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Linear Algebra

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Linear Algebra and

Matrices
Methods for Dummies
21st October, 2009
Elvina Chu & Flavia Mancini

Talk Outline
Scalars, vectors and matrices
Vector and matrix calculations
Identity, inverse matrices &
determinants
Solving simultaneous equations
Relevance to SPM

Linear Algebra & Matrices, MfD 2009

Scalar
Variable described by a single
number
e.g. Intensity of each voxel in an MRI scan

Linear Algebra & Matrices, MfD 2009

Vector
Not a physics vector (magnitude, direction)
Column of numbers e.g. intensity of same
voxel at different time points

x1
x 2

x3

Linear Algebra & Matrices, MfD 2009

Matrices
Rectangular display of vectors in rows and
columns
Can inform about the same vector intensity at
different times or different voxels at the same
time
Vector
d11 d12 d13
4
1 2 is3just a n x 11 matrix

A 5 4 1
6 7 4

C 2 7
3 8

Square (3 x 3) Rectangular (3 x 2)
Defined as rows x columns (R x C)
Linear Algebra & Matrices, MfD 2009

D d 21
d 31
d

ij

d 22
d 32

d 23
d 33

: ith row, jth column

Matrices in Matlab
X=matrix
;=end of a row
:=all row or column

1 2 3

4 5 6
7 8 9

Subscripting each element of a


matrix can be addressed with a pair
of numbers; row first, column second

Special matrix
commands:

(Roman Catholic)

zeros(3,1) =

e.g.

X(2,3) = 6
7 8 9
X(3, :) =
5
X( [2 3], 2) =
8

Linear Algebra & Matrices, MfD 2009

ones(2) =

8 1 6

3 5 7
magic(3) = 4 9 2

er
ve ror
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or

e : et
1 as
to
9)

da
ve ta
ct
or

d
m esig
at n
ri
x

pa
ra
=
m
et
(h the
er
er b
s

Design matrix

Linear Algebra & Matrices, MfD 2009

Transposition
1
b 1
2
column

bT 1 1 2
row

1 2 3
A 5 4 1
6 7 4

d 3 4 9
row

1 5 6
A T 2 4 7
3 1 4

Linear Algebra & Matrices, MfD 2009

T
d 4
9

column

Matrix Calculations
Addition
Commutative: A+B=B+A
Associative: (A+B)+C=A+(B+C)

2
AB
2

1 0
2 1

5 3 1
23
4

4 0 3
5 1 5

Subtraction
- By adding a negative
matrix

2 4 2
A BA B
5 3 2

12 2 1 12 4 2 2 1 12 1 1 12 1

32 4 1 15 3 2 2 3 14 1 2 1 1 1

Linear Algebra & Matrices, MfD 2009

Scalar multiplication
Scalar x matrix = scalar
multiplication

Linear Algebra & Matrices, MfD 2009

Matrix Multiplication
When A is a mxn matrix & B is a kxl
matrix, AB is only possible if n=k. The
result will be an mxl matrix

A1 A2 A3

B13 B14

A4 A5 A6

A7 A8 A9
A10 A11
A12

B15 B16

= m x l matrix

B17 B18

Number of columns in A = Number of rows in B

Linear Algebra & Matrices, MfD 2009

Matrix multiplication
Multiplication method:
Sum over product of respective rows and columns
1 0
2

X
2 3
3
A

B
=

Matlab
does all this for you!
Simply type: C = A * B

Linear Algebra & Matrices, MfD 2009

c11 c12

c21 c22

Define
output
matrix

(1 2) (0 3) (11) (0 1)
(2 2) (3 3) (2 1) (3 1)

2 1

13 5

Matrix multiplication
Matrix multiplication is NOT
commutative
ABBA
Matrix multiplication IS associative
A(BC)=(AB)C
Matrix multiplication IS distributive
A(B+C)=AB+AC
(A+B)C=AC+BC
Linear Algebra & Matrices, MfD 2009

Vector Products
Two vectors:

x1
x x2
x3

y1
y y2
y3
Inner product XTY is a scalar
(1xn) (nx1)

Inner product = scalar


xT y x1

x2

y1
3
y x y x y x y
xi yi

1 1
2 2
3 3
2
i 1
y3

x3

Outer product = matrix


x1

xy T x 2 y1
x 3

y2

x1y1

y 3 x 2 y1
x 3 y1

x1y 2
x2y2
x3y2

Linear Algebra & Matrices, MfD 2009

x1y 3

x 2 y 3
x 3 y 3

Outer product XYT is a matrix


(nx1) (1xn)

Identity matrix
Is there a matrix which plays a similar role as the number 1 in
number multiplication?
Consider the nxn matrix:

For any nxn matrix A, we have A In = In A = A


For any nxm matrix A, we have In A = A, and A Im = A (so 2 possible
matrices)
Linear Algebra & Matrices, MfD 2009

Identity matrix
Worked
example
A I3 = A
for a 3x3
matrix:

1+0+0

0+2+0

0+0+3

4+0+0

0+5+0

0+0+6

7+0+0

0+8+0

0+0+9

In Matlab: eye(r, c) produces an r x c identity matrix

Linear Algebra & Matrices, MfD 2009

Matrix inverse
Definition. A matrix A is called nonsingular or
invertible if there exists a matrix B such that:
1

