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Matrices | Mathematics - Wyatt's Notes

An m×nm \times n matrix AA over FF is a rectangular array of mnmn elements from FFArranged in mm rows and nn columns. The set of all such matrices is denoted Mm×n(F)\mathcal{M}_{m \times n}(F).

Addition. For A,BMm×n(F)A, B \in \mathcal{M}_{m \times n}(F), (A+B)ij=Aij+Bij(A + B)_{ij} = A_{ij} + B_{ij}.

Scalar multiplication. For αF\alpha \in F and AMm×n(F)A \in \mathcal{M}_{m \times n}(F) (αA)ij=αAij(\alpha A)_{ij} = \alpha A_{ij}.

Matrix multiplication. For AMm×n(F)A \in \mathcal{M}_{m \times n}(F) and BMn×p(F)B \in \mathcal{M}_{n \times p}(F) The product ABMm×p(F)AB \in \mathcal{M}_{m \times p}(F) is defined by

(AB)ij=k=1nAikBkj(AB)_{ij} = \sum_{k=1}^n A_{ik} B_{kj}

Proposition 3.1. Matrix multiplication is associative but not commutative .

Proof. Associativity: (AB)C(AB)C has (i,j)(i,j)-entry l(kAikBkl)Clj=kAik(lBklClj)=(A(BC))ij\sum_l (\sum_k A_{ik} B_{kl}) C_{lj} = \sum_k A_{ik} (\sum_l B_{kl} C_{lj}) = (A(BC))_{ij} By interchanging the order of summation (both sums are finite). For non-commutativity, A=(0100)A = \begin{pmatrix} 0 & 1 \\ 0 & 0 \end{pmatrix} and B=(0010)B = \begin{pmatrix} 0 & 0 \\ 1 & 0 \end{pmatrix} give AB=(1000)(0001)=BAAB = \begin{pmatrix} 1 & 0 \\ 0 & 0 \end{pmatrix} \neq \begin{pmatrix} 0 & 0 \\ 0 & 1 \end{pmatrix} = BA. \blacksquare

The transpose of AMm×n(F)A \in \mathcal{M}_{m \times n}(F)Denoted ATA^TIs the n×mn \times m matrix With (AT)ij=Aji(A^T)_{ij} = A_{ji}.

Properties of transpose:

  1. (A+B)T=AT+BT(A + B)^T = A^T + B^T
  2. (αA)T=αAT(\alpha A)^T = \alpha A^T
  3. (AB)T=BTAT(AB)^T = B^T A^T
  4. (AT)T=A(A^T)^T = A

A square matrix AMn×n(F)A \in \mathcal{M}_{n \times n}(F) is invertible if there exists a matrix A1Mn×n(F)A^{-1} \in \mathcal{M}_{n \times n}(F) such that

AA1=A1A=InAA^{-1} = A^{-1}A = I_n

Theorem 3.1. The following are equivalent for AMn×n(F)A \in \mathcal{M}_{n \times n}(F):

  1. AA is invertible.
  2. det(A)0\det(A) \neq 0.
  3. The columns of AA are linearly independent.
  4. The rows of AA are linearly independent.
  5. rank(A)=n\mathrm{rank}(A) = n.
  6. The equation Ax=bA\mathbf{x} = \mathbf{b} has a unique solution for every b\mathbf{b}.
  7. The only solution to Ax=0A\mathbf{x} = \mathbf{0} is x=0\mathbf{x} = \mathbf{0}.

The determinant is a function det:Mn×n(F)F\det : \mathcal{M}_{n \times n}(F) \to F defined recursively by Laplace expansion along the first row:

det(A)=j=1n(1)1+ja1jM1j\det(A) = \sum_{j=1}^n (-1)^{1+j} a_{1j} M_{1j}

Where M1jM_{1j} is the (1,j)(1,j)-minor (the determinant of the (n1)×(n1)(n-1) \times (n-1) matrix obtained by Deleting row 1 and column jj).

The (i,j)(i,j)-cofactor is Cij=(1)i+jMijC_{ij} = (-1)^{i+j} M_{ij} So det(A)=j=1naijCij\det(A) = \sum_{j=1}^n a_{ij} C_{ij} for any fixed row ii.

Proposition 3.2 (Effect of Row Operations). Let AMn×n(F)A \in \mathcal{M}_{n \times n}(F).

