# Matrices & Quadratic Forms

## Linear Algebra

Linear algebra is the formalisation/generalisation of linear equations involving vectors and matrices. A linear algebraic equation looks like

where is a matrix, and , are vectors. In an equation like this, we're interested in the existence of and the number of solutions. Linear ODEs are also of interest, looking like

where is a matrix, is a vector, and is a function over a vector.

• I'm really not about to go into what a matrix or it's transpose is
• denotes the transpose of
• is a column vector, indexed
• is a row vector
• You can index matrices using the notation , which is the element in row and column , indexed from 1

Matrices can be partitioned into sub-matrices:

Column and row partitions give row/column vectors.

• A square matrix of order has dimensions x
• The leading diagonal is entries
• The trace of a square matrix is the sum of the leading diagonal
• A diagonal matrix has only entries on the leading diagonal
• The identity matrix is a diagonal matrix of ones

### The Inner Product

The inner product of two vectors , a row vector, and , a column vector:

• (1x) matrix times (x1) to yield a scalar
• If the inner product is zero, then and are orthogonal
• In euclidian space, the inner product is the dot product
• The norm/magnitude/length of a vector is
• If norm is one, vector is unit vector

## Linear Independence

Consider a set of vectors all of equal dimensions, . The vector is linearly dependent on the vectors if there exists non-zero scalars such that:

If no such scalars exist, the set of vectors are linearly independent.

Finding the linearly independent rows in a matrix:

• is independent of since for any
• Row 3 is linearly dependent on rows 1 and 2
• There are 2 linearly independent rows
• It can also be found that there are two linearly independent columns

Any matrix has the same number of linearly independent rows and linearly independent columns

A more formalised approach is to put the matrix into row echelon form, and then count the number of non-zero rows. in row echelon form may be obtained by gaussian elimination:

## Minors, Cofactors, and Determinants

For an x matrix , the determinant is defined as

• denotes a chosen row along which to compute the sum
• is the cofactor of element
• is the minor of element
• The minor is obtained by calculating the determinant from the matrix obtained by deleting row and column
• The cofactor is the minor with the appropriate sign from the matrix of signs

### Determinant Properties

• If a constant scalar times any row/column is added to any other row/column, the is unchanged
• If and are of the same order, then
• iff the rank of is less than its order, for a square matrix.

### Rank

The rank of a matrix is the number of linearly independent columns/rows

Any non-zero x matrix has rank if at least one of it's -square minors is non-zero, while every -square minor is zero.

• -square denotes the order of the determinant used to calculate the minor

For example:

• The determinant is 0
• The rank is less than 3
• The minor .
• The order of this minor is 2
• Thus, the rank of is 2

There are two other ways to find the rank of a matrix, via gaussian elimination into row-echelon form, or by the definition of linear independence.

## Inverses of Matrices

The inverse of a square matrix is defined:

• is unique

is the adjoint of , the transpose of the matrix of cofactors:

If , is singular and has no inverse.

### Pseudo-inverse of a Non-Square Matrix

Given a more general x matrix , we want some inverse such that , or .

If (more columns than rows, matrix is fat), and , then the right pseudo-inverse is defined as:

If (more rows than columns, matrix is tall), and , then the left pseudo-inverse is defined as:

For example, the right pseudo inverse of :

## Symmetric Matrices

A matrix is symmetric if

A matrix is skew-symmetric if

For any square matrix :

• is a symmetric matrix
• is a symmetric matrix
• is a skew-symmetric matrix

Every square matrix can be written as the sum of a symmetric matrix and skew-symmetric matrix :

## Quadratic forms

Consider a polynomial with variables and constants of the form:

When expanded:

This is known as a quadratic form, and can be written:

where is an column vector, and is an symmetric matrix. In two variables:

Linear forms are also a thing. A general linear form in three variables , , :

This allows us to represent any quadratic function as a sum of:

For example: