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Introduction Complex numbers Complex matrices Series

Signals and Systems I: Tutorials


0th Tutorial: Mathematical Foundations

Sergio Andrs Dorado-Rojas


Electrical Engineer
M.Sc. Student - Industrial Automation (Research)
sadorador@unal.edu.co

Universidad Nacional de Colombia - Sede Bogot


Faculty of Engineering
Departament of Electrical and Electronics Engineering

August 2017

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Complex matrices Series

Contents

1 Introduction 3 Complex matrices


2 Complex numbers Matrices revisited
The complex number Complex operations
The complex plane and complex Left and right eigenvalues and
representations vectors
Angles-modulo 4 Series
Operation with complex Brief definition of series
numbers Important results of series

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Complex matrices Series

Introduction

Signals and Systems I

Prerequisites:
I Differential equations (i.e., Math knowledge).
I Electric circuits I (i.e., basic Physics knowledge - dynamic systems).
Signals, systems and control syllabus @ UN (undergraduate):
I SyS I: time-domain descriptions of signals and systems, fundamental transforms,
basic applications.
I SyS II: advanced filter theory and realization, linear systems and feedback theory.
I Control: linear control theory (classical), state-space control design.

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Introduction Complex numbers Complex matrices Series

The complex number

Consider the polynomial equation of degree 2

x2 4 = 0 x2 = 4

It clearly has solutions x = 2


Consider next the equation
x 2 + 4 = 0 x 2 = 4
If x is required to be a real number, then the equation has no solution.
Such an equation can be solved only through the introduction of the imaginary unit
or the imaginary operator

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Introduction Complex numbers Complex matrices Series

The imaginary unit

Imaginary unit or operator



j= 1 (1)
such that

j 2 = 1 j 3 = j 2 j = j j 4 = j 2 j 2 = 1 and so forth

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Introduction Complex numbers Complex matrices Series

Imaginary and complex numbers

Let a and b be real numbers


Imaginary number
Product of a real number and the imaginary operator

ja and jb

Complex number
Sum of a real number and an imaginary number

a + jb and b + ja

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Introduction Complex numbers Complex matrices Series

Notation for complex numbers

A complex number is represented either by:

I Boldface type (computers):


A = a + jb
I Bar (handwritten material):
A = a + jb

For this course we will adopt the handwritten material convention for complex
numbers (in both handwriting and computer typing).

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Introduction Complex numbers Complex matrices Series

Real and imaginary parts

A complex number A = a + jb is described as having a real component or real part


and an imaginary component or imaginary part:
 
Re A = a Im A = b (2)

I By definition, the imaginary component is a real number.


I All real numbers may be regarded as complex numbers having imaginary parts
equal to zero.

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Complex matrices Series

Complex plane

A real number can be represented by a point on a real number line.


Since any complex number is completely characterized by a pair of real
numbers, we need two real number lines, perpendicular to each other, to represent a
complex number.

Complex plane or Argand diagram


Plane on which any complex number can be represented as a single point, or a vector
on this complex plane.

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Introduction Complex numbers Complex matrices Series

Complex representation: rectangular form


jIm jIm

A = a + jb A = a + jb
jb jb

a Re a Re

Figure: Point representation of a Figure: Vector representation of a


complex number A = a + jb. complex number A = a + jb
The complex plane is analogous to the plane used to represent vectors in R2 .

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Introduction Complex numbers Complex matrices Series

Complex representation: polar form


As happens with vectors in R2 , complex vectors can be specified by its length r and its
angle or phase in what is known as polar representation (r )

jIm
Magnitude of a complex number
The length cannot be negative A = (rA )

(r 0) Hence r is called magnitude


instead of amplitude. >0
Re
Phase
B = (rB ) <0
Measured from the positive real axis
with the following convention:

> 0 measured counterclockwise


Figure: Polar representation of complex
< 0 measured clockwise
numbers on the complex plane.
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Introduction Complex numbers Complex matrices Series

Complex representation: form equivalence


A complex number in rectangular form
jIm A = a + jb can be converted to polar form
thanks:
A = a + jb = (r )
jb = j(r sin )
r 2 = a2 + b 2
Im{A} (3)
= tan1 ( ba ) = tan1 ( )
Re{A}
a = r cos Re

Given a complex number in polar form


A = (r ), to convert it to rectangular
form: 
a = Re A = r cos
(4)
b = Im A = r sin
Figure: Form equivalence.
Engineering notation requires the angles to be expressed in degrees. However, all
mathematical expression involving angles must use radians.

