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An introduction to
   Matrix Algebra
Algebra
MATRIX
  A matrix is an ordered rectangular array of
  numbers, arranged in rows and columns.
                                     rows




            columns
ORDER OF A MATRIX
The size or order of a matrix is
described by its number of rows
and the number of columns.

  If a matrix, A, has m rows and n columns
  then A is described as an mxn matrix.
The numbers in a matrix are called its
elements. The element in the ith row and jth
column of a matrix is generally denoted by
aij. A matrix with m rows and n columns is
written        or      .
Row Matrix

   A matrix with just one row is
   called a row matrix (or row
   vector).

     A     a1 a 2   , an     aj    (1 x n)
Column Matrix
    A matrix with just one column is
    called a column matrix.
                 a1
                 a2
            A           ai   (m x 1)



                 am
Matrices of the same order


Two matrices which have the Same
number of rows and columns are
said to be matrices of the same
order.
Equal Matrices
Two matrices A = (aij) and B = (bij) are said to be equal if,
and only if, each element aij of A is equal to the
corresponding element bij of B.

In symbolic form this reads:

       A=B  aij = bij for all i and j

From this it follows that equal matrices are of the same
order but matrices of the same order are not necessarily
equal.
Null matrix
 Any matrix, all of whose elements are zero, is called
 a null or zero matrix and is denoted by O.
Matrix Addition

   A new matrix C may be defined as the
   additive combination of matrices A and
   B where: C = A + B
   is defined by:

           cij      aij       bij

   Note: all three matrices are of the same dimension
Addition
                   a11 a12
   If          A
                   a 21 a 22

                   b11 b12
        and    B
                   b 21 b 22

                    a11 b11 a12 b12
        then   C
                    a 21 b 21 a 22 b22
Matrix Addition Example


          3 4    1 2      4 6
  A   B                          C
          5 6    3 4      8 10
Multiplication by a scalar
   If A is a given matrix and   a scalar then
      A is the matrix each of whose elements is
    times the corresponding element of A.

Thus     A
The
Identity
Identity Matrix
   Square matrix with ones on the
   diagonal and zeros elsewhere.
                  1   0   0   0
                  0   1   0   0
        I
                  0   0   1   0
                  0   0   0   1
Equal Matrices


   Two matrices A and B are said
   to be equal if, and only if, each
   element aij of A is equal to the
   corresponding element bij of
   B.
The Null matrix

 Any matrix all of whose elements are zero
 is called a null or zero matrix
Transpose Matrix
   Rows become columns and
   columns become rows

            a11 a 21 , , am1
            a12 a 22 , , am 2
      A'

            a1n a 2n ,   , amn
Square Matrix
   Same number of rows and
   columns
                5 4 7
       B        3 6 1
                2 1 3
Matrix Subtraction

       C = A - B
       Is defined by


 Cij              Aij   Bij
Matrix Multiplication
   Let A and B be two matrices. If the number of
    columns in A is equal to the number of rows
    in B we say that A and B are conformable for
    the matrix product AB.
   If A is order m n and B is of order n p, then
    the product AB is defined and is a matrix of
    order m p.
Matrix Multiplication
  Matrices A and B have these dimensions:




       [r x c] and [s x d]
Matrix Multiplication
 Matrices A and B can be multiplied if:

         [m x n] and [n x p]

                   n=n
Matrix Multiplication

The resulting matrix will have the dimensions:

          [m x n] and [n x p]

                   mxp
Computation: A x B = C
                a11 a12
       A
                a 21 a 22   [2 x 2]
               b11 b12 b13
       B
               b 21 b 22 b 23
                                [2 x 3]
           a11b11 a12b21 a11b12 a12b22 a11b13 a12b23
   C
           a 21b11 a 22b21 a 21b12 a 22b22 a 21b13 a 22b23
                                                         [2 x 3]
Computation: A x B = C
              2 3
                                                111
     A       11        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

                             [3 x 3]
Computation: A x B = C
              2 3
                                           111
     A       11        and B
                                           1 0 2
             1 0
             [3 x 2]                       [2 x 3]
                         Result is 3 x 3


         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
                                                           [3 x 3]
Note:
   If A is an m n and B is n p matrix, then AB is
    an m p matrix. Hence we see that BA is
    defined only when p=m.
Inversion
The Inverse of a Matrix
Definition:
Let A be a square matrix. A matrix B
such that AB=I=BA is called the inverse
matrix of A and is denoted by A-1.

