Appendix A

Matrix Methods
A.1 REVIEW SUMMARY
A.1.1 Sets
A set of points is denoted by
S x
1
. x
2
. x
3
A.1
This shows a set of three points, x
1
, x
2
, and x
3
. Some properties may be assigned to
the set, i.e.,
S fx
1
. x
2
. x
3
jx
3
0g A.2
Equation (A.2) indicates that the last component of the set x
3
= 0. Members of a set
are called elements of the set. If a point x, usually denoted by " xx, is a member of the
set, it is written as
" xx 2 S A.3
If we write:
" xx , 2S A.4
then point x is not an element of set S. If all the elements of a set S are also the
elements of another set T, then S is said to be a subset of T, or S is contained in T:
S & T A.5
Alternatively, this is written as
T ' S A.6
The intersection of two sets S
1
and S
2
is the set of all points " xx such that " xx is an
element of both S
1
and S
2
. If the intersection is denoted by T, we write:
T S
1
\ S
2
A.7
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
The intersection of n sets is
T S
1
\ S
2
\ . . . \ S
n
\
n
i1
S
i
A.8
The union of two sets S
1
and S
2
is the set of all points " xx such that " xx is an element of
either S
1
or S
2
. If the union is denoted by P, we write:
P S
1
[ S
2
A.9
The union of n sets is written as:
P S
1
[ S
2
[ . . . [ S
n
U
n
i1
S
i
A.10
A.1.2 Vectors
A vector is an ordered set of numbers, real or complex. A matrix containing only one
row or column may be called a vector:
" xx
x
1
x
2

x
n

A.11
where x
1
, x
2
, . . ., x
n
are called the constituents of the vector. The transposed form is
" xx
0
jx
1
. x
2
. . . . . x
n
j A.12
Sometimes the transpose is indicated by a superscript letter t. A null vector
"
00 has all
its components equal to zero and a sum vector
"
11 has all its components equal to 1.
The following properties are applicable to vectors
" xx " yy " yy " xx
" xx " yy " zz " xx " yy " zz
o
1
o
2
" xx o
1
o
2
" xx
o
1
o
2
" xx o
1
" xx o
2
" xx
"
00 " xx
"
00
A.13
Multiplication of two vectors of the same dimensions results in an inner or scalar
product:
" xx
0
" yy
X
n
i1
x
i
y
i
" yy
0
" xx
" xx
0
" xx j " xxj
2
cos
" xx
0
" yy
jxjjyj
A.14
where is the angle between vectors and |x| and |y| are the geometric lengths. Two
vectors " xx
1
and " xx
2
are orthogonal if:
" xx
1
" xx
0
2
0 A.15
Matrix Methods 713
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
A.1.3 Matrices
1. A matrix is a rectangular array of numbers subject to certain rules of
operation, and usually denoted by a capital letter within brackets [A], a capital letter
in bold, or a capital letter with an overbar. The last convention is followed in this
book. The dimensions of a matrix indicate the total number of rows and columns.
An element a
ij
lies at the intersection of row i and column j.
2. A matrix containing only one row or column is called a vector.
3. A matrix in which the number of rows is equal to the number of columns is
a square matrix.
4. A square matrix is a diagonal matrix if all off-diagonal elements are zero.
5. A unit or identity matrix
"
II is a square matrix with all diagonal elements
=1 and off-diagonal elements = 0.
6. A matrix is symmetric if, for all values of i and j, a
ij
= a
ji.
7. A square matrix is a skew symmetric matrix if a
ij
= a
ji
for all values of i
and j.
8. A square matrix whose elements below the leading diagonal are zero is
called an upper triangular matrix. A square matrix whose elements above the leading
diagonal are zero is called a lower triangular matrix.
9. If in a given matrix rows and columns are interchanged, the new matrix
obtained is the transpose of the original matrix, denoted by
"
AA
0
.
10. A square matrix
"
AA is an orthogonal matrix if its product with its trans-
pose is an identity matrix:
"
AA
"
AA
0

"
II A.16
11. The conjugate of a matrix is obtained by changing all its complex ele-
ments to their conjugates, i.e., if
"
AA
1 i 3 4i 5
7 2i i 4 3i

A.17
then its conjugate is
"
AA

1 i 3 4i 5
7 2i i 4 3i

A.18
A square matrix is a unit matrix if the product of the transpose of the conjugate
matrix and the original matrix is an identity matrix:
"
AA
0
"
AA
"
II A.19
12. A square matrix is called a Hermitian matrix if every ij element is equal
to the conjugate complex ji element, i.e.,
"
A A
"
AA
0
A.20
13. A matrix, such that:
"
AA
2

"
AA A.21
is called an idempotent matrix.
714 Appendix A
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
14. A matrix is periodic if
"
AA
k1

