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Lesson 5
         Matrix Algebra and The Transpose

                          Math 20


                    September 28, 2007


Announcements
   Thomas Schelling at IOP (79 JFK Street), Wednesday 6pm
   Problem Set 2 is on the course web site. Due October 3
   Problem Sessions: Sundays 6–7 (SC 221), Tuesdays 1–2 (SC
   116)
   My office hours: Mondays 1–2, Tuesdays 3–4, Wednesdays
   1–3 (SC 323)
Remember the definition of matrix addition



   Definition
   Let A = (aij )m×n and B = (bij )m×n be matrices. The sum of A
   and B is the matrix C = (cij )m×n defined by

                            cij = aij + bij

   That is, C is obtained by adding corresponding elements of A And
   B.
Remember the definition of matrix addition



   Definition
   Let A = (aij )m×n and B = (bij )m×n be matrices. The sum of A
   and B is the matrix C = (cij )m×n defined by

                            cij = aij + bij

   That is, C is obtained by adding corresponding elements of A And
   B.
   We do not define A + B if A and B do not have the same
   dimension.
Properties of Matrix Addition

   Rules
   Let A, B, C, and D be m × n matrices.
   (a) A + B = B + A
Properties of Matrix Addition

   Rules
   Let A, B, C, and D be m × n matrices.
   (a) A + B = B + A (so addition is commutative)
Properties of Matrix Addition

   Rules
   Let A, B, C, and D be m × n matrices.
   (a) A + B = B + A (so addition is commutative)
   (b) A + (B + C) = (A + B) + C
Properties of Matrix Addition

   Rules
   Let A, B, C, and D be m × n matrices.
   (a) A + B = B + A (so addition is commutative)
   (b) A + (B + C) = (A + B) + C (so addition is associative)
Properties of Matrix Addition

   Rules
   Let A, B, C, and D be m × n matrices.
   (a) A + B = B + A (so addition is commutative)
   (b) A + (B + C) = (A + B) + C (so addition is associative)
   (c) There is a unique m × n matrix O such that

                               A+O=A

       for any m × n matrix A. The matrix O is called the m × n
       additive identity matrix.
   (d) For each m × n matrix A, there is a unique m × n matrix D
       such that
                               A+D=O
       (We write D = −A.) So additive inverses exist.
Proof



   Proof.
   Let’s prove (b). We need to show that every entry of A + (B + C)
   is equal to the corresponding entry of (A + B) + C.
Proof



   Proof.
   Let’s prove (b). We need to show that every entry of A + (B + C)
   is equal to the corresponding entry of (A + B) + C. Well,

         [A + (B + C)]ij = aij + [B + C]ij = aij + (bij + cij )
                          = (aij + bij ) + cij   as real numbers
                          = [A + B]ij + cij = [(A + B) + C]ij .
Remember the definition of matrix multiplication

   Definition
   Let A = (aij )m×n and B = (bij )n×p . Then the matrix product of
   A and B is the m × p matrix whose jth column is Abj . In other
   words, the (i, j)th entry of AB is the dot product of ith row of A
   and the jth column of B. In symbols
                                      n
                          (AB)ij =         aik bkj .
                                     k=1
Remember the definition of matrix multiplication

   Definition
   Let A = (aij )m×n and B = (bij )n×p . Then the matrix product of
   A and B is the m × p matrix whose jth column is Abj . In other
   words, the (i, j)th entry of AB is the dot product of ith row of A
   and the jth column of B. In symbols
                                      n
                          (AB)ij =         aik bkj .
                                     k=1



   Another way to look at it:

            A b1 b2 . . .       bp = Ab1 Ab2 . . .     Abp
Examples

  Let
                 12           02
           A=            B=
                −1 2          31

                                     
                              0 120
                1 −1 2
                         D = −1 0 2 0
           C=
                2 3 −1
                              3 100

  Compute
    (a) (A + B)C         (d) (AB)C
    (b) AC + BC          (e) AC and CA
    (c) A(BC)             (f) AB and BA
Does matrix multiplication distribute?

   Solution to (a) and (b)

                             9 11 −2
              (A + B)C =               = AC + BC
                             87 1
Does matrix multiplication distribute?

   Solution to (a) and (b)

                                  9 11 −2
                (A + B)C =                    = AC + BC
                                  87 1

   In fact, this is true in general:
   Distributive rules for matrices
   If A, B, and C are of appropriate sizes, then

                           (A + B)C = AC + BC.

   If A, B, and C are of appropriate sizes, then

                           A(B + C) = AB + AC
Is matrix multiplication associative?