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Complex matrices Series

Complex representation: example

Example 0.1
Express the complex number 3 + j2 in polar form and plot it on the complex plane

p q
r= a2 + b 2 = (3)2 + (2)2 = 3.6

b 2
= tan1 ( ) = tan1 ( ) = 33.69
a 3
Thus the polar representation is:

(r ) = (3.6 33.69 )

Is this correct?

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Introduction Complex numbers Complex matrices Series

Complex representation: example


jIm
3 + j2 What happened? ):
The actual vector is (3.6146 ). The
calculator computation yields an
inadequate result because:
Re
2 2
tan1 ( ) = tan1 ( )
(3.6 33.69 ) 3 3
and each angle corresponds to two
different complex numbers.
Figure: Example 0.1
In transforming a complex number from rectangular to polar form, it is always
a good practice to physically or, at least, mentally plot the complex number on
a complex plane.

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Introduction Complex numbers Complex matrices Series

Angles-modulo

jIm

Vector A has angle 1 = +315 and


1 = 315 2 = 45

2 = 45 Re
Then,1 = 315 and 2 = 45 are
the same angle
The concept of modulo helps to
A
make the discussion precise

Figure: Angles-modulo.

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Introduction Complex numbers Complex matrices Series

Angles-modulo

Definition
Two angles 1 and 2 are considered the same angle if they differ by 360 or its
integer multiple, or, equivalently, their difference can be divided by 360 wholly:
1 = 2 (mod 360 )
(5)
1 2 = k 360 for some integer k
Exercise 0.1
Are the angles +56 and 304 the same angle?
1 2 = 56 (304 ) = 360 = (1)(360 )
More generally:
56 = 416 = 776 = = 304 = 664 (mod 360 )

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Introduction Complex numbers Complex matrices Series

Principal range of angles


Because an angle will repeat itself every 360 , we may say that the angle is periodic with
period 360
In order to have a unique representation of an angle, we must restrict the
representation to a segment of 360
I Any segment of 360 will do
I The one from 180 to 180 will be the most convenient
Principal range of angles
The segment (180 , 180 ] is called the principal range of angles. All angles are
required to lie inside the principal range:
180 < 180 (degrees)
< (radians)

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Introduction Complex numbers Complex matrices Series

Eulers formula and trigonometric functions

By applying the symmetry properties of the fundamental trigonometric functions to the


Eulers formula

sin ( ) = sin
cos ( ) = cos
we get the negative-angle or conjugate form:

e j = cos j sin
and after combining this result with the Eulers formula, we obtain the exponential
expression for the sine and cosine functions:

e j + e j e j e j
cos = sin =
2 2j
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Introduction Complex numbers Complex matrices Series

Eulers formula and exponential representation


Eulers formula enables one to represent complex numbers in an alternative form: the exponential
representation

A = a + jb = (r ) = re j
|{z}
| {z } | {z }
rectangular form polar form exponential representation

Note that the exponential representation is closely related to the polar form:

r = a2 + b 2  
Im{A}
= tan1 ba = tan1 Re A

{ }
r cos = a r sin = b
As far as possible, we will use:
I Polar representation: with engineering notation (angle in degrees).
I Exponential representation: with mathematical notation (angle in radians as an
irrational number: fraction of )
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Introduction Complex numbers Complex matrices Series

Exercise 0.2

Exercise 0.2
Express -3 in polar form


3 = 3e j0 =? (30 )
The last expression is not properly expressed in polar form because we require r 0!
Thereby, a correct polar expression for this negative number is:

3 = (3180 ) = 3e j180 = 3e j

The argument of a negative number seen as a complex number is 180 or


radians.

