Section 3.5

Matrix Multiplication

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Problem 3.5.1

For A=[1−230−544−38]\mathbf{A} = \begin{bmatrix} 1 & -2 & 3 \\ 0 & -5 & 4 \\ 4 & -3 & 8 \end{bmatrix}, B=[120437]\mathbf{B} = \begin{bmatrix} 1 & 2 \\ 0 & 4 \\ 3 & 7 \end{bmatrix}, and C=[123]\mathbf{C} = \begin{bmatrix} 1 \\ 2 \\ 3 \end{bmatrix}, compute the following products when possible.

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(a)

AB\mathbf{A}\mathbf{B}.

(b)

BA\mathbf{B}\mathbf{A}.

(c)

CB\mathbf{C}\mathbf{B}.

(d)

CTB\mathbf{C}^{T}\mathbf{B}.

(e)

A2\mathbf{A}^{2}.

(f)

B2\mathbf{B}^{2}.

(g)

CTC\mathbf{C}^{T}\mathbf{C}.

(h)

CCT\mathbf{C}\mathbf{C}^{T}.

(i)

BBT\mathbf{B}\mathbf{B}^{T}.

(j)

BTB\mathbf{B}^{T}\mathbf{B}.

(k)

CTAC\mathbf{C}^{T}\mathbf{A}\mathbf{C}.

Problem 3.5.2

Consider the following system of equations:

2x1+x2+x3=3,4x1+2x3=10,2x1+2x2=−2. \begin{aligned} 2x_{1} + x_{2} + x_{3} & = 3, \\ 4x_{1} + 2x_{3} & = 10, \\ 2x_{1} + 2x_{2} & = -2. \end{aligned}
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(a)

Write the system as a matrix equation of the form Ax→=b→\mathbf{A}\overrightarrow {x} = \overrightarrow {b}.

(b)

Write the solution of the system as a column s→\overrightarrow {s} and verify by matrix multiplication that s→\overrightarrow {s} satisfies the equation Ax→=b→\mathbf{A}\overrightarrow {x} = \overrightarrow {b}.

(c)

Write b→\overrightarrow {b} as a linear combination of the columns in A\mathbf{A}.

Problem 3.5.3

Let E=[100010301]\mathbf{E} = \begin{bmatrix} 1 & 0 & 0 \\ 0 & 1 & 0 \\ 3 & 0 & 1 \end{bmatrix} and let A\mathbf{A} be an arbitrary 3×33 \times 3 matrix.

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(a)

Describe the rows of EA\mathbf{E}\mathbf{A} in terms of the rows of A\mathbf{A}.

(b)

Describe the columns of AE\mathbf{A}\mathbf{E} in terms of the columns of A\mathbf{A}.

Problem 3.5.4

Let e→j\overrightarrow {e}_{j} denote the jthj^{\mathrm{th}} unit column that contains a 11 in the jthj^{\mathrm{th}} position and zeros everywhere else. For a general matrix An×n\mathbf{A}_{n \times n}, describe the following products.

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(a)

Ae→j\mathbf{A}\overrightarrow {e}_{j}.

(b)

e→iTA\overrightarrow {e}_{i}^{T}\mathbf{A}.

(c)

e→iTAe→j\overrightarrow {e}_{i}^{T}\mathbf{A}\overrightarrow {e}_{j}.

Problem 3.5.5

Suppose that A\mathbf{A} and B\mathbf{B} are m×nm \times n matrices. If Ax→=Bx→\mathbf{A}\overrightarrow {x} = \mathbf{B}\overrightarrow {x} holds for all n×1n \times 1 columns x→\overrightarrow {x}, prove that A=B\mathbf{A} = \mathbf{B}.

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Problem 3.5.6

For A=[1/2α01/2]\mathbf{A} = \begin{bmatrix} 1/2 & \alpha \\ 0 & 1/2 \end{bmatrix}, determine lim⁡n→∞An\lim_{n \to \infty } \mathbf{A}^{n}.

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Problem 3.5.7

If Cm×1\mathbf{C}_{m \times 1} and R1×n\mathbf{R}_{1 \times n} are matrices consisting of a single column and a single row, respectively, then the matrix product Pm×n=CR\mathbf{P}_{m \times n} = \mathbf{C}\mathbf{R} is sometimes called the outer product of C\mathbf{C} with R\mathbf{R}. For conformable matrices A\mathbf{A} and B\mathbf{B}, explain how to write the product AB\mathbf{A}\mathbf{B} as a sum of outer products involving the columns of A\mathbf{A} and the rows of B\mathbf{B}.

