Base Knowledge Of Linear Algebra
Matrix
Operation
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Addition and Subtraction
Only matrices with same dimension could be added/substract. Doing the add/subtract means each number in the first matrix will add/subtract the number in the same position in the second matrix.
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Scalar Multiplication
A real number multiply a matrix means each of the number in the matrix will be multiplied with that real number.
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Matrix Vector Multiplication
Let say we are going to mulitply a 3x2 matrix A with an 2x1 vector x, the result is y which is a 3x1 vector. So to get y[i], multiply A's ith row with elements of vector x, and add them up.
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Matrix Matrix Multiplication
Let say we are going to mulitply a mn matrix *A with an no matrix *B, the result is C which is a mo matrix. So the *ith column of the C is obtained by multiplying A with the ith column of B. (for i=1,2,…,o)
In short, Matrix and Matrix multiplication result is the combination of the result from Matrix with several Vectors.
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Matrix Multiplication
No commutative law for Matrix multiplication. A x B not equal to B x A
Has association law for Matrix multiplication. (A x B) x C equal to A x (B x C)
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Identity Matrix
Always mark Identity matrix as I. I x A = A x I = A
The size of the I is implict according to the context. Let say A is a 3x2 matrix, than A x I, the I has a 2x2 size. I x A, the I has a 3x3 size.
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Matrix Inverse
If A is an m x m matrix, and if it has an inverse, than A x A(-1) = A(-1) x A = I.
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Matrix Transpose
Let A be an m x n martrix, and let B = A(T). Then B is an n x m matrix, and B(ij) = A(ji).
Vector
Vector is a matrix with only on column.