  1. Swapping two rows of AA multiplies the determinant by 1-1.
  2. Multiplying a row of AA by αF\alpha \in F multiplies the determinant by α\alpha.
  3. Adding a multiple of one row to another leaves the determinant unchanged.

Proof. (1) This follows from the antisymmetry of the Leibniz formula det(A)=σSnsgn(σ)i=1nai,σ(i)\det(A) = \sum_{\sigma \in S_n} \mathrm{sgn}(\sigma) \prod_{i=1}^n a_{i,\sigma(i)}. Swapping two rows Changes the sign of every permutation, hence the sign of the sum.

(2) Multiplying row ii by α\alpha multiplies every term in the Leibniz expansion by α\alpha Hence det\det is multiplied by α\alpha.

(3) Adding α\alpha times row jj to row ii (iji \neq j): by multilinearity in row ii

\det(\mathrm{new}~A) = \det(A) + \alpha \cdot \det(\mathrm{matrix}~with~rows~i\mathrm{~and~j\mathrm}{~equal)}

A matrix with two equal rows has determinant 0 (by antisymmetry: swapping them leaves the matrix Unchanged but multiplies det\det by 1-1 So det=det\det = -\detHence det=0\det = 0). Therefore det(new A)=det(A)\det(\mathrm{new}~A) = \det(A). \blacksquare

Theorem 3.3 (Multiplicativity). For A,BMn×n(F)A, B \in \mathcal{M}_{n \times n}(F)

det(AB)=det(A)det(B)\det(AB) = \det(A)\det(B)

Proof (via elementary matrices). Every matrix BB can be written as a product of elementary matrices Times an upper triangular matrix: B=E1E2EkUB = E_1 E_2 \cdots E_k U. For an elementary matrix EE:

  • If EE swaps rows, det(E)=1\det(E) = -1 and det(AE)=det(A)=det(A)det(E)\det(AE) = -\det(A) = \det(A)\det(E).
  • If EE multiplies a row by α\alpha, det(E)=α\det(E) = \alpha and det(AE)=αdet(A)=det(A)det(E)\det(AE) = \alpha\det(A) = \det(A)\det(E).
  • If EE adds a multiple of one row to another, det(E)=1\det(E) = 1 and det(AE)=det(A)=det(A)det(E)\det(AE) = \det(A) = \det(A)\det(E).

Thus det(AE)=det(A)det(E)\det(AE) = \det(A)\det(E) for every elementary matrix. By induction,

det(AB)=det(AE1EkU)=det(A)det(E1)det(Ek)det(U)=det(A)det(B)\det(AB) = \det(A \cdot E_1 \cdots E_k U) = \det(A) \cdot \det(E_1) \cdots \det(E_k) \cdot \det(U) = \det(A) \cdot \det(B)

Since det(B)=det(E1)det(Ek)det(U)\det(B) = \det(E_1)\cdots\det(E_k)\det(U). \blacksquare

Corollary 3.4. det(AT)=det(A)\det(A^T) = \det(A) And for invertible AA, det(A1)=1/det(A)\det(A^{-1}) = 1/\det(A).

Proof. AA1=IAA^{-1} = I So det(A)det(A1)=det(I)=1\det(A)\det(A^{-1}) = \det(I) = 1Giving det(A1)=1/det(A)\det(A^{-1}) = 1/\det(A). For the transpose, use the Leibniz formula or observe that row Operations and column operations have the same effects on the determinant. \blacksquare

Definition. The adjugate (or adjoint) of AMn×n(F)A \in \mathcal{M}_{n \times n}(F) is

adj(A)=(Cji)i,j=1n\mathrm{adj}(A) = (C_{ji})_{i,j=1}^n

Where CijC_{ij} is the (i,j)(i,j)-cofactor of AA. That is, adj(A)\mathrm{adj}(A) is the transpose of the Cofactor matrix.

Theorem 3.5. For any AMn×n(F)A \in \mathcal{M}_{n \times n}(F)

Aadj(A)=adj(A)A=det(A)InA \cdot \mathrm{adj}(A) = \mathrm{adj}(A) \cdot A = \det(A) \cdot I_n

In particular, if det(A)0\det(A) \neq 0 Then A1=1det(A)adj(A)A^{-1} = \frac{1}{\det(A)} \mathrm{adj}(A).

