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There are several methods to render matrices into a more easily accessible form. They are generally referred to as matrix decomposition or matrix factorization techniques. The interest of all these techniques is that they preserve certain properties of the matrices in question, such as determinant, rank or inverse, so that these quantities can be calculated after applying the transformation, or that certain matrix operations are algorithmically easier to carry out for some types of matrices. The LU decomposition factors matrices as a product of lower (L) and an upper triangular matrices (U).[40] Once this decomposition is calculated, linear systems can be solved more efficiently, by a simple technique called forward and back substitution. Likewise, inverses of triangular matrices are algorithmically easier to calculate. The Gaussian elimination is a similar algorithm; it transforms any matrix to row echelon form.[41] Both methods proceed by multiplying the matrix by suitable elementary matrices, which correspond to permuting rows or columns and adding multiples of one row to another row. Singular value decomposition expresses any matrix A as a product UDV∗, where U and V are unitary matrices and D is a diagonal matrix. An example of a matrix in Jordan normal form. The grey blocks are called Jordan blocks. The eigendecomposition or diagonalization expresses A as a product VDV−1, where D is a diagonal matrix and V is a suitable invertible matrix.[42] If A can be written in this form, it is called diagonalizable. More generally, and applicable to all matrices, the Jordan decomposition transforms a matrix into Jordan normal form, that is to say matrices whose only nonzero entries are the eigenvalues λ1 to λn of A, placed on the main diagonal and possibly entries equal to one directly above the main diagonal, as shown at the right.[43] Given the eigendecomposition, the nth power of A (i.e., n-fold iterated matrix multiplication) can be calculated via An = (VDV−1)n = VDV−1VDV−1...VDV−1 = VDnV−1 and the power of a diagonal matrix can be calculated by taking the corresponding powers of the diagonal entries, which is much easier than doing the exponentiation for A instead. This can be used to compute the matrix exponential eA, a need frequently arising in solving linear differential equations, matrix logarithms and square roots of matrices.[44] To avoid numerically ill-conditioned situations, further algorithms such as the Schur decomposition can be employed.[45] Abstract algebraic aspects and generalizations Matrices can be generalized in different ways. Abstract algebra uses matrices with entries in more general fields or even rings, while linear algebra codifies properties of matrices in the notion of linear maps. It is possible to consider matrices with infinitely many columns and rows. Another extension are tensors, which can be seen as higher-dimensional arrays of numbers, as opposed to vectors, which can often be realised as sequences of numbers, while matrices are rectangular or two-dimensional array of numbers.[46] Matrices, subject to certain requirements tend to form groups known as matrix groups. Matrices with more general entries This article focuses on matrices whose entries are real or complex numbers. However, matrices can be considered with much more general types of entries than real or complex numbers. As a first step of generalization, any field, i.e., a set where addition, subtraction, multiplication and division operations are defined and well-behaved, may be used instead of R or C, for example rational numbers or finite fields. For example, coding theory makes use of matrices over finite fields. Wherever eigenvalues are considered, as these are roots of a polynomial they may exist only in a larger field than that of the coefficients of the matrix; for instance they may be complex in case of a matrix with real entries. The possibility to reinterpret the entries of a matrix as elements of a larger field (e.g., to view a real matrix as a complex matrix whose entries happen to be all real) then allows considering each square matrix to possess a full set of eigenvalues. Alternatively one can consider only matrices with entries in an algebraically closed field, such as C, from the outset. More generally, abstract algebra makes great use of matrices with entries in a ring R.[47] Rings are a more general notion than fields in that a division operation need not exist. The very same addition and multiplication operations of matrices extend to this setting, too. The set M(n, R) of all square n-by-n matrices over R is a ring called matrix ring, isomorphic to the endomorphism ring of the left R-module Rn.[48] If the ring R is commutative, i.e., its multiplication is commutative, then M(n, R) is a unitary noncommutative (unless n = 1) associative algebra over R. The determinant of square matrices over a commutative ring R can still be defined using the Leibniz formula; such a matrix is invertible if and only if its determinant is invertible in R, generalising the situation over a field F, where every nonzero element is invertible.