Matrices. Chapter What is a Matrix? We review the basic matrix operations. An array of numbers a a 1n A = a m1...

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Chapter Matrices We review the basic matrix operations What is a Matrix? An array of numbers a a n A = a m a mn with m rows and n columns is a m n matrix Element a ij in located in position (i, j The elements a ij are scalars, namely real or complex numbers The set of real numbers is R, and the set of complex numbers is C We write A R m n if A is a m n matrix whose elements are real numbers, and A C m n if A is a m n matrix whose elements are complex numbers Of course, R m n C m n If m = n then we say that A is a square matrix of order n For instance A = ( 2 3 4 5 6 7 8 is a 2 4 matrix with elements a 3 = 3 and a 24 = 8 Vectors A row vector y = ( y column vector y m is a m matrix, ie y C m A x = x x n is a n matrix, ie x C n or shorter, x C n If the elements of x are real then x R n 3

4 Chapter Matrices Submatrices Sometimes we need only those elements of a matrix that are situated in particular rows and columns Definition Let A C m n have elements a ij If i < i 2 < < i k m and j < j 2 < < j l n then the k l matrix a i,j a i,j 2 a i,j l a i2,j a i2,j 2 a i,j l a ik,j a ik,j 2 a ik,j l is called a submatrix of A The submatrix is a principal submatrix if it is square and its diagonal elements are diagonal elements of A, that is, k = l and i = j, i 2 = j 2,, i k = j k Example If A = 2 3 4 5 6 7 8 9 then the following are submatrices of A, ( ( a a 3 3 ( ( =, a2 a a 2 a 23 4 6 23 = 4 6, a 2 a 3 a 22 a 23 = 2 3 5 6 a 32 a 33 8 9 The submatrix ( a a 3 = a 3 a 33 ( 3 7 9 is a principal matrix of A, as are the diagonal elements a, a 22, a 33, and A itself Notation Most of the time we will use following notation: Matrices: upper case Roman or Greek letters, eg A, Λ Vectors: lower case Roman letters, eg x, y Scalars: lower case Greek letters, eg α; or lower case Roman with subscripts, eg x i, a ij Running variables: i, j, k, l, m, and n The elements of the matrix A are called a ij or A ij, and the elements of the vector x are called x i Zero Matrices The zero matrix 0 m n is the m n matrix all of whose elements are zero When m and n are clear from the context, we also write 0 We say A = 0 if all elements of the matrix A are equal to zero The matrix A is nonzero, A 0, if at least one element of A is nonzero

What is a Matrix? 5 Identity Matrices The identity matrix of order n is the real square matrix I n =, with ones on the diagonal and zeros everywhere else (instead of writing many zeros, we often write blanks In particular, I = When n is clear from the context, we also write I The columns of the identity matrix are also called canonical vectors e i That is, I n = ( e e 2 e n, where 0 0 0 e =, e 2 =,, e 0 n = 0 0 (i Hilbert Matrix A square matrix of order n whose element in position (i, j is i+j, i, j n, is called a Hilbert matrix Write down a Hilbert matrix for n = 5 (ii Toeplitz Matrix Given 2n scalars α k, n + k n, a matrix of order n whose element in position (i, j is α j i, i, j n, is called a Toeplitz matrix Write down the Toeplitz matrix of order 3 when α i = i, 2 i 2 (iii Hankel Matrix Given 2n scalars α k, 0 k 2n 2, a matrix of order n whose element in position (i, j is α i+j 2, i, j n, is called a Hankel matrix Write down the Hankel matrix of order 4 for α i = i, 0 i 6 (iv Vandermonde Matrix Given n scalars α i, i n, a matrix of order n whose element in position (i, j is α j i, i, j n, is called a Vandermonde matrix Here we interpret α 0 i = even for α i = 0 The numbers α i are also called nodes of the Vandermonde matrix Write down the Vandermonde matrix of order 4 when α i = i, i 3, and α 4 = 0 (v Is a square zero matrix a Hilbert, Toeplitz, Hankel or Vandermonde matrix? (vi Is the identity matrix a Hilbert, Toeplitz, Hankel or Vandermonde matrix? (vii Is a Hilbert matrix a Hankel matrix or a Toeplitz matrix?

