# 1 Introduction. 2 Matrices: Definition. Matrix Algebra. Hervé Abdi Lynne J. Williams

Save this PDF as:

Size: px
Start display at page:

Download "1 Introduction. 2 Matrices: Definition. Matrix Algebra. Hervé Abdi Lynne J. Williams"

## Transcription

1 In Neil Salkind (Ed.), Encyclopedia of Research Design. Thousand Oaks, CA: Sage. 00 Matrix Algebra Hervé Abdi Lynne J. Williams Introduction Sylvester developed the modern concept of matrices in the 9th century. For him a matrix was an array of numbers. Sylvester worked with systems of linear equations and matrices provided a convenient way of working with their coefficients, so matrix algebra was to generalize number operations to matrices. Nowadays, matrix algebra is used in all branches of mathematics and the sciences and constitutes the basis of most statistical procedures. Matrices: Definition A matrix is a set of numbers arranged in a table. For example, Toto, Marius, and Olivette are looking at their possessions, and they are counting how many balls, cars, coins, and novels they each possess. Toto has balls, 5 cars, 0 coins, and 0 novels. Marius has,, 3, Hervé Abdi The University of Texas at Dallas Lynne J. Williams The University of Toronto Scarborough Address correspondence to: Hervé Abdi Program in Cognition and Neurosciences, MS: Gr.4., The University of Texas at Dallas, Richardson, TX , USA herve

2 Matrix Algebra and 4 and Olivette has 6,, 3 and 0. These data can be displayed in a table where each row represents a person and each column a possession: balls cars coins novels Toto Marius 3 4 Olivette We can also say that these data are described by the matrix denoted A equal to: () Matrices are denoted by boldface uppercase letters. To identify a specific element of a matrix, we use its row and column numbers. For example, the cell defined by Row 3 and Column contains the value 6. We write that a 3, = 6. With this notation, elements of a matrix are denoted with the same letter as the matrix but written in lowercase italic. The first subscript always gives the row number of the element (i.e., 3) and second subscript always gives its column number (i.e., ). A generic element of a matrix is identified with indices such as i and j. So, a i,j is the element at the the i-th row and j-th column of A. The total number of rows and columns is denoted with the same letters as the indices but in uppercase letters. The matrix A has I rows (here I = 3) and J columns (here J = 4) and it is made of I J elements a i,j (here 3 4 = ). We often use the term dimensions to refer to the number of rows and columns, so A has dimensions I by J.

3 ABDI & WILLIAMS 3 As a shortcut, a matrix can be represented by its generic element written in brackets. So, A with I rows and J columns is denoted: a, a, a,j a,j a, a, a,j a,j [a i,j ] = a i, a i, a i,j a i,j a I, a I, a I,j a I, J. () For either convenience or clarity, we can also indicate the number of rows and columns as a subscripts below the matrix name: A I J = [a i,j ]. (3). Vectors A matrix with one column is called a column vector or simply a vector. Vectors are denoted with bold lower case letters. For example, the first column of matrix A (of Equation ) is a column vector which stores the number of balls of Toto, Marius, and Olivette. We can call it b (for balls), and so: b =. (4) 6 Vectors are the building blocks of matrices. For example, A (of Equation ) is made of four column vectors which represent the number of balls, cars, coins, and novels, respectively.. Norm of a vector We can associate to a vector a quantity, related to its variance and standard deviation, called the norm or length. The norm of a vector is the square root of the sum of squares of the elements, it is denoted by putting the name of the vector between a set of double bars ( ).

4 4 Matrix Algebra For example, for x =, (5) we find x = + + = = 9 = 3. (6).3 Normalization of a vector A vector is normalized when its norm is equal to one. To normalize a vector, we divide each of its elements by its norm. For example, vector x from Equation 5 is transformed into the normalized x as x = x x = (7) 3 Operations for matrices 3. Transposition If we exchange the roles of the rows and the columns of a matrix we transpose it. This operation is called the transposition, and the new matrix is called a transposed matrix. The A transposed is denoted A T. For example: if A 3 4 = then A T = A 4 3 T = 6 5. (8)

5 ABDI & WILLIAMS 5 3. Addition (sum) of matrices When two matrices have the same dimensions, we compute their sum by adding the corresponding elements. For example, with and B = , (9) we find A + B = = (0) In general A + B = a, + b, a, + b, a,j + b,j a,j + b,j a, + b, a, + b, a,j + b,j a,j + b,j a i, + b i, a i, + b i, a i,j + b i,j a i,j + b i,j a I, + b I, a I, + b I, a I,j + b I,j a I, J + b I, J. () Matrix addition behaves very much like usual addition. Specifically, matrix addition is commutative (i.e., A + B = B + A); and associative [i.e.,a + (B + C) = (A + B) + C]. 3.3 Multiplication of a matrix by a scalar In order to differentiate matrices from the usual numbers, we call the latter scalar numbers or simply scalars. To multiply a matrix by a scalar, multiply each element of the matrix by this scalar. For example: B = = ()

6 6 Matrix Algebra 3.4 Multiplication: Product or products? There are several ways of generalizing the concept of product to matrices. We will look at the most frequently used of these matrix products. Each of these products will behave like the product between scalars when the matrices have dimensions. 3.5 Hadamard product When generalizing product to matrices, the first approach is to multiply the corresponding elements of the two matrices that we want to multiply. This is called the Hadamard product denoted by. The Hadamard product exists only for matrices with the same dimensions. Formally, it is defined as: For example, with A B = [a i,j b i,j ] = a, b, a, b, a,j b,j a,j b,j a, b, a, b, a,j b,j a,j b,j a i, b i, a i, b i, a i,j b i,j a i,j b i,j a I, b I, a I, b I, a I,j b I,j a I, J b I, J. (3) we get: and B = , (4) A B = = (5)

7 ABDI & WILLIAMS Standard (a.k.a.) Cayley product The Hadamard product is straightforward, but, unfortunately, it is not the matrix product most often used. This product is called the standard or Cayley product, or simply the product (i.e., when the name of the product is not specified, this is the standard product). Its definition comes from the original use of matrices to solve equations. Its definition looks surprising at first because it is defined only when the number of columns of the first matrix is equal to the number of rows of the second matrix. When two matrices can be multiplied together they are called conformable. This product will have the number of rows of the first matrix and the number of columns of the second matrix. So, A with I rows and J columns can be multiplied by B with J rows and K columns to give C with I rows and K columns. A convenient way of checking that two matrices are conformable is to write the dimensions of the matrices as subscripts. For example: or even: A B = C, (6) I J J K I K I A J B K = C I K An element c i,k of the matrix C is computed as: c i,k = J j= (7) a i,j b j,k. (8) So, c i,k is the sum of J terms, each term being the product of the corresponding element of the i-th row of A with the k-th column of B. For example, let: [ ] and B = (9) The product of these matrices is denoted C = A B = AB (the sign can be omitted when the context is clear). To compute c, we

