For what follows, it is important to establish the following definitions:
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Operations on matrices
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Matrices addition
Let \((A,B) \in \hspace{0.03em} \mathcal{M}_{n,p} (\mathbb{K})^2\) be two matrices of the same size.
$$ \forall (i, j) \in [\![1, n]\!] \times [\![1, p]\!],$$$$(A + B)_{i,j} = a_{i,j} + b_{i,j} $$In other words, we add each element of the left matrix with the element located at the same position of the right one:
$$ A + B = \begin{pmatrix} a_{1,1} & a_{1,2} & a_{1,3} & \dots & a_{1, p} \\ a_{2,1} & a_{2,2} & a_{2,3} & \dots & a_{2, p} \\ \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \ddots & \hspace{0.5em} \vdots \\ a_{n,1} & a_{n,2} & a_{n,3} & \dots & a_{n, p} \end{pmatrix} + \begin{pmatrix} b_{1,1} & b_{1,2} & b_{1,3} & \dots & b_{1, p} \\ b_{2,1} & b_{2,2} & b_{2,3} & \dots & b_{2, p} \\ \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \ddots & \hspace{0.5em} \vdots \\ b_{n,1} & b_{n,2} & b_{n,3} & \dots & b_{n, p} \end{pmatrix} $$$$ A + B = \begin{pmatrix} a_{1,1} + b_{1,1} & a_{1,2} + b_{1,2} & a_{1,3} + b_{1,3} & \dots & a_{1, p} + b_{1, p} \\ a_{2,1} + b_{2,1} & a_{2,2} + b_{2,2} & a_{2,3} + b_{2,3} & \dots & a_{2, p} + b_{2,p} \\ \hspace{2em} \vdots & \hspace{2em} \vdots & \hspace{2em} \vdots & \ddots & \hspace{2em} \vdots \\ a_{n,1} + b_{n,1} & a_{n,2} + b_{n,2} & a_{n,3} + b_{n,3} & \dots & a_{n, p} + b_{n,p} \end{pmatrix} $$ -
Matrices product
Let \(A \in \hspace{0.03em} \mathcal{M}_{n,p} (\mathbb{K})\) and \(B \in \hspace{0.03em} \mathcal{M}_{p,q} (\mathbb{K})\) be two matrices.
To multiply two matrices, we need the left matrix to have the same number of columns as the number of rows of the right one (here \(p\)). As a result, we obtain a matrix \(AB \in \hspace{0.03em} \mathcal{M}_{n,q} (\mathbb{K})\), so having \(n\) lines and \(q\) columns.
$$ \forall (i, j) \in [\![1, n]\!] \times [\![1, q]\!],$$$$(A \times B)_{i,j} = \sum_{k = 1}^p a_{i,k} \times b_{k,j} $$For example:
$$ A \times B = \begin{pmatrix} a_{1,1} & a_{1,2} & a_{1,3} & \dots & a_{1, p} \\ a_{2,1} & a_{2,2} & a_{2,3} & \dots & a_{2, p} \\ \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \ddots & \hspace{0.5em} \vdots \\ a_{n,1} & a_{n,2} & a_{n,3} & \dots & a_{n, p} \end{pmatrix} \times \begin{pmatrix} b_{1,1} & b_{1,2} & b_{1,3} & \dots & b_{1, q} \\ b_{2,1} & b_{2,2} & b_{2,3} & \dots & b_{2, q} \\ \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \ddots & \hspace{0.5em} \vdots \\ b_{p,1} & b_{p,2} & b_{p,3} & \dots & b_{p, q} \end{pmatrix} $$$$ A \times B = \begin{pmatrix} \Bigl[a_{1,1} b_{1,1} + a_{1,2} b_{2,1} \ + \ ... \ + \ a_{1,p} b_{p,1} \Bigr] & \Bigl[a_{1,1} b_{1,2} + a_{1,2} b_{2,2} \ + \ ... \ + \ a_{1,p} b_{p,2}\Bigr] & \hspace{1em} \dots \dots \dots \hspace{1em} & \Bigl[a_{1,1} b_{1,q} + a_{1,2} b_{2,q} \ + \ ... \ + \ a_{1,p} b_{p,q}\Bigr] \\ \Bigl[a_{2,1} b_{1,1} + a_{2,2} b_{2,1} \ + \ ... \ + \ a_{2,p} b_{p,1}\Bigr] & \Bigl[a_{2,1} b_{1,2} + a_{2,2} b_{2,2} \ + \ ... \ + \ a_{2,p} b_{p,2}\Bigr] & \hspace{1em} \dots \dots \dots \hspace{1em} & \Bigl[a_{2,1} b_{1,q} + a_{2,2} b_{2,q} \ + \ ... \ + \ a_{2,p} b_{p,q}\Bigr] \\ \hspace{8em} \vdots & \hspace{8em} \vdots & \hspace{1em} \ddots & \hspace{8em} \vdots \\ \hspace{8em} \vdots & \hspace{8em} \vdots & \hspace{1em} \ddots & \hspace{8em} \vdots \\ \Bigl[a_{n,1} b_{1,1} + a_{n,2} b_{2,1} \ + \ ... \ + \ a_{n,p} b_{p,1}\Bigr] & \Bigl[a_{n,1} b_{1,2} + a_{2,2} b_{2,2} \ + \ ... \ + \ a_{n,p} b_{p,2}\Bigr] & \hspace{1em} \dots \dots \dots \hspace{1em} & \Bigl[a_{n,1} b_{1,q} + a_{n,2} b_{2,q} \ + \ ... \ + \ a_{n,p} b_{p,q}\Bigr] \end{pmatrix} $$Be careful, in a general way the matrices product does not have commutative law: \( (A \times B) \neq (B \times A) \) .
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Multiplication of a matrix by a scalar \(\lambda\)
Let \(A \in \hspace{0.03em} \mathcal{M}_{n,p} (\mathbb{K})\) be a matrix.