-1

2
3
1
3

-1
3
1
3

2+1
3 3

-1 + 1
3 3

-2+
-2+ 2
3
3

1+2
3 3

Notation. A common notation for


the inverse of a matrix A is A-1. So:
The inverse matrix is unique when it exists. So if A is
invertible, then A-1 is also invertible and then (AT)-1 = (A-1)T
In Matlab: A-1 = inv(A)

Matrix division: A/B=


A*B-1

Linear Algebra & Matrices, MfD 2009

Matrix inverse
For a XxX square matrix:

The inverse matrix is:

E.g.: 2x2 matrix

Linear Algebra & Matrices, MfD 2009

Determinants
Determinants are mathematical objects that are very useful in
the analysis and solution of systems of linear equations (i.e.
GLMs).
The determinant is a function that associates a scalar det(A)
to every square matrix A.
Input is nxn matrix
Output is a single
number (real or
complex) called the
determinant

det(M)

Linear Algebra & Matrices, MfD 2009

M11

M12

M 21
M
M n1

M 22 L
M O
Mn2 L

M1n
M 2n
sgn(x)M1x1 M 2x 2 L M nxn
M
x
M nn

Determinants
Determinants can only be found for square matrices.
For a 2x2 matrix A, det(A) = ad-bc. Lets have at closer look at
that:

[ ]

det(A) = a
c

b
d

= ad - bc

In Matlab: det(A) = det(A)

A matrix A has an inverse matrix A-1 if and only if det(A)0.


Linear Algebra & Matrices, MfD 2009

Solving simultaneous
equations
For one linear equation ax=b where the unknown is x
and a and b are constants,
3 possibilities:

Linear Algebra & Matrices, MfD 2009

With >1 equation and >1 unknown


Can use solutionx a 1b
equation to solve
For example 2 x 3 x 5
1

from the single

x1 2 x2 1

3
1 2

x1 15
x 41
2

X =

In matrix form 2

X =A-1B
Linear Algebra & Matrices, MfD 2009

X =A-1B
To find A-1

1 d b
A

det(A) c a
1

Need to find determinant of matrix A

a b
det( A)
ad bc
c d

From earlier
2 3
1 2

(2 -2) (3 1) = -4 3 = -7

So determinant is -7
Linear Algebra & Matrices, MfD 2009

1 2 3 1 2 3
A

(7) 1 2 7 1 2
1

if B is

1
4

1 2 3
X

7 1 2

x a 1b

1 1 14
2
4 7 7 1

x1 2
So
x 2 1
Linear Algebra & Matrices, MfD 2009

How are matrices relevant


to fMRI data?

Linear Algebra & Matrices, MfD 2009

Image time-series
Design matrix

Spatial filter

Realignment

Smoothing

Statistical Parametric Ma

General Linear Model

Normalisation

Anatomical
reference Parameter estimates
Linear Algebra & Matrices, MfD 2009

Statistical
Inference

RFT

p <0.05

Voxel-wise time series analysis

Time

Model
Model
specificati
specificati
on
on
Parameter
Parameter
estimation
estimation
Hypothesis
Hypothesis
Statistic
Statistic

m
Ti
e
BOLD signal
single
singlevoxel
voxel
time
timeseries
series
Linear Algebra & Matrices, MfD 2009

SPM
SPM

er
ve ror
ct
or

da
ve ta
ct
or

d
m esig
at n
ri
x

pa
ra
m
et
er
s

How are matrices relevant to fMRI


data?
GLM equation

Linear Algebra & Matrices, MfD 2009

da
ve ta
ct
or

How are matrices relevant to fMRI


data?
Response variable

A single voxel sampled at


successive time points.
Each voxel is considered as
independent observation.

Y
Linear Algebra & Matrices, MfD 2009

Ti
Time
me

e.g BOLD signal at a


particular voxel

Preprocessing .
..

Intens
ity

Y= X. +

de
m sig
at n
ri
x

pa
ra
m
et
er
s

How are matrices relevant to fMRI


data?

Linear Algebra & Matrices, MfD 2009

Explanatory
variables
These are assumed to
be measured without
error.
May be continuous;
May be dummy,
indicating levels of an
experimental factor.

Solve equation for tells us


how much of the BOLD signal
is explained by X

Y= X. +

In Practice
Estimate MAGNITUDE of signal
changes
MR INTENSITY levels for each voxel
at various time points
Relationship between experiment
and voxel changes are established
Calculation and notation require
linear algebra

Linear Algebra & Matrices, MfD 2009

Summary
SPM builds up data as a matrix.
Manipulation of matrices enables
unknown values to be calculated.
Y
=
X
.

Observed = Predictors * Parameters +


Error
BOLD
= Design Matrix * Betas + Error

Linear Algebra & Matrices, MfD 2009

References
SPM course http://www.fil.ion.ucl.ac.uk/spm/course/
Web Guides
http://mathworld.wolfram.com/LinearAlgebra.html
http://www.maths.surrey.ac.uk/explore/emmaspages/op
tion1.html
http://www.inf.ed.ac.uk/teaching/courses/fmcs1/
(Formal Modelling in Cognitive Science course)
http://www.wikipedia.org
Previous MfD slides

Linear Algebra & Matrices, MfD 2009

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