8 8 Matrix Algebra add 3 terms: () the product of the first element of the second row of A (i.e., 4) with the first element of the first column of B (i.e., ); () the product of the second element of the second row of A (i.e., 5) with the second element of the first column of B (i.e., 3); and (3) the product of the third element of the second row of A (i.e., 6) with the third element of the first column of B (i.e., 5). Formally, the term c, is obtained as c, = J=3 a,j b j, j= Matrix C is obtained as: = (a, ) (b, ) + (a, b, ) + (a,3 b 3, ) = (4 ) + (5 3) + (6 5) = 49. (0) AB = C = [c i,k ] = J=3 a i,j b j,k j= = [ ] 8 = [ ]. () 3.6. Properties of the product Like the product between scalars, the product between matrices is associative, and distributive relative to addition. Specifically, for any set of three conformable matrices A, B and C: (AB)C = A(BC) = ABC associativity () A(B + C) = AB + AC distributivity. (3)

9 ABDI & WILLIAMS 9 The matrix products AB and BA do not always exist, but when they do, these products are not, in general, commutative: For example, with AB BA. (4) [ ] and B = [ ] (5) we get: But AB = [ ] [ ] = [ ]. (6) B [ ] [ ] = [ ]. (7) Incidently, we can combine transposition and product and get the following equation: (AB) T = B T A T. (8) 3.7 Exotic product: Kronecker Another product is the Kronecker product also called the direct, tensor, or Zehfuss product. It is denoted, and is defined for all matrices. Specifically, with two matrices a i,j (with dimensions I by J) and B (with dimensions K and L), the Kronecker product gives a matrix C (with dimensions (I K) by (J L)) defined as: a, B a, B a,j B a,j B a, B a, B a,j B a,j B A B =. (9) a i, B a i, B a i,j B a i,j B a I, B a I, B a I,j B a I, J B

10 0 Matrix Algebra For example, with we get: [ 3] and B = [ ] (30) A B = [ ] = [ ]. (3) The Kronecker product is used to write design matrices. It is an essential tool for the derivation of expected values and sampling distributions. 4 Special matrices Certain special matrices have specific names. 4. Square and rectangular matrices A matrix with the same number of rows and columns is a square matrix. By contrast, a matrix with different numbers of rows and columns, is a rectangular matrix. So: is a square matrix, but is a rectangular matrix B = (3) (33)

11 ABDI & WILLIAMS 4. Symmetric matrix A square matrix A with a i,j = a j,i is symmetric. So: is symmetric, but is not (34) (35) Note that for a symmetric matrix: A T. (36) A common mistake is to assume that the standard product of two symmetric matrices is commutative. But this is not true as shown by the following example, with: and B = 3 3. (37) We get AB = 5, but B 5 0. (38) Note, however, that combining Equations 8 and 36, gives for symmetric matrices A and B, the following equation: AB = (BA) T. (39)

12 Matrix Algebra 4.3 Diagonal matrix A square matrix is diagonal when all its elements, except the ones on the diagonal, are zero. Formally, a matrix is diagonal if a i,j = 0 when i j. So: is diagonal. (40) Because only the diagonal elements matter for a diagonal matrix, we just need to specify them. This is done with the following notation: diag {[a,,..., a i,i,..., a I,I ]} = diag {[a i,i ]}. (4) For example, the previous matrix can be rewritten as: = diag {[0, 0, 30]}. (4) The operator diag can also be used to isolate the diagonal of any square matrix. For example, with: we get: 3 diag {A} = diag = Note, incidently, that: (43). (44) 0 0 diag {diag {A}} = (45) 0 0 9

13 ABDI & WILLIAMS Multiplication by a diagonal matrix Diagonal matrices are often used to multiply by a scalar all the elements of a given row or column. Specifically, when we pre-multiply a matrix by a diagonal matrix the elements of the row of the second matrix are multiplied by the corresponding diagonal element. Likewise, when we post-multiply a matrix by a diagonal matrix the elements of the column of the first matrix are multiplied by the corresponding diagonal element. For example, with: we get and and also [ ] B = [ ] C = 0 4 0, (46) B [ ] [ ] = [ ] (47) AC = [ ] BAC = [ ] [ ] = [ ] (48) = [ ]. (49) 4.5 Identity matrix A diagonal matrix whose diagonal elements are all equal to is called an identity matrix and is denoted I. If we need to specify its dimensions, we use subscripts such as I = I = (this is a 3 3 identity matrix). (50)

14 4 Matrix Algebra The identity matrix is the neutral element for the standard product. So: I A I = A (5) for any matrix A conformable with I. For example: = = (5) 4.6 Matrix full of ones A matrix whose elements are all equal to, is denoted or, when we need to specify its dimensions, by. These matrices are neutral I J elements for the Hadamard product. So: A = [ ] [ ] (53) = [ ] = [ ]. (54) The matrices can also be used to compute sums of rows or columns: [ 3] = ( ) + ( ) + (3 ) = = 6, (55) or also [ ] [ 3 ] = [5 7 9]. (56) Matrix full of zeros A matrix whose elements are all equal to 0, is the null or zero matrix. It is denoted by 0 or, when we need to specify its dimensions, by

15 ABDI & WILLIAMS 5 0. Null matrices are neutral elements for addition I J [ 3 4 ] + 0 = [ ] = [ 3 4 ]. (57) They are also null elements for the Hadamard product. [ 3 4 ] 0 = [ ] = [ ] = 0 (58) and for the standard product: [ 3 4 ] 0 = [ ] = [ ] = 0. (59) 4.8 Triangular matrix A matrix is lower triangular when a i,j = 0 for i < j. A matrix is upper triangular when a i,j = 0 for i > j. For example: and B = is lower triangular, (60) is upper triangular. (6) 4.9 Cross-product matrix A cross-product matrix is obtained by multiplication of a matrix by its transpose. Therefore a cross-product matrix is square and symmetric. For example, the matrix: (6)

16 6 Matrix Algebra pre-multiplied by its transpose gives the cross-product matrix: A T = [ ] (63) A T [ ] 4 = [ 33 ]. (64) 4.9. A particular case of cross-product matrix: Variance/Covariance A particular case of cross-product matrices are correlation or covariance matrices. A variance/covariance matrix is obtained from a data matrix with three steps: () subtract the mean of each column from each element of this column (this is centering ); () compute the cross-product matrix from the centered matrix; and (3) divide each element of the cross-product matrix by the number of rows of the data matrix. For example, if we take the I = 3 by J = matrix A: , (65) we obtain the means of each column as: m = I I A I J = 3 [ ] 5 0 = [5 7]. (66) 8 0 To center the matrix we subtract the mean of each column from all its elements. This centered matrix gives the deviations from each

17 ABDI & WILLIAMS 7 element to the mean of its column. Centering is performed as: D = A m = 5 0 [5 7] J 8 0 (67) = = (68) We note S the variance/covariance matrix derived from A, it is computed as: S = I DT D = 3 [ ] = 7 [ ] = [ ]. (69) (Variances are on the diagonal, covariances are off-diagonal.) 5 The inverse of a square matrix An operation similar to division exists, but only for (some) square matrices. This operation uses the notion of inverse operation and defines the inverse of a matrix. The inverse is defined by analogy with the scalar number case for which division actually corresponds to multiplication by the inverse, namely: a b = a b with b b =. (70) The inverse of a square matrix A is denoted A. It has the following property: A A = A I. (7)

18 8 Matrix Algebra The definition of the inverse of a matrix is simple. but its computation, is complicated and is best left to computers. For example, for: , (7) the inverse is: A = (73) All square matrices do not necessarily have an inverse. The inverse of a matrix does not exist if the rows (and the columns) of this matrix are linearly dependent. For example, , (74) does not have an inverse since the second column is a linear combination of the two other columns: 4 0 = 3 3 = (75) A matrix without an inverse is singular. When A exists it is unique. Inverse matrices are used for solving linear equations, and least square problems in multiple regression analysis or analysis of variance.

19 ABDI & WILLIAMS 9 5. Inverse of a diagonal matrix The inverse of a diagonal matrix is easy to compute: The inverse of is the diagonal matrix diag {a i,i } (76) A = diag {a i,i } = diag {/a i,i } (77) For example, are the inverse of each other. and , (78) 6 The Big tool: eigendecomposition So far, matrix operations are very similar to operations with numbers. The next notion is specific to matrices. This is the idea of decomposing a matrix into simpler matrices. A lot of the power of matrices follows from this. A first decomposition is called the eigendecomposition and it applies only to square matrices, the generalization of the eigendecomposition to rectangular matrices is called the singular value decomposition. Eigenvectors and eigenvalues are numbers and vectors associated with square matrices, together they constitute the eigendecomposition. Even though the eigendecomposition does not exist for all square matrices, it has a particularly simple expression for a class of matrices often used in multivariate analysis such as correlation, covariance, or cross-product matrices. The eigendecomposition of these matrices is important in statistics because it is used to find the maximum (or minimum) of functions involving these matrices. For example, principal component analysis is obtained from the eigendecomposition of a covariance or correlation matrix and gives the least square estimate of the original data matrix.

20 0 Matrix Algebra 6. Notations and definition An eigenvector of matrix A is a vector u that satisfies the following equation: Au = λu, (79) where λ is a scalar called the eigenvalue associated to the eigenvector. When rewritten, Equation 79 becomes: (A λi)u = 0. (80) Therefore u is eigenvector of A if the multiplication of u by A changes the length of u but not its orientation. For example, has for eigenvectors: [ 3 ] (8) u = [ 3 ] with eigenvalue λ = 4 (8) and u = [ ] with eigenvalue λ = (83) When u and u are multiplied by A, only their length changes. That is, Au = λ u = [ 3 ] [3 ] = [ 8 ] = 4 [3 ] (84) and Au = λ u = [ 3 ] [ ] = [ ] = [ ]. (85) This is illustrated in Figure. For convenience, eigenvectors are generally normalized such that: u T u =. (86)

21 ABDI & WILLIAMS 8 Au u 3 u - - Au a Figure : Two eigenvectors of a matrix. b For the previous example, normalizing the eigenvectors gives: We can check that: u = [ ] and u [ ]. (87) [ 3 ] [ ] = [ ] = 4 [ ] (88) and [ 3 ] [ ] = [ ] = [ ]. (89) 6. Eigenvector and eigenvalue matrices Traditionally, we store the eigenvectors of A as the columns a matrix denoted U. Eigenvalues are stored in a diagonal matrix (denoted Λ). Therefore, Equation 79 becomes: AU = UΛ. (90)

22 Matrix Algebra For example, with A (from Equation 8), we have [ 3 ] [3 ] = [3 ] [4 0 0 ] (9) 6.3 Reconstitution of a matrix The eigen-decomposition can also be use to build back a matrix from it eigenvectors and eigenvalues. This is shown by rewriting Equation 90 as UΛU. (9) For example, because we obtain: U.. = [.4.6 ], UΛU = [ 3 ] [4 0.. ] [ ] = [ 3 ]. (93) 6.4 Digression: An infinity of eigenvectors for one eigenvalue It is only through a slight abuse of language that we talk about the eigenvector associated with one eigenvalue. Any scalar multiple of an eigenvector is an eigenvector, so for each eigenvalue there is an infinite number of eigenvectors all proportional to each other. For example, [ ] (94)

23 ABDI & WILLIAMS 3 is an eigenvector of A: Therefore: is also an eigenvector of A: [ 3 ]. (95) [ ] = [ ] (96) [ 3 ] [ ] = [ ] = [ ]. (97) 6.5 Positive (semi-)definite matrices Some matrices, such as [ 0 ], do not have eigenvalues. Fortunately, 0 0 the matrices used often in statistics belong to a category called positive semi-definite. The eigendecomposition of these matrices always exists and has a particularly convenient form. A matrix is positive semi-definite when it can be obtained as the product of a matrix by its transpose. This implies that a positive semi-definite matrix is always symmetric. So, formally, the matrix A is positive semi-definite if it can be obtained as: XX T (98) for a certain matrix X. Positive semi-definite matrices include correlation, covariance, and cross-product matrices. The eigenvalues of a positive semi-definite matrix are always positive or null. Its eigenvectors are composed of real values and are pairwise orthogonal when their eigenvalues are different. This implies the following equality: U = U T. (99) We can, therefore, express the positive semi-definite matrix A as: UΛU T (00) where U T U = I are the normalized eigenvectors.

24 4 Matrix Algebra For example, can be decomposed as: [ 3 3 ] (0) UΛU T = [ ] = [ 3 3 ], (0) with = [ 0 0 ]. (03) 6.5. Diagonalization When a matrix is positive semi-definite we can rewrite Equation 00 as UΛU T Λ = U T AU. (04) This shows that we can transform A into a diagonal matrix. Therefore the eigen-decomposition of a positive semi-definite matrix is often called its diagonalization Another definition for positive semi-definite matrices A matrix A is positive semi-definite if for any non-zero vector x we have: x T Ax 0 x. (05) When all the eigenvalues of a matrix are positive, the matrix is positive definite. In that case, Equation 05 becomes: x T Ax > 0 x. (06)

25 ABDI & WILLIAMS Trace, Determinant, etc. The eigenvalues of a matrix are closely related to three important numbers associated to a square matrix the: trace, determinant and rank Trace The trace of A, denoted trace {A}, is the sum of its diagonal elements. For example, with: we obtain: (07) trace {A} = = 5. (08) The trace of a matrix is also equal to the sum of its eigenvalues: trace {A} = λ l = trace {Λ} (09) l with Λ being the matrix of the eigenvalues of A. For the previous example, we have: We can verify that: Λ = diag {6.68,.68, 0}. (0) trace {A} = λ l = (.68) = 5 () l 6.6. Determinant The determinant is important for finding the solution of systems of linear equations (i.e., the determinant determines the existence of a solution). The determinant of a matrix is equal to the product of its

