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Matrix multiplication
mxn qxp mxp
Condition: n = q
Identity Matrix
Matrix Transpose
Symmetric Matrices
Example:
Determinants
2x2
3x3
nxn
Determinants (contd)
diagonal matrix:
Matrix Inverse
The inverse A-1 of a matrix A has the property:
AA-1=A-1A=I
Terminology
Singular matrix: A-1 does not exist
Ill-conditioned matrix: A is close to being singular
Matrix Inverse (contd)
properties:
Rank of matrix
Therefore,
Example: rank is not 4 !
Rank and singular matrices
Orthogonal matrices
Notation:
A is orthogonal if:
Example:
Orthonormal matrices
A is orthonormal if:
Property:
Eigenvalues and Eigenvectors
(assume non-zero v)
Example:
Properties
Eigenvalues and eigenvectors are only defined for
square matrices (i.e., m = n)
Eigenvectors are not unique (e.g., if v is an
eigenvector, so is kv)
Suppose 1, 2, ..., n are the eigenvalues of A, then:
Properties (contd)
Example:
Are all n x n matrices diagonalizable?
Only if P-1 exists (i.e., A must have n linearly independent
eigenvectors, that is, rank(A)=n)
P-1=PT
A=PDPT=