-
Notifications
You must be signed in to change notification settings - Fork 0
/
MatrixTheoryIntro.xml
3764 lines (3443 loc) · 127 KB
/
MatrixTheoryIntro.xml
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
<chapter xml:id="MatrixTheoryIntro" xmlns:xi="http://www.w3.org/2001/XInclude">
<title>Matrix Theory</title>
<section><title>First definitions</title>
<p> We start our study of matrix theory with some important definitions: </p>
<definition><title>Matrix</title>
<statement>
<p>
A <term> matrix</term>
(the plural is <term>matrices</term>) is a rectangular array of numbers.
</p>
</statement>
</definition>
<p>Here is a matrix:
<me>
\begin{bmatrix}
1\amp2\amp-1\amp4\\
2\amp1\amp3\amp0\\
4\amp4\amp3\amp1
\end{bmatrix}
</me>
The <term>rows</term> are horizontal parts of the array and the <term>columns</term> are
the vertical ones. We often denote the rows by <m>R_1, R_2,\dots</m>
and the columns by <m>C_1, C_2,\dots</m>.</p>
<p>In the previous example we have three rows and four columns:</p>
<p>Rows:
<m>R_1=\begin{bmatrix}1\amp2\amp-1\amp4\end{bmatrix}</m>,
<m>R_2=\begin{bmatrix}2\amp1\amp3\amp0\end{bmatrix}</m> and
<m>R_3=\begin{bmatrix}4\amp4\amp3\amp1\end{bmatrix}</m>
</p>
<p>Columns:
<m>C_1=\begin{bmatrix}1\amp2\amp4\end{bmatrix}</m>,
<m>C_2=\begin{bmatrix}2\amp1\amp4\end{bmatrix}</m>,
<m>C_3=\begin{bmatrix}-1\amp3\amp3\end{bmatrix}</m> and
<m>C_4=\begin{bmatrix}4\amp0\amp1\end{bmatrix}</m>.
</p>
<p>Sometimes the columns are written vertically:
<me>C_1=\begin{bmatrix}1\\2\\4\end{bmatrix},
C_2=\begin{bmatrix}2\\1\\4\end{bmatrix},
C_3=\begin{bmatrix}-1\\3\\3\end{bmatrix} \textrm{and }
C_4=\begin{bmatrix}4\\0\\1\end{bmatrix}.</me>
</p>
<definition><title> Size of a matrix</title>
<statement>
<p>
If a matrix had <m>m</m> rows and <m>n</m> columns, then we say that the
matrix has <term>size</term> <m>m\times n</m>. We call this an <m>m</m> by <m>n</m> matrix.
When it is desirable to emphasize the size of a matrix <m>A</m>,
the following notation is used:
<me>
A=
\begin{bmatrix}
a_{1,1} \amp \cdots \amp a_{1,n}\\
\amp\vdots\amp\\
a_{m,1} \amp \cdots \amp a_{m,n}
\end{bmatrix}_{m,n}
</me>
Notice the special notation used: <m>a_{i,j}</m> is the one and only entry in the matrix
that is both in the <m>i</m>-th row and in the <m>j</m>-th column.
</p>
<p>
Sometimes <m>m\times n</m> is called the <term>shape</term> of the matrix.
</p>
</statement>
</definition>
<definition xml:id="Square_matrix_definition"><title>Square matrix</title>
<statement>
<p>An <m>m\times n</m> matrix is called <term>square</term> if <m>m=n.</m>
To emphasize the size of a square matrix, a single subscript is may be
used:
<me>
A=
\begin{bmatrix}
a_{1,1} \amp \cdots \amp a_{1,n}\\
\amp\vdots\amp\\
a_{n,1} \amp \cdots \amp a_{n,n}
\end{bmatrix}_n
</me>
</p>
</statement>
</definition>
<definition><title>Equality of matrices</title>
<statement>
<p>Two matrices <m>A=[a_{i,j}]</m> and <m>B = [b_{i,j}]</m>
are <term>equal</term> if they are the same size, say <m>m</m> by <m>n,</m>
and
<me>
a_{i,j}=b_{i,j}, \text{ for } i=1,2,\dots,m \text{ and } j=1,2,\dots,n.