26 6 Matrix Algebra eigenvalues. If det {A} is the determinant of A: det {A} = λ l with λ l being the l-th eigenvalue of A. () l For example, the determinant of A from Equation 07 is equal to: det {A} = = 0. (3) Rank Finally, the rank of a matrix is the number of non-zero eigenvalues of the matrix. For our example: rank {A} =. (4) The rank of a matrix gives the dimensionality of the Euclidean space which can be used to represent this matrix. Matrices whose rank is equal to their dimensions are full rank and they are invertible. When the rank of a matrix is smaller than its dimensions, the matrix is not invertible and is called rank-deficient, singular, or multicolinear. For example, matrix A from Equation 07, is a 3 3 square matrix, its rank is equal to, and therefore it is rank-deficient and does not have an inverse. 6.7 Statistical properties of the eigen-decomposition The eigen-decomposition is essential in optimization. For example, principal component analysis (pca) is a technique used to analyze a I J matrix X where the rows are observations and the columns are variables. Pca finds orthogonal row factor scores which explain as much of the variance of X as possible. They are obtained as F = XQ, (5) where F is the matrix of factor scores and Q is the matrix of loadings of the variables. These loadings give the coefficients of the linear combination used to compute the factor scores from the variables.

27 ABDI & WILLIAMS 7 In addition to Equation 5 we impose the constraints that F T F = Q T X T XQ (6) is a diagonal matrix (i.e., F is an orthogonal matrix) and that Q T Q = I (7) (i.e., Q is an orthonormal matrix). The solution is obtained by using Lagrangian multipliers where the constraint from Equation 7 is expressed as the multiplication with a diagonal matrix of Lagrangian multipliers denoted Λ in order to give the following expression Λ (Q T Q I) (8) This amounts to defining the following equation L = trace {F T F Λ (Q T Q I)} = trace {Q T X T XQ Λ (Q T Q I)}. (9) The values of Q which give the maximum values of L, are found by first computing the derivative of L relative to Q: and setting this derivative to zero: L Q = XT XQ ΛQ, (0) X T XQ ΛQ = 0 X T XQ = ΛQ. () Because Λ is diagonal, this is an eigendecomposition problem, and Λ is the matrix of eigenvalues of the positive semi-definite matrix X T X ordered from the largest to the smallest and Q is the matrix of eigenvectors of X T X. Finally, the factor matrix is F = XQ. () The variance of the factors scores is equal to the eigenvalues: F T F = Q T X T XQ = Λ. (3)

28 8 Matrix Algebra Because the sum of the eigenvalues is equal to the trace of X T X, the first factor scores extract as much of the variances of the original data as possible, and the second factor scores extract as much of the variance left unexplained by the first factor, and so on for the remaining factors. The diagonal elements of the matrix Λ which are the standard deviations of the factor scores are called the singular values of X. 7 A tool for rectangular matrices: The singular value decomposition The singular value decomposition (svd) generalizes the eigendecomposition to rectangular matrices. The eigendecomposition, decomposes a matrix into two simple matrices, and the svd decomposes a rectangular matrix into three simple matrices: Two orthogonal matrices and one diagonal matrix. The svd uses the eigendecomposition of a positive semi-definite matrix to derive a similar decomposition for rectangular matrices. 7. Definitions and notations The svd decomposes matrix A as: P Q T. (4) where P is the (normalized) eigenvectors of the matrix AA T (i.e., P T P = I). The columns of P are called the left singular vectors of A. Q is the (normalized) eigenvectors of the matrix A T A (i.e., Q T Q = I). The columns of Q are called the right singular vectors of A. is the diagonal matrix of the singular values, = Λ with Λ being the diagonal matrix of the eigenvalues of AA T and A T A. The svd is derived from the eigendecomposition of a positive semi-definite matrix. This is shown by considering the eigendecomposition of the two positive semi-definite matrices obtained from A:

29 ABDI & WILLIAMS 9 namely AA T and A T A. If we express these matrices in terms of the svd of A, we find: AA T = P Q T Q P T = P P T = PΛP T, (5) and A T Q P T P Q T = Q Q T = QΛQ T. (6) This shows that is the square root of Λ, that P are eigenvectors of AA T, and that Q are eigenvectors of A T A. For example, the matrix: (7) can be expressed as: P Q T = [ ] [ ] = (8) We can check that: AA T = [ ] [ ]

30 30 Matrix Algebra = (9) and that: A T [ ] 0 [ 0 ] [ ].5.5 = [.5.5 ]. (30) 7. Generalized or pseudo-inverse The inverse of a matrix is defined only for full rank square matrices. The generalization of the inverse for other matrices is called generalized inverse, pseudo-inverse or Moore-Penrose inverse and is denoted by X +. The pseudo-inverse of A is the unique matrix that satisfies the following four constraints: AA + A (i) A + AA + = A + (ii) (AA + ) T = AA + (symmetry ) (iii) (A + A) T = A + A (symmetry ) (iv). (3) For example, with we find that the pseudo-inverse is equal to (3) A = [ ]. (33)

31 ABDI & WILLIAMS 3 This example shows that the product of a matrix and its pseudoinverse does not always gives the identity matrix: AA + = [ ] = [ ]. (34) 7.3 Pseudo-inverse and singular value decomposition The svd is the building block for the Moore-Penrose pseudo-inverse. Because any matrix A with svd equal to P Q T has for pseudoinverse: A + = Q P T. (35) For the preceding example we obtain: A = [ ] 0 [ 0 ] [ ] = [ ]. (36) Pseudo-inverse matrices are used to solve multiple regression and analysis of variance problems. Related entries Analysis of variance and covariance, canonical correlation, correspondence analysis, confirmatory factor analysis, discriminant analysis, general linear, latent variable, Mauchly test, multiple regression, principal component analysis, sphericity, structural equation modelling

32 3 Matrix Algebra Further readings. Abdi, H. (007a). Eigendecomposition: eigenvalues and eigenvecteurs. In N.J. Salkind (Ed.): Encyclopedia of Measurement and Statistics. Thousand Oaks (CA): Sage. pp Abdi, H. (007b). Singular Value Decomposition (SVD) and Generalized Singular Value Decomposition (GSVD). In N.J. Salkind (Ed.): Encyclopedia of Measurement and Statistics. Thousand Oaks (CA): Sage. pp Basilevsky, A. (983). Applied Matrix Algebra in the Statistical Sciences. New York: North-Holland. 4. Graybill, F.A. (969). Matrices with Applications in Statistics. New York: Wadworth. 5. Healy, M.J.R. (986). Matrices for Statistics. Oxford: Oxford University Press. 6. Searle, S.R. (98). Matrices Algebra Useful for Statistics. New York: Wiley.

