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3 - 3 An Useful Overview Of: Definitions Operations SAS/IML Matrix Commands

The document provides an overview of matrix algebra, including definitions of scalars, vectors, matrices, and their properties and operations. It defines a matrix as an array of numbers, and describes common matrix types like diagonal, identity, and null matrices. It explains how to perform basic matrix operations like transposition, addition/subtraction, and multiplication. It also discusses determinants, rank, and inverse matrices. The document is intended to introduce the key concepts and uses of matrix algebra.

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185 views

3 - 3 An Useful Overview Of: Definitions Operations SAS/IML Matrix Commands

The document provides an overview of matrix algebra, including definitions of scalars, vectors, matrices, and their properties and operations. It defines a matrix as an array of numbers, and describes common matrix types like diagonal, identity, and null matrices. It explains how to perform basic matrix operations like transposition, addition/subtraction, and multiplication. It also discusses determinants, rank, and inverse matrices. The document is intended to introduce the key concepts and uses of matrix algebra.

Uploaded by

gebreslassie gereziher
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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3_3 An Useful Overview of

Matrix Algebra
 Definitions
Operations
 SAS/IML matrix commands
What is it?
 Matrix algebra is a means of making
calculations upon arrays of numbers (or
data).
 Most data sets are matrix-type
Why use it?
 Matrix algebra makes mathematical
expression and computation easier.
 It allows you to get rid of cumbersome
notation, concentrate on the concepts
involved and understand where your results
come from.
Definitions - scalar
 a scalar is a number
– (denoted with regular type: 1 or 22)
Definitions - vector
 Vector: a single row or column of numbers
– denoted with bold small letters
– row vector
a = 1 2 3 4 5
– column vector
1 
 2
b=  3
 4
5
Definitions - Matrix
 A matrix is an array of numbers

A=  a11 a12 a13 


a 21 a 22 a 23

 Denoted with a bold Capital letter


 All matrices have an order (or dimension):
that is, the number of rows  the number of
columns. So, A is 2 by 3 or (2  3).
Definitions
 A square matrix is a matrix that has the
same number of rows and columns (n  n)
Matrix Equality
 Two matrices are equal if and only if
– they both have the same number of rows and
the same number of columns
– their corresponding elements are equal
Matrix Operations
 Transposition
 Addition and Subtraction
 Multiplication
 Inversion
The Transpose of a Matrix: A'
 The transpose of a matrix is a new matrix
that is formed by interchanging the rows
and columns.

 The transpose of A is denoted by A' or (AT)


Example of a transpose
 Thus,

 a11 a12 
 a11 a21 a31 
A  a21 a22  A'  
a a  a12 a22 a32 
 31 32 

 If A = A', then A is symmetric


Addition and Subtraction
 Two matrices may be added (or subtracted)
iff they are the same order.

 Simply add (or subtract) the corresponding


elements. So, A + B = C yields
Addition and Subtraction (cont.)
a11 a12   b11 b12  c11 c12 
a a   b b   c c 
 21 22   21 22   21 22 

a31 a32  b31 b32  c31 c32 

Where a11  b11  c11


a12  b12  c12
a21  b21  c 21
a22  b22  c 22
a31  b31  c31
a32  b32  c32
Matrix Multiplication
 To multiply a scalar times a matrix, simply
multiply each element of the matrix by the
scalar quantity

