal matrix is called unit matrix if all of its entries in the leading diagonal are 1s (and all of its other entries are zeroes): 1 0 0 0 1 0 I= . . . . . . . . . . . . 0 0 1 A square matrix is symmetrical if aij = aji for any i and j : a11 a12 a1n a12 a22 a2n F= . . . .. . . . . . . . a1n a2n ann A square matrix is skew-symmetrical if aij = aji for any entry in the leading diagonal needs to be 0: 0 a12 a1n a12 0 a2n G= . . . .. . . . . . . . a1n a2n 0 any i and j . In this case

1.2.
1.2.1.

Operations on Matrices
The Transpose of a Matrix

The transpose AT of a matrix A is obtained by interchanging the rows and columns of A. Property: (AT )T = A. 1.2.2. Addition of Matrices

If two matrices are of the same size, they can be added by summing the correspondig entries. (Subtraction can be dened similarly.) Properties: (a) A + B = B + A (addition is commutative); (b) (A + B) + C = A + (B + C) (addition is associative); (c) (A + B)T = AT + BT . 1.2.3. Multiplication by a Scalar

If aij is a typical entry of A, then A is a matrix, whose corresponding entry is aij . Properties: (a) ()A = (A); (b) ( + )A = A + A; (c) (A + B) = A + B. 1.2.4. Multiplication of Matrices

(a) A row vector and a column vector with the same number of entries can be multiplied as the scalar product is dened: b1 b2 a1 a2 an . = a1 b1 + a2 b2 + . . . + an bn . . bn (b) The denition can be extended to cover the product AB of any two matrices, provided that the number of columns in A is the same as the number of rows in B.

If A is of size n m and B is of size m p then the product AB is matrix C of size n p, whose cij entry is the scalar product of the i-th row of A and the j -th column of B. b11 b1j b1p . . . . . AB = . . . . bm1 a11 . . . ai1 . . . an1 Properties: (a) If AB exists, BA does not necessarily exist. If both AB and BA exist, then in general AB = BA (multiplication is not commutative); (b) Taking the product of A and the unit matrix (I) of suitable size, the result is A: Anm Im = Anm = In Anm ; (c) Multiplcation is associative: (A B) C = A (B C); (d) The distributive laws are valid: (A + B) C = A C + B C and A (B + C) = A B + A C; (e) Transposing reverses the order of products: (A B)T = BT AT . c11 a1m . . . . . . aim ci1 . . . . . . c n1 anm .. . bmj c1j . . . cij . . . cnj .. . bmp c1p . . . cip . . . cnp

1.3.

Applications of Matrices

In practice there is often a need for summing some of the entries of a matrix, interchanging two rows (two columns), etc. Computers use matrix-multiplication for these tasks. 1.3.1. Summing Vectors

The entries of the rows of a matrix can be added by post-multiplying it by a column-vector, whose all entries are 1s (by a summing vector ). Similarly, by pre-multiplying the matrix by a row-vector with all of its entries 1s, results in the summing of the entries in the columns. E.g.: 1 1 4 3 A= , B = 1 , C = 1 1 2 5 3 1 AB = 1.3.2. 2 0 , CA = 3 1 0 .

Permutation Matrices

As seen above (in multiplication property b), multiplying a matrix with the unit matrix of suitable size results in no change of the original matrix. If the columns of a unit matrix are interchanged (permutated), and a matrix is post-multiplied by this permutation-matrix , then the suitable columns of the original matrix will be permutated. E.g.: 0 1 0 1 4 3 3 1 4 0 0 1 = . 2 5 3 3 2 5 1 0 0 c3 c1 c2

c3 c1 c2

Similarly, if the rows of a unit matrix are interchanged (permutated), and a matrix is pre-multiplied by this permutation-matrix, then the suitable rows of the original matrix will be permutated. E.g.: r2 r1 0 1 1 0 1 2 4 3 5 3 = 2 1 5 3 4 3 r2 r1

1.3.3.

Other Examples

Any change made in the columns of the unit vector that we post-multiply a matrix with, results in the same change in the columns of the original matrix. Similarly, any change made in the rows of the unit vector that we pre-multiply a matrix with, results in the same change in the rows of the original matrix. E.g.: 1 B= 4 7 2 5 8 3 1 6 , C = 0 9 0 0 1 0 0 1 0 , D = 0 3 0 2 1 0 0 0 1

In case of BC, the third column of B is 1 BC = 4 7

multiplied by 3: 2 9 5 18 8 27

In case of CB, the third row of B is multiplied by 3: 1 2 3 CB = 4 5 6 21 24 27 In case of BD, the double of the rst column of B is added to its second column: 1 4 3 BD = 4 13 6 7 22 9 In case of DB, the double of the second 9 DB = 4 7 row of B is added to its rst row: 12 15 5 6 8 9

2.
2.1.

