Matrix Reference Manual
This manual contains reference information about linear
algebra and the properties of matrices. The manual is divided
into the following sections:
- Properties : Properties and numbers associated
with a matrix such as determinant, rank, inverse,
- Eigenvalues : Theorems and matrix properties relating
to eigenvalues and eigenvectors.
- Special : Properties of matrices that have a
special form or structure such as diagonal, traingular, toeplitz,
- Relations : Relations between matrices such
as equivalence, congruence,
- Decompositions : Decomposing matrices as sums
or products of simpler forms.
- Identities : Useful equations relating matrices.
- Equations : Solutions of matrix equations
- Differentiation : Differentiating expressions
involving matrices whose elements are functions of an independent variable.
- Stochastic : Statistical properties of vectors
and matrices whose elements are random numbers.
- Signals : Properties of observation vectors and
covariance matrices from stochastic and deterministic signals.
- Examples: 2#2 : Examples of 2#2 matrixes with
graphical illustration of their properties.
- Formal Algebra : Formal definitions of algebraic
constructs such as groups, fields, vector spaces,
- Main Index
The Matrix Reference Manual is written by Mike Brookes,
Imperial College, London, UK. Please send any comments or
suggestions to email@example.com
Format of Manual Entries
The general format of each entry is as follows:
- Definition of the term
- Outline of why it is important
- Geometric Interpretation
The geometric interpretation of a matrix property or
theorem is generally described for 2 or 3 dimensions.
Words prefixed by + should be altered appropriately for
other dimensions. Thus the word +area should be
replaced by volume for 3-D spaces and by hyper-volume
for larger spaces.
- List of properties and theorems:
- Theorems apply to real matrices or complex
matrices of arbitrary shape unless explicitly
- Matrix dimensions are assumed to allow the sums
and products in a theorem.
- If a theorem explicitly involves inv(A) or
division by A, then A is assumed to
- If all matrices in a theorem are of a
particular form, the theorem is prefaced thus: [Real] or [Complex n#n].
- If some matrices are of a particular
for, the theorem is prefaced thus: [A,B:n#n, A:symmetric].
- denotes a hypertext link
to a proof.
- denotes a hypertext link
to an example.
- Links to related topics
The notation is based on the MATLAB software package;
differences are notes below. All vectors are column vectors
unless explicitly written as transposed.
- Matrices are represented as bold upper case (A),
column vectors as bold lower case (a) and real or
complex scalars as italic lower case (a).
- The dimensions of a matrix with 2 rows and 3 columns are
specified as 2#3.
- A matrix can be specified explicitly by listing its
elements and using a semicolon to separate each row. Thus
[1 2 3; 4 5 6] is a matrix with 2 rows and 3 columns.
This notation can be used to compose large matrices from
smaller ones: [A B;C D]. Each row must have
the same total number of columns and each matrix within a
row must have the same number of rows.
- The dimensions of the following special matrices are
normally deduced from context but are occasionally
specified explicitly (e.g. 0:n#1):
- The matrix or vector 0 consists entirely
- The matrix or vector 1 consists entirely
- The matrix I denotes the square identity
matrix with 1's down the main diagonal and 0's
- The matrix J denotes the square
exchange matrix with 1's along the main
anti-diagonal and 0's elsewhere.
- +, -, and * denote matrix addition, subtraction and
multiplication. The * for multiplication may be omitted.
- AT denotes the transpose of A.
- AH denotes the conjugate
transpose of A. If A is real then AH
- A-1, A# and A+
denote respectively the inverse, generalized inverse and
pseudoinverse of A.
- .* and ./ denote element-by-element multiplication and
- m:n denotes a column vector of length |1+n-m|
whose elements go from m to n in steps of
+1 or -1 according to whether m<n or m>n.
[Different from MATLAB]
- |A| and ||A||F denote the
determinant and Frobenius norm of A.
- ||a|| denotes the euclidean norm of a
- |a| denotes the absolute value of a
- a(i,j) denotes the element of matrix A in
row i of column j. Row and column indices
begin at 1.
- a(:,j) denotes the j'th column of
- a(:) denotes the large column vector formed by
concatenating all the columns of A. If A is
m#n, then a(:) = [a(1,1) a(2,1)
a(m,1) a(1,2) a(2,2)
- A(X,Y) defines a matrix of the same
size as X and Y (which must be the same
size). Subscripts are taken from corresponding positions
in X and Y.[Different from MATLAB]
- If either X or Y is given as a row
or column vector, then that vector is replicated
until X and Y are the same size.
- As an example, A((1:3)T,1:3)
is a 3*3 sub-matrix extracted from the top left
corner of A.
Several of the functions listed below have different meanings
according to whether their argument is a scalar, vector or
matrix. The form of the result is indicated by the function's
- ABS(A) and abs(a) involves taking the
absolute value of each matrix or vector element.
- CHOOSE(n,r) is a matrix with n!/(r!
(n-r)!) rows, each a different choice of r
numbers out of the numbers 1:n. Each row is listed
in ascending order.
- CONJ(A) is the complex conjugate of A.
is the convolution of a and b,
i.e. a vector whose i'th element is the sum of a(j)b(i-j+1)
wher j goes from 1 to i.
- det(A) or |A| is the determinant of A.
- diag(A) is the vector consisting of the
diagonal elements of A.
- DIAG(a) is the diagonal matrix whose
diagonal elements are the elements of a.
- DIAG(A,B,C) denotes the matrix [A 0 0; 0 B 0; 0
- HANKEL(a) is the
upper-left triangular matrix with constant anti-diagonals
whose first column is a. HANKEL(a)
= J TOEPLITZ(Ja).
- INV(A) or A-1 is the
inverse of A.
- KRON(A,B) is the Kronecker product of A and
B. If A is m#n and B
is p#q then KRON(A,B) is mp#nq
and equals the block matrix [a(1,1)B ... a(1,n)B
; ... ; a(m,1)B ... a(m,n)B].
- PERM(n) is a matrix with n! rows,
each a different permutation of the numbers 1:n.
- pet(A) is the permanent of A.
- prod(a) is the product of the elements of a.
- prod() is the vector formed by multiplying
together the elements of each row of A. [Different
- rows(A) is the number of rows in the matrix A.
- tr(A) is the trace of A.
- rank(A) is the dimension of the subspace spaned by
the columns of A.
- sgn(a) equals +1 or -1 according to the sign of a.
- sgn(a) equals +1 or -1 according to the signature
of the permutation needed to sort the elements of a
into ascending order.
- sgn(A) is a vector giving the permutation
signatures of each row of A. Each entry equals +1
- sum(a) is the sum of the elements of a.
- sum(A) is the vector formed by summing the rows
of A. [Different from MATLAB].
- sum(A) is the scalar formed by summing all the
elements of A. [Different from MATLAB].
- TOEPLITZ(a) is the
lower triangular matrix with constant diagonals whose
first column is a. TOEPLITZ(a)
= J HANKEL(Ja).
No originality is claimed for any of the material in this
reference manual. The following books have in particular been
- A Survey of Matrix Theory and Matrix Inequalities
by M Marcus & H Minc, Prindle, Weber & Schmidt,
1964 / Dover, 1992
- Applied Linear Algebra by B. Noble and J.W.Daniel,
- Finite Dimensional Vector Spaces by P.R.Halmos, D
Van Nostrand, 1958
- Generalized Inverses by A.Ben-Israel and
- Matrix Computations by G.H.Golub & C.F.Van
Loan, John Hopkins University Press, 1983 ISBN
- Matrix Methods in Stability Theory by S.Barnett
and C.Storey, Nelson, 1970