Table of Contents
1) Linear Systems 
136 
2) Eigen Value Problems and Diagonalization 
3780 
References
1) Calculus and analytic geometry, Thomas, Addison Wesley, Fourth Edition.
2) 
فراعملا راد , فيض مصاع , لماكتلاو لضافتلا باسح 
3) 
ولجنلأا ةبتكم , موخاب بيجن , مولعلاو ةسدنهلل تايضايرلا 
ةيرصملا
MATRIX ANALYSIS
Prof. Dr. / Hazem Ali Attia
Department of Engineering Mathematics and Physics,
Faculty of Engineering, Fayoum University
2010 / 2011
MATRIX ANALYSIS
1
Matrices
A matrix is a rectangular array of numbers (or functions) enclosed in
brackets. These numbers (functions) are called the entries or elements of
the matrix. For example
0.3
0
(Re tan
c
1
0.2
2 3
5
16
gular matrix
)
,
a
a
a
11
21
a
a
12
22
a
31 32
3 3
a
a
a
13
23
33
(
)
Square matrix
[
(
a
1
a
2
a
3
]
1 3
)
Row vector
,
(
4
1/ 2
2 1
Column vector
)
,
(
e
e
x
6 x
2
2
2
x
4
x
2
)
Square matrix
The second matrix has entries with two indices
( a
ij
) with i corresponds
to the row and j corresponds to the column.
A Major Application of Matrices
In a system of linear equations, briefly called a linear system such as:
4 x 6 x 1 1 

6 
x 
2 
2 x 3 9 3 x 3 x 
6 20 10 
The coefficients of the unknowns x 1 , x 2 , x 3 are the entries of the coefficient matrix A. 

5 
x 
1 

8 
x 
2 


~ 

The matrix 
A 
is obtained by augmenting A by the right side of the linear 
system and is called the augmented matrix.
A
~
A
4
6
5
6
0
8
9
2
1
,
~
A
4
6
5
6
0
8
9
1
6
2 20
10
contains all information about the solution of the system.
2
Notations: We denote matrices by capital letters
A,B,C
or by writing the
general entry in brackets, thus
it has m rows and n columns. If m=n we have a square matrix where its
diagonal containing the entries
is called the main diagonal.
matrix, we mean
A
[
a
jk
]
.
By an
m n m n
a
11
,
a
22
,
,
a
nn
A
of the matrix.
matrix that is not square is called rectangular.
is called the size
A
components of the vector. We denote vectors by lower case letters
vector is matrix with only one row or column. Its entries are called the
a,b,
or
by
a
[
a
j
]
.
A general row vector is
a
[
a
1
a
2
a
b
b
.
1
b
2
^{}
b
m
is a general column vector.
n
]
,
Definition: Equality of Matrices
Two matrices
only if they have the same size and the corresponding entries are equal.
A [
a
jk
]
and
B [
b
jk
]
are equal, written as
A B
, if and
Example:
A
a
a
11
21
a
a
12
22
and
B
4
3
0
1
then
A B a
11
4,
a
12
0,
a
21
3, a
22
1
The following matrices are all different,
1
4
3 2
,
4 3
2
1
1 4
,
3
2
0 0
,
0 0
1
4
3
2
Definition: Addition of Matrices
3
The sum of two matrices
A
[
a
jk
]
and
B
[
b
jk
]
of the same size is
written as
A B
and has the entries
a
jk
b
jk
obtained by adding the
corresponding entries of A and B. added.
Matrices of different size can not be
Example: For the matrices:
A
4 6 3
0
1
2
,
B
5
0
1
1
0
0
A
B
1
0
5
2
3
2
a 5 7 2, b 6 2 0 a b 1 9 2
Definition: Scalar Multiplication
The product of any
mn
matrix
A
[ a
jk
] and any scalar c (number c)
is written as cA and
multiplying each entry of A by c.
is
the
m n
matrix
cA [ ca
jk
] obtained by
Here, (1)A or simplify A and is called the negative of A. Also,
and is called the difference of A
and B (which must have the same size).
(k)A kA
. Also,
A (B) A B
Example:
A
2.7
9.0
0
1.8
4.5
0.9
A
2.7
0
9
1.8
0.9
4.5
,
0
A
0 0
0
0
0
0
(zero matrix)
Rules for Matrix Addition and Scalar Multiplication
Similar to numbers we have rules for addition of matrices of the same
size
mn
(a) 
A B B A, 
(b) 
(A B) C A (B C) A B 
C 
, 
(c) 
A 0 A, 
(d) 
A (A) 0 (0 denotes the zero matrix). 
4
By (a) and (b) matrix addition is commutative and associative. For scalar multiplication:
(a) 
c(A B) cA cB 
, 
(b) 
(c k)A cA kA 
, 

