Chapter Four: Matrices Theory

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1. Chapter Four: Matrices Theory. References: 1. Advanced Engineering Mathematics by C. Ray Wylie. 2. Advanced Engineering Mathematics by Erwin Kreyszig.
University of Technology Dep. Of Electrical & Electronic Eng. www.uotiq.org Lecture (1)

Engineering Analysis Lecture notes Third year Lec. Dr. Abbas H. Issa

Chapter Four: Matrices Theory References: 1. Advanced Engineering Mathematics by C. Ray Wylie 2. Advanced Engineering Mathematics by Erwin Kreyszig

4.1 Definition: A matrix of order (m x n), or m by n is a rectangular matrix, array of numbers having m rows and n columns. It can be written in the form

⎡ a11 ⎢a A = ⎢ 21 ⎢ M ⎢ ⎣ a m1

a12

L

a 22

L L L

a1 n ⎤ a 2 n ⎥⎥ M ⎥ ⎥ a mn ⎦

A ∈ R m×n

If m = n it is called square matrix of order m or n. 4.2 Diagonal matrix: a square matrix D is said to be diagonal matrix if the element of the matrix satisfy

d

ij

= 0

(i ≠

j)

d

ij

≠ 0

(i =

j)

⎡2 D = ⎢⎢ 0 ⎢⎣ 0

0 − 1 0

0 ⎤ 0 ⎥⎥ 5 ⎥⎦

A matrix L is called a lower triangular matrix of order 3

⎡2 L = ⎢⎢ 3 ⎢⎣ 5

0 −1 4

0⎤ 0 ⎥⎥ 3 ⎥⎦

A matrix U is called an upper triangular matrix of order 3

6 ⎤ ⎡2 − 3 U = ⎢⎢ 0 7 1 ⎥⎥ ⎢⎣ 0 0 12 ⎥⎦ _____________________________________________________________________ 1

University of Technology Dep. Of Electrical & Electronic Eng. www.uotiq.org Lecture (1)

Engineering Analysis Lecture notes Third year Lec. Dr. Abbas H. Issa

4.3 Equality of matrices: Two matrices A= (ajk) and B= (bjk) of the same order are equal iff.

ajk= bjk 4.4 Addition and subtraction of matrices: To add or subtract, two matrices must be of the same order if

[ ]

A = a ij

[

[ ]

, B = bij

A m B = a ij m bij

]

then

Note that A+B = B+A

(Commutative law)

(A+B) +C = A+ (B+C)

(Associative law)

4.5 Multiplication of matrix by a scalar: If A= [aij] and q is a scalar number, then qa = q [aij] 4.6 Multiplication of matrices: let

[ ]

A = a jk ∈ R m×n

and

[ ]

B = b jk ∈ R r × p

Then (AB) is defined only when n = r and it is (m x p) matrix

[ ]

C = c jk

,

c jk =

n

∑ (a i =1

ji

b ik )

>>> Properties of matrix operation: ( kA) B = k ( AB ) (associativ e A ( BC ) = ( AB ) C = ABC and distributi ve) ( A + B ) C = AC + BC C ( A + B ) = CA + CB AB ≠ BA ( Not commulativ e)

More over

AB = 0 (Not necessary imply A = 0 or B= 0) ⎡1 1 ⎤ ⎡ − 1 1 ⎤ ⎡ 0 0 ⎤ ⎢2 2⎥ ⎢ 1 − 1⎥ = ⎢0 0⎥ ⎣ ⎦⎣ ⎦ ⎣ ⎦

A . B → B is pre-multiplied by A or A is post- multiplied by B _____________________________________________________________________ 2

University of Technology Dep. Of Electrical & Electronic Eng. www.uotiq.org Lecture (1)

Engineering Analysis Lecture notes Third year Lec. Dr. Abbas H. Issa

4.7 Transpose of a matrix: If A = a jk

then

AT = akj

Note that ( A + B )T = AT + B T ( A B )T = B T AT

and

( AT )T = A

4.8 Symmetric and skew – symmetric matrices: If AT=A → symmetric matrix (A is square matrix) If AT=-A → skew- symmetric matrix e.g. ⎡ 1 − 3⎤ B=⎢ ⎥ is symmetric ⎣− 3 2 ⎦

⎡0 − 1⎤ A=⎢ ⎥ is skew − symmetric ⎣1 0 ⎦

4.9 Principle diagonal & trace: If A= [ajk] is a square matrix, then the diagonal which contains all elements of ajk (j=k) is called the principle or main diagonal. The sum of these elements is called the trace e.g. 0 − 1⎤ ⎡1 ⎢ A = ⎢ 2 − 3 5 ⎥⎥ , The trace of A = 1 + ( −3) + 6 = 4 ⎢⎣− 4 1 6 ⎥⎦

