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Don’t be scared…
What is a matrix?
21 62 33 93
A 44 95 66 13
3x4
77 38 79 33
Sizing a matrix
1 2 3
A and x = 5; then
2 x3
7 8 9 1x1
Cik j Aij B jk
Matrix Multiplication
7 3 2
B 8 4 1
3x3
6 5 9
tr ( B ) 7 4 9 20
Reducing Square Matrices
Determinant:
The determinant of a matrix is a scalar representation of
matrix; considered the “volume” of the matrix or in the
case of a VCV matrix it is the generalized variance.
Only square matrices have determinants.
Determinants are also useful because they tell us
whether or not a matrix can be inverted (next).
Not all square matrices can be inverted (must be full rank,
non-singular matrix)
Reducing Square Matrices
Determinant:
C 4 C 4
1 x1
a1 b1
C C a1 * b2 b1 * a2
2x2
a2 b2
3 2
C C 3*1 2*5 3 10 7
2x2
5 1
Reducing Square Matrices
Determinant:
a1 b1 c1
C a2 c2
b2 c2 a2 c2 a2 b2
b2 C a1 b1 c1
3x3 b3 c3 a3 c3 a3 b3
a3 b3 c3
2 2 0
C 1 5 1
3x3
34 5
C 2(5*5 1* 4) 2(1*5 1*3) 0( 1*5 5*3
C 2(25 5) 2(5 3) 0(5 15
C 40 16 0 24
Matrix Inverse
1 1 1
A A A I AND A
Defined
A I
nxn nxn nxn nxn nxn nxn nxn
Matrix Inverse
1 1 1
A A A I AND A
Defined
A I
nxn nxn nxn nxn nxn nxn nxn
Matrix Inverse
Matrix Inverse:
For a 2x2 matrix the inverse is relatively simple
a1 b1 11 a1 b1
C C a
2x2
2 2
a b 2x2 C 2 b2
3 2
C C 7
2x2
5 1
3 2
1 1 3 2 7 7
C
2x2 7 5 1 5 1
7 7
For anything else, use a computer…
Singular Matrix
2 6
A A 2*3 1*6 0
2x2
1 3
An extreme form of multicollinearity in the matrix