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Add actual content to the skeleton of the `vectors-matrix-ops/vectors-matrix-operations` section. Signed-off-by: Eggert Karl Hafsteinsson <[email protected]> Signed-off-by: Teodor Dutu <[email protected]> Signed-off-by: Razvan Deaconescu <[email protected]>
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chapters/vectors-matrix-ops/vectors-matrix-operations/reading/README.md
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chapters/vectors-matrix-ops/vectors-matrix-operations/reading/read.md
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# Vectors and Matrix Operations | ||
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## Numbers, Vectors, Matrices | ||
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Recall that the set of real numbers is $\mathbb{R}$ and that a vector, $v \in \mathbb{R}^n$, is just an $n$-tuple of numbers. | ||
Similarly, an $n \times m$ matrix is just a table of numbers, with $n$ rows and $m$ columns and we can write | ||
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$$A_{mn} \in \mathbb{R}^{mn}$$ | ||
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Note that a vector is normally considered equivalent to a $n\times 1$ matrix i.e. we view these as column vectors. | ||
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### Examples | ||
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:::info Example | ||
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In R, a vector can be generated with: | ||
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```text | ||
> X <- 3:6 | ||
> X | ||
[1] 3 4 5 6 | ||
``` | ||
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A matrix can be generated in R as follows, | ||
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```text | ||
> matrix(X) | ||
[,1] | ||
[1,] 3 | ||
[2,] 4 | ||
[3,] 5 | ||
[4,] 6 | ||
``` | ||
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::: | ||
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:::note Note | ||
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We note that R distinguishes between vectors and matrices. | ||
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::: | ||
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## Elementary Operations | ||
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We can define multiplication of a real number $k$ and a vector $v=(v_1,\ldots,v_n)$ by $k\cdot v=(kv_1,\ldots,kv_n)$. | ||
The sum of two vectors in $\mathbb{R}^n$, $v=(v_1,\ldots,v_n)$ and $u=(u_1,\ldots,u_n)$ is defined as the vector $v+u=(v_1+u_1,\ldots,v_n+u_n)$. | ||
We can define multiplication of a number and a matrix and the sum of two matrices (of the same sizes) similarly. | ||
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### Examples | ||
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:::info Example | ||
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```text | ||
> A <- matrix(c(1,2,3,4), nr=2, nc=2) | ||
> A | ||
[,1] [,2] | ||
[1,] 1 3 | ||
[2,] 2 4 | ||
> B <- matrix(c(1,0,2,1), nr=2, nc=2) | ||
> B | ||
[,1] [,2] | ||
[1,] 1 2 | ||
[2,] 0 1 | ||
> A+B | ||
[,1] [,2] | ||
[1,] 2 5 | ||
[2,] 2 5 | ||
``` | ||
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::: | ||
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## The Tranpose of a Matrix | ||
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In R, matrices may be constructed using the `matrix` function and the transpose of $A$, $A^\prime$, may be obtained in R by using the `t` function: | ||
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```text | ||
> A <- matrix(1:6, nrow=3) | ||
> t(A) | ||
[,1] [,2] [,3] | ||
[1,] 1 2 3 | ||
[2,] 4 5 6 | ||
``` | ||
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### Details | ||
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If $A$ is an $n \times m$ matrix with element $a_{ij}$ in row $i$ and column $j$, then $A^\prime$ or $A^T$ is the $m\times n$ matrix with element $a_{ij}$ in row $j$ and column $i$. | ||
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### Examples | ||
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:::info Example | ||
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Consider a vector in R | ||
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```text | ||
> x <- 1:4 | ||
> x | ||
[1] 1 2 3 4 | ||
> t(x) | ||
[,1] [,2] [,3] [,4] | ||
[1,] 1 2 3 4 | ||
> matrix(x) | ||
[,1] | ||
[1,] 1 | ||
[2,] 2 | ||
[3,] 3 | ||
[4,] 4 | ||
> t(matrix(x)) | ||
[,1] [,2] [,3] [,4] | ||
``` | ||
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::: | ||
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:::note Note | ||
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The first solution gives a $1 \times n$ matrix and the second solution gives a $n \times 1$ matrix. | ||
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::: | ||
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## Matrix Multiplication | ||
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Matrices $A$ and $B$ can be multiplied together if $A$ is an $n \times p$ matrix and $B$ is an $p\times m$ matrix. | ||
The general element $c_{ij}$ of $n\times m$, $C=AB$, is found by pairing the $i^{th}$ row of $C$ with the $j^{th}$ column of $B$, and computing the sum of products of the paired terms. | ||
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![Fig. 39](../media/25_4_Matrix_multiplication.png) | ||
