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Basic matrix algebra
MATRICES AND VECTOR SPACES In a similar way we may denote a vector basis ei , i = 1, 2, . . . , N, by the array x1 x2 x= . .. x in terms of its components xi in a , xN which is a special case of (8.25) and is called a column matrix (or conventionally, and slightly confusingly, a column vector or even just a vector – strictly speaking the term ‘vector’ refers to the geometrical entity x). The column matrix x can also be written as ··· x2 x = (x1 xN )T , which is the transpose of a row matrix (see section 8.6). We note that in a different basis ei the vector x would be represented by a different column matrix containing the components xi in the new basis, i.e. x1 x2 x = . . .. xN Thus, we use x and x to denote different column matrices which, in different bases ei and ei , represent the same vector x. In many texts, however, this distinction is not made and x (rather than x) is equated to the corresponding column matrix; if we regard x as the geometrical entity, however, this can be misleading and so we explicitly make the distinction. A similar argument follows for linear operators; the same linear operator A is described in different bases by different matrices A and A , containing different matrix elements. 8.4 Basic matrix algebra The basic algebra of matrices may be deduced from the properties of the linear operators that they represent. In a given basis the action of two linear operators A and B on an arbitrary vector x (see the beginning of subsection 8.2.1), when written in terms of components using (8.24), is given by (A + B)ij xj = Aij xj + Bij xj , j j (λA)ij xj = λ j j j Aij xj , j (AB)ij xj = Aik (Bx)k = j k 250 k Aik Bkj xj . 8.4 BASIC MATRIX ALGEBRA Now, since x is arbitrary, we can immediately deduce the way in which matrices are added or multiplied, i.e. (A + B)ij = Aij + Bij , (8.26) (λA)ij = λAij , (AB)ij = Aik Bkj . (8.27) (8.28) k We note that a matrix element may, in general, be complex. We now discuss matrix addition and multiplication in more detail. 8.4.1 Matrix addition and multiplication by a scalar From (8.26) we see that the sum of two matrices, S = A + B, is the matrix whose elements are given by Sij = Aij + Bij for every pair of subscripts i, j, with i = 1, 2, . . . , M and j = 1, 2, . . . , N. For example, if A and B are 2 × 3 matrices then S = A + B is given by S11 S21 S12 S22 S13 S23 = = A11 A21 A12 A22 A11 + B11 A21 + B21 A13 A23 + A12 + B12 A22 + B22 B11 B21 B12 B22 A13 + B13 A23 + B23 B13 B23 . (8.29) Clearly, for the sum of two matrices to have any meaning, the matrices must have the same dimensions, i.e. both be M × N matrices. From definition (8.29) it follows that A + B = B + A and that the sum of a number of matrices can be written unambiguously without bracketting, i.e. matrix addition is commutative and associative. The difference of two matrices is defined by direct analogy with addition. The matrix D = A − B has elements Dij = Aij − Bij , for i = 1, 2, . . . , M, j = 1, 2, . . . , N. (8.30) From (8.27) the product of a matrix A with a scalar λ is the matrix with elements λAij , for example λ A11 A21 A12 A22 A13 A23 = λ A11 λ A21 λ A12 λ A22 Multiplication by a scalar is distributive and associative. 