Chapter 2
Matrix Algebra
Contents
2.1 Matrix Addition, Scalar Multiplication, and Transposition
2.2 Matrix Multiplication (2.3 7e)
2.3 Matrix Inverses (2.4 7e)
2.5 Matrix Transformations (2.2 & 2.6 7e)
2.7 An Application to Input-Output Economic Models (2.8 7e)
Objectives
Practicing some matrix operations
Find matrix inverse
Using matrix transformations to reveal the geometrical
meaning of matrix multiplication and inverse.
The relationship of matrix algebra to linear equations
Application to Input – Output Economic Models
2.1. Matrix Addition, scalar
multiplication and transposition
Definitions
3 columns
the (1,3)-entry of A
2 3 5
A 2 rows
1 0 4
a11 a12 ... a1n 2 refers to the row
a a22
... a2 n
A 21
... ... ... ... n refers to the column
am1 am 2 ... amn
Definitions
An mxm matrix is called a square matrix
(ma trận vuông) of size m
The zero matrix (ma trận không) of size
mxn ( denoted by (0mxn)is the matrix that its
all entries are 0
If A=[aij] is an mxn matrix then -A refers to
the negative matrix (ma trận đối) of A
and defined by
-A=[-aij]
Identity matrices (ma trận đơn vị)
1 0 0
1 0
I2 , I 3 0 1 0 ,...
0 1 0 0 1
An identity matrix I is a square matrix with 1’s on the
main diagonal and zeros elsewhere
Triangular matrices
2 0 0 0 2 0 0 0
0 0
L 2 0 0 0
5 3
U
0 0 0 0
7 8 5 0
0 0 0 0
Two matrices are called equal if
They have the same size
Corresponding entries are equal
If A=[aij], B=[bij] then A=B means aij=bij for
all i and j
Matrix Addition of same size
matrices
If A=[aij], B=[bij] then the sum matrix A+B is
defined by A+B=[aij+bij]
The difference A-B is a matrix defined by
A-B=A+(-B)=[aij-bij] for all mxn matrices A
and B
Note that A-A=0, A+0=A (0 is zero matrix)
for all mxn matrix A
Properties
If A ,B and C are any matrices of the same
size, then
A+B=B+A (commutative law: giao hoán)
A+(B+C)=(A+B)+C (associative law: kết
hợp)
Scalar Multiplication
(phép nhân vô hướng)
Suppose A=[aij] is an mxn matrix and k is
a real munber, the scalar multiple kA is
a matrix defined by kA=[kaij]
kA=0 (either k=0 or A=0)
(k=0 or A=0)kA=0
Scalar: a quantity that has magnitude, but not direction; -- distinguished from a
vector, which has both magnitude and direction (Webster Dictionary) One
value
Transpose
If A=[aij] is any mxn matrix,the transpose of A,
written AT, is an nxm matrix defined by AT=[aji]
The row i of A is the column i of AT
The column j of A is the row j of AT
Theorem 2
(AT)T=A
(kA)T=k(AT)
(A+B)T=AT+BT
Definitions
If A=[aij] is any mxn matrix, then
a11,a22,a33,…, are called the main
diagonal (đường chéo chính) of A
If A=AT then A is called symmetric
(đối xứng). In this case, A is a
square matrix
Dot product (tích vô hướng)
Example
3
1 2 3 2 1 3 2 2 3 1 10
1
2.2 Matrix Multiplication
Suppose A=[aij] is an mxk matrix and B=[bij] is an
kxn matrix, then the product AB=[cij] is an mxn
matrix whose the (i,j)-entry is the dot product of
row i of A and column j of B
cij=(row i of A).(column j of B)
Note that AmxkBkxn is a mxn matrix
1 2 1.1+2.1
3 4 1 2
1 0 1 2
0 1 -1 -2 -1 0
2 0 1 2 1 0 -2 0 2 -4
Example
1 1 a b
A ; B
0 0 1 0
Find B such that:
B commutes with A
B2 is zero matrix
Matrix and system of linear
equations
Consider the system
a11 x1 a12 x2 ... a1n xn b1
a x a x ... a x b
21 1 22 2 2 n 2
.........................................
am1 x1 am 2 x2 ... amn xn bm
AX B
two parameters
linear combination of X1,X2
basic solutions
basic solutions
Theorem 3
Let A be an mxn matrix of rank r, AX=0 is an homogeneous in n
variables. Then:
The system has exactly n-r basic solutions, one for each parameter.
