What is a Vector ?
Definitions - Scalars
column vector
1
2
c
3
4
a12
a22
a13
a23
Properties of Matrices
is a 23 matrix
Equality of Matrices
a1m
Observation 2
a21
a22
a2m
Observation n
an1
an2
anm
Transposition
Product
Inversion
Transpose of a Matrix
If
1 4
A 2 5
3 6
then
A' 1 2 3
4 5 6
More on Transpose
(A) = A
where
a11
a21
a31
c12
c 22
c 32
If we have
1 2
A 3 4
5 6
and
7 10
B = 8 11
9 12
1 2
A 3 4
5 6
then C = A + B is given by
and
7 10
B = 8 11
9 12
then C = A B is given by
1 2 7 10 8 12
C A + B = 3 4 + 8 11 = 11 15
5 6 9 12 14 18
Similarly, if we have
1 2 7 10 -6 -8
C A - B = 3 4 - 8 11 = -5 -7
5 6 9 12 -4 -6
If we have
1 2
A 3 4
5 6
and
= 3.5
Product of Matrices
3.5
7.0
5 6
17.5 21.0
Note that A = A
if is a scalar
If
a 3 4 6
and
5
b 2
8
then ab is defined by
5
ab 3 4 6 2 = 3 5 + 4 2 + 6 8 = 71
8
Product of Matrices
Note that
(m n) (n p) = (m p)
(m n) (p n) impossible
(1 n) (n 1) = (1 1)
Product of Matrices
where
c ij = a i1b1j + a i2b 2j + a i3b 3j
3
a b
1 ik k j
If we have
then
where
Product of Matrices
1 4 7
1 4
A 2 5 8 and B = 2 5
3 6 9
3 6
1 4 7 1 4 c11 c12 30 66
AB 2 5 8 2 5 = c21 c22 = 36 81
3 6 9 3 6 c31 c32 42 96
Suppose we have :
a11x1 + a12x2 = b1
a21x1 + a22x2 = b2
If we let
a
A 11
a21
a12
,
a22
x
x = 1,
x2
b
b = 1
b 2
Special Matrices
Zero Matrix
A square matrix whose elements all equal
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
0
Identity Matrix
An identity matrix is a diagonal matrix
where the diagonal elements all equal 1
1
I 0
0
0
0
1
0
0
0
0
1
0
0
0
0
1
Diagonal Matrix
A diagonal matrix is a square matrix with
all off-diagonal entries being zero.
a11
0
0
0
0
a22
0
0
0
0
a33
0
0
0
0
a44
A = a11
a21
a12 , x = x 1 , and b = b1
x 2
b 2
a22
a11b2 a21b1
a11a22 a12 a21
i) no solution or
then
a12
a 22
A = a1 1 a 2 2 - a1 2 a 2 1
For example if
A 1
3
2
4
A = 1 2 = a11a22 - a12a21 1 4 - 2 3 = -2
3 4
A a b
c d
then
A 1
d b
c a
det A
A 1 2
2 5
then
A 1
5 2
2 1 5 2
1
2 1
Inverse of a Matrix
The inverse of a matrix A, denoted by
A-1 , is such that AA-1 = A-1A = I
An inverse of A exists if only if |A| 0
A matrix which has no inverse is said to
be singular
(AB)-1 = B-1A-1
A-1 exists
then
A-1Ax
or
A-1b
x = A-1b
Trace of a Matrix
The trace of a square matrix A is the sum of
the leading diagonal elements
Denoted tr(A)
For example, the trace of
is
A 1
3
n
2
4
tr A = aii =1+ 4 = 5
i=1
Quadratic Forms
Q(x) = xAx
in k variables x1,,xk where
x1
x x 2
xk
Positive Definite
Matrix/Quadratic Form
Quadratic Forms
A quadratic form has only squared terms and
cross-product terms.
Suppose
x
x 1 and A 1
2
x2
2
2
then
If
xAx > 0
x =[x1 x2 xk] [0 0 0]
x
x 2 a b 1 ax12 2bx1 x 2 cx 22
b
c
x 2
can be re-written as
where
x 22 az 2 2bz c
z x1 / x 2
Comment
There are many other matrix algebra results
that will be important to statistics. This file
provides only a glimpse to the totality.
4x 12 + 9x 22 - 6x 1 x 2
having matrix
4 -3
-3 9
is positive definite. Why ?