[49] Matrices over superrings are called supermatrices.[50] Matrices do not always have all their entries in the same ring – or even in any ring at all. One special but common case is block matrices, which may be considered as matrices whose entries themselves are matrices. The entries need not be quadratic matrices, and thus need not be members of any ordinary ring; but their sizes must fulfil certain compatibility conditions. Relationship to linear maps Linear maps Rn → Rm are equivalent to m-by-n matrices, as described above. More generally, any linear map f: V → W between finite-dimensional vector spaces can be described by a matrix A = (aij), after choosing bases v1, ..., vn of V, and w1, ..., wm of W (so n is the dimension of V and m is the dimension of W), which is such that f(\mathbf{v}_j) = \sum_{i=1}^m a_{i,j} \mathbf{w}_i\qquad\mbox{for }j=1,\ldots,n. In other words, column j of A expresses the image of vj in terms of the basis vectors wi of W; thus this relation uniquely determines the entries of the matrix A. Note that the matrix depends on the choice of the bases: different choices of bases give rise to different, but equivalent matrices.[51] Many of the above concrete notions can be reinterpreted in this light, for example, the transpose matrix AT describes the transpose of the linear map given by A, with respect to the dual bases.[52] These properties can be restated in a more natural way: the category of all matrices with entries in a field k with multiplication as composition is equivalent to the category of finite dimensional vector spaces and linear maps over this field. More generally, the set of m×n matrices can be used to represent the R-linear maps between the free modules Rm and Rn for an arbitrary ring R with unity. When n = m composition of these maps is possible, and this gives rise to the matrix ring of n×n matrices representing the endomorphism ring of Rn. Matrix groups Main article: Matrix group A group is a mathematical structure consisting of a set of objects together with a binary operation, i.e., an operation combining any two objects to a third, subject to certain requirements.[53] A group in which the objects are matrices and the group operation is matrix multiplication is called a matrix group.[nb 2][54] Since in a group every element has to be invertible, the most general matrix groups are the groups of all invertible matrices of a given size, called the general linear groups. Any property of matrices that is preserved under matrix products and inverses can be used to define further matrix groups. For example, matrices with a given size and with a determinant of 1 form a subgroup of (i.e., a smaller group contained in) their general linear group, called a special linear group.[55] Orthogonal matrices, determined by the condition MTM = I, form the orthogonal group.[56] Every orthogonal matrix has determinant 1 or −1. Orthogonal matrices with determinant 1 form a subgroup called special orthogonal group. Every finite group is isomorphic to a matrix group, as one can see by considering the regular representation of the symmetric group.[57] General groups can be studied using matrix groups, which are comparatively well-understood, by means of representation theory.[58] Infinite matrices It is also possible to consider matrices with infinitely many rows and/or columns[59] even if, being infinite objects, one cannot write down such matrices explicitly. All that matters is that for every element in the set indexing rows, and every element in the set indexing columns, there is a well-defined entry (these index sets need not even be subsets of the natural numbers). The basic operations of addition, subtraction, scalar multiplication and transposition can still be defined without problem; however matrix multiplication may involve infinite summations to define the resulting entries, and these are not defined in general. If R is any ring with unity, then the ring of endomorphisms of M=\bigoplus_{i\in I}R as a right R module is isomorphic to the ring of column finite matrices \mathbb{CFM}_I(R) whose entries are indexed by I\times I, and whose columns each contain only finitely many nonzero entries. The endomorphisms of M considered as a left R module result in an analogous object, the row finite matrices \mathbb{RFM}_I(R) whose rows each only have finitely many nonzero entries. If infinite matrices are used to describe linear maps, then only those matrices can be used all of whose columns have but a finite number of nonzero entries, for the following reason. For a matrix A to describe a linear map f: V→W, bases for both spaces must have been chosen; recall that by definition this means that every vector in the space can be written uniquely as a (finite) linear combination of basis vectors, so that written as a (column) vector v of coefficients, only finitely many entries vi are