Page 19 - Numerical Methods for Chemical Engineering
P. 19
8 1 Linear algebra
Matrix dimension
For a linear system Ax = b,
a 11 a 12 ... a 1N x 1 b 1
...
a 21 a 22 a 2N x 2 b 2
A = . . (1.42)
. . . . . x = . b = .
.
.
.
.
.
.
a N1 a N2 ... a NN x N b N
to have a unique solution, there must be as many equations as unknowns, and so typically
A will have an equal number N of columns and rows and thus be a square matrix. A matrix
is said to be of dimension M × N if it has M rows and N columns. We now consider some
simple matrix operations.
Multiplication of an M × N matrix A by a scalar c
a 11 a 12 ... a 1N ca 11 ca 12 ... ca 1N
... ...
a 21 a 22 a 2N ca 21 ca 22 ca 2N
cA = c . . . . . (1.43)
. . . . . = . . . . . .
.
.
a M1 a M2 ... a MN ca M1 ca M2 ... ca MN
Addition of an M × N matrix A with an equal-sized M × N matrix B
a 11 ... a 1N b 11 ... b 1N
a 21 ... a 2N b 21 ... b 2N
. . + .
. . . . . . .
.
.
a M1 ... a MN b M1 ... b MN
a 11 + b 11 ... a 1N + b 1N
a 21 + b 21 a 2N + b 2N
...
. . (1.44)
. .
=
. .
a M1 + b M1 ... a MN + b MN
Note that A + B = B + A and that two matrices can be added only if both the number of
rows and the number of columns are equal for each matrix. Also, c(A + B) = cA + cB.
Multiplication of a square N × N matrix A with an N-dimensional
vector v
This operation must be defined as follows if we are to have equivalence between the coef-
ficient and matrix/vector representations of a linear system:
a 11 a 12 ... a 1N v 1 a 11 v 1 + a 12 v 2 + ··· + a 1N v N
a 21 a 22 a 2N v 2 a 21 v 1 + a 22 v 2 + ··· + a 2N v N
...
Av = . . .
. . . . . . = . .
.
.
. .
a N1 a N2 ... a NN v N a N1 v 1 + a N2 v 2 +· · · + a NN v N
(1.45)