When a matrix is multiplied by a scalar, it affects all its elements.
$$ \forall (i, j) \in [\![1, n]\!] \times [\![1, p]\!],$$$$(\lambda A)_{i,j} = \lambda \ a_{i,j} $$For example:
$$ A = \begin{pmatrix} a_{1,1} & a_{1,2} & a_{1,3} & \dots & a_{1, p} \\ a_{2,1} & a_{2,2} & a_{2,3} & \dots & a_{2, p} \\ \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \ddots & \hspace{0.5em} \vdots \\ a_{n,1} & a_{n,2} & a_{n,3} & \dots & a_{n, p} \end{pmatrix} $$$$ \lambda A = \begin{pmatrix} \lambda \ a_{1,1} & \lambda \ a_{1,2} & \lambda \ a_{1,3} & \dots & \lambda \ a_{1, p} \\ \lambda \ a_{2,1} & \lambda \ a_{2,2} & \lambda \ a_{2,3} & \dots & \lambda \ a_{2, p} \\ \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \ddots & \hspace{0.5em} \vdots \\ \lambda \ a_{n,1} & \lambda \ a_{n,2} & \lambda \ a_{n,3} & \dots & \lambda \ a_{n, p} \end{pmatrix} $$ -
Linear combination of matrices
Let \((A,B) \in \hspace{0.03em} \mathcal{M}_{n,p} (\mathbb{K})^2\) be two matrices of the same size and \((\lambda, \mu) \in \hspace{0.04em} \mathbb{R}^2\).
With the previous properties of addition and multiplication by a scalar , we can create linear combinations and:
$$(\lambda A + \mu B)_{i,j} = \lambda \ a_{i,j} + \mu \ b_{i,j} $$ -
Matrix transposition
Let \(A \in \hspace{0.03em} \mathcal{M}_{n}(\mathbb{K})\) be a squared matrix of size \(n\).
Matrix transposition consists in reverse lines and columns indices for each elements. We note \(A^T\) (sometimes \(^t A\)) the transposed of the matrix \(A\).
$$ \forall (i, j) \in [\![1, n]\!]^2,$$$$ \left(A^T \right)_{i,j} \hspace{0.03em} = a_{j,i} $$For example:
$$ A = \begin{pmatrix} a_{1,1} & \textcolor{rgb(232 124 124)}{a_{1,2}} & \textcolor{rgb(232 124 124)}{a_{1,3}} & \textcolor{rgb(232 124 124)}{\dots} & \textcolor{rgb(232 124 124)}{a_{1, n}} \\ \textcolor{rgb(93 183 129)}{a_{2,1}} & a_{2,2} & \textcolor{rgb(232 124 124)}{a_{2,3}} & \textcolor{rgb(232 124 124)}{\dots} & \textcolor{rgb(232 124 124)}{a_{2, n}} \\ \textcolor{rgb(93 183 129)}{a_{3,1}} & \textcolor{rgb(93 183 129)}{a_{3,2}} & a_{3,3} & \textcolor{rgb(232 124 124)}{\dots} & \textcolor{rgb(232 124 124)}{a_{3, n}} \\ \hspace{1em} \textcolor{rgb(93 183 129)}{\vdots} & \hspace{1em} \textcolor{rgb(93 183 129)}{\vdots} & \hspace{1em} \textcolor{rgb(93 183 129)}{\vdots} & \ddots & \hspace{1em} \textcolor{rgb(232 124 124)}{\vdots} \\ \textcolor{rgb(93 183 129)}{a_{n,1}} & \textcolor{rgb(93 183 129)}{a_{n,2}} & \textcolor{rgb(93 183 129)}{a_{n,3}} & \textcolor{rgb(93 183 129)}{\dots} & a_{n, n} \\ \end{pmatrix} $$So, its transposed is:
$$ A^T = \begin{pmatrix} a_{1,1} & \textcolor{rgb(93 183 129)}{a_{2,1}} & \textcolor{rgb(93 183 129)}{a_{3,1}} & \textcolor{rgb(93 183 129)}{\dots} & \textcolor{rgb(93 183 129)}{a_{n, 1}} \\ \textcolor{rgb(232 124 124)}{a_{1,2}} & a_{2,2} & \textcolor{rgb(93 183 129)}{a_{3,2}} & \textcolor{rgb(93 183 129)}{\dots} & \textcolor{rgb(93 183 129)}{a_{n, 2}} \\ \textcolor{rgb(232 124 124)}{a_{1,3}} & \textcolor{rgb(232 124 124)}{a_{2,3}} & a_{3,3} & \textcolor{rgb(93 183 129)}{\dots} & \textcolor{rgb(93 183 129)}{a_{n, 3}} \\ \hspace{0.8em} \textcolor{rgb(232 124 124)}{\vdots} & \hspace{0.8em} \textcolor{rgb(232 124 124)}{\vdots} & \hspace{0.8em} \textcolor{rgb(232 124 124)}{\vdots} & \ddots & \hspace{0.8em} \textcolor{rgb(93 183 129)}{\vdots} \\ \textcolor{rgb(232 124 124)}{a_{1,n}} & \textcolor{rgb(232 124 124)}{a_{2,n}} & \textcolor{rgb(232 124 124)}{a_{3,n}} & \textcolor{rgb(232 124 124)}{\dots} & a_{n, n} \\ \end{pmatrix} $$Only the diagonal remains intact, because when \(i = j\), then \(a_{i,j} = a_{j,i}\).
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Inversion of a matrix
Let \(A \in \hspace{0.03em} \mathcal{M}_{n,p} (\mathbb{K})\) be a matrix.
The inverse of the matrix \(A\) is the matrix written \(A^{-1}\) and the same size, such as: \(A A^{-1} = I_n\).
To check if a matrix can be inverted, we do have to compute its determinant, and:
$$ A \text{ is inversible } \Longleftrightarrow det(A) \neq 0 $$ -
Comatrix
Let \(A \in \hspace{0.03em} \mathcal{M}_{n}(\mathbb{K})\) be a squared matrix of size \(n\).
The comatrix of the matrix \(A\) is the matrix noted \(com(A)\), such as:
$$ \forall (i, j) \in [\![1, n]\!]^2,$$$$ com(A)_{i,j} \hspace{0.03em} = C_{i,j} $$$$ \text{où } \ \left \{ \begin{gather*} C_{i,j} : \text{cofactors of the element } a_{i, j} \\ M_{i, j} : \text{minor of the element } a_{i, j} \end{gather*} \right \} $$\(C_{i, j}\) : cofactors of the element \(a_{i, j}\)
$$ C_{i,j} = (-1)^{i + j} \times det(M_{i, j}) $$\(M_{i, j}\) : minor of the element \(a_{i, j}\)
The minor of \(a_{i, j}\) is the undermatrix of \(A\) without the line \(i\) and the column \(j\).
