Matrix Algebra

MATRICES

Definition 1: A matrix is a rectangular array of numbers. The general form of a matrix A

with m rows and n columns is

 a11 a12  a1n 

a a22  a2 n 
A
21

. . . . 
 
am1 am 2  amn 

The aij ' s are called the elements (or entries) of the matrix. Note that aij is the element
in the ith row and the jth column of the matrix A. The matrix A is sometimes denoted by
[aij ]m , n or simply [ aij ]. A matrix that has m rows and n columns is called an m  n
(read “m by n”) matrix or a matrix of order m  n.

Example 1:
 1  1
 1 is a 2  2 matrix;
 1

1 0 2 6
4 8 3  9
is a 2  4 matrix;


 6 6 3
 3  2
 8 is a 3  3 matrix;
  1 0 0

5 8  2
12 10  1

13 9  3 is a 5  3 matrix.
 
2 7 6
 6 4 10
Equality of Matrices
2

Definition 2: Two matrices A and B are said to be equal, written A = B, if they are of the
same order and all the corresponding elements are equal; that is, aij  bij for all i and j.

By the notation A  B, we mean that A is not equal to B.

 2  2  2 2 2
Example 2: Given the matrices A , B ,
2 2  2 2  2
2 2  2  2
C  , and D   , we see that A  D, but A  B, A  C , B  C ,
 2  2 2 2
B  D, and C  D.

MATRIX OPERATIONS

Matrix Addition

Matrices can be added if and only if they are of the same order. The matrices are then
said to be conformable for addition.

Definition 3: If

 a11 a12  a1n 

a a22  a2 n 
A   21
. . . . 
 
am1 am 2  amn 

and

 b11 b12  b1n 

b b22  b2 n 
B   21
. . . . 
 
bm1 bm 2  bmn 

then matrix addition is defined by

 a11  b11 a12  b12  a1n  b1n 

a  b a22  b22  a2 n  b2 n 
A  B   21 21
 . . . . 
 
am1  bm1 am 2  bm 2  amn  bmn 

or, more concisely,

A  B  [aij ]m , n  [bij ]m , n  [ aij  bij ]m , n
 3

In other words, the sum of two m  n matrices is another m  n matrix whose

elements are obtained by adding corresponding elements in the original matrices.

2 1 3 2
Example 3: If A  4  and B , find A  B.
 0 1 4

Solution: We have
2  3 1  2  5 3
A B   
4 1 0  4 5 4

1 2 3 3 0  6
Example 4: If A  0  and B , find A  B.
 4 5 2 3 1

Solution: We have
 1 3 20 3  (6) 4 2  3
A B   
0  2 4  (3) 5  1 2 1 6

3 2  4  0 3 8
Example 5: If C  5 6 8 and D   5 6 2, find C  D.
3 0 0  0 0  4

Solution: We have
 30 23  4  8  3 5 4
C  D  5  (5) 6  (6) 8  2  0 0 10
 3  0 00 0  (4)  3 0  4

 0 1
1  2 
Example 6: If A   and B   5  3, find A  B.
3 4
  2  1

Solution: The sum A  B is not defined since the matrices are not of the same order.

Scalar Multiplication

Definition 4: A number (which is a 1  1 matrix) is referred to as a scalar when it

occurs in operations involving matrices.

Definition 5: Given a matrix

4

 a11 a12  a1n 

a a22  a2 n 
A
21

. . . . 
 
am1 am 2  amn 

and a scalar k, then

 ka11 ka12  ka1n 

 ka ka22  ka2 n 
kA   21
 . . . . 
 
kam1 kam 2  kamn 

or, more concisely,

kA  k [ aij ]m , n  [ kaij ]m , n

In other words, a matrix may be multiplied by a scalar by multiplying every element of

the matrix by the scalar.