</me>
In other words, they matrices are equal entry-wise.</p>
</statement>
</definition>
<example><title>Equal matrices</title>
<p>
<ol>
<li>
<p>As a first example, consider
<me>
\begin{bmatrix}
1 \amp 2 \amp 1\\
1 \amp -1 \amp 0
\end{bmatrix}
=
\begin{bmatrix}
5-4 \amp 12/6 \amp \cos(0)\\
10^0 \amp (-1)^5 \amp \sin(4\pi)
\end{bmatrix}
</me>
There are six entries in these matrices. We need to check all six to establish equality;
they are
<md>
<mrow>1\amp=5-4</mrow>
<mrow>2\amp=\frac{12}6</mrow>
<mrow>1\amp=\cos(0)</mrow>
<mrow>1\amp=10^0</mrow>
<mrow>-1\amp=(-1)^5</mrow>
<mrow>0\amp=\sin(4\pi)</mrow>
</md>
Since all of the individual equations are valid, the two matrices are equal.
</p>
</li>
<li><p> Matrix equality can encode interesting information.
<me>\begin{bmatrix}
x+y \amp x+2y\\
2x+y \amp 2x+2y
\end{bmatrix}
=
\begin{bmatrix}
2 \amp 3 \\
3 \amp 4
\end{bmatrix}
</me>
(note that this is the same as four equations in two unknowns; they imply <m>x=y=1</m>)
</p>
</li>
</ol>
</p>
</example>
<p>
On the face of it, in order to show that two <m>m\times n</m> matrices are equal, we must
check the equality of all <m>mn</m> entries. One reason we study mathematics is to make
calculations easier. Our mathematical development will, in fact,
do just that.
</p>
<p>
There are two matrices that appear so often that they have special names:
</p>
<definition> <title>The zero matrix</title>
<statement>
<p>
The <term>zero matrix</term>, written as <m>\vec0</m>, has every entry equal to <m>0</m>.
<me>
\vec0=
\begin{bmatrix}
0 \amp 0\amp \cdots \amp 0\\
0 \amp 0\amp \cdots \amp 0\\
\amp \amp \vdots \amp \\
0 \amp 0\amp \cdots \amp 0
\end{bmatrix}
</me>
</p>
</statement>
</definition>
<definition><title>The identity matrix</title>
<statement>
<p>
The <term>identity matrix</term>, written as <m>I</m>, is a square matrix
in which every entry equal to <m>0</m> or <m>1</m>.
<me>
I=
\begin{bmatrix}
1 \amp 0\amp \cdots \amp 0 \amp 0\\
0 \amp 1\amp \cdots \amp 0 \amp 0\\
\amp \amp \vdots \amp \\
0 \amp 0\amp \cdots \amp 1 \amp 0\\
0 \amp 0\amp \cdots \amp 0 \amp 1
\end{bmatrix}
</me>
When we want to emphasize the size of the matrix is <m>n\times n</m>, we write it as <m>I_n</m>.
Hence, if <m>I_n=[a_{i,j}]</m>, we have
<me>
a_{i,j}=
\begin{cases}
1 \amp \textrm{if } i=j\\
0 \amp \textrm{if } i\not=j
\end{cases}
</me>
</p>
</statement>
</definition>
</section>
<section><title>Addition and subtraction of matrices</title>
<subsection><title>Definitions of addition and subtraction of matrices</title>
<p>
For two matrices <m>A=[a_{i,j}]</m> and <m>B = [b_{i,j}]</m>, addition is defined if and
only if the matrices have the same size. In that case, we say that the matrix
<m>C = [c_{i,j}]</m> satisfies <m>C=A+B</m> if and only if
<me>
c_{i,j} = a_{i,j}+b_{i,j}
</me>
for all <m>1\leq i\leq m</m> and <m>1\leq j\leq n</m>.
</p>
<p>
Similarly, for two matrices <m>A</m> and <m>B</m> of the same size, <m>C=A-B</m> is defined by
<me>
c_{i,j} = a_{i,j}-b_{i,j}
</me>
for all <m>1\leq i\leq m</m> and <m>1\leq j\leq n</m>.
When two matrices are of the same size, and hence their addition
is defined, they are called
<term>conformable for addition.</term>
</p>
<example><title>Addition and subtraction of matrices</title>
<p>
<me>
A=
\begin{bmatrix}
1 \amp 2 \amp 3\\
4 \amp 5 \amp 6
\end{bmatrix}
\text{ and }
B=
\begin{bmatrix}
5 \amp 3 \amp 1\\
0 \amp -1 \amp -2
\end{bmatrix}
</me>
then
<me>
A+B=
\begin{bmatrix}
6 \amp 5 \amp 4\\
4 \amp 4 \amp 4
\end{bmatrix}
</me>
and
<me>
A-B=
\begin{bmatrix}
-4 \amp -1 \amp 2\\
4 \amp 6 \amp 8
\end{bmatrix}
</me>
</p>
</example>
<p>In short, addition and subtraction of two matrices are carried
out by adding or subtracting the corresponding positions within the matrices.</p>
</subsection>
<subsection><title> Some properties of addition of matrices </title>
<theorem xml:id="MatrixAdditionProperties"><title>Addition properties of Matrices</title>
<statement>
<p>
Suppose <m>A</m>, <m>B</m> and <m>C</m> are matrices of the same size, then
<ul>
<li><p> If <m>A</m> and <m>B</m> are <m>m\times n</m> matrices,
then so is <m>A+B</m>.</p></li>
<li><p> <m>A+B=B+A\qquad</m> (commutativity of addition) </p></li>
<li><p><m>(A+B)+C = A+(B+C)\qquad</m> (associativity of addition)</p></li>
</ul>
</p>
</statement>
<proof>
<p>
<ul>
<li><p>By the definition of matrix addition, the sum of two matrices is a matrix of the same size. </p></li>
<li><p> We use <m>A=[a_{i,j}]</m> and <m>B=[b_{i,j}]</m>.