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Introduction Complex numbers Complex matrices Series

Basic operations with complex numbers

Operations with complex numbers


Let A = a + jb = (A) and B = c + jd = (B ) be two complex numbers:
Equality:
   
Re A = Re B and Im A = Im B
A = B
a = c and b = d
Addition and substraction:
       
A B = Re A Re B + j Im A Im B = (a c) + j(b d)

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Introduction Complex numbers Complex matrices Series

Complex conjugate
Definition
Let A = a + jb be a complex number. Then
jIm
A is known as the complex conjugate of A:
A
A = a jb (6) jb

The imaginary parts of a complex number


and its conjugate have opposite signs
a Re
In the complex plane, A
is the image of A
on the other side of the real axis
The complex conjugate of a number in
jb
exponential or polar form is taken by A
reversing the sign of the angle:
Figure: A complex number and its


(a + jb) = a jb
Rectangular form

A = (re j ) = re j Exponential form conjugate.


(r ) = (r ) Polar form

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Introduction Complex numbers Complex matrices Series

Properties of complex conjugates

Properties of complex conjugates


1. A + A = 2Re A


2. A A = j2Im A


A+A
3. A = 2
4.
AA = a2 + b 2 = A2 = |A|2
5. (A B) = A B
6. (AB) = A B

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Introduction Complex numbers Complex matrices Series

Basic operations with complex numbers


Basic operations with complex numbers
Multiplication:
AB = (Ae j )(Be j ) = ABe j(+ )

Quotient:

A AB AB
= =
B B B B2
This operation is simplified in exponential form:

A Ae j A
= j
= e j( )
B Be B

S. A. Dorado-Rojas Mathematical Foundations


Introduction Complex numbers Complex matrices Series

Basic operations with complex numbers

Basic operations with complex numbers


Powers: powers are straightforward to compute in exponential/polar form. Let n 0:
I Positive powers:
An = An e jn = An (cos n + j sin n)
I Negative powers (A 6= 0):

1 1
An = An e jn = = n
An e jn A (cos n + j sin n)

I Fractional powers (roots):


1
A1/n = A n e j n =
n
Ae j n

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Introduction Complex numbers Complex matrices Series

The concept of matrix

Matrix
An nm (n by m) matrix is a rectangular array of objects arranged in n rows and m
columns. We will denote matrices in boldface:

a11 a12 . . . a1m
a21 a11 . . . a2m
Anm = . .. = [aij ]

.. ... ... .
an1 an2 . . . anm

where aij is known as the i, j element: the object located in the row i and column j
place of a matrix.

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Introduction Complex numbers Complex matrices Series

Real- and complex-valued matrices

Matrices can be real-valued or complex-valued depending on the nature of their terms:

Real matrices A = [aij ]

Complex matrices B = bij = [ij + jij ]


 

If the elements of a n m matrix are real numbers (real-valued matrix), then each row
can be thought as a vector in Rm and each column as a vector in Rn :

r1,1xm

 r2,1xm
Anm = c1,nx1 c2,nx1 . . . cm,nx1 =


...
rn,1xm

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Introduction Complex numbers Complex matrices Series

Basic matrix operations: equality

Equality
Two matrices A = [aij ] and B = [bij ] are equal if:
I they have the same number of rows

I they have the same number of columns

I for each i and j, aij = bij

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Introduction Complex numbers Complex matrices Series

Basic matrix operations: addition and scalar multiplication

Addition of matrices
If A = [aij ] and B = bij are both n m matrices, then their sum is defined to be the
 

n m matrix:

A + B = [aij ] + bij = aij + bij


   

Multiplication by a scalar
If A = [aij ] and c C, then

cA = [c aij ]

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Introduction Complex numbers Complex matrices Series

Real and imaginary parts of matrices

The operations of matrix addition and multiplication by a scalar enable one to write
any complex matrix as the sum of two real matrices, the imaginary part being
multiplied by the imaginary operator:

B = Re {B} + jIm {B} = [ij ] + j [ij ]


Hence, the basic operations that will be next defined for real matrices can be extended
to complex matrices.

