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k=1
a
ik
b
kj
.
CSci 5304: BG 1-8
Transposition: If A R
mn
then its transpose is a matrix
C R
nm
with entries
c
ij
= a
ji
, i = 1, . . . , n, j = 1, . . . , m
Notation : A
T
.
CSci 5304: BG 1-8a
Transpose Conjugate: for complex matrices, the trans-
pose conjugate matrix denoted by A
H
is more relevant:
A
H
=
A
T
= A
T
.
CSci 5304: BG 1-9
Review: Matrix-matrix and Matrix-vector producs
Recall denition of C = AB.
Recall what C represents [in terms of mappings]..
Can do the product column-wise [Matlab notation used]:
C
:,j
=
n
k=1
b
kj
A
:,k
Can do it row-wise:
C
i,:
=
n
k=1
a
ik
B
k,:
CSci 5304: BG 1-10
Can do it as a sum of outer-product matrices:
C =
n
k=1
A
:,k
B
k,:
Verify (prove) all 3 formulas above..
Complexity? [number of multiplications and additions]
What happen to these 3 dierent approaches when B
has one column (p = 1)?
CSci 5304: BG 1-11
Square matrices, matrix inversion, eigenvalues
Square matrix: n = m - so A R
nn
Identity matrix: square matrix with
a
ij
=
_
1 if i = j
0 otherwise
Notation: I.
Property: AI = IA = A
Inverse of A (when it exists) is a matrix C such that
AC = CA = I
Notation: A
1
CSci 5304: BG 1-12
Eigenvalues and eigenvectors
A complex scalar is an eigenvalue of the square matrix
A if a nonzero vector u of C
n
exists such that
Au = u.
The vector u is an eigenvector of A associated with .
The set of all the eigenvalues of A is the spectrum of A.
Notation: (A).
is an eigenvalue of A if and only if det(AI) = 0
p
A
() = det(AI) is a polynomial of degree n in
= characteristic polynomial of A.
(A) if and only if is a root of the characteristic
polynomial p
A
().
CSci 5304: BG 1-13
Spectral radius = The maximum modulus of the eigen-
values
(A) = max
(A)
||.
Trace of A = sum of diagonal elements of A.
tr(A) =
n
i=1
a
ii
.
tr(A) = sum of all the eigenvalues of A counted with
their multiplicities.
CSci 5304: BG 1-13a
Recall that det(A) = product of all the eigenvalues of
A counted with their multiplicities.
Example: Trace, spectral radius, and determinant of
A =
_
2 1
3 0
_
.
CSci 5304: BG 1-14
For two n n matrices A and B are the eigenvalues
of AB and BA the same?
If Ais nonsingular what are the eigenvalues/eigenvectors
of A
1
?
What are the eigenvalues/eigenvectors of A
k
for a given
integer power k?
What are the eigenvalues/eigenvectors of p(A) for a
polynomial p?
Review the Jordan canonical form. Dene the eigen-
values, and eigenvectors from the Jordan form.
CSci 5304: BG 1-15
Range and null space
Range: Ran(A) = {Ax | x R
n
} R
m
Null Space: Null(A) = {x R
n
| Ax = 0 } R
n
Range = linear span of the columns of A
Rank of a matrix rank(A) = dim(Ran(A)) n
CSci 5304: BG 1-15a
Ran(A) R
m
rank (A) m
rank (A) min{m, n}
rank (A) = number of linearly independent columns of
A = number of linearly independent rows of A
A is of full rank if rank(A) = min{m, n}. Otherwise
it is rank-decient.
CSci 5304: BG 1-16
Rank+Nullity theorem for an mn matrix:
dim(Ran(A)) + dim(Null(A)) = n
Apply to A
T
: dim(Ran(A
T
))+dim(Null(A
T
)) = m
rank(A) + dim(Null(A
T
)) = m
Terminology:
dim(Null(A)) is the Nullity of A
n rank(A) is called the co-rank of A
so: co-rank of A equals nullity of A.
CSci 5304: BG 1-17
Show that A R
nn
is of rank one i [if and only if]
there exist two nonzero vectors u and v such that
A = uv
T
.
What are the eigenvalues and eigenvectors of A?
Is it true that
rank(A) = rank(
A) = rank(A
T
) = rank(A
H
) ?
Matlab exercise: explore the matlab function rank.
Find the range and null space of the matrix
_
_
_
_
_
1 1 0
1 2 3
1 2 1
2 1 1
_
_
_
_
_
Verify your result with matlab.
CSci 5304: BG 1-18
CSci 5304: BG 1-19
Types of matrices (square)
Symmetric A
T
= A. Skew-symmetric A
T
= A.
Hermitian A
H
= A. Skew-Hermitian A
H
= A.
Normal A
H
A = AA
H
.
Nonnegative a
ij
0, i, j = 1, . . . , n
Similarly for nonpositive, positive, and negative matrices
Unitary Q
H
Q = I.
CSci 5304: matrices 1-20 GvL (2.1);Heath 2.1; TB 1-2
[Note: Common useage restricts this denintion to com-
plex matrices an orthogonal matrix is a unitary real matrix
not very natural ]
Orthogonal Q
T
Q = D [orthogonal columns]
The term orthonormal matrix is never used.
