Sei sulla pagina 1di 10

2.

1 Introduction
The dynamic equations of mechanical and control systems generally leads to a set of second-order
simultaneous differential equations. It is often desirable to express these equations in compact matrix
form. In this chapter, we summarize some important results from matrix algebra. The discussion of
linear algebra presented here is relatively modest in nature, and its main objective is to familiarize us
with some fundamental concepts of particular interest in dynamic systems.
2.2 Definitions of Matrices
A matrix is a collection of elements arranged in a specific order in rows and columns.
A =
11 12 13 1
21 22 23 2
31 32 33 3
1 2 3
n
n
n
m m m mn
a a a a
a a a a
a a a a
a a a a
(
(
(
(
(
(
(

L
L
L
M
L
...(2.1)
where A is called an m n matrix because it contains m rows and n columns. The dimensions of A
are m n. Each element a
ij
(i = 1, 2, , m ; j = 1, 2, , n) of the matrix A represents a scalar. The
position of the element a
ij
in the matrix A is in the i
th
row and j
th
column, so that i is referred to as
the row index and j as the column index. A square matrix has the same number of rows and
columns (that is, m = n).
(a) Column Matrix
A matrix having a single column is said to
be a column matrix and is written as
(b) Row Matrix
A matrix having a single row is called a row matrix and is represented as
C = [ ]
11 12 1
....
n
c c c ...(2.3)
B =
11
12
13
1 m
b
b
b
b




' `



' '
M
...(2.2)
Matrix Algebra
2
18 Engineering Mathematics
(c) Square Matrix
A square matrix is one in which the number of rows is equal to the number of columns. It is referred
to as n n matrix or a matrix of order n.
(d) Diagonal Matrix
A diagonal matrix is a square matrix having all its elements zero except those on the leading diagonal.
For example, if D is a diagonal matrix of order n, then
D =
11
22
33
0 0
0 0
0 0 0
0 0
nn
a
a
a
a
(
(
(
(
(
(
(

L
L
M M L M
L
...(2.4)
(e) Unit Matrix
A unit matrix is a diagonal matrix whose diagonal elements are each equal to unity and is denoted as I.
I =

1 0 0
0 1 0
0 0 1
n n
(
(
(
(
(
(


L
L
M M L M
L
...(2.5)
(f) Null Matrix (Zero matrix)
A null matrix or zero matrix has all its elements equal to zero and is simply written as zero. If [0] is
of order 2 4, it is given by
[0] =
0 0 0 0
0 0 0 0
(
(

(g) Real Matrix
A real matrix consists of mn numbers arranged in m rows and in n columns and whose elements are
real quantities. For example
A =
11 12 13 14
21 22 23 24
31 32 33 34
a a a a
a a a a
a a a a
(
(
(
(

is a 3 4 matrix. ...(2.6)
(h) Complex Matrix
All elements of a matrix may be complex. A complex matrix has the form
11 11 12 12 13 13
21 21 22 22 23 23
31 31 32 32 33 33
a ib a ib a ib
a ib a ib a ib
a ib a ib a ib
- - - (
(
- - -
(
( - - -

...(2.7)
(i) Transpose of a Matrix
The transpose of a matrix denoted as A
T
is a matrix with the rows and columns interchanged from
the original matrix, A of Eq. (2.1).
Matrix Algebra 19
C
H
A
P
T
E
R

2
A
T
=
11 21 1
12 22 2
13 23 3
1 2
m
m
m
n n mn
a a a
a a a
a a a
a a a
(
(
(
(
(
(
(

L
L
L
M M L M
L
...(2.8)
For example, if
A =
3 4 5
2 1 7
(
(

; A
T
=
3 2
4 1
5 7
(
(
(
(

(j) Symmetrical Matrix
A symmetrical matrix is a square matrix whose elements are symmetrical about its leading diagonal. A
symmetrical matrix is equal to its transpose. For example
a
ij
= a
ji
A =
4 2 5
2 0 7
5 7 5
(
(

(
(

...(2.9)
(k) Asymmetrical Matrix
An asymmetrical matrix is a square matrix whose elements are symmetrical but with opposite sign
about its leading diagonal.
a
ij

