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CALCULUS & MATRICES
Differential calculus
MATRICES
Matrices - Introduction
Matrix algebra has at least two advantages:
•Reduces complicated systems of equations to simple expressions
•Adaptable to systematic method of mathematical treatment and well suited
to computers
Definition:
A matrix is a set or group of numbers arranged in a square or rectangular
array enclosed by two brackets
 
1
1  





 0
3
2
4






d
c
b
a
Matrices - Introduction
Properties:
•A specified number of rows and a specified number of columns
•Two numbers (rows x columns) describe the dimensions or size of the
matrix.
Examples:
3x3 matrix
2x4 matrix
1x2 matrix











3
3
3
5
1
4
4
2
1





 
2
3
3
3
0
1
0
1
 
1
1 
Matrices - Introduction
A matrix is denoted by a bold capital letter and the elements within the matrix
are denoted by lower case letters
e.g. matrix [A] with elements aij














mn
ij
m
m
n
ij
in
ij
a
a
a
a
a
a
a
a
a
a
a
a
2
1
2
22
21
12
11
...
...




i goes from 1 to m
j goes from 1 to n
Amxn=
mAn
Matrices - Introduction
TYPES OF MATRICES
1. Column matrix or vector:
The number of rows may be any integer but the number of columns is always 1










2
4
1






3
1












1
21
11
m
a
a
a

2. Row matrix or vector
Any number of columns but only one row
 
6
1
1  
2
5
3
0
 
n
a
a
a
a 1
13
12
11 
3. Rectangular matrix
Contains more than one element and number of rows is not equal to the number of columns













6
7
7
7
7
3
1
1






0
3
3
0
2
0
0
1
1
1 n
m 
4. Square matrix
The number of rows is equal to the number of columns (a square matrix A has an order of
m)
m x m 





0
3
1
1










1
6
6
0
9
9
1
1
1
The principal or main diagonal of a square matrix is composed of all elements aij for which i=j
5. Diagonal matrix
A square matrix where all the elements are zero except those on the main
diagonal










1
0
0
0
2
0
0
0
1












9
0
0
0
0
5
0
0
0
0
3
0
0
0
0
3
i.e. aij =0 for all i = j aij = 0 for some or all i = j
6. Unit or Identity matrix - I
A diagonal matrix with ones on the main diagonal












1
0
0
0
0
1
0
0
0
0
1
0
0
0
0
1






1
0
0
1






ij
ij
a
a
0
0
i.e. aij =0 for all i = j aij = 1 for some or all i = j
7. Null (zero) matrix - 0
All elements in the matrix are zero










0
0
0










0
0
0
0
0
0
0
0
0
0

ij
a
8. Triangular matrix
A square matrix whose elements above or below the main diagonal are all zero










3
2
5
0
1
2
0
0
1










3
2
5
0
1
2
0
0
1










3
0
0
6
1
0
9
8
1
8a. Upper triangular matrix
A square matrix whose elements below the main diagonal are all
zero
i.e. aij = 0 for all i > j










3
0
0
8
1
0
7
8
1












3
0
0
0
8
7
0
0
4
7
1
0
4
4
7
1










ij
ij
ij
ij
ij
ij
a
a
a
a
a
a
0
0
0
8b. Lower triangular matrix
A square matrix whose elements above the main diagonal are all zero










ij
ij
ij
ij
ij
ij
a
a
a
a
a
a
0
0
0










3
2
5
0
1
2
0
0
1
i.e. aij = 0 for all i < j
9. Scalar matrix
A diagonal matrix whose main diagonal elements are equal to the same scalar
A scalar is defined as a single number or constant










1
0
0
0
1
0
0
0
1












6
0
0
0
0
6
0
0
0
0
6
0
0
0
0
6
i.e. aij = 0 for all i = j
aij = a for all i = j










ij
ij
ij
a
a
a
0
0
0
0
0
0
Matrix Operations
Matrices - Operations
EQUALITY OF MATRICES
Two matrices are said to be equal only when all corresponding
elements are equal
Therefore their size or dimensions are equal as well