### Introduction to Matrix Algebra

Psychology 7291: Multivariate Statistics (Carey) 8/27/98 Matrix Algebra - 1 Introduction to Matrix Algebra Definitions: A matrix is a collection of numbers ordered by rows and columns. It is customary

### Basics Inversion and related concepts Random vectors Matrix calculus. Matrix algebra. Patrick Breheny. January 20

Matrix algebra January 20 Introduction Basics The mathematics of multiple regression revolves around ordering and keeping track of large arrays of numbers and solving systems of equations The mathematical

### 15.062 Data Mining: Algorithms and Applications Matrix Math Review

.6 Data Mining: Algorithms and Applications Matrix Math Review The purpose of this document is to give a brief review of selected linear algebra concepts that will be useful for the course and to develop

### Metric Multidimensional Scaling (MDS): Analyzing Distance Matrices

Metric Multidimensional Scaling (MDS): Analyzing Distance Matrices Hervé Abdi 1 1 Overview Metric multidimensional scaling (MDS) transforms a distance matrix into a set of coordinates such that the (Euclidean)

### 4. MATRICES Matrices

4. MATRICES 170 4. Matrices 4.1. Definitions. Definition 4.1.1. A matrix is a rectangular array of numbers. A matrix with m rows and n columns is said to have dimension m n and may be represented as follows:

### MATRIX ALGEBRA AND SYSTEMS OF EQUATIONS. + + x 2. x n. a 11 a 12 a 1n b 1 a 21 a 22 a 2n b 2 a 31 a 32 a 3n b 3. a m1 a m2 a mn b m

MATRIX ALGEBRA AND SYSTEMS OF EQUATIONS 1. SYSTEMS OF EQUATIONS AND MATRICES 1.1. Representation of a linear system. The general system of m equations in n unknowns can be written a 11 x 1 + a 12 x 2 +

### A Introduction to Matrix Algebra and Principal Components Analysis

A Introduction to Matrix Algebra and Principal Components Analysis Multivariate Methods in Education ERSH 8350 Lecture #2 August 24, 2011 ERSH 8350: Lecture 2 Today s Class An introduction to matrix algebra

### UNIT 2 MATRICES - I 2.0 INTRODUCTION. Structure

UNIT 2 MATRICES - I Matrices - I Structure 2.0 Introduction 2.1 Objectives 2.2 Matrices 2.3 Operation on Matrices 2.4 Invertible Matrices 2.5 Systems of Linear Equations 2.6 Answers to Check Your Progress

### Mathematics Notes for Class 12 chapter 3. Matrices

1 P a g e Mathematics Notes for Class 12 chapter 3. Matrices A matrix is a rectangular arrangement of numbers (real or complex) which may be represented as matrix is enclosed by [ ] or ( ) or Compact form

### 1 Introduction to Matrices

1 Introduction to Matrices In this section, important definitions and results from matrix algebra that are useful in regression analysis are introduced. While all statements below regarding the columns

### Linear Algebra Review. Vectors

Linear Algebra Review By Tim K. Marks UCSD Borrows heavily from: Jana Kosecka kosecka@cs.gmu.edu http://cs.gmu.edu/~kosecka/cs682.html Virginia de Sa Cogsci 8F Linear Algebra review UCSD Vectors The length

### MATH 304 Linear Algebra Lecture 4: Matrix multiplication. Diagonal matrices. Inverse matrix.

MATH 304 Linear Algebra Lecture 4: Matrix multiplication. Diagonal matrices. Inverse matrix. Matrices Definition. An m-by-n matrix is a rectangular array of numbers that has m rows and n columns: a 11

### Introduction to Matrix Algebra I

Appendix A Introduction to Matrix Algebra I Today we will begin the course with a discussion of matrix algebra. Why are we studying this? We will use matrix algebra to derive the linear regression model

### MATH36001 Background Material 2015

MATH3600 Background Material 205 Matrix Algebra Matrices and Vectors An ordered array of mn elements a ij (i =,, m; j =,, n) written in the form a a 2 a n A = a 2 a 22 a 2n a m a m2 a mn is said to be

### Helpsheet. Giblin Eunson Library MATRIX ALGEBRA. library.unimelb.edu.au/libraries/bee. Use this sheet to help you:

Helpsheet Giblin Eunson Library ATRIX ALGEBRA Use this sheet to help you: Understand the basic concepts and definitions of matrix algebra Express a set of linear equations in matrix notation Evaluate determinants

### MATRIX ALGEBRA AND SYSTEMS OF EQUATIONS

MATRIX ALGEBRA AND SYSTEMS OF EQUATIONS Systems of Equations and Matrices Representation of a linear system The general system of m equations in n unknowns can be written a x + a 2 x 2 + + a n x n b a

### Partial Least Squares (PLS) Regression.

Partial Least Squares (PLS) Regression. Hervé Abdi 1 The University of Texas at Dallas Introduction Pls regression is a recent technique that generalizes and combines features from principal component

### Eigenvalues, Eigenvectors, Matrix Factoring, and Principal Components

Eigenvalues, Eigenvectors, Matrix Factoring, and Principal Components The eigenvalues and eigenvectors of a square matrix play a key role in some important operations in statistics. In particular, they

### The Solution of Linear Simultaneous Equations

Appendix A The Solution of Linear Simultaneous Equations Circuit analysis frequently involves the solution of linear simultaneous equations. Our purpose here is to review the use of determinants to solve

### = [a ij ] 2 3. Square matrix A square matrix is one that has equal number of rows and columns, that is n = m. Some examples of square matrices are

This document deals with the fundamentals of matrix algebra and is adapted from B.C. Kuo, Linear Networks and Systems, McGraw Hill, 1967. It is presented here for educational purposes. 1 Introduction In

### ( % . This matrix consists of \$ 4 5 " 5' the coefficients of the variables as they appear in the original system. The augmented 3 " 2 2 # 2 " 3 4&

Matrices define matrix We will use matrices to help us solve systems of equations. A matrix is a rectangular array of numbers enclosed in parentheses or brackets. In linear algebra, matrices are important

### MATH 304 Linear Algebra Lecture 8: Inverse matrix (continued). Elementary matrices. Transpose of a matrix.

MATH 304 Linear Algebra Lecture 8: Inverse matrix (continued). Elementary matrices. Transpose of a matrix. Inverse matrix Definition. Let A be an n n matrix. The inverse of A is an n n matrix, denoted

### Using the Singular Value Decomposition

Using the Singular Value Decomposition Emmett J. Ientilucci Chester F. Carlson Center for Imaging Science Rochester Institute of Technology emmett@cis.rit.edu May 9, 003 Abstract This report introduces

### 13 MATH FACTS 101. 2 a = 1. 7. The elements of a vector have a graphical interpretation, which is particularly easy to see in two or three dimensions.

3 MATH FACTS 0 3 MATH FACTS 3. Vectors 3.. Definition We use the overhead arrow to denote a column vector, i.e., a linear segment with a direction. For example, in three-space, we write a vector in terms

### Matrices, transposes, and inverses

Matrices, transposes, and inverses Math 40, Introduction to Linear Algebra Wednesday, February, 202 Matrix-vector multiplication: two views st perspective: A x is linear combination of columns of A 2 4

### Linear Algebra: Matrices

B Linear Algebra: Matrices B 1 Appendix B: LINEAR ALGEBRA: MATRICES TABLE OF CONTENTS Page B.1. Matrices B 3 B.1.1. Concept................... B 3 B.1.2. Real and Complex Matrices............ B 3 B.1.3.