(c) 
c(kA) (ck)A, 
(d) 
1A A 
. 
Definition: Matrix Multiplication
The product
C AB
(in this order) of an
r p
matrix
matrix
C
[
c
jk
B
[
b
jk
]
is defined
]
with entries
c jk
n
1
a
j
b
k
a
j
1
b
1
k
a
j
2
b
2
k
a
jn
b
nk
,
m n
r n
j
1,
matrix
and
,
m
,
is
k
A
[
a
jk
]
times an
then the
m p
1,
,
p
(1)
r=n means that number of columns of A must equal number of rows of B.
A
mxn
B
nxp
C
mxp
c jk
is obtained by multiplying each entry in the jth row of A by the
corresponding entry in the kth column of B and then adding these n products. Briefly, “multiplication of rows into columns” and then (1) can
be written compactly as,
c
jk
a b
j
k
,
j
1,
,
m
,
k
1,
,
p
a
j
is the jth row of A and
a
a
a
a
11
21
31
41
4
a
a
a
a
12
22
32
42
3
a
a
a
a
13
23
33
43
Example:
b
b
b
11
21
31
3
2
b
b
b
12
22
32
b
k
4
c
c
c
c
11
21
31
41
is the kth column of B.
2
c
c
c
c
12
22
32
42
(m=4, n=3, p=2)
5
AB
3
4
6
5
0
3
1 2
5
9
2
2
2
0
4
3
7
1
1
1
8
22
26
9
The product BA is not defined.
Example:
Example:
4
1
3
2
8
3
^{} ^{}
5
^{}
22
43
^{}
,
6
1
1
4
2
19 ,
3 4
5
1
1
4
2
3
2
8
6
2
16
4
43
14
37
42
28
6
is undefined
1
12
3
6
6
12
24
1
2
4
Caution! Matrix multiplication is not in general commutative, It also holds for square matrices.
^{}
1
100
1 1
100
1
1
1
0 0
0
0
but
1
1
1
1
1 1
100
100
99
99
^{}
AB BA
99
99
.
It is interesting that this also shows that AB=0 does not necessary imply BA=0, A=0 or B=0.
Rules for Matrix Multiplication: (assuming that the multiplication on the left is defined)
(a) 
(kA)B k(AB) A(kB) 
written as (kAB or 
AkB) 
(b) 
A(BC) (AB)C written as (ABC ) 