Determinants
The determinant of a 2 2 matrix

If A is a 2 2 matrix, then its determinant is the product of the entries of A on the leading diagonal minus the product of the entries on the other diagonal. A= a c b d ; det A = ad bc

2.2.

Matrices of bigger size

For matrices of bigger size the denition is recursive: for 3 3 matrices the value is found, basically, by extracting 2 2 determinants from the 3 3 determinant. If, in an n n matrix A, we cross out the row and column through entry aij , we are left with a matrix of size (n 1) (n 1). The determinant of this matrix is known as the minor of the entry aij . 1 2 3 2 3 . E.g. the minor of entry 4 of matrix B = 4 5 6 is 8 9 7 8 9 Minors have associated signs, + or , depending on the position in the determinant of the entry of which they are a minor. The associated sign of the minor of entry aij is the sign of (1)i+j . Minors are shown in this diagram (chessboard pattern): + + + + + . . . .. . . . . . . . The minor of a particular entry, together with its associated sign is called the cofactor of that entry. 2 3 = (2 9 3 8) = 6, the E.g. in case of B, the cofactor of entry 4 is 8 9 4 5 = 4 8 5 7 = 3. cofactor of entry 3 is 7 8 Now the determinant of a matrix can be dened as the sum of the products of the entries of the rst row with their respective cofactors (rst-row expansion ). A square matrix is regular if its determinant is not 0. A square matrix is singular if its determinant is 0.

2.3.

Properties of Determinants
interchanged, the determinant changes sign. b1 b2 b3 a3 b3 = a1 a2 a3 c1 c2 c3 c3 identical, the value of the determinant is 0. a3 a3 = 0 c3

(a) If two rows are a1 a2 E.g. b1 b2 c1 c2 (b) If two rows are a1 a2 E.g. a1 a2 c1 c2

(c) The determinant can be expanded by any row, instead of the rst. a1 a2 a3 a2 a3 a1 a3 a1 a2 E.g. b1 b2 b3 = b1 + b2 b3 c2 c3 c1 c3 c1 c2 c1 c2 c3 (d) If all entries in a row are zeroes, then the value of the determinant is zero. a1 a2 a3 0 0 0 =0 E.g. c1 c2 c3 (e) If all the entries of a row of a determinant are multiplied by , the resulting determinant is the -multiple of the original. E.g. a1 b1 c1 a2 b2 c2 a3 b3 c3 = a1 b1 c1 a2 b2 c2 a3 b3 c3

(f) If any row is added to or subtracted from any other row, the value of the determinant is not changed. a1 a2 a3 a1 a2 a3 E.g. b1 b2 b3 = b1 + a1 b2 + a2 b3 + a3 c1 c2 c3 c1 c2 c3 (g) The value of the determinant is unaltered if a multiple of any row is added to any other row. a1 a2 a3 a1 a2 a3 E.g. b1 b2 b3 = b1 + a1 b2 + a2 b3 + a3 c1 c2 c3 c1 c2 c3 (h) The value of the determinant is unaltered when the rows and columns are completely interchanged. a1 a2 a3 a1 b1 c1 E.g. b1 b2 b3 = a2 b2 c2 c1 c2 c3 a3 b3 c3 The last property ensures that any property proved for rows is also valid for columns. 8

3.

The Inverse of a Square Matrix

Let A be a square matrix of size n n. If there exists a matrix A1 such that A A 1 = A 1 A = I n , where In is the n n unit matrix, then A1 is called the inverse matrix of A . Properties: (a) If A is singular, then it does not have an inverse. (b) If A is regular, then it has one and only one inverse. (c) If, for n n matrices, A B = In , then B = A1 and A = B1 . (d) (A1 )1 = A. (e) (A B)1 = B1 A1 .

Finding the inverse of matrix A:

(a) First, the entries of A are replaced by their cofactors, and the resulting matrix is transposed. This is the adjoint or adjugate of A (adj A). (b) Secondly, to obtain the inverse, each entry of adj A is divided by the value of the determinant of A. adj A A 1 = det A