6 Chapter Matrices 2 Scalar Matrix Multiplication Each element of the matrix is multiplied by a scalar If A C m n and λ a scalar, then the elements of the scalar matrix product λa C m n are (λa ij λa ij Multiplying the matrix A C m n by the scalar zero produces a zero matrix, 0 A = 0 m n, where the first zero is a scalar, while the second zero is a matrix with the same number of rows and columns as A Scalar matrix multiplication is associative, (λµ A = λ (µa Scalar matrix multiplication by corresponds to negation, A ( A (i Let x C n and α C Prove: αx = 0 if and only if α = 0 or x = 0 3 Matrix Addition Corresponding elements of two matrices are added The matrices must have the same number of rows and the same number of columns If A and B C m n then the elements of the sum A + B C m n are Properties of Matrix Addition (A + B ij a ij + b ij Adding the zero matrix does not change anything That is, for any m n matrix A, 0 m n + A = A + 0 m n = A Matrix addition is commutative, Matrix addition is associative, A + B = B + A (A + B + C = A + (B + C

4 Inner Product (Dot Product 7 Matrix addition and scalar multiplication are distributive, λ (A + B = λa + λb, (λ + µ A = λa + µa One can use the above properties to save computations For instance, computing λa + λb requires twice as many operations as computing λ(a + B In the special case B = C computing (A + B + C requires two matrix additions, while A + (B + C = A + 0 = A requires no work A special type of addition is the sum of scalar vector products Definition 2 A linear combination of m column (or row vectors v,, v m is α v + + α m v m, where the scalars α,, α m are the coefficients Example Any vector in R n or C n can be represented as a linear combination of canonical vectors, x x 2 = x e + x 2 e 2 + + x n e n x n 4 Inner Product (Dot Product The product of a row vector times an equally long column vector produces a single number If x = ( y x x n, y = then the inner product of x and y is the scalar y n xy = x y + + x n y n Example A sum of n scalars a i, i n, can be represented as an inner product of two vectors with n elements each, a n a j = ( a a 2 a n j= = ( a 2 a n

8 Chapter Matrices Example A polynomial p(α = n j=0 λ jα j of degree n can be represented as an inner product of two vectors with n + elements each, λ 0 p(α = ( α α n λ = ( λ 0 λ λ n λ n α α n (i Let n be an integer Represent n(n + /2 as an inner product of two vectors with n elements each 5 Matrix Vector Multiplication The product of a matrix and a vector is again a vector There are two types of matrix vector multiplications: matrix times column vector, and row vector times matrix Matrix Times Column Vector The product of matrix times column vector is again a column vector We present two ways to describe the operations that are involved in a matrix vector product Let A C m n with rows r j and columns c j, and x C n with elements x j, A = r r m = ( c c n, x = View: Ax is a column vector of inner products, so that element j of Ax is the inner product of row r j with x, r x Ax = r m x 2 View: Ax is a linear combination of columns Ax = c x + + c n x n x x n The vectors in the linear combination are the columns c j of A, and the coefficients are the elements x j of x

5 Matrix Vector Multiplication 9 Example Let 0 0 0 A = 0 0 0 2 3 The first view shows that Ae 2 is equal to column 2 of A That is, Ae 2 = 0 0 0 + 0 0 + 0 0 0 = 0 0 2 3 2 The second view shows that the first and second elements of Ae 2 are equal to zero That is, ( (0 0 0 0 e2 Ax = ( 0 0 e2 = 0 0 2 3 e2 2 Example Let A be the Toeplitz matrix 0 0 0 A = 0 0 0 0 0 0, x = 0 0 0 0 x x 2 x 3 x 4 The first view shows that the last element of Ax is equal to zero That is, ( ( 0 0 0 x 2 Ax = ( 0 0 0 ( 0 0 0 x = x 3 x 4 0 0 0 0 0 Row Vector Times Matrix The product of a row vector times a matrix is a row vector There are again two ways to think about this operation Let A C m n with rows r j and columns c j, and y C m with elements y j, A = r = ( c c n, ( y = y y m r m View : ya is a row vector of inner products, where element j of ya is an inner product of y with the column c j, ya = ( yc yc n

