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5.2. MATRICES AND DETERMINANTS                     175

                          The direct sum of two square matrices A and B of size m × m and n × n, respectively,
                                                      A
                                                          0
                       is the block matrix C = A ⊕ B =        of size m + n.
                                                      0   B
                          Properties of the direct sum of matrices:
                       1. For any square matrices A, B,and C the following relations hold:
                                          (A ⊕ B) ⊕ C = A ⊕ (B ⊕ C) (associativity),
                                          Tr(A ⊕ B)=Tr(A)+Tr(B)        (trace property).

                       2. For nondegenerate square matrices A and B, the following relation holds:
                                                            –1    –1    –1
                                                     (A ⊕ B)   = A ⊕ B .
                       3. For square matrices A m , B m of size m × m and square matrices A n , B n of size n × n,
                          the following relations hold:
                                        (A m ⊕ A n )+ (B m ⊕ B n )= (A m + B m ) ⊕ (A n + B n );
                                        (A m ⊕ A n )(B m ⊕ B n )= A m B m ⊕ A n B n .


                       5.2.1-11. Kronecker product of matrices.

                                                                                  ]of size m a × n a and
                       The Kronecker product of two matrices A ≡ [a i aj a  ]and B ≡ [b i b j b
                       m b × n b , respectively, is the matrix C ≡ [c kh ]ofsize m a m b × n a n b with entries
                                            b     (k = 1, 2, ... , m a m b ; h = 1, 2, ... , n a n b ),
                                   c kh = a i aj a i b j b
                       where the index k is the serial number of a pair (i a , i b ) in the sequence (1, 1), (1, 2), ... ,
                       (1, m b ), (2, 1), (2, 2), ... (m a , m b ), and the index h is the serial number of a pair (j a , j b )
                       in a similar sequence. This Kronecker product can be represented as the block matrix
                                B].
                       C ≡ [a i aj a
                          Note that if A and B are square matrices and the number of rows in C is equal to the
                       number of rows in A, and the number of rows in D is equal to the number of rows in B,then

                                                (A ⊗ B)(C ⊗ D)= AC ⊗ BD.
                       The following relations hold:
                                              T
                                                         T
                                                   T
                                      (A ⊗ B) = A ⊗ B ,        Tr(A ⊗ B)=Tr(A)Tr(B).
                       5.2.2. Determinants
                       5.2.2-1. Notion of determinant.

                       With each square matrix A ≡ [a ij ]of size n×n one can associate a numerical characteristic,
                       called its determinant. The determinant of such a matrix can be defined by induction with
                       respect to the size n.
                          For a matrix of size 1×1 (n = 1), the first-order determinant is equal to its only entry,
                                                       Δ ≡ det A = a 11 .
                          For a matrix of size 2× 2 (n = 2), the second-order determinant, is equal to the
                       difference of the product of its entries on the main diagonal and the product of its entries
                       on the secondary diagonal:


                                                        a 11
                                                                  = a 11 a 22 – a 12 a 21 .
                                                             a 12
                                                        a 21  a 22
                                           Δ ≡ det A ≡
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