Math 4377/6308 Advanced Linear Algebra

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1 2.3 Composition Math 4377/6308 Advanced Linear Algebra 2.3 Composition of Linear Transformations Jiwen He Department of Mathematics, University of Houston math.uh.edu/ jiwenhe/math4377 Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

2 2.3 Composition of Linear Transformations Compositions of Maps Basic Properties of Compositions Multiplication of Matrices Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

3 Composition of Linear Transformations Theorem (2.9) Let V, W, Z be vector spaces over a field F, and T : V W, U : W Z be linear. Then UT : V Z is linear. Theorem (2.10) Let V be a vector space and T, U 1, U 2 L(V ). Then (a) T (U 1 + U 2 ) = TU 1 + TU 2 and (U 1 + U 2 )T = U 1 T + U 2 T. (b) T (U 1 U 2 ) = (TU 1 )U 2. (c) TI = IT = T. (d) a(u 1 U 2 ) = (au 1 )U 2 = U 1 (au 2 ) for all scalars a. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

4 Matrix Multiplication Let T : V W, U : W Z be linear, α = {v 1,, v n }, β = {w 1,, w m }, γ = {z 1,, z p } ordered bases for V, W, Z, and A = [U] γ β, B = [T ]β α. Consider [UT ] γ α: ( m ) (UT )(v j ) = U(T (v j )) = U B kj w k = k=1 m B kj U(w k ) k=1 ( m p ) = B kj A ik z i = k=1 i=1 ( p m ) A ik B kj z i i=1 k=1 Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

5 Matrix Multiplication (cont.) Definition Let A, B be m n, n p matrices. The product AB is the m p matrix with (AB) ij = n A ik B kj, for 1 i m, 1 j p. k=1 Theorem (2.11) Let V, W, Z be finite-dimensional vector spaces with ordered bases α, β, γ, and T : V W, U : W Z be linear. Then [UT ] γ α = [U] γ β [T ]β α Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

6 Matrix Multiplication (cont.) Corollary Let V be a finite-dimensional vector space with ordered basis β, and T, U L(V ). Then [UT ] β = [U] β [T ] β. Definition The Kronecker delta is defined by δ ij = 1 if i = j and δ ij = 0 if i j. The n n identity matrix I n is defined by (I n ) ij = δ ij. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

7 Matrix Notation 2.3 Composition Composition Addition Multiplication Power Matrix Notation Two ways to denote m n matrix A: 1 In terms of the columns of A: A = [ a 1 a 2 a n ] 2 In terms of the entries of A: a 11 a 1j a 1n.. A = a i1 a ij a in... a m1 a mj a mn Main diagonal entries: Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

8 Matrix Addition: Theorem Theorem (Addition) Let A, B, and C be matrices of the same size, and let r and s be scalars. Then a. A + B = B + A d. r(a + B) = ra + rb b. (A + B) + C = A + (B + C) e. (r + s) A = ra + sa c. A + 0 = A f. r (sa) = (rs) A Zero Matrix 0 = Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

9 Matrix Multiplication Matrix Multiplication Multiplying B and x transforms x into the vector Bx. we multiply A and Bx, we transform Bx into A (Bx). the composition of two mappings. In turn, if So A (Bx) is Define the product AB so that A (Bx) = (AB) x. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

10 Matrix Multiplication: Definition Suppose A is m n and B is n p where x 1 x 2 B = [b 1 b 2 b p ] and x =.. Then Bx =x 1 b 1 + x 2 b x p b p x p and A (Bx) =A(x 1 b 1 + x 2 b x p b p ) = A (x 1 b 1 ) + A (x 2 b 2 ) + + A (x p b p ) = x 1 Ab 1 + x 2 Ab x p Ab p = [Ab 1 Ab 2 Ab p ] x 1 x 2. x p. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

11 Matrix Multiplication: Definition (cont.) Therefore, and by defining we have A (Bx) = (AB) x. A (Bx) = [Ab 1 Ab 2 Ab p ] x. AB = [Ab 1 Ab 2 Ab p ] Note that Ab 1 is a linear combination of the columns of A, Ab 2 is a linear combination of the columns of A, etc. Each column of AB is a linear combination of the columns of A using weights from the corresponding columns of B. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