0 Chapter Matrices View 2: ya is a linear combination of rows of A, ya = y r + + y m r m The vectors in the linear combination are the rows r j of A, and the coefficients are the elements y j of y (i Show that Ae j is the jth column of the matrix A (ii Let A be a m n matrix and e the n vector of all ones What does Ae do? (iii Let α v + +α m v m = 0 a linear combination of vectors v,,v m Prove: If one of the coefficients α j is non-zero then one of the vectors can be represented as a linear combination of the other vectors Let A, B C m n Prove: A = B if and only if Ax = Bx for all x C n 6 Outer Product The product of a column vector times a row vector gives a matrix (this is not to be confused with an inner product which produces a single number If x = x x m, y = ( y y n, then the outer product of x and y is the m n matrix x y x y n xy = x m y x m y n The vectors in an outer product are allowed to have different lengths The columns of xy are multiples of each other, and so are the rows That is, each column of xy is a multiple of x, xy = ( xy xy n, and each row of xy is a multiple of y, x y xy = x m y

7 Matrix Multiplication Example A Vandermonde matrix of order n all of whose nodes are the same, eg equal to α, can be represented as the outer product ( α α n (i Write the matrix below as an outer product, 4 5 8 0 2 5 7 Matrix Multiplication The product of two matrices A and B is defined if the number of columns in A is equal to the number of rows in B Specifically, if A C m n and B C n p is AB C m p We can describe matrix multiplication in four different ways Let A C m n with rows a j, and B C n p with columns b j, A = a a m, B = ( b b p View : AB is a block row vector of matrix vector products The columns of AB are matrix vector products of A with columns of B, AB = ( Ab Ab p View 2: AB is a block column vector of matrix vector products, where the rows of AB are matrix vector products of the rows of A with B a B AB = a m B View 3: The elements of AB are inner products, where element (i, j of AB is an inner product of row i of A with column j of B, (AB ij = a i b j, i m, j p

2 Chapter Matrices View 4: If we denote by c i the columns of A and r i the rows of B, A = ( c c n, B = r, then AB is a sum of outer products AB = c r + + c n r n Properties of Matrix Multiplication Multiplying by the identity matrix does not change anything That is, for a m n matrix A I m A = A I n = A Matrix multiplication is associative, A (BC = (AB C Matrix multiplication and addition are distributive, r n A (B + C = AB + AC, (A + B C = AC + BC Matrix multiplication is not commutative For instance, if ( ( 0 0 A =, B = 0 0 0 2 then AB = ( 0 2 0 0 ( 0 = BA 0 0 Example Associativity can save work If 2 A = 3 4, B = ( 2 3, C = 3 2 5 then multiplying requires more operations than 2 3 2 4 6 (AB C = 3 6 9 3 2 4 8 2 5 0 5 2 A (BC = 3 4 0 5

7 Matrix Multiplication 3 Warning Don t misuse associativity For instance, if 2 2 A = 3 3 4 4, B = ( 2 3, C = 3 2, 5 5 it looks as if we could compute 2 2 A (BC = 3 3 4 4 0 5 5 However the product ABC is not defined because AB is not defined (here we have to view BC as a matrix rather than just a scalar In a product ABC, all adjacent products AB and BC have to be defined Hence the above option A(BC is not defined either Matrix Powers A special case of matrix multiplication is the repeated multiplication of a square matrix by itself If A is a non-zero square matrix we define A 0 I, and for any integer k > 0 A k = Definition 3 A square matrix is k times {}}{ AA = A k A = A A k involutory if A 2 = I, idempotent (or: a projector if A 2 = A, nilpotent if A k = 0 for some integer k > 0 Example For any scalar α ( α is involutory, 0 ( α is idempotent, 0 0 and ( 0 α 0 0 is nilpotent

