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MATH 211 Winter 2013
Lecture Notes(Adapted by permission of K. Seyffarth)
Sections 2.2 & 2.3
Sections 2.2 & 2.3 Page 1/1
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Example
The linear system
x1 + x2 x3 + 3x4 = 2x1 + 4x2 + 5x3 2x4 = 1x1 + 6x2 + 3x3 + 4x4 = 1
has coefficient matrix A and constant matrix B, where
A =
1 1 1 31 4 5 2
1 6 3 4
and B =
211
.
Using (matrix) addition and scalar multiplication, we can rewrite this
system as
x1
11
1
+ x2
146
+ x3
15
2
+ x4
32
4
=
21
1
Sections 2.2 & 2.3 An Alternate Form for a Linear System Page 2/1
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This example illustrates the fact that solving a system of linear equationsis equivalent to finding the coefficients of a linear combination of thecolumns of the coefficient matrix A so that the result is equal to theconstant matrix B.
Sections 2.2 & 2.3 An Alternate Form for a Linear System Page 3/1
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Notation and Terminology
R: the set of real numbers.
Rn: set of columns (with entries from R) having n rows.
1
103
R4
,
6
5
R2,
23
7
R3
.
The columns ofRn are also called vectors or n-vectors.
To save space, a vector is sometimes written as the transpose of arow matrix.
1 1 0 3T
R4
Sections 2.2 & 2.3 Notation and Terminology Page 4/1
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Definition (The Matrix-Vector Product)
Let A =
A1 A2 An
be an m n matrix with columns
A1,
A2, . . . ,
An, and X = x
1x
2. . . x
nT
any n-vector.The product AX is defined as the m-vector given by
x1A1 + x2A2 + xnAn,
i.e., AX is a linear combination of the columns of A (and the coefficientsare the entries of X, in order).
This means that if a system of m linear equations in n variables has them n matrix A as its coefficient matrix, the n-vector B as its constantmatrix, and the n-vector X as the matrix of variables, then the system canbe written as the matrix equation
AX = B.
Sections 2.2 & 2.3 The Matrix-Vector Product Page 5/1
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Theorem (2.2 Theorem 1)
Every system of linear equations has the form AX = B where A is thecoefficient matrix, X is the matrix of variables, and B is theconstantmatrix.
AX = B is consistent if and only if B is a linear combination of the
columns of A.If A =
A1 A2 . . . An
, then X =
x1 x2 . . . xn
Tis a
solution to AX = B if and only if x1, x2, . . . , xn are a solution to thevector equation
x1A1 + x2A2 + xnAn = B.
Sections 2.2 & 2.3 The Matrix-Vector Product Page 6/1
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Example
Let
A =
1 0 2 12 1 0 1
3 1 3 1
and Y =
21
14
1 Compute AY.
2 Can B =
11
1
be expressed as a linear combination of the columns
of A? If so, find a linear combination that does so.
Sections 2.2 & 2.3 The Matrix-Vector Product Page 7/1
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Example (continued)
1 AY = 2
12
3
+ (1)
0
1
1
+ 1
20
3
+ 4
1
1
1
=
09
12
2 Solve the system AX = B for X =
x1 x2 x3 x4
T. To do this,
put the augmented matrix
A B
in reduced row-echelon form.
1 0 2 1 12 1 0 1 13 1 3 1 1
1 0 0 1 1
70 1 0 1 570 0 1 1 37
Since there are infinitely many solutions, simply choose a value for x4.Taking x4 = 0 gives us
11
1
= 1
7
12
3
5
7
01
1
+ 3
7
20
3
.
Sections 2.2 & 2.3 The Matrix-Vector Product Page 8/1
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Example (Example 5, p. 44.)
If A is the m n matrix of all zeros, then AX = 0 for any n-vector X.
If X is the n-vector of zeros, then AX = 0 for any m n matrix A.
Sections 2.2 & 2.3 The Matrix-Vector Product Page 9/1
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Properties of Matrix-Vector Multiplication
Theorem (2.2 Theorem 2)
Let A and B be m n matrices, X, Y Rn be n-vectors, and k R be ascalar.
1 A(X + Y) = AX + AY
2 A(kX) = k(AX) = (kA)X
3 (A + B)X = AX + BX
Sections 2.2 & 2.3 The Matrix-Vector Product Page 10/1
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Definition
Given a linear system AX = B, the system AX = 0 is called the associatedhomogeneous system.
Theorem (2.2 Theorem 3)
Suppose that X1 is a particular solution to the system of linear equationsAX = B. Then every solution to AX = B has the form X2 = X1 + X0 forsome solution X0 to the associated homogeneous system AX = 0.