   Solution to (c) and (d)

                             14 6 8
                A(BC) =                 = (AB)C
                             6 −6 12
Is matrix multiplication associative?


   Solution to (c) and (d)

                                 14 6 8
                  A(BC) =                     = (AB)C
                                 6 −6 12

   In fact, this is true in general:
   Associative rules for matrix multiplication
   If A, B, and C are of appropriate sizes, then

                              (AB)C = A(BC)
Is matrix multiplication commutative?



   Solution to (e)
   AC =
Is matrix multiplication commutative?



   Solution to (e)
            550
   AC =              ,
            3 7 −4
Is matrix multiplication commutative?



   Solution to (e)
             550
   AC =                  , but CA is not even defined. We cannot
             3 7 −4
   multiply a 2 × 3 matrix by a 2 × 2 matrix.
Is matrix multiplication commutative?



   Solution to (e)
             550
   AC =                  , but CA is not even defined. We cannot
             3 7 −4
   multiply a 2 × 3 matrix by a 2 × 2 matrix.

   Solution to (f)
   BA =
Is matrix multiplication commutative?



   Solution to (e)
             550
   AC =                  , but CA is not even defined. We cannot
             3 7 −4
   multiply a 2 × 3 matrix by a 2 × 2 matrix.

   Solution to (f)
           −2 4
   BA =         ,
            28
Is matrix multiplication commutative?



   Solution to (e)
             550
   AC =                  , but CA is not even defined. We cannot
             3 7 −4
   multiply a 2 × 3 matrix by a 2 × 2 matrix.

   Solution to (f)
           −2 4
   BA =         , but AB =
            28
Is matrix multiplication commutative?



   Solution to (e)
             550
   AC =                  , but CA is not even defined. We cannot
             3 7 −4
   multiply a 2 × 3 matrix by a 2 × 2 matrix.

   Solution to (f)
           −2 4                 64
   BA =         , but AB =         .
            28                  60
Is matrix multiplication commutative?



   Solution to (e)
             550
   AC =                  , but CA is not even defined. We cannot
             3 7 −4
   multiply a 2 × 3 matrix by a 2 × 2 matrix.

   Solution to (f)
             −2 4                  64
   BA =               , but AB =          .
              28                   60
   So matrix multiplication is (usually) not commutative, even when
   it’s possible to test.
The Transpose

  But there is another operation on matrices, which is just flipping
  rows and columns.
  Definition
  Let A = (aij )m×n be a matrix. The transpose of A is the matrix
  A = (aij )n×m whose (i, j)th entry is aji .
The Transpose

  But there is another operation on matrices, which is just flipping
  rows and columns.
  Definition
  Let A = (aij )m×n be a matrix. The transpose of A is the matrix
  A = (aij )n×m whose (i, j)th entry is aji .

  Example    
           12
  Let A = 3 4. Then
           56

                          A=
The Transpose

  But there is another operation on matrices, which is just flipping
  rows and columns.
  Definition
  Let A = (aij )m×n be a matrix. The transpose of A is the matrix
  A = (aij )n×m whose (i, j)th entry is aji .

  Example    
           12
  Let A = 3 4. Then
           56

                                  135
                          A=          .
                                  246
Examples


  Let
                 12              02
           A=               B=
                −1 2             31

                                        
                                 0 120
                1 −1 2
                            D = −1 0 2 0
           C=
                2 3 −1
                                 3 100

  Compute
    (a) (A )                (c) (AC) and A C
    (b) (A + B) and A + B   (d) (AC) and C A
Solution to (a).
(A ) =
Solution to (a).
(A ) = A
Solution to (a).
(A ) = A
In fact, this is true in general.
Does the transpose distribute over addition?




   Solution to (b).

                                  12
                      (A + B) =        =A +B
                                  43
Does the transpose distribute over addition?




   Solution to (b).

                                       12
                      (A + B) =             =A +B
                                       43


   In fact, this is true in general.
Does the transpose distribute over multiplication?



   Solution  (c) and (d).
            to     
           53
          5 7 , but A C is not defined.
   (AC) =
           0 −4
Does the transpose distribute over multiplication?



   Solution  (c) and (d).
            to     
           53
          5 7 , but A C is not defined. On the other hand,
   (AC) =
           0 −4
                              
                           53
                    C A = 5 7  = (AC) .
                           0 −4
Does the transpose distribute over multiplication?