For example, starting from the following matrix \(A\), the minor \(\textcolor{rgb(118 139 240)}{M_{1,1}}\) appears in blue:
$$ A = \begin{pmatrix} a_{1,1} & a_{1,2} & a_{1,3} & \dots & a_{1, p} \\ a_{2,1} & \textcolor{rgb(118 139 240)}{a_{2,2}} & \textcolor{rgb(118 139 240)}{a_{2,3}} & \dots & \textcolor{rgb(118 139 240)}{a_{2, p}} \\ a_{3,1} & \textcolor{rgb(118 139 240)}{a_{3,2}} & \textcolor{rgb(118 139 240)}{a_{3,3}} & \dots & \textcolor{rgb(118 139 240)}{a_{3, p}} \\ \hspace{0.5em} \vdots & \hspace{0.5em} \textcolor{rgb(118 139 240)}{\vdots} & \hspace{0.5em} \textcolor{rgb(118 139 240)}{\vdots} & \textcolor{rgb(118 139 240)}{\ddots} & \hspace{0.5em} \textcolor{rgb(118 139 240)}{\vdots} \\ a_{n,1} & \textcolor{rgb(118 139 240)}{a_{n,2}} & \textcolor{rgb(118 139 240)}{a_{n,3}} & \dots & \textcolor{rgb(118 139 240)}{a_{n, p}} \end{pmatrix} $$So,
$$ \textcolor{rgb(118 139 240)}{ M_{1,1} = \begin{pmatrix} a_{2,2} & a_{2,3} & \dots & a_{2, p} \\ a_{3,2} & a_{3,3} & \dots & a_{3, p} \\ \vdots & \hspace{0.5em} \vdots & \ddots & \hspace{0.5em} \textcolor{rgb(118 139 240)}{\vdots} \\ a_{n,2} & a_{n,3} & \dots & a_{n, p} \end{pmatrix} } $$For example, starting from the following matrix \(A\):
$$ A = \begin{pmatrix} a_{1,1} & a_{1,2} & a_{1,3} \\ a_{2,1} & a_{2,2} & a_{2,3} \\ a_{3,1} & a_{3,2} & a_{3,3} \end{pmatrix} $$Its comatrix is worth:
$$ com(A) = \begin{pmatrix} \textcolor{rgb(93 183 129)}{+}\begin{vmatrix} a_{2,2} & a_{2,3} \\ a_{3,2} & a_{3,3} \end{vmatrix} & \textcolor{rgb(232 124 124)}{-}\begin{vmatrix} a_{2,1} & a_{2,3} \\ a_{3,1} & a_{3,3} \end{vmatrix} & \textcolor{rgb(93 183 129)}{+}\begin{vmatrix} a_{2,1} & a_{2,2} \\ a_{3,1} & a_{3,2} \end{vmatrix} \\ \textcolor{rgb(232 124 124)}{-}\begin{vmatrix} a_{1,2} & a_{1,3} \\ a_{3,2} & a_{3,3} \end{vmatrix} & \textcolor{rgb(93 183 129)}{+}\begin{vmatrix} a_{1,1} & a_{1,3} \\ a_{3,1} & a_{3,3} \end{vmatrix} & \textcolor{rgb(232 124 124)}{-}\begin{vmatrix} a_{1,1} & a_{1,2} \\ a_{3,1} & a_{3,2} \end{vmatrix} \\ \textcolor{rgb(93 183 129)}{+}\begin{vmatrix} a_{1,2} & a_{1,3} \\ a_{2,2} & a_{2,3} \end{vmatrix} & \textcolor{rgb(232 124 124)}{-}\begin{vmatrix} a_{1,1} & a_{1,3} \\ a_{2,1} & a_{2,3} \end{vmatrix} & \textcolor{rgb(73 174 65)}{+}\begin{vmatrix} a_{1,1} & a_{1,2} \\ a_{2,1} & a_{2,2} \end{vmatrix} \end{pmatrix} $$ -
Matricial writing of a system of linear equations
A system of linear equations \( (S)\), where the unknown are the variables \(x_{i,j}\), can be written as a product matrix system :
$$ (S) \enspace \left \{ \begin{gather*} a_1 x_{1,1} + a_2 x_{1,2} + a_3 x_{1,3} + \hspace{0.1em}... \hspace{0.1em}+ a_n x_{1,p} = b_1 \\ a_1 x_{2,1} + a_2 x_{2,2} + a_3 x_{2,3} + \hspace{0.1em}... \hspace{0.1em}+ a_n x_{2,p} = b_2 \\ ........................ ............. \ = \ ..\\ a_1 x_{n,1} + a_2 x_{n,2} + a_3 x_{n,3} + \hspace{0.1em}... \hspace{0.1em}+ a_n x_{n,p} = b_n \\ \end{gather*} \right \} $$$$ \Longleftrightarrow$$$$ \underbrace{ \begin{pmatrix} x_{1,1} & x_{1,2} & x_{1,3} & \dots & x_{1, p} \\ x_{2,1} & x_{2,2} & x_{2,3} & \dots & x_{2, p} \\ \hspace{0.8em} \vdots & \hspace{0.8em} \vdots & \hspace{0.8em} \vdots & \ddots & \hspace{0.8em} \vdots \\ x_{n,1} & x_{n,2} & x_{n,3} & \dots & x_{n, p} \\ \end{pmatrix} } _\text{X} \times \underbrace{ \begin{pmatrix} a_1 \\ a_2 \\ \hspace{0.3em}\vdots \\ a_n \end{pmatrix} } _\text{A} = \underbrace{ \begin{pmatrix} b_1 \\ b_2 \\ \hspace{0.3em}\vdots \\ b_n \end{pmatrix} } _\text{B} \ \Longleftrightarrow \ XA = B, \ \text{with } \left \{ \begin{gather*} X \in \hspace{0.03em} \mathcal{M}_{n,p} (\mathbb{K}) \\ A \in \hspace{0.03em} \mathcal{M}_{1,p} (\mathbb{K}) \\ B \in \hspace{0.03em} \mathcal{M}_{1,p} (\mathbb{K}) \end{gather*} \right \} $$ -
Trace of a matrix
Let \(A \in \hspace{0.03em} \mathcal{M}_{n}(\mathbb{K})\) be a squared matrix of size \(n\).