How do we use this result?
Sections 2.2 & 2.3 The Associated Homogeneous System Page 11/1
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Example
The system of linear equations AX = B, with
A =
2 1 3 30 1 1 11 1 3 0
and B =
42
1
has solution
X =
1 2s t2 + s tst
=
1200
+ s
2110
+ t
1101
, s, t R.
Sections 2.2 & 2.3 The Associated Homogeneous System Page 12/1
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Example (continued)
Furthermore, X1 =
1
200
is a particular solution to AX = B (obtained bysetting s = t = 0), while
X0 = s
2
110
+ t11
01
, s, t R
is the general solution, in parametric form, to the associated homogeneoussystem AX = 0.
Example 7 (p. 46) is similar.
Sections 2.2 & 2.3 The Associated Homogeneous System Page 13/1
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The Dot Product
Definition
The dot product of two n-tuples (a1, a2, . . . , an) and (b1, b2, . . . , bn) is the
number (scalar)a1b1 + a2b2 + + anbn.
Theorem (2.2 Theorem 4)
Suppose that A is an m n matrix and that X is an n-vector. Then theith entry of AX is the dot product of the ith row of A with X.
Example
Compute the product
1 0 2 12 1 0 1
3 1 3 1
21
14
Sections 2.2 & 2.3 The Dot Product Page 14/1
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Definition
The n n identity matrix, denoted In is the matrix having ones on its maindiagonal and zeros elsewhere, and is defined for all n 2.
Example 11 (p. 49) shows that for any n-vector X, InX = X.
Definition
Let n 2. For each j, 1 j n, we denote by Ej the jth column of In.
Theorem (2.2 Theorem 5)
Let A and B be m n matrices. If AX = BX for every X Rn, thenA = B.
Why?
Sections 2.2 & 2.3 The Dot Product Page 15/1
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Problem
Find examples of matrices A and B, and a vector X = 0, so that
AX = BX but A = B.
Sections 2.2 & 2.3 The Dot Product Page 16/1
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Matrix Transformations
Examples
In R2, reflection in the x-axis transforms a
b
to ab
.
In R2, reflection in the y-axis transforms
ab
to
a
b
.
These are examples of transformations ofR2
.
Definition
A transformation is a function T : Rn Rm, sometimes written
R
n T
Rm
,
and is called a transformation from Rn to Rm.If m = n, then we say T is a transformation ofRn.
What do we mean by function?Sections 2.2 & 2.3 Matrix Transformations Page 17/1
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Example (Defining a transformation by specifying its action.)T : R3 R4 defined by
T a
bc
=
a + bb+ ca cc b
is a transformation.
Sections 2.2 & 2.3 Matrix Transformations Page 18/1
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Definition (Equality of Transformations)
Suppose S : Rn Rm and T : Rn Rm are transformations. Then
S = T if and only if S(X) = T(X) for every X Rn
.
Sections 2.2 & 2.3 Matrix Transformations Page 19/1
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Definition (Matrix Transformation)
Let A be an m n matrix. The transformation T : Rn Rm defined by
T(X) = AX for each X Rn
is called the matrix transformation induced by A.
Example
In R2, reflection in the x-axis, which transforms
ab
to
a
b
, is a
matrix transformation because
ab
= 1 0
0 1 a
b
.
What about reflection in the y-axis?
Sections 2.2 & 2.3 Matrix Transformations Page 20/1
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Example
The transformation T : R3 R4 defined by
T
ab
c
=
a + bb+ ca cc b
is a matrix transformation. Why?Because T is induced by the matrix
A =
1 1 0
0 1 11 0 10 1 1
Check!
Sections 2.2 & 2.3 Matrix Transformations Page 21/1
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Example (Example 14, p. 51.)
R2
: R2 R2
denotes counterclockwise rotation about the origin through an angle of 2radians. Then
R2 a
b = b
a .
Furthermore, R2
is a matrix transformation, as can be seen by the factthat
ba
=
0 11 0
ab
.
Sections 2.2 & 2.3 Matrix Transformations Page 22/1
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Definition
R : R2 R
2
denotes counterclockwise rotation about the origin through and angle of .
Problem
Suppose that
ab
R2. Then R
ab
=?
ProblemIs R a matrix transformation?
Sections 2.2 & 2.3 Matrix Transformations Page 23/1
Some other matrix transformations
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Some other matrix transformations
1 If A is the m n matrix of all zeros, then the transformation induced
by A, namely T(X) = AX for all X Rn,
is called the zero transformation from Rn to Rm, and is written T=0.
