CHAPTER I: MATRIX

Institute of Technology of Cambodia

Department of Foundation Year
LIN Mongkolsery
[email protected]

2022-2023

Linear Algebra ITC 1 / 31

Contents

1 Definitions

2 Operations and Properties

3 Reduced Row Echelon Form of Matrix

4 System of Linear Equations

5 Inverse Matrix

6 Rank and Nullity of a Matrix

7 Polynomial of a Matrix

Linear Algebra ITC 1 / 31

 Definitions

Matrices

Notation: Let K = R or C.
Definition 1
A matrix is a rectangular array of numbers or symbols. For example,
   
a11 a12 . . . a1n a11 a12 ... a1n
 a21 a22 . . . a2n   a21 a22 ... a2n 
A = (aij )m×n =  . ..  =  ..
   
. .. . . .. .. .. 
 . . . .   . . . . 
am1 am2 . . . amn am1 am2 . . . amn

In this case, we say that

• A has m rows and n columns
• A is a matrix of size m × n or of order m × n .
• aij is the element in ith row and jth column.

Linear Algebra ITC 2 / 31

 Definitions

Matrices

Definition 2 (Zero matrix)

A zero matrix is a matrix whose all entries zero.

Definition 3 (Square matrix)

A square matrix is a matrix with the same number of rows as columns.
That is,  
a11 a12 . . . a1n
 a21 a22 . . . a2n 
(aij )n =  .
 
. .. . . .. 
 . . . . 
an1 an2 . . . ann
The main diagonal of a square matrix is a list a11 , a22 , . . . , ann .

Linear Algebra ITC 3 / 31

 Definitions

Matrices

Definition 4 (Upper triangular matrix)

A matrix TU is upper triangular if it is a square matrix whose entries
below the main diagonal are all zeros. That is,

TU = (aij )n , with aij = 0, ∀i > j

or
   
a11 a1,2 . . . a1n a11 a1,2 . . . a1n
 0 a22 . . . a2n   a22 . . . a2n 
TU =  or TU = 
   
.. .. .. . . .. 
. .. .

 . .   . . 
0 0 . . . ann ann

Linear Algebra ITC 4 / 31

 Definitions

Matrices
Definition 5 (Lower triangular matrix)
A matrix TL is lower triangular if it is a square matrix whose entries
above the main diagonal are all zeros. That is,

TL = (aij )n , with aij = 0, ∀i < j

or
 
a11 0 ... 0
 
a11
 .. 
a21 a22
 a21 a22 0 .   
TL =  or TL = 
 
.. .. ..
..
 .. .. . . 

 . . . .

  . . . 
an1 an2 . . . ann an1 an2 . . . ann

Definition 6 (Triangular matrix)

A matrix T is triangular if it is upper triangular or lower triangular.
Linear Algebra ITC 5 / 31
 Definitions

Matrices
Definition 7 (Diagonal matrix)
D = (aij )n is called a 6 j. That is,
diagonal matrix if aij = 0 for i =
 
a11 0 ... 0
 
a11
 .. 
a22
 0 a22 . 0   
D= ..  or D = 
 
 .. .. ..
 .. 
 . . . .   . 
0 0 . . . ann ann

If aii = 1 for i = 1, 2, . . . , n, then the above matrix is called identity

matrix and denoted by In or I . That is,
 
1
 1 
I =
 
.. 
 . 
1
Linear Algebra ITC 6 / 31
 Definitions

Transpose

Definition 8
Let A = (aij )m×n . Then the transpose of A is the n × m matrix At
obtained by interchanging the rows and columns of A. That is,
 t  
a11 a12 . . . a1n a11 a21 . . . am1
 a21 a22 . . . a2n   a12 a22 . . . am2 
t
A = . ..  =  ..
   
.. .. .. . . .. 
 .. . . .   . . . . 
am1 am2 . . . amn a1n a2n . . . amn

Definition 9
A matrix A is said to be symmetric if At = A.
A matrix A is said to be skew-symmetric if At = −A.

Linear Algebra ITC 7 / 31

 Operations and Properties

Operation on matrices

Definition 10 (Equality)
Two matrices are equal if they have the same size and if corresponding
entries are equal. That is, if A = (aij )m×n and B = (bij )m×n , then

A = B ⇐⇒ aij = bij , for all 1 ≤ i ≤ m, 1 ≤ j ≤ n.