(c) 
C(A B) CA CB 

(d) 
(A B)C AC BC 
where (b) is called the associative law, c) and d) are called the distributive laws.
6
Transposition: The transpose of an
m n
matrix
A
[
a
jk
]
is the
n m
matrix
A
T
[
A
a
kj
T
]
that has the first row of A as its first column and so on, thus
A
T
[
a
kj
]
a
a
a
^{}
11
12
13
a
a
a
21
22
23
a
a
a
m
m
m
1
2
3
Transposition converts row vectors to columns vectors and conversely.
Example:
A
5
4
8
0
1
0
5
1
A 8
T
4
0
0
,
6
2
3
T
6
3
2
,
3
8
0
1
T
3
0
8
1
Note that for square matrices, the transpose is obtained by interchanging entries that are symmetrically positioned with respect to the main
diagonal, e.g.
a
12
and
a
21
and so on.
Rules for Transposition
(a)
(c)
( A
T
)
(cA)
T
T
A
,
cA
T
,
(b)
(A B)
(d)
(AB)
T
T
A
B
T
T
A
B
T
.
T
,
Special Matrices: Symmetric and skew symmetric matrices
They are square matrices whose transpose equals the matrix itself or the minus of the matrix, respectively
A
T
or
A
T
A
(symmetric
a
kj
a
jk
),
A
(skew symmetric
Example:
a
jk
a
kj
7
, hence
a
jj
0
)
A
20
120
200
120
10
150
symmetric
200
150
30
,
0
3
B
1
1
0
2
3
2
0
shewsymmetric
Triangular Matrices: Upper triangular matrices are square matrices that can have nonzero entries only on and above the main diagonal, whereas any entry below the diagonal is zero. Similarly, lower triangular matrices can have nonzero entries only on and below the main diagonal. Any entry on the main diagonal of a triangular matrix may be zero or not.
Example:
1 3
0
2
U
.
T
.
,
1
0
0
4
3
0
U .
T
.
2
2
6
,
2
8
7
0
6
1
LT
.
.
0
0
8
,
3
9
1
1
0
3
0
9
LT
.
.
0
0
2
3
0
0
0
6
Diagonal Matrices: These are square matrices that can have nonzero entries only on the main diagonal. If all of the diagonal entries of a diagonal matrix S are equal, say, c, we call S a scalar matrix because multiplication of any square matrix A of the same size as S has the same
effect as the multiplication by a scalar;
AS SA cA
If a scalar matrix has its entries on the diagonal all equal one it is called a
unit matrix (or identity matrix) denoted by
I
;
AI IA A
Example:
D
2
0
0
0
3
0
0
0
0
, S
c
0
0
0
c
0
0
0
c
, I
1
0
0
0
1
0
0
0
1
Linear System: A linear system of m equations in n unknowns
is a set of equations of the form,
a x
11
1
a
21
x
1
a
12
x
2
a
22
x
2
a
1
a
n
2
x
n
n
x
n
b
1
b
2
(1)
x
1
,
, x
n
8
… 

a 
m 
1 
x 
1 
a 
m 
2 
x 
2 

a 
mn 
x 
n 
b 
m 
The system is called linear because each variable
x
j appears in the first
power only.
a
11
,
,a
mn
are given numbers called coefficients of the
system.
called homogeneous, otherwise it is called nonhomogenous. The solution of the system is the set of n numbers that satisfies all the m
whose
equations. A solution vector
components form a solution of (1). If the system (1) is homogenous, it
has at least the trivial solution;
b
1
,
,b
m are given numbers. If all the b’s are zero, the system is
(
x
1
,
x
1
0,
, x
n
)
, x
n
of (1)
0
is
a vector
X
Matrix form of the linear system (1): From the definition of matrix multiplication, (1) can be written as AX b
where
A
a
a
a
11 a
a
21
a
m
1
1 n
2 n
mn
m
n
x
1
.
.
x
n 1
b
,
, X
1
.
b
m
m
b
n
1
A is the coefficient matrix, X is the solution vector, and b is the right side.
The augmented matrix is defined as;
~
A
^{}
a
a
a
11
21
m 1
a
a
a
1
2
n
n
mn
b
b
b
1
2
m
~ 