Every solution is a linear combination (tổ hợp tuyến tính) of these
basic solutions.
basic solutions
linear combination
Exercises 16a,18a p49
Directed Graph
Points=vertices
Vertices are connected by arrows called
edges
If a directed graph has n vertices v1,v2,
…,vn, the adjacency matrix A=[aij] is the
nxn matrix
The (i,j)-entry is only 1 or 0
If there is an edge from vj to vertex vi then
aij=1 else aij=0
Directed Graph
a11=1 means v1v1
a23=1 means v3v2
a32=0 means have no edges from
vertex 2 to vertex 3
A path of length r (or an r-path) from
vertex j to vertex i is a sequence of r 1 1 0
edges leading from vj to vi. 1 0 1
v1v2v1v3v2 is a 4-path from v1
1 0 0
to v2
Theorem 6
If A is the adjacency matrix of a
directed graph with n vertices, then
the (i,j)-entry of Ar is the number of
r-paths vjvi
1 1 0
For example, in A3, (2,1)-entry is 3, A 1 0 1
so there are three 3-paths from v1 1 0 0
to v2
There are one 3-paths from v2 to 4 2 1
v3 as (3,2)-entry of A3 is 1
A 3 2 1
3
2 1 1
2.3 Matrix Inverse
Definition
If A is a square matrix, a matrix B is called an
inverse (nghịch đảo) of A if and only if AB=I
and BA=I
A matrix A that has an inverse is called an
invertible (khả nghịch) matrix.
Ex. Suppose B and C are both inverses of A.
Show that B=C
B.A=A.B=I, C.A=A.C=I (supposition)
B=…=C (our goal)
B=I.B=(C.A).B=C.(A.B)=C.I=C
Example
Show that A3=I and find A-1 if
0 1
A
1 1
Solve the system AX=B with B=[1 2]T
Example
We have 1 1
A AA
2
1 0
1 1 0 1 1 0
A A A
3 2
I2
1 0 1 1 0 1
And, A3= A2A=AA2=I2
So, A-1=A2
Example
AX B A AX A B
1 1
1 1 1 1
X A B
1
1 0 2 1
Theorem 2
Suppose AX=B is a system of n equations in n
variables and A is an invertible matrix. Then the
system has the unique solution
X=A-1B
The inverse of an 2x2 matrix
Consider the matrix a b
A
c d
The determinant of A is detA=ad-bc
d b
The adjugate matrix of A is defined by adjA
c a
1 1 d b
A
1
adjA
det A det A c a
The inverse of 2x2 matrix
a b
If A
c d
1 1 d b
then A adjA
1
det A
det A c a
3 2
A
1 1
1 1 2 1 2
1 2 A
1
adjA 1 1 3 1 3
1 3
Find the inverse of the following matrices
4 3 2 1
A B
6 5 7 5
1 2 a 2
C D
4 8 1 a
Matrix Inversion Algorithm
elementary row operations
A I I A -1
input
output
Theorem 3.
Either any square matrix can be reduced to I or not.
In the first case, the algorithm produces A-1;
in the second, A-1 does not exist.
