Matrices, transposes, and inverses


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1 Matrices, transposes, and inverses Math 40, Introduction to Linear Algebra Wednesday, February, 202 Matrixvector multiplication: two views st perspective: A x is linear combination of columns of A A x 2nd perspective: A x is computed as dot product of rows of A with vector A x dot product of and 4 2 Notice that # of columns of A # of rows of. 4 2 This is a requirement in order for matrix multiplication to be defined. x x
2 Matrix multiplication What sizes of matrices can be multiplied together? For m x n matrix A and n x p matrix B, m x n n x p inner parameters must match outer parameters become parameters of matrix AB the matrix product AB is an m x p matrix. If A is a square matrix and k is a positive integer, we define A k A A A k factors Properties of matrix multiplication Most of the properties that we expect to hold for matrix multiplication do... A(B + C) AB + AC (AB)C A(BC) k(ab) (ka)b A(kB) for scalar k... except commutativity!! In general, AB BA.
3 Matrix multiplication not commutative Problems with hoping AB and BA are equal: BA may not be welldefined. (e.g., A is 2 x matrix, B is x 5 matrix) In general, AB BA. Even if AB and BA are both defined, AB and BA may not be the same size. (e.g., A is 2 x matrix, B is x 2 matrix) Even if AB and BA are both defined and of the same size, they still may not be equal Truth or fiction? Question For n x n matrices A and B, is A 2 B 2 (A B)(A + B)? No!! (A B)(A + B) A 2 + AB BA B 2 AB BA 0 Question 2 For n x n matrices A and B, is (AB) 2 A 2 B 2? No!! (AB) 2 ABAB AABB A 2 B 2
4 Matrix transpose Definition The transpose of an m x n matrix A is the n x m matrix A T obtained by interchanging rows and columns of A, i.e., (A T ) ij A ji i, j. Example A Transpose operation can be viewed as flipping entries about the diagonal. A T Definition A square matrix A is symmetric if A T A. Properties of transpose () (A T ) T A apply twice  get back to where you started (2) (A + B) T A T + B T () For a scalar c, (ca) T ca T (4) (AB) T B T A T To prove this, we show that Exercise Prove that for any matrix A, A T A is symmetric. [(AB) T ] ij. [(B T A T )] ij
5 Special matrices Definition A matrix with all zero entries is called a zero matrix and is denoted 0. A Definition A square matrix is uppertriangular if all entries below main diagonal are zero. A analogous definition for a lowertriangular matrix Definition A square matrix whose offdiagonal entries are all zero is called a diagonal matrix. Definition The identity matrix, denoted I n, is the n x n diagonal matrix with all ones on the diagonal A I Identity matrix Definition The identity matrix, denoted I n, is the n x n diagonal matrix with all ones on the diagonal. I If A is an m x n matrix, then I m A A and AI n A. Important property of identity matrix If A is a square matrix, then IA A AI.
6 The notion of inverse Exploration the equation and we want to solve for x. Consider the set of real numbers, and say that we have x 2 We multiply both sides of the equation by multiplicative inverse of since () to obtain (x) (2) x 2. What do we do? Now, consider the linear system Notice that we can rewrite equations as x 5x x 6 2x +x 2 2 x 2 A x b How do we isolate the vector x by itself on LHS? The notion of inverse Now, consider the linear system Notice that we can rewrite equations as x 5x x 6 2x +x 2 2 x 2 A x b How do we isolate the vector x by itself on LHS? 5 x 6?? 2 x 2 want this equal to identity matrix, I x x x x 2 2 9
7 Matrix inverses Definition A square matrix A is invertible (or nonsingular) if matrix B such that AB I and BA I. (WesayB is an inverse of A.) Example A is invertible because for B, we have AB I and likewise BA I The notion of an inverse matrix only applies to square matrices.  For rectangular matrices of full rank, there are onesided inverses.  For matrices in general, there are pseudoinverses, which are a generalization to matrix inverses. Example Find the inverse of A a b c d 0 0.Wehave a + c b+ d a + c b+ d 0 0 Therefore, A a + c anda + c 0 Impossible! is not invertible (or singular). Takehome message: Not all square matrices are invertible. Lecture 7 Math 40, Spring 2, Prof. Kindred Page
8 Important questions: When does a square matrix have an inverse? If it does have an inverse, how do we compute it? Can a matrix have more than one inverse? Theorem. If A is invertible, then its inverse is unique. Proof. Assume A is invertible. Suppose, by way of contradiction, that the inverse of A is not unique, i.e., let B and C be two distinct inverses of A. Then, by def n of inverse, we have It follows that B BI BA I AB () and CA I AC. (2) B(AC) by (2) above (BA)C IC by () above by def n of identity matrix by associativity of matrix mult. C. by def n of identity matrix Thus, B C, whichcontradictsthepreviousassumptionthatb C. So it must be that case that the inverse of A is unique. Takehome message: The inverse of a matrix A is unique, and we denote it A. Theorem (Properties of matrix inverse). (a) If A is invertible, then A is itself invertible and (A ) A. Lecture 7 Math 40, Spring 2, Prof. Kindred Page 2
9 (b) If A is invertible and c 0is a scalar, then ca is invertible and (ca) c A. (c) If A and B are both n n invertible matrices, then AB is invertible and (AB) B A. socks and shoes rule similar to transpose of AB generalization to product of n matrices (d) If A is invertible, then A T is invertible and (A T ) (A ) T. To prove (d), we need to show that there is some matrix such that A T I and A T I. Proof of (d). Assume A is invertible. Then A exists and we have (A ) T A T (AA ) T I T I and A T (A ) T (A A) T I T I. So A T is invertible and (A T ) (A ) T. Question: If A and B are invertible n n matrices, what can we say about A + B? There is no guarantee A + B is invertible even if A and B themselves are invertible! In other words, we cannot say that (A + B) A + B. How do we compute the inverse of a matrix, if it exists? Lecture 7 Math 40, Spring 2, Prof. Kindred Page
10 Inverse of a 2 2 matrix: Consider the special case where A is a 2 2 matrix with A [ ab cd ]. If ad bc 0,thenA is invertible and its inverse is A d b. ad bc c a Exercise: Check that AA [ 0 0 ]A A. 2 Example For A,wehave A 2 2. We can easily check that and AA A A How do we find inverses of matrices that are larger than 2 2matrices? Theorem. If some EROs reduce a square matrix A to the identity matrix I, then the same EROs transform I to A. A I EROs I A  If we can transform A into I, thenwewillobtaina.ifwecannotdoso, then A is not invertible. Lecture 7 Math 40, Spring 2, Prof. Kindred Page 4
11 Example: Find the inverse of the matrix A R 2+R R +R R R R 2 R +R 2 R R 2 R 2R R 2 +R Thus, A is invertible and its inverse is 2 2 A Why does this work? discussion next class Lecture 7 Math 40, Spring 2, Prof. Kindred Page 5
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