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Introduction Complex numbers Complex matrices Series

Basic matrix operations: multiplication

Matrix multiplication
Let A = [aij ] be n k and B = [bij ] be k m. Then the product AB is the n m
matrix whose i, j element is
k
ais bsj = ai1 b1j + ai2 b2j + + aik bkj
s=1

This is the dot product of row i of A with column j of B:

i, j element of AB = (row i of A) (column j of B)

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Introduction Complex numbers Complex matrices Series

Basic matrix operations: properties of addition and multiplication


Properties of matrix addition and multiplication
Let A, B and C be matrices and c C. Then, whenever the following are defined:
I A+B = B+A
I A (B + C) = AB + AC
I (A + B) C = AC + BC
I (AB) C = A (BC)
I c (AB) = (cA) B = A (cB)
I In general AB 6= BA
I AB = AC does not necessarily imply that B = C
I The product of two nonzero matrices may be a nonzero matrix.
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Introduction Complex numbers Complex matrices Series

Basic matrix operations: matrix multiplication

I AB 6= BA
    
1 0 2 6 2 6
=
2 4 2 3 8 0
but
    
2 6 1 0 10 24
=
2 3 2 4 7 12

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Introduction Complex numbers Complex matrices Series

Basic matrix operations: matrix multiplication

I AB = AC does not necessarily imply that B = C


    
1 1 4 2 7 18
=
3 3 3 16 21 54
    
1 1 2 7 7 18
=
3 3 5 11 21 54
but    
4 2 2 7
6=
3 16 5 11

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Introduction Complex numbers Complex matrices Series

Basic matrix operations: matrix multiplication

I The product of two nonzero matrices may be a nonzero matrix


    
1 2 6 4 0 0
=
0 0 3 2 0 0

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Introduction Complex numbers Complex matrices Series

Basic matrix operations: matrix transpose


Matrix transpose
If Anm = [aij ] is an n m matrix, the transpose of A is the m n matrix obtained by
interchanging the rows and the columns of A

AT = [aji ]

For example:
 
1 6 3 4
A24 =
0 12 5

1 0
6
(A24 )T = AT
42 =

3 12
4 5
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Introduction Complex numbers Complex matrices Series

Basic matrix operations: properties of the transpose

Properties of the transpose


I IT
n = In

T
I For any matrix A, AT =A

I If A + B exists, then (A + B)T = AT + BT

I If AB is defined, then (AB)T = BT AT

I (cA)T = cAT

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Introduction Complex numbers Complex matrices Series

Inverse of a matrix

Inverse of a matrix
Let A be a n n matrix. An n n matrix B is the inverse of A if

AB = BA = In

and we will denote the inverse of A as A1

A matrix has to be square in order to have an inverse.

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Introduction Complex numbers Complex matrices Series

Inverse of a matrix: nonsingular and singular matrices

Nonsingular and singular matrices


Let Ann be a square matrix.
I If A1 exists, then A is called a nonsingular matrix.

I If A1 does not exist, then A is called a singular matrix.

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Introduction Complex numbers Complex matrices Series

Inverse of a matrix: properties of the inverse

Properties of the inverse


Let Ann be a square matrix. Then:
I In is nonsingular and is its own inverse.

I If A and B are nonsingular, then so is AB. Further, the inverse of a product is the
product of the inverses in the reverse order:
(AB)1 = B1 A1
I If A is nonsingular, so is A1 . Furthermore, the inverse of the inverse is the matrix
itself:
1
A1 =A

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Introduction Complex numbers Complex matrices Series

Inverse of a matrix: properties of the inverse


Properties of the inverse
I If A is nonsingular, so is its transpose AT . The inverse of a transpose is the
transpose of the inverse:
 1 T
AT = A1
I A is nonsingular if and only if rank(A) = n
I A is nonsingular if and only if det(A) 6= 0
I If AB is nonsingular, so are A and B
I If either A or B are singular, then their products AB and BA are singular
I A is nonsingular if and only if AX = B has a unique solution for every Bn1

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Introduction Complex numbers Complex matrices Series

Generalized inverse

Consider the system


Ann xn1 = Bn1
If the matrix A has an inverse, then the solution of the system will be
x = A1 B
However, if A is singular or A is not square, the solution to this system is not
computed of this way.

