Page 18 - Advanced Linear Algebra
P. 18

2    Advanced Linear Algebra



            field   are called scalars . We expect that the reader is familiar with the basic
                -
            properties of matrices, including matrix addition and multiplication.
            The main diagonal  of an  d   matrix   is the sequence of entries
                                            (
                                       Á
                                     (Á (Á Ã Á (  Á
                                           Á
            where  ~ min ¸ Á  ¹ .
            Definition The transpose  of ( C  Á   is the matrix ( !  defined by
                                         !
                                       ²( ³  Á   ~ (  Á
            A matrix   is symmetric  if  (  ~  (  !   and skew-symmetric  if  (  !  ~  c  (  .…
                   (
                       (                      )              . Then
            Theorem 0.1  Properties of the transpose  Let  , ()  C  Á
                  !!
            1) ²( ³ ~ (
                       !
                           !
            2) ²( b )³ ~ ( b )  !
                   !
             )
            3   ² (³ ~  ( !   for all    -
                         !
                    !
             )
            4   ²()³ ~ ) ( !   provided that the product ()  is defined
                    !
            5)det²( ³ ~  det²(³ .…
            Partitioning and Matrix Multiplication
            Let 4   be a matrix of size   d   . If ) ‹ ¸ Á à Á  ¹  and * ‹ ¸ Á à Á  ¹ , then

            the  submatrix 4´)Á *µ   is the matrix obtained from 4  by keeping only the
            rows with index in   and the columns with index in  . Thus, all other rows and
                           )
                                                      *
                                                      (
                                                ((
            columns are discarded and 4´)Á *µ  has size  ) d *( .
            Suppose that 4 C    and 5 C  Á    Á  . Let
            1)  F ~ ¸) Á ÃÁ) ¹  be a partition of ¸ Á ÃÁ ¹


            2)  G ~ ¸* Á ÃÁ* ¹  be a partition of ¸ Á ÃÁ ¹


            3)  H ~ ¸+ Á ÃÁ+ ¹  be a partition of ¸ Á ÃÁ ¹


            (Partitions are defined formally later in this chapter.) Then it is a very useful fact
            that matrix multiplication can be performed at the block level as well as at the
            entry level. In particular, we have
                           ´45µ´) Á + µ ~    4´) Á * µ5´* Á + µ




                                         *G

            When the partitions in question contain  only single-element blocks, this is
            precisely the usual formula for matrix multiplication

                                          ~
                                   ´45µ  Á     4 5  Á
                                                  Á
                                             ~
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