2 Matrix Algebra
Properties of Addition, Scalar Multiplication
• A + B = B + A Commutativity
• A + (B + C) = (A + B) + C Associativity
• c(A + B) = cA + cB Distributivity
1
• (c + d)A = cA + dA Distributivity
• (cd)A = c(dA)
• 1A = A
Notation:
2
A+B =B+A:
Proof:
OR
A + (−A) = O:
Proof:
Define −A = [−aij ].
Then A + (−A) = [aij + (−aij )] = [0ij ] = 0.
3
If A1, A2, . . . , Ak are matrices of the same size
and c1, c2, . . . , ck are scalars, we may form the
linear combination
c1A1 + c2A2 + · · · + ck Ak
The scalars c1, c2, . . . , ck are the coefficients
of the linear combination.
Example(Example
" #
3.16) " #
1 0 0 −1
Let A1 = , A2 = and A3 =
0 1 1 0
" #
1 1
. Write B, C as linear combinations of
0 1
A1, A2 and A3, if possible, where
" # " #
2 3 2 5
B= C=
−4 2 0 3
4
The span of a set of matrices is the set of all
linear combinations of the matrices.
Example(Example
" #
3.17) " #
1 0 0 −1
Let A1 = , A2 = and A3 =
0 1 1 0
" #
1 1
. Describe the span of the matrices A1, A2
0 1
and A3.
5
Matrices A1, A2, . . . , Ak of the same size are lin-
early independent if the only solution of the
equation
c1 A 1 + c2 A 2 + · · · + ck A k = O
is the trivial solution: c1 = c2 = · · · = ck = 0.
6
Properties of Matrix Multiplication
5. ImA = A = AIn if A is m × n
7
(A + B)C = AC + BC :
Proof
((A + B)C)ij
AIn = A :
Proof
8
Example(Example
" #
3.20) " #
1 2 4 3
Let A = and B = . Confirm prop-
3 4 2 1
erty 4 of matrix multiplication listed above for
these two matrices if k = 2.
9
Some basic rules for matrix multiplication:
10
Properties of the Transpose
1. (AT )T = A
2. (A + B)T = AT + B T
3. (kA)T = k(AT )
4. (AB)T = B T AT
11
(AT )T = A :
Proof:
Prove r = 0 is true:
(A0)T = (In)T = In = (InT )0
Assume r = k is true
i.e. (Ak )T = (AT )k
12
Example " # " #
1 3 2 2 0 1
Let A = and B = Confirm
0 −1 1 1 4 3
the properties of the transpose listed above for
these two matrices.
13
Theorem 4 1. If A is a square matrix, then
A + AT is a symmetric matrix.
Example(Example
" #
3.21)
1 2
Let A = . Show that A + AT , AAT and
3 4
AT A are symmetric.
14
A square matrix is called upper triangular if all
the entries below the main diagonal are zero.
∗ ∗ ···
∗ ∗
0 ∗ · · ·∗ ∗
0 0 . . .
... ...
... ...
∗ ∗
0 0 ··· 0 ∗
where the entries marked ∗ are arbitrary.
1 7 2 1 0 2
0 2 3 , 0 0 3
0 0 −1 0 0 2
Similarly the following are lower triangular
1 0 0 5 0 0
5 2 0 , 3 0 0
3 4 −1 2 3 −1
15
A square matrix is called skew-symmetric if
AT = −A.
Exercise
Is the following matrix skew-symmetric?
0 1 2
−1 0 5
2 5 0
Exercise
Show that if A is square then A − AT is skew-
symmetric.
16
The trace of an n × n matrix A = [aij ] is the
sum of the entries on its main diagonal and is
denoted by tr(A). That is,
Exercise
If A and B are n × n matrices, prove the fol-
lowing properties of the trace:
17