The concept of generalized inverse (or pseudoinverse) is introduce to define some


matrices that have some of the properties of the invertible matrices, but not
necessarily all of them.

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Introduction Complex numbers Complex matrices Series

Generalized inverse

Generalized inverse (or pseudoinverse)


Let Anm be a n m matrix.

A matrix Gmn is said to be a generalized inverse of A if

Anm Gmn Anm = Anm

When a matrix is square and it has an inverse (i.e., it is nonsingular), then this inverse
is its unique generalized inverse.

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Introduction Complex numbers Complex matrices Series

Matrix division
In real numbers, dividing by a nonzero number is equivalent to multiply by the
reciprocal of the divisor:
a 1
= a
b b
In matrices, we may define a similar operation.

Dividing a matrix by another is equivalent to multiply it by its inverse:


I Left division: 1
A B A1 B

I Right division: B A1 BA1


In MATLAB, x = A1 B (the left division of B by A) is performed using the backslash
operator \:

x=A\B or x=mldivide(A,B)
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Introduction Complex numbers Complex matrices Series

Matrix determinants: definition

Matrix determinant
Let M be the vector space comprising square matrices. The determinant is a function
or mapping from C to the complex number set C that assigns to each matrix A an
unique complex number det A:

M C
Ann det A = |A|

A matrix determinant is a function that assigns a single complex value to a


square matrix so that it contains important information about the matrix.

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Introduction Complex numbers Complex matrices Series

Matrix determinants: iterative computation through cofactors

Some basic matrix determinants are:


A 2 2 matrix determinant is given
A 1 1 matrix determinant is given by:
by:  
det ([a]) = a a b
det = ad b c
c d

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Introduction Complex numbers Complex matrices Series

Matrix determinats: iterative computation through cofactors

Cofactor of an element
Let A be n n. The i, j cofactor cij of A0 s i, j element is:
cij = (1)i+j det (Mij )

where:
I Mij is the matrix formed my removing row i and column j from A, known as the
minor ij

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Introduction Complex numbers Complex matrices Series

Matrix determinants: iterative computation through cofactors

Let A be n n, and let rk kth row and cj the jth column of A


rk = a1k a2k . . . ank
 
T
cj = ak1 ak2 . . . akn


Then, the determinant of A is obtained from the row k


n
det A = ak1 ck1 + ak2 ck2 + + akn ckn = aki cki
i=1

Or equivalently, from the column j


n
det A = a1m c1m + a2m c2m + + anm cnm = aki cki
k=1

where ckm represents the cofactor associated with the element akm

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Introduction Complex numbers Complex matrices Series

Matrix determinants: some important properties

Properties of the determinant


Let A be a n n square matrix:
I det A = det AT

I If A has a zero row or column, then det A = 0


I If either two rows or columns of A are the same, then det A = 0
I If one row (or column) of A is a constant multiple of another row (or column),
then det A = 0
I If B is formed by interchanging two rows or columns of A, then:

det B = det A

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Introduction Complex numbers Complex matrices Series

Matrix determinants: some important properties

Properties of the determinant


I If B is formed by multiplying a row or column of A by a nonzero scalar , then:

det B = det A
I If A is scaled by
det (A) = n det (A)
I If B is formed from A by adding times one row (or column) to another row (or
column), then:
det B = det A

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Introduction Complex numbers Complex matrices Series

Matrix determinants: some important properties


Properties of the determinant
I The determinant of a product is the product of the determinants:

det AB = det A det B


I The determinant of a power is

det An = (det A)n


I If A is triangular, then:
n
det A = aii = a11 a22 . . . ann
i=1

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Introduction Complex numbers Complex matrices Series

Matrix determinants: software computation

Properties of the determinant


I If A is nonsingular, then:
1
det A1 = det A1 det A = 1
det A
 
Important: matrix determinants can be computed using the functions

I det(A) in MATLAB
I Det[A] in Mathematica
 

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Introduction Complex numbers Complex matrices Series