"
AA A.22
15. A matrix is called nilpotent if
"
AA
k
0 A.23
where k is a positive integer. If k is the least positive integer, then k is called the index
of nilpotent matrix.
16. Addition of matrices follows a commutative law:
"
AA
"
BB
"
BB
"
AA A.24
17. A scalar multiple is obtained by multiplying each element of the matrix
with a scalar. The product of two matrices
"
AA and
"
BB is only possible if the number of
columns in
"
A A equals the number of rows in
"
BB.
If
"
AA is an mn matrix and
"
BB is n p matrix, the product
"
AA
"
BB is an mp
matrix where
c
ij
a
i1
b
1j
a
i2
b
2j
a
in
b
nj
A.25
Multiplication is not commutative:
"
AA
"
BB 6
"
BB
"
AA A.26
Multiplication is associative if conrmability is assured:
"
AA
"
BB
"
CC
"
AA
"
BB
"
CC A.27
It is distributive with respect to addition:
"
AA
"
BB
"
CC
"
AA
"
BB
"
AA
"
CC A.28
The multiplicative inverse exists if jAj 6 0. Also,

"
AA
"
BB
0

"
BB
0
"
AA
0
A.29
18. The transpose of the matrix of cofactors of a matrix is called an adjoint
matrix. The product of a matrix
"
AA and its adjoint is equal to the unit matrix multi-
plied by the determinant of A.
"
AA
"
AA
adj

"
IIjAj A.30
This property can be used to nd the inverse of a matrix (see Example A.4).
19. By performing elementary transformations any nonzero matrix can be
reduced to one of the following forms called the normal forms:
I
r
I
r
0
I
r
0

I
r
0
0 0

A.31
The number r is called the rank of matrix
"
AA. The form:
I
r
0
0 0

A.32
is called the rst canonical form of
"
AA. Both row and column transformations can be
used here. The rank of a matrix is said to be r if (1) it has at least one nonzero minor
of order r, and (2) every minor of
"
AA of order higher than r = 0. Rank is a nonzero
row (the row that does not have all the elements =0) in the upper triangular matrix.
Matrix Methods 715
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
Example A.1
Find the rank of the matrix:
"
AA
1 4 5
2 6 8
3 7 22

This matrix can be reduced to an upper triangular matrix by elementary row opera-
tions (see below):
"
AA
1 4 5
0 1 1
0 0 12

The rank of the matrix is 3.

A.2 CHARACTERISTICS ROOTS, EIGENVALUES, AND
EIGENVECTORS
For a square matrix
"
AA, the
"
AA z
"
II matrix is called the characteristic matrix; z is
a scalar and
"
II is a unit matrix. The determinant jA zIj when expanded gives
a polynomial, which is called the characteristic polynomial of
"
AA and the equation
jA zIj 0 is called the characteristic equation of matrix
"
AA. The roots of the
characteristic equation are called the characteristic roots or eigenvalues.
Some properties of eigenvalues are:
. Any square matrix
"
AA and its transpose
"
AA
0
have the same eigenvalues.
. The sum of the eigenvalues of a matrix is equal to the trace of the matrix
(the sum of the elements on the principal diagonal is called the trace of the
matrix).
. The product of the eigenvalues of the matrix is equal to the determinant of
the matrix. If
z
1
. z
2
. . . . . z
n
are the eigenvalues of
"
AA, then the eigenvalues of
k
"
AA are kz
1
. kz
2
. . . . . kz
n
"
AA
m
are z
m
1
. z
m
2
. . . . . z
m
n
"
AA
1
are 1,z
1
. 1,z
2
. . . . . 1,z
n
A.33
. Zero is a characteristic root of a matrix, only if the matrix is singular.
. The characteristic roots of a triangular matrix are diagonal elements of the
matrix.
. The characteristics roots of a Hermitian matrix are all real.
. The characteristic roots of a real symmetric matrix are all real, as the real
symmetric matrix will be Hermitian.
716 Appendix A
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
A.2.1 CayleyHamilton Theorem
Every square matrix satises its own characteristic equation:
If j
"
AA z
"
IIj 1
n
z
n
a
1
z
n1
a
2
z
n2
a
n
A.34
is the characteristic polynomial of an n n matrix, then the matrix equation:
"
XX
n
a
1
"
XX
n1
a
2
"
XX
n2
a
n
"
II 0
is satisfied by
"
XX
"
AA
"
AA
n
a
1
"
AA
n1
a
2
"
AA
n2
a
n
"
II 0
A.35
This property can be used to nd the inverse of a matrix.
Example A.2
Find the characteristic equation of the matrix:
"
AA
1 4 2
3 2 2
1 1 2

and then the inverse of the matrix.

The characteristic equation is given by
1 z 4 2
3 2 z 2
1 1 2 z

0
Expanding, the characteristic equation is
z
3
5z
2
8z 40 0
then, by the CayleyHamilton theorem:
"
AA
2
5
"
AA 8
"
II 40
"
AA
1
0
40
"
AA
1

"
AA
2
5
"
AA 8
"
II
We can write:
40A
1

1 4 2
3 2 2
1 1 2

2
5
1 4 2
3 2 2
1 1 2

8
1 0 0
0 1 0
0 0 1

0
The inverse is
A
1

0.05 0.25 0.3

0.2 0 0.2
0.125 0.125 0.25

This is not an effective method of nding the inverse for matrices of large dimen-
sions.
A.2.2 Characteristic Vectors
Each characteristic root z has a corresponding nonzero vector " xx which satises the
equation j
"
AA z
"
IIj " xx 0. The nonzero vector " xx is called the characteristic vector or
eigenvector. The eigenvector is, therefore, not unique.
Matrix Methods 717
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
A.3 DIAGONALIZATION OF A MATRIX
If a square matrix
"
AA of n n has n linearly independent eigenvectors, then a matrix
"
PP
can be found so that
"
PP
1
"
AA
"
PP A.36
is a diagonal matrix.
The matrix
"
PP is found by grouping the eigenvectors of
"
AA into a square matrix,
i.e.,
"
PP has eigenvalues of
"
AA as its diagonal elements.
A.3.1 Similarity Transformation
The transformation of matrix
"
AA into P
1
"
AA
"
PP is called a similarity transformation.
Diagonalization is a special case of similarity transformation.
Example A.3
Let
"
AA
2 2 3
2 1 6
1 2 0

