PREFACE
"Mathematics," wrote Alfred North Whitehead, "is the most powerful technique for the understanding of pattern and for the analysis of the relations of pat terns." In its pursuit of pattern, however, mathema tics itself exhibits pattern; the mathematics on the printed page often has visual appeal. Spatial arrange ments embodied in formulae can be a source of mathe matical inspiration and aesthetic delight. The theory of matrices exhibits much that is visually attractive. Thus, diagonal matrices, symmet ric matrices, (0, 1) matrices, and the like are attractive independently of their applications. In the same category are the circulants. A circulant matrix is one in which a basic row of numbers is repeated again and again, but with a shift in posi tion. Circulant matrices have many connections to problems in physics, to image processing, to probabil ity and statistics, to numerical analysis, to number theory, to geometry. The builtin periodicity means that circulants tie in with Fourier analysis and group theory. A different reason may be advanced for the study of circulants. The theory of circulants is a relative ly easy one. Practically every matrixtheoretic ques tion for circulants may be resolved in "closed form." Thus the circulants constitute a nontrivial but simple set of objects that the reader may use to practice, and ultimately deepen, a knowledge of matrix theory. Writers on matrix theory appear to have given circulants short shrift, so that the basic facts are
vii
viii
Preface
rediscovered over and over again. This book is inten ded to serve as a general reference on circulants as well as to provide alternate or supplemental material for intermediate courses in matrix theory. The reader will need to be familiar with the geometry of the com plex plane and with the elementary portions of matrix theory up through unitary matrices and the diagonaliza tion of Hermitian matrices. In a few places the Jordan form is used. This work contains some general discussion of matrices (block matrices, Kronecker products, the UDV theorem, generalized inverses). These topics have been included because of their application to circulants and because they are not always available in general books on linear algebra and matrix theory. More than 200 problems of varying difficulty have been included. It would have been possible to develop the theory of circulants and their generalizations from the point of view of finite abelian groups and group matrices. However, my interest in the subject has a strong numer ical and geometric base, which pointed me in the direc tion taken. The interested reader will find references to these algebraic matters. Closely related to circulants are the Toeplitz _{m}_{a}_{t}_{r}_{i}_{c}_{e}_{s}_{.} This theory and its applications constitute a world of its own, and a few references will have to suffice. The bibliography also contains references to applications of circulants in physics and to the solu tion of differential equations.
I acknowledge the help and advice received from
Professor Emilie V. Haynsworth. At every turn she has
provided me with information, elegant proofs, and encouragement.
I have profited from numerous discussions with
Professors J. H. Ahlberg and Igor Najfeld and should like to thank them for their interest in this essay. Philip R. Thrift suggested some important changes. Thanks are also due to Gary Rosen for the Calcomp plots of the iterated ngons and to Eleanor Addison for the figures. Katrina Avery, Frances Beagan, Ezoura Fonseca, and Frances Gajdowski have helped me enormous ly in the preparation of the manuscript, and I wish to thank them for this work, as well as for other help rendered in the past.
_{P}_{r}_{e}_{f}_{a}_{c}_{e}
_{i}_{x}
The Canadian Journal of Mathematics has allowed me to reprint portions of an article of mine and I would like to acknowledge this courtesy. Finally, I would like to thank Beatrice Shube for inviting me to join her distinguished roster of scientific authors and the staff of John Wiley and Sons for their efficient and skillful handling of the manuscript.
Philip J. Davis
Providence, Rhode Island April, 1979
CONTENTS
Notation 
xiii 
Chapter 1 An Introductory Geometrical Application 
1 
1.1 Nested triangles, 1
1.2 The transformation a, 4
1.3 The transformation o, iterated with different values of s, 10
1.4 Nested polygons, 12
Chapter 2 Introductory Matrix Material
2.1 Block operations, 16
2.2 Direct sums, 21
2.3 Kronecker product, 22
2.4 Permutation matrices, 24
2.5 The Fourier matrix, 31
2.6 Hadamard matrices.
2.7 Trace, 40
2.8 Generalized inverse. 40
2.9 Normal matrices, quadratic forms, and field of values, 59
77
.
.
Chapter 3 Circulant Matrices
_{6}_{6}
3.1 Introductory properties, 66
3.2 Diagonalization of circulants, 72
3.3 Multiplication and inversion of circulants, 85
3.4 Additional properties of circulants, 91
3.5 Circulant transforms, 99
3.6
Convergence questions, 101 xi
xii
Contents
Chapter 4 Some Geometric Applications of Circulants
Circulant quadratic forms arising in
geometry, 108 The isoperimetric inequality for isosceles polygons, 112 Quadratic forms under side conditions, 114 Nested ngons, 119 Smoothing and variation reduction, 131 Applications to elementary plane geometry:
ngons and Krgrams, 139
The special case: circ(s, t, 0, 0, Elementary geometry and the MoorePenrose inverse, 148
,
01, 146
Chapter 5 Generalizations omcu?ancs:
9Circulancs and Block Circblancs
155
5.1 gcirculants, 155
5.2 0circulants, 163
5.3 PDmatrices, 166
5.4 An equivalence relation on il, 2,
5.5 Jordanization of gcirculants, 173
5.6 Block circulants, 176
5.7 Matrices with circulant blocks, 181
5.8 Block circulants with circulant blocks, 184
5.9 Further generalizations, 191
, n], 171
Chapter 6 Centralizers and Circulants
192
6.1 The leitmotiv, 192
6.2 Systems of linear matrix equations. The centralizer, 192
6.3 t algebras, 203
6.4 Some classes Z(Po, _{P}_{T}_{)}_{,} 206
6.5 Circulants and their generalizations, 208
6.6 The centralizer of J; magic squares, 214
6.7 Kronecker products of I, n, and J, 223
6.8 Best approximation by elements of centralizers, 224
Appendix
Bibliography
Index of Authors
Index of Subjects
C the complex number field
_{'}_{r}_{n}_{x}
_{n}
the 
set of m x n matrices whose elements are 
in C 
transpose of A

