Documente Academic
Documente Profesional
Documente Cultură
MATRIX ALGEBRA
(TEXT BOOK CHAPTER 5)
DR SURYANI KAMARUDIN
19 NOVEMBER 2013
1
Learning Outcomes
1. to identify VARIOUS TYPES of matrices
2. to find DETERMINANT and INVERSE of
matrices
3. to solve LINEAR EQUATIONS:
Gauss Elimination, Gauss Seidel, Jacobi
Iteration
4. to find EIGEN-VALUES and EIGEN-
VECTORS and use their PROPERTIES
2
MATRICES
A matrix is a rectangular or square array of values
arranged in rows and columns.
An m n matrix A, has m rows and n columns,
and has a general form of
3
VECTORS
A vector is a matrix with only one column (a column
vector) or,
only one row (a row vector)
4
TRANSPOSE MATRIX
a1n a 2 n , , am n
5
DIAGONAL MATRIX
6
SQUARE MATRIX
Same number of rows and columns
Example 3x3, 2x2, 4x4
5 4 7
B 3 6 1
2 1 3
7
TRIANGULAR MATRIX
8
9
IDENTITY MATRIX
Square matrix - ones on the diagonal
and zeros elsewhere.
1 0 0 0
0 1 0 0
I
0 0 1 0
0 0 0 1
10
SYMMETRIC MATRIX
T
A=A =A
11
OTHERS INCLUDE
12
MATRIX OPERATION -EQUALITY
13
ADDITION AND SUBTRACTION
Matrices of the same size/order are added or
subtracted by adding or subtracting
corresponding elements.
A = matrix (aij),
R = scalar (number)
[r x c] and [s x d]
- Matrices A and B can be multiplied if:
[r x c] and [s x d]
18
c=s
MATRIX MULTIPLICATION
rxd
19
COMPUTATION: A X B = C
a11 a12
A
a 21 a 22 [2 x 2]
2 3
111
A 1 1 and B
1 0 2
1 0
[3 x 2] [2 x 3]
A and B can be multiplied
2 *1 3 *1 5 2 *1 3 * 0 2 2 *1 3 * 2 8 528
C 1*1 1*1 2 1*1 1* 0 1 1*1 1* 2 3 213
1*1 0 *1 1 1*1 0 * 0 1 1*1 0 * 2 1 111
Result is [3 x 3]
21
EXAMPLE OF MATRIX MULTIPLICATION
22
PROPERTIES OF MATRIX MULTIPLICATION
23
DETERMINANTS OF A SQUARE
MATRIX
24
DETERMINANTS OF A SQUARE
MATRIX
25
DETERMINANTS OF A SQUARE
MATRIX
26
DETERMINANT AND EXAMPLE 2X2
ab
A det A ad bc
cd
27
MINORS AND COFACTORS
In order to solve large order matrice, we use minors
Minor of elements aij = Mij = determinants of a submatrix
obtained by deleting the ith row and jth column
Then the determinants is obtained for an norder matrix by
expansion by the elements of a row (or column) or expansion
by minors
.. ..
.. .. .. ..
There will also be a sign associated with a minor
28
EXAMPLES 3X3 MATRIX
a11 a12 a13
a22 a23 a21 a23 a21 a22
A a21 a22 a23 det A a11 a12 a13
a32 a33 a31 a33 a31 a32
a31 a32 a33
this is example of
expansion of the
determinant along
first row.
any row or column
will work
29
EXAMPLES 3X3 MATRIX
30
DETERMINANTS AND MINOR
31
USEFUL FACTS
1. Dont have to use 1st row, any row/column will work. But need
to take care of sign in front of minors (cofactors values!)
2. If a row/column consists entirely of zeros, then det = 0
3. If 2 rows/2 columns are identical, det = 0
4. If all elements in a single row or column are multiplied by a
number(scalar), then the det is multiplied by that number
5. Det (AB) = det A x det B
6. If any row/column is a multiple of another row/column, then
det = 0
7. Interchanging two rows/columns, changes the sign of the det
8. Det AT = A ; means expanding by 1st row/ 1st column gives the
same results
9. Adding multiple rows/columns together make no difference to
the determinants
32
MATRIX INVERSES
The inverse of a square matrix A is a matrix whose product
with A is the identity matrix I.
The inverse matrix is denoted by A1.
The concept of dividing by A in matrix algebra is replaced by
the concept of multiplying by the inverse matrix A1.
An inverse matrix A-1 has the following PROPERTIES
1. A-1A = AA-1 = I
2. A-1 unique for a given A
Conditions for existence of a Matrix inverse
1. A-1 can exist only when A is a square
2. A-1 can exist only if A 0
33
HOW TO FIND INVERSE?
1. Calculate det A
2. For each element aij of A, calculate
cofactors Cij. This make new matrix C
3. Take the tranpose (CT) of C (which is
known as adjoint A)
4. Then A-1 = adj A/ A
5. Finally check A-1A = I
34
35
36
37
38
ADJUGATE OR ADJOINT
An ADJUGATE or ADJOINT of a matrix A denoted by
adj A is obtained by replacing the elements in A by
their cofactors and then transposing it
1 1
A A
adj ( A)
T
A11 A12 A13
adjA A21 A22 A23
A31 A32 A33
det( Ai )
Xi for i 1..., n
det A
Where Xi = unknowns of system
Ai = matrix obtained from A by replacing the ith column by the column B
40
SOLVING LINEAR EQUATION BY GAUSS ELIMINATION
Based on elimination methods
Elimination will change the equations to upper triangular form (matrix
coefficient has zeros in every positions below the diagonal )
Elimination procedures rely on the manipulation of the rows of the matrix
equation
Some elementary row operations can be used and do not alter the solutions
of the equations
1. Multiply a row with a constant
2. Interchange any two rows
3. Add or substract one row from another
There are many type of elimination procedures including Gauss Elimination.
Gauss Elimination Step
1. Use row operations on the augmented matrix to transform Ax=b into
an upper triangular problem
2. By back substitution, solve the upper triangular problem for
solutions
41
What is iteration?
2 types iteration methods
1. Jacobi Iteration methods
2. Gauss Seidel
42
GAUSS SIEDEL ITERATION
1 ( r 1) 1
x ( r 1)
(1 y ) (r ) x (1 y (r ) )
2 2
1 1
y ( r 1)
(1 x (r ) (r )
z ) y (r 1)
(1 x(r 1)
z (r ) )
2 2
1 1
z ( r 1)
(1 y (r ) (r )
t ) z (r 1)
(1 y (r 1)
t (r ) )
2 2
1 1
t ( r 1)
( 2 (r )
z ) t (r 1)
( 2 z ( r 1) )
2 2
43
EIGENVALUES AND EIGENVECTORS
Consider equations
Ax = x
for x (a vector) and (a scalar),
A (square matrix) and solve for x.
Find eigenvalues
Det (A- I) = 0
get values of or the roots
Find eigenvectors
- Solve (A- I)x = 0; for every roots found
in step 1
- Find values of x
47
USEFUL PROPERTIES OF EIGENVALUES
n n
49
50