The <m>i</m>-<m>j</m> entry of <m>A+B</m> is <m>a_{i,j}+b_{i,j}</m> while
the <m>i</m>-<m>j</m> entry of <m>B+A</m> is <m>b_{i,j}+a_{i,j}</m>.
Hence <m>A+B=B+A</m> means
<m>a_{i,j}+b_{i,j}=b_{i,j}+a_{i,j}</m> for each possible <m>i</m> and <m>j</m>.
We know this latter equation is valid since it uses the known commutative
property of real numbers.
(see properties of real numbers in <xref ref="RealNumberProperties" />.)
</p>
</li>
<li>
<p>
The <m>i</m>-<m>j</m> entries of <m>(A+B)+C</m> and <m>A+(B+C)</m> must
be equal. This says <m>(a_{i,j}+b_{i,j})+c_{i,j}=a_{i,j}+(b_{i,j}+c_{i,j})</m>
for all possible <m>i</m> and <m>j</m>, and this equation is valid by the distributive
property of real numbers.
</p>
</li>
</ul>
</p>
</proof>
</theorem>
</subsection>
</section>
<section><title>Scalar multiplication</title>
<definition><title>Scalars</title>
<statement>
<p>A <term>scalar</term> is a real number.</p>
</statement>
</definition>
<p>We next define the multiplication of a scalar and a matrix.</p>
<definition><title>Scalar multiplication</title>
<statement>
<p>
If <m>A=[a_{i,j}]</m> is a matrix and <m>r</m>
is a scalar, then the matrix <m>C=[c_{i,j}]=rA</m> is defined by
<me>
c_{i,j}=ra_{i,j}
</me>
In other words, every entry of the matrix <m>C</m> is multiplied by <m>r</m>.
</p>
</statement>
</definition>
<example><title>Scalar multiplication of a matrix</title>
<p>
If
<me>
A=
\begin{bmatrix}
1 \amp 2 \amp 3\\
4 \amp 5 \amp 6
\end{bmatrix}
\text{ and }
r=2
</me>
then
<me>
rA=2A=
\begin{bmatrix}
2 \amp 4 \amp 6\\
8 \amp 10 \amp 12
\end{bmatrix}.
</me>
</p>
</example>
<p>In short, the product <m>rA</m> is computed by multiplying every entry of <m>A</m> by <m>r</m>.</p>
<theorem xml:id="ScalarMultiplicationProperties"><title>Properties of scalar multiplication</title>
<statement>
<p>Suppose that <m>A</m> and <m>B</m> are matrices of the same size, and <m>r</m> and <m>s</m> are scalars,
then
<ul>
<li><p> If <m>A</m> is an <m>m\times n</m> matrix, then <m>rA</m> is also <m>m\times n</m>. </p></li>
<li><p><m>r(A+B)=rA+rB</m></p></li>
<li><p><m>(r+s)A=rA+sA</m></p></li>
<li><p><m>(rs)A=r(sA)</m> </p></li>
<li><p><m>1A=A</m> </p></li>
</ul>
</p>
</statement>
<proof>
<p>
<ul>
<li><p>
By the definition of scalar multiplication, if <m>A</m> is an <m>m\times n</m> matrix,
then <m>rA</m> is an <m>m\times n</m> matrix also.
</p></li>
<li><p>
We use <m>A=[a_{i,j}]</m> and <m>B=[b_{i,j}]</m>.
Then the <m>i</m>-<m>j</m> entry
of <m>r(A+B)</m> is <m>r(a_{i,j}+b_{i,j})</m>
while he <m>i</m>-<m>j</m> entry
of <m>rA+rB</m> is <m>ra_{i,j}+rb_{i,j}</m>.