So if A-1 exists, we have AA-1=I=A-1A
and the matrix is said to be invertible.

If a matrix has no inverse, then it is said
to be non-invertible.
The Inverse of a Matrix


                1        1
           A A AA                I

     Like a reciprocal       Like the number one
     in scalar math          in scalar math
Linear System of Simultaneous
Equations

   First precinct: 6 arrests last week equally divided
   between felonies and misdemeanors.

   Second precinct: 9 arrests - there were twice as
   many felonies as the first precinct.

  1st Precinct :           x1        x2         6
   2nd Pr ecinct : 2x1                  x2          9
11            11
Solution                 Note: Inverse of
                                               21
                                                      is
                                                            2 1

      11           x1    6
               *
      21           x2    9
 11       11        x1       11       6      Premultiply both sides by
      *        *                  *          inverse matrix
2 1       21        x2   2 1          9

          10       x1    3            A square matrix multiplied by its
               *                      inverse results in the identity matrix.
          01       x2    3

                   x1    3            A 2x2 identity matrix multiplied by
                                      the 2x1 matrix results in the original
                   x2    3            2x1 matrix.
General Form
   n equations in n variables:
   n
       aijxj       bi     or     Ax            b
   j 1

  unknown values of x can be found using the
  inverse of matrix A such that
                    1                          1
  x            A Ax                    A b
Garin-Lowry Model

  Ax            y              x
    The object is to find x given A and y . This
    is done by solving for x :

         y          Ix Ax
         y          (I A)x
                        1
         (I      A) y                 x
Matrix Operations in Excel




                             Select the
                             cells in
                             which the
                             answer
                             will
                             appear
Matrix Multiplication in Excel

                           1)   Enter
                                “=mmult(“
                           2)   Select the
                                cells of the
                                first matrix
                           3)   Enter comma
                                “,”
                           4)   Select the
                                cells of the
                                second matrix
                           5)   Enter “)”
Matrix Multiplication in Excel

                                 Enter these
                                     three
                                     key
                                     strokes
                                     at the
                                     same
                                     time:
                                 control
                                 shift
                                 enter
Matrix Inversion in Excel
   Follow the same procedure
   Select cells in which answer is to be
    displayed
   Enter the formula: =minverse(
   Select the cells containing the matrix to be
    inverted
   Close parenthesis – type “)”
   Press three keys: Control, shift, enter
Matrix algebra

