Chapter 2

Submatrices and Partitioned Matrices

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Problem 2.1

Let A∗A_* represent an r×sr \times s submatrix of an m×nm \times n matrix AA obtained by striking out the i1,…,im−ri_1, \ldots , i_{m-r}th rows and j1,…,jn−sj_1, \ldots , j_{n-s}th columns (of AA), and let B∗B_* represent the s×rs \times r submatrix of A′A' obtained by striking out the j1,…,jn−sj_1, \ldots , j_{n-s}th rows and i1,…,im−ri_1, \ldots , i_{m-r}th columns (of A′A'). Verify that

B∗=A∗′. B_* = A_*'.
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Problem 2.2

Verify

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(a)

that a principal submatrix of a symmetric matrix is symmetric,

(b)

that a principal submatrix of a diagonal matrix is diagonal, and

(c)

that a principal submatrix of an upper triangular matrix is upper triangular.

Problem 2.3

Let

A=(A11A12⋯A1r0A22⋯A2r⋮⋱⋮00⋯Arr) A = \left(\begin{smallmatrix} A_{11} & A_{12} & \cdots & A_{1r} \\ 0 & A_{22} & \cdots & A_{2r} \\ \vdots & & \ddots & \vdots \\ 0 & 0 & \cdots & A_{rr} \end{smallmatrix}\right)

represent an n×nn \times n upper block-triangular matrix whose ijijth block AijA_{ij} is of dimensions ni×njn_i \times n_j (j≥i=1,…,rj \geq i = 1, \ldots , r). Show that AA is upper triangular if and only if each of its diagonal blocks A11,A22,…,ArrA_{11}, A_{22}, \ldots , A_{rr} is upper triangular.

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Problem 2.4

Let

A=(A11A12⋯A1cA21A22⋯A2c⋮⋮⋮Ar1Ar2⋯Arc) A = \left(\begin{smallmatrix} A_{11} & A_{12} & \cdots & A_{1c} \\ A_{21} & A_{22} & \cdots & A_{2c} \\ \vdots & \vdots & & \vdots \\ A_{r1} & A_{r2} & \cdots & A_{rc} \end{smallmatrix}\right)

represent a partitioned m×nm \times n matrix whose ijijth block AijA_{ij} is of dimensions mi×njm_i \times n_j. Verify that

A′=(A11′A21′⋯Ar1′A12′A22′⋯Ar2′⋮⋮⋮A1c′A2c′⋯Arc′); A' = \left(\begin{smallmatrix} A_{11}' & A_{21}' & \cdots & A_{r1}' \\ A_{12}' & A_{22}' & \cdots & A_{r2}' \\ \vdots & \vdots & & \vdots \\ A_{1c}' & A_{2c}' & \cdots & A_{rc}' \end{smallmatrix}\right);

in other words, verify that A′A' can be expressed as a partitioned matrix, comprising cc rows and rr columns of blocks, the ijijth of which is the transpose Aji′A_{ji}' of the jijith block AjiA_{ji} of AA. And, letting

B=(B11B12⋯B1vB21B22⋯B2v⋮⋮⋮Bu1Bu2⋯Buv), B = \left(\begin{smallmatrix} B_{11} & B_{12} & \cdots & B_{1v} \\ B_{21} & B_{22} & \cdots & B_{2v} \\ \vdots & \vdots & & \vdots \\ B_{u1} & B_{u2} & \cdots & B_{uv} \end{smallmatrix}\right),

represent a partitioned p×qp \times q matrix whose ijijth block BijB_{ij} is of dimensions pi×qjp_i \times q_j, verify also that if c=uc = u and nk=pkn_k = p_k (k=1,…,ck = 1, \ldots , c) [in which case all of the products AikBkjA_{ik}B_{kj} (i=1,…,ri = 1, \ldots , r; j=1,…,vj = 1, \ldots , v; k=1,…,ck = 1, \ldots , c), as well as the product ABAB, exist], then

AB=(F11F12⋯F1vF21F22⋯F2v⋮⋮⋮Fr1Fr2⋯Frv), AB = \left(\begin{smallmatrix} F_{11} & F_{12} & \cdots & F_{1v} \\ F_{21} & F_{22} & \cdots & F_{2v} \\ \vdots & \vdots & & \vdots \\ F_{r1} & F_{r2} & \cdots & F_{rv} \end{smallmatrix}\right),

where Fij=∑k=1cAikBkj=Ai1B1j+Ai2B2j+⋯+AicBcjF_{ij} = \sum_{k=1}^{c} A_{ik}B_{kj} = A_{i1}B_{1j} + A_{i2}B_{2j} + \cdots + A_{ic}B_{cj}.

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