2 If A is the n n identity matrix, then the transformation induced by
A is called the identity transformation onRn
, and is written 1Rn .3 Example 15, p. 52: x-expansion, x-compression, y-expansion, and
y-compression ofR2.
4 Example 16, p. 52: an x-shear ofR2.From this you should be able to define a y-shear ofR2, and find thematrix that induces it.
5 Exercise 11(b)(c), p. 54: reflection in the line y = x and reflectionin the line y = x.
Sections 2.2 & 2.3 Matrix Transformations Page 24/1
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Not all transformations ofR2
are matrix transformations.Example
Let T : R2 R2 be defined by
T(X) = X + 11
for all X R2.
Why is T not a matrix transformation?
Sections 2.2 & 2.3 Matrix Transformations Page 25/1
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2.3 Matrix Multiplication
Sections 2.2 & 2.3 Matrix Multiplication Page 26/1
Matrix Multiplication
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Matrix Multiplication
Definition (Product of two matrices.)
Let A be an m n matrix and B =
B1 B2 Bk
an n k matrix,whose columns are B1, B2, . . . , Bk. The product of A and B is the matrix
AB = A
B1 B2 Bk
=
AB1 AB2 ABk
,
i.e., the first column of AB is AB1, the second column of AB is AB2, etc.
Sections 2.2 & 2.3 Matrix Multiplication Page 27/1
Example
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Example
Let A and B be matrices,
A =1 0 32 1 1
and B =
1 1 20 2 41 0 0
Then AB has columns
AB1 =1 0 3
2 1 1
101
, AB2 =1 0 3
2 1 1
120
,
and AB3 = 1 0 3
2 1 1 2
40
Thus, AB =
4 1 2
1 4 0
.
Sections 2.2 & 2.3 Matrix Multiplication Page 28/1
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Theorem (2.3 Theorem 1)
Let A be an m n matrix, and B an n k matrix. Then
A(BX) = (AB)X for all k-vectors X Rk.
What does this mean? Why is this important?
Sections 2.2 & 2.3 Matrix Multiplication Page 29/1
Another way to think about matrix multiplication
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Another way to think about matrix multiplication
Theorem (2.3 Theorem 2)
Let A be an m n matrix and B and n k matrix. Then the (i,j)-entry
of AB is the dot product of row i of A with column j of B.
Example
Use the above theorem to compute
1 0 3
2 1 1
1 1 20 2 41 0 0
Sections 2.2 & 2.3 Matrix Multiplication Page 30/1
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Definition (Compatibility for Matrix Multiplication)Let A and B be matrices. In order for the product AB to exist, thenumber of rows in B must be equal to the number of columns in A.
Assuming that A is an m n matrix, the product AB is defined if and
only if B is an n k matrix for some k. If the product is defined,then A and B are said to be compatible for (matrix) multiplication.
Given that A is m n and B is n k, the product AB is an m kmatrix.
Sections 2.2 & 2.3 Compatibility for Matrix Multiplication Page 31/1
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Example (revisited)
As we saw earlier,
231 0 3
2 1 1
33 1 1 20 2 4
1 0 0
=
234 1 2
1 4 0
Note that the product
33
1 1 2
0 2 4
1 0 0
23
1 0 32 1 1
does not exist.
Sections 2.2 & 2.3 Compatibility for Matrix Multiplication Page 32/1
Example
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Example
Let
A =
1 23 0
1 4
and B = 1 1 2 0
3 2 1 3
Does AB exist? If so, compute it.
Does BA exist? If so, compute it.
AB =
7 5 4 63 3 6 011 7 2 12
BA does not exist
Sections 2.2 & 2.3 Compatibility for Matrix Multiplication Page 33/1
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Example
Let
G = 1
1
and H =
1 0
Does GH exist? If so, compute it.
Does HG exist? If so, compute it.
GH =
1 01 0
HG = 1 In this example, GH and HG both exist, but they are not equal. Theyarent even the same size!
Sections 2.2 & 2.3 Compatibility for Matrix Multiplication Page 34/1
E l
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Example
Let
P = 1 02 1
and Q = 1 10 3
Does PQ exist? If so, compute it.
Does QP exist? If so, compute it.
PQ =
1 12 1
QP = 1 16 3
In this example, PQ and QP both exist and are the same size, butPQ= QP.
Sections 2.2 & 2.3 Compatibility for Matrix Multiplication Page 35/1
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Fact
The four previous examples illustrate an important property of matrixmultiplication.
In general, matrix multiplication is not commutative, i.e., theorder of the matrices in the product is important.