We call the trace of a matrix, the sum of all its diagonal elements:
$$ A = \begin{pmatrix} \textcolor{rgb(118 139 240)}{a_{1,1}} & a_{1,2} & a_{1,3} & \dots & a_{1,n} \\ a_{2,1} & \textcolor{rgb(118 139 240)}{a_{2,2}} & a_{2,3} & \dots & a_{2,n} \\ a_{3,1} & a_{3,2} & \textcolor{rgb(118 139 240)}{a_{3,3}} & \dots & a_{3,n} \\ \hspace{0.1em}\vdots & \hspace{0.1em} \vdots & \hspace{0.1em} \vdots & \textcolor{rgb(118 139 240)}{\ddots} & \hspace{0.1em} \vdots \\ a_{n,1} & a_{n,2} & a_{n,3} & \dots & \textcolor{rgb(118 139 240)}{a_{n,n}} \end{pmatrix} $$$$Tr(A) = \sum_{k = 1}^n a_{k,k} = a_{1,1} + a_{2,2} \ + \ ... \ + a_{n,n}$$
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Matrices addition
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Specific matrices
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Diagonal matrix
A diagonal is a squared matrix where all the elements are \(0\) except on the main diagonal:
$$ D_n = \begin{pmatrix} \textcolor{rgb(118 139 240)}{d_{1,1}} & 0 & 0 & \dots & 0 \\ 0 & \textcolor{rgb(118 139 240)}{d_{2,2}} & 0 & \dots & 0 \\ 0 & 0 & \textcolor{rgb(118 139 240)}{d_{3,3}} & \dots & 0 \\ \hspace{0.1em}\vdots & \hspace{0.1em} \vdots & \hspace{0.1em} \vdots & \textcolor{rgb(118 139 240)}{\ddots} & \hspace{0.1em} \vdots \\ 0 & 0 & 0 & \dots & \textcolor{rgb(118 139 240)}{d_{n,n}} \end{pmatrix} $$$$ \forall (i, j) \in [\![1, n]\!]^2, \ (i \neq j) \Longrightarrow d_{i,j} = 0$$We also note the diagonal matrix \(D_n\) only in relation with its diagonal elements : \(D_n = diag(\lambda_1, \lambda_2, \ ..., \lambda_n)\).
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Identity matrix
Identity matrix \(I_n\) are defined as follows:
$$ I_n = \begin{pmatrix} \textcolor{rgb(118 139 240)}{1} & 0 & 0 & \dots & 0 \\ 0 & \textcolor{rgb(118 139 240)}{1} & 0 & \dots & 0 \\ 0 & 0 & \textcolor{rgb(118 139 240)}{1} & \dots & 0 \\ \vdots & \vdots & \vdots & \textcolor{rgb(118 139 240)}{\ddots} & \vdots \\ 0 & 0 & 0 & \dots & \textcolor{rgb(118 139 240)}{1} \\ \end{pmatrix} $$It is the square matrix of size \(n\) having the value \(1\) on its main diagonal, and \(0\) everywhere else. It's a specific case of diagonal matrix. For example,
$$ I_3 = \begin{pmatrix} \textcolor{rgb(118 139 240)}{1} & 0 & 0 \\ 0 & \textcolor{rgb(118 139 240)}{1} & 0 \\ 0 & 0 & \textcolor{rgb(118 139 240)}{1} \end{pmatrix} $$ -
Matrix of ones
Matrix of ones \(J_n\) is the square matrix of size \(n\) where all elements are worth \(1\):
$$ J_n = \begin{pmatrix} 1 & 1 & 1 & \dots & 1 \\ 1 & 1 & 1 & \dots & 1 \\ 1 & 1 & 1 & \dots & 1 \\ \vdots & \vdots & \vdots & \textcolor{rgb(118 139 240)}{\ddots} & \vdots \\ 1 & 1 & 1 & \dots & 1 \\ \end{pmatrix} $$So, for exemple \(J_3\) is worth:
$$ J_3 = \begin{pmatrix} 1 & 1 & 1 \\ 1 & 1 & 1 \\ 1 & 1 & 1 \\ \end{pmatrix} $$
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Diagonal matrix
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Product of two diagonal matrix$$ \forall \Bigl[ D_1 = diag(\lambda_1, \lambda_2, \ ..., \lambda_n), \ D_2 = diag(\mu_1, \mu_2, \ ..., \mu_n) \Bigr] \in \hspace{0.03em} \mathcal{M}_{n}(\mathbb{K})^2, $$$$ D_1 \times D_2 = D_2 \times D_1 = diag \left(\lambda_1 \mu_1, \lambda_2 \mu_2, \ ..., \lambda_n \mu_n \right) $$
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A diagonal matrix raised to the power of \(n\)$$ \forall \Bigl[ D = diag(\lambda_1, \lambda_2, \ ..., \lambda_n) \Bigr] \in \hspace{0.03em} \mathcal{M}_{n}(\mathbb{K}), $$$$ D^m = diag \left(\lambda_1^m, \lambda_2^m, \ ..., \lambda_n^m \right) $$
Both expressions \((9)\) and \((10)\) have the same behaviour:
So, the order of transposition or inversion has no importance,
Let \(J_n\) bet the matrix of ones of size \(n\).
Proofs
Matrix product
Associativity
Let be \(A \in \hspace{0.03em} \mathcal{M}_{n,p} (\mathbb{K})\), \(B \in \hspace{0.03em} \mathcal{M}_{p,q} (\mathbb{K})\) et \(C \in \hspace{0.03em} \mathcal{M}_{q,r} (\mathbb{K})\) three matrices.
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Computation of \((A \times B) \times C\)
By definition, we do have:
$$ \forall (i, j) \in [\![1, n]\!] \times [\![1, r]\!],$$$$\Bigl( (A \times B) \times C \Bigr)_{i,j} = \ \sum_{k = 1}^q (ab)_{i,k} \times c_{k,j} $$But, the factor \((ab)_{i,k}\) is worth:
$$ \forall (i, k) \in [\![1, n]\!] \times [\![1, q]\!],$$$$ (ab)_{i,k} = \sum_{l = 1}^p a_{i,l} \times b_{l,k} $$So, we replace it in the main expression and:
$$\Bigl( (A \times B) \times C \Bigr)_{i,j} = \ \sum_{k = 1}^q \left[ \sum_{l = 1}^p a_{i,l} \times b_{l,k} \right] \times c_{k,j} $$Since the factor \(c_{k,j}\) is independent from \(l\), it can be considered as a constant, and integrated inside the inner sum.
$$\Bigl( (A \times B) \times C \Bigr)_{i,j} = \ \sum_{k = 1}^q \sum_{l = 1}^p \Bigl[ a_{i,l} \times b_{l,k} \times c_{k,j} \Bigr] \qquad (1) $$ -
Computation of \( A \times (B \times C)\)
Let us now calculate the product \(A \times (B \times C)\).
