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Matrix Algebra

2.1 Matrix Operations

Matrix multiplication

AB=A[b1b2…bp]=[Ab1Ab2…Abp]rowi(AB)=rowi(A)β‹…BAB = A\begin{bmatrix}b_1 & b_2 & \dots & b_p\end{bmatrix} = \begin{bmatrix}Ab_1 & Ab_2 & \dots & Ab_p\end{bmatrix}\\ row_i(AB) = row_i(A)\cdot B

Theorem 3

(A+B)⊀=A⊀+B⊀(AB)⊀=B⊀A⊀(AB)βˆ’1=Bβˆ’1Aβˆ’1(A+B)^\top = A^\top + B^\top\\ (AB)^\top = B^\top A^\top\\ (AB)^{-1} = B^{-1}A^{-1}

Questions

Let A=[3βˆ’6βˆ’12]A=\begin{bmatrix}3 & -6 \\ -1 & 2\end{bmatrix}ο»Ώ, construct a 2Γ—22\times2ο»Ώ matrix BBο»Ώ such that ABABο»Ώ is the zero matrix, where BBο»Ώ itself is not the zero matrix.

Using matrix-matrix multiplication properties:

AB=[Ab1Ab2…Abp]Ab1=b1,1[3βˆ’1]+b1,2[βˆ’62]=[3b1,1βˆ’6b1,2βˆ’1b1,1+2b1,2]=[00]Ab2=0βƒ—=b2,1[3βˆ’1]+b2,2[βˆ’62]=[3b2,1βˆ’6b2,2βˆ’1b2,1+2b2,2]=[00]AB = \begin{bmatrix}Ab_1 & Ab_2 & \dots & Ab_p\end{bmatrix}\\ Ab_1 = b_{1,1}\begin{bmatrix} 3 \\ -1\end{bmatrix} + b_{1,2}\begin{bmatrix} -6 \\ 2\end{bmatrix} = \begin{bmatrix} 3b_{1,1} -6b_{1,2} \\ -1b_{1,1} + 2b_{1,2}\end{bmatrix} = \begin{bmatrix} 0 \\ 0\end{bmatrix} \\ Ab_2 = \vec 0 = b_{2,1}\begin{bmatrix} 3 \\ -1\end{bmatrix} + b_{2,2}\begin{bmatrix} -6 \\ 2\end{bmatrix} = \begin{bmatrix} 3b_{2,1} -6b_{2,2} \\ -1b_{2,1} + 2b_{2,2}\end{bmatrix} = \begin{bmatrix} 0 \\ 0\end{bmatrix}

So both vectors are given by vi=[x1x2]v_i =\begin{bmatrix} x_1\\x_2\end{bmatrix}ο»Ώ for AviAv_iο»Ώ.

a1x1+a2x2=0a_1x_1 + a_2x_2 = 0

2.2 The Inverse of a Matrix

The inverse Aβˆ’1A^{-1}ο»Ώ of the matrix AAο»Ώ is given as:

Aβˆ’1A=AAβˆ’1=IA^{-1}A= AA^{-1} = I

And we have the following properties:

(AB)βˆ’1=Bβˆ’1Aβˆ’1(A⊀)βˆ’1=(Aβˆ’1)⊀(AB)^{-1} = B^{-1}A^{-1}\\ (A^\top)^{-1} = (A^{-1})^\top

Theorem 5

If A is an invertible nΓ—nn\times nο»Ώ matrix, then for each bbο»Ώ in RnR^nο»Ώ, the equation Ax=bAx=bο»Ώ has a unique solution x=Aβˆ’1bx=A^{-1}bο»Ώ

Theorem 7

An invertible matrix AAο»Ώ is row equivalent to an identity matrix. Any sequence of elementary row operations that reduces AAο»Ώ to InI_nο»Ώ also transforms InI_nο»Ώ into Aβˆ’1A^{-1}ο»Ώ. This means that a matrix must be full-rank to be invertible, which leads into The Invertible Matrix Theorem.

Questions

True or False: A product of two invertible matrices is invertible, and the inverse of the product is the product of their inverses in the same order.

Although it’s true that the product of two invertible matrices is invertible (by Invertible Matrix Theorem), the product is not their inverses in the same order. Remember the actual identity:

(AB)βˆ’1=Bβˆ’1Aβˆ’1(AB)^{-1} = B^{-1}A^{-1}

Explain why the columns of an nΓ—nn\times nο»Ώ matrix AAο»Ώ span Rn\R^nο»Ώ when AAο»Ώ is invertible.