Proof. The (i,j)(i,j)-entry of Aadj(A)A \cdot \mathrm{adj}(A) is k=1naikCjk\sum_{k=1}^n a_{ik} C_{jk}. When i=ji = jThis is k=1naikCik=det(A)\sum_{k=1}^n a_{ik} C_{ik} = \det(A) (cofactor expansion along row ii). When iji \neq jThis is the cofactor expansion of a matrix obtained from AA by replacing row jj With row iiWhich has two equal rows and hence determinant 0. \blacksquare

Problem. Compute det(A)\det(A) where

A=(123014560)A = \begin{pmatrix} 1 & 2 & 3 \\ 0 & 1 & 4 \\ 5 & 6 & 0 \end{pmatrix}

Solution

Expanding along the first column:

det(A)=1det(1460)0+5det(2314)\det(A) = 1 \cdot \det\begin{pmatrix} 1 & 4 \\ 6 & 0 \end{pmatrix} - 0 + 5 \cdot \det\begin{pmatrix} 2 & 3 \\ 1 & 4 \end{pmatrix}

=1(024)+5(83)=24+25=1= 1 \cdot (0 - 24) + 5 \cdot (8 - 3) = -24 + 25 = 1

\blacksquare

Problem. Compute det(A)\det(A) by row reduction where

A=(2131425363851111)A = \begin{pmatrix} 2 & 1 & 3 & 1 \\ 4 & 2 & 5 & 3 \\ 6 & 3 & 8 & 5 \\ 1 & 1 & 1 & 1 \end{pmatrix}

Solution

Apply row operations and track their effect on the determinant:

(2131425363851111)R22R1,R33R1(21310011001201/21/21/2)\begin{pmatrix} 2 & 1 & 3 & 1 \\ 4 & 2 & 5 & 3 \\ 6 & 3 & 8 & 5 \\ 1 & 1 & 1 & 1 \end{pmatrix} \xrightarrow{R_2 - 2R_1, R_3 - 3R_1} \begin{pmatrix} 2 & 1 & 3 & 1 \\ 0 & 0 & -1 & 1 \\ 0 & 0 & -1 & 2 \\ 0 & 1/2 & -1/2 & 1/2 \end{pmatrix}

The determinant is unchanged (only type 3 operations). Now swap R2R_2 and R4R_4 (multiplies det\det by 1-1):

R2R4(213101/21/21/200120011)\xrightarrow{R_2 \leftrightarrow R_4} \begin{pmatrix} 2 & 1 & 3 & 1 \\ 0 & 1/2 & -1/2 & 1/2 \\ 0 & 0 & -1 & 2 \\ 0 & 0 & -1 & 1 \end{pmatrix}

Now R4R4R3R_4 \to R_4 - R_3 (determinant unchanged):

(213101/21/21/200120001)\begin{pmatrix} 2 & 1 & 3 & 1 \\ 0 & 1/2 & -1/2 & 1/2 \\ 0 & 0 & -1 & 2 \\ 0 & 0 & 0 & -1 \end{pmatrix}

The determinant is the product of diagonal entries, times 1-1 for the row swap:

det(A)=(1)212(1)(1)=1\det(A) = (-1) \cdot 2 \cdot \frac{1}{2} \cdot (-1) \cdot (-1) = -1

\blacksquare

Problem. Find A1A^{-1} using the adjugate formula, where

A=(1234)A = \begin{pmatrix} 1 & 2 \\ 3 & 4 \end{pmatrix}

Solution

det(A)=1423=20\det(A) = 1 \cdot 4 - 2 \cdot 3 = -2 \neq 0 So AA is invertible.

Cofactors: C11=4C_{11} = 4, C12=3C_{12} = -3, C21=2C_{21} = -2, C22=1C_{22} = 1.

adj(A)=(4231)\mathrm{adj}(A) = \begin{pmatrix} 4 & -2 \\ -3 & 1 \end{pmatrix}

A1=12(4231)=(213/21/2)A^{-1} = \frac{1}{-2}\begin{pmatrix} 4 & -2 \\ -3 & 1 \end{pmatrix} = \begin{pmatrix} -2 & 1 \\ 3/2 & -1/2 \end{pmatrix}

Verify: AA1=(1234)(213/21/2)=(2+3116+632)=I2AA^{-1} = \begin{pmatrix} 1 & 2 \\ 3 & 4 \end{pmatrix}\begin{pmatrix} -2 & 1 \\ 3/2 & -1/2 \end{pmatrix} = \begin{pmatrix} -2 + 3 & 1 - 1 \\ -6 + 6 & 3 - 2 \end{pmatrix} = I_2. \blacksquare