Matrices
A matrix is a two dimensional series of numbers:
\[\mathbf{A}_{m\times n} = \begin{bmatrix} a_{11} & a_{12} & \cdots & a_{1n}\\ a_{21} & a_{22} & \cdots & a_{2n}\\ \vdots & \vdots & \ddots & \vdots\\ a_{m1} & a_{m2} & \ldots & a_{mn}\\ \end{bmatrix} = [a_{ij}] \in \mathbb{R}^{m\times n}\]Notation
Matrices are often indicated by using an upper-case letter printed in boldface, e.g. $\mathbf{A}$, while the corresponding lower-case letter with two subscript indices represent the entries in the matrix, e.g. $a_{ij}$ (for an entry located in row $i$ and column $j$).
The matrix dimension (size) is written as $m\times n$ where $m$ is the number of rows and $n$ the number of columns (i.e. row $\times$ columns)
Types by form
- Rectangular matrix: Any matrix with a size of $m\times n$.
- Square matrix: Any matrix with a size of $n\times n$ (i.e. $m = n$).
Types by content
All the following matrices are square:
Zero matrix: Whole matrix only contains zeros. Matrix is called $\mathbf{0}$.
Example: \(\begin{bmatrix} 0 & 0 & 0\\ 0 & 0 & 0\\ 0 & 0 & 0\\ \end{bmatrix}\)
Diagonal matrix: Contains zeros, except on the main diagonal.
Example: \(\begin{bmatrix} 2 & 0 & 0\\ 0 & 8 & 0\\ 0 & 0 & 3\\ \end{bmatrix}\)
Identity matrix: Is a diagonal matrix that only has ones on the main diagonal. Matrix is call $\mathbf{I}$.
Example: \(\begin{bmatrix} 1 & 0 & 0\\ 0 & 1 & 0\\ 0 & 0 & 1\\ \end{bmatrix}\)
Scalar matrix: Is the product of a constant with the identity matrix.
Example: \(\begin{bmatrix} 5 & 0 & 0\\ 0 & 5 & 0\\ 0 & 0 & 5\\ \end{bmatrix}\)
Lower triangular matrix: All values above the main diagonal are zero.
Example: \(\begin{bmatrix} 5 & 0 & 0 & 0\\ 1 & 3 & 0 & 0\\ 4 & 3 & 9 & 0\\ 8 & 2 & 7 & 6\\ \end{bmatrix}\)
Upper triangular matrix: All values below the main diagonal are zero
Example: \(\begin{bmatrix} 4 & 8 & 7 & 6\\ 0 & 9 & 2 & 3\\ 0 & 0 & 1 & 5\\ 0 & 0 & 0 & 3\\ \end{bmatrix}\)
Triangular matrix: Is either an upper or lower triangular matrix.
Types for calculations
Transponent matrix: The transponent of a matrix $\mathbf{A}$ is the mirror image of the matrix with main diagonal as the symmetry axis and is written as $\mathbf{A}^{T}$.
Symmetric matrix: A matrix $\mathbf{A}$ is symmetrical if $\mathbf{A} = \mathbf{A}^T$.
Inverse matrix: The inverse of the matrix $\mathbf{A}$ is written as $\mathbf{A}^{-1}$.
Orthogonal matrix: If $\mathbf{A}^{-1} = \mathbf{A}^{T}$ then $\mathbf{A}$ is an orthogonal matrix.
Rules
With matrices $\mathbf{A}_{m\times n}$ and $\mathbf{B}_{m\times n}$ (i.e. same sizes) the following applies:
$k\cdot \mathbf{A} = [k\cdot a_{ij}]_{m\times n} \qquad \{k \in \mathbb{R}\}$
$1\cdot\mathbf{A} = \mathbf{A}$
$\mathbf{A}+\mathbf{B} = [a_{ij}+b_{ij}]_{m\times n}$
$\mathbf{A}+\mathbf{B} = \mathbf{B}+\mathbf{A}$
$\mathbf{A}+(\mathbf{B}+\mathbf{C}) = (\mathbf{A}+\mathbf{B})+\mathbf{C}$ $(k_1k_2)\mathbf{A} = k_1(k_2\mathbf{A})$
$k_1(\mathbf{A}+\mathbf{B}) = k_1\mathbf{A} + k_1\mathbf{B}$
$(k_1+k_2)\mathbf{A} = k_1\mathbf{A} + k_1\mathbf{A}$
Unlike scalar multiplication ($k\cdot \mathbf{A}$), matrix multiplication requires matrices with the same inner dimension, i.e. with $\mathbf{A}_{m\times p}$ and $\mathbf{B}_{p\times n}$ the following applies:
$\displaystyle \mathbf{A}\cdot \mathbf{B} = \mathbf{C}_{m\times n} = [c_{rk}] = \sum^p_{i=1}a_{ri}b_{ik}$
$\mathbf{A}\cdot\mathbf{B} \not\equiv \mathbf{B}\cdot\mathbf{A}$ (the order of the product is important - matrix multiplication is not commutative)
With matrices $\mathbf{A}_{n\times n}$, $\mathbf{B}_{n\times n}$ and $\mathbf{X}_{n\times n}$ the following applies:
If $\displaystyle \mathbf{A}\cdot \mathbf{X} = \mathbf{B}$ then $\displaystyle \mathbf{X} = \mathbf{A}^{-1}\cdot\mathbf{B}$