Its characteristics equation is

z
3
z
2
21z 45 0
z 5z 3z 3 0
The eigenvector is found by substituting the eigenvalues:
7 2 3
2 4 6
1 2 3

x
y
z

0
0
0

As eigenvectors are not unique, by assuming that z 1, and solving, one eigenvector
is
1. 2. 1
t
Similarly, other eigenvectors can be found. A matrix formed of these vectors is
"
PP
1 2 3
2 1 0
1 0 1

and the diagonalization is obtained:

"
PP
1
"
AA
"
PP
5 0 0
0 3 0
0 0 3

This contains the eigenvalues as the diagonal elements.

718 Appendix A
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
A.4 LINEAR INDEPENDENCE OR DEPENDENCE OF VECTORS
Vectors " xx
1
. " xx
2
. . . . . " xx
n
are dependent if all vectors (row or column matrices) are of the
same order, and n scalars z
1
. z
2
. . . . . z
n
(not all zeros) exist such that:
z
1
" xx
1
z
2
" xx
2
z
3
" xx
3
z
n
" xx
n
0 A.37
Otherwise they are linearly independent. In other words, if vector " xx
K
1 can be
written as a linear combination of vectors x
1
. " xx
2
. . . . . " xx
n
, then it is linearly depen-
dent, otherwise it is linearly independent. Consider the vectors:
" xx
3

4
2
5

" xx
1

1
0.5
0

" xx
2

0
0
1

then
" xx
3
4 " xx
1
5 " xx
2
Therefore, " xx
3
is linearily dependent on " xx
1
and " xx
2
.
A.4.1 Vector Spaces
If " xx is any vector from all possible collections of vectors of dimension n, then for any
scalar o, the vector o " xx is also of dimension n. For any other n-vector " yy, the vector
" xx " yy is also of dimension n. The set of all n-dimensional vectors are said to form a
linear vector space E
n
. Transformation of a vector by a matrix is a linear transfor-
mation:
"
AAo " xx [" yy o
"
AA" xx [
"
AA" yy A.38
One property of interest is
"
AA" xx 0 A.39
i.e., whether any nonzero vector " xx exists which is transformed by matrix
"
AA into a
zero vector. Equation (A.39) can only be satised if the columns of
"
AA are linearly
dependent. A square matrix whose columns are linearly dependent is called a sin-
gular matrix and a square matrix whose columns are linearly independent is called a
nonsingular matrix. In Eq. (A.39) if " xx
"
00, then columns of
"
AA must be linearly
independent. The determinant of a singular matrix is zero and its inverse does not
exist.
A.5 QUADRATIC FORM EXPRESSED AS A PRODUCT OF
MATRICES
The quadratic form can be expressed as a product of matrices:
Quadratic form " xx
0
A" xx A.40
where
" xx
x
1
x
2
x
3

"
AA
a
11
a
12
a
13
a
21
a
22
a
23
a
31
a
32
a
33

A.41
Matrix Methods 719
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
Therefore,
" xx
0
A" xx x
1
x
2
x
3

a
11
a
12
a
13
a
21
a
22
a
23
a
31
a
32
a
33

x
1
x
2
x
3

a
11
x
2
1
a
22
x
2
2
a
33
x
2
3
2a
12
x. x
2
2a
23
x
2
x
3
2a
13
x
1
x
3
A.42
A.6 DERIVATIVES OF SCALAR AND VECTOR FUNCTIONS
A scalar function is dened as
y f x
1
. x
2
. . . . . x
n
A.43
where x
1
. x
2
. . . . . x
n
are n variables. It can be written as a scalar function of an n-
dimensional vector, i.e., y f " xx, where " xx is an n-dimensional vector:
" xx
x
1
x
2

x
n

A.44
In general, a scalar function could be a function of several vector variables, i.e.,
y f " xx. " uu. " pp, where " xx. " uu, and " pp are vectors of various dimensions. A vector function
is a function of several vector variables, i.e., " yy f " xx. " uu. " pp.
A derivative of a scalar function with respect to a vector variable is dened as
of
ox

of ,ox
1
of ,ox
2

of ,ox
n

A.45
The derivative of a scalar function with respect to a vector of n dimensions is a vector
of the same dimension. The derivative of a vector function with respect to a vector
variable x is dened as
of ,ox
of
1
,ox
1
of
1
,ox
2
of
1
,ox
n
of
2
,ox
2
of
2
,ox
2
of
2
,ox
n

