Chapter 1: Main Definitions

1.1  Definition of matrix.

A matrix is a rectangular array of elements arranged in rows and columns. The elements can be numbers, functions, other matrices matrices or objects.

Example 1 The following are matrices

 

 

é
ê
ê
ê
ê
ë

 

1

3

6

-1

2

0

7

8

5

 

ù
ú
ú
ú
ú
û

 

(1)

 

é
ê
ë

 

4

5

6

7

3

0

0

0

 

ù
ú
û

 

(2)

 

é
ê
ë

 

x

sinx

cosx

x2

lnx

p

 

ù
ú
û

 

(3)

 

A general notation of a matrix  A  is

A =

é
ê
ê
ê
ê
ê
ê
ê
ë

 

a11

a12

a13

¼

a1n

a21

a22

a23

¼

a2n

a31

a32

a33

¼

a3n

¼

¼

¼

¼

¼

am1

am2

am3

¼

amn

 

ù
ú
ú
ú
ú
ú
ú
ú
û

 

(4)

Here   m  is the number of rows, and  n  is the number of columns of the matrix   A. We say that  A  is a matrix of order m×n. Note that the first letter in  m×n  denotes the number of rows, and the second letter denotes the number of columns. Thus, a matrix of order   3×4  has  3  rows and 4  columns. Matrices in the examples (1)-(3) above have orders 3×3, 2×4 and 2×3, respectively.

The matrix  A  can also be denoted by   A = [aij]m×n (or, sometimes by  A = [aij]1m,n, or simply by  A = [aij] if it is clear from the context which order A has. For a fix  i and j, the element aij   is the element of the matrix  A  which is on the i-th  row and j-th column, such an element is called the {i,j}-entry of A. Thus, for instance, a23 is the element on the second row and third column. Sometimes, the {i,j}-entry of the matrix A is denoted by (A)i,j. The i-th row of A is the row

[ai1, ai2,...,ain],

while the i-th column is the column

 

é
ê
ê
ê
ê
ê
ë

 

a1i

a2i

:

ami

 

ù
ú
ú
ú
ú
ú
û

.

A matrix of order  n×n  is called a square matrix. Elements  aii  of a square matrix are called diagonal elements since they are on the (main) diagonal of the matrix (the line from  a11  to  ann). Diagonal elements can also be defined for non-square rectangular matrices, formally by the same definition, but they do not belong to the ''diagonal'', are of less use, and therefore we prefer not to use this term for non-square matrices.

So far, a matrix is just a symbol, a rectangular array of elements arranged in rows and columns. To give to matrices a ''mathematical'' life, the elements of the matrices must have some mathematical sense themselves. Therefore, we assume from now on, that elements of the considered matrices are either real or complex numbers. These matrices are called real and complex, respectively. (For those who are still not familiar with complex numbers: the main concepts that define and study in this book can be formulated and proved for real matrices as well as for complex matrices. However, there are some results that are true for complex matrices but are not true for real matrices, we will meet with such results later. For a full understanding of the matrix theory as presented in this book the reader should know complex numbers. All necessary information on complex numbers are given in Appendix A). In the following sections, we introcduce mathematical life to matrices.

1.2    Addition and multiplication by numbers.

Two matrices  A  and  B  are equal if they have the same order and if every {i,j}-entry of the matrix A is equal to the corresponding {i,j}-entry of the matrix B. In other words:

A = B

def
Û
 

  aij = bij  "  i = 1,2,...,m;j = 1,2,...,n.

If  A = [aij]  is an arbitrary matrix and  l   is a (real or complex) number, then we can define a new matrix  lA, called the product of  l  and  A,  by

lA

def
=
 

[laij].

Example 2 For the matrix

A =

é
ê
ë

 

1

3

4

2

-2

0

 

ù
ú
û

 

and the number l = 3 we have

3A =

é
ê
ë

 

3

9

12

6

-6

0

 

ù
ú
û

 

The multiplication by numbers satisfies the following properties:

1A = A,    l(mA) = (lm)A.

(5)

If  A = [aij]  and  B = [bij]  are two matrices of the same order  m×n, then we can define the sum  A+ B  as a matrix whose elements are sums of the corresponding elements of  A  and   B, i.e.

A+B

def
=
 

[aij+bij]m×n.

Example 3 For the matrices

A =

é
ê
ë

 

1

3

4

2

-2

0

 

ù
ú
û

  and  B =

é
ê
ë

 

-1

3

4

1

0

2

 

ù
ú
û

 

we have

A+B =

é
ê
ë

 

0

6

8

3

-2

2

 

ù
ú
û

 

Note that sum is not defined for two matrices with different orders. Thus, if we want to form sums of matrices freely, we must fix an order, say  m×n, and consider only matrices of order  m×n. The family of matrices of order  m×n  usually is denoted by  M(m,n). Among matrices of order  m×n   (elements of  M(m,n)) there is a special one with all zero elements. We denote this matrix by   0m,n or simply by 0 if it is clear from the contex what order the matrix has. The matrix 0 has the following property:

0+A = A+0 = A,   l0 = 0A = 0

(6)

for any matrix  A (of the same order   m×n)  and any number  l.

