A matrix A is a rectangular array of numbers, coefficients or variables. A (n ´ m)-dimensional matrix has n rows and m columns. A vector x is a particular type of matrix with only one column, i.e. if x is a (n ´ 1) matrix, then x is a n-dimensional vector. Thus:
and:
are examples of a matrix (A) and a vector (x). We can denote a matrix A by its typical element, thus A = [aij], where i = 1, ..., n; j = 1, ..., m. We now turn to some definitions and properties of matrices and operations on matrices. Square matrix: If A has the same number of rows as columns, we refer to it as a square matrix. Matrix addition: A + B - elements are added correspondingly, so A + B = [aij + bij]. This requires that A and B have same dimensions. It is clear that the following properties hold:
Scalar multiplication: a A - every element is multiplied by scalar a , thus a A = [a aij]. Matrix multiplication AB - uses procedure whereby a typical element of AB, call it cij, is obtained by the summation of the products of the ith row of A (call it ai) and the jth column of B (call it bj). Thus, cij is the inner product of ai and bj, i.e. cij = á ai, bjñ = å k=1n aikbkj. For conformability to multiplication, the number of columns in A must be equal to the number of rows in B. The resulting matrix, AB has the same number of rows as A and columns as B. In particular, note that if x is an (m ´ 1) vector and A is an (n ´ m) matrix, then Ax is a (n ´ 1) vector. Note that in general, AB ¹ BA even if both are defined. Assuming conformability, then the following properties hold:
Transpose: if we interchange the rows and columns of A the resulting matrix is called the transpose of A and we denote it A¢ . Properties:
Symmetric: a matrix A is symmetric if A = A¢ . Skew-Symmetric: a matrix A is skew-symmetric if A = -A¢ . Idempotent: A is idempotent if A2 = A. Null: O is a null matrix if all its elements are zero, aij = 0 for all i, j. Its main property is that A0 = 0 for any A. Diagonal matrix: A is an diagonal matrix if it is all zeroes except for the principal diagonal, i.e. A = [aij] where aij = 0 for all i ¹ j.
Identity matrix: I is an identity matrix if it is a diagonal matrix where the principal diagonal is composed entirely of ones, i.e. I = [d ij] where d ii = 1 for all i; d ij = 0 for all i ¹ j. Its main property is that AI = IA = A for any A where I has dimension conformable for multiplication to A.
Linear independence: a matrix A is linearly independent if å i=1m l iai = 0 implies l i = 0 for all i, where ai is the ith column (row) of A. A is linearly dependent if it is not linearly independent. Any matrix which contains a null vector 0 as one of its rows or columns will be linearly dependent. Rank: the rank of a matrix A, often denoted r(A), is the number of linearly independent rows or columns of that matrix. It is easily shown that the row rank of a matrix is equal to the column rank of a matrix. Properties:
Inverse: if A is a square matrix (i.e. n ´ n matrix), then A-1 is an "inverse matrix" of A if A-1A = I or AA-1 = I. The inverse matrix is unique for any A. A matrix A is "singular" if it has no inverse; it is "non-singular" if it has an inverse. A is invertible if and only if r(A) = n, thus A must be a linearly independent matrix. To find an inverse, it can be shown that: A-1 = adjA/|A| where adjA is the adjoint matrix, which is defined as: adjA = [|Cij|]¢ , the transpose of the matrix of cofactors of A (see below). Properties:
Orthogonality: A is orthogonal if A¢ A = I. Properties: A-1 = A¢ . Minor: The ij minor of an n ´ n matrix, A, denoted |Mij|, is the determinant of the (n-1)´ (n-1) matrix obtained by deleting the ith row and the jth column of A. Cofactor: The ij cofactor of A is denoted |Cij| and is the ij minor of A if i+j is even and the negative of the ij minor of A if i+j is odd, i.e. |Cij| = (-1)i+j|Mij|. Determinant: if A is a square matrix, then a "determinant" |A| is a scalar associated with that matrix which can be obtained by a Laplace cofactor-expansion process of the elements of the matrix. Expanding by the ith row, then: |A| = å j=1n aij|Cij|; equivalently, expanding by the jth column, then: |A| = å i=1n aij|Cij|. Some properties follow:
Trace: the trace of a matrix A (denoted trA) is the sum of the elements on the principal diagonal, i.e. trA = å i=1n aii Principal Leading Minor: the kth order principal leading minor of n ´ n matrix A, denoted |Mk|, is the determinant of the first k rows and columns of A. Permutation: P is a permutation matrix if in each row and column of P there is an element equal to 1 and the rest of the elements are 0. Decomposability: A is decomposable if its rows and columns can be renumbered such that A is transformed to:
where A1 and A2 are square submatrices. A is decomposable if and only if there is a permutation matrix such that P-1AP yields the transformed matrix noted above. Diagonalization: A is "diagonalizable" if there exists a matrix Z such that Z-1AZ is a diagonal matrix. P-Matrix: (Gale and Nikaido, 1965) A is a P-matrix if all principal minors of A are positive. N-Matrix: (Inada, 1966) A is a N-matrix if all the principal minors are negative. N-P Matrix: (Nikaido, 1968) A is an N-P matrix if it has all the principal minors of odd orders negative and all those of even orders positive (and a P-N matrix if this is reversed).
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