$$ \forall (i, j) \in [\![1, n]\!] \times [\![1, r]\!],$$$$\Bigl( A \times (B \times C) \Bigr)_{i,j} = \ \sum_{k = 1}^p a_{i,k} \times (bc)_{k,j} $$In the same way, we replace \((bc)_{k,j}\) by its expression and:
$$\Bigl( A \times (B \times C) \Bigr)_{i,j} = \ \sum_{k = 1}^p a_{i,k} \times \left[ \sum_{l = 1}^q b_{k,l} \times c_{l,j} \right] $$$$\Bigl( A \times (B \times C) \Bigr)_{i,j} = \ \sum_{k = 1}^p \sum_{l = 1}^q \Bigl[ a_{i,k} \times b_{k,l} \times c_{l,j} \Bigr] \qquad (2) $$In both expression \((1)\) and \((2)\), the variables \(k\) and \(l\) are free variables:
$$\Bigl( (A \times B) \times C \Bigr)_{i,j} = \ \sum_{k = 1}^q \sum_{l = 1}^p \Bigl[ a_{i,l} \times b_{l,k} \times c_{k,j} \Bigr] \qquad (1) $$$$\Bigl( A \times (B \times C) \Bigr)_{i,j} = \ \sum_{k = 1}^p \sum_{l = 1}^q \Bigl[ a_{i,k} \times b_{k,l} \times c_{l,j} \Bigr] \qquad (2) $$Therefore, they can be interverterd, and now \((1)\) and \((2)\) are equal and:
$$\Bigl( (A \times B) \times C \Bigr)_{i,j} = \Bigl( A \times (B \times C) \Bigr)_{i,j} = \ \sum_{k = 1}^p \sum_{l = 1}^q \Bigl[ a_{i,l} \times b_{l,k} \times c_{k,j} \Bigr] $$
And finally,
Distributivity
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Left distributivity
Let \(A \in \hspace{0.03em} \mathcal{M}_{n,p} (\mathbb{K})\) be a matrix and \((B, C) \in \hspace{0.03em} \mathcal{M}_{p,q} (\mathbb{K})^2\) two matrices.
With the definition of the product matrix , we do have:
$$ \forall (i, j) \in [\![1, n]\!] \times [\![1, q]\!],$$$$\Bigl( A \times (B + C) \Bigr)_{i,j} = \ \sum_{k = 1}^p \Bigl[ a_{i,k} \times (b + c)_{k,j}\Bigr] $$$$\Bigl( A \times (B + C) \Bigr)_{i,j} = \ \sum_{k = 1}^p \Bigl[ a_{i,k} \times (b_{k,j} + c_{k,j})\Bigr]$$$$\Bigl( A \times (B + C) \Bigr)_{i,j} = \ \sum_{k = 1}^p \Bigl[ a_{i,k} \times b_{k,j} + a_{i,k} \times c_{k,j} \Bigr]$$$$\Bigl( A \times (B + C) \Bigr)_{i,j} = \ \sum_{k = 1}^p \Bigl[ a_{i,k} \times b_{k,j}\Bigr] + \sum_{k = 1}^p \Bigl[a_{i,k} \times c_{k,j}\Bigr] $$And finally,
$$ \forall A \in \hspace{0.03em} \mathcal{M}_{n,p} (\mathbb{K}) , \ \forall (B, C) \in \hspace{0.03em} \mathcal{M}_{p,q} (\mathbb{K})^2, $$$$ A \times (B + C) = A \times B + A \times C $$ -
Right distributivity
Let \((A, B) \in \hspace{0.03em} \mathcal{M}_{n,p} (\mathbb{K})^2 \) be two matrices and \( C \in \hspace{0.03em} \mathcal{M}_{p,q} (\mathbb{K})\) an other matrix.
As well as before:
$$ \forall (i, j) \in [\![1, n]\!] \times [\![1, q]\!],$$$$\Bigl( (A + B) \times C \Bigr)_{i,j} = \ \sum_{k = 1}^p \Bigl[(a + b)_{i,k} \times c_{k,j}\Bigr] $$$$\Bigl( (A + B) \times C \Bigr)_{i,j} = \ \sum_{k = 1}^p \Bigl[(a_{i,k} + b_{i,k}) \times c_{k,j}\Bigr] $$$$\Bigl( (A + B) \times C \Bigr)_{i,j} = \ \sum_{k = 1}^p \Bigl[a_{i,k} \times c_{k,j} + b_{i,k} \times c_{k,j}\Bigr] $$$$\Bigl( (A + B) \times C \Bigr)_{i,j} = \ \sum_{k = 1}^p \Bigl[a_{i,k} \times c_{k,j}\Bigr] + \sum_{k = 1}^p \Bigl[ b_{i,k} \times c_{k,j}\Bigr] $$And finally,
$$ \forall (A,B) \in \hspace{0.03em} \mathcal{M}_{n,p} (\mathbb{K})^2 , \ \forall C \in \hspace{0.03em} \mathcal{M}_{p,q} (\mathbb{K}), $$$$ (A + B) \times C = A \times C + B \times C $$
Bilinearity
Let \(A \in \hspace{0.03em} \mathcal{M}_{n,p} (\mathbb{K})\) and \(B \in \hspace{0.03em} \mathcal{M}_{p,q} (\mathbb{K})\) be two matrices and \(\lambda \in \mathbb{R}\) a reel number.
With the definition of the product matrix , we do have:
In the same way:
And as a result,
Multiplication by the identity
Let \(A \in \hspace{0.03em} \mathcal{M}_{n,p} (\mathbb{K})\) be a matrix.
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Computation of \(I_n \times A\)
With the definition of the product matrix , we do have:
$$ \forall (i, j) \in [\![1, n]\!] \times [\![1, p]\!],$$$$(I_n \times A)_{i,j} = \sum_{k = 1}^n (I_n)_{i,k} \times a_{k,j} $$But the factor \((I_n)_{i,k}\) is worth :
$$ (I_n)_{i,k} = \Biggl \{ \begin{gather*} 1, \text{ if } (i = k) \\ 0 \ \text{otherwise} \end{gather*} $$So,
$$(I_n \times A)_{i,j} = a_{i,j} = (A)_{i,j} $$It is the unchanged starting matrix.
