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Numerical Methods 6

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the Operation

Matrix
Matrix algebra is a means of making
calculations upon arrays of numbers (or data).

a11 ,, a1n
a 21 ,, a 2n
A

A
ij

am1 ,, amn

Why use it?


Matrix algebra makes mathematical
expression and computation easier.
It allows you to get rid of cumbersome
notation, concentrate on the concepts
involved and understand where your results
come from.

Scalar
a scalar is a number

(denoted with
regular type: 1 or 22)

Row Vector
[1 x n] matrix

A a1 a 2 ,, an aj

Column Vector
[m x 1] matrix

a1
a 2
A ai


am

Square Matrix
Same number of rows and columns

5 4 7
B 3 6 1

2 1 3

The
Identity

Identity Matrix
Square matrix with ones on the
diagonal and zeros elsewhere.

1
0
I
0

0 0 0
1 0 0
0 1 0

0 0 1

Transpose Matrix
Rows become columns and
columns become rows

a11 a 21 ,, am1
a12 a 22 ,, am 2
A'

a1n a 2n ,, amn

Matrix Addition and


Subtraction
A new matrix C may be defined as the
additive combination of matrices A and B
where: C = A + B
is defined by:

Cij Aij Bij


Note: all three matrices are of the same dimension

Addition
If

a11 a12
A
a 21 a 22

and

b11 b12
B
b 21 b 22

then

a11 b11 a12 b12


C
a 21 b 21 a 22 b22

Matrix Addition Example

3 4 1 2
4 6
A B

5 6
3 4
8 10

Matrix Subtraction
C = A - B
Is defined by

Cij Aij Bij

Matrix Multiplication
Matrices A and B have these dimensions:

[r x c] and [s x d]

Matrix Multiplication
Matrices A and B can be multiplied if:

[r x c] and [s x d]
c=s

Matrix Multiplication
The resulting matrix will have the dimensions:

[r x c] and [s x d]
rxd

Matrix Multiplication

Thus

where

a11 a12 a13 b11 b12 c11 c12


a a
x b b c

a
c
21 22 23 21 22 21 22
a31 a32 a33 b31 b32 c31 c32
c11 a11b11 a12b21 a13b31
c12 a11b12 a12b22 a13b32
c 21 a21b11 a22b21 a23b31
c 22 a21b12 a22b22 a23b32
c31 a31b11 a32b21 a33b31
c32 a31b12 a32b22 a33b32

Computation: A x B = C
2 3
1 1 1

A 1 1 and B

1
0
2

1 0
[3 x 2]

[2 x 3]

A and B can be multiplied

2 *1 3 *1 5 2 *1 3 * 0 2 2 *1 3 * 2 8 5 2 8
C 1*1 1*1 2 1*1 1* 0 1 1*1 1* 2 3 2 1 3
1*1 0 *1 1 1*1 0 * 0 1 1*1 0 * 2 1 111

[3 x 3]

Computation: A x B = C
2 3
1 1 1

A 1 1 and B

1
0
2

1 0
[3 x 2]

[2 x 3]
Result is 3 x 3

2 *1 3 *1 5 2 *1 3 * 0 2 2 *1 3 * 2 8 5 2 8
C 1*1 1*1 2 1*1 1* 0 1 1*1 1* 2 3 2 1 3
1*1 0 *1 1 1*1 0 * 0 1 1*1 0 * 2 1 111

[3 x 3]

Inversion

Matrix Inversion
1

B B BB
Like a reciprocal
in scalar math

Like the number one


in scalar math

Definition

The inverse of an n by n matrix A is an n by n


matrix B where,
AB = BA = In.
Please note: Not all matrices have inverses!
Singular matrices dont have inverse.
If a matrix has an inverse, then it is called
invertible.

Definition
If A is a square matrix, and if a matrix B of
the same size can be found such that
AB=BA=I , then A is said to be invertible
and B is called an inverse of A . If no such
matrix B can be found, then A is said to be
singular .
Notation:

B A1

Properties of Matrix Inverse

If A is an invertible matrix then its inverse is unique.


(A-1)-1 = A.
(Ak)-1= (A-1)k (we will denote this as A-k )
(cA)-1 = (1/c)A-1, c 0.
( AT)-1 = (A-1)T.
If A is an invertible matrix, then the system of equations
Ax = b has a unique solution given by x = A-1b.