3
2
5
0
1
2
0
0
1










3
2
5
0
1
2
0
0
1
A = B = A = B
Some properties of equality:
•IIf A = B, then B = A for all A and B
•IIf A = B, and B = C, then A = C for all A, B and C










3
2
5
0
1
2
0
0
1










33
32
31
23
22
21
13
12
11
b
b
b
b
b
b
b
b
b
A = B =
If A = B then
ij
ij b
a 
Matrices - Operations
ADDITION AND SUBTRACTION OF MATRICES
The sum or difference of two matrices, A and B of the same size yields a matrix C of the same
size
ij
ij
ij b
a
c 

Matrices of different sizes cannot be added or subtracted
Commutative Law:
A + B = B + A
Associative Law:
A + (B + C) = (A + B) + C = A + B + C


























9
7
2
5
8
8
3
2
4
6
5
1
6
5
2
1
3
7
A
2x3
B
2x3
C
2x3
Matrices - Operations























22
21
12
11
32
31
22
21
12
11
23
22
21
13
12
11
c
c
c
c
b
b
b
b
b
b
a
a
a
a
a
a
22
32
23
22
22
12
21
21
31
23
21
22
11
21
12
32
13
22
12
12
11
11
31
13
21
12
11
11
)
(
)
(
)
(
)
(
)
(
)
(
)
(
)
(
)
(
)
(
)
(
)
(
c
b
a
b
a
b
a
c
b
a
b
a
b
a
c
b
a
b
a
b
a
c
b
a
b
a
b
a
























Successive multiplication of row i of A with column j of B – row by
column multiplication
Matrices - Operations











































)
3
7
(
)
2
2
(
)
8
4
(
)
5
7
(
)
6
2
(
)
4
4
(
)
3
3
(
)
2
2
(
)
8
1
(
)
5
3
(
)
6
2
(
)
4
1
(
3
5
2
6
8
4
7
2
4
3
2
1







57
63
21
31
Remember also:
IA = A






1
0
0
1






57
63
21
31







57
63
21
31
Matrices - Operations
Assuming that matrices A, B and C are conformable for
the operations indicated, the following are true:
1. AI = IA = A
2. A(BC) = (AB)C = ABC - (associative law)
3. A(B+C) = AB + AC - (first distributive law)
4. (A+B)C = AC + BC - (second distributive law)
Caution!
1. AB not generally equal to BA, BA may not be conformable
2. If AB = 0, neither A nor B necessarily = 0
3. If AB = AC, B not necessarily = C
Matrices - Operations
AB not generally equal to BA, BA may not be conformable






















































0
10
6
23
0
5
2
1
2
0
4
3
20
15
8
3
2
0
4
3
0
5
2
1
2
0
4
3
0
5
2
1
ST
TS
S
T
If AB = 0, neither A nor B necessarily = 0





















0
0
0
0
3
2
3
2
0
0
1
1
Matrices - Operations
TRANSPOSE OF A MATRIX
If :








1
3
5
7
4
2
3
2 A
A
2x3












1
7
3
4
5
2
3
2
T
T
A
A
Then transpose of A, denoted AT is:
T
ji
ij a
a  For all i and j
Matrices - Operations
To transpose:
Interchange rows and columns
The dimensions of AT are the reverse of the dimensions of A








1
3
5
7
4
2
3
2 A
A












1
7
3
4
5
2
2
3
T
T
A
A
2 x 3
3 x 2
Matrices - Operations
Properties of transposed matrices:
1. (A+B)T = AT + BT
2. (AB)T = BT AT
3. (kA)T = kAT
4. (AT)T = A
1. (A+B)T = AT + BT


