Definition 11
Let A = (aij )m×n and B = (bij )m×n and let λ ∈ K, then
A + B = (aij + bij )m×n (addition)
λA = (λaij )m×n (scalar multiplication)

Linear Algebra ITC 8 / 31

 Operations and Properties

Operation on matrices

Definition 12
Let A = (aij )m×n and B = (bij )n×p , then the product of matrices A and
B is defined by
AB = C = (cij )m×p
where
n
X
cij = aik bkj = ai1 b1j + ai2 b2j + · · · + ain bnj
k=1

for 1 ≤ i ≤ m and 1 ≤ j ≤ p.

Definition 13
Two matrices A and B are said to be commuatable if AB = BA.

Linear Algebra ITC 9 / 31

 Operations and Properties

Operation on matrices
Theorem 1
Let M = Mm×n (K) be the set of all m × n matrices. For A, B, C ∈ M
and λ1 , λ2 ∈ K, we have
1 (Closure law) A + B ∈ M
2 (Associative law) (A + B) + C = A + (B + C )
3 (Commutative law) A + B = B + A
4 (Identity law) A + O = A where O is the zero matrix
5 (Inverse law) A + (−A) = O
6 (Closure law) λ1 A ∈ M
7 (Associative law) λ1 (A + B) = λ1 A + λ1 B
8 (Distributive law) (λ1 + λ2 )A = λ1 A + λ2 A
9 (Distributive law) (λ1 λ2 )A = λ1 (λ2 A)
10 (Monoidal law) 1A = A
Linear Algebra ITC 10 / 31
 Operations and Properties

Operation on matrices

Theorem 2
Let A, B, C be matrices of the appropriate sizes so that the following
multiplications make sense, I a suitably sized identity matrix, and λ a
scalar. Then
AB is m × n matrix
(AB)C = A(BC )
IA = A and AI = A
A(B + C ) = AB + AC
(B + C )A = BA + CA
λ(AB) = (λA)B = A(λB)

Linear Algebra ITC 11 / 31

 Operations and Properties

Operation on matrices

Definition 14
The matrix A is said to be orthogonal if At A = I .

Theorem 3 (Laws of Matrix Transpose)

Let A and B be matrices of the appropriate sizes so that the following
operations make sense, and λ a scalar, then
(A + B)t = At + B t
(At )t = A
(λA)t = λAt
(AB)t = B t At
(Ei,j )t = Ei,j , (Ei,j (λ))t = Ej,i (λ), (Ei (λ))t = Ei (λ)

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 Operations and Properties

Trace of a Matrice

Definition 15
Let A = (aij )n . The trace of the matrix A is defined by
n
X
tr(A) = aii
i=1

Theorem 4
Let A and B be two square matrices, and λ be a scalar. Then
tr(A + B) = tr(A) + tr(B)
tr(λA) = λ tr(A)
tr(AB) = tr(BA).

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 Reduced Row Echelon Form of Matrix

Row Echelon Form and Reduced Row Echelon Form Matrix

Definition 16
A = (aij )m×n is said to be in row echelon form(REF) if it has the
following three properties:
1 Every non-zero row begins with a leading one.
2 A leading one in a lower row is further to the right.
3 Zero rows are at the bottom of the matrix

Definition 17
A = (aij )m×n is said to be in reduced row echelon form(RREF) if it has
the following four properties:
1 It is a REF matirx.
2 Every column with a leading one has zeros elsewhere.

Linear Algebra ITC 14 / 31

 Reduced Row Echelon Form of Matrix

REF and RREF

Example 18
The following matrices are not in REF matrices.
   
  1 2 −1 1 3 1
−1 2
A= , B =  0 1 −1  , C = 0 0 0 
0 1
0 1 3 0 1 4

The following matrices are in REF, but not in RREF.

     
1 2 4 0 1 0 1 0 1 0 0
D= 0 1 5 2 ,E =  0 1 4 ,F =  0 0 1 1 
0 0 1 4 0 0 1 0 0 0 1

The following matrices are in RREF matrices.

 
  1 0 4 0
1 0 4 0
G= , H= 0 1 1 0 
0 1 1 2
0 0 0 1
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 Reduced Row Echelon Form of Matrix

Elementary Row Operations

Definition 19 (Elementary Row Operations)

There are three steps in Elementary Row Operations (ERO):

Ei,j or Li ↔ Lj = Exchange ith row and jth row.
Ei (λ) or Li → λLi = Replace the ith row by the nonzero constant λ
times ith row.
Ei,j (λ) or Li → Li + λLj = Replace the ith row by adding λ times the
jth row to the ith row.

Definition 20 (Elementary matrices)

An elementary matrix of size n is obtained by performing the
corresponding elementary row operation on the identity matrix In . We
denote the resulting matrix by the same symbol as the corresponding row
operation defined in Definition 19 .