of
m
,ox
1
of
m
,ox
2
of
m
,ox
n

of
1
,ox
1

T
of
2
,ox
2

of
m
,ox
n

A.46
If a scalar function is dened as
s z
T
f " xx" uu" pp
z
1
f
1
" xx. " uu. " pp z
2
f
2
" xx. " uu. " pp z
m
f
m
" xx. " uu. " pp
A.47
then os,oz is
os
oz

f
1
" xx. " uu. " pp
f
2
" xx. " uu. " pp
..
f
m
" xx. " uu. " pp

f " xx. " uu. " pp A.48

720 Appendix A
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
and os,ox is
os
ox

z
1
of
1
ox
1
z
2
of
2
ox
1
. . . z
m
of
m
ox
1
z
1
of
1
ox
2
z
2
of
2
ox
2
. . . z
m
of
m
ox
2
. . . . . .
z
1
of
1
ox
n
z
2
of
2
ox
n
. . . z
m
of
m
ox
n

of
1
ox
1

of
2
ox
1
. . .
of
m
ox
1
of
1
ox
2

of
2
ox
2
. . .
of
m
ox
2
. . . . . .
of
1
ox
n

of
2
ox
n
. . .
of
m
ox
n

z
1
z
2
..
z
m

A.49
Therefore,
os
ox

of
ox

T
z A.50
A.7 INVERSE OF A MATRIX
The inverse of a matrix is often required in the power system calculations, though it
is rarely calculated directly. The inverse of a square matrix
"
AA is dened so that
"
AA
1
"
AA
"
AA
"
AA
1

"
II A.51
The inverse can be evaluated in many ways.
A.7.1 By Calculating the Adjoint and Determinant of the Matrix
"
AA
1

"
AA
adj
jAj
A.52
Example A.4
Consider the matrix:
"
AA
1 2 3
4 5 6
3 1 2

Its adjoint is
"
AA
adj

4 1 3
10 7 6
11 5 3

and the determinant of

"
AA is equal to 9.
Matrix Methods 721
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
Thus, the inverse of
"
AA is
"
AA
1

4
9
1
9
1
3

10
9
7
9

2
3
11
9

5
9
1
3

A.7.2 By Elementary Row Operations

The inverse can also be calculated by elementary row operations. This operation is as
follows:
1. A unit matrix of n n is rst attached to the right side of matrix n n
whose inverse is required to be found.
2. Elementary row operations are used to force the augmented matrix so
that the matrix whose inverse is required becomes a unit matrix.
Example A.5
Consider a matrix:
"
AA
2 6
3 4

It is required to nd its inverse.

Attach a unit matrix of 2 2 and perform the operations as shown:
2 6
3 4

1 0
0 1

!
R
1
2
1 3
3 4

1
2
0
0 1

! R
2
3R
1
1 3
0 5

1
2
0
3
2
1

! R
1

5
3
R
2
1 0
0 5

2
5
3
5
3
2
1

! R
2

1
5
1 0
0 1

2
5
3
5
3
10
1
5

Thus, the inverse is

"
AA
1

2
5
3
5
3
10
1
5

Some useful properties of inverse matrices are:

The inverse of a matrix product is the product of the matrix inverses taken in
reverse order, i.e.,

"
AA
"
BB
"
CC
1

"
CC
1

"
BB
1

"
AA
1
A.53
The inverse of a diagonal matrix is a diagonal matrix whose elements are the respec-
tive inverses of the elements of the original matrix:
722 Appendix A
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
A
11
B
22
C
33

1
A
11
1
B
22
1
C
33

A.54
A square matrix composed of diagonal blocks can be inverted by taking the inverse
of the respective submatrices of the diagonal block:
block A
block B
block C

block A
1
block B
1
block C
1

A.55
A.7.3 Inverse by Partitioning
Matrices can be partitioned horizontally and vertically, and the resulting submatrices
may contain only one element. Thus, a matrix
"
AA can be partitioned as shown:
"
AA
a
11
a
12
a
13
a
14
a
21
a
22
a
23
a
24
a
31
a
32
a
33
a
34
a
41
a
42
a
43
a
44

"
AA
1
"
A A
2
"
AA
3
"
A A
4

A.56
where
"
AA
a
11
a
12
a
13
a
21
a
22
a
23
a
31
a
32
a
33

A.57
"
AA
2

a
14
a
24
a
34

"
AA
3
a
41
a
42
a
43

"
AA
4
a
44
A.58
Partitioned matrices follow the rules of matrix addition and subtraction. Partitioned
matrices
"
AA and
"
BB can be multiplied if these are conrmable and columns of
"
AA and
rows of
"
BB are partitioned exactly in the same manner:
"
AA
11
22
"
AA
12
21
"
AA
21
12
"
AA
22
11

"
BB
11
23
"
BB
12
21
"
BB
21
13
"
BB
22
11

"
AA
11
"
BB
11

"
AA
12
"
BB
21
"
AA
11
"
BB
12

"
AA
12
"
BB
22
"
A A
21
"
BB
11

"
AA
22
"
BB
21
"
AA
21
"
BB
12

"
AA
22
"
BB
22

A.59
Example A.6
Find the product of two matrices A and B by partitioning:
"
AA
1 2 3
2 0 1
1 3 6

"
BB
1 2 1 0
2 3 5 1
4 6 1 2

Matrix Methods 723

Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
is given by
"
AA
"
BB
1 2
2 0