9
7
2
5
8
8
3
2
4
6
5
1
6
5
2
1
3
7












9
5
7
8
2
8






































9
5
7
8
2
8
3
6
2
5
4
1
6
1
5
3
2
7
Matrices - Operations
(AB)T = BT AT
 
   
8
2
3
0
2
1
0
1
2
1
1
8
2
8
2
2
1
1
3
2
0
0
1
1



































Matrices - Operations
SYMMETRIC MATRICES
A Square matrix is symmetric if it is equal to its
transpose:
A = AT














d
b
b
a
A
d
b
b
a
A
T
Matrices - Operations
When the original matrix is square, transposition does not
affect the elements of the main diagonal














d
b
c
a
A
d
c
b
a
A
T
The identity matrix, I, a diagonal matrix D, and a scalar matrix, K,
are equal to their transpose since the diagonal is unaffected.
Matrices - Operations
INVERSE OF A MATRIX
Consider a scalar k. The inverse is the reciprocal or division of 1
by the scalar.
Example:
k=7 the inverse of k or k-1 = 1/k = 1/7
Division of matrices is not defined since there may be AB = AC
while B = C
Instead matrix inversion is used.
The inverse of a square matrix, A, if it exists, is the unique matrix
A-1 where:
AA-1 = A-1 A = I
Matrices - Operations
Example:


















3
2
1
1
1
2
1
3
1
2
2
A
A
A










































1
0
0
1
3
2
1
1
1
2
1
3
1
0
0
1
1
2
1
3
3
2
1
1
Because:
Matrices - Operations
ADJOINT MATRICES
A cofactor matrix C of a matrix A is the square matrix of the same
order as A in which each element aij is replaced by its cofactor cij .
Example:








4
3
2
1
A








1
2
3
4
C
If
The cofactor C of A is
Matrices - Operations
The adjoint matrix of A, denoted by adj A, is the transpose of its cofactor matrix
T
C
adjA 
It can be shown that:
A(adj A) = (adjA) A = |A| I
Example:





 














1
3
2
4
10
)
3
)(
2
(
)
4
)(
1
(
4
3
2
1
T
C
adjA
A
A
I
adjA
A 10
10
0
0
10
1
3
2
4
4
3
2
1
)
( 












 








I
A
adjA 10
10
0
0
10
4
3
2
1
1
3
2
4
)
( 



















 

Matrices - Operations
USING THE ADJOINT MATRIX IN MATRIX INVERSION
A
adjA
A 
1
Since
AA-1 = A-1 A = I
and
A(adj A) = (adjA) A = |A| I
then
Example






 4
3
2
1
A =





 






 


1
.
0
3
.
0
2
.
0
4
.
0
1
3
2
4
10
1
1
A
AA-1 = A-1 A = I
I
A
A
I
AA




















 














 










1
0
0
1
4
3
2
1
1
.
0
3
.
0
2
.
0
4
.
0
1
0
0
1
1
.
0
3
.
0
2
.
0
4
.
0
4
3
2
1
1
1
To check
Simple 2 x 2 case
So that for a 2 x 2 matrix the inverse can be constructed
in a simple fashion as





















 a
c
b
d
A
A
a
A
c
A
b
A
d
1
•Exchange elements of main diagonal
•Change sign in elements off main diagonal
•Divide resulting matrix by the determinant









z
y
x
w
A 1
Simple 2 x 2 case
Example



























2
.
0
4
.
0
3
.
0
1
.
0
2
4
3
1
10
1
1
4
3
2
1
A
A
Check inverse
A-1 A=I
I























1
0
0
1
1
4
3
2
2
4
3
1
10
1
Linear Equations
Linear Equations
Linear equations are common and important for survey
problems
Matrices can be used to express these linear equations and
aid in the computation of unknown values
Example
n equations in n unknowns, the aij are numerical coefficients,
the bi are constants and the xj are unknowns
n
n
nn
n
n
n
n
n
n
b
x
a
x
a
x
a
b
x
a
x
a
x
a
b
x
a
x
a
x
a
















