Basic Linear Algebra

Scribe: Pawan Kumar January 2, 2014

Abstract

1
1.1

Matrix
Notation

Matrix: m n array of scalars in R. Amn = [ai,j ]mn Vector: n 1 matrix, Capital letters A, B, C . . . are used to represent matrix.

1.2

Some useful types of matrices

Square matrix m = n. Symmetric matrix ai,j = aj,i . Diagonal matrix ai,i = 0 and ai,j = 0 if i = j . Identity matrix diagonal matrix with ai,i = 1 i. Null matrix i, jai,j = 0. Upper tringular matrix A square matrix with all the entries below the main diagonal equal to zero. u1,1 U = 0 Lower tringular matrix A main diagonal equal to zero. l1,1 l2,1 L= l3,1 . . . ln,1 u1,2 u2,2 u1,3 u2,3 .. . ... ... .. . .. . u1,n u2,n . . .

un1,n un,n

square matrix with all the entries above the 0 l2,2 l3,2 . . . ln,2 1 .. .. . . ln,n1 .. ln,n

. ...

Examples This matrix 1 2 3 0 4 5 0 0 6 is upper triangular and this matrix 1 0 0 2 3 0 4 5 6 is lower triangular.

1.3

Operations on matrices

Addition If A and B are conformal for addition then Amn + Bmn = Cmn , where ci,j = ai,j + bi,j . Matrix addition is commutative and associative. Multiplication by scalar k Amn = Bmn , where bi,j = k ai,j . Matrix multiplication If A and B are conformal for multiplication then Amn Bnp = Cmp , where
n

ci,j =
i=1

ai,k bk,j . Matrix multiplication is associative but not commutative.

Transpose
T AT mn = [ai,j ]nm , where Amn = [ai,j ]mn . T T T (A + B) = A + B T (AB) = BT AT

1.4

Block/Partition matrices
A1,1 A2,1 . . . Ar,1 A1,2 A2,2 Ar,2 .. . A1,c A2,c . . . Ar,c

Where Ai,j is matrix of size mi nj .

r

mi = m
i=1 c

nj = n.
j =1

A=

a1,1 a2,1 . . . am,1

a1,2 a2,2 am,2 2

.. .

a1,n a2,n . . . .. . am,n

A=

a1

a1 a2 A= am Block Matrix multiplication

a2

an

Given an (m p) matrix A with q row partitions and s column partitions A1,1 A1,2 A1,s A2,1 A2,2 A2,s A= . . . .. . . . . . . . Aq,1 Aq,2 Aq,s and a (p n) matrix B with s row partitions and r column partitions B1,1 B1,2 B1,r B2,1 B2,2 B2,r B= . , . . .. . . . . . . . Bs,1 Bs,2 Bs,r that are conformal with the partitions of A, the matrix product C = AB can be formed blockwise, yielding C as an (m n) matrix with q row partitions and r column partitions. The matrices in your matrix C are calculated by multiplying:
s

C =
=1

A B .