4 Chapter Matrices (i Which is the only matrix that is both idempotent and involutory? (ii Which is the only matrix that is both idempotent and nilpotent? (iii Let x C n, y C n When is xy idempotent? When is it nilpotent? (iv Prove: If A is idempotent, then I A is also idempotent (v Prove: If A and B are idempotent, and AB = BA, then AB is also idempotent (vi Prove: A is involutory if and only if (I A(I + A = 0 (vii Prove: If A is involutory and B = 2 (I + A then B is idempotent (viii Let x C n, y C n Compute (xy 3 x using only inner products and scalar multiplication Fast Matrix Multiplication One can multiply two complex numbers with only three real multiplications instead of four Let α = α + ıα 2 and β = β + ıβ 2 be two complex numbers, where ı 2 = and α, α 2, β, β 2 R Writing αβ = α β α 2 β 2 + ı [(α + α 2 (β + β 2 α β α 2 β 2 ] shows that the complex product αβ can be computed with three real multiplications: α β, α 2 β 2 and (α + β (α 2 + β 2 Show that this approach can be extended to the multiplication AB of two complex matrices A = A +ıa 2 and B = B +ıb 2, where A, A 2 R m n and B, B 2 R n p In particular, show that no commutativity laws are violated 8 Conjugate Transpose and Transpose Transposing a matrix amounts to turning rows into columns and vice versa If a a 2 a n a 2 a 22 a 2n A =, a m a m2 a mn then its transpose A T C n m is obtained by converting rows to columns a a 2 a m A T a 2 a 22 a m2 = a n a 2n a mn There is a second type of transposition that requires more work when the matrix elements are complex numbers A complex number α is written α = α +ıα 2, where ı 2 = and α, α 2 R The complex conjugate of the scalar α is α α ıα 2

8 Conjugate Transpose and Transpose 5 If A C m n is a matrix its conjugate transpose A C n m is obtained by converting rows to columns and, in addition, taking the complex conjugates of the elements, a a 2 a m A a 2 a 22 a m2 = a n a 2n a mn Example If then A T = A = ( + 2ı 5 3 ı 6 ( + 2ı 3 ı, A 5 6 = ( 2ı 3 + ı 5 6 Example We can express the rows of the identity matrix in terms of canonical vectors, I n = e T = e e T n e n Fact 4 (Properties of Transposition For real matrices, the conjugate transpose and the transpose are identical That is, if A R m n then A = A T Transposing a matrix twice gives back the original, (A T T = A, (A = A Transposition does not affect a scalar, while conjugate transposition conjugates the scalar, (λa T = λa T, (λa = λa, The transpose of a sum is the sum of the transposes, (A + B T = A T + B T, (A + B = A + B The transpose of a product is the product of the transposes with the factors in reverse order, (AB T = B T A T, (AB = B A

6 Chapter Matrices Example Why do we have to reverse the order of the factors when the transpose is pulled inside the product AB? Why isn t (AB T = A T B T? One of the reasons is that one of the products may not defined If ( ( A =, B = then while the product A T B T is not defined (AB T = ( 2 2 (i Let A be a n n matrix, and let Z be the matrix with z j,j+ =, j n, and all other elements zero What does ZAZ T do? 9 Inner and Outer Products, Again Transposition comes in handy for the representation of inner and outer products If then x = x x n, y = y y n x y = x y + + x n y n, y x = y x + + y n x n Example Let α = α + ıα 2 be a complex number, where ı 2 = and α, α 2 R With ( α x α 2 the absolute value of α can be represented as the inner product, α = x x Fact 5 (Properties of Inner Products Let x, y C n y x is the complex conjugate of x y, ie y x = (x y 2 y T x = x T y 3 x x = 0 if and only if x = 0 4 If x is real then: x T x = 0 if and only if x = 0 Proof Let x = ( T ( T x x n and y = y y n For the first equality write y x = n j= y j x j = n j= x jy j Since complex conjugating twice gives back

0 Symmetric and Hermitian Matrices 7 the original, we get n j= x jy j = n j= x jy j = n j= x jy j = n j= x jy j = x y, where the long overbar denotes complex conjugation over the whole sum As for the third statement, 0 = x x = n j= x jx j = n j= x j 2 if and only x j = 0, j n, if and only if x = 0 Example The identity matrix can be represented as the outer product I n = e e T + e 2 e T 2 + + e n e T n (i Let x be a column vector Give an example to show that x T x = 0 can happen for x 0 (ii Let x C n and x x = Show that I n 2xx is involutory (iii Let A be the square matrix with a j,j+ = and all other elements zero Represent A as a sum of outer products 0 Symmetric and Hermitian Matrices We look at matrices that remain unchanged by transposition Definition 6 A matrix A C n n is: symmetric if A T = A, Hermitian if A = A, skew-symmetric if A T = A, skew-hermitian if A = A The identity matrix I n is symmetric and Hermitian The square zero matrix 0 n n is symmetric, skew-symmetric, Hermitian, and skew-hermitian Example Let ı 2 = ( 0 2ı 2ı 0 ( ı 2ı 2ı 4 is symmetric, is skew symmetric, ( 2ı 2ı 4 ( ı 2ı 2ı 4ı is Hermitian is skew Hermitian

8 Chapter Matrices Example Let ı 2 = ( 0 ı ı 0 is symmetric and skew-hermitian, while ( 0 ı ı 0 is Hermitian and skew-symmetric Fact 7 If A C m n then AA T and A T A are symmetric, while AA and A A are Hermitian If A C n n then A + A T is symmetric, and A + A is Hermitian (i Is a Hankel matrix symmetric, Hermitian, skew-symmetric or skew-hermitian? (ii Which matrix is both symmetric and skew-symmetric? (iii Prove: If A is a square matrix then A A T is skew-symmetric and A A is skew-hermitian (iv Which elements of a Hermitian matrix cannot be complex? (v What can you say about the diagonal elements of a skew-symmetric matrix? (vi What can you say about the diagonal elements of a skew-hermitian matrix? (vii If A is symmetric and λ is a scalar, does this imply that λa is symmetric? If yes, give a proof If no, give an example (viii If A is Hermitian and λ is a scalar, does this imply that λa is Hermitian? If yes, give a proof If no, give an example (ix Prove: If A is skew-symmetric and λ is a scalar then λa is skew-symmetric (x Prove: If A is skew-hermitian and λ is a scalar then λa is, in general, not skew-hermitian (xi Prove: If A is Hermitian then ıa is skew-hermitian, where ı 2 = (xii Prove: If A is skew-hermitian then ıa is Hermitian, where ı 2 = (xiii Prove: If A is a square matrix then ı(a A is Hermitian, where ı 2 = Prove: Every square matrix A can be written A = A + A 2, where A is symmetric and A 2 is skew-symmetric 2 Prove: Every square matrix A can be written A = A + ıa 2, where A and A 2 are Hermitian and ı 2 = Inverse We want to determine an inverse with respect to matrix multiplication Inversion of matrices is more complicated than inversion of scalars There is only one scalar that does not have an inverse: 0, while there are many matrices without inverses

Inverse 9 Definition 8 A matrix A C n n is nonsingular (or invertible if A has an inverse; that is, if there is a matrix A so that AA = I = A A If A does not have an inverse, it is singular Example A matrix is invertible if it is non-zero An involutory matrix is its own inverse: A 2 = I Fact 9 The inverse is unique Proof Let A C n n, and AB = BA = I n and AC = CA = I n for matrices B, C C n n Then B = BI n = B(AC = (BAC = I n C = C It is often easier to determine that a matrix is singular than it is to determine that a matrix is nonsingular The fact below illustrates this Fact 0 Let A C n n and x, b C n If x 0 and Ax = 0 then A is singular If x 0 and A is nonsingular then Ax 0 If Ax = b where A is nonsingular and b 0 then x 0 Proof To prove the first statement, assume to the contrary that A is nonsingular and has an inverse A Then 0 = Ax implies 0 = A Ax = I n x = x, hence x = 0, which contradicts the assumption x 0 Therefore A must be singular The proofs for the other two statements are similar Fact An idempotent matrix is the identity or it is singular Proof If A is idempotent then A 2 = A Hence 0 = A 2 A = A(A I Either I A = 0, in which case A is the identity; or else I A 0, in which case it has a nonzero column and Fact 0 implies that A is singular Now we show that inversion and transposition can be exchanged Fact 2 If A is invertible then A T and A are also invertible, and (A = (A, (A T = (A T