251 λ A13 λ A23 . (8.31) MATRICES AND VECTOR SPACES The matrices A, B and C are given by 2 −1 1 A= , B= 3 1 0 0 −2 , C= −2 −1 1 1 . Find the matrix D = A + 2B − C. D= = 2 3 −1 1 +2 1 0 2 + 2 × 1 − (−2) 3 + 2 × 0 − (−1) 1 1 −1 + 2 × 0 − 1 6 = 1 + 2 × (−2) − 1 4 0 −2 − −2 −1 −2 −4 . From the above considerations we see that the set of all, in general complex, M × N matrices (with fixed M and N) forms a linear vector space of dimension MN. One basis for the space is the set of M × N matrices E(p,q) with the property that Eij(p,q) = 1 if i = p and j = q whilst Eij(p,q) = 0 for all other values of i and j, i.e. each matrix has only one non-zero entry, which equals unity. Here the pair (p, q) is simply a label that picks out a particular one of the matrices E (p,q) , the total number of which is MN. 8.4.2 Multiplication of matrices Let us consider again the ‘transformation’ of one vector into another, y = A x, which, from (8.24), may be described in terms of components with respect to a particular basis as yi = N Aij xj for i = 1, 2, . . . , M. (8.32) j=1 Writing this in matrix form as y = Ax we have y1 y2 .. . yM = A11 A21 .. . A12 A22 .. . ... ... .. . A1N A2N .. . AM1 AM2 ... AMN x1 x2 . .. (8.33) xN where we have highlighted with boxes the components used to calculate the element y2 : using (8.32) for i = 2, y2 = A21 x1 + A22 x2 + · · · + A2N xN . All the other components yi are calculated similarly. If instead we operate with A on a basis vector ej having all components zero 252 8.4 BASIC MATRIX ALGEBRA except for the jth, which equals unity, then we find 0 0 A11 A12 . . . A1N A21 A22 . . . A2N .. . Aej = . .. .. .. 1 .. . . . .. AM1 AM2 . . . AMN . 0 A1j A2j = . .. AMj , and so confirm our identification of the matrix element Aij as the ith component of Aej in this basis. From (8.28) we can extend our discussion to the product of two matrices P = AB, where P is the matrix of the quantities formed by the operation of the rows of A on the columns of B, treating each column of B in turn as the vector x represented in component form in (8.32). It is clear that, for this to be a meaningful definition, the number of columns in A must equal the number of rows in B. Thus the product AB of an M × N matrix A with an N × R matrix B is itself an M × R matrix P, where Pij = N Aik Bkj for i = 1, 2, . . . , M, j = 1, 2, . . . , R. k=1 For example, P = AB may be written in matrix form P11 P21 P12 P22 = A11 A21 A12 A22 A13 A23 B11 B21 B31 B12 B22 B32 where P11 = A11 B11 + A12 B21 + A13 B31 , P21 = A21 B11 + A22 B21 + A23 B31 , P12 = A11 B12 + A12 B22 + A13 B32 , P22 = A21 B12 + A22 B22 + A23 B32 . Multiplication of more than two matrices follows naturally and is associative. So, for example, A(BC) ≡ (AB)C, (8.34) provided, of course, that all the products are defined. As mentioned above, if A is an M × N matrix and B is an N × M matrix then two product matrices are possible, i.e. P = AB and 253 Q = BA. MATRICES AND VECTOR SPACES These are clearly not the same, since P is an M × M matrix whilst Q is an N × N matrix. Thus, particular care must be taken to write matrix products in the intended order; P = AB but Q = BA. We note in passing that A2 means AA, A3 means A(AA) = (AA)A etc. Even if both A and B are square, in general AB = BA, (8.35) i.e. the multiplication of matrices is not, in general, commutative. Evaluate P = AB and Q = BA where 3 2 −1 3 2 , A= 0 1 −3 4 2 B= 1 3 −2 1 2 3 0 . 1 As we saw for the 2 × 2 case above, the element Pij of the matrix P = AB is found by mentally taking the ‘scalar product’ of the ith row of A with the jth column of B. For example, P11 = 3 × 2 + 2 × 1 + (−1) × 3 = 5, P12 = 3 × (−2) + 2 × 1 + (−1) × 2 = −6, etc. Thus 3 2 −1 5 −6 8 2 −2 3 0 3 2 9 7 2 , 1 1 0 P = AB = = 11 3 7 1 −3 4 3 2 1 and, similarly, 2 Q = BA = 1 3 −2 1 2 3 3 0 0 1 1 2 3 −3 −1 9 2 = 3 10 4 −11 5 9 6 1 . 5 These results illustrate that, in general, two matrices do not commute. The property that matrix multiplication is distributive over addition, i.e. that (A + B)C = AC + BC (8.36) C(A + B) = CA + CB, (8.37) and follows directly from its definition. 8.4.3 The null and identity matrices Both the null matrix and the identity matrix are frequently encountered, and we take this opportunity to introduce them briefly, leaving their uses until later. The null or zero matrix 0 has all elements equal to zero, and so its properties are A0 = 0 = 0A, A + 0 = 0 + A = A. 254