nonzero. Now the columns of A describe the images by f of individual basis vectors of V in the basis of W, which is only meaningful if these columns have only finitely many nonzero entries. There is no restriction on the rows of A however: in the product A·v there are only finitely many nonzero coefficients of v involved, so every one of its entries, even if it is given as an infinite sum of products, involves only finitely many nonzero terms and is therefore well defined. Moreover this amounts to forming a linear combination of the columns of A that effectively involves only finitely many of them, whence the result has only finitely many nonzero entries, because each of those columns do. One also sees that products of two matrices of the given type is well defined (provided as usual that the column-index and row-index sets match), is again of the same type, and corresponds to the composition of linear maps. If R is a normed ring, then the condition of row or column finiteness can be relaxed. With the norm in place, absolutely convergent series can be used instead of finite sums. For example, the matrices whose column sums are absolutely convergent sequences form a ring. Analogously of course, the matrices whose row sums are absolutely convergent series also form a ring. In that vein, infinite matrices can also be used to describe operators on Hilbert spaces, where convergence and continuity questions arise, which again results in certain constraints that have to be imposed. However, the explicit point of view of matrices tends to obfuscate the matter,[nb 3] and the abstract and more powerful tools of functional analysis can be used instead. Empty matrices An empty matrix is a matrix in which the number of rows or columns (or both) is zero.[60][61] Empty matrices help dealing with maps involving the zero vector space. For example, if A is a 3-by-0 matrix and B is a 0-by-3 matrix, then AB is the 3-by-3 zero matrix corresponding to the null map from a 3-dimensional space V to itself, while BA is a 0-by-0 matrix. There is no common notation for empty matrices, but most computer algebra systems allow creating and computing with them. The determinant of the 0-by-0 matrix is 1 as follows from regarding the empty product occurring in the Leibniz formula for the determinant as 1. This value is also consistent with the fact that the identity map from any finite dimensional space to itself has determinant 1, a fact that is often used as a part of the characterization of determinants. Applications There are numerous applications of matrices, both in mathematics and other sciences. Some of them merely take advantage of the compact representation of a set of numbers in a matrix. For example, in game theory and economics, the payoff matrix encodes the payoff for two players, depending on which out of a given (finite) set of alternatives the players choose.[62] Text mining and automated thesaurus compilation makes use of document-term matrices such as tf-idf to track frequencies of certain words in several documents.[63] Complex numbers can be represented by particular real 2-by-2 matrices via a + ib \leftrightarrow \begin{bmatrix} a & -b \\ b & a \end{bmatrix}, under which addition and multiplication of complex numbers and matrices correspond to each other. For example, 2-by-2 rotation matrices represent the multiplication with some complex number of absolute value 1, as above. A similar interpretation is possible for quaternions,[64] and also for Clifford algebras in general. Early encryption techniques such as the Hill cipher also used matrices. However, due to the linear nature of matrices, these codes are comparatively easy to break.[65] Computer graphics uses matrices both to represent objects and to calculate transformations of objects using affine rotation matrices to accomplish tasks such as projecting a three-dimensional object onto a two-dimensional screen, corresponding to a theoretical camera observation.[66] Matrices over a polynomial ring are important in the study of control theory. Chemistry makes use of matrices in various ways, particularly since the use of quantum theory to discuss molecular bonding and spectroscopy. Examples are the overlap matrix and the Fock matrix used in solving the Roothaan equations to obtain the molecular orbitals of the Hartree–Fock method. Graph theory An undirected graph with adjacency matrix \begin{bmatrix} 1 & 1 & 0 \\ 1 & 0 & 1 \\ 0 & 1 & 0 \end{bmatrix}. The adjacency matrix of a finite graph is a basic notion of graph theory.[67] It records which vertices of the graph are connected by an edge. Matrices containing just two different values (1 and 0 meaning for example "yes" and "no", respectively) are called logical matrices. The distance (or cost) matrix contains information about distances of the edges.[68] These concepts can be applied to websites connected hyperlinks or cities connected by roads etc., in which case (unless the road network is extremely dense) the matrices tend to be sparse, i.e., contain few nonzero entries. Therefore, specifically tailored matrix algorithms can be used in network theory. Analysis and geometry The Hessian matrix of a differentiable function ƒ: Rn → R consists of the second derivatives of ƒ with respect to the several coordinate directions, i.e.[69] H(f) = \left [\frac {\partial^2f}{\partial x_i \, \partial x_j} \right ]. At the saddle point (x = 0, y = 0) (red) of the function f(x,−y) = x2 − y2, the Hessian matrix \begin{bmatrix} 2 & 0 \\ 0 & -2 \end{bmatrix} is indefinite. It encodes information about the local growth behaviour of the function: given a critical point x = (x1, ..., xn), i.e., a point where the first partial derivatives \partial f / \partial x_i of ƒ vanish, the function has a local minimum if the Hessian matrix is positive definite. Quadratic programming can be used to find global minima or maxima of quadratic functions closely related to the ones attached to matrices (see above).[70] Another matrix frequently used in geometrical situations is the Jacobi matrix of a differentiable map f: Rn → Rm. If f1, ..., fm denote the components of f, then the Jacobi matrix is defined as [71] J(f) = \left [\frac {\partial f_i}{\partial x_j} \right ]_{1 \leq i \leq m, 1 \leq j \leq n}. If n > m, and if the rank of the Jacobi matrix attains its maximal value m, f is locally invertible at that point, by the implicit function theorem.[72] Partial differential equations can be classified by considering the matrix of coefficients of the highest-order differential operators of the equation. For elliptic partial differential equations this matrix is positive definite, which has decisive influence on the set of possible solutions of the equation in question.[73] The finite element method is an important numerical method to solve partial differential equations, widely applied in simulating complex physical systems. It attempts to approximate the solution to some equation by piecewise linear functions, where the pieces are chosen with respect to a sufficiently fine grid, which in turn can be recast as a matrix equation.[74] Probability theory and statistics Two different Markov chains. The chart depicts the number of particles (of a total of 1000) in state "2". Both limiting values can be determined from the transition matrices, which are given by \begin{bmatrix}.7&0\\.3&1\end{bmatrix} (red) and \begin{bmatrix}.7&.2\\.3&.8\end{bmatrix} (black). Stochastic matrices are square matrices whose rows are probability vectors, i.e., whose entries are non-negative and sum up to one. Stochastic matrices are used to define Markov chains with finitely many states.[75] A row of the stochastic matrix gives the probability distribution for the next position of some particle currently in the state that corresponds to the row. Properties of the Markov chain like absorbing states, i.e., states that any particle attains eventually, can be read off the eigenvectors of the transition matrices.[76] Statistics also makes use of matrices in many different forms.[77] Descriptive statistics is concerned with describing data sets, which can often be represented as data matrices, which may then be subjected to dimensionality reduction techniques. The covariance matrix encodes the mutual variance of several random variables.[78] Another technique using matrices are linear least squares, a method that approximates a finite set of pairs (x1, y1), (x2, y2), ..., (xN, yN), by a linear function yi ≈ axi + b, i = 1, ..., N which can be formulated in terms of matrices, related to the singular value decomposition of matrices.[79] Random matrices are matrices whose entries are random numbers, subject to suitable probability distributions, such as matrix normal distribution. Beyond probability theory, they are applied in domains ranging from number theory to physics.[80][81] Symmetries and transformations in physics Further information: Symmetry in physics Linear transformations and the associated symmetries play a key role in modern physics. For example, elementary particles in quantum field theory are classified as representations of the Lorentz group of special relativity and, more specifically, by their behavior under the spin group. Concrete representations involving the Pauli matrices and more general gamma matrices are an integral part of the physical description of fermions, which behave as spinors.[82] For the three lightest quarks, there is a group-theoretical representation involving the special unitary group SU(3); for their calculations, physicists use a convenient matrix representation known as the Gell-Mann matrices, which are also used for the SU(3) gauge group that forms the basis of the modern description of strong nuclear interactions, quantum chromodynamics. The Cabibbo–Kobayashi–Maskawa matrix, in turn, expresses the fact that the basic quark states that are important for weak interactions are not the same as, but linearly related to the basic quark states that define particles with specific and distinct masses.