Linear Algebra ITC 16 / 31

 System of Linear Equations

System of Linear Equations

Definition 21
A system of m linear equations in the n unknowns x1 , x2 . . . , xn is a list of
m equations of the form

a11 x1 + a12 x2 + · · · + a1n xn = b1

a21 x1 + a22 x2 + · · · + a2n xn = b2 (S)
.. .. ..
. . .
am1 x1 + am2 x2 + · · · + amn xn = bm

The system of equations (S) is called homogeous if bi = 0 for

i = 1, 2, . . . , m.
Otherwise, the system is said to be nonhomogeneous.

Linear Algebra ITC 17 / 31

 System of Linear Equations

System of Linear Equations

Definition 22
A solution vector for the general linear system given by Equation (S) is
an n × 1 matrix  
s1
 s2 
X = . 
 
.
 . 
sn
such that the resulting equations are satisfied for these choices of the
variables. The set of all such solutions is called the solution set of the
linear system.
The nonhomogeneous system of equation is called consistent if it has
solutions.

Linear Algebra ITC 18 / 31

 System of Linear Equations

System of Linear Equations

Definition 23 (Elementary Operations)

There are three elementary operations that will transform a linear system
into another equivalent system:
1 Interchanging two equations
2 Multiplying an equation through by a nonzero number
3 Adding to one equation a multiple of some other equation

Objective: The goal is to transform the set of equations into a simple

form so that the solution is obvious. A practical procedure is suggested by
the observation that a linear system, whose coefficient matrix is either
triangular or diagonal, is easy to solve.

Linear Algebra ITC 19 / 31

 System of Linear Equations

System of Linear Equations

The system of linear equations (S) can be written in matrix equation
AX = b.
where
     
a11 a12 ... a1n x1 b1
 a21 a22 ... a2n   x2   b2 
A= X = and b = 
     
.. .. ..  ..  .. 
 . . ... .   .   . 
am1 am2 . . . amn xn bm
Matrix A is called coefficient matrix.
The matrix  
a11 a12 ... a1n b1
 a21 a22 ... a2n b3 
(A|b) =  .
 
.. .. ..
 ..

. ... . . 
am1 am2 . . . amn bm
is called augmented matrix.
Linear Algebra ITC 20 / 31
 System of Linear Equations

System of Linear Equations

Gauss Elimination Method
The Gauss Elimination procedure for solving the linear system AX = b is
as follows.
Form the augmented matrix (A|b).
Transform (A|b) to row echelon form by using elementary row
operations
Use back substitution to obtain the solution

Example 24
Solve a system of linear equations
 
x1 + x2 + x3 = 2
 4x1 + 8x2 − 12x3 = 44

a) 2x1 + 3x2 + x3 = 3 b) 3x1 + 6x2 − 8x3 = 32
 
x1 − x2 − 2x3 = −6 −2x1 − x2 = −7
 

Linear Algebra ITC 21 / 31

 System of Linear Equations

System of Linear Equations

Gauss-Jordan Elimination Method
The Gauss-Jordan Elimination procedure for solving the linear system
AX = b is as follows.
Form the augmented matrix (A|b).
Transform (A|b) to reduced row echelon form by using elementary
row operations
For each nonzero row of the matrix in reduced row echelon form,
solve the corresponding equation for the unknown that corresponds to
the leading entry of the row.

Theorem 5
Suppose a linear system has augmented matrix (A|b) upon which an
elementary row operation is applied to yield a new augmented matrix
(A0 |b 0 ) corresponding to a new linear system. Then these two linear
systems are equivalent, i.e., have the same solution set.
Linear Algebra ITC 22 / 31
 Inverse Matrix

Inverse Matrix

Definition 25 (Inverse Matrix)

Let A = (aij )n . A is invertible if there is a matrix B such that

AB = BA = I

The matrix B is called the inverse of A and is denoted by A−1 .

Theorem 6
If A is an invertible matrix, then the matrix A−1 is unique.

Theorem 7
Let A and B two square matrices. Then
(AB)−1 = B −1 A−1
(At )−1 = (A−1 )t
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 Inverse Matrix

Method of Finding an Inverse Matrix

Let A = (aij )n .
 
a11 a12 . . . a1n 1
 a21 a22 . . . a2n 1 
 use ERO
(A|I ) =   −−−−−→ (I |A−1 )

.. .. . . .. ..
 . . . . . 
an1 an2 . . . ann 1

Example 26
 
1 1 −1
Find the inverse of A =  2 0 −3  .
−3 0 5
   
1 1 −1 1 0 0 1 0 0 0 3 5
ERO
(A|I ) =  2 0 −3 0 1 0  −−−→  0 1 0 1 −2 −1 
−3 0 5 0 0 1 0 0 1 0 3 2
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 Rank and Nullity of a Matrix

Rank and Nullity of a Matrix

Definition 27 (Rank of a matrix)
The rank of a matrix A is the number of nonzero rows of the row echelon
form of A. This number is written as rank(A).