3 2 4
Example 7: If A  1 , find 2A.
 0  2

Solution: We have
2  3 22 2  4  6 4 8
2A   
 2 1 20 2  (2) 2 0  4

 4  3
Example 8: If B   8  2, find 3B.
  1 0

Solution: We have

  3 4  3  (3)   12 9
 3B    3  8  3  ( 2)    24 6
 3  ( 1)  3  0  3 0

Matrix Multiplication

Definition 6: Let A be an m  p matrix and B be a p  n matrix. The product

C  AB is an m  n matrix where each element cij of C is obtained by multiplying
corresponding elements of the ith row of A by those of the jth column of B and then
adding the results. Thus,
 5

cij  ai1b1 j  ai 2b2 j    aipbpj

The condition that A be m  p and B be p  n is equivalent to saying that the number

of columns of A must be equal to the number of rows of B. The matrix product AB is
defined if and only if the number of columns of A is equal to the number of rows of B.
The matrices A and B are then said to be conformable for multiplication, and the
product matrix has the same number of rows as A and the same number of columns as B.
If the number of columns of A is not equal to the number of rows of B, then the product
AB is not defined.

1 2 1 1
Example 9: If A  3  and B , find AB.
 4 0 2

Solution: Since A is a 2  2 matrix and B is a 2  2 matrix, the product AB is defined

and is a 2  2 matrix. We have
1 2 1 1 1 1  2  0 11  2  2  1 5
AB    
3 4 0
 2 3 1  4  0 3 1  4  2 3 11

1 3  1  1 0
Example 10: If A  2 0 0 and B   1 2, find AB.
0 1 6  1 3

Solution: Since A is a 3  3 matrix and B is a 3  2 matrix, the product AB is defined

and is a 3  2 matrix. We have
1 3  1  1 0
AB   2 0 0  1
 2
 0 1 6  1 3

 1  1  3  ( 1)  ( 1)  1 1  0  3  2  ( 1)  3

  2  1  0  ( 1)  0  1 2  0  0  2  0  3
0  1  ( 1)  ( 1)  6  1 0  0  ( 1)  2  6  3

 3 3
  2 0
 7 16

2 1
 3
Example 11: If C  4 6 and D   2, find CD.
 
6 2

Solution: We have

2 1  2  3  1  (2)   4
 3 
CD  4 6   
 2  4  3  6  (2)   0
6 2   6  3  2  (2) 14
   
6

In matrix multiplication, the sequence in which multiplication is performed is

important. If A is an m  n matrix and B is an n  m matrix, then it is possible to
obtain both of the product matrices AB and BA. However, in general, AB  BA, that is,
matrix multiplication is not commutative. In the matrix product AB, A is said to
premultiply B or, alternatively, B is said to postmultiply A.

2  1  2 1
Example 12: If A   3  and B , find AB and BA.
 1  1 4

Solution: We have
2  1  2 1 2  (2)  (1) 1 2 1  (1)  4  5  2
AB    
3 1  1 4  3  (2)  1 1 3 1  1  4  5 7

and
 2 1 2  1  2  2  1  3  2  (1)  1 1  1 3
BA    
 1 4 3
 1  1  2  4  3 1  (1)  4 1  14 3

Notice that although AB and BA are defined, AB  BA.

 5  6
 1 8  3 
Example 13: If A   and B   1 0, find AB and BA.
 0 10  4
 0 3

Solution: Proceeding as before, we have

 5  6
 1 8  3 
AB    1 0
 0 10  4 
 0 3

  1  5  8  ( 1)  ( 3)  0  1  ( 6)  8  0  ( 3)  3


 0  5  10  ( 1)  ( 4)  0 0  ( 6)  10  0  ( 4)  3

  13  3

  10  12

and
 7

 5  6
 1 8  3
BA  
 1 0
  0
 10  4


 0 3


5  ( 1)  ( 6)  0 5  8  ( 6)  10 5  ( 3)  ( 6)  ( 4) 


  1  ( 1)  0  0  1  8  0  10  1  ( 3)  0  ( 4) 

 0  ( 1)  3  0 0  8  3  10 0  ( 3)  3  ( 4) 


 5  20 9

 1 8 3

 0
 30 
 12

Notice again that AB  BA.