Hence the for the equality to be valid, we need
<m>r(a_{i,j}+b_{i,j})=ra_{i,j}+rb_{i,j}</m>,
which is the distributive law for real numbers.
(see properties of real numbers in <xref ref="RealNumberProperties" />.)
</p></li>
<li><p>
We use <m>A=[a_{i,j}].</m>
The <m>i</m>-<m>j</m> entry of <m>(r+s)A</m>
is <m>(r+s)a_{i,j}</m> while the
<m>i</m>-<m>j</m> entry of <m>rA+sA</m> is
<m>ra_{i,j}+sa_{i,j}</m>. Hence the matrix equation is valid
if <m>(r+s)a_{i,j}=ra_{i,j}+sa_{i,j}</m>. Since this equation
is the distributive law for real numbers, the validity is clear.
</p></li>
<li><p>
We use <m>A=[a_{i,j}].</m>
The <m>i</m>-<m>j</m> entry of
<m>(rs)A</m> is <m>(rs)a_{i,j}</m>
while the <m>i</m>-<m>j</m> entry of
<m>r(sA)</m> is <m>r(sa_{i,j}).</m>
Hence the matrix equation is valid if
<m>(rs)a_{i,j}=r(sa_{i,j}).</m> Since this
is the associative law for real numbers,
the result is clear.
</p></li>
<li><p> We use <m>A=[a_{i,j}].</m>
The <m>i</m>-<m>j</m> entry of <m>1A</m> is <m>1a_{i,j}=a_{i,j}</m>,
and so <m>1A=A.</m>
</p></li>
</ul>
</p>
</proof>
</theorem>
<paragraphs><title>Linear combinations</title>
<p>
Matrix addition and scalar multiplication are both used to
compute linear combinations.
</p>
</paragraphs>
<example><title>A linear combination</title>
<p>
Suppose
<m>A=\begin{bmatrix} 1\amp 2\\3\amp 4 \end{bmatrix}</m>
and
<m>B=\begin{bmatrix} -1\amp 0\\2\amp 1 \end{bmatrix}</m>.
Then the expression <m>2A+3B</m> makes sense and can
be evaluated as
<me>
\begin{array}{rl}
2A+3B
\amp =2 \begin{bmatrix} 1\amp 2\\3\amp 4 \end{bmatrix}
+3\begin{bmatrix} -1\amp 0\\2\amp 1 \end{bmatrix}\\
\amp =\begin{bmatrix} 2\amp 4\\6\amp 8 \end{bmatrix}
+\begin{bmatrix} -3\amp 0\\6\amp 3 \end{bmatrix}\\
\amp =\begin{bmatrix} -1\amp 4\\ 12\amp 11 \end{bmatrix}
\end{array}
</me>.
</p>
</example>
<definition><title>Linear combination of two matrices</title>
<statement>
<p>
If <m>A</m> and <m>B</m> are matrices conformable for addition, and
<m>r</m> and <m>s</m> are scalars, then the matrix of the form
\[
rA+sB
\]
is called a <term>linear combination of <m>A</m> and <m>B</m>.</term>
</p>
</statement>
</definition>
<p>
The concept can be applied easily to more than two matrices.
</p>
<definition xml:id="LinearCombinationMatrixDefinition"><title>Linear combination of matrices</title>
<statement>
<p>
If <m>A_1,A_2,\ldots,A_n</m> are matrices conformable for addition,
then, for any choice of scalars <m>r_1,r_2,\ldots,r_n</m>, the matrix
\[
r_1A_1+r_2A_2+\cdots+r_nA_n
\]
is called a <term>linear combination of <m>A_1,A_2,\ldots,A_n</m></term>.
</p>
</statement>
</definition>
<exercises><title>Scalar multiplication exercises</title>
<exercise>
<statement>
<p>
Let
<m>
A=
\begin{bmatrix}
1\amp2 \amp3\\ 3\amp2\amp1
\end{bmatrix}
</m>
Evaluate
<ul>
<li><p><m>2A</m></p></li>
<li><p><m>-2A</m></p></li>
<li><p><m>\frac12 A</m></p></li>
<li><p><m>(-1) A</m></p></li>
<li><p><m>0A</m></p></li>
</ul>
</p>
</statement>
<solution>
<p>
<ul>
<li><p><m>2A=
\begin{bmatrix}
2\amp 4\amp 6\\ 6\amp 4\amp 2
\end{bmatrix}
</m></p></li>
<li><p><m>-2A=
\begin{bmatrix}
-2\amp -4\amp -6\\ -6\amp -4\amp -2
\end{bmatrix}
</m></p></li>
<li><p><m>\frac12 A=
\begin{bmatrix}
\frac12 \amp 1\amp \frac32\\ \frac32 \amp 1\amp \frac12
\end{bmatrix}
</m></p></li>
<li><p><m>(-1) A=
\begin{bmatrix}
-1\amp-2 \amp-3\\ -3\amp-2\amp-1
\end{bmatrix}
</m></p></li>
<li><p><m>0A=
\begin{bmatrix}
0\amp0 \amp0\\ 0\amp0\amp0
\end{bmatrix}
</m></p></li>
</ul>
</p>
</solution>
</exercise>
<exercise>
<statement>
<p>
Recall the that zero matrix <m>\vec0</m> has every
entry equal to zero.
