Scribd
Upload
7 views16 pages

Lecture 0

The document covers fundamental concepts in linear algebra, including matrices, their types, and operations such as addition, scalar multiplication, and matrix multiplication. It also discusses properties of determinants, the rank of matrices, and the nature of solutions for linear systems. Additionally, it highlights the significance of positive definite matrices in various applications like optimization, statistics, and machine learning.

Uploaded by

sohindos
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
7 views16 pages

Lecture 0

The document covers fundamental concepts in linear algebra, including matrices, their types, and operations such as addition, scalar multiplication, and matrix multiplication. It also discusses properties of determinants, the rank of matrices, and the nature of solutions for linear systems. Additionally, it highlights the significance of positive definite matrices in various applications like optimization, statistics, and machine learning.

Uploaded by

sohindos
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 16

Agenda

• Matrices and their types

• REF and RREF

• Rank, its computation and properties

• Determinant, its computation and properties

• Consistency and inconsistency of linear systems

• Nature of solutions of linear systems


Matrice
s
• A matrix is a rectangular array of numbers or functions
which we will enclose in brackets. For example,
a11 a12 a13 
0.3 1 5 , a 
 0 0.2 16   21 a22 a23  ,
  a a32 a33  (1)
 31
e x 4 
2x 
2
 1
e6 x , a1 a2 a3 ,
 4x   
2 
• The numbers (or functions) are called entries or, less
commonly, elements of the matrix.
• The first matrix in (1) has two rows, which are the
horizontal lines of entries.
Matrix – Notations
• We shall denote matrices by capital boldface letters A, B,
C, … , or by writing the general entry in brackets; thus A =
[ajk], and so on.
• By an m × n matrix (read m by n matrix) we mean a matrix
with m rows and n columns—rows always come first! m
× n is called the size of the matrix. Thus an m × n matrix
is of the form

(2)
Vectors

• A vector is a matrix with only one row or column. Its


entries are called the components of the vector.
• We shall denote vectors by lowercase boldface letters a,
b, … or by its general component in brackets, a = [aj], and
so on. Our special vectors in (1) suggest that a (general)
row vector is of the form

A column vector
Equality of Matrices

• Two matrices A = [ajk] and B = [bjk] are equal, written A = B,


if and only if (1) they have the same size and (2) the
corresponding entries are equal, that is, a11 = b11, a12 = b12,
and so on.

• Matrices that are not equal are called different. Thus,


matrices of different sizes are always different.
Algebra of Matrices
1. Addition of Matrices
• The sum of two matrices A = [ajk] and B = [bjk] of the same size is written A + B
and has the entries ajk + bjk obtained by adding the corresponding entries of A
and B. Matrices of different sizes cannot be added.

2. Scalar Multiplication (Multiplication by a Number)


• The product of any m × n matrix A = [ajk] and any scalar c (number c) is written
cA and is the m × n matrix cA = [cajk] obtained by multiplying each entry of A by c.

(a) AB  BA (a) c(A  B)  cA  cB


(b) (A  B)  C  A  (B  C) (written A  B  C) (b) (c  k)A  cA  kA
(c) A0  A (c) c(kA)  (ck)A (written ckA)
(d) A  (A)  0. (d) 1A  A.

• Here 0 denotes the zero matrix (of size m × n), that is, the m × n matrix with all
entries zero.
Matrix Multiplication
Multiplication of a Matrix by a Matrix
• The product C = AB (in this order) of an m × n matrix A = [ajk]
times an r × p matrix B = [bjk] is defined if and only if r = n
and is then the m × p matrix C = [cjk] with entries

(3)

• The condition r = n means that the second factor, B, must


have as many rows as the first factor has columns, namely n.
A diagram of sizes that shows when matrix multiplication
is possible is as follows:
A B = C
[m × n] [n × p] = [m × p].
Matrix Multiplication
EXAMPLE 1

 3 5 12 2 3 1 22 2 43 42 
   
AB 4 0 2 5 0 7 8 26 16 14 6  
6 3 2 9 4 1 1 9 4 37 28

• Here c11 = 3 · 2 + 5 · 5 + (−1) · 9 = 22, and so on. The entry


in the box is c23 = 4 · 3 + 0 · 7 + 2 · 1 = 14.

• The product BA is not defined.


Matrix Multiplication
Matrix Multiplication Is Not Commutative, AB ≠ BA in
General
• This is illustrated by Example 1, where one of the two
products is not even defined. But it also holds for
square matrices. For instance,
 1 1  1 1  0 0
100 100   1 1  0 0 
    
1 1   1 1   99 99 
but       .
 1 1 100 100 99 99
• It is interesting that this also shows that AB = 0 does
not necessarily imply BA = 0 or A = 0 or B = 0.
Transposition of Matrices &
Vectors
• The transpose of an m × n matrix A = [ajk] is the n × m
matrix AT (read A transpose) that has the first row of A as its
first column, the second row of A as its second column, and
so on. Thus the transpose of A in (2) is AT = [akj], written out

• As a special case, transposition converts row vectors to


column vectors and conversely.
Transposition of Matrices
• Rules for transposition are

(a) (A T )T  A
(b) (A  B)T  A T  BT (5)
(c) ( cA)T  cAT
(d) (AB)T  BT A T .

Note that in (d) the transposed matrices are in reversed order.


Special Matrices
 
 1 1 1 
• Symmetric: aij = aji Eg:  1 2 0 
 1 0 5 
 

 
 0 1 2 
• Skew Symmetric : aij = - aji Eg:  1 0 3 
 2 3 0 
 

• Triangular: Upper Triangular  aij = 0 for all i > j


Lower Triangular  aij = 0 for all i < j

• Diagonal Matrix: aij = 0 for all i ≠ j Eg:

• Sparse Matrix: Many zeroes and few non-zero entities


Positive Definite matrix
Positive Definite matrix
• A square matrix is called positive definite if it is symmetric and all
its eigenvalues λ are positive, that is λ > 0.
• If A is positive definite, then it is invertible and det A > 0.

The converse is also true. In fact every positive definite matrix A can be
factored as A = UTU where U is an upper triangular matrix with positive
elements on the main diagonal.
Positive Definite matrix
Here are some of the key ways in which positive definite matrices are useful:
1.Optimization: In quadratic optimization problems, a positive definite matrix appears in
the objective function, and properties of positive definiteness are used to guarantee the
existence and uniqueness of the optimal solution.
2.Numerical Analysis: Positive definiteness ensures the efficiency and stability of these
algorithms.
3.Statistics: In multivariate analysis, such as in the context of covariance matrices,
positive definite matrices ensure that the covariance matrix is well-behaved and
invertible, allowing for the estimation of parameters in multivariate distributions.
4.Machine Learning: Positive definite matrices are also utilized in support vector
machines. Positive definite kernel matrices are used to define inner products in high-
dimensional feature spaces, enabling the application of linear methods in nonlinear
settings.
5.Signal Processing: Positive definiteness is a requirement for the autocorrelation
matrix in signal processing to ensure that it is invertible and well-conditioned.
6.Geometry: They are used in geometric contexts to define metrics, distances, and
angles in spaces, making them fundamental in areas like differential geometry and
optimization on manifolds.
7.Eigenvalue Problems: Positive definite matrices have real and positive eigenvalues,
which makes them particularly useful in solving eigenvalue problems. Properties of
positive definiteness simplify the analysis and computation of eigenvalues and

You might also like