=
a
ji
...(2.10)
(l) Triangular Matrix
A triangular matrix is a square matrix, which has zero elements either below or above the leading
diagonal.
(m) Trace
The sum of the main diagonal elements of square matrix A = [a
ij
] is called the trace of A and is given by:
Trace A = a
11
+ a
22
+ ...... + a
nn
...(2.11)
(n) Minor
If the i
th
row and j
th
column of determinant A are deleted, the remaining (m1) rows and (n1)
columns form a determinant M
ij
. This determinant is called the minor of the element a
ij
.
(o) Principal Minor
A minor of A whose diagonal elements are also diagonal elements of A, is called a principal minor
of A .
(p) Cofactor
The cofactor c
ij
of element a
ij
of the matrix A is defined as
c
ij
= (1)
i+j
M
ij
...(2.12)
where M
ij
is the minor of the element a
ij
.
20 Engineering Mathematics
For example, the cofactor of the element a
32
of
det |A| =
11 12 13
21 22 23
31 32 33
a a a
a a a
a a a
is given by
c
32
= (1)
5
M
32
=
11 13
21 23
a a
a a
...(2.13)
(q) Adjoint Matrix
The adjoint of a square matrix is found by replacing each element a
ij
of matrix A by its cofactor c
ij
and then transposing.
Example E2.1
Consider the matrix A is given by
A =
0 1 3
1 6 4
2 4 7
(
(

(
(

then adjoint of A is given by
adj A =
6 4 1 4 1 6
4 7 2 7 2 4
1 3 0 3 0 1
4 7 2 7 2 4
1 3 0 3 0 1
6 4 1 4 1 6
T
(

(
(
(

(

(
(

(

(

(

=
26 15 16
19 6 2
22 3 1
T
(
(

(
(

=
26 19 22
15 6 3
16 2 1
(
(
(
(

(r) Singular and Non-Singular Matrices
A square matrix is called singular if its associated determinant is zero and non-singular if its associ-
ated determinant is non-zero.
(s) Banded Matrix
Matrices relating to engineering problems are of a banded nature. Bandedness means non-zero ele-
ments have a definite band around the principal diagonal. Since A is a symmetric matrix we can state
this condition as a
ij
= 0 for j > i + m
A
where 2m
A
+ 1 is the bandwidth of A. The following matrix
is a symmetric banded matrix of order 5. The half-bandwidth m
A
is 2.
A =
3 2 1 0 0
2 3 4 1 0
1 4 5 6 1
0 1 6 7 4
0 0 1 4 3
(
(
(
(
(
(
(

Matrix Algebra 21
C
H
A
P
T
E
R

2
If half-bandwidth of a matrix is zero, the banded matrix reduces to a diagonal matrix.
(t) Tridiagonal Matrix
A banded matrix, which has only one non-zero element on either side of the principal diagonal is said
to be tridiagonal i.e., half-bandwidth in this case, is 1.
(u) Rank of a Matrix
A matrix A is said to have rank or if there exists an r r submatrix of A which is non singular and all
other Q Q submatrices (where Q r + 1) are singular.
Example E2.2
Consider a 3 3 square matrix
A =
1 3 4
3 2 6
2 3 1
(
(
(
(

det A = 1(218) 3(312) + 4(94) = 31 0
Hence, the rank of matrix A is 3.
Example E2.3
Determine the rank of the given matrix
A =
1 1 1 0
1 2 3 1
2 3 4 1
(
(
(
(

Solution:
Since A is of the order of 3 4, the maximum possible value of the rank should be 3. This is true
when at least one square submatrix of order 3 has non-zero determinant. Otherwise the rank will be
atmost 2 and it must be investigated for square matrices of order 2.
There can be four square submatrices of order 3 in the given matrix, and these are as follows:
Submatrix Its determinant
1 1 0
2 3 1
3 4 1
(
(
(
(

0
1 1 0
1 3 1
2 4 1
(
(
(
(

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

0
1 1 1
1 2 3
2 3 4
(
(
(
(

0
22 Engineering Mathematics
Hence, it is required to investigate submatrices of order 2.
1 1
1 2
(
(

1
Hence a non-zero determinant is arrived at, and so we can conclude that the rank of A = 2.
(v) Conjugate Matrix
The conjugate of a matrix A, denoted as A
*
is the matrix whose each element is the complex
conjugate of the corresponding element of A.
2.3 Elementary Matrix Operations
Equality of Matrices
Two matrices of the same order are equal if their corresponding elements are equal. Thus, two
matrices A and B are equal if, for every j and k,
a
jk
= b
jk
...(2.14)
Hence A B = 0
Matrix Addition and Subtraction
Addition or subtraction of matrices of the same order is performed by adding or subtracting
corresponding elements. Thus, A + B = C, if for every j and k,
a
jk
+ b
jk
= c
jk
...(2.15)
Example E2.4
Consider two matrices A and B given by:
A =
4 3
5 7
(
(


; B =
3 6
7 4
(
(

A + B =
7 9
2 11
(
(

; A B =
1 3
12 3
(
(


Multiplication of a Matrix by a Scalar
Multiplication of a matrix A by a scalar c multiples each element of the matrix by c. i.e.,
cA = c [a
jk
] = [c a
jk
] ...(2.16)
In particular, the negative of a matrix has the sign of every element changed.
Matrix Multiplication
If A is a matrix of order (m, n) and B is a matrix of order (n, p), then their matrix product AB = C
is defined to be a matrix C of order (m, p) where, for every j and k,
c
jk
=
1
n
jr rk
r
a b

...(2.17)
Consider the two matrices
[A] =
11 12 13
21 22 23
a a a
a a a
(
(

Matrix Algebra 23
C
H
A
P
T
E
R

2
[B] =
11 12 13 14
21 22 23 24
31 32 33 34
b b b b
b b b b
b b b b
(
(
(
(

Then [A][B] =
11 12 13
21 22 23
a a a
a a a
(
(


11 12 13 14
21 22 23 24
31 32 33 34
b b b b
b b b b
b b b b
(
(
(
(

=
11 11 12 21 13 31 11 12 12 22 13 32
21 11 22 21 23 31 21 12 22 22 23 32
( ) ( )
( ) ( )
a b a b a b a b a b a b
a b a b a b a b a b a b
- - - -

- - - -

11 13 12 23 13 33 11 14 12 24 13 34
21 13 22 23 23 33 21 14 22 24 23 34
( ) ( )
( ) ( )
a b a b a b a b a b a b
a b a b a b a b a b a b
- - - - (
(
- - - -

= [C] ...(2.18)
From the foregoing, the general rule for multiplication of matrices may be stated as
c
ij
=
1
n
ik
k
a

b
kj
...(2.19)
where k is a dummy index.
The product of two matrices can be obtained only if they are conformable, i.e., if the number of
columns in A is equal to number of rows in B. The symbolic equation
(m, n) (n, p) = (m, p) ...(2.20)
indicates the orders of the matrices involved in a matrix product.
The following rules hold true for matrix multiplication:
1. Premultiplication of A by B does not equal post multiplication of A by B:
A B

B A ...(2.21)
2. Distributive law
A(B + C) = AB + AC ...(2.22)
3. Associative law
A(BC) = AB(C) ...(2.23)
4. The product of two transposed matrices is equal to the transpose of the product of the
original matrices in reverse order:
A
T
B
T
= (BA)
T
...(2.24)
5. Any matrix A multiplied by a unit matrix I gives a product identical with A:
AI = A ...(2.25)
Example E2.5
Consider two matrices:
A =
2 3
6 3
(
(


; B =
2 1
5 7
(
(

Then AB =
2( 2) 3(5) 2(1) 3(7) 11 23
6( 2) ( 3)5 6(1) ( 3)7 27 15
- - ( (

( (
- -

24 Engineering Mathematics
and BA =
( 2)2 1(6) ( 2)3 1( 3) 2 9
(5)2 (7)6 5(3) 7( 3) 52 6
- - ( (

( (
- -

Hence, AB BA
Matrix Inversion
The inverse of a square matrix A, denoted as A
1
is defined by the relation
A
1
A = A A
1
= I ...(2.26)
A
1
is determined by the relation

A
1
=

adj
det
A
A
...(2.27)
2.4 Determinants
A determinant is a square array of numbers enclosed between two vertical lines. The numbers are
called the elements of the determinant.
Consider

5 3
8 2
The numbers 5, 3, 8 and 2 are the elements. Since this determinant has two rows and two
columns, it is called 2 2 determinant. It is also called a second-order determinant.
The value of a 2 2 determinant is calculated as follows:

11 12
21 22
a a
a a
= a
11
a
22
a
21
a
12
...(2.28)
The value of a third-order determinant (3 3 determinant) can be calculated as follows:
11 12 13
21 22 23
31 32 33
a a a
a a a
a a a
= a
11
(minor of a
11
) a
21
(minor of a
21
) + a
31
(minor of a
31
)
= a
11