Example
Find the inverse of the matrix
1 0 1
A 3 2 0
1 1 0
Example
1 0 1 1 0 0 3 r1 r2
r1 r3
1 0 1 1 0 0
3 2 0 0 1 0 0 2 3 3 1 0
1 1 0 0 0 1 0 1 1 1 0 1
1 0 1 1 0 0
r r
0 1 1 1 0 1
2 3
0 2 3 3 1 0
1 0 1 1 0 0 1 0 1 1 0 0
r 2 r r
0 1 1 1 0 1 0 1 1 1 0 1
2 2 3
0 2 3 3 1 0 0 0 1 1 1 2
Example
r3 r2
r3 r1
1 0 0 0 1 2
0 1 0 0 1 3
0 0 1 1 1 2
0 1 2
A1 0 1 3
1 1 2
Properties
Theorem 4
(A-1)-1=A
(AB)-1=B-1A-1
(AT)-1=(A-1)T
(A1A2…Ak)-1=Ak-1…A2-1A1-1
(Ak)-1=(A-1)k
(aA)-1=A-1/a
I-1=I
Corollary. A square matrix A is invertible iff AT is invertible
Example
Find A if 2 1
A 2I
1
T
1 0
Theorem 5
The following conditions are equivalent for an nxn
matrix A
1. A is invertible
2. The homogeneous system AX=0 has only the
trivial solution X=0
3. A can be carried to In by elementary row
operations
4. The system AX=B has unique solution for every
choice of column B
5. There exist an nxn matrix C such that AC=In
Corollary
If A and C are square matrices such that AC=I,
then also CA=I. In particular, both A and C are
invertible, C=A-1 and A=C-1 (since 51)
2.5. Matrix Transformations
(phép biến đổi ma trận)
Definitions
(a1,a2,…,an): ordered n-tuple
a1
Rn: the set of all ordered n- a
tuples 2
Every (a1,a2,…,an) in Rn is called ...
a vector or n-vector
a n
Transformations
Rn Rm
X T T(X)
Two transformations T and S are called equal iff
T(X)=S(X) , for all X in Rn
Transformations
x
y
x
y
Formula of the Transformation
T[x1 x2 x3]T=[x1 x1-x2 x2-x3 x3-x1]T defines a
transformation T:R3R4
Suppose A is an mxn matrix, then
T[x1 x2 … xn]T=A[x1 x2 … xn] ( T(X)=AX ) is a
transformation T: RnRm called the matrix
transformation induced by A
A is zero matrix: the zero transformation T=0
A is identity matrix In: the identity
transformation T= 1n
Transformation induced by a matrix A
Matrix Multiplication (T)
X T(X)=AX
Matrix transformation induced by A
0:
n m
1 :
n
n n
X 0X 0 X In X X
T(X)=0X=0 T(X)=IX=X
Example
1 2 4
A
0 3 5
x1 x1
1 2 4 x1 2 x2 4 x3
X x2 T(X)=AX
0 3 5 x2 0 x 3 x 5 x
x 1 3 21
x3
2
3
a 0
Example A
0 1
a>1:X-expansion of R2
x TX AX a 0 x ax
y 0 1 y y
0<a<1:X-compression of R2
b>1:Y-expansion of R2
x TX AX 1 0 x x
y 0 b y by
0<b<1:Y-compression of R2
1 a
Example A
0 1
a>0: Positive
X-shear of R2 x TX AX 1 a x x ay
y 0 1 y y
a<0: Negative
X-shear of R2
Example
Rθ: the matrix cos sin
transformation that A
rotates R2 sin cos
counterclockwise
x cos sin x
(ngược chiều KĐH) y a sin cos y
about the origin
through the angle θ
Example
The rotation of R3 about the Z axis
through an angle θ from the X axis
to Y axis
cos sin 0
A sin cos 0
0 0 1
Translation
There are transformation that are not matrix
transformations
For example, the translation ( phép tịnh tiến)
is not a matrix transformation
A fixed vector
X T X+Y
A fixed vector
The matrix does not exist if Y is not zero vector
Linear Transformation
T: RnRm is called a linear transformation
( phép biến đổi tuyến tính) if it satisfies:
1.T(X+Y)=T(X)+T(Y) for all vectors X and Y
2.T(aX)=aT(X) for all vector X and all scalar a
If T is a linear transformation then
T(0)=0
T(-X)=-T(X)
Linear Combination
(tổ hợp tuyến tính)
Y=a1X1+a2X2+…+anXn is called a linear
combination of vectors X1,X2,…,Xn
Theorem 1. If T: RnRm is linear
transformation, then
T(a1X1+a2X2+…+anXn)
= a1 T(X1)+a2T(X2)+…+anT(Xn)
for all vectors Xi, and all scalar ai
Linear transformation
x1 y1 x1 y1
T a. b. a.T b.T
x2 y2 x2 y2
Let T:R2R2 be linear such that
1 2 3 4
T ,T
1 3 0 5
1 3 5
Find T 2 3 and T
1 0 2
Linear transformation
Example
5 3 1
2 1. 0 2 1
5 3 1
T T 1. 2
2 0 1
3 1 4 2 0
1.T 2.T 1. 2.