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Problem 3.5.8

A square matrix U=[uij]\mathbf{U} = [u_{ij}] is said to be upper triangular whenever uij=0u_{ij} = 0 for i>ji > j -- i.e., all entries below the main diagonal are 00.

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(a)

If A\mathbf{A} and B\mathbf{B} are two n×nn \times n upper-triangular matrices, explain why the product AB\mathbf{A}\mathbf{B} must also be upper triangular.

(b)

If An×n\mathbf{A}_{n \times n} and Bn×n\mathbf{B}_{n \times n} are upper triangular, what are the diagonal entries of AB\mathbf{A}\mathbf{B}?

(c)

L\mathbf{L} is lower triangular when ℓij=0\ell_{ij} = 0 for i<ji < j. Is it true that the product of two n×nn \times n lower-triangular matrices is again lower triangular?

Problem 3.5.9

If A=[aij(t)]\mathbf{A} = [a_{ij}(t)] is a matrix whose entries are functions of a variable tt, the derivative of A\mathbf{A} with respect to tt is defined to be the matrix of derivatives. That is,

dAdt=[daijdt]. \frac{d\mathbf{A}}{dt} = \left[\frac{da_{ij}}{dt}\right].

Derive the product rule for differentiation

d(AB)dt=dAdtB+AdBdt. \frac{d(\mathbf{A}\mathbf{B})}{dt} = \frac{d\mathbf{A}}{dt}\mathbf{B} + \mathbf{A}\frac{d\mathbf{B}}{dt}.
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Problem 3.5.10

Recall Example 3.5.2's construction: for a network of nn nodes (e.g. cities served by an airline), the connectivity matrix Cn×n=[cij]\mathbf{C}_{n \times n} = [c_{ij}] is defined by cij=1c_{ij} = 1 if there is a direct path (flight) from node ii to node jj, and cij=0c_{ij} = 0 otherwise. Let Cn×n\mathbf{C}_{n \times n} be the connectivity matrix associated with such a network of nn nodes, and let e→\overrightarrow {e} be the n×1n \times 1 column of all 11's. In terms of the network, describe the entries in each of the following products.

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(a)

Interpret the product Ce→\mathbf{C}\overrightarrow {e}.

(b)

Interpret the product e→TC\overrightarrow {e}^{T}\mathbf{C}.

Problem 3.5.11

Consider three tanks each containing VV gallons of brine. The tanks are connected in a line, and all spigots are opened at once. As fresh water at the rate of rr gal/sec is pumped into the top of the first tank, rr gal/sec leaves from the bottom and flows into the next tank, and so on down the line -- there are rr gal/sec entering at the top and leaving through the bottom of each tank.

Figure 3.5.2Figure 3.5.2

Let xi(t)x_{i}(t) denote the number of pounds of salt in tank ii at time tt, and let

x→=(x1(t)x2(t)x3(t))anddx→dt=(dx1/dtdx2/dtdx3/dt). \overrightarrow {x} = \begin{pmatrix} x_{1}(t) \\ x_{2}(t) \\ x_{3}(t) \end{pmatrix} \qquad \text{and} \qquad \frac{d\overrightarrow {x}}{dt} = \begin{pmatrix} dx_{1}/dt \\ dx_{2}/dt \\ dx_{3}/dt \end{pmatrix}.

Assuming that complete mixing occurs in each tank on a continuous basis, show that

dx→dt=Ax→,whereA=rV[−1001−1001−1]. \frac{d\overrightarrow {x}}{dt} = \mathbf{A}\overrightarrow {x}, \qquad \text{where} \qquad \mathbf{A} = \frac{r}{V}\begin{bmatrix} -1 & 0 & 0 \\ 1 & -1 & 0 \\ 0 & 1 & -1 \end{bmatrix}.
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Remark.
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Use the fact that dxidt=rate of change=lbssec coming in−lbssec going out\dfrac {dx_{i}}{dt} = \text{rate of change} = \dfrac {\text{lbs}}{\text{sec}} \text{ coming in} - \dfrac {\text{lbs}}{\text{sec}} \text{ going out}.