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### Details | ||
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Matrices $A$ and $B$ can be multiplied together if $A$ is a $n\times p$ matrix and $B$ is a $p\times m$ matrix. | ||
Given the general element $c_{ij}$ of $n \times m$ matrix, $C=AB$ is found by pairing the $i^{th}$ row of $C$ with the $j^{th}$ column of $B$, and computing the sum of products of the paired terms. | ||
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### Examples | ||
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:::info Example: Matrices in R | ||
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```text | ||
> A <- matrix(c(1,3,5,2,4,6),3,2) | ||
> A | ||
[,1] [,2] | ||
[1,] 1 2 | ||
[2,] 3 4 | ||
[3,] 5 6 | ||
> B <- matrix(c(1,1,2,3),2,2) | ||
> B | ||
[,1] [,2] | ||
[1,] 1 2 | ||
[2,] 1 3 | ||
> A%*%B | ||
[,1] [,2] | ||
[1,] 3 8 | ||
[2,] 7 18 | ||
[3,] 11 28 | ||
``` | ||
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::: | ||
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## More on Matrix Multiplication | ||
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Let $A$, $B$, and $C$ be $m\times n$, $n\times l$, and $l\times p$ matrices, respectively. | ||
Then we have | ||
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$$(AB)C=A(BC)$$ | ||
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In general, matrix multiplication is not commutative, that is $AB\neq BA$. | ||
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We also have | ||
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$$(AB)'=B'A'$$ | ||
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In particular, $(Av)'(Av)=v'A'Av$, when $v$ is a $n\times1$ column vector | ||
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More obvious are the rules | ||
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1. $A+(B+C)=(A+B)+C$ | ||
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1. $k(A+B)=kA+kB$ | ||
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1. $A(B+C)=AB+AC$ | ||
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where $k\in\mathbb{R}$ and when the dimensions of the matrices fit. | ||
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## Linear Equations | ||
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### Details | ||
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General linear equations can be written in the form $Ax=b$. | ||
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### Examples | ||
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:::info Example | ||
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The set of equations | ||
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$$2x+3y=4$$ | ||
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$$3x+y=2$$ | ||
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can be written in matrix formulation as | ||
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$$ | ||
\begin{bmatrix} | ||
2 & 3 \\ | ||
3 & 1 | ||
\end{bmatrix} | ||
\begin{bmatrix} | ||
x \\ | ||
y | ||
\end{bmatrix} = | ||
\begin{bmatrix} | ||
4 \\ | ||
2 | ||
\end{bmatrix} | ||
$$ | ||
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i.e. $A\underline{x} = \underline{b}$ for an appropriate choice of $A, \underline{x}$ and $\underline{b}$. | ||
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::: | ||
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## The Unit Matrix | ||
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The $n\times n$ matrix | ||
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$$ | ||
I = | ||
\left[ | ||
\begin{array}{cccc} | ||
1 & 0 & \ldots & 0 \\ | ||
0 & 1 & 0 & \vdots \\ | ||
\vdots & 0 & \dots & 0 \\ | ||
0 & \ldots & 0 & 1 | ||
\end{array} | ||
\right] | ||
$$ | ||
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is the identity matrix. | ||
This is because if a matrix $A$ is $n\times n$ | ||
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then $A I = A$ and $I A = A$ | ||
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## The Inverse of a Matrix | ||
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If $A$ is an $n \times n$ matrix and $B$ is a matrix such that | ||
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$$BA = AB = I$$ | ||
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then $B$ is said to be the inverse of $A$, written | ||
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$$B = A ^{-1}$$ | ||
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Note that if $A$ is an $n \times n$ matrix for which an inverse exists, then the equation $Ax = b$ can be solved and the solution is $x = A^{-1} b$. | ||
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### Examples | ||
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:::info Example | ||
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If matrix $A$ is: | ||
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$$ | ||
\begin{bmatrix} | ||
2 & 3 \\ | ||
3 & 1 | ||
\end{bmatrix} | ||
$$ | ||
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then $A ^{-1}$ is: | ||
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$$ | ||
\begin{bmatrix} | ||
\displaystyle\frac{-1}{7} & \displaystyle\frac{3}{7} \\ | ||
\displaystyle\frac{3}{7} & \displaystyle\frac{-2}{7} | ||
\end{bmatrix} | ||
$$ | ||
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::: |