SPECIAL MATRICES

Square Matrices

Definition 7: A matrix with the same number of rows as columns is called a square
matrix. A square matrix with n rows and n columns is said to be of order n, and is called
an n-square matrix.

Example 14:
1 3
4 is a square matrix of order 2;
 2

2 5 1
0 3  2
 is a square matrix of order 3;
 1 2  4

 0 0 0 0
 2 4 1 3
 is a square matrix of order 4.
 0 0 0 0
 
 5 4 1 8

Definition 8: The main diagonal of a square matrix A  [aij ]n , n consists of the elements
a11 , a 22 , . . . , a nn .

Example 15: The main diagonal of the matrix

 2 3
 1 4


consists of the numbers 2 and 4.

Example 16: The main diagonal of the matrix

8

 5 4 8
 3 7 9

 5 0 1

consists of the numbers 5, 7, and 1.

Identity Matrices

Definition 9: If all the elements that are not on the main diagonal of a square matrix are
0’s and all the elements on the main diagonal are 1’s, then the matrix is called the
identity matrix. Thus A  [aij ]n , n is an identity matrix if and only if aij  0 for i  j
and aij  1 for i  j. An n  n identity matrix is denoted by I n or, simply, I.

Example 17: The 2  2 identity matrix is

1 0
I2  
0 1

The 3  3 identity matrix is

1 0 0
I 3  0 1 0
0 0 1

The 4  4 identity matrix is

1 0 0 0
0 1 0 0
I4  
0 0 1 0
 
0 0 0 1

Theorem 1: If A and I are matrices such that AI and IA are defined, then
AI  A and IA  A

Transpose of a Matrix

Definition 10: The transpose of an m  n matrix A, denoted At , is an n  m matrix

that is formed by interchanging corresponding rows and columns of A. The ith row of A
becomes the ith column of At for i  1, 2, . . . , m. Thus, if
 9

 a11 a12  a1n 

a a22  a2 n 
A
21

. . . . 
 
am1 am 2  amn 

then

 a11 a21  am1 

a a22  am 2 
A   12
t
. . . . 
 
a1n a2 n  amn 

More compactly, if
A  [ a ij ] m , n

then
A t  [a ji ] n ,m

 1 7
Example 18: If A   2 8, find At .
 3  9

Solution:
1 2 3
At  
7 8  9

 6 8  10
Example 19: If A   2 0 7 , find At .
 30 40 0

Solution:
 6 2 30
A    8
t
0 40
 10 7 0

DETERMINANTS

Definition 11: The determinant of a square matrix A is a unique scalar (number) that is
a function of all the elements in the matrix. The determinant of A is denoted by A or
det A.
10

Definition 12: The determinant of a 1  1 matrix

A  [ a11 ]
is given by
A  a11

Example 20: If A  [12], then A  12  12 and if B  [7], then

B   7  7.

Definition 13: The determinant of a 2  2 matrix

a a12 
A   11
a21 a22 

is given by
A  a11 a 22  a12 a 21

That is, the determinant of a 2  2 matrix is obtained by taking the product of the
elements on the main diagonal and subtracting from it the product of the elements on the
other diagonal.

1 6
Example 21: If A  2 , find A .
 5

Solution:
1 6
A   1  5  6  2  5  12  7
2 5

 2 3
Example 22: If A   9 , find A .
  4

Solution:
2 3
A   2  (4)  3  (9)  8  27  19
9 4

Definition 14: The determinant of a 3  3 matrix

 a11 a12 a13 

A  a21 a22 a23 
a31 a32 a33 

is given by
 11

A  a11 a 22 a 33  a11 a 23 a 32  a12 a 21a 33  a12 a 23 a 31  a13 a 21a 32  a13 a 22 a31

Notice that there are six products, each product consisting of three elements of the
original matrix. Three of the products are preceded by plus signs and three of the
products are preceded by minus signs.