2
2
1
1
2
2
2
22
1
21
1
1
2
12
1
11
Linear Equations
The equations may be expressed in the form
AX = B
where
,
, 2
1
1
1
2
22
21
1
12
11


























n
nn
n
n
n
n
x
x
x
X
a
a
a
a
a
a
a
a
a
A







and













n
b
b
b
B

2
1
n x n n x 1 n x 1
Number of unknowns = number of equations = n
Linear Equations
If the determinant is nonzero, the equation can be solved to produce
n numerical values for x that satisfy all the simultaneous equations
To solve, premultiply both sides of the equation by A-1 which exists
because |A| = 0
A-1 AX = A-1 B
Now since
A-1 A = I
We get
X = A-1 B
So if the inverse of the coefficient matrix is found, the unknowns,
X would be determined
Linear Equations
Example
3
2
1
2
2
3
3
2
1
2
1
3
2
1








x
x
x
x
x
x
x
x
The equations can be expressed as

































3
1
2
1
2
1
0
1
2
1
1
3
3
2
1
x
x
x

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Calculus and matrix algebra notes

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  • 28. Matrices - Introduction Matrix algebra has at least two advantages: •Reduces complicated systems of equations to simple expressions •Adaptable to systematic method of mathematical treatment and well suited to computers Definition: A matrix is a set or group of numbers arranged in a square or rectangular array enclosed by two brackets   1 1         0 3 2 4       d c b a
  • 29. Matrices - Introduction Properties: •A specified number of rows and a specified number of columns •Two numbers (rows x columns) describe the dimensions or size of the matrix. Examples: 3x3 matrix 2x4 matrix 1x2 matrix            3 3 3 5 1 4 4 2 1        2 3 3 3 0 1 0 1   1 1 
  • 30. Matrices - Introduction A matrix is denoted by a bold capital letter and the elements within the matrix are denoted by lower case letters e.g. matrix [A] with elements aij               mn ij m m n ij in ij a a a a a a a a a a a a 2 1 2 22 21 12 11 ... ...     i goes from 1 to m j goes from 1 to n Amxn= mAn
  • 31. Matrices - Introduction TYPES OF MATRICES 1. Column matrix or vector: The number of rows may be any integer but the number of columns is always 1           2 4 1       3 1             1 21 11 m a a a  2. Row matrix or vector Any number of columns but only one row   6 1 1   2 5 3 0   n a a a a 1 13 12 11 
  • 32. 3. Rectangular matrix Contains more than one element and number of rows is not equal to the number of columns              6 7 7 7 7 3 1 1       0 3 3 0 2 0 0 1 1 1 n m  4. Square matrix The number of rows is equal to the number of columns (a square matrix A has an order of m) m x m       0 3 1 1           1 6 6 0 9 9 1 1 1 The principal or main diagonal of a square matrix is composed of all elements aij for which i=j
  • 33. 5. Diagonal matrix A square matrix where all the elements are zero except those on the main diagonal           1 0 0 0 2 0 0 0 1             9 0 0 0 0 5 0 0 0 0 3 0 0 0 0 3 i.e. aij =0 for all i = j aij = 0 for some or all i = j 6. Unit or Identity matrix - I A diagonal matrix with ones on the main diagonal             1 0 0 0 0 1 0 0 0 0 1 0 0 0 0 1       1 0 0 1       ij ij a a 0 0 i.e. aij =0 for all i = j aij = 1 for some or all i = j
  • 34. 7. Null (zero) matrix - 0 All elements in the matrix are zero           0 0 0           0 0 0 0 0 0 0 0 0 0  ij a 8. Triangular matrix A square matrix whose elements above or below the main diagonal are all zero           3 2 5 0 1 2 0 0 1           3 2 5 0 1 2 0 0 1           3 0 0 6 1 0 9 8 1
