Title | MATH 1300 week 4 notes |
---|---|
Author | An Mo |
Course | Basic Statistical Analysis 1 |
Institution | University of Manitoba |
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1.7 1.7.1
Diagonal, Triangular and Symmetric Matrices Diagonal Matrices
Definition 1.71. A square matrix A = (aij ) for which every term of f the main diagonal is zero, that is, aij = 0 for i 6= j, is called a diagonal matrix.
Example 1.72. The following matrices are diagonal. 1 0 ✓ ◆ 3 0 0 4 0 A= and B = @ 0 2 0 A . 0 2 0 0 4 Theorem 1.73. The inverse of a diagonal matrix is a diagonal matrix obtained by taking the inverse of each diagonal entry (provided they are all nonzero).
Example 1.74. Let 1 2 0 0 A = @ 0 3 0 A, 0 0 5 0
so A−1
1 1/2 0 0 0 A. = @ 0 1/3 0 0 1/5 0
Theorem 1.75. If A is a diagonal matrix, An is a diagonal matrix obtained by taking the nth power of each diagonal entry, where n is a positive integer.
Example 1.76. Let 1 0 2 0 0 A = @ 0 3 0 A, 0 0 5
1 1 0 4 0 0 22 0 0 then A2 = @ 0 3 2 0 A = @ 0 9 0 A . 0 0 52 0 0 25 0
34
1.7.2
Triangular Matrices
Definition 1.77. A square matrix A = (aij ) is called upper triangular if aij = 0 for i > j. 1 0 a11 a12 a13 · · · · · · a1n B 0 a22 a23 · · · · · · a2n C C B B 0 0 a33 · · · · · · a3n C C B .. .. . . . C. A = B .. . . . . . . C B B . .. .. . C .. @ .. . . . A . . 0 0 0 · · · · · · ann It is called lower triangular if aij = 0 for i < j. 0
B B B B A=B B B @ Example 1.78. Consider 1 0 1 2 3 A = @ 0 1 4 A, 0 0 2
a11 0 0 a21 a22 0 a31 a32 a33 .. .. ... . . .. .. ... . . an1 an2 an3
B=
✓
3 0 1 3
◆
··· ··· ··· ··· ··· ··· .. . .. .
0 0 0 .. . .. . · · · · · · ann
1
C C C C C. C C A
0
1 2 1 2 and C = @ 0 0 1 A. 0 0 3
A and C are upper triangulars, while B is lower triangular.
Theorem 1.79. 1. If A is a lower triangular matrix, then AT is upper triangular. 2. If B is an upper triangular matrix, then B T is lower triangular. 3. If A and B are upper triangular matrices, then AB is upper triangular. 4. If A and B are lower triangular matrices, then AB is lower triangular. 5. Let A = (aij ) be an n ⇥ n triangular matrix, A is invertible if and only if aii 6= 0 for all 1 i n. 6. If A is an invertible upper triangular matrix, then A−1 is also upper triangular. 7. If A is an invertible lower triangular matrix, then A−1 is also lower triangular. 35
Example 1.80. Let 1 1 0 0 A=@ 2 1 0 A 3 4 2 0
0
1 5 0 0 0 A. and B = @ 7 8 1 2 4
Then, 1 5 0 0 AB = @ 3 8 0 A 41 36 8 0
1.7.3
and A−1
1 1 0 0 1 0 A. = @ 2 11/2 2 1/2 0
Symmetric Matrices
Definition 1.81. A matrix A = (aij ) is called symmetric if AT = A. That is, A is symmetric if it is a square matrix for which aij = aj i . Remark: If matrix A is symmetric, then the element of A are symmetric with respect to the main diagonal of A. Example 0 1 A=@ 2 3
1.82. Consider 1 1 1 1 0 0 0 1 0 0 5 4 3 2 1 4 0 2 3 1 4 A , C = @ 4 3 2 1 A , and I3 = @ 0 1 0 A . 4 5 A , B = @ 6 0 0 1 3 2 1 0 0 6 1 5 6
A and I3 are symmetric, while B and C are not symmetric. Theorem 1.83. Suppose A and B are symmetric matrices, then 1. AT is symmetric. 2. A + B and A B are symmetric. 3. cA is symmetric, for any scalar c. Example 1.84. Let 0
1 1 2 3 A=@ 2 4 5 A 3 5 6
0
1 0 1 0 5 8 A. and B = @ 1 0 8 7
Then, 1 1 1 3 A + B = @ 1 9 13 A 3 13 1 0
0
1 1 3 3 and A B = @ 3 1 3 A . 3 3 13 36
Theorem 1.85. If A is an invertible symmetric matrix, then A−1 is symmetric.