A conjugate of A
A* conjugate transpose of _{A}
A
B B
direct (Kronecker) product of A and B
Hadamard (element by element) product of A and B
A 0 B
A' 
MoorePenrose generalized inverse of A 
_{r} _{(}_{A}_{)} 
rank of A 
If A is square,
det(A)
determinant of A
tr (A) trace of A
h(A)
A ^{}^{1}
p(A)
eigenvalues of A: individually or as a set
inverse of A
spectral radius of A
_{x}_{i}_{i}_{i}
roo0
N ^{w}^{o}^{o}^{r}^{o}
^{.}
^{.}
^{O}^{W}
3 ^{I} w
P
Q ti.?3 (~rt aim h0 (Dti Y _{r}_{~}_{g} wr. sti r.10 Lou ZT (D w n r r 0 m
" r. ti ^{w} . ti r" c z
m n rc _{~}_{i}_{r}_{0} ^{r}^{t}^{n} r"X .rt '(0 w3 C mc 3
^{h} rt 2. 3. r 0.PrtLn w  . ^{0}
X r ti rt rtOH$P.r tim ~ooQrCoo3r.II* ti o II
z2e;wrt 0h C WIItiO rt 3 wrt II
_{(}_{D} ^{@}^{m}
u.
x ^{c}^{Y}^{r}^{"}^{a}^{r}^{"}^{t}^{i}^{n}^{.}^{3}^{(}^{D}^{t}^{i}^{r}^{t}^{T}^{U} hlrawh a
m
(0
_{c}
^{o}

  0
o
P.
n
n
lo N II
_{o}
Y  0 n rt a r II
^{H}
n r n II . ID . 0 c r.as h II I
L
.C .m a
^{z}
  . " z3 11 C 1CO
X   , 0 9 I1
X ^{4}^{1}^{0}
 r
x"
ti
;. rt J (D
m
(D
<N r. a II
p .  rQ =I H
II I
i1
 0 0 C
0 r rtr. xa Q  0 I 3 11
3'
x ^{m}^{a}
II +
,
^{w} 00 r. 91 T I ^{r}^{} 3 ID
^{2} r.
w3=a
Q ^{m} r 1 r'w
CI
^{T} em ^{r} H
OX ^{T} * ti
T ^{m}
_{t}_{i} * w
^{w}
1
d ^{w} ti
ID
w
ti* w mm P
w
.*.
o r.r.
^{I}^{D}^{P}
ra
'<P
=mCI.
r.m
mm
ma
ciT
P ^{c}^{a} r.w *m o r. vL1'0
**
**
* _{r}_{.} ^{Q} _{I}_{D} rm ti* w ^{z}
9w
0 m ID
P2
IDti
^{t}^{i}^{0}
73
^{3}^{3}
* ^{m}
m
o
314
w3
*ti
m*
T
t3
3 0 P. * w ti c ^{r}^{.}^{w}
^{m}^{w}
Pr.N
03.
zz
m
mT
tit3
r:(:
ffl t3 0
*
^{P}^{O}
^{3} 0
ti w m < I
30
rm
Q
ti
^{w}^{w}
^{z}^{*}
?"
;:lo
2
(41
_{(}_{5}_{)}
An
Introductory
Geometrical Application
Given
whose
The
a
midpoint
of
T2
T7,

there
is
a
unique
it
triangle
all
T,
triangle
is
is.
among
area
minimum
triangles
T, L 
that are 
inscribed 
in 
T, L 
and 
whose 
ver 

tices divide 
the 
sides 
of 
T1 in 
a fixed 

ratio, cyclically. 
(6)
If
the
midpoint
triangle
of
T7 is

T?,

and
Nested
Triangles
Prove
Prove
of
Conclude,
that
that
T".
area
the
T _{n}_{+}_{l} = perimeter
1/4
of
area
Tn+l
on
this
basis,
that
Tn
c.g. 
TI 
(Figure 
1.1.2). 
 