   Solution  (c) and (d).
            to     
           53
          5 7 , but A C is not defined. On the other hand,
   (AC) =
           0 −4
                                 
                              53
                       C A = 5 7  = (AC) .
                              0 −4


   This is true in general.
Remember these properties (including which ones aren’t true)
because they are the rules of the game in linear algebra!
Transpose and dot product

   Notice:
                       p·q=pq
Transpose and dot product

   Notice:
                              p·q=pq
   Also,
   Theorem
   Let A be an n × n matrix and v, w vectors in Rn . Then

                         v · Aw = (A v) · w.
Transpose and dot product

   Notice:
                               p·q=pq
   Also,
   Theorem
   Let A be an n × n matrix and v, w vectors in Rn . Then

                           v · Aw = (A v) · w.


   Proof.
   Remember v · Aw is a scalar, so is equal to its own transpose.
Transpose and dot product

   Notice:
                               p·q=pq
   Also,
   Theorem
   Let A be an n × n matrix and v, w vectors in Rn . Then

                          v · Aw = (A v) · w.


   Proof.
   Remember v · Aw is a scalar, so is equal to its own transpose. Then

    v · Aw = (v Aw) = (Aw) (v ) = w A v = w · A v = (A v) · w.
Example
Some special cases which are useful. Let

                32                    1                0
        A=                     e1 =             e2 =
               −1 1                   0                1


          10              01               00              00
E11 =             E12 =           E21 =           E22 =
          00              00               10              01


                     20                         10
             D=                            I=
                     0 −1                       01

Compute

(a) Ae1 and Ae2                   (c) AE12 and E12 A
(b) AE11 and E11 A                (d) AD and DA
Solution to (a)




                       3           2
              Ae1 =        Ae2 =
                      −1           1
Solution to (a)




                           3                  2
                 Ae1 =                Ae2 =
                          −1                  1

   In general,
        Aei is the ith column of A.
        ej A is the jth row of A.
Solution to (b) and (c)



                     30              32
           AE11 =          E11 A =
                    −1 0             00
                                     −1 1
                    03
           AE12 =          E12 A =
                    0 −1             00
Solution to (b) and (c)



                         30                          32
             AE11 =                        E11 A =
                        −1 0                         00
                                                     −1 1
                        03
             AE12 =                        E12 A =
                        0 −1                         00

   In general,
        AEij has all zeros except for the jth column, which is the ith
        column of A
        Eij A has all zeros except for the ith row, which is the jth row
        of A
Solution to (d)




                                 6 −2
                   64
            DA =          AD =
                   1 −1          2 −1
Solution to (d)




                                                  6 −2
                        64
                 DA =                     AD =
                        1 −1                      2 −1

   In general,
        a diagonal matrix times a matrix scales every row of the
        right-hand matrix by the corresponding diagonal entries
        a matrix times a diagonal matrix scales every column of the
        left-hand matrix by the corresponding diagonal entries.
        diagonal matrices do commute

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Lesson 5: Matrix Algebra (slides)