Show that <m>A+(-1)A=\vec 0</m>.
</p>
</statement>
<solution>
<p>
The <m>i</m>-<m>j</m> entry of <m>A+(-1)A</m> is
<m>a_{i,j}+(-1)a_{i,j}=0</m> and so <m>A+(-1)A=\vec 0</m>.
</p>
</solution>
</exercise>
<exercise>
<statement>
<p>
Let <m>A</m> be a any matrix and <m>r</m> any scalar.
Show that <m>0A=r\vec 0</m> where <m>\vec 0</m> is
the zero matrix with the same size as <m>A</m>.
</p>
</statement>
<solution>
<p>
The <m>i</m>-<m>j</m> entry of <m>0A</m> is <m>0a_{i,j}=0</m>
and
the <m>i</m>-<m>j</m> entry of <m>r\vec0</m> is <m>r0=0</m>.
Hence <m>0A=\vec0=r\vec0</m>.
</p>
</solution>
</exercise>
</exercises>
</section>
<section><title>Matrix multiplication</title>
<subsection><title> First concepts</title>
<paragraphs><title>Definition of matrix multiplication</title>
<p>
The definition of matrix multiplication is very different from that
of addition and subtraction. Suppose we have two matrices <m>A</m> and
<m>B</m> with respective sizes <m>m\times n</m> and <m>r\times s.</m>
<em>The product of A and B is defined if and only if <m>n=r</m></em>,
that is, the number of
columns of <m>A</m> is equal to the number of rows of <m>B.</m> When this
is the case, the matrices are said to be
<term>conformable for multiplication</term>, and it is possible to evaluate
the product <m>AB</m>.
</p>
</paragraphs>
<definition><title>Matrix multiplication</title>
<statement>
<p>
Consider the entries in row <m>R_i</m> of the matrix <m>A</m>:
<m>a_{i,1}, a_{i,2},\dots, a_{i,n}</m> and also the entries in column
<m>C_j</m> of the matrix <m>B:</m> <m>b_{1,j}, b_{2,j},\dots, b_{r,j}.</m>
<me>
A=\begin{bmatrix} \amp\amp\vdots \\
\color{red}{a_{i,1}} \amp \color{red}{a_{i,2}}\amp\cdots\amp \color{red}{a_{i,n}}
\rlap{\hbox{$\quad R_i$}}\\
\amp\amp\vdots
\end{bmatrix}
\qquad\quad
\begin{matrix}
B=\begin{bmatrix}
\cdots\amp \color{green}{b_{1,j}}\amp\cdots\\
\cdots\amp \color{green}{b_{2,j}}\amp\cdots\\
\amp\vdots\\
\cdots\amp \color{green}{b_{r,j}}\amp\cdots
\end{bmatrix} \\
\qquad C_j
\end{matrix}
</me>
Then for <m>C=AB</m>, each <m>c_{i,j}</m> is computed in the following way:
<me>
c_{i,j}=
\color{red}{a_{i,1}}\color{green}{b_{1,j}}+
\color{red}{a_{i,2}}\color{green}{b_{2,j}}+\cdots +
\color{red}{a_{i,n}}\color{green}{b_{r,j}}
</me>
</p>
</statement>
</definition>
<p>
Notice that the assumption <m>n=r</m> implies that there is just the
right number of entries in the rows of <m>A</m> and columns of <m>B</m>
to allow <m>c_{i,j}</m> to be defined. The number <m>c_{i,j}</m> is
also called the <term>inner product</term> of row <m>R_i</m> of <m>A</m>
and column <m>C_j</m> of <m>B.</m>
This product is written as
<me>c_{i,j}=R_i\cdot C_j</me>
Notice that this definition implies that the
size of the product is <m>m\times s.</m>
</p>
<example><title>Examples of matrix multiplication</title>
<p>
<ul>
<li><p> Suppose
<m>A=\begin{bmatrix}
1 \amp 2 \amp 3 \\
4 \amp 5 \amp 6\end{bmatrix}_{2\times 3}</m>
and
<m>B=\begin{bmatrix}
3 \amp 1\\
4 \amp 1 \\
5 \amp 9
\end{bmatrix}_{3\times 2}</m>.