  • 35. 8a. Upper triangular matrix A square matrix whose elements below the main diagonal are all zero i.e. aij = 0 for all i > j           3 0 0 8 1 0 7 8 1             3 0 0 0 8 7 0 0 4 7 1 0 4 4 7 1           ij ij ij ij ij ij a a a a a a 0 0 0 8b. Lower triangular matrix A square matrix whose elements above the main diagonal are all zero           ij ij ij ij ij ij a a a a a a 0 0 0           3 2 5 0 1 2 0 0 1 i.e. aij = 0 for all i < j
  • 36. 9. Scalar matrix A diagonal matrix whose main diagonal elements are equal to the same scalar A scalar is defined as a single number or constant           1 0 0 0 1 0 0 0 1             6 0 0 0 0 6 0 0 0 0 6 0 0 0 0 6 i.e. aij = 0 for all i = j aij = a for all i = j           ij ij ij a a a 0 0 0 0 0 0
  • 38. Matrices - Operations EQUALITY OF MATRICES Two matrices are said to be equal only when all corresponding elements are equal Therefore their size or dimensions are equal as well           3 2 5 0 1 2 0 0 1           3 2 5 0 1 2 0 0 1 A = B = A = B Some properties of equality: •IIf A = B, then B = A for all A and B •IIf A = B, and B = C, then A = C for all A, B and C           3 2 5 0 1 2 0 0 1           33 32 31 23 22 21 13 12 11 b b b b b b b b b A = B = If A = B then ij ij b a 
  • 39. Matrices - Operations ADDITION AND SUBTRACTION OF MATRICES The sum or difference of two matrices, A and B of the same size yields a matrix C of the same size ij ij ij b a c   Matrices of different sizes cannot be added or subtracted Commutative Law: A + B = B + A Associative Law: A + (B + C) = (A + B) + C = A + B + C                           9 7 2 5 8 8 3 2 4 6 5 1 6 5 2 1 3 7 A 2x3 B 2x3 C 2x3
  • 42. Matrices - Operations Assuming that matrices A, B and C are conformable for the operations indicated, the following are true: 1. AI = IA = A 2. A(BC) = (AB)C = ABC - (associative law) 3. A(B+C) = AB + AC - (first distributive law) 4. (A+B)C = AC + BC - (second distributive law) Caution! 1. AB not generally equal to BA, BA may not be conformable 2. If AB = 0, neither A nor B necessarily = 0 3. If AB = AC, B not necessarily = C
  • 43. Matrices - Operations AB not generally equal to BA, BA may not be conformable                                                       0 10 6 23 0 5 2 1 2 0 4 3 20 15 8 3 2 0 4 3 0 5 2 1 2 0 4 3 0 5 2 1 ST TS S T If AB = 0, neither A nor B necessarily = 0                      0 0 0 0 3 2 3 2 0 0 1 1
  • 44. Matrices - Operations TRANSPOSE OF A MATRIX If :         1 3 5 7 4 2 3 2 A A 2x3             1 7 3 4 5 2 3 2 T T A A Then transpose of A, denoted AT is: T ji ij a a  For all i and j
  • 45. Matrices - Operations To transpose: Interchange rows and columns The dimensions of AT are the reverse of the dimensions of A         1 3 5 7 4 2 3 2 A A             1 7 3 4 5 2 2 3 T T A A 2 x 3 3 x 2
  • 46. Matrices - Operations Properties of transposed matrices: 1. (A+B)T = AT + BT 2. (AB)T = BT AT 3. (kA)T = kAT 4. (AT)T = A 1. (A+B)T = AT + BT                           9 7 2 5 8 8 3 2 4 6 5 1 6 5 2 1 3 7             9 5 7 8 2 8                                       9 5 7 8 2 8 3 6 2 5 4 1 6 1 5 3 2 7
  • 47. Matrices - Operations (AB)T = BT AT       8 2 3 0 2 1 0 1 2 1 1 8 2 8 2 2 1 1 3 2 0 0 1 1                                   
  • 48. Matrices - Operations SYMMETRIC MATRICES A Square matrix is symmetric if it is equal to its transpose: A = AT               d b b a A d b b a A T
