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Properties of matrices

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1 Properties of matrices

In this section, we review some basic concepts of matrix theory and some fundamental properties of matrices, focusing on those that will be needed in later sections.

Matrices and vectors

A matrix is a rectangular array of numbers. For example,



is a 2 3 matrix A = (aij), where for i = 1, 2 and j = 1, 2, 3, the element of the matrix in row i and column j is aij. We use uppercase letters to denote matrices and corresponding subscripted lowercase letters to denote their elements. The set of all m n matrices with real-valued entries is denoted Rmn. In general, the set of m n matrices with entries drawn from a set S is denoted Smn.

The transpose of a matrix A is the matrix AT obtained by exchanging the rows and columns of A. For the matrix A of equation (1),

A vector is a one-dimensional array of numbers. For example,

is a vector of size 3. We use lowercase letters to denote vectors, and we denote the ith element of a size-n vector x by xi, for i = 1, 2, . . . , n. We take the standard form of a vector to be as a column vector equivalent to an n 1 matrix; the corresponding row vector is obtained by taking the transpose:

xT

The unit vector ei is the vector whose ith element is 1 and all of whose other elements are 0. Usually, the size of a unit vector is clear from the context.

A zero matrix is a matrix whose every entry is 0. Such a matrix is often denoted 0, since the ambiguity between the number 0 and a matrix of 0's is usually easily resolved from context. If a matrix of 0's is intended, then the size of the matrix also needs to be derived from the context.

Square n n matrices arise frequently. Several special cases of square matrices are of particular interest:

1. A diagonal matrix has aij = 0 whenever i j. Because all of the off-diagonal elements are zero, the matrix can be specified by listing the elements along the diagonal:

2 The n n identity matrix In is a diagonal matrix with 1's along the diagonal:

In = diag(1,1,,1)

When I appears without a subscript, its size can be derived from context. The ith column of an identity matrix is the unit vector ei.

3. A tridiagonal matrix T is one for which tij = 0 if |i - j| > 1. Nonzero entries appear only on the main diagonal, immediately above the main diagonal (ti,i+1 for i = 1, 2, . . . , n - 1), or immediately below the main diagonal (ti+1,i for i = 1, 2, . . . , n - 1):

4. An upper-triangular matrix U is one for which uij = 0 if i > j. All entries below the diagonal are zero:

An upper-triangular matrix is unit upper-triangular if it has all 1's along the diagonal.

5. A lower-triangular matrix L is one for which lij = 0 if i < j. All entries above the diagonal are zero:

A lower-triangular matrix is unit lower-triangular if it has all 1's along the diagonal.

6. A permutation matrix P has exactly one 1 in each row or column, and 0's elsewhere. An example of a permutation matrix is

Such a matrix is called a permutation matrix because multiplying a vector x by a permutation matrix has the effect of permuting (rearranging) the elements of x.

7. A symmetric matrix A satisfies the condition A = AT. For example,

is a symmetric matrix.

Operations on matrices

The elements of a matrix or vector are numbers from a number system, such as the real numbers, the complex numbers, or integers modulo a prime. The number system defines how to add and multiply numbers. We can extend these definitions to encompass addition and multiplication of matrices.

We define matrix addition as follows. If A = (aij) and B = (bij) are m n matrices, then their matrix sum C = (cij) = A + B is the m n matrix defined by

cij = aij + bij

for i = 1, 2, . . . , m and j = 1, 2, . . . , n. That is, matrix addition is performed componentwise. A zero matrix is the identity for matrix addition:

A + 0 = A
= 0 + A .

If is a number and A = (aij) is a matrix, then A = (aij) is the scalar multiple of A obtained by multiplying each of its elements by . As a special case, we define the negative of a matrix A = (aij) to be -1 A = - A, so that the ijth entry of - A is -aij. Thus,

A + (-A) = 0
= (-A) + A .

Given this definition, we can define matrix subtraction as the addition of the negative of a matrix: A - B = A + (-B).