The Transpose of a Matrix

A is the mn matrix given by


a11 a12 a1n
a
a22 a2 n
21
.
A

a
a

a
mn
m1 m 2

The transpose matrix of A, denoted by AT, is a


nm matrix given by
a11 a21 am1
a a a
m2
T
A 12 22
,

a
a

a
mn
1n 2 n

The inverse of a 2-by-2 matrix

For a 2-by-2 matrix,

a b
A

c d
1 d b
A

ad bc c a
1

The inverse of a 2 x 2 matrix

From this we deduced that a 2x2 matrix A is


singular if and only if ad-bc = 0.
This quantity (ad-bc) has some other useful
properties as well and so is defined to be the
determinant of the matrix A.

Determinants of larger
matrices

There is no nice formula for the inverse of larger than


2x2 matrices.
We still can define the determinant of a larger square
matrix and it will still have the property that the
determinant of A= 0 if and only if A is singular.
First we need some terminology.

Minors and cofactors

If A is a square matrix, then the minor Mij of the element


aij of A is the determinant of the matrix obtained by
deleting the i-th row and the j-th column from A.
The cofactor Cij = (-1)i+jMij.

Definition of a Determinant
If A is a square matrix of order 2 or greater, then the
determinant of A is the sum of the entries in the first
row of A multiplied by their cofactors. That is,
n

det( A) A a1 j C1 j
j 1

Determinant of 2-by-2 Matrix


a
A
c

det( A) A ad bc

Determinant of 3-by-3 Matrix


a
A d
g

det( A) A a

b
e
h

c
f
i

aei afh bdi cdh bfg ceg


(aei bfg cdh) ( gec hfa idb)

Matrix Inversion
How to calculate the matrix inverse?
A

adj ( A)
A

What is an adjoint matrix?

Adjoint Matrix Minors and


Cofactors

The adjoint matrix of [A], Adj[A] is obtained by taking


the transpose of the cofactor matrix of [A].

The minor for element aij of matrix [A] is found by


removing the ith row and jth column from [A] and then
calculating the determinant of the remaining matrix.

Matrix Inversion
Consider the following set of linear equations.

2 x1 4 x2 5 x3 36

-3x1 5 x2 7 x3 7
5 x 3x 8 x -31
2
3
1
The coefficients can be arranged in a matrix form as shown.

2 -4 5
-3 5 7
A

5 3 -8

Matrix Inversion
The set of equations in matrix form is:
2 -4 5 x1 36
-3 5 7 x 7

2
5 3 -8 x3 -31

[A ][x ]= [B ]
[x ]=

- 1

[A ] [B ]

Minors
2
3

2
3

2
3

5
3

5
3

5
3

5
7
8
5
7
8

5
7
8

5
M 11 =

3 -8

-3
M 12 =

= -61

7
-8

= -11

-3 5
M 13 =

= -34

Minors
2 4 5
3 5

5
3 8

M 23

2 -4
5

The resulting matrix of minors is:

-61 -11 -34


M 17 -41 26
-53 29 -2

26

Cofactors
Cofactors are the signed minors.
The cofactor of element aij of matrix [A] is:
Therefore

1+ 1

M 11

1+ 2

M 12

1+ 3

M 13

C 11 = (-1)
C 12 = (-1)
C 13 = (-1)

The resulting matrix of cofactors is:

i+ j

C ij = (-1)

-61 11 -34
C -17 -41 -26
-53 -29 -2

M ij

Adjoint matrix
The adjoint matrix of [A], Adj[A] is obtained by taking the
T
transpose of the cofactor matrix of [A]. adj [A ]= [C ]
-61 11 -34
C -17 -41 -26
-53 -29 -2

Evaluate the determinant

-61 -17 -53


adj A 11 -41 -29
-34 -26 -2

-4

A = -3

7 = -336

-8

Matrix Inversion
A

-61
-336

11

-336

-34
-336

-17
-336
-41
-336
-26
-336

-53
-336

-29
-336

-2
-336

- 1

[A ] =

1
adj [A ]
A

-61 -17 -53


1

11
-41
-29

-336
-34 -26 -2

61
336

-11

336

17
168

17
336
41
336
13
168

53
336

29
336

1
168

If the original square matrix, A, is given by the following expression:

2
A 1

1
2
1

0
1

Then, after augmenting by the


identity, the following is obtained:

2
I 1

0
0

By performing elementary row operations on the [AI] matrix until


A reaches reduced row echelon form, the following is the final result:

A1

0
0

3
4
1
2
1
4

1
2
1
1
2

1
4
1

2
3
4

The matrix augmentation can now be undone, which gives the following:

1
I 0

0
1
0

0
0

A1

3
4
1

2
1
4

1
2
1
1
2

1
4
1

2
3
4

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