1 matrices

A m \times n matrix has m rows and n columns, therefore the size is m by n. A matrix is a rectangular table of elements a_{i,j} \in \mathbb{K} for i = 1, \cdots, m and j = 1, \cdots, n. Matrices like sets are denoted by a capital letter and elements as a lowercase letter. The set of matrices of size m \times n over \mathbb{K} is denoted by \mathbb{K}^n_m

A = \begin{pmatrix} a_{1,1} & a_{1,2} & \cdots & a_{1,n}\\ a_{2,1} & a_{2,2} & \cdots & a_{2,n}\\ \vdots & \vdots & \ddots & \vdots \\ a_{m,1} & a_{m,2} & \cdots & a_{m,n}\\ \end{pmatrix}

You can scale and add matrices (only if the sizes are equal).

1.0.1 matrix multiplication

M(\phi) \cdot M(\psi) = M(\phi \circ \psi) also M^n_m \times M^k_n \to M^k_m visual
Let A be a k \times m-matrix and B be a m \times n-matrix. The product A \cdot B of the matrices A, B is the k \times n-matrix C = (c_{i,j}) whose entries are defined by c_{i,j} = a_{i,1}b_{1,j} + a_{i,2}b_{2,j} + \cdots + a_{i,m}b_{m,j} for i = 1, \cdots, k and j = 1, \cdots, n.

1.0.1.1 identity matrix

The identity for multiplication for M^n_n is:

I = \begin{pmatrix} 1 & 0 & \cdots & 0\\ 0 & 1 & \cdots & 0\\ \vdots & \vdots & \ddots & \vdots\\ 0 & 0 & \cdots & 1\\ \end{pmatrix}

A \cdot I = A

1.0.1.2 properties

1.0.2 transposition

Flipping rows and columns (\forall i, j) A^T(i, j) = A(j, i). Transposition over addition and multiplication is defined as such: (A + B)^T = A^T + B^T and (A \cdot B)^T = B^T \cdot A^T

1.0.3 elementary operations

All of them are invertible

1.0.3.1 row/column switching

i-th row/column and j-th row/column are interchanged: (R_i \leftrightarrow R_j)/(C_i \leftrightarrow C_j)

1.0.3.2 row/column scaling

Each element in i-th row/column is multiplied by a nonzero scalar k \in \mathbf{K} (kR_i \rightarrow R_i)/(kC_i \rightarrow C_i)

1.0.3.3 row/column addition

i-th row/column is replaced by as sum of i-th row/column and a multiple of j-th row/column (R_i + k \cdot R_j \rightarrow R_i)/(C_i + k \cdot C_j \rightarrow C_i)

1.0.4 row equivalence

We say that matrices A and B of the same sizes are row equivalent if one can be obtained from the other using elementary row operations. A \sim B

1.0.5 row echolon form

We say that a matrix A is ain row echolon form if

Example:

A = \begin{pmatrix} 2 & 1 & 0 & 3 \\ 0 & 6 & 12 & 12\\ 0 & 0 & 2 & 1 \\ 0 & 0 & 0 & 0 \\ \end{pmatrix}

The nonzero rows of a row-echelon matrix are linearly independent.

1.0.6 row canonical

It is a row echolon plus:

1.0.7 rank

The rank of a matrix A is the dimension of the space spanned by rows of A. The equivalent for columns is called the column rank.

For every A column_rank(A) = rank(A)

A \sim B, B is row echolon then: rank(A) = the number of nonzero rows in B

1.0.8 Rouché–Capelli law

AX = B has solution iff rank(A) = rank([A|B])

1.0.9 determinant

Works only for square matrices

A = \begin{pmatrix} a_{1,1} & a_{1,2} & a_{1,3} \\ a_{2,1} & a_{2,2} & a_{2,3} \\ a_{3,1} & a_{3,2} & a_{3,3} \\ \end{pmatrix}

\det(A) = a_{1,1} \cdot a_{2,2} \cdot a_{3,3} + a_{1,2} \cdot a_{2,3} \cdot a_{3,1} + a_{1,3} \cdot a_{2,1} \cdot a_{3,2} - a_{1,3} \cdot a_{2,2} \cdot a_{3,1} - a_{1,2} \cdot a_{2,1} \cdot a_{3,3} - a_{1,1} \cdot a_{2,3} \cdot a_{3,2}

Determinants are also denoted by straight line matrix bounds:

det(A) = \begin{vmatrix} a_{1,1} & a_{1,2} & a_{1,3} \\ a_{2,1} & a_{2,2} & a_{2,3} \\ a_{3,1} & a_{3,2} & a_{3,3} \\ \end{vmatrix}

1.0.9.1 Laplace expansion

For any j \in \{1, \cdots, n\}

\det(A) = \sum_{i=1}^n (-1) ^{i+j} \cdot \det(A_{ij})

1.0.9.2 properties

1.0.9.3 linear equations

If AX = B is a system of n linear equations with n unknowns then AX = B has a unique solution iff \det(A) \ne 0. Therefore \det(A) = 0 means we either have no or more than one solution.

1.0.9.3.1 Cramer’s rule

Let A_{|i} denote a matrix obtained from A by replacing its i-th column with the column B. If \det(A) \ne 0 then: x_n = \frac{\det(A_{|n})}{\det(A)}

1.0.10 inversion

AX = I, then M = A^{-1}

Passing through [A|I] to [I|B] with elementary operations will yield a B = A^{-1}

1.0.11 eigenvalue and eigenvector

For A_{n \times n} and \lambda, \lambda is called eigenvalue of A if either holds:

v is an eigenvector. There are at most n different eigenvalue for a given matrix.

An eigenvalue of A is also an eigenvalue of A^T

1.0.12 similar

We say that A_{n \times n} is similar to B_{n \times n} iff (\exists P)(A = P^{-1}BP)

1.0.13 diagonal

A is diagonal iff (\forall 1 \le i, j \le n)(i \ne j \implies A(i, j) = 0)