 a11 a12   ka11 ka12 


k 
a21 a22  ka21 ka22 

Matrix Multiplication (cont.)
 To multiply a matrix times a matrix, we
write
• AB (A times B)
 This is pre-multiplying B by A, or post-
multiplying A by B.
Matrix Multiplication (cont.)
 In order to multiply matrices, they must be
CONFORMABLE
 that is, the number of columns in A must
equal the number of rows in B
 So,
A  B = C
(m  n)  (n  p) = (m  p)
Matrix Multiplication (cont.)
 (m  n)  (p  n) = cannot be done
 (1  n)  (n  1) = a scalar (1x1)
Matrix Multiplication (cont.)
 Thus
a11 a12 a13   b11 b12  c11 c12 
a a a  x b b   c c 
 21 22 23   21 22   21 22 
a31 a32 a33  b31 b32  c31 c32 
 where
c11  a11b11  a12 b21  a13b31
c12  a11b12  a12 b22  a13b32
c 21  a21b11  a22 b21  a23b31
c 22  a21b12  a22 b22  a23b32
c31  a31b11  a32 b21  a33b31
c32  a31b12  a32 b22  a33b32
Matrix Multiplication- an
example
 Thus
1 4 7 1 4 c11 c12  30 66
2 5 8 x 2 5  c c   36 81
     21 22   
3 6 9 3 6 c31 c32  42 96
 where
c11  1 * 1  4 * 2  7 * 3  30
c12  1 * 4  4 * 5  7 * 6  66
c 21  2 * 1  5 * 2  8 * 3  36
c 22  2 * 4  5 * 5  8 * 6  81
c31  3 * 1  6 * 2  9 * 3  42
c32  3 * 4  6 * 5  9 * 6  96
Properties
 AB does not necessarily equal BA
 (BA may even be an impossible operation)
 For example,
A  B = C
(2  3)  (3  2) = (2  2)
B  A = D
(3  2)  (2  3) = (3  3)
Properties
 Matrix multiplication is Associative
A(BC) = (AB)C

 Multiplication and transposition


(AB)' = B'A'
A popular matrix: X'X
1 x11 
1 x12 
X  
 
1 x1n 

1 x11 
   n

1 1  1 1 x12   n  x1i 
X' X         n i 1
n

 x11  x1n      x 2
 
x12
  x1i
1i 
1 x  i 1 i 1
 1n 
Another popular matrix: e'e
 e1 
e 
e   2
 
 
en 

 e1 
e  n
e' e   e1 e2  en    2  i
e 2
  i 1
 
en 
Special matrices
 There are a number of special matrices
– Diagonal
– Null
– Identity
Diagonal Matrices
– A diagonal matrix is a square matrix that has
values on the diagonal with all off-diagonal
entities being zero.

a11 0 0 0
0 a22 0 0 

0 0 a33 0 
 
0 0 0 a44 
Identity Matrix
 An identity matrix is a diagonal matrix
where the diagonal elements all equal one.
1 0 0 0
0 1 0 0
I= 
0 0 1 0
 
0 0 0 1

AI=A
Null Matrix
 A square matrix where all elements equal zero.

0 0 0 0
0 0 0 0

0 0 0 0
 
0 0 0 0
The Determinant of a Matrix
 The determinant of a matrix A is denoted by
|A| (or det(A)).
 Determinants exist only for square matrices.
 They are a matrix characteristic, and they
are also difficult to compute
The Determinant for a 2x2 matrix
 If A = a11 a12 
a 
 21 a22 

 Then

A  a11a22  a12a21
Properties of Determinates
 Determinants have several mathematical properties
which are useful in matrix manipulations.
– 1 |A|=|A'|.
– 2. If a row or column of A = 0, then |A|= 0.
– 3. If every value in a row or column is multiplied by k,
then |A| = k|A|.
– 4. If two rows (or columns) are interchanged the sign,
but not value, of |A| changes.
– 5. If two rows or columns are identical, |A| = 0.
– 6. If two rows or columns are linear combination of
each other, |A| = 0
Properties of Determinants
– 7. |A| remains unchanged if each element of a
row or each element multiplied by a constant, is
added to any other row.
– 8. |AB| = |A| |B|
– 9. Det of a diagonal matrix = product of the
diagonal elements
Rank
 The rank of a matrix is defined as
 rank(A) = number of linearly independent rows
= the number of linearly independent columns.

 A set of vectors is said to be linearly dependent if


scalars c1, c2, …, cn (not all zero) can be found
such that
c1a1 + c2a2 + … + cnan = 0
For example,
a = [1 21 12] and b = [1/3 7 4] are
linearly dependent

 A matrix A of dimension n  p (p < n) is of


rank p. Then A has maximum possible rank
and is said to be of full rank.
 In general, the maximum possible rank of an
n  p matrix A is min(n,p).
The Inverse of a Matrix (A-1)
 For an n  n matrix A, there may be a B such that
AB = I = BA.
 The inverse is analogous to a reciprocal
 A matrix which has an inverse is nonsingular.
 A matrix which does not have an inverse is
singular.
 An inverse exists only if A 0
Properties of inverse matrices
  AB  1
 B A-1 -1


 A'  1
 A -1 '

 A -1 1
 A
How to find inverse matrixes?
determinants? and more?
 If a b  and |A|  0
A   
c d 
1  d  b
A -1
  c a 
det( A)  

 Otherwise, use SAS/IML an easier way

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