  • 49. Matrices - Operations When the original matrix is square, transposition does not affect the elements of the main diagonal               d b c a A d c b a A T The identity matrix, I, a diagonal matrix D, and a scalar matrix, K, are equal to their transpose since the diagonal is unaffected.
  • 50. Matrices - Operations INVERSE OF A MATRIX Consider a scalar k. The inverse is the reciprocal or division of 1 by the scalar. Example: k=7 the inverse of k or k-1 = 1/k = 1/7 Division of matrices is not defined since there may be AB = AC while B = C Instead matrix inversion is used. The inverse of a square matrix, A, if it exists, is the unique matrix A-1 where: AA-1 = A-1 A = I
  • 52. Matrices - Operations ADJOINT MATRICES A cofactor matrix C of a matrix A is the square matrix of the same order as A in which each element aij is replaced by its cofactor cij . Example:         4 3 2 1 A         1 2 3 4 C If The cofactor C of A is
  • 53. Matrices - Operations The adjoint matrix of A, denoted by adj A, is the transpose of its cofactor matrix T C adjA  It can be shown that: A(adj A) = (adjA) A = |A| I Example:                      1 3 2 4 10 ) 3 )( 2 ( ) 4 )( 1 ( 4 3 2 1 T C adjA A A I adjA A 10 10 0 0 10 1 3 2 4 4 3 2 1 ) (                        I A adjA 10 10 0 0 10 4 3 2 1 1 3 2 4 ) (                       
  • 54. Matrices - Operations USING THE ADJOINT MATRIX IN MATRIX INVERSION A adjA A  1 Since AA-1 = A-1 A = I and A(adj A) = (adjA) A = |A| I then Example        4 3 2 1 A =                  1 . 0 3 . 0 2 . 0 4 . 0 1 3 2 4 10 1 1 A AA-1 = A-1 A = I I A A I AA                                                 1 0 0 1 4 3 2 1 1 . 0 3 . 0 2 . 0 4 . 0 1 0 0 1 1 . 0 3 . 0 2 . 0 4 . 0 4 3 2 1 1 1 To check
  • 55. Simple 2 x 2 case So that for a 2 x 2 matrix the inverse can be constructed in a simple fashion as                       a c b d A A a A c A b A d 1 •Exchange elements of main diagonal •Change sign in elements off main diagonal •Divide resulting matrix by the determinant          z y x w A 1
  • 56. Simple 2 x 2 case Example                            2 . 0 4 . 0 3 . 0 1 . 0 2 4 3 1 10 1 1 4 3 2 1 A A Check inverse A-1 A=I I                        1 0 0 1 1 4 3 2 2 4 3 1 10 1
  • 58. Linear Equations Linear equations are common and important for survey problems Matrices can be used to express these linear equations and aid in the computation of unknown values Example n equations in n unknowns, the aij are numerical coefficients, the bi are constants and the xj are unknowns n n nn n n n n n n b x a x a x a b x a x a x a b x a x a x a                 2 2 1 1 2 2 2 22 1 21 1 1 2 12 1 11
  • 59. Linear Equations The equations may be expressed in the form AX = B where , , 2 1 1 1 2 22 21 1 12 11                           n nn n n n n x x x X a a a a a a a a a A        and              n b b b B  2 1 n x n n x 1 n x 1 Number of unknowns = number of equations = n
  • 60. Linear Equations If the determinant is nonzero, the equation can be solved to produce n numerical values for x that satisfy all the simultaneous equations To solve, premultiply both sides of the equation by A-1 which exists because |A| = 0 A-1 AX = A-1 B Now since A-1 A = I We get X = A-1 B So if the inverse of the coefficient matrix is found, the unknowns, X would be determined
  • 61. Linear Equations Example 3 2 1 2 2 3 3 2 1 2 1 3 2 1         x x x x x x x x The equations can be expressed as                                  3 1 2 1 2 1 0 1 2 1 1 3 3 2 1 x x x