### EC327: Advanced Econometrics, Spring 2007

EC327: Advanced Econometrics, Spring 2007 Wooldridge, Introductory Econometrics (3rd ed, 2006) Appendix D: Summary of matrix algebra Basic definitions A matrix is a rectangular array of numbers, with m

### The basic unit in matrix algebra is a matrix, generally expressed as: a 11 a 12. a 13 A = a 21 a 22 a 23

(copyright by Scott M Lynch, February 2003) Brief Matrix Algebra Review (Soc 504) Matrix algebra is a form of mathematics that allows compact notation for, and mathematical manipulation of, high-dimensional

### Advanced Techniques for Mobile Robotics Compact Course on Linear Algebra. Wolfram Burgard, Cyrill Stachniss, Kai Arras, Maren Bennewitz

Advanced Techniques for Mobile Robotics Compact Course on Linear Algebra Wolfram Burgard, Cyrill Stachniss, Kai Arras, Maren Bennewitz Vectors Arrays of numbers Vectors represent a point in a n dimensional

### 9 Matrices, determinants, inverse matrix, Cramer s Rule

AAC - Business Mathematics I Lecture #9, December 15, 2007 Katarína Kálovcová 9 Matrices, determinants, inverse matrix, Cramer s Rule Basic properties of matrices: Example: Addition properties: Associative:

### Multiple Correlation Coefficient

Hervé Abdi 1 1 Overview The multiple correlation coefficient generalizes the standard coefficient of correlation. It is used in multiple regression analysis to assess the quality of the prediction of the

### DATA ANALYSIS II. Matrix Algorithms

DATA ANALYSIS II Matrix Algorithms Similarity Matrix Given a dataset D = {x i }, i=1,..,n consisting of n points in R d, let A denote the n n symmetric similarity matrix between the points, given as where

### MATH 240 Fall, Chapter 1: Linear Equations and Matrices

MATH 240 Fall, 2007 Chapter Summaries for Kolman / Hill, Elementary Linear Algebra, 9th Ed. written by Prof. J. Beachy Sections 1.1 1.5, 2.1 2.3, 4.2 4.9, 3.1 3.5, 5.3 5.5, 6.1 6.3, 6.5, 7.1 7.3 DEFINITIONS

### 1.5 Elementary Matrices and a Method for Finding the Inverse

.5 Elementary Matrices and a Method for Finding the Inverse Definition A n n matrix is called an elementary matrix if it can be obtained from I n by performing a single elementary row operation Reminder:

### Linear Algebra Notes for Marsden and Tromba Vector Calculus

Linear Algebra Notes for Marsden and Tromba Vector Calculus n-dimensional Euclidean Space and Matrices Definition of n space As was learned in Math b, a point in Euclidean three space can be thought of

### Notes on Determinant

ENGG2012B Advanced Engineering Mathematics Notes on Determinant Lecturer: Kenneth Shum Lecture 9-18/02/2013 The determinant of a system of linear equations determines whether the solution is unique, without

### Review Jeopardy. Blue vs. Orange. Review Jeopardy

Review Jeopardy Blue vs. Orange Review Jeopardy Jeopardy Round Lectures 0-3 Jeopardy Round \$200 How could I measure how far apart (i.e. how different) two observations, y 1 and y 2, are from each other?

### Partial Least Square Regression PLS-Regression

Partial Least Square Regression Hervé Abdi 1 1 Overview PLS regression is a recent technique that generalizes and combines features from principal component analysis and multiple regression. Its goal is

### Diagonal, Symmetric and Triangular Matrices

Contents 1 Diagonal, Symmetric Triangular Matrices 2 Diagonal Matrices 2.1 Products, Powers Inverses of Diagonal Matrices 2.1.1 Theorem (Powers of Matrices) 2.2 Multiplying Matrices on the Left Right by

### Lecture 2 Matrix Operations

Lecture 2 Matrix Operations transpose, sum & difference, scalar multiplication matrix multiplication, matrix-vector product matrix inverse 2 1 Matrix transpose transpose of m n matrix A, denoted A T or

### Linear Least Squares

Linear Least Squares Suppose we are given a set of data points {(x i,f i )}, i = 1,...,n. These could be measurements from an experiment or obtained simply by evaluating a function at some points. One

### NOTES on LINEAR ALGEBRA 1

School of Economics, Management and Statistics University of Bologna Academic Year 205/6 NOTES on LINEAR ALGEBRA for the students of Stats and Maths This is a modified version of the notes by Prof Laura

### Notes for STA 437/1005 Methods for Multivariate Data

Notes for STA 437/1005 Methods for Multivariate Data Radford M. Neal, 26 November 2010 Random Vectors Notation: Let X be a random vector with p elements, so that X = [X 1,..., X p ], where denotes transpose.

### Introduction to Matrix Algebra

4 Introduction to Matrix Algebra In the previous chapter, we learned the algebraic results that form the foundation for the study of factor analysis and structural equation modeling. These results, powerful

The Hadamard Product Elizabeth Million April 12, 2007 1 Introduction and Basic Results As inexperienced mathematicians we may have once thought that the natural definition for matrix multiplication would

### Chapter 1 - Matrices & Determinants

Chapter 1 - Matrices & Determinants Arthur Cayley (August 16, 1821 - January 26, 1895) was a British Mathematician and Founder of the Modern British School of Pure Mathematics. As a child, Cayley enjoyed

### Matrix Differentiation

1 Introduction Matrix Differentiation ( and some other stuff ) Randal J. Barnes Department of Civil Engineering, University of Minnesota Minneapolis, Minnesota, USA Throughout this presentation I have

### Matrices, Determinants and Linear Systems

September 21, 2014 Matrices A matrix A m n is an array of numbers in rows and columns a 11 a 12 a 1n r 1 a 21 a 22 a 2n r 2....... a m1 a m2 a mn r m c 1 c 2 c n We say that the dimension of A is m n (we

### APPENDIX QA MATRIX ALGEBRA. a 11 a 12 a 1K A = [a ik ] = [A] ik = 21 a 22 a 2K. a n1 a n2 a nk

Greene-2140242 book December 1, 2010 8:8 APPENDIX QA MATRIX ALGEBRA A.1 TERMINOLOGY A matrix is a rectangular array of numbers, denoted a 11 a 12 a 1K A = [a ik ] = [A] ik = a 21 a 22 a 2K. a n1 a n2 a

### Similarity and Diagonalization. Similar Matrices

MATH022 Linear Algebra Brief lecture notes 48 Similarity and Diagonalization Similar Matrices Let A and B be n n matrices. We say that A is similar to B if there is an invertible n n matrix P such that