T
n
=
.
1/2
perimeter
converges
to
Describe
triangle;
the
situation
when
T1
is
when
T,
is
equilateral.
a
right
3
successively 
for 
T4, 
T5, 
, 
_{t}_{h}_{i}_{s} 
_{n}_{e}_{s}_{t}_{e}_{d} 
Given 
a 
triangle 
T1, construct 
a 
triangle 
To such 

set 
of triangles 
converges 
to 
the 
center 
of 
that 
T1 
is 
its midpoint triangle. 
gravity
the
angle
dinates
of
center
T,
A
with
of
vertices
geometric
gravity
have
i
=
1,
rapidity.
of
[By
(c.9.)
a tri
coor
the
whose
(xi,
rectangular
2,
3,
is
yi),
meant
point 1/3(x1 + x2 
+ x3, 
y1 
+ 
y2 
+ y3).l 

Figure 
1.2.2 

PROBLEMS 

1. 
Prove 
that 
the 
triangles 
Tn 
are all 
similar. 

2. 
Prove 
that 
the 
medians 
of 
Tn, 
n = 
2, 
3, 
, 
lie 

along 
the 
medians of 
T~. 

 

3. 
Prove 
that 
the 
c.9. 
of 
T_, 
n 
= 
2, 
3, 
, coin 

cides 
with 
the 
c.g. 
of 
T1. 
The
subtriangles.
these,
midpoint
triangle
Suppose
of
T1

that
selected
arbitrarily.
divides
T,
Now
T1

into
four
of

designates
let
one
Tn desig
nate 
the sequence of 
triangles 
that result 
from 

an iteration 
of 
this 
process. 
_{P}_{r}_{o}_{v}_{e} _{t}_{h}_{a}_{t} 
_{T}_{n} 

converges 
to 
a point. 
Prove that every 
point 

inside TI 
and 
on 
its 
sides 
is 
the _{l}_{i}_{m}_{i}_{t} 
_{o}_{f} 
_{a}_{n} 
appropriate
Systematize,
sequence
in
T
n
.
some way, 
the 
selection 
process 

have 
the 
same 
area 
and 
the 
same 
in 
Problem 
9. 
If 
two triangles 
perimeter
Let
Tl
P
be
AA
B
1
=
are
an
C
1
1'
they
necessarily
point
T2
congruent?
in
the
arbitrary
Let
lying
1
)
be
_{t}_{r}_{j}
=
o(T
determined
Figure
1.1.3
4 An Introductory
Geometrical Application
n
Fisure 1.1.3. Determine the rate at which U (T,)
<
I
converges to P.
1.2 THE TRANSFORMATION U
As a first generalization, consider the following transformation a of the triangle T1. Select a
nonnegative number s: 0 < s < 1, and set
Let A2, B2, C2 be the points on the sides of the triangle T1 such that
In this equation A A designates the length of the
12
llne segment from A
1 to A2, and so on.
Thus the
points A
ratio s/t, working consistently in a counterclockwise fashion. (See Figure 1.2.1.)
divide the sides of Tl into the
2' B2'
C
2
^{T}^{h}^{e} ^{T}^{r}^{a}^{n}^{s}^{f}^{o}^{r}^{m}^{a}^{t}^{i}^{o}^{n} ^{o}
Write
_{(}_{1}_{.}_{2}_{.}_{3}_{)}
T2 = AA2B2C2 = 0 (TI)
and in general
(1.23
Tn+, = o(Tn)
n
= o (T1),
n = 1, 2, 3,
Figure 1.2.2 illustrates the sequence T for s =
t = 3/4.
n
Figure 1.2.2
^{5}
The transformation a depends, of course, on the
parameter s, and we shall write os when it is neces
sary to distinguish the parameter.
To analyze this situation, one might work with vectors, but it is particularly convenient in the case of plane figures to place the triangle T in the com
plex plane.
and designate the coordinates of Tn systematically by
We write z = x +
iy, 2 = x  ly, i = fl,
1.
z
z2, z31 = z3. The transformation a operating succes
sively on
z
2n'
z
3n'
Write, for simplicity, zll  zl, z

, is therefore given by
In'
21
T _{1}_{'} _{T}_{2}_{'}
=
N +N
^{N}^{l}
_{w} N + N N I I N I + NI _{+}
_{N}_{I}
P +
+ N N +
WN
N
^{W}
I N w N ^{N}^{I}
NI
^{+}
H ^{w}^{N}
^{N}
 _{N}
r
_{W}
'IN
ET
rD
^{'}^{I}
N + Nm N
m
rnw
rt rt + N
N
I
^{}

N _{}


 NO
+N
N  N
IW
m r I w m W 07 + NN
rt rt LO +

mrm
I
c< ^{c}^{}^{}
*e

W I
+ W


$ 
a m rt ^{5}^{1}^{1} w 3 0 nr . r e 3
a 30 r. ^{0} rD 3'F rt *LO 7 rtr m nm 3 ^{0} rt Di Yr 0 r o rt
H
^{r}^{t}^{.} 
.3 0 n e II
^{r}^{} r9
^{1}^{0}^{}
m
.
7

Pe
3 Di. mwrttm
.
rt.
^{m}^{.}
^{Y}
WH3
w ^{r}^{t} ^{r}^{.} m
. SP rtr. n 3 m E
^{D}^{i}^{L}^{Q}^{L}^{O}
rtwr
em
rt Dirt ^{o}^{w} Ort
a
r r. 0 03 so rt 2 LO rD
0 r
^{m}^{m}^{a}
C.0
*or.
C.
3.
srw
rt
^{3}
0 ^{m} 3
rD
3' rj ^{r}^{.}
o 5 ^{0} r r
a
s
s h rD 3 G m
rt
rt
3
LO
LO
m ^{w}
^{w}
w
e
^{r}^{}
14 a w 3 _{r}_{.} ^{m} m ^{r}^{.} o hm mw _{J} m3 _{3} rt 0 r
^{3} 0 3 tim Dim hrD r.n m sr V OF ea
art
Crt
3 G w h
LO
^{D}^{i}
^{D}^{i}^{m}
C.ID
rt.0
ODirD,
rt
_{c}_{1}_{3}_{3}
_{}
lih.
a a Y 0 rt n C. 3 w G
_{h} ^{s} rt
or
INa
(3
om
^{0}
tNh
I t  _{}    ^{N} e < N . I1 N FNP
01
ml
0
+
+
PI
N _{}  ^{N} + N
 +

k
W ^{N}
8 An Introductory Geometrical Application
so that 

12.14 
lim z. 
= 
0 
for i = 
1, 2, 3. 
n+m
Itn
We have therefore proved the following theorem.
be
Theorem 1.2.1.
the sequence of nested triangles given by Tn =
_{o}_{"}_{(}_{~}_{~}_{)}_{,}_{n} _{=} _{1}_{,} _{2}_{,}
Let 0 < s < 1 be fixed and let T
I,
Then Tn .converges to
c.g. (T1).
The function V(T) is a simple example of a
_{L}_{y}_{a}_{p}_{u}_{n}_{o}_{v}
_{T}_{h}_{e} _{c}_{.}_{g}_{.} is known as the limit set of the process.
function for a system of di.fference equations.
It is also of interest to see how the area of T1
changes under o. Designate the area by p(T1). Assum
ing, as
z3 = x
wise order, we have
we have, that z, = x, + iylr z2 = x2 + iy2,
3
+ iy
3
A
A
are the vertices of T1 in counterclock
The Transformation o
Theorem 1.2.2. min _{1}_{.}_{s}_{.}_{o} ,,J (o(TI)) occurs uniquely when s = 1/2 and equals (1/4)u(T1).
The minimum value of g(s) = 1  3s + 3s2
occurs uniquely when s = 1/2 and equals 1/4.
Proof.

9
PROBLEMS
1. Interpret the transformation o geometrically when
s is real but does not satisfy does o do when s = l?
_{0}
_{<}
s _{<}
1.
What
2. Interpret the transformation o geometrically when
s and t are complex.
3. In this case, find a formula for V(o(T 1 1).
4. Let V(T

1 designate the polar moment of inertia of
T1 about its center of gravity, regarding T1 as a
lamina of unit density. Prove that
5.
Let o(T ) have
1
vertices A2, B2, C2. _{T}_{h}_{e}_{n} _{t}_{h}_{e} _{l}_{i}_{n}_{e}_{s}
A1B2, B1C2, CIA2 are concurrent if and only if s =
t =
1/2.
(Use Ceva's theorem.)
6. Let T be an equilateral triangle. Then for any s,
S (T) is equilateral. Interpret this as an _{e}_{i}_{g}_{e}_{n}_{}
o
value property of
\ t
0
s'
Thus the equilateral triangles are "eigenfigures"
10
An Introductory Geometrical Application
of o.
Generalize. @: Let the vertices of T
in counterclockwise order be zl, z2, z3.
is equilateral if and only if zl + wz where w = exp(2ni/3).
2
Then T + w z3 = 0,
THE TRANSFORMATION a, ITERATED WITH DIFFERENT
VALUES OF S
As observed, the transformation o depends on the selec tion of the parameter s. Let us indicate this by writ
1.3
ing o .
S
Begin with the triangle T and form
1
Now iterate this, using different values of the para meter s. We obtain
so that, in general.
We then have from (1.2.10)
Whether or not V(Tn) converges to 0 depends on the