12 Matrix Multiplication: Example Example Compute AB where A = Solution: Ab 1 = = [ = AB = and B = [ ]. ] 4 2 [ ], Ab 2 = = Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

13 Matrix Multiplication: Example Example If A is 4 3 and B is 3 2, then what are the sizes of AB and BA? Solution: AB = = BA would be which is. If A is m n and B is n p, then AB is m p. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

14 Row-Column Rule for Computing AB (alternate method) The definition AB = [Ab 1 Ab 2 Ab p ] is good for theoretical work. When A and B have small sizes, the following method is more efficient when working by hand. Row-Column Rule for Computing AB If AB is defined, let (AB) ij denote the entry in the ith row and jth column of AB. Then (AB) ij = a i1 b 1j + a i2 b 2j + + a in b nj, i.e., a i1 a i2 a in b 1j b 2j. = (AB) ij b nj Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

15 Row-Column Rule for Computing AB: Example Example [ A = defined ], B = Compute AB, if it is Solution: Since A is 2 3 and B is 3 2, then AB is defined and AB is. [ ] 2 3 [ ] AB = = [ ] [ ] = Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

16 Row-Column Rule for Computing AB: Example (cont.) [ ] = [ ] [ ] = [ ] So AB = [ ]. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

17 Matrix Multiplication: Theorem Theorem (Multiplication) Let A be m n and let B and C have sizes for which the indicated sums and products are defined. a. A (BC) = (AB)C (associative law of multiplication) b. A (B + C) = AB + AC (left - distributive law) c. (B + C) A = BA + CA (right-distributive law) d. r(ab) = (ra)b = A(rB) for any scalar r e. I m A = A = AI n (identity for matrix multiplication) Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

18 Matrix Power 2.3 Composition Composition Addition Multiplication Power Powers of A A k = A A }{{} k Example [ = ] 3 = [ [ ] [ ] [ ] = ] [ [ ] ] Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

19 Properties of Matrix Multiplication Theorem (2.12) Let A be m n matrix, B, C be n p matrices, and D, E be q m matrices. Then (a) A(B + C) = AB + AC and (D + E)A = DA + EA. (b) a(ab) = (aa)b = A(aB) for any scalar a. (c) I m A = A = AI n. (d) If V is an n-dimensional vector space with ordered basis β, then [I V ] β = I n. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

20 Properties of Matrix Multiplication (cont.) Corollary Let A be m n matrix, B 1,, B k be n p matrices, C 1,, C k be q m matrices, and a 1,, a k be scalars. Then and ( k ) A a i B i = i=1 ( k ) a i C i A = i=1 k a i AB i i=1 k a i C i A i=1 Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

21 Properties of Matrix Multiplication (cont.) Theorem (2.13) Let A be m n matrix and B be n p matrix, and u j, v j the jth columns of AB, B. Then (a) u j = Av j. (b) v j = Be j. Theorem (2.14) Let V, W be finite-dimensional vector spaces with ordered bases β, γ, and T : V W be linear. Then for u V : [T (u)] γ = [T ] γ β [u] β Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

22 Left-multiplication Transformations Definition Let A be m n matrix. The left-multiplication transformation L A is the mapping L A : F n F m defined by L A (x) = Ax for each column vector x F n. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

23 Left-multiplication Transformations (cont.) Theorem (2.15) Let A be m n matrix, then L A : F n F m is linear, and if B is m n matrix and β, γ are standard ordered bases for F n, F m, then: (a) [L A ] γ β = A. (b) L A = L B if and only if A = B. (c) L A+B = L A + L B and L aa = al A for all a F. (d) For linear T : F n F m,there exists a unique m n matrix C such that T = L C, and C = [T ] γ β. (e) If E is an n p matrix, then L AE = L A L E. (f) If m = n, then L In = I F n. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24

24 Theorem (2.16) Let A, B, C be matrices such that A(BC) is defined. Then (AB)C is also defined and A(BC) = (AB)C. Jiwen He, University of Houston Math 4377/6308, Advanced Linear Algebra Spring, / 24