matrix algebra - qmplus.qmul.ac.uk

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Matrix Algebra

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Page 1: Matrix Algebra - qmplus.qmul.ac.uk

Matrix Algebra

Page 2: Matrix Algebra - qmplus.qmul.ac.uk

Square matrix

Page 3: Matrix Algebra - qmplus.qmul.ac.uk

Transposition

Page 4: Matrix Algebra - qmplus.qmul.ac.uk

Multiplication

Page 5: Matrix Algebra - qmplus.qmul.ac.uk

Matrix multiplication

Page 6: Matrix Algebra - qmplus.qmul.ac.uk
Page 7: Matrix Algebra - qmplus.qmul.ac.uk

Some general rules for matrix multiplication are as follows

Page 8: Matrix Algebra - qmplus.qmul.ac.uk

SUMS OF VALUES

Page 9: Matrix Algebra - qmplus.qmul.ac.uk

IDEMPOTENT MATRIX

Page 10: Matrix Algebra - qmplus.qmul.ac.uk
Page 11: Matrix Algebra - qmplus.qmul.ac.uk

GEOMETRY OF MATRICES

• VECTOR SPACES

Page 12: Matrix Algebra - qmplus.qmul.ac.uk

GEOMETRY OF MATRICES

• VECTOR SPACES

scalar multiplication and addition

Page 13: Matrix Algebra - qmplus.qmul.ac.uk

GEOMETRY OF MATRICES

• VECTOR SPACES

Page 14: Matrix Algebra - qmplus.qmul.ac.uk

GEOMETRY OF MATRICES

• VECTOR SPACES

the preceding implies the following equivalent definition of a basis.

Page 15: Matrix Algebra - qmplus.qmul.ac.uk

GEOMETRY OF MATRICES

• VECTOR SPACES

It contains three vectors from 𝑅! , but the third is the sum of the first two, so the columnspace of this matrix cannot have three dimensions. Nor does it have only one, becausethe three columns are not all scalar multiples of one another. Hence, it has two, and thecolumn space of this matrix is a two-dimensional subspace of 𝑅!

Page 16: Matrix Algebra - qmplus.qmul.ac.uk

GEOMETRY OF MATRICES • RANK OF A MATRIX

The column rank of a matrix is the dimension of the vector space that is spanned by its column vectors.

What is the column rank of A? Can you see that it is 2?

Consider Matrix B

Page 17: Matrix Algebra - qmplus.qmul.ac.uk

GEOMETRY OF MATRICES • RANK OF A MATRIX

Page 18: Matrix Algebra - qmplus.qmul.ac.uk

GEOMETRY OF MATRICES • RANK OF A MATRIX

Page 19: Matrix Algebra - qmplus.qmul.ac.uk

Rank of a Matrix

Page 20: Matrix Algebra - qmplus.qmul.ac.uk

GEOMETRY OF MATRICES • DETERMINANT OF A MATRIX

The determinant of a matrix is nonzero if and only if it has full rank.

Page 21: Matrix Algebra - qmplus.qmul.ac.uk

GEOMETRY OF MATRICES • DETERMINANT OF A MATRIX

A 3X3, however, might be computed on occasion; if so, the following shortcut known as Sarrus’s rule will prove useful:

Page 22: Matrix Algebra - qmplus.qmul.ac.uk

SOLUTION OF A SYSTEM OF LINEAR EQUATIONS

Page 23: Matrix Algebra - qmplus.qmul.ac.uk

SOLUTION OF A SYSTEM OF LINEAR EQUATIONS - INVERSE MATRICES

Page 24: Matrix Algebra - qmplus.qmul.ac.uk

SOLUTION OF A SYSTEM OF LINEAR EQUATIONS - INVERSE MATRICES

Page 25: Matrix Algebra - qmplus.qmul.ac.uk

CHARACTERISTIC ROOTS AND VECTORS

A useful set of results for analysing a square matrix A arises from the solutions to the set of equations

Page 26: Matrix Algebra - qmplus.qmul.ac.uk

CHARACTERISTIC ROOTS AND VECTORS

Page 27: Matrix Algebra - qmplus.qmul.ac.uk

CHARACTERISTIC ROOTS AND VECTORS

Page 28: Matrix Algebra - qmplus.qmul.ac.uk

CHARACTERISTIC ROOTS AND VECTORS

Page 29: Matrix Algebra - qmplus.qmul.ac.uk
Page 30: Matrix Algebra - qmplus.qmul.ac.uk

TRACE OF A MATRIX

The trace of a square K x K matrix is the sum of its diagonal elements

Page 31: Matrix Algebra - qmplus.qmul.ac.uk

TRACE OF A MATRIX

Page 32: Matrix Algebra - qmplus.qmul.ac.uk

Determinant of a Matrix

Page 33: Matrix Algebra - qmplus.qmul.ac.uk

QUADRATIC FORMS AND DEFINITE MATRICES

Page 34: Matrix Algebra - qmplus.qmul.ac.uk

QUADRATIC FORMS AND DEFINITE MATRICES

Page 35: Matrix Algebra - qmplus.qmul.ac.uk

QUADRATIC FORMS AND DEFINITE MATRICES