behavior of the infinite product Ilc=19(~k)
m
2
IIkxl(l  3Sk + 3Sk).
2
Let pk = 3sk  3sk = 3s (1  sk).
k
Then
m
w
IIkz1g(sk) = IIkzl(l  pk).
Assuming that 0 < sk < 1,
_{w}_{e} _{h}_{a}_{v}_{e} _{0} _{<} _{p}_{k} _{<} _{3}_{/}_{4}_{.} then limn,,lIk=l(lpk) n" 
As is well known, if iF=l~k< m, 

exists and is not zero. 
On the 

other hand, if Ikz1pk  , then lirnn,,n~=,(lpk)  
= 0. 
(See, e.g., Knopp, 1928, pp. 219221.) Thus we must
investigate the convergence of 1" k=l s k (1sk)
end, for 0 < s
< 0, introduce
k
To this
Different Values of s
11
2
kX!E. lz=l(~k sk) <
if and only if 'Irn
k=l k
s* < .
Proof.

o<s s
k
2
k
= Sk(l  Sk) <
s k
and
1  Sk
5
.n
Hence Ik=ls{ C other hand,
c*
rn implies tk=l(sk 
min(Sk, 1S k ) = sg
2
sk) < m.
_{O}_{n} _{t}_{h}_{e}
Hence lk=l~i=  implies
m
This leads to
Theorem 1.3.1
(b) If lL=l~{ (
m
lk=l(sk  sk ) = a.
2
then
In Case (a), as before, limn+,T = c.g. (T~)In
n
case (b), one conjectures that [T I approach a non
We
shall return to this point in Section 3.6 for a more complete analysis.
trivial limiting triangle T, (see Figure 1.3.1).
n
PROBLEMS
1.
Let s
k
= l/(k + 1l2, k = 1, 2,
_{C}_{o}_{m}_{p}_{u}_{t}_{e}_{,}
12
An Introductory Geometrical Application
2.
Figure 1.3.1
approximately, limk_,l~ (Tk)/b (TI).
Do
the same with s
k = exp(pk), p > 0, k =
1, 2,
1.4 NESTED POLYGONS
We pass now from triangles to polygons. Let z,, z,,

A
, z be ordered vertices of a polygon P (assumed to
P
be located in the complex plane). We make no restric tions on the complex numbers zk, so that P may be con
vex or nonconvex, simply covered or not; furthermore, the points z, are not necessarily distinct so that the
polygon may have "multiplevertices." All geometric constructions described below are to be interpreted appropriately with this in mind. We shall also call
such a figure a pgon. We shall assume, however, that
the
the origin. This means that
center of gravity of P, l/p(zl + .. + z ), is at
P
_{1} 
_{N}_{e}_{s}_{t}_{e}_{d} _{P}_{o}_{l}_{y}_{g}_{o}_{n}_{s} 
_{1}_{3} 

Each side of P is now divided in length into the 

ratio s/t, 0 < s <  
1, t = 1  s, proceeding cyclically 

counterclockw~se. The points of division form the ver 

tices of a new polygon &[P). 
(See Figure 
1.4.1.) We 

wish to discuss what happens when this transformation 

is iterated. 

Figure 1.4.1 

^{t} 
Let pn = an (P~),let the vertices of Pn have the
' and for Simplicity
coordinates z
l,nr 2.n' write z 1,1 = zl,
z
p,n'
P
.
,
z

 z
The transformation
P,l
o may obviously be written in matrix form as

14 An Introductory Geometrical ~pplication
If one writes
and abbreviates the p x p matrix in the right hand of (1.4.2) by G, then
(14.2 Zn+l = GZn;
Z1 = a given
initial vector.
This is a linear autonomous system of difference equa tions, that is, Gis independent of n. The solution of this iteration is
Thus the limitinq behavior of P_ (i.e., Z) as n + = depends substantially on the behavior of G" as n + . The matrix G is a circulant matrix; that is, in each successive row the elements move to the right one position (with wraparound at the edges). It is also true that the matrix G is a nonnegative. doubly stochastic, irreducible, and normal matrix. In this essay we emphasize the circulant aspect of G. We post pone further discussion of the pyon problem until we have somewhat developed the theory of circulants.
I1
II
PROBLEMS
1. Let G =
(gij) be a P * p matrix.
Let the pgon Z1
be transformed into the pgon Z2 linearly by means _{o}_{f} _{Z}_{2} _{=} _{G}_{Z}_{1} What are necessary and sufficient conditions on G that it ?reserve centers of
sravitv? Express as an eiqenvaluevector condition. 
_{2}_{.} Let G (as in Problem 1) satisfy G~ = I for some positive integer k. Describe the geometric situa tion upon iteGation.
3.
Suppose that Z is given and that
0
Nested Polygons
15