We define matrix multiplication as follows. We start with two matrices A and B that are compatible in the sense that the number of columns of A equals the number of rows of B. (In general, an expression containing a matrix product AB is always assumed to imply that matrices A and B are compatible.) If A = (aij) is an m n matrix and B = (bjk) is an n p matrix, then their matrix product C = AB is the m p matrix C = (cik), where

for i = 1, 2, . . . , m and k = 1, 2, . . . , p. The procedure MATRIX-MULTIPLY in Section 26.1 implements matrix multiplication in the straightforward manner based on equation (3), assuming that the matrices are square: m = n = p. To multiply n n matrices, MATRIX-MULTIPLY performs n3 multiplications and n2(n - 1) additions, and its running time is (n3).

Matrices have many (but not all) of the algebraic properties typical of numbers. Identity matrices are identities for matrix multiplication:

ImA = AIn = A

for any m n matrix A. Multiplying by a zero matrix gives a zero matrix:

A

Matrix multiplication is associative:

A(BC) = (AB)C

for compatible matrices A, B, and C. Matrix multiplication distributes over addition:

A(B + C) = AB + AC ,
(B + C)D = BD + CD .

Multiplication of n n matrices is not commutative, however, unless n = 1. For example, if and , then

and

Matrix-vector products or vector-vector products are defined as if the vector were the equivalent n 1 matrix (or a 1 n matrix, in the case of a row vector). Thus, if A is an m n matrix and x is a vector of size n, then Ax is a vector of size m. If x and y are vectors of size n, then

is a number (actually a 1 1 matrix) called the inner product of x and y. The matrix xyT is an n n matrix Z called the outer product of x and y, with zij = xiyj. The (euclidean) norm ||x|| of a vector x of size n is defined by

Thus, the norm of x is its length in n-dimensional euclidean space.

Matrix inverses, ranks, and determinants

We define the inverse of an n n matrix A to be the n n matrix, denoted A-1 (if it exists), such that AA-1 = In = A-1 A. For example,

Many nonzero n n matrices do not have inverses. A matrix without an inverse is is called noninvertible, or singular. An example of a nonzero singular matrix is

If a matrix has an inverse, it is called invertible, or nonsingular. Matrix inverses, when they exist, are unique. (See Exercise 1-4.) If A and B are nonsingular n n matrices, then

(BA)-1 = A-1B-1.

The inverse operation commutes with the transpose operation:

(A-1)T = (AT)-1 .

The vectors x1, x2, . . . , xn are linearly dependent if there exist coefficients c1, c2, . . . , cn, not all of which are zero, such that c1x1 + c2x2 + . . . + cnxn = 0. For example, the vectors x1 = ( 1 2 3 )T, x2 = ( 2 6 4 )T, and x3 = ( 4 11 9 )T are linearly dependent, since 2x1 + 3x2 - 2x3 = 0. If vectors are not linearly dependent, they are linearly independent. For example, the columns of an identity matrix are linearly independent.

The column rank of a nonzero m n matrix A is the size of the largest set of linearly independent columns of A. Similarly, the row rank of A is the size of the largest set of linearly independent rows of A. A fundamental property of any matrix A is that its row rank always equals its column rank, so that we can simply refer to the rank of A. The rank of an m n matrix is an integer between 0 and min(m, n), inclusive. (The rank of a zero matrix is 0, and the rank of an n n identity matrix is n.) An alternate, but equivalent and often more useful, definition is that the rank of a nonzero m n matrix A is the smallest number r such that there exist matrices B and C of respective sizes m r and r n such that

A = BC .

A square n n matrix has full rank if its rank is n. A fundamental property of ranks is given by the following theorem.

Theorem 1

A square matrix has full rank if and only if it is nonsingular.

An m n matrix has full column rank if its rank is n.

A null vector for a matrix A is a nonzero vector x such that Ax = 0. The following theorem, whose proof is left as Exercise 1-8, and its corollary relate the notions of column rank and singularity to null vectors.