[83] Linear combinations of quantum states The first model of quantum mechanics (Heisenberg, 1925) represented the theory's operators by infinite-dimensional matrices acting on quantum states.[84] This is also referred to as matrix mechanics. One particular example is the density matrix that characterizes the "mixed" state of a quantum system as a linear combination of elementary, "pure" eigenstates.[85] Another matrix serves as a key tool for describing the scattering experiments that form the cornerstone of experimental particle physics: Collision reactions such as occur in particle accelerators, where non-interacting particles head towards each other and collide in a small interaction zone, with a new set of non-interacting particles as the result, can be described as the scalar product of outgoing particle states and a linear combination of ingoing particle states. The linear combination is given by a matrix known as the S-matrix, which encodes all information about the possible interactions between particles.[86] Normal modes A general application of matrices in physics is to the description of linearly coupled harmonic systems. The equations of motion of such systems can be described in matrix form, with a mass matrix multiplying a generalized velocity to give the kinetic term, and a force matrix multiplying a displacement vector to characterize the interactions. The best way to obtain solutions is to determine the system's eigenvectors, its normal modes, by diagonalizing the matrix equation. Techniques like this are crucial when it comes to the internal dynamics of molecules: the internal vibrations of systems consisting of mutually bound component atoms.[87] They are also needed for describing mechanical vibrations, and oscillations in electrical circuits.[88] Geometrical optics Geometrical optics provides further matrix applications. In this approximative theory, the wave nature of light is neglected. The result is a model in which light rays are indeed geometrical rays. If the deflection of light rays by optical elements is small, the action of a lens or reflective element on a given light ray can be expressed as multiplication of a two-component vector with a two-by-two matrix called ray transfer matrix: the vector's components are the light ray's slope and its distance from the optical axis, while the matrix encodes the properties of the optical element. Actually, there are two kinds of matrices, viz. a refraction matrix describing the refraction at a lens surface, and a translation matrix, describing the translation of the plane of reference to the next refracting surface, where another refraction matrix applies. The optical system, consisting of a combination of lenses and/or reflective elements, is simply described by the matrix resulting from the product of the components' matrices.[89] Electronics Traditional mesh analysis in electronics leads to a system of linear equations that can be described with a matrix. The behaviour of many electronic components can be described using matrices. Let A be a 2-dimensional vector with the component's input voltage v1 and input current i1 as its elements, and let B be a 2-dimensional vector with the component's output voltage v2 and output current i2 as its elements. Then the behaviour of the electronic component can be described by B = H · A, where H is a 2 x 2 matrix containing one impedance element (h12), one admittance element (h21) and two dimensionless elements (h11 and h22). Calculating a circuit now reduces to multiplying matrices. History Matrices have a long history of application in solving linear equations but they were known as arrays until the 1800s. The Chinese text The Nine Chapters on the Mathematical Art written in 10th–2nd century BCE is the first example of the use of array methods to solve simultaneous equations,[90] including the concept of determinants. In 1545 Italian mathematician Girolamo Cardano brought the method to Europe when he published Ars Magna.[91] The Japanese mathematician Seki used the same array methods to solve simultaneous equations in 1683.[92] The Dutch Mathematician Jan de Witt represented transformations using arrays in his 1659 book Elements of Curves (1659).[93] Between 1700 and 1710 Gottfried Wilhelm Leibniz publicized the use of arrays for recording information or solutions and experimented with over 50 different systems of arrays.[91] Cramer presented his rule in 1750. The term "matrix" (Latin for "womb", derived from mater—mother[94]) was coined by James Joseph Sylvester in 1850,[95] who understood a matrix as an object giving rise to a number of determinants today called minors, that is to say, determinants of smaller matrices that derive from the original one by removing columns and rows. In an 1851 paper, Sylvester explains: I have in previous papers defined a "Matrix" as a rectangular array of terms, out of which different systems of determinants may be engendered as from the womb of a common parent.