22 23
32 33
a a
a a
a
21
12 13
32 33
a a
a a
+ a
31
12 13
22 23
a a
a a
...(2.29)
The method of calculating the value of a third-order determinant outlined above is called expan-
sion by minors about the first column.
Third-Order Determinants
To calculate the value of a 3 3 determinant, we use minors. The minor of an element in a 3 3
determinant is the 2 2 determinant that results when both the row and the column that contain that
element are deleted. For example
Minor a
11
of
11 12 13
21 22 23
31 32 33
a a a
a a a
a a a
=
22 23
32 33
a a
a a
...(2.30a)
Matrix Algebra 25
C
H
A
P
T
E
R

2
Minor a
21
of
11 12 13
21 22 23
31 32 33
a a a
a a a
a a a
=
12 13
32 33
a a
a a
...(2.30b)
Minor a
31
of
11 12 13
21 22 23
31 32 33
a a a
a a a
a a a
=
12 13
22 23
a a
a a
...(2.30c)
Properties of Determinants
Let A be a square matrix.
1. If a multiple of one row of A is added to another row to produce a matrix B, then
det B = det A
2. If two rows of A are interchanged to produce B, then
det B = det A
3. If one row of A is multiplied by k to produce B, then
det B = k det A
4. The determinant remains the same if the matrix is transposed.
A =
11 12
21 22
a a
a a
; A
T
=
11 21
12 22
a a
a a
|A| = (a
11
a
22
a
21
a
12
) = |A
T
|
5. The determinant changes the sign if the two rows (or two columns) of the matrix are
interchanged.
A =
11 12
21 22
a a
a a
, B =
21 22
11 12
a a
a a
|B| = (a
11
a
22
a
21
a
12
) = |A|
6. The determinant is zero if the two rows (or two columns) of the matrix are multiple of (or
identical with) one another.
A =
11 12
11 12
2 2
a a
a a
(
(

|A| = 2a
11
a
12
2a
11
a
12
= 0
7. The determinant is zero if the matrix has a zero row (or a zero column).
A =
11 12
0 0
a a (
(

|A| = [a
11
(0) (0)a
12
] = 0
8. The determinant of a diagonal, an upper triangular and a lower triangular matrix is the prod-
uct of the entries along the main diagonal.
26 Engineering Mathematics
9. |A| |B| = |AB|
10. If any two rows (or columns) of A are linearly dependent, then
|A| = 0
11. If the i
th
row of A is multiplied by a scalar k and then added to the j
th
row, and the j
th
row is
replaced by the result, then the determinant of the new matrix is equal to the determinant of A.
General Rule for Determinant
Only a square matrix has a determinant and for a rectangular matrix the determinant does not exist.
The determinant of a square n n matrix, A
A = [a
ij
] =
11 12 1
21 22 2
1 2
n
n
n n nn
a a a
a a a
a a a
(
(
(
(
(
(

L
L
M M L M
L
...(2.31)
can be obtained by expanding in any one row or one column.
The determinant is given by
|A| =
1
n
ij
j
a

A
ij
= a
i1
A
i1
+ a
i2
A
i2
+ + a
in
A
in
...(2.32)
where A
ij
are the elements of the cofactor matrix, cofactor A, or the cofactor matrix of A,
Cofactor A = |A
ij
|
and its elements are given as
A
ij
= (1)
i+j
|M
ij
| ...(2.33)
where after deleting the ith row and jth column of A, the remainder matrix is called the minor
matrix, M
ij
. If the first row is selected, then, we have
|A| =
1
1
n
j
j
a

A
1j
= a
11
A
11
+ a
12
A
12
+ + a
1n
A
1n
...(2.34)
Similarly, if a particular jth column is chosen, then the determinant is given by
|A| =
1
n
ij
j
a

A
ij
= a
1j
A
1j
+ a
2j
A
2j
+ + a
nj
A
nj
...(2.35)
For a square 2 2 matrix
A =
11 12
21 22
a a
a a
(
(

the determinant is given by
|A| =
1
1
n
j
j
a

A
1j
= a
11
A
11
+ a
12
A
12
|A| = (1)
1+1
a
11
a
22
+ (1)
1+2
a
12
a
21
|A| = a
11
a
22
a
12
a
21
...(2.36)
The plus and minus signs are determined by evaluating
(1)
i+j

Potrebbero piacerti anche