Intro to Matrices
Don’t be scared…
What is a matrix?
A Matrix is just rectangular arrays of items
A typical matrix is a rectangular array of numbers
arranged in rows and columns.
21 62 33 93
A 44 95 66 13
3x4
77 38 79 33
Sizing a matrix
By convention matrices are “sized” using the
number of rows (m) by number of columns (n).
21 62 33 93 7 3 2
A 44 95 66 13 B 8 4 1
3x4 3x3
77 38 79 33 6 5 9
11 4
14 7
C D 17
4x2 16 8 1 x1
22 3
“Special” Matrices
Square matrix: a square matrix is an mxn matrix in
which m = n.
7 3 2
B 8 4 1
3x3
6 5 9
Vector: a vector is an mxn matrix where either m
OR n = 1 (but not both). 12
9
X Y 7 22 14
4 x1 4 1x 3
0
“Special” Matrices
Scalar: a scalar is an mxn matrix where BOTH m
and n = 1.
D 17
1 x1 0 0
Zero matrix: an mxn matrix of zeros. 0 0 0
3x2
0 0
Identity Matrix: a square (mxm) matrix with 1s on
the diagonal and zeros everywhere else. 1 0 0
I 0 1 0
3x3
0 0 1
The Identity Matrix
Identity Matrix
1 3 1 1 0 0
A= 0 −2 1 I= 0 1 0
2 0 2 0 0 1
1 3 1 1 3 1
A*I = 0 −2 1 I*A = 0 −2 1
2 0 2 2 0 2
Transposing a Matrix
Matrix Transpose: is the mxn matrix obtained by
interchanging the rows and columns of a matrix
(converting it to an nxm matrix)
12
9
X X ' 12 9 4 0
4 x1 4 1x 4
0
21 44 77
21 62 33 93 62 38
A 44 95 66 13
95
A'
3x4 4 x3 33 66 79
77 38 79 33
93 13 33
Matrix Addition
Matrices can be added (or subtracted) as long as
the 2 matrices are the same size
Simply add or subtract the corresponding components of
each matrix.
1 2 3 5 6 7
A B
2 x3
7 8 9 2 x3
3 4 5
1 2 3 5 6 7 1 5 2 6 3 7 6 8 10
A B
7 8 9 3 4 5 7 3 8 4 9 5 10 12 14
A B B A
1 2 3 5 6 7 1 5 2 6 3 7 4 4 4
A B 3 4 5 7 3 8 4 9 5 4 4 4
7 8 9
Matrix Multiplication
Multiplying a matrix by a scalar: each element in
the matrix is multiplied by the scalar.
1 2 3
A and x = 5; then
2 x3
7 8 9 1x1
5*1 5* 2 5*3 5 10 15
xA
5*7 5*8 5*9 35 40 45
Matrix Multiplication
Multiplying a matrix by a matrix:
the product of matrices A and B (AB) is defined if the
number of columns in A equals the number of rows in B.
Assuming A has ixj dimensions and B has jxk dimensions,
the resulting matrix, C, will have dimensions ixk
In other words, in order to multiply them the inner
dimensions must match and the result is the outer
dimensions.
Each element in C can by computed by:
Cik j Aij B jk
Matrix Multiplication
Multiplying a matrix by a matrix:
5 3
1 2 3
A B ' 6 4
2 x3
7 8 9 3x2
7 5
c c12 Matching inner dimensions!!
A B ' C 11
2 x3 3 x 2 2x2
c21 c22 Resulting matrix has outer dimensions!!!
c11 A1 j B j1 1*5 2*6 3*7 38
c12 A1 j B j 2 1*3 2* 4 3*5 26
c21 A2 j B j1 7 *5 8*6 9*7 155
c22 A2 j B j 2 7 *3 8* 4 9*5 98
38 26
A B' C
2 x3 3 x 2 2x2
155 98
Reducing Square Matrices
Determinant:
The determinant of a matrix is a scalar representation of
matrix; considered the “volume” of the matrix or in the
case of a VCV matrix it is the generalized variance.
Only square matrices have determinants.
Determinants are also useful because they tell us
whether or not a matrix can be inverted (next).