4.10 Unity matrix: It is a square matrix that all elements of its principle diagonal are 1 while the other is 0 AI = I A = A

4.11 Determinant: If A is a square matrix the ∆A=|A| is the determinant of A. found as follows: a- Minor given any element of ajk of ∆ we associate a new determinant of order (n-1) obtained by removing all elements of the JM row and KM column. This is called the Minor of ajk

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Engineering Analysis Lecture notes Third year Lec. Dr. Abbas H. Issa

Example: 2 −1 1 −3 2 5 1 0 −2 4 2 3

3 0 2 1 2 −1 3

The minor of element 5 is 1

0

2 =Min 23

4

2

1

b- Cofactor: if we multiply the minor of ajk by (-1)j+k the result is called the cofactor of ajk and it is denoted by Ajk e.g. the cofactor of element 5 in last example is ( −1)

2+3

2 1

−1 3 0 2

4 −2 1

Now n

det A = ΔA = ∑ a jk AJK

(n is order of A)

k =1

Example: ⎡1 3 2 ⎤ A = ⎢⎢ 4 5 7 ⎥⎥ ⎢⎣ 2 4 8 ⎥⎦ 5 7 4 7 4 5 ΔA = 1 ⋅ − 3⋅ + 2⋅ = −30 4 8 2 8 2 4

4.12 Adjoint of a matrix:

⎡ a11 a12 a13 ⎤ If A is (3 x 3) square matrix defined as A = ⎢⎢a 21 a 22 a 23⎥⎥ ⎢⎣ a31 a32 a33⎥⎦

We can form a new matrix C of the cofactors

⎡ A11 A12 C = ⎢⎢ A21 A22 ⎢⎣ A31 A32

A13 ⎤ A23⎥⎥ A33⎥⎦

Where A11 is the cofactors of a11 or Aij is the cofactor of aij

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Engineering Analysis Lecture notes Third year Lec. Dr. Abbas H. Issa

And if we take the transpose of C then CT is called the adjoint of the original matrix A (Adj A). Example: ⎡2 3 5⎤ A = ⎢⎢4 1 6⎥⎥ , then ⎣⎢1 4 0⎥⎦ ⎡ 1 ⎢+ ⎢ 4 ⎢ 3 C = ⎢− ⎢ 4 ⎢ 3 ⎢+ 1 ⎣

And

6 0 5 0 5 6



4 6

1 2 + 1 2 − 4

0 5 0 5 6

4 1⎤ ⎥ 1 4⎥ 15 ⎤ ⎡ − 24 6 2 3⎥ ⎢ ⎥ − ⎥ = ⎢ 20 − 5 − 5 ⎥ 1 4⎥ ⎢ 13 8 − 10⎥⎦ 2 3⎥ ⎣ + 4 1 ⎥⎦

+

⎡− 24 20 13 ⎤ Adj A = C T = ⎢⎢ 6 − 5 8 ⎥⎥ ⎢⎣ 15 − 5 − 10⎥⎦

4.13 Matrix Inversion: If A is a non-singular matrix of order n (i.e ∆A≠0), then there exists a unique inverse A-1 such that AA-1=1 and can be expressed as Example: from previous example det A=45 ⎡ − 24 ⎢ 45 ⎢ 6 A −1 = ⎢ ⎢ 45 ⎢ 15 ⎢⎣ 45

20 45 −5 45 −5 45

13 ⎤ 45 ⎥ 8 ⎥ ⎥ 45 ⎥ − 10 ⎥ 45 ⎥⎦

Note that: 1. The inverse of 2x2 matrix ⎡ a11 a12 ⎤ A=⎢ ⎥ ⎣a 21 a 22⎦ 1 ⎡ a 22 − a12⎤ is A −1 = det A ⎢⎣− a 21 a11 ⎥⎦

2. The inverse of a non-singular diagonal matrix is

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⎡a11 0 ⎢ 0 a 22 A=⎢ ⎢ M M ⎢ 0 ⎣ 0

Engineering Analysis Lecture notes Third year Lec. Dr. Abbas H. Issa

L 0 ⎤ 0 ⎡1 / a11 ⎢ ⎥ L 0 ⎥ 0 1 / a 22 ⇒ A−1 = ⎢ ⎢ M L 0 ⎥ M ⎢ ⎥ L ann ⎦ 0 ⎣ 0

L 0 ⎤ L 0 ⎥⎥ L 0 ⎥ ⎥ L 1 / ann ⎦

Example: 0 ⎤ ⎡− 2 0 ⎢ A = ⎢ 0 1 / 4 0 ⎥⎥ ⎢⎣ 0 0 1 / 2⎥⎦

⎡− 0.5 0 0⎤ A = ⎢⎢ 0 4 0⎥⎥ ⇒ ⎢⎣ 0 0 2⎥⎦

−1

( AC ) −1 = C −1 A −1

3.