1 2 1
2 3 5

3
1

4 6 1

1 2
2 0

0
1

3
1

2
1 3

1 2 1
2 3 5

6 4 6 1

1 3

0
1

62

A matrix can be inverted by partition. In this case, each of the diagonal submatrices
must be square. Consider a square matrix partitioned into four submatrices:
"
AA
"
AA
1
"
AA
2
"
AA
3
"
AA
4

A.60
The diagonal submatrices
"
AA
1
and
"
A A
4
are square, though these can be of different
dimensions. Let the inverse of
"
AA be
"
AA
1

"
AA
00
1
"
AA
00
2
"
AA
00
3
"
AA
00
4

A.61
then
"
AA
1
"
AA
"
AA
00
1
"
AA
00
2
"
AA
00
3
"
AA
00
4

"
AA
1
"
AA
2
"
AA
3
"
AA
4

1 0
0 1

A.62
The following relations can be derived from this identity:
"
AA
00
1

"
AA
1

"
AA
2
"
AA
1
4
"
AA
3

1
"
AA
00
2

"
AA
00
1
"
AA
2
"
AA
1
4
"
AA
00
4

"
AA
3
"
AA
1
1
"
AA
2

"
AA
4

1
"
AA
00
3

"
AA
00
4
"
AA
3
"
AA
1
1
A.63
Example A.7
Invert the following matrix by partitioning:
"
AA
2 3 0
1 1 3
1 2 4

"
AA
1

2 3
1 1

"
AA
2

0
3

"
AA
3
1 2

"
AA
4
4
"
AA
00
1

2 3
1 1

0
3

1
4
!
1 2

!
1

2
7
12
7
1
7

8
7

"
AA
0
2

2
7
12
7
1
7

8
7

0
3

1
4
!

9
7
6
7

724 Appendix A
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
"
AA
00
3

1
7
!
1 2

1 3
1 2

1
7
1
7

"
AA
00
4
1 2

1 3
1 2

0
3

4
!
1

1
7
"
AA
1

2
7
12
7

9
7
1
7

8
7
6
7

1
7
1
7
1
7

A.8 SOLUTION OF LARGE SIMULTANEOUS EQUATIONS

The application of matrices to the solution of large simultaneous equations consti-
tutes one important application in the power systems. Mostly, these are sparse
equations with many coefcients equal to zero. A large power system may have
more than 3000 simultaneous equations to be solved.
A.8.1 Consistent Equations
A system of equations is consistent if they have one or more solutions.
A.8.2 Inconsistent Equations
A system of equations that has no solution is called inconsistent, i.e., the following
two equations are inconsistent:
x 2y 4
3x 6y 5
A.8.3 Test for Consistency and Inconsistency of Equations
Consider a system of n linear equations:
a
11
x
1
a
12
x
2
a
1n
x
1
b
1
a
21
x
1
a
22
x
2
A
2n
x
2
b
2

a
n1
x
1
a
n2
x
2
a
mn
x
n
b
n
A.64
Form an augmented matrix
"
CC:
"
CC
"
AA.
"
BB
a
11
a
12
a
1
n b
1
a
21
a
22
a
2
n b
2

a
n1
a
n2
a
nn
b
n

A.65
Matrix Methods 725
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
The following holds for the test of consistency and inconsistency:
. A unique solution of the equations exists if: rank of
"
AA = rank of
"
CC n,
where n is the number of unknowns.
. There are innite solutions to the set of equations if: rank of
"
AA = rank of
"
CC r, r - n.
. The equations are inconsistent if rank of
"
AA is not equal to rank of
"
CC.
Example A.8
Show that the equations:
2x 6y 11
6x 20y 6z 3
6y 18z 1
are inconsistent.
The augmented matrix is
"
CC
"
AA
"
BB
2 6 0 11
6 20 6 3
0 6 18 1

It can be reduced by elementary row operations to the following matrix:

2 6 0 11
0 2 6 30
0 0 0 91

The rank of A is 2 and that of C is 3. The equations are not consistent.

The equations (A.64) can be written as
"
AA" xx
"
bb A.66
where
"
AA is a square coefcient matrix,
"
bb is a vector of constants, and " xx is a vector of
unknown terms. If
"
AA is nonsingular, the unknown vector " xx can be found by
" xx
"
AA
1
"
bb A.67
This requires calculation of the inverse of matrix
"
AA. Large system equations are not
solved by direct inversion, but by a sparse matrix techniques.
Example A.9
This example illustrates the solution by transforming the coefcient matrix to an
upper triangular form (backward substitution). The equations:
1 4 6
2 6 3
5 3 1

x
1
x
2
x
3

2
1
5

726 Appendix A
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
can be solved by row manipulations on the augmented matrix, as follows:
1 4 6
2 6 3
5 3 1

2
1
5

! R
2
2R
1

1 4 6
0 2 9
5 3 1

2
3
5

! R
3
5R
1

1 4 6
0 2 9
0 17 29

2
3
5

! R
3

17
2
R
2

1 4 6
0 2 9
0 0 47.5

2
3
20.5

Thus,
47.5x
3
20.5
2x
2
9x
3
3
x
1
4x
2
6x
3
2
which gives
" xx
1.179
0.442
0.432