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Computation of \(A \times I_p\)
Idem, on the other side:
$$ \forall (i, j) \in [\![1, n]\!] \times [\![1, p]\!],$$$$(A \times I_p)_{i,j} = \sum_{k = 1}^p a_{i,k} \times (I_p)_{k,j} $$In the same way and for all \((i,j)\), in this sum of products, when \((k = j)\) we obtain \(a_{i,j}\) \since all other terms are worth \(0\) and therefore:
$$(A \times I_p)_{i,j} = a_{i,j} = (A)_{i,j} $$
And as a result,
Diagonal product matrix
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Product of two diagonal matrix
Let \(\Bigl[ D_1 = diag(\lambda_1, \lambda_2, \ ..., \lambda_n), \ D_2 = diag(\mu_1, \mu_2, \ ..., \mu_n) \Bigr] \in \hspace{0.03em} \mathcal{M}_{n}(\mathbb{K})^2 \) be two diagonal matrix.
With the definition of the product matrix , we do have:
$$ \forall (i, j) \in [\![1, n]\!]^2,$$$$(D_1 \times D_2)_{i,j} = \sum_{k = 1}^n (d_1)_{i,k} \times (d_2)_{k,j} $$Retrieving the definition of a diagonal matrix , in each inner product of all these sums:
$$ \Biggl \{ \begin{gather*} \forall (i, k) \in [\![1, n]\!]^2, \ (i \neq k) \Longrightarrow (d_1)_{i,k} = 0 \\ \forall (k, j) \in [\![1, n]\!]^2, \ (k \neq j) \Longrightarrow (d_2)_{k,j} = 0 \end{gather*} $$So, for any \(k\), the product \( \Bigl[ (d_1)_{i,k} \times (d_2)_{k,j} \Bigr] \neq 0 \) only if:
$$ \Bigl[ (i = k) \land (k = j) \Bigr] \Longleftrightarrow (i = k = j) $$We then have:
$$ \forall (i, j) \in [\![1, n]\!]^2, \ (D_1 \times D_2)_{i,j} = \Biggl \{ \begin{gather*} (d_1)_{i,j} \times (d_2)_{i,j}, \text{ si } (i = j) \\ 0 \ \text{otherwise} \end{gather*} $$So,
$$ \forall (i, j) \in [\![1, n]\!]^2, \ (D_1 \times D_2)_{i,j} = \Biggl \{ \begin{gather*} (d_1)_{k,k} \times (d_2)_{k,k} = \lambda_k \ \mu_k, \text{ si } (i = j = k) \\ 0 \ \text{otherwise} \end{gather*} $$$$ (D_1 \times D_2) = \begin{pmatrix} \textcolor{rgb(118 139 240)}{\lambda_1 \ \mu_1} & 0 & 0 & \dots & 0 \\ 0 & \textcolor{rgb(118 139 240)}{\lambda_2 \ \mu_2} & 0 & \dots & 0 \\ 0 & 0 & \textcolor{rgb(118 139 240)}{\lambda_3 \ \mu_3} & \dots & 0 \\ \hspace{0.1em}\vdots & \hspace{0.1em} \vdots & \hspace{0.1em} \vdots & \textcolor{rgb(118 139 240)}{\ddots} & \hspace{0.1em} \vdots \\ 0 & 0 & 0 & \dots & \textcolor{rgb(118 139 240)}{\lambda_n \ \mu_n} \end{pmatrix} $$In the same way, if we perform the product on the other way round:
$$ \forall (i, j) \in [\![1, n]\!]^2,$$$$(D_2 \times D_1)_{i,j} = \sum_{k = 1}^n (d_2)_{i,k} \times (d_1)_{k,j} $$This same reasoning leads us to the same result, that is to say that:
$$ \forall (i, j) \in [\![1, n]\!]^2, \ (D_1 \times D_2)_{i,j} = \Biggl \{ \begin{gather*} (d_2)_{k,k} \times (d_1)_{k,k} = \mu_k \ \lambda_k, \text{ si } (i = j = k) \\ 0 \ \text{otherwise} \end{gather*} $$The product of numbers on the field \(\mathbb{K}\) having commutative law, both results of the products \((D_1 \times D_2)\) and \((D_2 \times D_1)\) are equal.
And finally,
$$ \forall \Bigl[ D_1 = diag(\lambda_1, \lambda_2, \ ..., \lambda_n), \ D_2 = diag(\mu_1, \mu_2, \ ..., \mu_n) \Bigr] \in \hspace{0.03em} \mathcal{M}_{n}(\mathbb{K})^2, $$$$ D_1 \times D_2 = D_2 \times D_1 = diag \left(\lambda_1 \mu_1, \lambda_2 \mu_2, \ ..., \lambda_n \mu_n \right) $$ -
A diagonal matrix raised to the power of \(n\)
Let \(\Bigl[ D = diag(\lambda_1, \lambda_2, \ ..., \lambda_n) \Bigr] \in \hspace{0.03em} \mathcal{M}_{n}(\mathbb{K}) \) be a diagonal matrix.
Following the same reasoning as above, by a direct recurrence we do obtain as a result that:
$$ \forall \Bigl[ D = diag(\lambda_1, \lambda_2, \ ..., \lambda_n) \Bigr] \in \hspace{0.03em} \mathcal{M}_{n}(\mathbb{K}), $$$$ D^m = diag \left(\lambda_1^m, \lambda_2^m, \ ..., \lambda_n^m \right) $$
Matrix comatrix, transposed and determinant
Link between matrix, comatrix, transposed and determinant
Let \(A \in \hspace{0.03em} \mathcal{M}_{n,p} (\mathbb{K})\) be a matrix.
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Computation of \( \bigl[A \times com(A)^T \bigr]\)
If we do perform the product \(A \times com(A)^T\), we obtain that:
$$ \forall (i, j) \in [\![1, n]\!]^2,$$$$ \left(A \times com(A)^T \right)_{i,j} = \sum_{k = 1}^n a_{i,k} \times C_{j,k} $$-
\( \alpha) \) if \( (i = j) \)
In the case of \( (i = j) \), alors :
$$ (i = j) \Longrightarrow \left[ \left(A \times com(A)^T \right)_{i,j} = \sum_{k = 1}^n a_{i,k} \times C_{i,k} \right] $$It is the definition of the determinant of \(A_{i,j}\) according to the line \(i\). thus:
$$ \forall (i, j) \in [\![1, n]\!]^2, \ (i = j), $$$$ \left(A \times com(A)^T \right)_{i,j} = det(A) $$The product matrix will be then worth \(det(A)\) all along the diagonal.
-
\( \beta) \) if \( (i \neq j) \)
In the case of \( (i \neq j) \), then by default:
$$ (i \neq j) \Longrightarrow \left[ \left(A \times com(A)^T \right)_{i,j} = \sum_{k = 1}^n a_{i,k} \times C_{j,k} \right] \qquad (3) $$Let us imagine a new matrix \(B\), which is a copy of \(A\), and such as the \(j\) line be replaced by the \(i\) line.
$$ \forall (i, j) \in [\![1, n]\!]^2,$$$$ A = \begin{pmatrix} a_{1,1} & a_{1,2} & a_{1,3} & \dots & a_{1, n} \\ a_{2,1} & a_{2,2} & a_{2,3} & \dots & a_{2,n} \\ \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \vdots & \hspace{0.5em} \vdots \\ \textcolor{rgb(93 183 129)}{a_{i,1}} & \textcolor{rgb(93 183 129)}{a_{i,2}} & \textcolor{rgb(93 183 129)}{a_{i,3}} & \textcolor{rgb(93 183 129)}{\dots} & \textcolor{rgb(93 183 129)}{a_{i, n}} \\ \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \vdots & \vdots \\ \textcolor{rgb(232 124 124)}{a_{j,1}} & \textcolor{rgb(232 124 124)}{a_{j,2}} & \textcolor{rgb(232 124 124)}{a_{j,3}} & \textcolor{rgb(232 124 124)}{\vdots} & \textcolor{rgb(232 124 124)}{a_{j, n}} \\ \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \ddots & \vdots \\ a_{n,1} & a_{n,2} & a_{n,3} & \dots & a_{n, n} \end{pmatrix} $$$$ B = \begin{pmatrix} a_{1,1} & a_{1,2} & a_{1,3} & \dots & a_{1, n} \\ a_{2,1} & a_{2,2} & a_{2,3} & \dots & a_{2,n} \\ \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \vdots & \hspace{0.5em} \vdots \\ \textcolor{rgb(93 183 129)}{a_{i,1}} & \textcolor{rgb(93 183 129)}{a_{i,2}} & \textcolor{rgb(93 183 129)}{a_{i,3}} & \textcolor{rgb(93 183 129)}{\dots} & \textcolor{rgb(93 183 129)}{a_{i, n}} \\ \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \vdots & \vdots \\ \textcolor{rgb(93 183 129)}{a_{i,1}} & \textcolor{rgb(93 183 129)}{a_{i,2}} & \textcolor{rgb(93 183 129)}{a_{i,3}} & \textcolor{rgb(93 183 129)}{\dots} & \textcolor{rgb(93 183 129)}{a_{i, n}} \\ \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \hspace{0.5em} \vdots & \ddots & \vdots \\ a_{n,1} & a_{n,2} & a_{n,3} & \dots & a_{n, n} \end{pmatrix} $$The aim is to compute the determinant of \(B\) on the line \(i\), where for all \(k\), all elements \(\textcolor{rgb(93 183 129)}{a_{i,k}}\) will replace the \(\textcolor{rgb(232 124 124)}{a_{j,k}}\) ones.
In this way, if we do compute \(det(B)\) on the line\(i\), we obtain that:
$$ det(B) = \sum_{k = 1}^n a_{i,k} \times C_{j,k} $$But, when we calculate any determinant of a matrix having two equal lines, this will worth zero.
Which is obviously our case, hence:
$$ det(B) = 0 \Longrightarrow \sum_{k = 1}^n a_{i,k} \times C_{j,k} = 0 \qquad (4) $$Then, giving an overview of both expressions \((3)\) and \((4)\):
$$ \forall (i, j) \in [\![1, n]\!]^2, \ (i \neq j), $$$$ \left(A \times com(A)^T \right)_{i,j} = \sum_{k = 1}^n a_{i,k} \times C_{j,k} \qquad (3) $$$$ \sum_{k = 1}^n a_{i,k} \times C_{j,k} = 0 \qquad (4) $$This means that:
$$ \forall (i, j) \in [\![1, n]\!]^2, \ (i \neq j), $$$$ \left(A \times com(A)^T \right)_{i,j} = 0 $$Our product matrix will be worth zero everywhere else.
$$ A \times com(A)^T = \begin{pmatrix} \textcolor{rgb(118 139 240)}{det(A)} & 0 & 0 & \dots & 0 \\ 0 & \textcolor{rgb(118 139 240)}{det(A)} & 0 & \dots & 0 \\ 0 & 0 & \textcolor{rgb(118 139 240)}{det(A)} & \dots & 0 \\ \hspace{0.1em}\vdots & \hspace{0.1em} \vdots & \hspace{0.1em} \vdots & \textcolor{rgb(118 139 240)}{\ddots} & \hspace{0.1em} \vdots \\ 0 & 0 & 0 & \dots & \textcolor{rgb(118 139 240)}{det(A)} \end{pmatrix} $$
And as a result:
$$ A \times com(A)^T = det(A) \times I_n $$ -
\( \alpha) \) if \( (i = j) \)
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Computation of \( \bigl[com(A)^T \times A\bigr]\)
If we now commute both factors in the previous product such as:
$$ \left(com(A)^T \times A \right)_{i,j} = \sum_{k = 1}^n C_{k,i} \times a_{k,j} $$Then, in the same way as before:
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\( \alpha) \) if \( (i = j) \)
In the case of \( (i = j) \), alors :
$$ (i = j) \Longrightarrow \left[ \left(com(A)^T \times A \right)_{i,j} = \sum_{k = 1}^n C_{k,i} \times a_{k,i} \right] $$This is now the definition of the determinant of \(A_{i,j}\), but according to the column \(i\). Thus:
$$ \forall (i, j) \in [\![1, n]\!]^2, \ (i = j), $$$$ \left(com(A)^T \times A \right)_{i,j} = det(A) $$As well as before, the product matrix will be worth \(det(A)\) all along the diagonal.