1 2 3
Example 23: If A  2 4  1, find A .
 1 5  2

Solution:
1 2 3
A  2 4 1
1 5 2

 1  4  ( 2)  1  ( 1)  5  ( 2)  2  ( 2)  ( 2)  ( 1)  1  3  2  5  3  4  1

 8  5  8  2  30  12  9

Minors and Cofactors

Definition 15: Let M ij denote the determinant of the ( n  1)  ( n  1) matrix obtained

by deleting the ith row and jth column of an n  n matrix A. Then M ij is called the
minor of the element aij of the matrix A.

2 3 4
Example 24: If A  5 6 7 , find M 12 and M 23 .
8 9 1

Solution: We have
5 7
M 12   5  56  51
8 1

2 3
M 23   18  24  6
8 9

Definition 16: The cofactor Cij of the element aij of the n  n matrix A is the
product of ( 1)i  j and the minor of aij ; that is,

Cij  (1)i  j M ij

2 1 3
Example 25: If A   3 0  5, find C11 and C 21 .
2 1 1
12

Solution:
0 5
C11  ( 1) 11  1  (0  5)  5
1 1

1 3
C 21  ( 1) 2 1  ( 1)  ( 1  3)  4
1 1

Expansion by Cofactors

The determinant of a matrix A can be obtained by a procedure known as expansion by

cofactors. To find the determinant of an n  n matrix A, select any row (or column) of
A and multiply each element in the row (or column) by its cofactor. The sum of these
products gives the determinant of A. This result is summarized in the following theorem.

Theorem 2: If A  [ aij ] n ,n , then

A  a i1C i1  a i 2 C i 2    a in C in , i  1, 2, . . . , n

or
A  a1 j C1 j  a 2 j C 2 j    a nj C nj , j  1, 2, . . . , n

The above formulas for A are called the expansions of the determinant of A around
the ith row and jth column, respectively.

 12 1 3
Example 26: If A    3 1  1, find A .

 10 2  3

Solution: Expanding about the first row, we have

1 1 3 1 3 1
A  12  ( 1) 11  ( 1)  ( 1) 1 2  3  ( 1) 1 3
2 3  10 3  10 2

 12 1  ( 1)  ( 1)  ( 1)  ( 1)  3 1  4  12  1  12  1

0 1 1
Example 27: If A  2 3 2, find A .

0 1 3

Solution: Since column 1 has two zero elements, it is convenient to expand about this
column to get
1 1
A  0  2  (1) 2 1  0  2  (1)  4  8
1 3
 13

THE INVERSE MATRIX

Definition 17: If for a given n  n matrix A there is another n  n matrix B such that
AB  BA  I
then B is said to be the inverse of A and is written

B  A 1

Observe that the above relation is symmetric; that is, if B is the inverse of A, then A is the
inverse of B. An n  n matrix A is said to be invertible (or nonsingular) if A1 exists
and noninvertible (or singular) if A1 does not exist.

1 2  7  2
Example 28: Let A    and B   . Then
3  7  3 1

1 2  7  2 1 0
AB    I
3 7  3 1 0 1

and
 7  2 1 2 1 0
BA    I
 3 1 3 7  0 1

Thus B is the inverse of A.

In Example 28, we showed that both AB and BA are equal to I. However, it can be
shown that AB  I if and only if BA  I . Hence it is necessary to find only one product
to determine if one matrix is the inverse of another.

1 0 2  11 2 2
Example 29: Let A  2 1 3 and B    4 0 1. Then
4 1 8  6 1  1

1 0 2  11 2 2  1 0 0
AB  2 1 3  4
 0 1  0 1 0  I
4 1 8  6 1  1 0 0 1

Thus B is the inverse of A.