A set of simultaneous equations can also be solved by partitioning:

a
11
. . a
1k
a
1m
. . a
1n
.. ..
a
k1
. . a
kk
a
km
. . a
kn
a
m1
. . a
mk
a
mm
. . a
mn
.. ..
a
n1
. . a
nk
a
nm
. . a
nn

x
1

x
k
x
m

x
n

b
1

b
k
b
m

b
n

A.68
Equation (A.68) is horizontally partitioned and rewritten as
"
AA
1
"
AA
2
"
AA
3
"
AA
4

"
XX
1
"
XX
2

"
BB
1
"
BB
2

A.69
Vectors " xx
1
and " xx
2
are given by
"
XX
1

"
AA
1

"
AA
2
"
AA
1
4
"
AA
3

1
"
BB
1

"
AA
2
"
AA
1
4
"
BB
2

A.70
"
XX
2

"
AA
1
4

"
BB
2

"
AA
3
"
XX
1

A.71
A.9 CROUTS TRANSFORMATION
A matrix can be resolved into the product of a lower triangular matrix
"
LL and an
upper unit triangular matrix
"
UU, i.e.,
a
11
a
12
a
13
a
14
a
21
a
22
a
23
a
24
a
31
a
32
a
33
a
34
a
41
a
42
a
43
a
44

l
11
0 0 0
l
21
l
22
0 0
l
31
l
32
l
33
0
l
41
l
42
l
43
l
44

1 u
12
u
13
u
14
0 1 u
23
u
24
0 0 1 u
34
0 0 0 1

A.72
Matrix Methods 727
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
The elements of
"
UU and
"
LL can be found by multiplication:
l
11
a
11
l
21
a
21
l
22
a
22
l
21
u
12
l
31
a
31
l
32
a
32
l
31
u
12
l
33
a
33
l
31
u
13
l
32
u
23
l
41
a
41
l
42
a
42
l
41
u
12
l
43
a
43
l
41
u
13
l
42
u
23
l
44
a
44
a
41
u
14
l
42
u
24
l
43
u
3
A.73
and
u
12
a
12
,l
11
u
13
a
13
,l
11
u
14
a
14
,l
11
u
23
a
23
l
21
u
13
,l
22
u
24
a
24
l
21
u
14
,l
22
u
34
a
34
l
31
u
14
l
32
u
24
l
33
A.74
In general:
l
ij
a
ij

X
kj1
k1
l
ik
u
kj
i ! j A.75
for j 1. . . . . n
u
ij

1
l
ii
a
ij

X
kj1
k1
l
ik
u
kj
!
i - j A.76
Example A.10
Transform the following matrix into LU form:
1 2 1 0
0 3 3 1
2 0 2 0
1 0 0 2

From Eqs. (A.75) and (A.76):

1 2 1 0
0 3 3 1
2 0 2 0
1 0 0 2

1 0 0 0
0 3 0 0
2 4 4 0
1 2 1 2.33

1 2 1 0
0 1 1 0.33
0 0 1 0.33
0 0 0 1

728 Appendix A
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
The original matrix has been converted into a product of lower and upper triangular
matrices.
A.10 GAUSSIAN ELIMINATION
Gaussian elimination provides a natural means to determine the LU pair:
a
11
a
12
a
13
a
21
a
22
a
23
a
31
a
32
a
33

x
1
x
2
x
3

b
1
b
2
b
3

A.77
First, form an augmented matrix:
a
11
a
12
a
13
b
1
a
21
a
22
a
23
b
2
a
31
a
32
a
33
b
3

A.78
1. Divide the rst row by a
11
. This is the only operation to be carried out on
this row. Thus, the new row is
1 a
0
12
a
0
13
b
0
1
a
0
12
a
12
,a
11
. a
0
13
a
13
,a
11
. b
0
1
b
1
,a
11
A.79
This gives
l
11
a
11
. u
11
1. u
12
a
0
12
. u
13
a
0
13
A.80
2. Multiply new row 1 by a
21
and add to row 2. Thus, a
21
becomes zero.
0 a
0
22
a
0
23
a
0
33
b
0
2
a
0
22
a
22
a
21
a
0
12
a
0
23
a
23
a
21
a
0
13
b
0
2
b
2
a
21
b
0
1
A.81
Divide new row 2 by a
0
22
. Row 2 becomes
0 1 a
00
23
b
00
2
a
00
23
a
0
23
,a
0
22
b
00
2
b
0
2
,a
0
22
A.82
This gives
l
21
a
21
. l
22
a
0
22
. u
22
1. u
23
a
0
23
A.83
3. Multiply new row 1 by a
31
and add to row 3. Thus, row 3 becomes:
0 a
0
32
a
0
33
b
0
3
a
0
32
a
32
a
32
a
0
12
a
0
33
a
33
a
31
a
0
13
A.84
Multiply row 2 by a
32
and add to row 3. This row now becomes
0 0 a
00
33
b
00
3
A.85
Matrix Methods 729
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
Divide new row 3 by a
00
33
. This gives
0 0 1 b
0 00
3
b
0 00
3
b
00
3
,a
00
33
A.86
From these relations:
l
33
a
00
33
. l
31
a
31
. l
32
a
0
32
. u
33
1 A.87
Thus, all the elements of LU have been calculated and the process of forward
substitution has been implemented on vector
"
bb.
A.11 FORWARDBACKWARD SUBSTITUTION METHOD
The set of sparse linear equations:
"
AA" xx
"
bb A.88
can be written as
"
LL
"
UU " xx
"
bb A.89
or
"
LL" yy
"
bb A.90
where
" yy
"
UU " xx A.91
"
LL" yy
"
bb is solved for " yy by forward substitution. Thus, " yy is known. Then
"
UU " xx " yy is
solved by backward substitution.
Solve
"
LL" yy
"
bb by forward substitution:
l
11
0 0 0
l
21
l
22
0 0
l
31
l
32
l
33
0
l
41
l
42
l
43
l
44

