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VCU HGEN 619 - Matrix Algebra

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Matrix AlgebraHeuristicWhat you knowSlide 4What you may guessSlide 6Matrix NotationMany NumbersSlide 9Useful SubnotationSlide 11Matrix OperationsAdditionSlide 14Addition ConformabilitySubtractionSlide 17Subtraction ConformabilityMultiplication ConformabilityMultiplication General FormulaMultiplication IMultiplication IIMultiplication IIIMultiplication IVMultiplication VMultiplication VIMultiplication VIIInner Product of a VectorOuter Product of a VectorInverseUnany operations: InverseUnary Operations: InverseInverse of 2 x 2 matrixSlide 34Slide 35Slide 36Slide 37Matrix AlgebraHGEN619 class 2006HeuristicYou already know a lot of itEconomical and aestheticGreat for statisticsWhat you knowAll about (1x1) matricesOperation Example ResultAddition 2 + 2Subtraction 5 - 1Multiplication 2 x 2Division 12 / 3What you knowAll about (1x1) matricesOperation Example ResultAddition 2 + 2 4Subtraction 5 – 1 4Multiplication 2 x 2 4Division 12 / 3 4What you may guessNumbers can be organized in boxes, e.g.1423What you may guessNumbers can be organized in boxes, e.g.1423Matrix NotationAMany Numbers 31 23 16 99 08 12 14 73 85 98 33 94 12 75 02 57 92 75 11 28 39 57 17 38 18 38 65 10 73 16 73 77 63 18 56 18 57 02 74 82 20 10 75 84 19 47 14 11 84 08 47 57 58 49 48 28 42 88 84 47 48 43 05 61 75 98 47 32 98 15 49 01 38 65 81 68 43 17 65 21 79 43 17 59 41 37 59 43 17 97 65 41 35 54 44 75 49 03 86 93 41 76 73 19 57 75 49 27 59 34 27 59 34 82 43 19 74 32 17 43 92 65 94 13 75 93 41 65 99 13 47 56 34 75 83 47 48 73 98 47 39 28 17 49 03 63 91 40 35 42 12 54 31 87 49 75 48 91 37 59 13 48 75 94 13 75 45 43 54 32 53 75 48 90 37 59 37 59 43 75 90 33 57 75 89 43 67 74 73 10 34 92 76 90 34 17 34 82 75 98 34 27 69 31 75 93 45 48 37 13 59 84 76 59 13 47 69 43 17 91 34 75 93 41 75 90 74 17 34 15 74 91 35 79 57 42 39 57 49 02 35 74 23 57 75 11 35Matrix NotationAUseful SubnotationA2 2Useful SubnotationA8 40Matrix OperationsAdditionSubtractionMultiplicationInverseAddition14235867+ =A B+ =Addition14235867+ =612810A B+ =CAddition ConformabilityTo add two matrices A and B:# of rows in A = # of rows in B# of columns in A = # of columns in BSubtraction14235867- =B A- =Subtraction14235867- =4444B A- =CSubtraction ConformabilityTo subtract two matrices A and B:# of rows in A = # of rows in B# of columns in A = # of columns in BMultiplication ConformabilityRegular MultiplicationTo multiply two matrices A and B:# of columns in A = # of rows in BMultiply: A (m x n) by B (n by p)Multiplication General FormulaCi j =  Ai k x Bk jk=1nMultiplication I14235867x =A Bx =Multiplication II14235867x =A Bx =C(5x1)C1 1 =  A1 1 x B1 1k=1nMultiplication III14235867x =A Bx =C(5x1)+ (6x3)C1 1 =  A1 2 x B2 1k=2nMultiplication IV14235867x =A Bx =C23 ( 5 x 2 )+ ( 6 x 4 )C1 2 =  A1 k x Bk 2k=1nMultiplication V14235867x =A Bx =C23( 7 x 1 )+ ( 8 x 3 )34C2 1 =  A2 k x Bk 1k=1nMultiplication VI14235867x =A Bx =C23 34( 7 x 2 )+ ( 8 x 4 )31C2 2 =  A2 k x Bk 2k=1nMultiplication VII14235867x =A Bx =C23 3431 46m x n n x p m x pInner Product of a Vector(Column) Vector c (n x 1)c' c2 14x214===c' c21=c214(2x2)+(4x4)+(1x1)Outer Product of a Vector(Column) vector c (n x 1)c c'2 14x214=c c'=c2144 8 28 16 42 4 1InverseA number can be divided by another number - How do you divide matrices?Note that a / b = a x 1 / bAnd that a x 1 / a = 11 / a is the inverse of aUnany operations: InverseMatrix ‘equivalent’ of 1 is the identity matrixFind A-1 such that A-1 * A = I1100=IUnary Operations: InverseInverse of (2 x 2) matrixFind determinantSwap a11 and a22Change signs of a12 and a21Divide each element by determinantCheck by pre- or post-multiplying by inverseInverse of 2 x 2 matrixFind the determinant= (a11 x a22) = (a21 x a12)Fordet(A) = (2x3) – (1x5) = 12351=AInverse of 2 x 2 matrixSwap elements a11 and a22Thusbecomes2351=A3251Inverse of 2 x 2 matrixChange sign of a12 and a21Thusbecomes3251=A32-5-1Inverse of 2 x 2 matrixDivide every element by the determinantThusbecomes(luckily the determinant was 1)32-5-1=A32-5-1Inverse of 2 x 2 matrixCheck results with A-1 A =


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