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Matrices: CS485/685 Computer Vision Dr. George Bebis

Matrices can be added, subtracted, and multiplied under certain conditions. A matrix is orthogonal if its columns are orthonormal vectors. The inverse of a matrix A exists only if A is non-singular. The rank of a matrix is equal to the maximum number of linearly independent rows or columns. Eigenvalues and eigenvectors of a matrix A satisfy the equation Av = λv, where λ is the eigenvalue and v is the eigenvector. A matrix can be diagonalized if it is similar to a diagonal matrix via a change of basis transformation defined by its eigenvectors.

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74 views

Matrices: CS485/685 Computer Vision Dr. George Bebis

Matrices can be added, subtracted, and multiplied under certain conditions. A matrix is orthogonal if its columns are orthonormal vectors. The inverse of a matrix A exists only if A is non-singular. The rank of a matrix is equal to the maximum number of linearly independent rows or columns. Eigenvalues and eigenvectors of a matrix A satisfy the equation Av = λv, where λ is the eigenvalue and v is the eigenvector. A matrix can be diagonalized if it is similar to a diagonal matrix via a change of basis transformation defined by its eigenvectors.

Uploaded by

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

CS485/685 Computer Vision


Dr. George Bebis
Matrix Operations
Matrix addition/subtraction
Matrices must be of same size.

Matrix multiplication
mxn qxp mxp

Condition: n = q
Identity Matrix
Matrix Transpose
Symmetric Matrices

Example:
Determinants
2x2

3x3

nxn
Determinants (contd)

diagonal matrix:
Matrix Inverse
The inverse A-1 of a matrix A has the property:
AA-1=A-1A=I

A-1 exists only if

Terminology
Singular matrix: A-1 does not exist
Ill-conditioned matrix: A is close to being singular
Matrix Inverse (contd)

Properties of the inverse:


Pseudo-inverse

The pseudo-inverse A+ of a matrix A (could be non-


square, e.g., m x n) is given by:

It can be shown that:


Matrix trace

properties:
Rank of matrix

Equal to the dimension of the largest square sub-


matrix of A that has a non-zero determinant.

Example: has rank 3


Rank of matrix (contd)
Alternative definition: the maximum number of
linearly independent columns (or rows) of A.

Therefore,
Example: rank is not 4 !
Rank and singular matrices
Orthogonal matrices
Notation:

A is orthogonal if:

Example:
Orthonormal matrices
A is orthonormal if:

Note that if A is orthonormal, it easy to find its inverse:

Property:
Eigenvalues and Eigenvectors

The vector v is an eigenvector of matrix A and is an


eigenvalue of A if:

(assume non-zero v)

Interpretation: the linear transformation implied by


A cannot change the direction of the eigenvectors v,
only their magnitude.
Computing and v
To find the eigenvalues of a matrix A, find the roots
of the characteristic polynomial:

Example:
Properties
Eigenvalues and eigenvectors are only defined for
square matrices (i.e., m = n)
Eigenvectors are not unique (e.g., if v is an
eigenvector, so is kv)
Suppose 1, 2, ..., n are the eigenvalues of A, then:
Properties (contd)

xTAx > 0 for every


Matrix diagonalization
Given A, find P such that P-1AP is diagonal (i.e., P
diagonalizes A)

Take P = [v1 v2 . . . vn], where v1,v2 ,. . . vn are the


eigenvectors of A:
Matrix diagonalization (contd)

Example:
Are all n x n matrices diagonalizable?
Only if P-1 exists (i.e., A must have n linearly independent
eigenvectors, that is, rank(A)=n)

If A has n distinct eigenvalues 1, 2, ..., n , then the


corresponding eigevectors v1,v2 ,. . . vn form a basis:
(1) linearly independent
(2) span Rn
Diagonalization Decomposition

Let us assume that A is diagonalizable, then:


Decomposition: symmetric matrices
The eigenvalues of symmetric matrices are all real.

The eigenvectors corresponding to distinct eigenvalues


are orthogonal.

P-1=PT

A=PDPT=

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