DEFINITION 1.1.1 (Matrix) A rectangular array of numbers is called a matrix.
We shall mostly be concerned with matrices having real numbers as entries. The horizontal arrays of a matrix are called its ROWS and the vertical arrays are called its COLUMNS. A matrix having rows and columns is said to have the order A matrix of ORDER can be represented in the following form:
where is the entry at the intersection of the row and column. In a more concise manner, we also denote the matrix by by suppressing its order. Remark 1.1.2 Some books also use to represent a matrix. Let Then and A matrix having only one column is called a COLUMN VECTOR; and a matrix with only one row is called a ROW VECTOR. WHENEVER A VECTOR IS USED, IT SHOULD BE UNDERSTOOD FROM THE CONTEXT WHETHER IT IS A ROW VECTOR OR A COLUMN VECTOR. DEFINITION 1.1.3 (Equality of two Matrices) Two matrices and having the same order are equal if for each and
[In other words, two matrices are said to be equal if they have the same order and their corresponding entries are equal. EXAMPLE 1.1.4 The linear system of equations and can be identified with the matrix
Special Matrices DEFINITION 1.1.5 1. A matrix in which each entry is zero is called a zero-matrix, denoted by For example,
2. A matrix for which the number of rows equals the number of columns, is called a square matrix. So, if is an matrix then is said to have order . 3. In a square matrix, of order , the entries are called the diagonal entries and form the principal diagonal of 4. A square matrix is said to be a diagonal matrix if for In other words, the non-zero entries appear only on the principal diagonal. For example, the zero matrix and are a few diagonal matrices. A diagonal matrix of order with the diagonal entries is denoted by If for all then the diagonal matrix is called a scalar matrix. 5. A diagonal matrix of order is called an IDENTITY MATRIX if for all . This matrix is denoted by .
For example, and The subscript is suppressed in case the order is clear from the context or if no confusion arises. 6. A square matrix is said to be an upper triangular matrix if for A square matrix is said to be a lower triangular matrix if for A square matrix is said to be triangular if it is an upper or a lower triangular matrix. For example is an upper triangular matrix. An upper triangular matrix will be represented by
Operations on Matrices DEFINITION 1.2.1 (Transpose of a Matrix) The transpose of an matrix is defined as the matrix with for and The transpose of is denoted by That is, by the transpose of an matrix we mean a matrix of order having the rows of as its columns and the columns of as its rows. For example, if then Thus, the transpose of a row vector is a column vector and vice-versa.
THEOREM 1.2.2 For any matrix Proof. Let and Then, the definition of transpose gives
and the result follows. DEFINITION 1.2.3 (Addition of Matrices) let and be are two matrices. Then the sum is defined to be the matrix with Note that, we define the sum of two matrices only when the order of the two matrices are same. DEFINITION 1.2.4 (Multiplying a Scalar to a Matrix) Let be an matrix. Then for any element we define For example, if and then THEOREM 1.2.5 Let and be matrices of order and let Then 1. 2. 3. 4. Proof. Part 1. Let and Then
as real numbers commute. The reader is required to prove the other parts as all the results follow from the properties of real numbers. EXERCISE 1.2.6 1. Suppose Then show that 2. Suppose Then show that
DEFINITION 1.2.7 (Additive Inverse) Let be an matrix. 1. Then there exists a matrix with This matrix is called the additive inverse of and is denoted by 2. Also, for the matrix Hence, the matrix is called the additive identity.
Multiplication of Matrices DEFINITION 1.2.8 (Matrix Multiplication / Product) Let be an matrix and be an matrix. The product is a matrix of order with
That is, if and then
Observe that the product is defined if and only if THE NUMBER OF COLUMNS OF MAT[A] = THE NUMBER OF ROWS OF MAT[B] For example, if and then
(1.2.1)
(1.2.2)
Observe the following: 1. In this example, while is defined, the product is not defined. However, for square matrices and of the same order, both the product and are defined. 2. The product corresponds to operating on the rows of the matrix (see 1.2.1), and 3. The product also corresponds to operating on the columns of the matrix (see 1.2.2). DEFINITION 1.2.9 Two square matrices and are said to commute if Remark 1.2.10 1. Note that if is a square matrix of order then Also, a scalar matrix of order commutes with any square matrix of order . 2. In general, the matrix product is not commutative. For example, consider the following two matrices and . Then check that the matrix product
THEOREM 1.2.11 Suppose that the matrices and are so chosen that the matrix multiplications are defined. 1. Then That is, the matrix multiplication is associative. 2. For any 3. Then That is, multiplication distributes over addition. 4. If is an matrix then 5. For any square matrix of order and we have o the first row of is times the first row of o for the row of is times the row of A similar statement holds for the columns of when is multiplied on the right by Proof. Part 1. Let and Then
Therefore,
Part 5. For all we have
as whenever Hence, the required result follows. The reader is required to prove the other parts. EXERCISE 1.2.12 1. Let and be two matrices. If the matrix addition is defined, then prove that . Also, if the matrix product is defined then prove that . 2. Let and Compute the matrix products and 3. Let be a positive integer. Compute for the following matrices:
Can you guess a formula for and prove it by induction? 4. Find examples for the following statements. 1. Suppose that the matrix product is defined. Then the product need not be defined. 2. Suppose that the matrix products and are defined. Then the matrices and can have different orders. 3. Suppose that the matrices and are square matrices of order Then and may or may not be equal.