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Matrix algebra

  • 1. An introduction to Matrix Algebra
  • 3. MATRIX A matrix is an ordered rectangular array of numbers, arranged in rows and columns. rows columns
  • 4. ORDER OF A MATRIX The size or order of a matrix is described by its number of rows and the number of columns. If a matrix, A, has m rows and n columns then A is described as an mxn matrix.
  • 5. The numbers in a matrix are called its elements. The element in the ith row and jth column of a matrix is generally denoted by aij. A matrix with m rows and n columns is written or .
  • 6. Row Matrix A matrix with just one row is called a row matrix (or row vector). A a1 a 2 , an aj (1 x n)
  • 7. Column Matrix A matrix with just one column is called a column matrix. a1 a2 A ai (m x 1) am
  • 8. Matrices of the same order Two matrices which have the Same number of rows and columns are said to be matrices of the same order.
  • 9. Equal Matrices Two matrices A = (aij) and B = (bij) are said to be equal if, and only if, each element aij of A is equal to the corresponding element bij of B. In symbolic form this reads: A=B  aij = bij for all i and j From this it follows that equal matrices are of the same order but matrices of the same order are not necessarily equal.
  • 10.
  • 11. Null matrix Any matrix, all of whose elements are zero, is called a null or zero matrix and is denoted by O.
  • 12. Matrix Addition A new matrix C may be defined as the additive combination of matrices A and B where: C = A + B is defined by: cij aij bij Note: all three matrices are of the same dimension
  • 13. Addition a11 a12 If A a 21 a 22 b11 b12 and B b 21 b 22 a11 b11 a12 b12 then C a 21 b 21 a 22 b22
  • 14. Matrix Addition Example 3 4 1 2 4 6 A B C 5 6 3 4 8 10
  • 15. Multiplication by a scalar  If A is a given matrix and a scalar then A is the matrix each of whose elements is times the corresponding element of A. Thus A
  • 17. Identity Matrix Square matrix with ones on the diagonal and zeros elsewhere. 1 0 0 0 0 1 0 0 I 0 0 1 0 0 0 0 1
  • 18. Equal Matrices Two matrices A and B are said to be equal if, and only if, each element aij of A is equal to the corresponding element bij of B.
  • 19. The Null matrix Any matrix all of whose elements are zero is called a null or zero matrix
  • 20. Transpose Matrix Rows become columns and columns become rows a11 a 21 , , am1 a12 a 22 , , am 2 A' a1n a 2n , , amn
  • 21. Square Matrix Same number of rows and columns 5 4 7 B 3 6 1 2 1 3
  • 22. Matrix Subtraction C = A - B Is defined by Cij Aij Bij
  • 23. Matrix Multiplication  Let A and B be two matrices. If the number of columns in A is equal to the number of rows in B we say that A and B are conformable for the matrix product AB.  If A is order m n and B is of order n p, then the product AB is defined and is a matrix of order m p.
  • 24. Matrix Multiplication Matrices A and B have these dimensions: [r x c] and [s x d]
  • 25. Matrix Multiplication Matrices A and B can be multiplied if: [m x n] and [n x p] n=n
  • 26. Matrix Multiplication The resulting matrix will have the dimensions: [m x n] and [n x p] mxp
  • 27. Computation: A x B = C a11 a12 A a 21 a 22 [2 x 2] b11 b12 b13 B b 21 b 22 b 23 [2 x 3] a11b11 a12b21 a11b12 a12b22 a11b13 a12b23 C a 21b11 a 22b21 a 21b12 a 22b22 a 21b13 a 22b23 [2 x 3]
  • 28. Computation: A x B = C 2 3 111 A 11 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 [3 x 3]
  • 29. Computation: A x B = C 2 3 111 A 11 and B 1 0 2 1 0 [3 x 2] [2 x 3] Result is 3 x 3 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 [3 x 3]
  • 30. Note:  If A is an m n and B is n p matrix, then AB is an m p matrix. Hence we see that BA is defined only when p=m.
  • 32. The Inverse of a Matrix Definition: Let A be a square matrix. A matrix B such that AB=I=BA is called the inverse matrix of A and is denoted by A-1. So if A-1 exists, we have AA-1=I=A-1A and the matrix is said to be invertible. If a matrix has no inverse, then it is said to be non-invertible.
  • 33. The Inverse of a Matrix 1 1 A A AA I Like a reciprocal Like the number one in scalar math in scalar math
  • 34. Linear System of Simultaneous Equations First precinct: 6 arrests last week equally divided between felonies and misdemeanors. Second precinct: 9 arrests - there were twice as many felonies as the first precinct. 1st Precinct : x1 x2 6 2nd Pr ecinct : 2x1 x2 9
  • 35. 11 11 Solution Note: Inverse of 21 is 2 1 11 x1 6 * 21 x2 9 11 11 x1 11 6 Premultiply both sides by * * * inverse matrix 2 1 21 x2 2 1 9 10 x1 3 A square matrix multiplied by its * inverse results in the identity matrix. 01 x2 3 x1 3 A 2x2 identity matrix multiplied by the 2x1 matrix results in the original x2 3 2x1 matrix.
  • 36. General Form n equations in n variables: n aijxj bi or Ax b j 1 unknown values of x can be found using the inverse of matrix A such that 1 1 x A Ax A b
  • 37. Garin-Lowry Model Ax y x The object is to find x given A and y . This is done by solving for x : y Ix Ax y (I A)x 1 (I A) y x
  • 38. Matrix Operations in Excel Select the cells in which the answer will appear
  • 39. Matrix Multiplication in Excel 1) Enter “=mmult(“ 2) Select the cells of the first matrix 3) Enter comma “,” 4) Select the cells of the second matrix 5) Enter “)”
  • 40. Matrix Multiplication in Excel Enter these three key strokes at the same time: control shift enter
  • 41. Matrix Inversion in Excel  Follow the same procedure  Select cells in which answer is to be displayed  Enter the formula: =minverse(  Select the cells containing the matrix to be inverted  Close parenthesis – type “)”  Press three keys: Control, shift, enter