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May 24th









May 24th

Some Matrix Basics

A matrix is a rectangular array of numbers.

We say the dimensions of this matrix are 3 x 2
because it has 3 rows and 2 columns.

A matrix with the same number of rows as columns
is called a square matrix .

A matrix with only one column is called a vector.

The transpose of a matrix is obtained by ex changing
the rows and columns. The transpose of a matrix
M is denoted M’.

Matrix Addition

Defined for matrices with identical dimensions.

Matrix Multiplication

Number of columns of the first matrix must match the
number of rows of the second matrix.

Multiplication of a matrix by a single number:

The Identity Matrix

A square matrix with ones on the main diagonal
and zeros elsewhere is called the identity matrix.
Such a matrix is usually denoted I. The 3 x 3
identity matrix is

AI=A and IB=B for any matrices A and B of
appropriate dimensions.

The Inverse of a Matrix

If A is a square matrix and there exists a
matrix B such that AB=I, then B is called
the inverse of the matrix A. Usually we
denote the inverse of a matrix A by A-1.

Some Matrix Ope rations in R

• t(A) gives the transpose of a matrix A.
• A+B computes the sum of the matrices A and B.
• A%*%B computes AB, the product of the matrices A and B.
solve (A) gives the inverse of a square matrix A if the inverse exists.
• det(A) computes the de terminant of a square matrix A.

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