'3n+l 
 G3Z3n' 

 

'3n+2 
 
G1Z3n+l' 
 

z 3n+3  G2Z3n+2' 
^{f}^{o}^{r} ^{n} ^{=} ^{0}^{,} ^{1}^{,}
Find a formula for Z .
n
Generalize this section to space pgons _{(}_{i}_{n} _{t}_{h}_{r}_{e}_{e}
dimensions).
Develop analytical apparatus for generalizing this section to nested polyhedra. let T1 be a tetrahedron. _{L}_{e}_{t} _{T}_{2} _{b}_{e} In _{t}_{h}_{e} particular, _{t}_{e}_{t}_{r}_{a}_{h}_{e}_{d}_{}
vertices are the c.9.'~ of the faces of
ron T1. Iterate this.
whose
REFERENCES
Convergence of nested polygons:
Rosenman; Huston; Schoenberg Ill.
pgons in a general setting: _{B}_{a}_{c}_{h}_{m}_{a}_{n}_{n} _{a}_{n}_{d} _{S}_{c}_{h}_{m}_{i}_{d}_{t}_{;} Davis 111, 121.
Liapunov functions, limit sets: LaSalle [2].
Berlekamp et al.;
Block Operations
17
2
HNTRODUCTOWY MATRIX
MATERIAL
2.1 BLOCK OPERATIONS
It is very often convenient in both theoretical and computer work to partition a matrix into submatrices. This can be done in numerous ways as suggested by this example:
Each submatrix or block can be labeled by subscripts, and we can display the original matrix with submat rices or blocks for its elements. The general form of a partitioned matrix therefore is
Dotted lines, bars, commas are all used in an obvious way to indicate partitions. The size of the blocks must be such that they all fit together properly.
This means that the number of rows in each A _{1}_{3}
must be the same for each i and the number of columns
must be the same for each j.
He
The size of
therefore m. x n. for certain integers m.
11 _{}
is
and n
3
1
I
1
indicate this by writing
2.11'
A =
No. of columns
m 
m2 
A12 
m _{e}
No. 
of rows 
_{"}_{1} 
A square matrix A of order n is often partitioned
symmetrically. with n. > 1.
Suppose that n = nl + n2 + . _{+} _{n}_{r} Partition A as
1 
(2.1.2)
A =
(;ll
A12
Arl where size Aij = ni x nj. square matrices of order n
Example.
Ar2
The diagonal blocks Aii are
ArrA1r)
_{1}
_{X}_{X}_{X}
tX X X
X
X
X
X
XXX
XXX
X
X
X
X
X
X
X
X
is a symmetric partition of a 6
Square matrices are often built up, or compounded, of square blocks all of the same size.
6 matrix.
16
_{1}_{8}
:X
:X 1;
XXX
X
Introductory Matrix Material
X
XXXIXXX
XXXIXXX
If a square matrix A of order nk is composed of n x n square submatrices all of order k, it is termed an (n, k) matrix. Thus the matrix depicted above is a (2, 3) matrix. Subject to certain conformability conditions on the blocks, the operations of scalar product, trans pose, conjugation, addition, and multiplication are carried out in the same way when expressed in block notation as when they are expressed in element nota tion. This means

Here T designates the transpose and * the conjugate transpose.
Block Operations
19
where
= hA.B
1I
Ir=l lr r]
In (2.1.6) the size of each A,. must be the
13
of the corresponding _{B}_{i}_{i}_{.}
2
size
In (2.1.71, designate the size of A
1I
by Yi X 6
I
by a. x 6. = Yr for
r
13
1
3
and the size of B
1 < r < R, the product AirBrj can be formed and pro
Then, if B
The sum are ai x 6.
matrices and together constitute a partition. Note that the rule for forming the blocks _{C}_{;}_{;} of the matrix
product is the same as when numbers.
duces an a+ x 6; matrix, independently of r. can then be found as indicated and the C
^{A}
J
l:!
3
and
are single
^{1}^{I}
^{1}^{I}
Example.
If A and B are n x n matrices and if
then
^{n}^{m}
am
0P 
rt on a w
ID ^{a} rt rt
P ^{3}^{'} rt
_{} 9 m ^{t}^{i} c m
nti
v ID C ^{0} ci
WD
I1
^{*}^{P}
a
H
z:
0
m
Y rt IDW ti w n ID ti a
m v ^{P} m
H
^{m} c r w < 3
^{0}^{7}
C.
^{r}^{t} rt
mc
Yrt
mm
om ma
rtti
^{1}^{0}
ID
IDID
10C
^{0}^{0}
^{0}^{1}^{1}
rm
mID
tiw
01
*Y
om:

^{}
^{z}^{.}
0
m
^{n}
^{0} Y rt
tt
0 m
0
WNV
* ^{o} ti !"= ^{m} n .d ^{a}^{m} mw 3~. cia 0
ma
rt0
_{t}_{i} ^{I}^{D}
Yci
n ^{r}^{.} rt
Y Ir w
'4 "3 ma <w 2z uti vw m r.x a : ur
r.ti
n c au ms ^{I}^{D} ^{0} u I rn
: Q 2 ^{2} 33 In
rtrt
rm
v 5; CJ _{a}_{m} ^{;}^{?}^{?}
^{r}^{t}^{w}
_{v}
w3
go
*ID
^{m}
. N N
^{r}^{n}^{m}^{~}^{w}^{~}^{r}^{}
ma
rtN
0th
^{r}^{.}^{m}
wrt
^{a}^{o}
mti
3w
mr.
YO
3
r.
z e
N x ^{z}
N z ^{z}
IUp
r N I   x II I
N X + ^{x}
r II

^{u}^{m}^{d} 
N x ^{z}
N X I
  ^{o} CI 

22 
Introductory Matrix Material 

PROBLEPIS 
Kronecker Product 
23 
_{1}_{.}
2.
3.
Let A = A1 O A2 O
Iltz1 det Ai and
_{O} _{A}_{k}_{.}
Prove that det A =
P
that for integer p, 'A
= 'A1 O A2 O
o AP.
K
Give a linear algebra interpretation of the direct sum along the following lines. Let _{V} be a finite dimensional vector space and let L and M be sub
spaces.
vector x E V can be written uniquely in the form
x = y + z with y EL, z E M. if and only if
Write V = L @ M if and only if every
Show that V = L O M
(a) dim _{V} =dim
_{(}_{b}_{)} if {xl,
L + dim M, L nM = {Ol.
and {yl,
,
,xLl
ym) are bases for
L and M, then ixl basis for V.
,xL,Y1,..#Yml
is a
The fundamental theorem of rankcanonical form for
square matrices tells us that if A
matrix of rank r, then there exist nonsingular matrices P, Q such that PAQ = Ir @ Onr. Verify
is a n _{x} n
this formulation.
2.3
KRONECKER PRODUCT
Let A and B be m n n and p x q respectively.
Kronecker product (or tensor, or direct product of A and B) is that mp x nq matrix defined by
Then the
Important properties of the Kronecker product are as follows (indicated operations are assumed to be defined):
(1)
(aA) B B = A B (aB) = o(A 8 B); o scalar.
(2) (A+B) BC= (A0C) + (B0C).
C) = (A0 B) + (ABC).
(3) AB (B +
(4) A 0 (B 0 C) = (A 8 B) 0 C.
(5)
(6)
(A B B) (C 0 D) = (AC) B BD.
= A B B.
(7) (A0 B)~=
BB~;(A0 B)* =A* B B*.
We now assume that A and B are square and of
orders m and n.
Then
(9)
tr(A B B) = (tr(A))(tr(B)).
(10) If A and B are nonsingular, so is A 0 B and
(A €4 ~1l= AI B BI. (11) det(A 0 B) = (det ~)~(detB)~. (12) There exists a permutation matrix P (see Section 2.4) depending only on m, n, such that B 0 A = P*(A B B)P. (13) Let p(x, y) designate the polynomial
Let @(A; B) designate the mn x mn matrix
Tham the eigenvalues of D (A; B) are
@(Art
us), r = 1, 2,
,
_{m}_{,} _{s} _{=} _{1}_{,} _{2}_{,}
n where A
and B respectively. In particular, the eigenvalues of A 0 B are hy)~<,r = 1, 2,
and uc are the eigenvalues of A

r
PROBLEMS
1. Show that Im B In  _{I}_{m}_{n}_{.}
2. Describe the matrices I B A, A B I.
3. If A is m x m and B is n x n, then A 8 B =

