Linear algebra review, part 2: matrices as collections of vectors (builds on Linear Vector Spaces).

Matrices and Partitions

  • Matrix 𝐴, 𝑝×𝑚:
    • 𝐴=[𝑎11𝑎21⋮𝑎𝑝1𝑎12𝑎22𝑎𝑝2………𝑎1𝑚𝑎2𝑚⋮𝑎𝑝𝑚]
    • 𝑎𝑖𝑗∈ℝ, row index 𝑖=1,…,𝑝, column index 𝑗=1,…,𝑚

Column Partition

  • Each column is a vector 𝐚𝑗∈ℝ𝑝:
    • 𝐴=[𝐚1,𝐚2,…,𝐚𝑚]with𝐚𝑗∈ℝ𝑝
  • This is the column partition of 𝐴

Row Partition

  • Each row is a (transposed) vector 𝛂𝖳𝑖, with 𝛂𝑖∈ℝ𝑚 (rows of 𝐴):
    • 𝐴=[𝛂𝖳1𝛂𝖳2⋮𝛂𝖳𝑝]row partition

Matrix-Vector Multiplication

  • Given 𝐴 𝑝×𝑚, 𝐱∈ℝ𝑛, the product
    • 𝐲=𝐴𝐱=∑𝑛𝑘=1𝑥𝑘𝐚𝑘
  • Defined only if the size of 𝐱 (𝑛) = # of columns in 𝐴 (𝑚)
  • If so, then 𝐲∈ℝ𝑝 (𝑝 = # rows in 𝐴), and 𝐲 is a linear combination of the columns of 𝐴
  • Equivalently, using the row partition:
    • 𝐲=[𝛂1⋅𝐱𝛂2⋅𝐱⋮𝛂𝑝⋅𝐱]
    • an array of dot products with the rows of 𝐴
  • The set of all such 𝐲 is the range of 𝐴

Matrix-Matrix Multiplication

  • Given 𝐴 𝑚×𝑛, 𝐵 𝑝×𝑞, the product
    • 𝐶=𝐴𝐵(𝑚×𝑛)(𝑝×𝑞)
    • is defined only if 𝑛=𝑝 (the inner dimensions must match), and then
    • 𝐶=𝐴[𝐛1,…,𝐛𝑞]=[(𝐴𝐛1),(𝐴𝐛2),…,(𝐴𝐛𝑞)]
    • has size 𝑚×𝑞 (the outer dimensions)
  • Equivalently
    • 𝑐𝑖𝑗=𝛂𝑖⋅𝐛𝑗𝑖=1,…,𝑚;𝑗=1,…,𝑞
    • (dot product of 𝑖th row of 𝐴 with 𝑗th column of 𝐵)

Square and Identity Matrices

  • “Square” matrix: the matrix has the same # of rows as columns
  • “Identity matrix”: 𝐼, 𝑛×𝑛
    • for any 𝐱∈ℝ𝑛, 𝐼𝐱=𝐱
    • for any 𝐴 𝑛×𝑛, 𝐼𝐴=𝐴𝐼=𝐴

Matrix Inverse

  • For 𝐴 𝑛×𝑛, matrix 𝑀 is an inverse if
    • 𝑀𝐴=𝐴𝑀=𝐼
  • If such an 𝑀 exists we denote it by 𝐴−1
  • Computationally:
    • 𝐴−1=Adj(𝐴)det(𝐴)
    • det is a scalar; Adj is an 𝑛×𝑛 matrix of sub-determinants
    • Both can be recursively reduced to the 2×2 case:
  • For
    • 𝐴=[𝑎11𝑎21𝑎12𝑎22]
    • det(𝐴)=𝑎11𝑎22−𝑎12𝑎21Adj(𝐴)=[𝑎22−𝑎21−𝑎12𝑎11]

Possible slip in notes

  • The handwritten 2×2 determinant reads 𝑎11𝑎22−𝑎21𝑎22; the second term should be 𝑎21𝑎12 (written correctly above)

NOTE

  • 𝐴−1 is undefined if det(𝐴)=0. Such a matrix is singular
  • See Singular Matrices for equivalent characterizations