Cofactor and Adjoint Matrices

Definition 18: Let A  [ aij ]n , n , where n  2. The cofactor matrix of A, denoted cof A,
is the n  n matrix obtained by replacing each element aij in A by its cofactor Cij .
Thus
14

C11 C12  C1n 

C C22  C2n 
cof A  
21

 . . . . 
 
Cn1 Cn 2  Cnn 

2 3  4
Example 30: If A  0 4 2, find cof A.
 1 1 5

Solution: The cofactors of the nine elements of A are

4 2
C11  ( 1) 11  18
1 5

0 2
C12  ( 1) 1 2 2
1 5

0 4
C13  ( 1) 1 3 4
1 1

3 4
C 21  ( 1) 2 1  11
1 5

2 4
C 22  ( 1) 2  2  14
1 5

2 3
C 23  ( 1) 2  3 5
1 1

3 4
C 31  ( 1) 31  10
4 2

2 4
C 32  ( 1) 3 2  4
0 2

2 3
C 33  ( 1) 3 3  8
0 4

Thus
  18 2 4
cof A    11 14 5
 10 4  8

Definition 19: Let A  [ aij ]n , n , where n  2. The adjoint matrix of A, denoted adj A,
is the transpose of the cofactor matrix of A; that is,
adj A  (cof A) t

2 3  4
Example 31: If A  0 4 2, find adj A.
 1 1 5
 15

Solution: From Example 30,

  18 2 4
cof A    11 14 5
 10 4  8

Thus
 18  11  10
adj A  (cof A)   2
t
14  4
 4 5  8

Inverse of an n  n Matrix

Theorem 3: Let A  [ aij ]n , n , where n  2. If A is invertible, then

1
A 1  adj A
A

The condition for a matrix to be invertible is given in the following theorem.

Theorem 4: An n  n matrix A is invertible if and only if A  0.

2 3  4
Example 32: If A  0 4 2, find A1.
 1 1 5

Solution: From Example 30 and Example 31,

  18 2 4
cof A    11 14 5
 10 4  8

and
 18  11  10
adj A   2 14  4
 4 5  8

Expanding about the first column, we find that

A  2  ( 18)  0  1  ( 10)  46

Since A  0, we have
16

 18  11  10  239 11
46
5
23

1 1  
A1  adj A    2 14  4   231  7
23
2
23 
A 46
 4 5  8  232  5
46
4
23


Inverse of a 2  2 Matrix

Consider the 2  2 matrix

a a12 
A   11
a21 a22 

It can be easily shown that

 a  a 21 
cof A   22
 a12 a11 

and thus

 a 22  a12 
adj A  
  a 21 a11 

It is known that
A  a11 a 22  a12 a 21

If A  0, then

1  a 22  a12 
A 1 
a11 a 22  a12 a 21   a 21 a11 

In other words, we can obtain the inverse of a 2  2 matrix whose determinant is not
zero by (1) interchanging the elements on the main diagonal, (2) taking the negative of
the other two elements, and (3) multiplying the resulting matrix by the reciprocal of the
determinant of the original matrix.

 1 6
Example 33: If A   4 , find A1.
 3

Solution: We first find

A  3  24  27

and
 3  6
adj A  
 4  1
 17

Thus

11  3  6  19 2

A    9

27  4  1  274 1
27 

SOLUTION OF SYSTEMS OF LINEAR EQUATIONS

Definition 20: A system of n linear equations in n variables is a system of the form

a11 x1  a12 x2    a1n xn  b1
a21 x1  a22 x2    a2 n xn  b2

an1 x1  an 2 x2    ann xn  bn

where the aij ' s and bi ' s are constants.