y
1
y
2
y
3
y
4

b
1
b
2
b
3
b
4

A.92
Thus,
y
1
b
1
,l
11
y
2
b
2
l
21
y
1
,l
22
y
3
b
3
l
31
y
1
l
32
y
2
,l
33
y
4
b
4
l
41
y
1
l
42
y
2
l
43
y
3
,l
44
A.93
Now solve
"
UU " xx " yy by backward substitution:
1 u
12
u
13
u
14
0 1 u
23
u
24
0 0 1 u
34
0 0 0 1

x
1
x
2
x
3
x
4

y
1
y
2
y
3
y
4

A.94
730 Appendix A
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
Thus,
x
4
y
4
x
3
y
3
u
34
x
4
x
2
y
2
u
23
x
3
u
24
x
4
x
1
y
1
u
12
x
2
u
13
x
3
u
14
x
4
A.95
The forwardbackward solution is generalized by the following equation:
"
AA
"
LL
"
UU
"
LL
d

"
LL
l

"
II
"
UU
u
A.96
where
"
LL
d
is the diagonal matrix,
"
LL
l
is the lower triangular matrix,
"
II is the identity
matrix, and
"
UU
u
is the upper triangular matrix.
Forward substitution becomes
"
LL" yy
"
bb

"
LL
d

"
LL
l
" yy
"
bb
"
LL
d
" yy
"
bb
"
LL
l
" yy
" yy
"
LL
1
d

"
bb
"
LL
l
" yy
A.97
i.e.,
y
1
y
2
y
3
y
4

1,l
11
0 0 0
0 1,l
22
0 0
0 0 1,l
33
0
0 0 0 1,l
44

x
b
1
b
2
b
3
b
4

0 0 0 0
l
21
0 0 0
l
31
l
32
0 0
l
41
l
42
l
43
l
44

y
1
y
2
y
3
y
4

2
6
6
4
3
7
7
5
A.98
Backward substitution becomes

"
II
"
U U
u
" xx " yy
" xx " yy
"
UU
u
" xx
A.99
i.e.,
x
1
x
2
x
3
x
4

y
1
y
2
y
3
y
4

0 u
12
u
13
u
14
0 0 u
23
u
24
0 0 0 u
34
0 0 0 0

x
1
x
2
x
3
x
4

A.100
A.11.1 Bifactorization
A matrix can also be split into LU form by sequential operation on the columns and
rows. The general equations of the bifactorization method are
l
ip
a
1
p for ! p
u
pj

a
pj
a
pp
for j > p
a
ij
a
1
j l
ip
u
pj
for i > p. j > p
A.101
Matrix Methods 731
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
Here, the letter p means the path or the pass. This will be illustrated with an
example.
Example A.11
Consider the matrix:
"
AA
1 2 1 0
0 3 3 1
2 0 2 0
1 0 0 2

It is required to convert it into LU form. This is the same matrix of Example A.10.
Add an identity matrix, which will ultimately be converted into a U matrix and
the
"
AA matrix will be converted into an L matrix:
1 2 1 0
0 3 3 1
2 0 2 0
1 0 0 2

1 0 0 0
0 1 0 0
0 0 1 0
0 0 0 1

First step, p=1:

The shaded columns and rows are converted into L and U matrix column and row
and the elements of
"
AA matrix are modied using Eq. (A.101), i.e.,
a
32
a
32
l
31
u
12
0 22 4
a
33
a
33
l
31
u
13
2 21 0
Step 2, pivot column 2, p=2:
732 Appendix A
1 1 2 1 0
0 3 3 0 0 1 0 0
2 4 0 0 0 0 1 0
1 2 1 2 0 0 1 0
1 0 0 0 1 2 1 0
0 3 0 0 0 1 1 0.33
2 4 4 1.32 0 0 1
1 2 1 2.66 0 0 0 1
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
Third step, pivot column 3, p=3:
This is the same result as derived before in Example A.10.
A.12 LDU (PRODUCT FORM, CASCADE, OR CHOLESKI FORM)
The individual terms of L, D, and U can be found by direct multiplication. Again,
consider a 4 4 matrix:
a
11
a
12
a
13
a
14
a
21
a
22
a
23
a
24
a
31
a
32
a
33
a
34
a
41
a
42
a
43
a
44