By the Invertible Matrix Theorem, invertible matrix AAο»Ώ is row equivalent to InI_nο»Ώ and is thus full-rank.

Find the inverse of the matrix A=[1βˆ’214βˆ’73βˆ’26βˆ’4]A= \begin{bmatrix} 1 & -2 & 1\\ 4 & -7 & 3\\ -2 & 6 & -4\\ \end{bmatrix}ο»Ώif it exists.

Recall that a matrix must be full rank to be invertible. If we row-reduce this matrix we find that its not invertible.

2.3 Characterizations of Invertible Matrices

Theorem 8: The Invertible Matrix Theorem

For a square matrix A∈RnΓ—nA \in \R^{n\times n}ο»Ώ, either all of the following statements are true or all are false.

  1. AAο»Ώ is invertible
  1. det⁑Aβ‰ 0\det{A} \neq 0ο»Ώ
  1. AAο»Ώ is row equivalent to InI_nο»Ώ
  1. AAο»Ώ is full-rank
  1. Ax=0Ax=0ο»Ώ has only the trivial solution
  1. x↦Axx \mapsto Axο»Ώ is onto AND one-to-one
  1. The columns of AAο»Ώ span Rn\R^nο»Ώ
  1. A⊀A^\topis invertible

Note that a matrix is invertible iff det⁑Aβ‰ 0\det{A} \neq 0ο»Ώ, which is a sufficient condition for invertibility.

Invertible Linear Transformations

If a linear transformation T(x)=AxT(x) = Axο»Ώ is defined by an invertible matrix A∈RnΓ—nA \in \R^{n\times n}ο»Ώ, then the transformation is invertible

S(T(x))=xT(S(x))=xS(T(x)) = x\\ T(S(x)) = x

where S(x)=Aβˆ’1xS(x) = A^{-1}xο»Ώ.

Note that only square matrices are invertible, thus only Rn→Rn\R^n \rightarrow \R^n transformations are invertible.

Questions

Is this matrix invertible?

[1βˆ’5βˆ’4034βˆ’360]\begin{bmatrix} 1 & -5 & -4\\ 0 & 3 & 4\\ -3 & 6 & 0 \end{bmatrix}

By Invertible Matrix Theorem, we know that a matrix is invertible iff det⁑Aβ‰ 0\det{A} \neq 0ο»Ώ. We find that this matrix has a determinant of zero, so it’s not invertible.

True or False: If the columns of A∈RnΓ—nA \in \R^{n\times n}ο»Ώ are linearly independent, then the columns of AAο»Ώ span RnR^nο»Ώ.

True. We know by Invertible Matrix Theorem. We also know by Spanning Set Theorem.

True or False: If the linear transformation x↦Axx \mapsto Axο»Ώ maps Rn\R^nο»Ώ into Rn\R^nο»Ώ then AAο»Ώ has nnο»Ώ pivot positions.

True. By Invertible Matrix Theorem, we know that if a linear transformationRn→Rn\R^n \rightarrow \R^n is onto, then the transformation matrix AA is an invertible matrix. This gives us the property that it is full-rank, and thus has nn pivot positions.

Explain why the columns of A2A^2ο»Ώ span Rn\R^nο»Ώ whenever the columns of AAο»Ώ are linearly independent.

By Invertible Matrix Theorem, both of these properties belong to invertible matrices. Using the commutative determinant property:

det⁑A2=det⁑Adet⁑A\det{A^2} = \det{A}\det{A}

we know that the product of two invertible matrices is invertible.

Show that the transformation TTο»Ώ is invertible and find a formula for Tβˆ’1T^{-1}ο»Ώ. T(x1,x2)=(6x1βˆ’8x2,βˆ’5x1+7x2)T(x_1,x_2) = (6x_1-8x_2, -5x_1+7x_2)ο»Ώ.

We know that a linear transformation x↦Axx \mapsto Axο»Ώ is invertible if AAο»Ώ is invertible. Given the definition of TTο»Ώ, we know the value of AAο»Ώ:

A=[6βˆ’8βˆ’57]A = \begin{bmatrix} 6 & -8\\ -5 & 7 \end{bmatrix}

AAο»Ώ is invertible if and only if det⁑Aβ‰ 0\det{A} \neq 0ο»Ώ

det⁑A=35βˆ’40=βˆ’5\det{A} = 35 - 40 = -5

AAο»Ώ is invertible, thus the linear transformation TTο»Ώ defined by the matrix AAο»Ώ is invertible.