This system can be written in matrix notation as

 a11 a12  a1n   x1   b1 

a a22  a2n   x2  b2 
 21 
. . . .      
    
an1 an 2  ann   xn  bn 

or
AX  B
where
 a11 a12  a1n   x1   b1 
a a22  a2 n  x  b 
A   21 , X   2 , and B   2 
. . . .     
     
an1 an 2  ann   xn  bn 

Thus, the matrix A is obtained from the coefficients of the variables, the column matrix X
is obtained from the variables, and the column matrix B is obtained from the right side
constants. The matrix A is called the coefficient matrix of the system.

Theorem 5: If A is invertible, then the system AX  B has the solution

X  A1B

Proof: Premultiply both sides of AX  B by A1 to get

18

A1 ( AX )  A1 B

( A1 A) X  A1 B By the associative law

IX  A1 B By Definition16
1
X  A B By Theorem 1

This method of solving a system of linear equations is valid only when the number of
equations equals the number of variables and when A is invertible.

Example 34: Solve the system

x1  2 x2  0
4 x1  9 x2  1

Solution: The system can be written in matrix notation as

1 2  x1  0
4 9  x   1
  2  

or
AX  B
where

1 2 x  0 
A , X   1 , and B   
4 9   x2  1

We find that
 9  2
A 1  
 4 1

Using X  A1 B, the solution is given by

 x1   9  2 0    2 
 x    4 1 1   1
 2     

Therefore, x1  2 and x2  1.

Example 35: Solve the system

 x1  2 x2  2 x3  9
2 x1  x2  x3  3
3 x1  2 x2  x3  6

Solution: The system can be written in matrix notation as

 19

 1 2 2  x1   9
 2 1  1  x     3
  2  
 3 2 1  x3   6

or
AX  B
where

 1 2 2  x1   9
A   2 1  1, X   x2  , and B    3
 3 2 1  x3   6

We find that
 1 2 0
1
1
A    5 7 3
3
 7 8 3

Using X  A1 B, the solution is given by

 x1   1 2 0  9   3  1
x    1  5 7 3   3   1  42  14
 2 3    3    
 x 3   7 8 3  6   57 19

Thus, x1  1, x2  14, and x3  19.

CRAMER’S RULE

Consider a system of n linear equations in n variables as follows.

a11 x1  a12 x2    a1n xn  b1
a21 x1  a22 x2    a2 n xn  b2

an1 x1  an 2 x2    ann xn  bn

or
AX  B
where, as before,
20

 a11 a12  a1n   x1   b1 

a a22  a2 n  x  b 
A X   , and B   
21 2 2
,
. . . .     
     
an1 an 2  ann   xn  bn 

Let A j be the matrix obtained from A by replacing the jth column of A by the
n  1 matrix B.

Theorem 6: If A  0, then the system AX  B has the solution given by

A1 A2 An
x1  , x2  , . . . , xn 
A A A

The result in Theorem 6 is known as Cramer’s rule.

Example 36: Solve the following system using Cramer’s rule.

x1  x2  12
2 x1  3 x2   1

Solution: The system can be written in matrix notation as

1 1  x1   12
2  3  x    1
  2  

or
AX  B
Then
1 1  12 1 1 12
A , A1   , and A2  2
2  3  1  3   1

We find that
A  5, A1  35, and A2  25

Thus
A1  35
x1   7
A 5

and
A2  25
x2   5
A 5
 21

Example 37: Solve the following system using Cramer’s rule.

2 x1  3 x2  x3  1
3 x1  5 x2  2 x3  8
x1  2 x2  3 x3   1

Solution: The system can be written in matrix notation as

2 3  1  x1   1
3 5 2  x2    8

 1 2  3  x3   1

or
AX  B
Then
2 3  1
A   3 5 2
 1 2  3

 1 3  1
A1   8 5 2
 1 2  3

2 1  1
A2   3 8 2
 1 1  3

and
2 3 1
A3   3 5 8
 1 2  1

We find that
A  22, A1  66, A2  22, and A3  44

Thus
A1 66
x1   3
A 22

A2  22
x2    1
A 22
22

and
A3 44
x3   2
A 22