0 1 5 3 11
How to find the matrix of an linear
transformation?
Theorem 2. Let T: RnRm be a transformation
1. T is linear iff it is a matrix transformation
2. If T is linear, then T is induced by a unique
matrix A, given in terms of its columns by
A=[T(E1) T(E2) … T(En)] where E1, E2,…, En is
the standard basis of Rn
Linear transformation
Example
Let T:R2R2 be linear such that
x 1x 1 y
T
y 1x 3 y
2
Find the matrix of T and find T
1
Example
Standard basis of R2
1 1 0 1 0 0 1 1
T T
0 1 3.0 1 1 0 3.1 3
1 1
A
1 3
Example
1 1 2 1 1 2 3
A T
1 3 1 1 3 1 1
Composition
T:RnRm and S:RmRk
The composite of S and T is a transformation
defined by (S°T)(X)=S[T(X)] for all vector X in Rn
Theorem 3. If T and S are linear then S°T is
also linear. And if S has matrix A and T has
matrix B, then S°T has matrix AB
Transformation S T S°T
Matrix A B AB
Example
The reflection in the X axis followed by
rotation through pi/2 is reflection in the line
y=x (ex. 9 p.78)
M''
M'
1
M
Inverse
T:RnRn is a transformation that has matrix A
Suppose A is invertible then there exist A-1
Let T’:RnRn is a transformation that has
matrix A-1
T’[T(X)]=A-1[AX]=IX=X
T[T’(X)]=A[A-1X]=IX=X
T’ is called an inverse of T if
T T ' 1n T ' T
Inverse
Theorem 5. Let T:RnRn denote a linear
transformation with matrix A. Then A is
invertible if and only if T has an inverse. In
this case, T is has exactly one inverse ( which
we denote as T-1) and T-1 has matrix A-1
T
X Y
matrix A
T-1
X matrix A -1
Y
Linear transformation
Example
Let T:R2R2 be a linear such that
x x y
T
y x 3y
2
1
Find the matrix of T and find T
1
Example
1 1 1 1 3 1
A A
1 3 4 1 1
2
1 1 2 1 3 1 2 1 5
T A
1 1 4 1 1 1 4 3
2.7 An application to Input – Output
Economic Models
A primitive society has three basic needs: food, shelter
and clothing. There are thus three industries in the society –
the farming, housing and garment industries – that produce
these commodities. Each of these industries consumes a
certain proportion of the total output of each commodity
according to the following table.
Find the annual prices that each industry must charge
for its income to equal its expenditures.
0.4 p1 0.2 p2 0.3 p3 p1
0.2 p1 0.6 p2 0.4 p3 p2
0.4 p 0.2 p 0.3 p p
1 2 3 3
E: stochastic matrix 0.4 p1 0.2 p2 0.3 p3 p1
EP=P or (I-E)P=0 : 0.2 p1 0.6 p2 0.4 p3 p2
equilibrium 0.4 p 0.2 p 0.3 p p
1 2 3 3
condition
The solutions P: .4 .2 .3 p1
E .2 .6 .4 P p2
equilibrium price
structures
.4 .2 .3 p3
Example
A town has two industries, A1 and A2. Industry A1 uses
40% of its own output with the rest used by A2, while
A1 and A2 each use 50% of the output of A2. The
first row of the input-output matrix, and the
equilibrium price structure for these industries is:
a [0.4 0.5], [5/11 6/11]T
b [0.4 0.6], [6/11 5/11]T
c [0.5 0.5], [4/11 7/11]T
d [0.6 0.4], [7/11 4/11]T
e All of other choices are wrong
Thanks