Matrix determinants: inverse computation

Adjugate or adjunt matrix


The adjugate or adjunct matrix of the square matrix Ann is the transpose of its
cofactor matrix

adj (A) = CT = [cij ]T

Computation of the inverse of a matrix using cofactors


Let Ann be a square matrix such that det (A) = |A| 6= 0. The inverse of A can be
computed from its adjugate matrix as:
1 1
A1 = adj (A) = [cij ]T
det (A) det (A)

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Introduction Complex numbers Complex matrices Series

Eigenvalues and eigenvectors

Eigenvalues and eigenvectors


Let Ann be a square matrix. A complex number a = is an eigenvalue of A if there
is a nonzero vector xn1 such that

Ax = x

and we call x an eigenvector associated with the eigenvalue .



Zero can be an eigenvalue, but an eigenvector must be a nonzero vector (at
least one nonzero component).


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Introduction Complex numbers Complex matrices Series

Finding the eigenvalues of a matrix


To find all the eigenvalues of a matrix, we want to solve the equation

Ax = x
for nonzero vectors x. We can rearrange this equation as:

Ax x = 0
(A In ) x = 0
For this system to have a nontrivial solution x 6= 0, the matrix A In must be
singular, which can be expressed as a single value expression as:

det (A In ) = 0
This last expression corresponds to a polynomial equation on of degree n known
as characteristic equation.
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Introduction Complex numbers Complex matrices Series

Theorem about eigenvalues and eigenvectors


Let Ann be a complex matrix, then
I (complex number) is an eigenvalue of A if and only if is a root of the
characteristic polynomial of A. This occurs exactly when
p ( ) = det (A In ) = 0
Since p( ) has degree n, A has n eigenvalues, counting each eigenvalue as many
times as it appears as root of p ( ).
I If is an eigenvalue of A, then any nontrivial solution x of
(A In ) x = x
is an eigenvector of A associated with .
I If x is an eigenvector associated with the eigenvalue , then so is x for any
nonzero complex number .
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Introduction Complex numbers Complex matrices Series

Important results of eigenvalues and eigenvectors

If the n eigenvalues of A are different and non repeated, then we call them
nondegenerate eigenvalues. If the multiplicity of an eigenvalue is greater than one
(i.e., it is a repeated root of the characteristic polynomial), we call it a degenerate
eigenvalue.
If A is real-valued and 1 = a + jb is an eigenvalue, then 2 = a jb = 1 is also an
eigenvalue of A.
The product of the n eigenvalues of A equals the determinant:
n
det A = i = 1 2 . . . n
i=1

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Introduction Complex numbers Complex matrices Series

Important results of eigenvalues and eigenvectors

The trace of the matrix A is defined as the sum of the entries on the main diagonal:

trace (A) ni=1 aii = a11 + a22 + + ann


The sum of the n eigenvalues of A equals the trace of A:
n
trace(A) = i = 1 + 2 + + n
i=1

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Introduction Complex numbers Complex matrices Series

Hermitian operator

Hermitian operator
The Hermitian or adjoint operator is defined as taking the conjugate transpose of
a matrix:

AH (A )T


Important: the MATLAB transpose command automatically takes complex
conjugates: A = AH .


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Introduction Complex numbers Complex matrices Series

Properties of the Hermitian operator

For real matrices, the Hermitian is the same as the transpose operation. Hence, all
known properties of transposing are applicable:
H
I AH =A
I (A + B)H = AH + BH
I (A)H = AH for real
I (AB)H = BH AH

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Introduction Complex numbers Complex matrices Series

Inner product of complex vectors

Inner product of complex vectors


The inner product of (real or) complex vectors u and v is uH v

uH v = u1 v1 + u2 v2 + + un vn

In general, uH v 6= vH u = v1 u1 + v2 u2 + + vn un but
 
uH v = v H u

A zero inner product means that the complex vectors are orthogonal.