Then <m>C=AB</m> is defined and has size <m>2\times2</m>.
Here are the entries in <m>C</m>:
<me>\begin{array}{rclcl}
c_{11}\amp=\amp1\cdot3 + 2\cdot4 + 3\cdot5 \amp=\amp 3+8+15=26\\
c_{12}\amp=\amp1\cdot1 + 2\cdot1 + 3\cdot9 \amp=\amp 1+2+27=30\\
c_{21}\amp=\amp4\cdot3 + 5\cdot4 + 6\cdot5 \amp=\amp 12+20+30=62\\
c_{22}\amp=\amp4\cdot1 + 5\cdot1 + 6\cdot9 \amp=\amp 4+5+54=63
\end{array}</me>
In other words
<m>C=\begin{bmatrix}26\amp30\\62\amp63\end{bmatrix}</m></p>
</li>
<li><p> Using <m>A</m> and <m>B</m> from the previous example,
the matrix <m>D=BA</m> is also defined. In this case the product is of size
<m>3\times3.</m> In this case we have
<md>
<mrow>
D\amp =\begin{bmatrix}
3\cdot1 + 1\cdot4 \amp 3\cdot2 + 1\cdot5 \amp 3\cdot3 + 1\cdot6\\
4\cdot1 + 1\cdot4 \amp 4\cdot2 + 1\cdot5 \amp 4\cdot3 + 1\cdot6\\
5\cdot1 + 9\cdot4 \amp 5\cdot2 + 9\cdot5 \amp 5\cdot3 + 9\cdot6
\end{bmatrix}
</mrow>
<mrow>
\amp =\begin{bmatrix}
7\amp11\amp15\\8\amp13\amp18\\41\amp55\amp69
\end{bmatrix}
</mrow>
</md>
Note that <m>AB\not=BA</m> since the two matrices have different size.</p>
</li>
<li><p> Let <m>I_2=\begin{bmatrix}1\amp0\\0\amp1\end{bmatrix}</m> and
<m>A</m> as in the previous examples. Then
<md>
<mrow>
I_2A
\amp =
\begin{bmatrix}
1\cdot1+0\cdot4 \amp 1\cdot2+0\cdot5 \amp 1\cdot3 + 0\cdot6\\
0\cdot1+1\cdot4 \amp 0\cdot2+1\cdot5 \amp 0\cdot3 + 1\cdot6
\end{bmatrix}
</mrow>
<mrow>
\amp =\begin{bmatrix} 1 \amp 2 \amp 3 \\ 4 \amp 5 \amp 6\end{bmatrix}
</mrow>
<mrow>
\amp =A
</mrow>
</md>
</p></li>
<li>
<p>Let
<m>I_3=\begin{bmatrix}1\amp0\amp0\\0\amp1\amp0\\0\amp0\amp1\end{bmatrix}.</m>
Computing as in the last example, we have
<m>AI_3=A.</m></p>
</li>
</ul>
</p>
</example>
<paragraphs><title>Systems of linear equations and matrix multiplication</title>
<p>
We may use matrix multiplication to write systems of linear equations
compactly. Suppose we have a system of linear equations written as
<md>
<mrow> a_{1,1}x_1+a_{1,2}x_2+\cdots+ a_{1,n}x_n=b_1 </mrow>
<mrow> a_{2,1}x_1+a_{2,2}x_2+\cdots+ a_{2,n}x_n=b_2 </mrow>
<mrow> \vdots </mrow>
<mrow> a_{m,1}x_1+a_{m,2}x_2+\cdots+ a_{m,n}x_n=b_m </mrow>
</md>
We then have <m>A=[a_{i,j}]</m> as the coefficient matrix. We also define
<me>
\vec{b} = \begin{bmatrix} b_1\\b_2\\ \vdots \\b_m \end{bmatrix}
</me>
and
<me>
\vec{x} = \begin{bmatrix} x_1\\x_2\\ \vdots \\x_n \end{bmatrix}
</me>
Matrix multiplication is defined so that the system of linear equations
is exactly the same as the matrix equation
<me>
A\vec x=\vec b
</me>
</p>
</paragraphs>
<exercise>
<statement>
<p>
Let
<m>A=\left[\begin{smallmatrix}2\amp1\\ -1\amp0\end{smallmatrix}\right]</m>
and
<m>B=\left[\begin{smallmatrix}1\amp2\\ -1\amp2\end{smallmatrix}\right]</m>.