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\( \beta) \) if \( (i \neq j) \)
Again, in the cas of \( (i \neq j) \), then by default:
$$ (i \neq j) \Longrightarrow \left[ \left(com(A)^T \times A \right)_{i,j} = \sum_{k = 1}^n C_{k,i} \times a_{k,j} \right] \qquad (3^*) $$And in the same way as before, we will now replace the \(j\) column by the \(i\) column in our new matrix \(B'\), and ths compute \(det(B')\) on the \(k\) line:
$$ det(B') = 0 \Longrightarrow \sum_{k = 1}^n C_{k,i} \times a_{k,j} = 0 \qquad (4^*) $$But,
$$ \forall (i, j) \in [\![1, n]\!]^2, \ (i \neq j), $$$$ \left(com(A)^T \times A \right)_{i,j} = \sum_{k = 1}^n C_{k,i} \times a_{k,j} \qquad (3^*) $$$$ \sum_{k = 1}^n C_{k,i} \times a_{k,j} = 0 \qquad (4^*) $$This means that:
$$ \forall (i, j) \in [\![1, n]\!]^2, \ (i \neq j), $$$$ \left(com(A)^T \times A \right)_{i,j} = 0 $$
And as well as above, the product matrix will be worth zero everywhere else.
$$ com(A)^T \times A = \begin{pmatrix} \textcolor{rgb(118 139 240)}{det(A)} & 0 & 0 & \dots & 0 \\ 0 & \textcolor{rgb(118 139 240)}{det(A)} & 0 & \dots & 0 \\ 0 & 0 & \textcolor{rgb(118 139 240)}{det(A)} & \dots & 0 \\ \hspace{0.1em}\vdots & \hspace{0.1em} \vdots & \hspace{0.1em} \vdots & \textcolor{rgb(118 139 240)}{\ddots} & \hspace{0.1em} \vdots \\ 0 & 0 & 0 & \dots & \textcolor{rgb(118 139 240)}{det(A)} \end{pmatrix} $$And as a result:
$$ com(A)^T \times A = det(A) \times I_n $$ -
\( \alpha) \) if \( (i = j) \)
We finally proved that :
Matrix transposition
Linearity of transposition
Let \((A,B) \in \hspace{0.03em} \mathcal{M}_{n,p} (\mathbb{K})^2\) be two matrices of the same size and \((\lambda, \mu) \in \hspace{0.04em} \mathbb{R}^2\) two real numbers.
We saw with the multiplication of a matrix by a scalar all its elements were affected.
Moreover, the matrix sum (of the same size) is the addition of elements of both matrix having index \((i,j)\) together.
Now, with these two properties, we can build a linear combination such as:
Now taking its transposed matrix , in reverses all \(i\) and \(j\) index:
And as a result,
Transposed of a product
Let \(A \in \hspace{0.03em} \mathcal{M}_{n,p} (\mathbb{K})\) and \(B \in \hspace{0.03em} \mathcal{M}_{p,q} (\mathbb{K})\) be two matrices.
With the definition of the product matrix , we do have:
Now taking its transposed matrix , in reverses all \(i\) and \(j\) index:
But, the product of transposed is worth the same value:
So,
Inversion of matrix
Computation of the inverse
Starting from the following expression \((5)\) :
By taking only the right part of the expression, we do have this:
Then, by multiplying each side by \(A^{-1}\):
Finally, by dividing each memmber by \(det(A)\), we do obtain tahat:
And finally,
Inverse of the inverse
Let \(A \in \hspace{0.03em} \mathcal{M}_{n}(\mathbb{K})\) a squared matrix of size \(n\).
The relationship between an inversible matrix and its determinant is:
But we do also have this property:
Si, if \(A\) is inversible, then \(A^{-1}\) also is. We now have the following relation:
But also :
By multiplying each member of this expression by \(A\) from the left, we do obtain:
And finally,
Inverse of a transposed matrix
Let \(A \in \hspace{0.03em} \mathcal{M}_{n}(\mathbb{K})\) a squared matrix of size \(n\).
Matrix\(A\) is inversible if and only if \(det(A) \neq 0\). But both matrix \(A\) and \(A^T\) have the same determinant:
Then, if \(A\) is inversible, then \(A^T\) also is.
Furthermore, we saw that:
So, applied to our case:
Now, the transposed matrix of the matrix identity is invariant. Therefore:
By multiplying each member of this expression by \(\left(A^T \right)^{-1}\) from the right, we do obtain:
And as a result,
Inverse of a product
Let \((A,B) \in \hspace{0.03em} \mathcal{M}_{n}(\mathbb{K})\) be two squared matrices of the same size \(n\).
If both matrix \(A\) and \(B\) are inversible, then:
But, by the properties of the determinant, we know that:
Combining both expressions \((7)\) and \((8)\), we now have:
Therefore, the product \((A \times B)\) is also inversible and:
By multiplying each member of this expression by \((B^{-1} A^{-1})\) from the left, we do obtain:
Moreover, we saw above that:
So finally,
Both expressions \((9)\) and \((10)\) have the same behaviour:
So, the order of transposition or inversion have no importance.
We deduce of it that:
Traces of matrix
Linearity of the trace
Let \((A,B) \in \hspace{0.03em} \mathcal{M}_{n}(\mathbb{K})^2\) be two squared matrices of the same size \(n\) and \((\lambda, \mu) \in \hspace{0.04em} \mathbb{R}^2\) two real numbers.
By the definition of the trace and by linear combination , we do have this:
So, we directly obtain two sums:
And finally,
Trace of a product
Let \((A,B) \in \hspace{0.03em} \mathcal{M}_{n}(\mathbb{K})^2\) be two squared matrices of the same size \(n\).
By the definition of the trace , we do have:
Now, by the definition of the product matrix , we have it:
So, replacing it by its value in the previous expression:
Variables \(k\) and \(l\) are free variables, therefore they can be switched:
The product of scalar on the filed \(\mathbb{K}\) being commutative, we can transform it into:
But, this is the same thing as \(Tr(B \times A)\), is we look at the expression \((10)\) and switching \(A\) and \(B\) positions.
As a result we do obtain,
Powers of matrices
Powers of the matrix of ones
Let \(J_n\) bet the matrix of ones of size \(n\).
Starting from the operation \((J_n)^2\):
Therefore, the resulting matrix of the same size is \(n\) everywhere:
Likewise, if we now take the cube of \(J_n\), we do have now:
However, we saw just before that:
Thus,
Therefore, it can easily be shown by a direct recurrence that:
Newton's binomial and Geometrical identity
Let \((A,B) \in \hspace{0.03em} \mathcal{M}_{n}(\mathbb{K})^2\) be two matrices of the same size \(n\) that commutes .
We know that distributivity does apply on matrices. Thus:
Moreover, in our case of matrices \(A\) and \(B\) are commuting, so: \(\bigl(AB = BA \bigr)\).
Therefore, we do have:
So, we can prove by a recurrence that the Newton's binomial and the Geometrical identity do also apply in this specific case.
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