MIT 18.06(Linear Algebra) L3 Note
1. Mind Map
2. Reading Notes (2.4-2.5)
2.4 Rules for Matrix Operations
4 ways to find AB. (matrix multiplication)
- Take the dot product of each row of A with each column of B.
- Each column of AB is a combination of the columns of A. (Matrix A times every column of B)
- Every row of AB is a combination of the rows of B. (Every row of A times matrix B)
- Multiply columns 1 to n of A times rows 1 ton of B. Add those matrices.
The Laws for Matrix Operations
- Addition Law
- commutative law
- distributive law
- associative law
- Multiplication Law
- associative law for ABC
- distributive law from the left
- distributive law from the right
- Law of exponents
- $A^{P} = AAA\cdots A\text{(p factors)}$
- $(A^p)(A^q)=A^{p+q}$
- $(A^p)^q=A^{pq}$
Block Matrices and Block Multiplication
- $\begin{bmatrix} I & 0 \cr -CA^{-1} & I \end{bmatrix} \begin{bmatrix} A & B \cr C & D \end{bmatrix} = \begin{bmatrix} A & B \cr 0 & D-CA^{-1}B \end{bmatrix}$
- Block elimination produces the Schur complement $D-CA^{-1}B$.
2.5 Inverse Matrices
- Two sided inverse $A^{-1}A = AA^{-1}=I$
- IMPORTANT: If A is invertible, then Ax = 0 can only have the zero solution $x = A^{-1}0 = 0$.
- OR: If Ax = 0 for a nonzero vector x, then A has no inverse.
The Inverses of a Product AB
If A and B are invertible then so is AB. Then inverse of a product AB is
$(AB)^{-1}=B^{-1}A^{-1}$
- Inverse of AB
- $(AB)B^{-1}A^{-1} = AIA^{-1} = AA^{-1}=I$
- $(ABC)^{-1}= C^{-1}B^{-1}A^{-1}$
Inverse of an elimination matrix
$E=\begin{bmatrix}1&0&0 \cr -5 & 1 & 0 \cr 0 & 0 & 1 \end{bmatrix} \quad and \quad E^{-1} =\begin{bmatrix}1&0&0 \cr 5 & 1 & 0 \cr 0 & 0 & 1 \end{bmatrix}$
For square matrices, an inverse on one side is automatically an inverse on the other side.
$F=\begin{bmatrix}1&0&0 \cr -0 & 1 & 0 \cr 0 & -4 & 1 \end{bmatrix} \quad and \quad F^{-1} =\begin{bmatrix}1&0&0 \cr 0 & 1 & 0 \cr 0 & 4 & 1 \end{bmatrix}$
- In elimination order F follows E. In reverse order $E^{-1}$ follows $F^{-1}$.
- $FE=\begin{bmatrix}1&0&0 \cr -5 & 1 & 0 \cr 20 & -4 & 1 \end{bmatrix} \quad \text{is inverted by } E^{-1}F^{-1} =\begin{bmatrix}1&0&0 \cr 5 & 1 & 0 \cr 0 & 4 & 1 \end{bmatrix}$
- $E^{-1}F^{-1}$ is quick. The multipliers 5, 4 fall into place below the diagonal of 1 ’s.
Calculating $A^{-1}$ by Gauss-Jordan Elimination
Each of the columns $x_1,x_2,x_3$ of $A^{-1}$ is multiplied by $A$ to produce a column of $I$:
- $AA^{-1} = A\begin{bmatrix} x_1&x_2&x_3\end{bmatrix} = \begin{bmatrix} e_1&e_2&e_3\end{bmatrix} = I$
- $Ax_1=e_1=(1,0,0);Ax_2=e_2;\cdots$
The Gauss-Jordan method computes $A^{-1}$ by solving all n equations together.
- $\begin{bmatrix} K & e_1 & e_2 & e_3 \end{bmatrix} =\begin{bmatrix} K & I \end{bmatrix} \Rightarrow \begin{bmatrix} I & x_1 & x_2 & x_3 \end{bmatrix} =\begin{bmatrix} I & K^{-1} \end{bmatrix}$
Singular verus Invertible
- $A^{-1} \text{ exists exactly when A has a full set of n pivots.(Row exchange allowed)}$
- A triangular matrix is invertible if and only if no diagonal entries are zero.
Recognizing an Invertible Matrix
Diagonally dominant matrices are invertible.(Unnecessary and sufficient condition)
- Diagonally dominant matrices are invertible.
- $|a_{ii}| > \sum_{j\neq i}|a_{ij}|$
- $\text{Example: } \begin{bmatrix} 3 & 1 & 1 \cr 1 & 3 & 1 \cr 1 & 1 & 3 \end{bmatrix}$