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Matrices and systems of equations

Matrix
The matrix
A=

a11 a21 . . .

a1n a2n

am1 amn 12

has m rows and n columns and order m n. The element at the intersection of row i and column j is aij .

Addition and subtraction

If A and B are of the same order then C = A + B means cij = aij + bij . Similarly C = A B means cij = aij bij .

Multiplication by a scalar
If A is a matrix and is a scalar (i.e., a number), C = A means cij = aij (so multiplication of a matrix A by a scalar means multiplying every element of A by ).

Matrix multiplication
If A is an m n matrix and B is an n p matrix, the product C = AB can be formed, where C is an m p matrix with elements cij = (row i of A) (column j of B ) = ai1 b1j + . . . + aik bkj + . . . + ain bnj .

Further properties
If is a scalar and A, B and C are matrices then: (i) (A)B = (AB ) = A(B ) (iii) (A + B )C = AC + BC (ii) A(BC ) = (AB )C (iv) C (A + B ) = CA + CB .

Identity matrix
The n n identity matrix I has elements Iij where Iij = 1 if i = j 0 if i = j .

If A is any n p matrix then IA = A. If A is any p n matrix then AI = A.

Transpose
If A is an m n matrix, its transpose AT is the n m matrix obtained by interchanging the rows and columns of A.

Determinant of 2 2 matrix
The determinant of the 2 2 matrix A = a11 a12 a21 a22 or det a11 a12 a21 a22 a11 a12 a21 a22 or is denoted by det A,

and is dened by det A = a11 a22 a12 a21 . If det A = 0, A is singular; otherwise A is nonsingular. 13

Inverse of 2 2 matrix
If A (as above) is a nonsingular matrix then A has an inverse A1 given by A1 = 1 det A a22 a12 a21 a11 .

A1 has the property that A1 A = I and AA1 = I (this being a general result true for all square matrices).

Determinant of a 3 3 matrix
The determinant of a 3 3 matrix a11 a12 a13 A = a21 a22 a23 a31 a32 a33 is dened to be det A = a11 a a a a a22 a23 a12 21 23 + a13 21 22 . a31 a32 a32 a33 a31 a33

Inverse of 3 3 matrix
If A is a nonsingular 3 3 matrix then A has an inverse matrix A1 such that A1 A = AA1 = I. The inverse matrix may be calculated by the GaussJordan method of applying elementary row operations to the augmented matrix (A : I ) to reduce it to the form (I : B ). The 3 3 matrix B is then A1 . See Properties of Determinants Elementary row operations are: (a) interchange any two rows; (b) multiply any row by a nonzero constant; (c) add a multiple of one row to another.

Row reduction method for solving simultaneous linear equations

To solve the system Ax = b, write down the augmented matrix (A : b). Then perform elementary row operations to set all elements of A below the leading diagonal to zero. Use back substitution to solve the resulting equations for xn , then for xn1 , then for xn2 . . . and nally for x1 .

Iterative scheme for solving simultaneous linear equations: Jacobi iteration

Consider the system of n equations a11 x1 + a12 x2 + + a1n xn = b1 . . . . . . . . . an1 x1 + an2 x2 + + ann xn = bn where all of a11 , a22 , , ann are non-zero. 14

Rewrite the system as x1 = . . . . . . xn =

1 a11 1 ann

(b1 a12 x2 a13 x3 a1n xn ) . . . (bn an1 x1 an2 x2 an n1 xn1 ) .

(1)

Then make initial guesses for x1 , , xn , substitute these guesses into the right-hand side of (1) to obtain new guesses and repeat the procedure. The scheme converges if the solution can be obtained to any accuracy by performing enough iterations.

Eigenvalues and eigenvectors

If A is an n n matrix and x is a non-zero n 1 matrix (i.e., a column vector) such that Ax = x then x is an eigenvector of A with eigenvalue . The eigenvalue equation may be written (A I )x = 0. Nonzero solutions x exist only if det(A I ) = 0. When this determinant is expanded the result is a characteristic polynomial of degree n to be solved for the eigenvalues .

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