Example 1.86. Let 1 1 2 3 A = @ 2 4 5 A, 3 5 6 0
then A−1
37
1 1 3 2 3 1 A . = @ 3 2 1 0 0
Chapter 2 Determinants 2.1
Determinants by Cofactor Expansion
Definition 2.1. Let A =
✓
a b c d
◆ , the determinant of the matrix A, denoted by det(A)
✓
a b c d
◆
or |A| is, ad bc. Remark: We can now say that A =
is invertible if det(A) = ad bc 6= 0, then
1 A = det(A) a b . We can also write det(A) = c d −1
✓
d b c a
◆
.
Definition 2.2. Let A = (aij ) be an n ⇥ n matrix. Let Mij be the (n 1) ⇥ (n 1) submatrix of A obtained by deleting the ith row and j th column of A. The determinant det(Mij ) is called the minor of aij . The cofactor Cij of aij is defined as Cij = (1)i+j det(Mij ).
Example02.3. 1 3 1 2 Let A = @ 4 5 6 A. Calculate C12 , C23 , and C31 . 7 1 2 Solution:
4 6 det(M12) = 7 2
= (4)(2) (6)(7) = 34. 38
Then,
3 1 = (3)(1) (7)(1) = 10. det(M23) = 7 1 1 2 = (1)(6) (5)(2) = 16. det(M31) = 5 6 C12 = (1)1+2 det(M12) = (1)(34) = 34.
C23 = (1)2+3 det(M23) = (1)(10) = 10. C31 = (1)3+1 det(M31) = (1)(16) = 16. Remark: The signs (1)i+j form a checkerboard pattern that has a 0 0 1 + + + + B + @ + A, n = 3 B @ + + + + +
+ in the (1, 1) position. 1 + C C , n = 4. A +
Theorem 2.4. Let A = (aij ) be an n ⇥ n matrix. Then, for each 1 i n, det(A) = ai1 Ci1 + ai2 Ci2 + · · · + ain Cin (expansion of det(A) along the ith row); and for each 1 i n, det(A) = a1j C1j + a2j C2j + · · · + anj Cnj (expansion of det(A) along the j th column).
Example 2.5. Evaluate
1 2 3 4 4 2 1 3 . 3 0 0 3 2 0 2 3
Solution: Expanding along the third row and using the checkerboard pattern for n = 4, we have 1 2 3 4 1 2 3 2 3 4 4 2 1 3 1 1 3 + (1)(3) 4 2 = (1)(3) 2 0 3 3 0 2 0 2 0 2 3 2 0 2 3 39
2 3 4 1 3 by expanding along the first column and using the checkerWe now evaluate 2 0 2 3 board pattern for n = 3, obtaining 2 3 4 1 3 3 4 2 1 3 = (1)(2) 2 3 + (1)(2) 2 3 = (1)(2)(9) + (1)(2)(1) = 20. 0 2 3 1 2 3 1 by expanding along the third row and using the checkerSimilarly, we evaluate 4 2 2 0 2 board pattern for n = 3, obtaining 1 2 3 2 3 1 2 4 2 1 = (1)(2)(8) + (1)(2)(10) = 4. + (1)(2) = (1)(2) 2 1 4 2 2 0 2 The value of the given determinant is (1)(3)(20) + (1)(3)(4) = 48.
Theorem 2.6. If a matrix A = (aij ) is upper (lower) triangular, then det(A) = a11a22 · · · ann ; that is, the determinant of a triangular matrix is the product of the elements on the main diagonal.
Corollary 2.7. The determinant of a diagonal matrix is the product of the entries on its main diagonal.
Example 2.8. Let 1 0 2 3 4 A = @ 0 4 5 A , 0 0 3
0
1 3 0 0 5 0 A, B=@ 2 6 8 4
det(A) = (2)(4)(3) = 24. det(B) = (3)(5)(4) = 60. det(C) = (5)(4)(6) = 120.
40
0
1 5 0 0 0 A. C=@ 0 4 0 0 6...