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Introduction Complex numbers Complex matrices Series

Symmetric and orthogonal matrices

Symmetric matrix
A symmetric matrix is a real square matrix whose transpose equals itself

A = AT
A symmetric matrix A has the properties:
I All eigenvalues of A are real.
I All eigenvectors associated to nondegenerate eigenvalues conform an orthogonal
set.

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Introduction Complex numbers Complex matrices Series

Symmetric and orthogonal matrices

Orthogonal matrix
An orthogonal matrix is a real square matrix whose transpose equals its inverse
AT = A1 , and, equivalently

AT A = AAT = In

The determinant of an orthogonal matrix can only be det A = 1 and its eigenvalues
can be only have | | = 1.

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Introduction Complex numbers Complex matrices Series

Hermitian matrices

Hermitian matrices
Let Ann be a complex matrix. A is a Hermitian matrix if

AH = A

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Introduction Complex numbers Complex matrices Series

Properties of Hermitian matrices

Properties of Hermitian matrices


Let Ann be a Hermitian matrix (i.e., AH = A):
I If z is any vector, then zH Az is a real number.

I Every eigenvalue of A is real.

I The eigenvectors associated to nondegenerate eigenvalues of a Hermitian matrix


are orthogonal.

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Introduction Complex numbers Complex matrices Series

Unitary matrices

Unitary matrices
A unitary matrix Un is a (complex) square matrix that has orthonormal columns.
Therefore:

U H U = In
A unitary matrix is characterized by the fact that all its eigenvalues U have magnitude
equal to one

|U | = 1
The concept of unitary matrix for complex matrices is the extension of that of
orthogonal matrix (AT A=In ) for real matrices.

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Introduction Complex numbers Complex matrices Series

Normal matrices

Normal matrices
A normal matrix Nnn is a matrix that conmutes with its Hermitian:

NH N = NNH

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Properties of normal matrices

Properties of normal matrices


A normal matrix is both Hermitian and unitary. That is:
I Its eigenvalues are real.

I The magnitude of its eigenvalues is equal to one.


Therefore, the eigenvalues of a normal matrix N can only be

N = 1

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Left and right eigenvalues

Left and right eigenvalues


Let Ann and xR be a nonzero n 1 column vector such that

AxR, = R xR

thus, R is said to be a right eigenvalue of A.


Now consider a nonzero 1 n row vector xL = [ x1 x2 . . . xn ]. L is said to be a
left eigenvalue of A if it satisfies
xL A = L xL
 
The left eigenvalues are equivalent to the right eigenvalues.
 

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Introduction Complex numbers Complex matrices Series

Left and right eigenvectors

Theorem
If A is a symmetric real matrix, then the left and right eigenvectors are simply each
others transpose:
xL = xT R

Theorem
If A is Hermitian (self-adjoint), then the left and right eigenvectors are adjoint matrices:

xL = xH
R

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Sequences
Limit of a sequence
A sequence an has the limit L and we
Sequences write
A sequence an is a list of numbers
written in a definite order lim an = L
n

if for every > 0, there is a


corresponding integer N > 0 such
an = {an }
n=0 = a1 , a2 , . . . , an , . . .
that

if n > N |an L| <

If limn an exists, we say that the sequence converges. Otherwise, we say that the
sequence diverges.

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Introduction Complex numbers Complex matrices Series

Series

Series
If we add the terms of an infinite sequence an we get an expression called an infinite
series

an = a1 + a2 + + an + . . .
n=1

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Introduction Complex numbers Complex matrices Series

Series

Partial sums
Given a series
n=1 an we denote its nth partial sum as

n
sn = ai = a1 + a2 + + an
i=1

If the sequence is convergent, and limn sn = s exists as a real number, then the series
is called convergent and we write
n
lim sn = s
ai = s
i=1

and the number s is called the sum of the series.

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Introduction Complex numbers Complex matrices Series

Important results of series

Important results of series


I Taylors expansion centered at a:

f (n) (a)
f (x) = (x a)n
n=0 n!

I Maclaurin series

f (n) (0) n
f (x) = n! x
n=0

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Introduction Complex numbers Complex matrices Series

Important results of series

Important results of series


I Geometric series


a
ar n1 = 1 r |r | < 1
n=0

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