A 
determines the system (1) completely because it contains all the given 
numbers appearing in (1).
Example: Geometric Interpretation
9
If
a
11
m n 2
x
1
a
12
x
, we have 2 equations in two unknowns
2
b
1
,
a
21
x
1
a
22
x
2
b
2
x
1
and
x
2
;
If
represents a straight line and
with coordinates
x
1
and
x
2
are coordinates in the xy plane, each of the two equations
is a solution if and only if the point
( x
1
,
x
2
)
( x
1
,
x
2
)
lies on both lines and we have 3 possibilities:
(a) 
One solution; if the lines intersect. 
(b) 
Infinitely many solutions; if the lines coincide. 
(c) 
No solution; if the lines are parallel. 
(a)
(b)
(c)
Gauss Elimination and Back Substitution
It is a method of great practical importance and is reasonable with respect to computing time and storage demand. If a system is in “triangular form“, say:
2 x
1
5
13
x
2
2
x
2
26
we can solve it by “back substitution”, that is solve the last equation for
into the first
x 2
2
and then work
backward,
substituting
x
2
2
10
equation and solve for
x
1
1
2
(2
x
5
2
)
6
.
This gives the idea of first
reducing a general system to a triangular form.
Now let we have
2 x
1
4
x
1
5
x
2
3
x
2
2
30
2
4
5
3 30
2
R
2
2
R
1
R
2
2
0
5
2
13 26
This is the triangular form and by back substitution we get
x
2
2,
x
1
6
.
Gauss
considering the matrices.
Example
Solve the linear system;
x
1
x x
2
3
0
(Node p ),
x x x
1
2
3
10
x
2
25
x
3
20
x
1
10
x
2
0
(Node Q),
90
(R. Loop),
80
(L. loop )
Elimination of
x 1 Changing the order
1
0
25
20
0
0
90
80
R
R
2
4
R
R
3
3
1
10
1
0
0
30
0
0
1
25
20
0
0
90
80
0
Using back substitution we get
11
95
190
10
x
1
x
2
x
3
x
x
25
2
3
x
3
90
0
x
x
x
3
2
1
2
4
2
one solution exists
Elementary Row Operations for Matrices (Equations)
 Interchange of two rows (equations).
 Addition of a constant multiple of one row (equation) to another row (equation).
 Multiplication of a row (equation) by a nonzero constant.
Caution! We are dealing with row operations. No column operations on the augmented matrix are permitted because they alter the solution set.
Theorem: Row equivalent linear systems have the same set of solutions. Therefore, systems having the same solution sets are often called equivalent systems.
Example: GE if infinitely many solutions exist
Solve the system
(3)
0.6
1.2
R
3
2
1.5
0.3
R
2
2
1.5
0.3
3
0
0
2
1.1
0
5
8
2.4
2
1.1
0
R
R
5.4 2.7
2.1
2
3
8
0
5
4.4 1.1
0
0.2
0.4
R
R
1
1
3
1
0
2
1.1
1.1
2
1.1
1.1
5
4.4
4.4
8
1.1
1.1
3
x
1
2
x
2
2
x
3
5
x
4
8, 1.1
x
2
1.1
x
3
4.4 x
4
1.1
Back substitution from the last equation,
first equation and using
x
2
x
1
2 x
4
.
x
2
1 x 4x
3
4 and from the
Since
x ,
3
x
4
remain arbitrary,
12
we have infinitely many solutions.
and may be denoted by
x
3
and
x
1
t
1
and
t
2
and then
Example: GE if no solution exists
x
4 are called free variables
2 t , x 1 t
2
2
1
4t
2
.
GE will show this case by producing a contradiction
Solve the system
3
2
0
3
0
R
3
6 R
2
0
3
12
2
shows
that
the
system
has
no
solution.
Row Echelon Form and Information from it:
At the end of the GE the form of the coefficient matrix, and the system itself are called the row echelon form. In it, rows of zeros, if present, are the last rows and in each nonzero row the left most nonzero entry is farther to the right than in the previous row. Note that we do not require that the left most nonzero entries be one since this would have no theoretic or numeric advantage (if the entries are 1, the form is called reduced echelon form)
a
11
0
0
0
0
a
c
12
a
1 n
22 c
2 n
0
0
0
k
rr
0
0
k
rn
0
0
m
~
b
1
~
b
2
~
b
~
r
b
r
1
~
b
Here, r m and
and rectangle are zeros. We have three possible cases;
a
11
0, c
22
0,
,
k
rr
0
and all the entries in the triangle
13
(a) Exactly one solution: r n and
the solution, solve the nth equation equation and so on.
~
b
r 1
k
nn
,
x
n
~
, b
m , if present are zeros. To get
~
b
n
for
x
n
, and then the
(n 1)
th
(b) Infinitely many solutions: If
r n
,
~
b
r
1
,
~
, b
m
obtain any of these solutions choose values for
, if present are zeros. To
x
r
1
,
,
x
n
arbitrarily, then
solve the rth equation for so on.
x
r
, then solve the (r1)th equation for
x
r1
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