Not all square matrices can be inverted (must be full rank,
non-singular matrix)
Reducing Square Matrices
Determinant:
C 4 C 4
1 x1
a1 b1
C C a1 * b2 b1 * a2
2x2
a2 b2
3 2
C C 3*1 2*5 3 10 7
2x2
5 1
Reducing Square Matrices
Determinant:
a1 b1 c1
C a2 c2
b2 c2 a2 c2 a2 b2
b2 C a1 b1 c1
3x3 b3 c3 a3 c3 a3 b3
a3 b3 c3
2 2 0
C 1 5 1
3x3
34 5
C 2(5*5 1* 4) 2(1*5 1*3) 0( 1*5 5*3
C 2(25 5) 2(5 3) 0(5 15
C 40 16 0 24
Find the determinant of below matrix
2 −1 0
A= 1 0 3
1 1 0
0 3 −1 0 −1 0
deter A = 2 −1 +1
1 0 1 0 0 3
= 2(-3) – 1(0) +1(-3)
=-9
0 3 1 3 1 0
deter A = 2 − (−1) +0
1 0 1 0 1 1
= 2(-3) + 1(-3) +0(1)
=-9
Find determinant of below matrix
2 −2 0
A = −1 5 1
3 4 5
5 1 −1 1 −1 5
det. A = 2 − −2 +0
4 5 3 5 3 4
= 2 (25-4) +2 (-5-3) +0
=42 -16 +0
= 26
Matrix Inverse
Matrix Inverse: Needed to perform the “division” of
2 square matrices
In scalar terms A/B is the same as A * 1/B
When we want to divide matrix A by matrix B we simply
multiply by A by the inverse of B
An inverse matrix is defined as
1 1 1
A A A I AND A
Defined
A I
nxn nxn nxn nxn nxn nxn nxn
Matrix Inverse
Matrix Inverse
Singular Matrix
Singular Matrix: A matrix is considered singular if
the determinant of the matrix is zero
The matrix cannot be inverted
Usually caused by linear dependencies between vectors
When a matrix is not full rank
2 6
A A 2*3 1*6 0
2x2
1 3
An extreme form of multicollinearity in the matrix
Solving Set of Linear Equations
Solution
2 −1 0
A= 1 0 3 𝑓𝑖𝑛𝑑 𝐴 𝑖𝑛𝑣𝑒𝑟𝑠?
1 1 0
Step 1 – find the determinant Step 3- find adjugated matrix
det. A = -9
Step 2 – Get Transpose of A
2 1 1
AT = −1 0 1
0 3 0
2 1 1
AT = −1 0 1
0 3 0
−3 0 −3 + − + −3 0 −3
Adjugate matrix = −3 0 6 ∗ − + − = 3 0 −6
1 3 1 + − + 1 −3 1
1
A- = 𝑑𝑒𝑡. 𝐴𝑑𝑢𝑔𝑎𝑡𝑒 𝑚𝑎𝑡𝑟𝑖𝑥
−3 0 −3 1/3 0 1/3
1
= 3 0 −6 = −1/3 0 2/3
−9
1 −3 1 −1/9 1/3 −1/9
1/3 0 1/3
−1/3 0 2/3
A- =
−1/9 1/3 −1/9
𝑥1 1/3 0 1/3 20
𝑥2 = −1/3 0 2/3 40
𝑥3 −1/9 1/3 −1/9 15
1 1
(3 ∗ 20 + 0 ∗ 40 + 3 ∗ 15)
11.667
1 2
= (− 3 ∗ 20 + 0 ∗ 40 + 3 ∗ 15) = 3.333
1 1 1 9.444
(− 9 ∗ 20 + 3 ∗ 40 − 9 ∗ 15)
{ x1 = 11.667, x2 = 3.333 , x3 = 9.444}
3 ways of finding Inverse Matrix
Method 1 : Creating adjugate Matrix
Step 1 – find the determinant of the matrix
2 −1 0
A= 1 0 3
1 1 0
det (A) = 2 (0-3) -1 (0-0) +1(-3-0) = -6-3 = -9
If the determinant is “0” your work is finished because the matrix
does not have inverse.
Step 2 – Transpose the matrix
2 1 1
AT = −1 0 1
0 3 0
Creating Adjugate Method
Step 3 – Find the determinant of 2X2 minor matrices
0 1 −1 1 1 0 2 1 1
= 0 − 3 = −3 =0 =3
3 0 0 0 0 3 AT = −1 0 1
0 3 0
1 1 2 1 2 1
= -3 =0 =6
3 0 0 0 0 3
1 1 2 1 2 1
=1 =3 =1
0 1 −1 1 −1 0
−3 0 −3 + − + −3 0 −3
Adj (A) = −3 0 6 X − + − = 3 0 −6
1 3 1 + − + 1 −3 1
−3 0 −3 0.333 0 0.333
1 1
A-1 = 𝑋 𝐴𝑑𝑗 𝐴 = 3 0 −6 = −0.333 0 0.666
det(𝐴) −9
1 −3 1 −0.111 0.333 −0.111
Example 2:
2𝑥1 − 𝑥2 = 20 ---1
𝑥1 + 3𝑥3 = 40 --- 2 det. A = 0
𝑥1 − 0.5𝑥2 = 10 − −3 𝑡ℎ𝑖𝑠 𝑠𝑒𝑡 𝑜𝑓 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛𝑠 ℎ𝑎𝑠 𝑖𝑛𝑓𝑖𝑛𝑖𝑡𝑦 𝑛𝑜. 𝑠
equations 1 & 3 are same.
2 −1 0 𝑥1 20
1 0 3 𝑥2 = 40
1 −0.5 0 𝑥3 10
A *X =b
40 − 𝑥1
2𝑥1 − 𝑥2 = 20, 𝑥1 + 3𝑥3 = 40, 𝑥3 = , 𝑥2 = 2𝑥1 − 20
3
Home work
2𝑥1 − 𝑥2 = 20
𝑥1 + 3𝑥3 = 40
3𝑥1 − 𝑥2 + 3𝑥3 = 60