Theorem 2

A matrix A has full column rank if and only if it does not have a null vector.

Corollary 3

A square matrix A is singular if and only if it has a null vector.

The ijth minor of an n n matrix A, for n > 1, is the (n - 1) (n - 1) matrix A[ij] obtained by deleting the ith row and jth column of A. The determinant of an n n matrix A can be defined recursively in terms of its minors by

The term (-1)i+ j det(A[ij]) is known as the cofactor of the element aij.

The following theorems, whose proofs are omitted here, express fundamental properties of the determinant.

Theorem 4

The determinant of a square matrix A has the following properties:

If any row or any column of A is zero, then det (A) = 0.

The determinant of A is multiplied by if the entries of any one row (or any one column) of A are all multiplied by .

The determinant of A is unchanged if the entries in one row (respectively, column) are added to those in another row (respectively, column).

The determinant of A equals the determinant of AT.

The determinant of A is multiplied by - 1 if any two rows (respectively, columns) are exchanged.

Also, for any square matrices A and B, we have det (AB) = det(A) det(B).

Theorem 5

An n n matrix A is singular if and only if det(A) = 0.

Positive-definite matrices

Positive-definite matrices play an important role in many applications. An n n matrix A is positive-definite if xT Ax > 0 for all size-n vectors x 0. For example, the identity matrix is positive-definite, since for any nonzero vector x = ( x1 x2 . . . xn)T,

As we shall see, matrices that arise in applications are often positive-definite due to the following theorem.

Theorem 6

For any matrix A with full column rank, the matrix ATA is positive-definite.

Proof We must show that xT (ATA)x > 0 for any nonzero vector x. For any vector x,

xT(AT A)x = (Ax)T(Ax) (by Exercise 1-3)
||Ax||2
0 .

Note that ||Ax||2 is just the sum of the squares of the elements of the vector Ax. Therefore, if ||Ax||2 = 0, every element of Ax is 0, which is to say Ax = 0. Since A has full column rank, Ax = 0 implies x = 0, by Theorem 2. Hence, AT A is positive-definite.

Other properties of positive-definite matrices will be explored in Section 6.

Exercises

Prove that the product of two lower-triangular matrices is lower-triangular. Prove that the determinant of a (lower- or upper-) triangular matrix is equal to the product of its diagonal elements. Prove that the inverse of a lower-triangular matrix, if it exists, is lower-triangular.

Prove that if P is an n n permutation matrix and A is an n n matrix, then PA can be obtained from A by permuting its rows, and AP can be obtained from A by permuting its columns. Prove that the product of two permutation matrices is a permutation matrix. Prove that if P is a permutation matrix, then P is invertible, its inverse is PT, and PT is a permutation matrix.

Prove that (AB)T = BT AT and that AT A is always a symmetric matrix.

Prove that if B and C are inverses of A, then B = C.

Let A and B be n n matrices such that AB = I. Prove that if A' is obtained from A by adding row j into row i, then the inverse B' of A' can be obtained by subtracting column i from column j of B.

Let A be a nonsingular n n matrix with complex entries. Show that every entry of A-1 is real if and only if every entry of A is real.

Show that if A is a nonsingular symmetric matrix, then A-1 is symmetric. Show that if B is an arbitrary (compatible) matrix, then B ABT is symmetric.

Show that a matrix A has full column rank if and only if Ax = 0 implies x = 0. (Hint: Express the linear dependence of one column on the others as a matrix-vector equation.)

Prove that for any two compatible matrices A and B,

rank(AB) min(rank(A), rank(B)) ,

where equality holds if either A or B is a nonsingular square matrix. (Hint: Use the alternate definition of the rank of a matrix.)

Given numbers x0, x1, . . . , xn-1, prove that the determinant of the Vandermonde matrix

is

(Hint: Multiply column i by -x0 and add it to column i + 1 for i = n - 1, n - 2, . . . , 1, and then use induction.)



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