### EC9A0: Pre-sessional Advanced Mathematics Course

University of Warwick, EC9A0: Pre-sessional Advanced Mathematics Course Peter J. Hammond & Pablo F. Beker 1 of 55 EC9A0: Pre-sessional Advanced Mathematics Course Slides 1: Matrix Algebra Peter J. Hammond

### Matrix Algebra LECTURE 1. Simultaneous Equations Consider a system of m linear equations in n unknowns: y 1 = a 11 x 1 + a 12 x 2 + +a 1n x n,

LECTURE 1 Matrix Algebra Simultaneous Equations Consider a system of m linear equations in n unknowns: y 1 a 11 x 1 + a 12 x 2 + +a 1n x n, (1) y 2 a 21 x 1 + a 22 x 2 + +a 2n x n, y m a m1 x 1 +a m2 x

### MATH 551 - APPLIED MATRIX THEORY

MATH 55 - APPLIED MATRIX THEORY FINAL TEST: SAMPLE with SOLUTIONS (25 points NAME: PROBLEM (3 points A web of 5 pages is described by a directed graph whose matrix is given by A Do the following ( points

### DETERMINANTS. b 2. x 2

DETERMINANTS 1 Systems of two equations in two unknowns A system of two equations in two unknowns has the form a 11 x 1 + a 12 x 2 = b 1 a 21 x 1 + a 22 x 2 = b 2 This can be written more concisely in

### 1 Overview and background

In Neil Salkind (Ed.), Encyclopedia of Research Design. Thousand Oaks, CA: Sage. 010 The Greenhouse-Geisser Correction Hervé Abdi 1 Overview and background When performing an analysis of variance with

### Matrix Algebra and Applications

Matrix Algebra and Applications Dudley Cooke Trinity College Dublin Dudley Cooke (Trinity College Dublin) Matrix Algebra and Applications 1 / 49 EC2040 Topic 2 - Matrices and Matrix Algebra Reading 1 Chapters

### December 4, 2013 MATH 171 BASIC LINEAR ALGEBRA B. KITCHENS

December 4, 2013 MATH 171 BASIC LINEAR ALGEBRA B KITCHENS The equation 1 Lines in two-dimensional space (1) 2x y = 3 describes a line in two-dimensional space The coefficients of x and y in the equation

### Linear Algebra: Determinants, Inverses, Rank

D Linear Algebra: Determinants, Inverses, Rank D 1 Appendix D: LINEAR ALGEBRA: DETERMINANTS, INVERSES, RANK TABLE OF CONTENTS Page D.1. Introduction D 3 D.2. Determinants D 3 D.2.1. Some Properties of

### a summary Chapter 2 Matrix algebra: 2.0 Matrix algebra

Chapter Matrix algebra: a summary Matrix algebra Matrix language is the algebraic form best suited to the present book The following chapters will systematically use the flexible and synthetic formulation

### Mathematics of Cryptography

CHAPTER 2 Mathematics of Cryptography Part I: Modular Arithmetic, Congruence, and Matrices Objectives This chapter is intended to prepare the reader for the next few chapters in cryptography. The chapter

### by the matrix A results in a vector which is a reflection of the given

Eigenvalues & Eigenvectors Example Suppose Then So, geometrically, multiplying a vector in by the matrix A results in a vector which is a reflection of the given vector about the y-axis We observe that

### 1 Vector Spaces and Matrix Notation

1 Vector Spaces and Matrix Notation De nition 1 A matrix: is rectangular array of numbers with n rows and m columns. 1 1 1 a11 a Example 1 a. b. c. 1 0 0 a 1 a The rst is square with n = and m = ; the

### The Kendall Rank Correlation Coefficient

The Kendall Rank Correlation Coefficient Hervé Abdi Overview The Kendall (955) rank correlation coefficient evaluates the degree of similarity between two sets of ranks given to a same set of objects.

### LINEAR ALGEBRA. September 23, 2010

LINEAR ALGEBRA September 3, 00 Contents 0. LU-decomposition.................................... 0. Inverses and Transposes................................. 0.3 Column Spaces and NullSpaces.............................

### Brief Introduction to Vectors and Matrices

CHAPTER 1 Brief Introduction to Vectors and Matrices In this chapter, we will discuss some needed concepts found in introductory course in linear algebra. We will introduce matrix, vector, vector-valued

### Matrix Algebra, Class Notes (part 1) by Hrishikesh D. Vinod Copyright 1998 by Prof. H. D. Vinod, Fordham University, New York. All rights reserved.

Matrix Algebra, Class Notes (part 1) by Hrishikesh D. Vinod Copyright 1998 by Prof. H. D. Vinod, Fordham University, New York. All rights reserved. 1 Sum, Product and Transpose of Matrices. If a ij with

### Lecture 5: Singular Value Decomposition SVD (1)

EEM3L1: Numerical and Analytical Techniques Lecture 5: Singular Value Decomposition SVD (1) EE3L1, slide 1, Version 4: 25-Sep-02 Motivation for SVD (1) SVD = Singular Value Decomposition Consider the system

### Similar matrices and Jordan form

Similar matrices and Jordan form We ve nearly covered the entire heart of linear algebra once we ve finished singular value decompositions we ll have seen all the most central topics. A T A is positive

### (a) The transpose of a lower triangular matrix is upper triangular, and the transpose of an upper triangular matrix is lower triangular.

Theorem.7.: (Properties of Triangular Matrices) (a) The transpose of a lower triangular matrix is upper triangular, and the transpose of an upper triangular matrix is lower triangular. (b) The product

### Multiple factor analysis: principal component analysis for multitable and multiblock data sets

Multiple factor analysis: principal component analysis for multitable and multiblock data sets Hervé Abdi 1, Lynne J. Williams 2 and Domininique Valentin 3 Multiple factor analysis (MFA, also called multiple

### Chapter 6. Orthogonality

6.3 Orthogonal Matrices 1 Chapter 6. Orthogonality 6.3 Orthogonal Matrices Definition 6.4. An n n matrix A is orthogonal if A T A = I. Note. We will see that the columns of an orthogonal matrix must be

### Notes on Symmetric Matrices

CPSC 536N: Randomized Algorithms 2011-12 Term 2 Notes on Symmetric Matrices Prof. Nick Harvey University of British Columbia 1 Symmetric Matrices We review some basic results concerning symmetric matrices.