  • 1. Lesson 5 Matrix Algebra and The Transpose Math 20 September 28, 2007 Announcements Thomas Schelling at IOP (79 JFK Street), Wednesday 6pm Problem Set 2 is on the course web site. Due October 3 Problem Sessions: Sundays 6–7 (SC 221), Tuesdays 1–2 (SC 116) My office hours: Mondays 1–2, Tuesdays 3–4, Wednesdays 1–3 (SC 323)
  • 2. Remember the definition of matrix addition Definition Let A = (aij )m×n and B = (bij )m×n be matrices. The sum of A and B is the matrix C = (cij )m×n defined by cij = aij + bij That is, C is obtained by adding corresponding elements of A And B.
  • 3. Remember the definition of matrix addition Definition Let A = (aij )m×n and B = (bij )m×n be matrices. The sum of A and B is the matrix C = (cij )m×n defined by cij = aij + bij That is, C is obtained by adding corresponding elements of A And B. We do not define A + B if A and B do not have the same dimension.
  • 4. Properties of Matrix Addition Rules Let A, B, C, and D be m × n matrices. (a) A + B = B + A
  • 5. Properties of Matrix Addition Rules Let A, B, C, and D be m × n matrices. (a) A + B = B + A (so addition is commutative)
  • 6. Properties of Matrix Addition Rules Let A, B, C, and D be m × n matrices. (a) A + B = B + A (so addition is commutative) (b) A + (B + C) = (A + B) + C
  • 7. Properties of Matrix Addition Rules Let A, B, C, and D be m × n matrices. (a) A + B = B + A (so addition is commutative) (b) A + (B + C) = (A + B) + C (so addition is associative)
  • 8. Properties of Matrix Addition Rules Let A, B, C, and D be m × n matrices. (a) A + B = B + A (so addition is commutative) (b) A + (B + C) = (A + B) + C (so addition is associative) (c) There is a unique m × n matrix O such that A+O=A for any m × n matrix A. The matrix O is called the m × n additive identity matrix. (d) For each m × n matrix A, there is a unique m × n matrix D such that A+D=O (We write D = −A.) So additive inverses exist.
  • 9. Proof Proof. Let’s prove (b). We need to show that every entry of A + (B + C) is equal to the corresponding entry of (A + B) + C.
  • 10. Proof Proof. Let’s prove (b). We need to show that every entry of A + (B + C) is equal to the corresponding entry of (A + B) + C. Well, [A + (B + C)]ij = aij + [B + C]ij = aij + (bij + cij ) = (aij + bij ) + cij as real numbers = [A + B]ij + cij = [(A + B) + C]ij .
  • 11. Remember the definition of matrix multiplication Definition Let A = (aij )m×n and B = (bij )n×p . Then the matrix product of A and B is the m × p matrix whose jth column is Abj . In other words, the (i, j)th entry of AB is the dot product of ith row of A and the jth column of B. In symbols n (AB)ij = aik bkj . k=1
  • 12. Remember the definition of matrix multiplication Definition Let A = (aij )m×n and B = (bij )n×p . Then the matrix product of A and B is the m × p matrix whose jth column is Abj . In other words, the (i, j)th entry of AB is the dot product of ith row of A and the jth column of B. In symbols n (AB)ij = aik bkj . k=1 Another way to look at it: A b1 b2 . . . bp = Ab1 Ab2 . . . Abp
  • 13. Examples Let 12 02 A= B= −1 2 31   0 120 1 −1 2 D = −1 0 2 0 C= 2 3 −1 3 100 Compute (a) (A + B)C (d) (AB)C (b) AC + BC (e) AC and CA (c) A(BC) (f) AB and BA
  • 14. Does matrix multiplication distribute? Solution to (a) and (b) 9 11 −2 (A + B)C = = AC + BC 87 1
  • 15. Does matrix multiplication distribute? Solution to (a) and (b) 9 11 −2 (A + B)C = = AC + BC 87 1 In fact, this is true in general: Distributive rules for matrices If A, B, and C are of appropriate sizes, then (A + B)C = AC + BC. If A, B, and C are of appropriate sizes, then A(B + C) = AB + AC
  • 16. Is matrix multiplication associative? Solution to (c) and (d) 14 6 8 A(BC) = = (AB)C 6 −6 12
  • 17. Is matrix multiplication associative? Solution to (c) and (d) 14 6 8 A(BC) = = (AB)C 6 −6 12 In fact, this is true in general: Associative rules for matrix multiplication If A, B, and C are of appropriate sizes, then (AB)C = A(BC)
  • 18. Is matrix multiplication commutative? Solution to (e) AC =
  • 19. Is matrix multiplication commutative? Solution to (e) 550 AC = , 3 7 −4
  • 20. Is matrix multiplication commutative? Solution to (e) 550 AC = , but CA is not even defined. We cannot 3 7 −4 multiply a 2 × 3 matrix by a 2 × 2 matrix.
  • 21. Is matrix multiplication commutative? Solution to (e) 550 AC = , but CA is not even defined. We cannot 3 7 −4 multiply a 2 × 3 matrix by a 2 × 2 matrix. Solution to (f) BA =