Sections 2.2 & 2.3 Compatibility for Matrix Multiplication Page 36/1
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Example
Let
U = 2 00 2
and V = 1 23 4
Does UV exist? If so, compute it.
Does VU exist? If so, compute it.
UV =
2 46 8
VU = 2 4
6 8
In this particular example, the matrices commute, i.e., UV = VU.
Sections 2.2 & 2.3 Compatibility for Matrix Multiplication Page 37/1
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Theorem (2.3 Theorem 3)
Let A, B, and C be matrices of appropriate sizes, and let k R be ascalar.
1 IA = A and AI = A where I is an identity matrix.
2 A(BC) = (AB)C (associative property)
3 A(B + C) = AB + AC (distributive property)
4 (B + C)A = BA + CA (distributive property)
5 k(AB) = (kA)B = A(kB)
6 (AB)T = BTAT
Work through Example 7 on p. 61: simplifying algebraic expressionsinvolving matrix multiplication.
Sections 2.2 & 2.3 Properties of Matrix Multiplication Page 38/1
Elementary Proofs
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Example
Let A and B be m
n matrices, and let C be an n
k matrix. Prove thatif A and B commute with C, then A + B commutes with C.
Proof.
We are given that AC = CA and BC = CB. Consider (A + B)C.
(A + B)C = AC + BC
= CA + CB
= C(A + B)
Since (A + B)C = C(A + B), A + B commutes with C.
Examples 8 and 9 on p. 61 are similar types of elementary proofs.Omit Example 10 on pp. 6162.
Sections 2.2 & 2.3 Properties of Matrix Multiplication Page 39/1
Block Multiplication
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Example
Let A be an m n matrix. Let B be an n k matrix with columnsB1, B2, . . . , Bk, i.e., B =
B1 B2 Bk
. This represents a
partition of B into blocks in this example, the blocks are the columns ofB. We can now write
AB = A
B1 B2 Bk
=
AB1 AB2 ABk
Here, the columns of AB, namely AB1, AB2, . . . , ABk, can be thought ofas blocks of AB.
If A is an m n matrix and B is an n k matrix, and if A and B arepartitioned compatibly into blocks in some way, then the computation ofthe product AB may be simplified.
Sections 2.2 & 2.3 Block Multiplication Page 40/1
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Example
A =
2 1 3 11 0 1 2
0 0 1 00 0 0 1
B =
1 2 0
1 0 0
0 5 11 1 0
Sections 2.2 & 2.3 Block Multiplication Page 41/1
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Example
A =
2 1 3 11 0 1 2
0 0 1 00 0 0 1
B =
1 2 0
1 0 0
0 5 11 1 0
Sections 2.2 & 2.3 Block Multiplication Page 42/1
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Example
A =
2 1 3 11 0 1 2
0 0 1 00 0 0 1
B =
1 2 0
1 0 0
0 5 11 1 0
Sections 2.2 & 2.3 Block Multiplication Page 43/1
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Example
A =
2 1 3 11 0 1 2
0 0 1 00 0 0 1
B =
1 2 0
1 0 0
0 5 11 1 0
Sections 2.2 & 2.3 Block Multiplication Page 44/1
Example (continued)
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Example (continued)
Let
A =
2 1 3 1
1 0 1 20 0 1 00 0 0 1
=
A1 A20 I2
,
and let
B =
1 2 01 0 0
0 5 11 1 0
=
B1 0B2 B3
.
Then
AB =
A1 A20 I2
B1 0B2 B3
.
Sections 2.2 & 2.3 Block Multiplication Page 45/1
Example (continued)
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p ( )
AB = A1 A20 I2
B1 0B2 B3
=
A1B1 + A2B2 A1(0) + A2B3(0)B1 + I2B2 (0)0 + I3B3
= A1B1 + A2B2 A2B3B2 B3
Now recall that
A =
2 1 3 11 0 1 2
0 0 1 00 0 0 1
= A1 A2
0 I2
, B =
1 2 01 0 0
0 5 11 1 0
= B1 0
B2 B3
.
Now compute A1B1, A2B2 and A2B3.
Sections 2.2 & 2.3 Block Multiplication Page 46/1
Example (continued)
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p ( )
A1B1 =
2 11 0
1 2
1 0
=
3 41 2
A2B2 =
3 11 2
0 51 1
=
1 142 3
A2
B3
= 3 11 2
10 = 3
1
Now,
AB = A1B1 + A2B2 A2B3
B2 B3
=
4 18 33 5 1
0 5 11 1 0
=
4 18 33 5 10 5 11 1 0
Sections 2.2 & 2.3 Block Multiplication Page 47/1