−1

−1

or −1

−1

( ACPQ ) = Q P C A −1

4.14 Rank: The rank of a matrix A is the largest value of r for which there exists an (r x r) sub matrix of A with non-vanishing determinant. Example: The matrix ⎡ 1 2 −1 3 ⎤ ⎢ 3 4 0 − 1⎥ ⎥ ⎢ ⎢− 1 0 − 2 7 ⎥ ⎥ ⎢ ⎦ ⎣

, is of the rank 2, since each of the third-order sub matrices ⎡2 − 1 3 ⎤ ⎢4 0 − 1⎥, ⎥ ⎢ ⎢⎣0 − 2 7 ⎥⎦

⎡ 1 −1 3 ⎤ ⎢3 0 − 1⎥⎥, ⎢ ⎢⎣− 1 − 2 7 ⎥⎦

⎡1 2 3⎤ ⎢ 3 4 − 1⎥, ⎥ ⎢ ⎢⎣− 1 0 7 ⎥⎦

⎡ 1 2 − 1⎤ ⎢3 4 0 ⎥ ⎥ ⎢ ⎢⎣− 1 0 − 2⎥⎦

, is singular, while not all second-order sub matrices are singular. 4.15 Elementary operation: (Gaussian elimination method) 1. Interchanging columns or rows 2. Multiplication of row (column) by a non-zero number. 3. Addition to (or subtraction from) all the elements of any row (column) k times the corresponding elements of any other row (column). We will use elementary row operation only ERO:

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University of Technology Dep. Of Electrical & Electronic Eng. www.uotiq.org Lecture (1)

Engineering Analysis Lecture notes Third year Lec. Dr. Abbas H. Issa

Inverse of a matrix by using ERO, Example: find the inverse of 1⎤ ⎡2 1 ⎢ A = ⎢1 3 2 ⎥⎥ ⎢⎣3 − 2 − 4⎥⎦

Solution: write down the augmented matrix 1 M1 0 ⎡2 1 ⎢1 3 2 M0 1 ⎢ ⎢⎣3 − 2 − 4 M 0 0 2 M0 1 ⎡1 3 ⎢2 1 1 M1 0 ⎢ ⎢⎣3 − 2 − 4 M 0 0

0⎤ 0⎥ ⎥ 1 ⎥⎦ 0⎤ 0⎥ ⎥ 1 ⎥⎦

R1↔R2

R2-2R1 R3-3R1

2 M 0 1 0⎤ ⎡1 3 ÷ -5 ⎢0 − 5 − 3 M 1 − 2 0 ⎥ ⎥ ⎢ ⎢⎣0 − 11 − 10 M 0 − 3 1 ⎥⎦ 1 0⎤ 2 M 0 R1-3R2 ⎡1 3 ⎥ ⎢0 1 3 / 5 M − 1 / 5 2 / 5 0⎥ ⎢ R3+11R2 ⎢⎣0 − 11 − 10 M 0 − 3 1⎥⎦ 1 / 5 M 3 / 5 − 1 / 5 0⎤ ⎡1 0 ⎢0 1 3 / 5 M − 1 / 5 2 / 5 0⎥⎥ ⎢ ⎢⎣0 0 − 17 / 5M − 11 / 5 7 / 5 1⎥⎦ x-5/17 0 ⎤ − 1/ 5 ⎡1 0 1 / 5 M 3 / 5 ⎢0 1 3 / 5 M − 1 / 5 2/5 0 ⎥⎥ ⎢ ⎢⎣0 0 1 M11 / 17 − 7 / 17 − 5 / 17 ⎥⎦

R1-1/5 R3 R2-3/5 R3

− 7 / 17 1 / 17 ⎤ ⎡1 0 0 M 8 / 17 ⎢0 1 0 M − 10 / 17 11 / 17 3 / 17 ⎥⎥ ⎢ ⎢⎣0 0 1 M 11 / 17 − 7 / 17 − 5 / 17 ⎥⎦ − 7 / 17 1 / 17 ⎤ ⎡ 8 / 17 A −1 = ⎢⎢− 10 / 17 11 / 17 3 / 17 ⎥⎥ ⎢⎣ 11 / 17 − 7 / 17 − 5 / 17 ⎥⎦

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