[96] Arthur Cayley published a treatise on geometric transformations using matrices that were not rotated versions of the coefficients being investigated as had previously been done. Instead he defined operations such as addition, subtraction, multiplication, and division as transformations of those matrices and showed the associative and distributive properties held true. Cayley investigated and demonstrated the non-commutative property of matrix multiplication as well as the commutative property of matrix addition.[91] Early matrix theory had limited the use of arrays almost exclusively to determinants and Arthur Cayley's abstract matrix operations were revolutionary. He was instrumental in proposing a matrix concept independent of equation systems. In 1858 Cayley published his Memoir on the theory of matrices[97][98] in which he proposed and demonstrated the Cayley-Hamilton theorem.[91] An English mathematician named Cullis was the first to use modern bracket notation for matrices in 1913 and he simultaneously demonstrated the first significant use the notation A = [ai,j] to represent a matrix where ai,j refers to the ith row and the jth column.[91] The study of determinants sprang from several sources.[99] Number-theoretical problems led Gauss to relate coefficients of quadratic forms, i.e., expressions such as x2 + xy − 2y2, and linear maps in three dimensions to matrices. Eisenstein further developed these notions, including the remark that, in modern parlance, matrix products are non-commutative. Cauchy was the first to prove general statements about determinants, using as definition of the determinant of a matrix A = [ai,j] the following: replace the powers ajk by ajk in the polynomial a_1 a_2 \cdots a_n \prod_{i < j} (a_j - a_i)\;, where Π denotes the product of the indicated terms. He also showed, in 1829, that the eigenvalues of symmetric matrices are real.[100] Jacobi studied "functional determinants"—later called Jacobi determinants by Sylvester—which can be used to describe geometric transformations at a local (or infinitesimal) level, see above; Kronecker's Vorlesungen über die Theorie der Determinanten[101] and Weierstrass' Zur Determinantentheorie,[102] both published in 1903, first treated determinants axiomatically, as opposed to previous more concrete approaches such as the mentioned formula of Cauchy. At that point, determinants were firmly established. Many theorems were first established for small matrices only, for example the Cayley–Hamilton theorem was proved for 2×2 matrices by Cayley in the aforementioned memoir, and by Hamilton for 4×4 matrices. Frobenius, working on bilinear forms, generalized the theorem to all dimensions (1898). Also at the end of the 19th century the Gauss–Jordan elimination (generalizing a special case now known as Gauss elimination) was established by Jordan. In the early 20th century, matrices attained a central role in linear algebra.[103] partially due to their use in classification of the hypercomplex number systems of the previous century. The inception of matrix mechanics by Heisenberg, Born and Jordan led to studying matrices with infinitely many rows and columns.[104] Later, von Neumann carried out the mathematical formulation of quantum mechanics, by further developing functional analytic notions such as linear operators on Hilbert spaces, which, very roughly speaking, correspond to Euclidean space, but with an infinity of independent directions. Other historical usages of the word “matrix” in mathematics The word has been used in unusual ways by at least two authors of historical importance. Bertrand Russell and Alfred North Whitehead in their Principia Mathematica (1910–1913) use the word “matrix” in the context of their Axiom of reducibility. They proposed this axiom as a means to reduce any function to one of lower type, successively, so that at the “bottom” (0 order) the function is identical to its extension: “Let us give the name of matrix to any function, of however many variables, which does not involve any apparent variables. Then any possible function other than a matrix is derived from a matrix by means of generalization, i.e., by considering the proposition which asserts that the function in question is true with all possible values or with some value of one of the arguments, the other argument or arguments remaining undetermined”.[105] For example a function Φ(x, y) of two variables x and y can be reduced to a collection of functions of a single variable, e.g., y, by “considering” the function for all possible values of “individuals” ai substituted in place of variable x. And then the resulting collection of functions of the single variable y, i.e., ∀ai: Φ(ai, y), can be reduced to a “matrix” of values by “considering” the function for all possible values of “individuals” bi substituted in place of variable y: ∀bj∀ai: Φ(ai, bj). Alfred Tarski in his 1946 Introduction to Logic used the word “matrix” synonymously with the notion of truth table as used in mathematical logic.[106] |
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