### Economics 102C: Advanced Topics in Econometrics 2 - Tooling Up: The Basics

Economics 102C: Advanced Topics in Econometrics 2 - Tooling Up: The Basics Michael Best Spring 2015 Outline The Evaluation Problem Matrix Algebra Matrix Calculus OLS With Matrices The Evaluation Problem:

### Orthogonal Diagonalization of Symmetric Matrices

MATH10212 Linear Algebra Brief lecture notes 57 Gram Schmidt Process enables us to find an orthogonal basis of a subspace. Let u 1,..., u k be a basis of a subspace V of R n. We begin the process of finding

### Applied Linear Algebra I Review page 1

Applied Linear Algebra Review 1 I. Determinants A. Definition of a determinant 1. Using sum a. Permutations i. Sign of a permutation ii. Cycle 2. Uniqueness of the determinant function in terms of properties

### 1 Overview. Fisher s Least Significant Difference (LSD) Test. Lynne J. Williams Hervé Abdi

In Neil Salkind (Ed.), Encyclopedia of Research Design. Thousand Oaks, CA: Sage. 2010 Fisher s Least Significant Difference (LSD) Test Lynne J. Williams Hervé Abdi 1 Overview When an analysis of variance

### A Brief Primer on Matrix Algebra

A Brief Primer on Matrix Algebra A matrix is a rectangular array of numbers whose individual entries are called elements. Each horizontal array of elements is called a row, while each vertical array is

### 4. Matrix inverses. left and right inverse. linear independence. nonsingular matrices. matrices with linearly independent columns

L. Vandenberghe EE133A (Spring 2016) 4. Matrix inverses left and right inverse linear independence nonsingular matrices matrices with linearly independent columns matrices with linearly independent rows

### Sergei Silvestrov, Christopher Engström, Karl Lundengård, Johan Richter, Jonas Österberg. November 13, 2014

Sergei Silvestrov,, Karl Lundengård, Johan Richter, Jonas Österberg November 13, 2014 Analysis Todays lecture: Course overview. Repetition of matrices elementary operations. Repetition of solvability of

### 1 2 3 1 1 2 x = + x 2 + x 4 1 0 1

(d) If the vector b is the sum of the four columns of A, write down the complete solution to Ax = b. 1 2 3 1 1 2 x = + x 2 + x 4 1 0 0 1 0 1 2. (11 points) This problem finds the curve y = C + D 2 t which

### 2.1: MATRIX OPERATIONS

.: MATRIX OPERATIONS What are diagonal entries and the main diagonal of a matrix? What is a diagonal matrix? When are matrices equal? Scalar Multiplication 45 Matrix Addition Theorem (pg 0) Let A, B, and

### Summary of week 8 (Lectures 22, 23 and 24)

WEEK 8 Summary of week 8 (Lectures 22, 23 and 24) This week we completed our discussion of Chapter 5 of [VST] Recall that if V and W are inner product spaces then a linear map T : V W is called an isometry

### Bindel, Spring 2012 Intro to Scientific Computing (CS 3220) Week 3: Wednesday, Feb 8

Spaces and bases Week 3: Wednesday, Feb 8 I have two favorite vector spaces 1 : R n and the space P d of polynomials of degree at most d. For R n, we have a canonical basis: R n = span{e 1, e 2,..., e

### Section 6.1 - Inner Products and Norms

Section 6.1 - Inner Products and Norms Definition. Let V be a vector space over F {R, C}. An inner product on V is a function that assigns, to every ordered pair of vectors x and y in V, a scalar in F,

### Presentation 3: Eigenvalues and Eigenvectors of a Matrix

Colleen Kirksey, Beth Van Schoyck, Dennis Bowers MATH 280: Problem Solving November 18, 2011 Presentation 3: Eigenvalues and Eigenvectors of a Matrix Order of Presentation: 1. Definitions of Eigenvalues

### Chapter 8. Matrices II: inverses. 8.1 What is an inverse?

Chapter 8 Matrices II: inverses We have learnt how to add subtract and multiply matrices but we have not defined division. The reason is that in general it cannot always be defined. In this chapter, we

### Direct Methods for Solving Linear Systems. Linear Systems of Equations

Direct Methods for Solving Linear Systems Linear Systems of Equations Numerical Analysis (9th Edition) R L Burden & J D Faires Beamer Presentation Slides prepared by John Carroll Dublin City University

### Linear Algebraic Equations, SVD, and the Pseudo-Inverse

Linear Algebraic Equations, SVD, and the Pseudo-Inverse Philip N. Sabes October, 21 1 A Little Background 1.1 Singular values and matrix inversion For non-smmetric matrices, the eigenvalues and singular

### Inverses. Stephen Boyd. EE103 Stanford University. October 27, 2015

Inverses Stephen Boyd EE103 Stanford University October 27, 2015 Outline Left and right inverses Inverse Solving linear equations Examples Pseudo-inverse Left and right inverses 2 Left inverses a number

### Lecture No. # 02 Prologue-Part 2

Advanced Matrix Theory and Linear Algebra for Engineers Prof. R.Vittal Rao Center for Electronics Design and Technology Indian Institute of Science, Bangalore Lecture No. # 02 Prologue-Part 2 In the last

### Chapter 7. Matrices. Definition. An m n matrix is an array of numbers set out in m rows and n columns. Examples. ( 1 1 5 2 0 6

Chapter 7 Matrices Definition An m n matrix is an array of numbers set out in m rows and n columns Examples (i ( 1 1 5 2 0 6 has 2 rows and 3 columns and so it is a 2 3 matrix (ii 1 0 7 1 2 3 3 1 is a

### Solution based on matrix technique Rewrite. ) = 8x 2 1 4x 1x 2 + 5x x1 2x 2 2x 1 + 5x 2

8.2 Quadratic Forms Example 1 Consider the function q(x 1, x 2 ) = 8x 2 1 4x 1x 2 + 5x 2 2 Determine whether q(0, 0) is the global minimum. Solution based on matrix technique Rewrite q( x1 x 2 = x1 ) =

### Homework: 2.1 (page 56): 7, 9, 13, 15, 17, 25, 27, 35, 37, 41, 46, 49, 67

Chapter Matrices Operations with Matrices Homework: (page 56):, 9, 3, 5,, 5,, 35, 3, 4, 46, 49, 6 Main points in this section: We define a few concept regarding matrices This would include addition of

### The Singular Value Decomposition in Symmetric (Löwdin) Orthogonalization and Data Compression

The Singular Value Decomposition in Symmetric (Löwdin) Orthogonalization and Data Compression The SVD is the most generally applicable of the orthogonal-diagonal-orthogonal type matrix decompositions Every

### The Characteristic Polynomial

Physics 116A Winter 2011 The Characteristic Polynomial 1 Coefficients of the characteristic polynomial Consider the eigenvalue problem for an n n matrix A, A v = λ v, v 0 (1) The solution to this problem

### A matrix over a field F is a rectangular array of elements from F. The symbol

Chapter MATRICES Matrix arithmetic A matrix over a field F is a rectangular array of elements from F The symbol M m n (F) denotes the collection of all m n matrices over F Matrices will usually be denoted

### INTRODUCTORY LINEAR ALGEBRA WITH APPLICATIONS B. KOLMAN, D. R. HILL

SOLUTIONS OF THEORETICAL EXERCISES selected from INTRODUCTORY LINEAR ALGEBRA WITH APPLICATIONS B. KOLMAN, D. R. HILL Eighth Edition, Prentice Hall, 2005. Dr. Grigore CĂLUGĂREANU Department of Mathematics

### row row row 4

13 Matrices The following notes came from Foundation mathematics (MATH 123) Although matrices are not part of what would normally be considered foundation mathematics, they are one of the first topics