1 0 0 0
l
21
1 0 0
l
31
l
32
1 0
l
41
l
42
l
43
1

d
11
0 0 0
0 d
22
0 0
0 0 d
33
0
0 0 0 d
44

1 u
12
u
13
u
14
0 1 u
23
u
24
0 0 1 u
34
0 0 0 1

A.102
The following relations exist:
d
11
a
11
d
22
a
22
l
21
d
11
u
12
d
33
a
33
l
31
d
11
u
13
l
32
d
22
u
23
d
44
a
44
l
41
d
11
u
14
l
42
d
22
u
24
l
43
d
33
u
34
u
12
a
12
,d
11
u
13
a
13
,d
11
u
14
a
14
,d
11
u
23
a
23
l
21
d
11
u
13
,d
22
u
24
a
24
l
21
d
11
u
14
,d
22
u
34
a
34
l
31
d
11
u
14
l
32
d
22
u
24
,d
33
l
21
a
21
,d
11
l
31
a
31
,d
11
l
32
a
32
l
31
d
11
u
12
,d
22
l
41
a
41
,d
11
l
42
a
42
l
41
d
11
u
12
,d
22
l
43
a
43
l
41
d
11
u
13
l
42
d
22
u
23
,d
33
A.103
Matrix Methods 733
1 0 0 0 1 2 1 0
0 3 0 0 0 1 1 0.33
2 4 4 0 0 0 1 0.33
1 2 1 2.33 0 0 0 1
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.
734 Appendix A
In general:
d
ii
a
11

X
i1
j1
l
ij
d
jj
u
ji
for i 1. 2. . . . . n
u
ik
a
ik

X
i1
j1
l
if
d
jj
u
jk
" #
,d
ii
for k i 1 . . . . n i 1. 2. . . . . n
l
ki
a
ki

X
i1
j1
l
kj
d
jj
u
ji
" #
,d
ii
for k i 1. . . . . n i 1. 2. . . . . n
A.104
Another scheme is to consider A as a product of sequential lower and upper matrices
as follows:
A L
1
L
2
. . . . . L
n
U
n
. . . . . U
2
U
1
A.105
a
11
a
12
a
13
a
14
a
21
a
22
a
23
a
24
a
31
a
32
a
33
a
34
a
41
a
42
a
43
a
44

l
11
0 0 0
l
21
1 0 0
l
31
0 1 0
l
41
0 0 1

1 0 0 0
0 a
22
2
a
23
2
a
24
2
0 a
32
2
a
33
2
a
34
2
0 a
42
2
a
43
2
a
44
2

1 u
12
u
13
u
14
0 1 0 0
0 0 1 0
0 0 0 1

A.106
Here the second step elements are denoted by subscript 2 to the subscript.
l
21
a
21
l
31
a
31
l
41
a
41
u
12
a
12
,l
11
u
13
a
13
,l
11
u
14
a
14
,l
11
a
ij
2
a
1j
l
1i
u
1j
i. j 2. 3. 4
A.107
All elements correspond to step 1, unless indicated by subscript 2.
In general for the kth step:
d
k
kk
a
k
kk
k 1. 2. . . . . n 1
l
k
ik
a
k
ik
,a
k
kk
u
kj
a
k
kj
,a
k
kk
a
k1
ij
a
k
ij
a
k
ik
a
k
kj
,a
k
kk
k 1. 2. . . . . n 1i. j k 1. . . . . n
A.108
Example A.12
Convert the matrix of Example A.10 into LDU form:
1 2 1 0
0 3 3 1
2 0 2 0
1 0 0 2

l
1
l
2
l
3
Du
3
u
2
u
1
The lower matrices are
l
1
l
2
l
3

1 0 0 0
0 1 0 0
2 0 1 0
1 0 0 1

1 0 0 0
0 1 0 0
0 4,3 1 0
1 2,3 0 1

1 0 0 0
0 1 0 0
0 0 1 0
0 0 1,4 0

Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.

The upper matrices are
u
3
u
2
u
1

1 0 0 0
0 1 0 1,3
0 0 1 1,3
0 0 0 1

1 0 0 0
0 1 1 0
0 0 1 0
0 0 0 1

1 2 1 0
0 1 0 0
0 0 1 0
0 0 0 1

The matrix D is
D
1 0 0 0
0 3 0 0
0 0 4 0
0 0 0 7,3

Thus, the LDU form of the original matrix is

1 0 0 0
0 1 0 0
2 4,3 1 0
1 2,3 1,4 1

1 0 0 0
0 3 0 0
0 0 4 0
0 0 0 7,3

1 2 1 0
0 1 1 1,3
0 0 1 1,3
0 0 0 1

If the coefcient matrix is symmetrical (for a linear bilateral network), then

L U
t
A.109
Because
l
ip
new a
ip
,a
pp
u
pi
a
pi
,a
pp
a
ip
a
pi

A.110
The LU and LDU forms are extensively used in power systems.
BIBLIOGRAPHY
1. PL Corbeiller. Matrix Analysis of Electrical Networks. Cambridge, MA: Harvard
University Press, 1950.
2. WE Lewis, DG Pryce. The Application of Matrix Theory to Electrical Engineering.
London: E&F N Spon, 1965.
3. HE Brown. Solution of Large Networks by Matrix Methods. New York: Wiley
Interscience, 1975.
4. SA Stignant. Matrix and Tensor Analysis in Electrical Network Theory. London:
Macdonald, 1964.
5. RB Shipley. Introduction to Matrices and Power Systems. New York: Wiley, 1976.
Matrix Methods 735
Copyright 2002 by Marcel Dekker, Inc. All Rights Reserved.