A VERY BRIEF LINEAR ALGEBRA REVIEW Matrices.

Example A= 2 1 1 3

A is a matrix with 2 rows and 2 columns i.e a 2 2 matrix. A matrix with the same number of rows and columns is called a square matrix. Example of a 3 3 matrix 3 1 7 B = 1 2 0 0 1 5 Example of a 3 2 matrix 2 C = 9 1 0 10 14

Vectors. Matrices with 1 row are called row vectors and matrices with 1 column are called column vectors. 2 1 3 B = 2 1

A= are column vectors. C= 2 are row vectors. Addition Of Two Matrices. 2 1 Multiplication Of 2 1 3 2 1 2 1 0 1 3 1 1 1 1 2 0 3 0 1

D= 3

2 1

1 1 0 3 1 + = 3 1 2 0 5

Two Matrices. 1 3 1 21+10+32 8 1 2 0 = (1) 1 + 1 0 + 2 2 = 3 1 1 2 31+10+12 5 0 21+11+33 1 1 1 + 0 1 + 1 3 = 2 1 21+11+03 2 (1) + 1 2 + 3 0 2 0 + 1 1 (1) + 0 2 + 1 0 1 0 + 0 2 (1) + 1 2 + 0 0 2 0 + 1
1 2 1 2 1 2

+31 + 1 1 +01

Note : Multiplication AB can be done only if the number of columns of A is the same as the number of rows of B. 2 Transpose Of A Matrix. Let A= 0 1
1

1 1 2 1 2 then At = 1 0 1 1

0 1 1 0 2 1

Properties of Transpose. (AB) = Bt At

t

(A + B) = At + Bt Complex Numbers. Any number z = a + bi where a and b are real numbers is called a complex number. Complex numbers can be used in matrices. A= 1+i 3i
1 2

2 1 = + 2i 3

2
1 2

1 1

0 i 2

Complex Conjugation. If z = a + bi where a and b are real numbers, then the complex conjugate of z is z = a bi. Adjoint of a Matrix. The adjoint of a matrix A denoted as A is At For the matrix A given above, A = At = Properties of Adjoint. (AB) = B A (A + B) = A + B Symmetric Matrices. A matrix B is symmetric if B = Bt Example: 3 1 2 1 0 5 2 5 2 is symmetric. Hermitian (Self-adjoint) Matrices. A matrix B is Hermitian if B = B Example 2 1+i 1 2 + 2i 1i 3 5 1 2 i 5 4 2 is Hermitian. Vector Cross Product. a x i j b y = a b c z x y k c z 1i 2
1 2

3+i 2i

= (bz cy )i (az xc)j + (ay bx)k bz cy = az + xc . ay bx

Determinant. det a b a b = ad bc = c d c d

a b det d e g h

c e f = a h k

f d f d b +c k g k g

e h

a x Dot Product. Let v = b and w = y then c z x v w = v t w = a b c y = ax + by + cz z

2 1+i Hermitian Dot Product. Let v = 1 and w = 1 i . 3 i Then v, w = v w = (1 i)2 + 1(1 i) + (i)3. Identity Matrix. The matrix I is dened as the matrix whose entries are aij where aij = 1 if i = j 0 if i = j.

The matrix I is called the unit or identity matrix. Inverse Of A Matrix. Let A be a square (n x n) matrix. If detA = 0 there is an inverse A1 such that A1 A = AA1 = I.

If A= then A1 = 1 a22 a21 a12 a11 a11 a21 a12 a22

where = a11 a22 a12 a21 is the determinant of A.

Eigenvalue and Eigenvectors. is an eigenvalue of a matrix A corresponding to an eigenvector V = 0 if AV = V. Example 1 2 1 1 2 1 1 =3 1 1

The eigenvalue is 3, the eigenvector is (1, 1)t .

Example 2 0 1 1 0 1 i 1 = =i i 1 i

The eigenvalue is i, the eigenvector is (1, i)t .

Example 3 0 1 1 0 1 i 1 = = i i 1 i

The eigenvalue is i , the eigenvector is (1, i)t .