CSci 5304: matrices 1-21 GvL (2.1);Heath 2.1; TB 1-2
What is the inverse of a unitary matrix?
What can you say about the diagonal entries of a skew-
symmetric (real) matrix?
What can you say about the diagonal entries of a
Hermitian (complex) matrix?
What can you say about the diagonal entries of a skew-
Hermitian (complex) matrix?
The following types of matrices are normal [true-false]:
real symmetric, real skew-symmetric, complex Hermitian,
complex skew-Hermitian.
Find all real 2 2 matrices that are normal.
Show that any triangular matrix that is normal is diag-
onal
CSci 5304: matrices 1-22 GvL (2.1);Heath 2.1; TB 1-2
Matrices with structure
Diagonal a
ij
= 0 for j = i. Notation :
A = diag (a
11
, a
22
, . . . , a
nn
) .
Upper triangular a
ij
= 0 for i > j.
Lower triangular a
ij
= 0 for i < j.
Upper bidiagonal a
ij
= 0 for j = i or j = i + 1.
Lower bidiagonal a
ij
= 0 for j = i or j = i 1.
Tridiagonal a
ij
= 0 when |i j| > 1.
CSci 5304: matrices 1-23 GvL (2.1);Heath 2.1; TB 1-2
Banded a
ij
= 0 only when i m
l
j i + m
u
,
Bandwidth = m
l
+ m
u
+ 1.
Upper Hessenberg a
ij
= 0 when i > j + 1. Lower
Hessenberg matrices can be dened similarly.
Outer product A = uv
T
, where both u and v are vectors.
Block tridiagonal generalizes tridiagonal matrices by
replacing each nonzero entry by a square matrix.
CSci 5304: matrices 1-24 GvL (2.1);Heath 2.1; TB 1-2
Special matrices
Vandermonde :
Given a column of entries [x
0
, x
1
, , x
n
]
T
put its (com-
ponent-wise) powers into the columns of a matrix V :
V =
_
_
_
_
_
1 x
0
x
2
0
x
n
0
1 x
1
x
2
1
x
2
1
.
.
.
.
.
.
.
.
.
.
.
.
1 x
n
x
2
n
x
n
n
_
_
_
_
_
Try the matlab function vander
What does the matrix-vector product V a represent?
Interpret the solution of the linear system V a = y
where a is the unknown. Sketch a fast solution method
based on this.
CSci 5304: matrices 1-25 GvL (2.1);Heath 2.1; TB 1-2
CSci 5304: matrices 1-26 GvL (2.1);Heath 2.1; TB 1-2
Toeplitz :
Entries are constant along diagonals, i.e., a
ij
= r
ji
.
Determined by m + n 1 values r
ji
.
T =
_
_
_
_
_
_
_
_
r
0
r
1
r
2
r
3
r
4
r
1
r
0
r
1
r
2
r
3
r
2
r
1
r
0
r
1
r
2
r
3
r
2
r
1
r
0
r
1
r
4
r
3
r
2
r
1
r
0
_
_
_
_
_
_
_
_
. .
Toeplitz
CSci 5304: matrices 1-26a GvL (2.1);Heath 2.1; TB 1-2
Toeplitz systems (m = n) can be solver in O(n
2
) ops.
The whole inverse (!) can be determined in O(n
2
) ops.
Explore toeplitz(c,r) in matlab.
CSci 5304: matrices 1-27 GvL (2.1);Heath 2.1; TB 1-2
Hankel : Entries are
constant along anti-
diagonals, i.e., a
ij
=
h
j+i1
.
Determined by m+n
1 values h
j+i1
.
H =
_
_
_
_
_
_
_
_
h
1
h
2
h
3
h
4
h
5
h
2
h
3
h
4
h
5
h
6
h
3
h
4
h
5
h
6
h
7
h
4
h
5
h
6
h
7
h
8
h
5
h
6
h
7
h
8
h
9
_
_
_
_
_
_
_
_
. .
Hankel
CSci 5304: matrices 1-27a GvL (2.1);Heath 2.1; TB 1-2
Circulant : Entries
in a row are cyclically
right-shifted to form
next row. Determined
by n values.
C =
_
_
_
_
_
_
_
_
v
1
v
2
v
3
v
4
v
5
v
5
v
1
v
2
v
3
v
4
v
4
v
5
v
1
v
2
v
3
v
3
v
4
v
5
v
1
v
2
v
2
v
3
v
4
v
5
v
1
_
_
_
_
_
_
_
_
. .
Circulant
CSci 5304: matrices 1-27a GvL (2.1);Heath 2.1; TB 1-2
Explore hankel(c,r) in matlab.
How can you generate a circulant matrix in matlab?
CSci 5304: matrices 1-28 GvL (2.1);Heath 2.1; TB 1-2
Sparse matrices
Matrices with very few nonzero entries so few that
this can be exploited.
Many of the large matrices encountered in applications
are sparse.
Main idea of sparse matrix techniques is not to rep-
resent the zeros.
This will be covered in some detail at the end of the
course.
CSci 5304: matrices 1-29 GvL (2.1);Heath 2.1; TB 1-2