20 Chapter Matrices Proof Show that (A fulfills the conditions for an inverse of A : and The proof for A T is similar A (A = (A A = I = I, (A A = (AA = I = I Because inverse and transpose can be exchanged, we can simply write A and A T The expression below is useful because it can break apart the inverse of a sum Fact 3 (Sherman-Morrison Formula If A C n n is nonsingular, and V C m n, U C n m are such that I + V A U is nonsingular, then (A + UV = A A U ( I + V A U V A Here is an explicit expression for the inverse of a partitioned matrix Fact 4 Let A C n n and A = ( A A 2 A 2 A 22 If A and A 22 are nonsingular then ( A = S A A 2S 2 A 22 A 2S S 2 where S = A A 2 A 22 A 2 and S 2 = A 22 A 2 A A 2, Matrices of the form S and S 2 are called Schur complements (i Prove: If A and B are invertible then (AB = B A (ii Prove: If A, B C n n are nonsingular then B = A B (B AA (iii Let A C m n, B C n m be such that I + BA is invertible Show that (I + BA = I B(I + AB A (iv Let A C n n be nonsingular, u C n, v C n and va u Show that (A + uv = A A uva + va u (v The following expression for the partitioned inverse requires only A to be nonsingular but not A 22 Let A C n n and ( A A A = 2 A 2 A 22

2 Unitary and Orthogonal Matrices 2 Show: If A is nonsingular and S = A 22 A 2 A A 2 then ( A A = + A A 2S A 2 A A A 2S S A 2 A S (vi Let x C n and A C n n If x 0 and xa = 0 then A is singular (vii Prove: The inverse, if it exists, of a Hermitian (symmetric matrix is also Hermitian (symmetric (viii Prove: If A is involutory then I A or I + A must be singular (ix Let A be a square matrix so that A + A 2 = I Prove: A is invertible (x Prove: A nilpotent matrix is always singular Let S R n n Show: If S is skew-symmetric then I S is nonsingular Give an example to illustrate that I S can be singular if S C n n 2 Let x be a non-zero column vector Determine a row vector y so that yx = 3 Let A be a square matrix and α j are scalars, at least two of them nonzero, such that k j=0 α ja j = 0 Prove: If α 0 0 then A is nonsingular 4 Prove: If (I A = k j=0 Aj for some integer k 0 then A is nilpotent 5 Let A, B C n n Prove: If I+BA is invertible, then I+AB is also invertible 2 Unitary and Orthogonal Matrices These are matrices whose inverse is a transpose Definition 5 A matrix A C n n is unitary if AA = A A = I, orthogonal if AA T = A T A = I The identity matrix is orthogonal as well as unitary Example 6 Let c and s be scalars with c 2 + s 2 = The matrices ( ( c s c s, s c s c are unitary The first matrix above gets its own name Definition 7 If c, s C so that c 2 + s 2 = then the unitary 2 2 matrix ( c s s c

