Lecture Notes on Matrix Operations in Multivariate

Analysis

Contents

1 Introduction to Matrices 3

1.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

1.2 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

1.3 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

2 Matrix Operations 3

2.1 Matrix Addition and Subtraction . . . . . . . . . . . . . . . . . . . . . . 3

2.1.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

2.1.2 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

2.2 Scalar Multiplication . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

2.2.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

2.2.2 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4

2.3 Matrix Multiplication . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

2.3.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

2.3.2 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

3 Determinants and Inverses 5

3.1 Determinants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

3.1.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5

3.1.2 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

1
 3.2 Matrix Inverses . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

3.2.1 Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

3.2.2 Exercise . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6

4 Conclusion 6

2
1 Introduction to Matrices

A matrix is a rectangular array of numbers, symbols, or expressions arranged in rows and

columns. Matrices are widely used in multivariate analysis to represent data, transfor-
mations, and systems of equations.

1.1 Notation

A matrix is denoted by an uppercase bold letter, such as A or B. A general m × n matrix

is represented as:  
a11 a12 · · · a1n
 a21 a22 · · · a2n 
A =  .. ..  .
 
.. . .
 . . . . 
am1 am2 · · · amn

1.2 Example

A 2 × 3 matrix:  
1 2 3
A= .
4 5 6

1.3 Exercise

Write the following as matrices:

1. A 3 × 2 matrix with elements a11 = 1, a12 = 3, a21 = 0, a22 = −2, a31 = 5, a32 = 4.

2. A 2 × 2 identity matrix.

2 Matrix Operations

2.1 Matrix Addition and Subtraction

Two matrices can be added or subtracted if they have the same dimensions. The opera-
tions are performed element-wise:
 
A + B = aij + bij .

3
2.1.1 Example

Let:    
1 2 5 6
A= , B= .
3 4 7 8
Then:    
1+5 2+6 6 8
A+B= = .
3+7 4+8 10 12

2.1.2 Exercise

Compute:

   
2 4 1 3
1. − .
6 8 5 7
   
0 1 4 −1
2. + .
−2 3 5 2

2.2 Scalar Multiplication

Each element of a matrix is multiplied by a scalar:

 
cA = c · aij .

2.2.1 Example

Let:  
2 3
A= , c = 3.
4 5
Then:    
3·2 3·3 6 9
3A = = .
3·4 3·5 12 15

2.2.2 Exercise

Find:

1 −2
1. 2 .
3 4
 
0 3
2. −1 .
5 −7

4
2.3 Matrix Multiplication

The product of two matrices A (of size m × n) and B (of size n × p) is a matrix C (of
size m × p), where:
Xn
cij = aik bkj .
k=1

2.3.1 Example

Let:    
1 2 5 6
A= , B= .
3 4 7 8
Then:    
(1 · 5 + 2 · 7) (1 · 6 + 2 · 8) 19 22
AB = = .
(3 · 5 + 4 · 7) (3 · 6 + 4 · 8) 43 50

2.3.2 Exercise

Compute:
   
1 3 0 5
1. · .
2 4 1 6
   
2 −1 1
2. · .
3 0 4

3 Determinants and Inverses

3.1 Determinants

The determinant of a square matrix A is a scalar that provides useful information about
the matrix. For a 2 × 2 matrix:
 
a b
A= , det(A) = ad − bc.
c d

3.1.1 Example

Let: 

3 4
A= .
2 1
Then:
det(A) = (3)(1) − (4)(2) = 3 − 8 = −5.

5
3.1.2 Exercise

Find the determinants of:

 
1 2
1. .
3 4
 
2 −3
2. .
5 7

3.2 Matrix Inverses

A square matrix A is invertible if det(A) ̸= 0. The inverse of A is denoted by A−1 and

satisfies:
AA−1 = I,
where I is the identity matrix.

3.2.1 Example

Let:  
1 2
A= .
3 4
Then A−1 is:  
−1 1 d −b
A = .
det(A) −c a

3.2.2 Exercise

Compute the inverse of:

 
2 1
1. .
3 4
 
1 −1
2. .
−2 3

4 Conclusion

Matrix operations form the backbone of multivariate analysis, enabling efficient handling
of large datasets and transformations in multidimensional spaces. Mastering these oper-
ations is crucial for advanced applications like eigenvalue decomposition and regression.