Evaluate
<ul>
<li><p><m>AB</m></p></li>
<li><p><m>BA</m></p></li>
<li><p><m>A^2=AA</m></p></li>
<li><p><m>B^2=BB</m></p></li>
<li><p><m>ABA</m></p></li>
<li><p><m>BAB</m></p></li>
</ul></p>
</statement>
<solution>
<p>
<ul>
<li><p><m>AB=\left[
\begin{smallmatrix}1\amp 6\\-1\amp -2\end{smallmatrix}\right]</m></p></li>
<li><p><m>BA=\left[
\begin{smallmatrix}0\amp 1\\-4\amp -1\end{smallmatrix}\right]</m></p></li>
<li><p><m>A^2=AA=\left[
\begin{smallmatrix}3\amp 2\\-2\amp -1\end{smallmatrix}\right]</m></p></li>
<li><p><m>B^2=BB=\left[
\begin{smallmatrix}-1\amp 6\\-3\amp 2\end{smallmatrix}\right]</m></p></li>
<li><p><m>ABA=\left[
\begin{smallmatrix}-4\amp 1\\0\amp -1\end{smallmatrix}\right]</m></p></li>
<li><p><m>BAB=\left[
\begin{smallmatrix}-1\amp 2\\-3\amp -10\end{smallmatrix}\right]</m></p></li>
</ul>
</p>
</solution>
</exercise>
<paragraphs><title>Linear combinations and matrix multiplication</title>
<p>
Suppose we start with an <m>m\times n</m> matrix <m>A</m> whose columns are
<m>C_1,C_2,\ldots,C_n</m>.
Recall from
<xref ref="LinearCombinationMatrixDefinition" />
that a linear combination of these columns has the form
\[r_1C_1+r_2C_2+\cdots+r_nC_n.\]
Consider the equation
<mdn>
<mrow xml:id="LinearCombinationMatrixEquation">
B=r_1C_1+r_2C_2+\cdots+r_nC_n.
</mrow>
</mdn>
Since <m>B</m> is conformable for addition, it must have <m>m</m> rows, and so we have
<me>
B=
\begin{bmatrix}
b_1 \\b_2 \\ \vdots\\ b_m
\end{bmatrix}
\textrm{ and }
R=
\begin{bmatrix}
r_1 \\r_2 \\ \vdots\\ r_n
\end{bmatrix}
</me>
Then then <xref ref="LinearCombinationMatrixEquation" />
is identical to the equation
\[
AR=B.
\]
</p>
</paragraphs>
</subsection>
<subsection><title> Properties of Matrix Multiplication </title>
<paragraphs><title>Matrix multiplication is <em>not</em> commutative</title>
<p>
The most important difference between the multiplication of matrices
and the multiplication of real numbers is that real numbers <m>x</m> and <m>y</m>
always commute (that is <m>xy=yx</m>), but the same in not true for
matrices. For matrices
<me>
X=
\begin{bmatrix}
1\amp2\\3\amp4
\end{bmatrix}
\textrm{ and }
Y=
\begin{bmatrix}
2\amp1\\0\amp-1
\end{bmatrix}
</me>
we have
<me>
XY=
\begin{bmatrix}
2\amp-1\\6\amp-1
\end{bmatrix}
\textrm{ and }
YX=
\begin{bmatrix}
5\amp8\\-3\amp-4
\end{bmatrix}
</me>.
On the other hand, if
<me>
Z=
\begin{bmatrix}
-2\amp 2\\3\amp 1
\end{bmatrix}
</me>
then
<me>
XZ=
\begin{bmatrix}
4\amp 4\\6\amp 10
\end{bmatrix}
=ZX
</me>.
When <m>ZX=XZ</m>, we say that <m>X</m> and <m>Z</m> are
<term>commuting matrices</term>.
</p>
</paragraphs>
<!--
<exercises>
<exercisegroup>
-->
<exercise>
<statement>
<p>
Suppose two matrices <m>X</m> and <m>Z</m> commute, that is, satisfy the equation
<me>XZ=ZX.</me>
Show that <m>X</m> and <m>Z</m>
are square matrices of the same size.
</p>
</statement>
<solution>
<p>
Suppose that <m>X</m> is of size <m>m\times n</m> and
<m>Z</m> is of size <m>r\times s</m>. Since the matrix <m>XZ</m> exists,
the comformability condition says <m>n=r</m>. Similarly since <m>ZX</m>
exists we have <m>s=m</m>. Since <m>XZ</m> is of size <m>m\times s</m> and
<m>ZX</m> is of size <m>n\times r</m>, the equation <m>XZ=ZX</m>
implies that <m>m=n</m> and <m>s=r</m>. Putting the equalities together,
we have <m>m=n=r=s</m>.