22 Chapter Matrices is ( called a Givens rotation If c and s are also real then the Givens rotation c s is orthogonal s c When a Givens rotation is real, then both diagonal elements are the same When a Givens rotation is complex, then the diagonal elements are complex conjugates of each other A unitary matrix of the form ( c s s where the real parts of the diagonal elements have different signs is a reflection; it is not a Givens rotation An orthogonal matrix that can reorder the rows or columns of a matrix is called a permutation matrix It is an identity matrix whose rows have been reordered (permuted One can also think of a permutation matrix as an identity matrix whose columns have been reordered Here is the official definition Definition 8 (Permutation Matrix A square matrix is a permutation matrix if it contains a single one in each column and in each row, and zeros everywhere else Example The following are permutation matrices: The identity matrix I The exchange matrix J = c x x n x 2, J = x 2 x n x The upper circular shift matrix 0 0 Z =, Z 0 x x n x n = x n x x n Fact 9 (Properties of Permutation Matrices Permutation matrices are orthogonal and unitary That is, if P is a permutation matrix then PP T = P T P = PP = P P = I 2 The product of permutation matrices is again a permutation matrix

3 Triangular Matrices 23 (i Prove: If A is unitary, then A, A T and A are unitary (ii What can you say about an involutory matrix that is also unitary (orthogonal? (iii Which idempotent matrix is unitary and orthogonal? (iv Prove: If A is unitary, so is ıa, where ı 2 = (v Prove: The product of unitary matrices is unitary (vi Partitioned Unitary Matrices Let A C n n be unitary and partition A = ( A A 2, where A has k columns, and A 2 has n k columns Show that A A = I k, A 2A 2 = I n k, and A A 2 = 0 (vii Let x C n and x x = Prove: I n 2xx is Hermitian and unitary Conclude that I n 2xx is involutory (viii Show: If P is a permutation matrix then P T and P are also a permutation matrices (ix Show: If ( ( P P 2 is a permutation matrix, then P2 P is also a permutation matrix 3 Triangular Matrices Triangular matrices occur frequently during the solution of systems of linear equations, because linear systems with triangular matrices are easy to solve Definition 20 A matrix A C n n is upper triangular if a ij = 0 for i > j That is, a a n A = a nn A matrix A C n n is lower triangular if A T is upper triangular Fact 2 Let A and B be upper triangular, with diagonal elements a jj and b jj, respectively A + B and AB are upper triangular The diagonal elements of AB are a ii b ii If a jj 0 for all j then A is invertible, and the diagonal elements of A are /a jj Definition 22 A triangular matrix A is unit triangular if it has ones on the diagonal, and strictly triangular if it has zeros on the diagonal Example The identity matrix is unit upper triangular and unit lower triangular The square zero matrix is strictly lower triangular and strictly upper triangular

24 Chapter Matrices (i What does an idempotent triangular matrix look like? What does an involutory triangular matrix look like? Prove: If A is unit triangular then A is invertible, and A is unit triangular If A and B are unit triangular then so is the product AB 2 Show that a strictly triangular matrix is nilpotent 3 Explain why the matrix I αe i e T j is triangular When does it have an inverse? Determine the inverse in those cases where it exists 4 Prove: α α 2 α n α α 2 α α = α α 5 Uniqueness of LU Factorization Let L, L 2 be unit lower triangular, and U, U 2 nonsingular upper triangular Prove: If L U = L 2 U 2 then L = L 2 and U = U 2 6 Uniqueness of QR Factorization Let Q, Q 2 be unitary (or orthogonal, and R, R 2 upper triangular with positive diagonal elements Prove: If Q R = Q 2 R 2 then Q = Q 2 and R = R 2 4 Diagonal Matrices Diagonal matrices are special cases of triangular matrices; they are upper and lower triangular at the same time Definition 23 A matrix A C n n is diagonal if a ij = 0 for i j That is, A = a a nn The identity matrix and the square zero matrix are diagonal

4 Diagonal Matrices 25 (i Prove: Diagonal matrices are symmetric Are they also Hermitian? (ii Diagonal matrices commute Prove: If A and B are diagonal, then AB is diagonal, and AB = BA (iii Represent a diagonal matrix as a sum of outer products (iv Which diagonal matrices are involutory, or idempotent, or nilpotent? (v Prove: If a matrix is unitary and triangular, it must be diagonal What are its diagonal elements? Let D be a diagonal matrix Prove: If D = (I + A A then A is diagonal