Inverse of a Matrix DEFINITION 1.2.13 (Inverse of a Matrix) Let be a square matrix of order 1. A square matrix is said to be a LEFT INVERSE of if 2. A square matrix is called a RIGHT INVERSE of if 3. A matrix is said to be INVERTIBLE (or is said to have an INVERSE) if there exists a matrix such that LEMMA 1.2.14 Let be an matrix. Suppose that there exist matrices and such that and then Proof. Note that
Remark 1.2.15 1. From the above lemma, we observe that if a matrix is invertible, then the inverse is unique. 2. As the inverse of a matrix is unique, we denote it by That is, THEOREM 1.2.16 Let and be two matrices with inverses and respectively. Then 1. 2. 3. Proof. Proof of Part 1. By definition Hence, if we denote by then we get Thus, the definition, implies or equivalently
Proof of Part 2. Verify that Proof of Part 3. We know Taking transpose, we get
Hence, by definition EXERCISE 1.2.17 1. Let be invertible matrices. Prove that the product is also an invertible matrix. 2. Let be an inveritble matrix. Then prove that cannot have a row or column consisting of only zeros. 3. Let be an invertible matrix and let be a nonzero real number. Then determine the inverse of the matrix .
Some More Special Matrices DEFINITION 1.3.1 1. A matrix over is called symmetric if and skew-symmetric if 2. A matrix is said to be orthogonal if EXAMPLE 1.3.2 1. Let and Then is a symmetric matrix and is a skew-symmetric matrix.
2. Let Then is an orthogonal matrix. 3. Let be an matrix with Then and for The matrices for which a positive integer exists such that are calledNILPOTENT matrices. The least positive integer for which is called the ORDER OF NILPOTENCY. 4. Let Then The matrices that satisfy the condition that are called IDEMPOTENT matrices. EXERCISE 1.3.3 1. Show that for any square matrix is symmetric, is skew- symmetric, and 2. Show that the product of two lower triangular matrices is a lower triangular matrix. A similar statement holds for upper triangular matrices. 3. Let and be symmetric matrices. Show that is symmetric if and only if 4. Show that the diagonal entries of a skew-symmetric matrix are zero. 5. Let be skew-symmetric matrices with Is the matrix symmetric or skew-symmetric? 6. Let be a symmetric matrix of order with Is it necessarily true that 7. Let be a nilpotent matrix. Show that there exists a matrix such that
Submatrix of a Matrix DEFINITION 1.3.4 A matrix obtained by deleting some of the rows and/or columns of a matrix is said to be a submatrix of the given matrix. For example, if a few submatrices of are
But the matrices and are not submatrices of (The reader is advised to give reasons.)
Block Matrices Let be an matrix and be an matrix. Suppose Then, we can decompose the matrices and as and where has order and has order That is, the matrices and are submatrices of and consists of the first columns of and consists of the last columns of . Similarly, and are submatrices of and consists of the first rows of and consists of the last rows of . We now prove the following important theorem. THEOREM 1.3.5 Let and be defined as above. Then
Proof. First note that the matrices and are each of order . The matrix products and are valid as the order of the matrices and are respectively, and . Let and . Then, for and , we have
height6pt width 6pt depth 0pt Theorem 1.3.5 is very useful due to the following reasons: 1. The order of the matrices and are smaller than that of or 2. It may be possible to block the matrix in such a way that a few blocks are either identity matrices or zero matrices. In this case, it may be easy to handle the matrix product using the block form. 3. Or when we want to prove results using induction, then we may assume the result for submatrices and then look for submatrices, etc. For example, if and Then
If then can be decomposed as follows: or or and so on. Suppose and Then the matrices and are called the blocks of the matrices and respectively. Even if is defined, the orders of and may not be same and hence, we may not be able to add and in the block form. But, if and is defined then Similarly, if the product is defined, the product need not be defined. Therefore, we can talk of matrix product as block product of matrices, if both the products and are defined. And in this case, we have That is, once a partition of is fixed, the partition of has to be properly chosen for purposes of block addition or multiplication. Miscellaneous Exercises EXERCISE 1.3.6 1. Complete the proofs of Theorems 1.2.5 and 1.2.11. 2. Let and Geometrically interpret and 3. Consider the two coordinate transformations and 1. Compose the two transformations to express in terms of 2. If and then find matrices and such that and 3. Is 4. For a square matrix of order we define trace of denoted by as
Then for two square matrices, and of the same order, show the following: 1. 2. 5. Show that, there do not exist matrices and such that for any 6. Let and be two matrices and let be an column vector. 1. Prove that if for all then is the zero matrix. 2. Prove that if for all then 7. Let be an matrix such that for all matrices Show that for some 8. Let Show that there exist infinitely many matrices such that Also, show that there does not exist any matrix such that 9. Compute the matrix product using the block matrix multiplication for the matrices and 10. Let If and are symmetric, what can you say about Are and symmetric, when is symmetric? 11. Let and be two matrices. Suppose are the rows of and are the columns of If the product is defined, then show that
12. [That is, left multiplication by is same as multiplying each column of by Similarly, right multiplication by is same as multiplying each row of by ]
Matrices over Complex Numbers Here the entries of the matrix are complex numbers. All the definitions still hold. One just needs to look at the following additional definitions. DEFINITION 1.4.1 (Conjugate Transpose of a Matrix) 1. Let be an matrix over If then the Conjugate of denoted by is the matrix with For example, Let Then
2. Let be an matrix over If then the Conjugate Transpose of denoted by is the matrix with For example, Let Then
3. A square matrix over is called Hermitian if 4. A square matrix over is called skew-Hermitian if 5. A square matrix over is called unitary if 6. A square matrix over is called Normal if Remark 1.4.2 If with then EXERCISE 1.4.3 1. Give examples of Hermitian, skew-Hermitian and unitary matrices that have entries with non-zero imaginary parts. 2. Restate the results on transpose in terms of conjugate transpose. 3. Show that for any square matrix is Hermitian, is skew-Hermitian, and 4. Show that if is a complex triangular matrix and then is a diagonal matrix.