Matrix cookbook - Part 2

20 January 2008 5:52 by Tomasz Korzeniowski

Today’s entry is continuation of my last post where I have introduced some basic information about matrices. In the next few lines I would like to share with you more definitions related to matrices and describe basic operations on it.

Let me start with definitions.

  • Stochastic matrix is matrix whose sum of all row elements (or column elements) equal to 1.
  • Triangularl matrix is matrix in which all elements above or below the principal have 0 value.
  • Rank of matrix is equal to the number of linearly independent rows or columns it contains, whichever of these two numbers is smaller. It is worth to remember that rank of a square matrix is equal to the number of nonzero rows.
  • Determinant is function that associates a scalar to a square matrix.
  • Invertible matrix is matrix with a nonzero determinant.
  • Regular matrix is a square matrix that determinant is not 0.
  • Singular matrix is matrix that determinant is equal to 0.

Let me now show few basic operation on matrices. Let’s assume we have to matrices A and B.
Example matrices

  • Addition
    Matrix addition
  • Substraction
    Matrix substriction
  • Multiplication
    Matrix multiplication
  • Calculation of matrix determinant
    Calculation of matrix determinant

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Diving into code » Blog Archive » How to compute SVD and conquer the world before breakfast? | 9 Apr 08

[...] memory about matrices and matters related to them please have a look at Matrix cookbook Part 1 and 2. All you have to know is how to transpose matrix and multiply two [...]

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