  • 22. Is matrix multiplication commutative? Solution to (e) 550 AC = , but CA is not even defined. We cannot 3 7 −4 multiply a 2 × 3 matrix by a 2 × 2 matrix. Solution to (f) −2 4 BA = , 28
  • 23. Is matrix multiplication commutative? Solution to (e) 550 AC = , but CA is not even defined. We cannot 3 7 −4 multiply a 2 × 3 matrix by a 2 × 2 matrix. Solution to (f) −2 4 BA = , but AB = 28
  • 24. Is matrix multiplication commutative? Solution to (e) 550 AC = , but CA is not even defined. We cannot 3 7 −4 multiply a 2 × 3 matrix by a 2 × 2 matrix. Solution to (f) −2 4 64 BA = , but AB = . 28 60
  • 25. Is matrix multiplication commutative? Solution to (e) 550 AC = , but CA is not even defined. We cannot 3 7 −4 multiply a 2 × 3 matrix by a 2 × 2 matrix. Solution to (f) −2 4 64 BA = , but AB = . 28 60 So matrix multiplication is (usually) not commutative, even when it’s possible to test.
  • 26. The Transpose But there is another operation on matrices, which is just flipping rows and columns. Definition Let A = (aij )m×n be a matrix. The transpose of A is the matrix A = (aij )n×m whose (i, j)th entry is aji .
  • 27. The Transpose But there is another operation on matrices, which is just flipping rows and columns. Definition Let A = (aij )m×n be a matrix. The transpose of A is the matrix A = (aij )n×m whose (i, j)th entry is aji . Example  12 Let A = 3 4. Then 56 A=
  • 28. The Transpose But there is another operation on matrices, which is just flipping rows and columns. Definition Let A = (aij )m×n be a matrix. The transpose of A is the matrix A = (aij )n×m whose (i, j)th entry is aji . Example  12 Let A = 3 4. Then 56 135 A= . 246
  • 29. Examples Let 12 02 A= B= −1 2 31   0 120 1 −1 2 D = −1 0 2 0 C= 2 3 −1 3 100 Compute (a) (A ) (c) (AC) and A C (b) (A + B) and A + B (d) (AC) and C A
  • 32. Solution to (a). (A ) = A In fact, this is true in general.
  • 33. Does the transpose distribute over addition? Solution to (b). 12 (A + B) = =A +B 43
  • 34. Does the transpose distribute over addition? Solution to (b). 12 (A + B) = =A +B 43 In fact, this is true in general.
  • 35. Does the transpose distribute over multiplication? Solution  (c) and (d). to  53 5 7 , but A C is not defined. (AC) = 0 −4
  • 36. Does the transpose distribute over multiplication? Solution  (c) and (d). to  53 5 7 , but A C is not defined. On the other hand, (AC) = 0 −4   53 C A = 5 7  = (AC) . 0 −4
  • 37. Does the transpose distribute over multiplication? Solution  (c) and (d). to  53 5 7 , but A C is not defined. On the other hand, (AC) = 0 −4   53 C A = 5 7  = (AC) . 0 −4 This is true in general.
  • 38. Remember these properties (including which ones aren’t true) because they are the rules of the game in linear algebra!
  • 39. Transpose and dot product Notice: p·q=pq
  • 40. Transpose and dot product Notice: p·q=pq Also, Theorem Let A be an n × n matrix and v, w vectors in Rn . Then v · Aw = (A v) · w.
  • 41. Transpose and dot product Notice: p·q=pq Also, Theorem Let A be an n × n matrix and v, w vectors in Rn . Then v · Aw = (A v) · w. Proof. Remember v · Aw is a scalar, so is equal to its own transpose.
  • 42. Transpose and dot product Notice: p·q=pq Also, Theorem Let A be an n × n matrix and v, w vectors in Rn . Then v · Aw = (A v) · w. Proof. Remember v · Aw is a scalar, so is equal to its own transpose. Then v · Aw = (v Aw) = (Aw) (v ) = w A v = w · A v = (A v) · w.
  • 43. Example Some special cases which are useful. Let 32 1 0 A= e1 = e2 = −1 1 0 1 10 01 00 00 E11 = E12 = E21 = E22 = 00 00 10 01 20 10 D= I= 0 −1 01 Compute (a) Ae1 and Ae2 (c) AE12 and E12 A (b) AE11 and E11 A (d) AD and DA
  • 44. Solution to (a) 3 2 Ae1 = Ae2 = −1 1
  • 45. Solution to (a) 3 2 Ae1 = Ae2 = −1 1 In general, Aei is the ith column of A. ej A is the jth row of A.
  • 46. Solution to (b) and (c) 30 32 AE11 = E11 A = −1 0 00 −1 1 03 AE12 = E12 A = 0 −1 00
  • 47. Solution to (b) and (c) 30 32 AE11 = E11 A = −1 0 00 −1 1 03 AE12 = E12 A = 0 −1 00 In general, AEij has all zeros except for the jth column, which is the ith column of A Eij A has all zeros except for the ith row, which is the jth row of A
  • 48. Solution to (d) 6 −2 64 DA = AD = 1 −1 2 −1
  • 49. Solution to (d) 6 −2 64 DA = AD = 1 −1 2 −1 In general, a diagonal matrix times a matrix scales every row of the right-hand matrix by the corresponding diagonal entries a matrix times a diagonal matrix scales every column of the left-hand matrix by the corresponding diagonal entries. diagonal matrices do commute