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Basic Matrices 2017

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Linear Models and matrix algebra

Sections 4.1, 4.2, 4.4, 4.5, 4.6 from Fundamental methods of Mathematical
Economics, McGraw Hill 2005, 4th Edition.by A. C. Chiang & Kevin Wain-wright

MATRIX ALGEBRA

 A MATRIX IS A RECTUANGULAR ARRAY DATA


 VAST APPLICATIONS WHEREVER DATA CAN BE PRESENTED
INTO RECTANGULAR BLOCKS

Addition of matrices
Both matrices should be of exactly the same size.
Add the corresponding entries.

If size of matrix A and matrix B are different then A+B is


not defined.

Scalar Multiplication:
If A is an m X n matrix and k is a real number then kA is
obtained by multiplying every element of A by the scalar k.
The matrix kA is called the scalar multiple of A.

Subtraction of Matrices
If A is any matrix then (-1) A is called the scalar multiple of
A ond is called the negative of A.

− A=(−1 ) A
If A and B are the same size then A−B= A+ (−B )

MATRIX EQUATION

[ xy ]−[ 34 ]=5[−45 ]
Solve 2
2x 3 25 2 x−3 25
On solving [ 2 y ]−[ 4 ]=[−20 ] or [ 2 y −4 ]=[−20 ]

By equality of matrices we get


2 x−3=25∧2 y−4=−20 so x=14∧ y =−8

Matrix Multiplication: If A is an m X n matrix and B is an n x r


matrix then matrix multiplication is defined and the product AB
is of size m x r.
If no. of columns of A is not equal to the no. of rows of B then
the product AB is not defined.
In general if A and B are any two matrices and both AB and BA
are defined then then AB≠ BA .

Example:

If A= 2 1 ∧B= 3 5 then find AB∧BA


( ) ( )
−1 0 7 4

13 14 1 3
Here AB = (−3 −5)∧BA= (
10 7 )
Given an example of two matrices in which AB and BA are
both defined and are not of the same order.

A is a 3 x 2 matrix
B is a 2 x 3 matrix then AB is a 3 x 3 matrix and BA is a 2 x 2
matrix.

1 −1
Let ( )
A= 0 2 a nd B= 1 2 3 .
4 3
(
−1 0 −2 )
2 2 5
Then (AB= −2 0 −4
1 8 6 )
13 12
Also BA = (−9 −5 )

NULL MATRICES
A NULL MATRIX IS A MATRIX WHOSE ENTRIES ARE ALL ZERO.
0 0
2 x 2 Null matrix = (0 0 )
SOME PROPERTIES OF REAL NUMBERS CANNOT BE EXTENDED
TO MATRICES
1. IF AB = 0 THEN IT DOES NOT IMPLY THAT EITHER A OR B
IS THE NULL MATRIX.
2 4 −2 4 = 0 0
AB = (1 )(
2 1 −2 0 0 )( )
EVEN THOUGH NEITEHR A NOR B IS THE ZERO MATRIX.

2. IF CD = CE IT DOES NOT IMPLY THAT D = E

Example:Consider
C=( 26 39) ; D=(11 12) ; E=(−23 12 )

CD=CE= 5 8 even though D ≠ E


( )
15 24
System of Equations as a matrix Equation.

6 x +3 y+ z=22

x +4 y−2 z =12

4 x− y +5 z=10

-
6 3 1 x 22
We can write (4 −1 5 ) () ( )
A= 1 4 −2 , X= y , B= 12
z 10

Note that AX is a matrix product that gives us the left hand


side of the given system of equations.

Properties of Matrix Multiplication

1. Matrix multiplication is not commutative AB ≠ BA in


general.

2. Matrix multiplication is associative i.e., (AB)C = A(BC),


whenever both
sides are defined.
3. Matrix multiplication is distributive over matrix addition i.e.,
(i) A(B + C) = AB + AC
(ii) (A + B)C = AB + AC whenever both sides of equality are
defined.

Transpose of a matrix
The transpose of a matrix A, denoted by AT ∨ A0 , is obtained by
interchanging its rows and columns

If A is m x n matrix,the transpose of A is n x m matrix.

Properties of Transposes
t t
1. ( A ) =A
t t t
2. ( A+ B ) =A + B
t t t
3. ( AB ) =B A

Identity matrix
An identity matrix is a square matrix with 1s in its diagonal and
0s everywhere
else.
1 0 0
For example ( )
0 1 (
I 2= 1 0 ∧I 3= 0 1 0
0 0 1 )
IA= A

(10 01)(−31 24 )=(−31 24)


AI =A

(−31 24 )(10 01 )=(−31 24)


Diagonal matrix

A diagonal matrix is a square matrix in which the entries


outside the main diagonal are all zero. The diagonal entries
themselves may or may not be zero.

Here are some examples of diagonal matrices:


6 0 0
(
A= 0 4 0
0 0 5 )
Power of diagonal matrices are easy to compute, if
d1 0 0

(
A= 0 d 2 0 ∧¿k
0 0 d3 ) is a positive integer then

d k1 0 0

(
Ak = 0 d k2 0
0 0 d k3 )
63 0 0

(
A3 = 0 4 3 0
0 0 53 )
Triangular matrices
A triangular matrix is a special kind of square matrix where the
entries either below or above the main diagonal are zero.

Lower triangular matrix


A square matrix in which all the entries above main diagonal
are zero is called lower triangular matrix.
6 0 0
(
B= 1 4 0
4 −1 0 )
Upper triangular matrix
A square matrix in which all the entries below main diagonal
are zero is called upper triangular matrix.
6 3 1
(
A= 0 4 −2
0 0 5 )

Results
1. The transpose of a lower triangular matrix is upper triangular
matrix.
2. The transpose of a upper triangular matrix is lower triangular
matrix.
3. The product of lower triangular matrices is lower triangular
matrix.
4. The product of upper triangular matrices is upper triangular
matrix.
5.The product of a lower triangular matrix and upper triangular
matrix of same order is not a triangular matrix.

Symmetric matrices
A square matrix A is called symmetric if A=A t .

Find values of a; b; c for which A is symmetric


6 3 1
A=
( a 2 −2
2 a−b 3 c 5 )
6 a 2 a−b
(
Here A t= 3 2
1 −2
3c
5 )
SO a = 3
2a-b = 1 and c = -2/3
b=5

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