</p>
</solution>
</exercise>
<exercise>
<statement>
<p>
Let <m>X=
\left[\begin{smallmatrix}
1\amp2\\3\amp4
\end{smallmatrix}\right]</m>. Find all matrices <m>Z</m> so that
<m>XZ=ZX</m>.
</p>
</statement>
<hint>
<p>
Let
<m>Z=
\begin{bmatrix}
x\amp y\\ z\amp w
\end{bmatrix}
</m>
and evaluate <m>XZ</m> and <m>ZX</m>
</p>
</hint>
</exercise>
<!--
</exercisegroup>
</exercises>
-->
<theorem><title>Left distributive law</title>
<statement>
<p>Let <m>A</m>, <m>B</m> and <m>C</m> be matrices of the right size
for matrix multiplication. Then <m>A(B+C)=AB+AC</m>
</p>
</statement>
<proof>
<p>We compute the <m>i</m>-<m>j</m> entry on both sides of the equation:
<ul>
<li><p>
Left hand side:
The <m>k</m>-<m>j</m> entry of <m>B+C</m>
is <m>b_{k,j}+c_{k,j}</m>, and so the <m>i</m>-<m>j</m> entry of
<m>A(B+C)</m> is
<md>
<mrow>
a_{i,1}(b_{1,j}+c_{1,j})+
a_{i,2}(b_{2,j}+c_{2,j})+
\cdots+ a_{i,n}(b_{n,j}+c_{n,j})
\amp\amp = \amp +a_{i,1}b_{1,j}+a_{i,1}c_{1,j} </mrow>
<mrow> \amp\amp \amp +a_{i,2}b_{2,j}+a_{i,2}c_{2,j} </mrow>
<mrow> \amp\amp \amp \ \vdots </mrow>
<mrow> \amp\amp \amp +a_{i,n}b_{n,j}+a_{i,n}c_{n,j} </mrow>
</md>
</p></li>
<li><p>
Right hand side:
The the <m>i</m>-<m>j</m> entry of <m>AB</m> is
<m>a_{i,1}b_{1,j}+a_{i,2}b_{2,j}+\cdots+a_{i,n}b_{n,j}</m>
and the <m>i</m>-<m>j</m> entry of <m>AC</m> is
<m>a_{i,1}c_{1,j}+a_{i,2}c_{2,j}+\cdots+a_{i,n}c_{n,j}</m>
Hence the <m>i</m>-<m>j</m> entry of <m>AB+AC</m> is
<md>
<mrow>
\amp a_{i,1}b_{1,j}+a_{i,2}b_{2,j}+\cdots+a_{i,n}b_{n,j}
</mrow>
<mrow>
+\amp a_{i,1}c_{1,j}+a_{i,2}c_{2,j}+\cdots+a_{i,n}c_{n,j}.
</mrow>
</md>
</p>
</li>
</ul>
Notice that the first column of sums for the left-hand side
is the same as the first row of sums for the right-hand side,
and similarly for the second column and second row. Hence
the entries on the left-hand side and the right-hand side
are equal.
</p>
</proof>
<proof>
<p>
Using summation notation:
<md>
<mrow> \bigl(A(B+C)\bigr)_{i,j} \amp = \sum_{k=1}^n A_{i,k}(B+C)_{k,j} </mrow>
<mrow> \amp = \sum_{k=1}^n a_{i,k}(b_{k,j}+c_{k,j}) </mrow>
<mrow> \amp = \sum_{k=1}^n (a_{i,k} b_{k,j}+a_{i,k} c_{k,j}) </mrow>
<mrow> \amp = \sum_{k=1}^n a_{i,k} b_{k,j}+\sum_{k=1}^na_{i,k} c_{k,j} </mrow>
<mrow> \amp = (AB)_{i,j} + (AC)_{i,j}</mrow>
</md>
</p>
</proof>
</theorem>
<theorem><title>Right distributive law</title>
<statement>
<p>Let <m>A</m>, <m>B</m> and <m>C</m> be matrices of the right size
for matrix multiplication. Then <m>(B+C)A = BA+CA</m>.</p>
</statement>
<proof>
<p>Let <m>B</m> and <m>C</m> be of size <m>m\times n</m>,
and <m>A</m> be of size <m>n\times r</m>.
We use <m>A=[a_{i,j}],</m> <m>B=[b_{i,j}]</m> and <m>C=[c_{i,j}]</m>,
and we compute the <m>i</m>-<m>j</m> entry on both sides of the equation.