We can also define sum of three or more matrices of the same order  m×n  in a natural way. It is clear that the algebraic operations we have just defined satisfy the following properties:

A+B = B+A    (commutativity of addition)

(7)

 

A+(B+C) = (A+B)+C   (associativity of addition)

(8)

 

l(A+B) = lA+lB,  (l+m)A = lA+mA   (distributivity)

(9)

for any matrices  A,  BC  (of the same order) and for any numbers  l  and  m. Subtraction of matrices  A - B  can be defined analogously, or via addition and multiplication by number by:

A - B

def
=
 

A+( - 1)B.

1.3 Matrix multiplication. So far we have defined addition of matrices of the same order and multiplication of a matrix by a number. It is natural to ask if it is possible also to define multiplication of a matrix by a matrix ? The first idea that might come to mind is to define multiplication of matrices of the same order componentwise, analogous to the addition, i.e.  to define

AB

def
=
 

[aijbij]m×n.

Of course we can define multiplication in this way, and such a multiplication may prove useful in some concrete problems. However, there is another, deeper, definition of multiplication of matrices that will play a cental role in the matrix theory and its applications, and we introduce this definition below.

In order to define the product   AB  of two matrices   A  and  B, the matrices must have agreeable orders. Namely, if the matrix   A  has order   m×n, then the matrix   B  must have an order   n×p. In other words,

the number of columns of the first matrix must be equal to the number of rows of the second matrix

In this case the product  C = AB  is, by the definition, a matrix  C = [cij]m×p  of order  m×p  whose elements  cij  are found by the following formula

cij =

n
å
k = 1 

aikbkj = ai1b1j+ai2b2j+...+ainbnj,  i = 1,2,...,m; j = 1,2,...,p.

(10)

Example 4 For the matrices

A =

é
ê
ë

 

1

3

4

2

-2

0

 

ù
ú
û

  and  B =

é
ê
ê
ê
ê
ë

 

-3

4

1

2

0

3

 

ù
ú
ú
ú
ú
û

 

we have

AB =

é
ê
ë

 

0

22

-8

4

 

ù
ú
û

 

Note that the order in the product AB is essential: if m ¹ p, then BA is not even defined. If m = p, then both product AB and BA and are square matrices of order m×m and n×n, respectively. Thus, they will be always different if m ¹ n. Finally, if A and B are both square matrices of the same order n×n, then AB and BA are both square matrices of the same order n×n.

Definition 1 Two square matrices A and B of the same order n×n are said to be commuting, if  AB = BA.

Example 5 The matrices

A =

é
ê
ê
ê
ê
ë

 

1

-1

0

-2

3

1

2

3

-1

 

ù
ú
ú
ú
ú
û

,   and  B =

é
ê
ê
ê
ê
ë

 

3

-4

-1

-6

14

2

-6

4

4

 

ù
ú
ú
ú
ú
û

 

are commuting because

AB = BA =

é
ê
ê
ê
ê
ë

 

9

-18

-3

-30

54

12

-6

30

0

 

ù
ú
ú
ú
ú
û

 

Example 6 The matrices

A =

é
ê
ë

 

1

-1

3

1

 

ù
ú
û

,   and  B =

é
ê
ë

 

3

-4

-6

1

 

ù
ú
û

 

are not commuting because

AB =

é
ê
ë

 

9

-5

3

-11

 

ù
ú
û

  and  BA =

é
ê
ë

 

-11

-7

-3

7

 

ù
ú
û

 

so AB ¹ BA.

For square matrices A, we can define

A2

def
=
 

AA,

and, more generally,

An

def
=
 

 



AA¼A


n   times 

.

It is instructive to consider a special case of products of matrices of order 1×n with matrices of order n×1. By the general definition (5) we have

[a1, a2,¼, an]

é
ê
ê
ê
ê
ê
ë

 

b1

b2

:

bn

 

ù
ú
ú
ú
ú
ú
û

=

n
å
k = 1 

akbk.

(11)

Thus, products of 1×n-matrices with n×1-matrices are just numbers. We also say in this case about a product of a row with a column. Now it is not difficult to remember the following rule of multiplication of matrices:

the product of a matrix A of order m×n with a matrix B of order n×p is a matrix C of order m×p whose {i,j}-entry is the product of the i-th row of A with the j-th column of B.

Thus, to multiply two matrices (having agreeable orders), one has to multiply the first row with the first column, the first row with the second column, and so on, .... The results are the first row of the resulted product. Then do the same with the second row, etc.

It is also possible to form product A1A2...Ak of k matrices A1, A2,...,Ak provided that the number of columns of Ai is equal to the number of rows of Ai+1, for all i = 1,...,k-1.

1.4 More on square matrices.

Square matrices form an important class of matrices. A square matrix A = [aij]n×n is called upper triangular, if aij = 0 for all i > j, i.e.  if all elements below the main diagonal are equal zero.

Example 7 The matrix

A =

é
ê
ê
ê
ê
ë

 

2

1

5

0

-1

4

0

0

3

 

ù
ú
ú
ú
ú
û

 

is upper triangular.

Analogously, if aij = 0 for all i < j, i.e. if all elements above the main diagonal are equal to zero, then the matrix is called lower triangular. A square matrix A = [aij]n×n is called a diagonal matrix if aij = 0 for all i ¹ j, i.e.  all nondiagonal elements are equal to zero. In other words, A is diagonal if and only if i