Definition 28 (Nullity of a matrix)

The nullity of a matrix A is the number of columns of the row echelon
form of A that do not contain a leading entry. This number is written as
null(A).

Theorem 8
Let A be and m × n matrix. Then
0 ≤ rank(A) ≤ min{m, n}
rank(A) + null(A) = n
If A = B + C , then rank(A) ≤ rank(B) + rank(C )
Linear Algebra ITC 25 / 31
 Rank and Nullity of a Matrix

Rank and nullity of a Matrix

Theorem 9
The general linear system (S) with m × n coefficient matrix A, in right
hand side vector b and augmented matrix (A|b) is consistent if and only if
rank(A) = rank(A|b), in which case either
1 rank(A) = n, in which case the system has a unique solution, or
2 rank(A) < n, in which case the system has infinitely many solutions.

Theorem 10
If a consistent linear system of equations has more unknowns than
equations, then the system has infinitely many solutions.

Linear Algebra ITC 26 / 31

 Rank and Nullity of a Matrix

Rank and nullity of a Matrix

Theorem 11
If A is an n × n matrix then the following statements are equivalent.
The matrix A is invertible.
There is a square matrix B such that AB = I .
The linear system AX = b has a unique solution X = A−1 b
The linear system AX = 0 has only the trivial solution.
rank(A) = n
The reduced row echelon form of A is I .
The matrix A is a product of elementary matrices.

Linear Algebra ITC 27 / 31

 Polynomial of a Matrix

Polynomial of a Matrix

Let A be a square matrix of order n. We form the power of matrix A as

follow:
A0 = I , A1 = A, A2 = AA, and An = An−1 A
Let a0 , a1 , . . . , ak be scalars and

p(x) = a0 + a1 x + a2 x 2 + · · · + ak x k

be a polynomial of degree k. We define a new matrix p(A) by

p(A) = a0 I + a1 A + a2 A2 + · · · + ak Ak .

If a square matrix A such that p(A) = 0, then the matrix A is called a

zero of the polynomial p(x).

Linear Algebra ITC 28 / 31

 Polynomial of a Matrix

Example 29
 
3 0 2
Let A =  1 3 1  and p(x) = x 3 − 7x 2 + 14x − 8
0 1 1
1 Compute A2 , A3 and p(A)
2 Deduce that A is invertible and then find its inverse
3 For n ∈ N, find An in terms of n.

Solution.    
9 2 8 29 14 28
1 A2 =  6 10 6 , A3 =  24 36 28  and p(A) = 0
1 4 2 7 14 8
1
2 p(A) = 0 ⇐⇒ A3 − 7A2 + 14A − 8I = 0 or A(A2 − 7A + 14I ) = I ,
8
1
showing that A is invertible and A−1 = (A2 − 7A + 14I )
8
3 For n ∈ N, we have
Linear Algebra ITC 29 / 31
 Polynomial of a Matrix

x n = p(x)q(x) + ax 2 + bx + c, a, b, c ∈ R (1)
Replacing x by A, we obtain
An = aA2 + bA + cI (2)
To find the values of a, b, c, we substitute x = 1, 2 and 4 in equation (1),
then 
a + b + c = 1

4a + 2b + c = 2n

16a + 4b + c = 4n


1 1 1
a = (−3 × 2n + 4n + 2), b = (5 × 2n − 4n − 4), c = (−6 × 2n + 4n + 8)
6 2 3
Thus, by using these results with equation (2), we get
6 × 2n + 22n+1
− 2 −6 × 2n + 22n+1 + 4 6 × 2n + 22n+1
− 8
 
1
An =  3 22n − 2n 3 2n + 22n 3 22n − 2n



6 n 2n n 2n n 2n
−3 × 2 + 2 + 2 3×2 +2 −4 −3 × 2 + 2 + 8
Linear Algebra ITC 30 / 31
 Polynomial of a Matrix

Polynomial of a Matrix
Example 30
Given polynomial p(x) = x 3 − 3x 2 − x + 3 and a matrix
 
1 0 0
A= 1 2 −3 
1 −1 0

1 Compute A2 , A3 , then show that p(A) = 0.

2 Compute An for n ∈ N.
3 Find the general terms (un ), (vn ) and (wn ) such that

un+1 = un
   
u1 −1 
 v1  =  1  and vn+1 = un + 2vn − 3wn
w1 −1

wn+1 = un − vn


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