(A B
In) (Im 0 B) = (Im B B) (A 0 In).
,
24 
Introductory Matrix Material 
4. 
If A and B are upper (or lower) triangular, then so is A _{@} _{B}_{.} 
5. 
If A @ B f 0 is diagonal, so are A and B. 
6. 
Let A and B have orders m, n respectively. Show 
7.
that the matrix (Im 4 B)
eigenvalues .Ar + p , i = 1, 2,
+ (A 8 In) has the
, m, j =
S
1, 2,
, n, where hr and us are the eiqenvalues
of A and B.
Kronecker sum of A a11d B.
Let A and B be of orders m and n.
both are (1) normal, (2) Hermitian, (3) positive
definite, (4) positive semidefinite, and _{(}_{5}_{)} unitary, then A @ B has the corresponding property. See Section 2.9.
This matrix is often called the
If A and B
8. Kronecker powers: Let
= A @ A and, in
_{g}_{e}_{n}_{e}_{r}_{a}_{l}_{,} A[~+'] Alkl @ AIZl.
= A 0 A[~].
Prove
that
,
T
, xmy
_{9}_{.} Prove that (AB)lkl = Ark]B[~].
10. 
Let Ax = Ax and By = uy. x = T Define z by zT = [xly , x2y , 
T 

that (A @ B) Z = AuZ. 

2.4 
PERMUTATION MATRICES 
A [k+9.1 =
T
xn) .
_{I}_{.} Prove
By a permutation a of the set N = 11, 2,
meant a onetoone mapping of N onto itself. Includ
ing the identity permutation there are n! distinct permutations of N. One can indicate a typical per mutation by
, nl is
u(n) = i _{n}
which is often written as
Permutation Matrices
25
The inverse permutation is designated by al. _{T}_{h}_{u}_{s}
1
a (ik) = k.
Let Ei designate the unit (row) vector of n com ponents which has a 1 in the jth position and 0's elsewhere:
By a permutation matrix of order n is meant a matrix of the form
(2.4.4)
P = (a
11
)
where
a. _{l}_{,}_{a} _{(}_{i}_{)} = 1, i = 1,2,
a.1, 1 = 0 , otherwise.
,n,
The ith row of P has a 1 in the a(i)th
elsewhere.
column and 0's
The jth column of P has a 1 in the
o (j) th row and
each column of P has precisely one 1 in it.
Example
1
0's elsewhere. Thus each row and
It is easily seen that
26
Introductory Matrix Material
that is, PuA over,
is A with its rows permuted by o.
^{M}^{o}^{r}^{e}^{}
so that if A = (a
11
)
is r
n,
That
Note also that
is, AP, is A with its columns permuted by o
(2.4.91
POPT = PUT,
1
^{.}
where the product of the permutations 0, T is applied from left to right. Furthermore,
hence
Therefore
The permutation matrices are thus unitary, forming a subgroup of the unitary group.
Permutation Matrices
27
From (2.4.6), (2.4.8) and (2.4.12) it follows that if A is n x n
so that the similarity transformation PnAP; causes a consistent renumbering of the rows and columns of A by the permutation o. Among the permutation matrices, the matrix

"
plays a fundamental role in the theorv of circulants. his corresponds to the forward _{s}_{h}_{i}_{f}_{t}_{}_{p}_{e}_{r}_{m}_{u}_{t}_{a}_{t}_{i}_{o}_{n}
o(1) = 2, a(21 = 3,
, 
. 

is, to 
the cycle u = (1, 2, 3, 
, 
n) generating the 

cyclic 
group of order n (n is for "push"). 
One has 
o(n1) = n. ofn) = 1. that
corresponding to u2 for which o 2 (1) =
2
3, o (2) = 4,
2
, a (n) = 2.
similarly for nk and ok. n
= I, so that
n
n corresponds to o
_{T}_{h}_{e} _{m}_{a}_{t}_{r}_{i}_{x}
Note also that
(2.4.17)
nT = n* = n
 1
= n
n1
.
A particular instance of (2.4.13) is
^{(}^{2}^{.}^{4}^{.}^{1}^{8}^{)}
where A = a
n~n~= (ai+l,j+l 1 and the subscripts are taken mod n.
11
_{2}_{8}
Introductory Matrix ater rial
Here is a second instance.
Let L = (Al, A2,
,
_{'}_{n}_{)} _{T}_{.} Then, for any permutation matrix P 0'
_{(}_{2}_{.}_{4}_{.}_{1}_{9}_{)}
Po (diag LIP*o = diag(PoL).
A second permutation matrix of importance is
which corresponds to the permutation o(1) _{=} 1, o(2) _{=}
n, o(3) = Exhibited
n  1,
o(j) = n  j + 2,
,
,
o(n) = 2.
as a product of cycles, o _{=} (1)(2, n)
(3, n  11, that 
, (n, 2). 
Also, 
It follows that o2 = I, hence
(2.4.22)
r* _{=} _{r}_{T} _{=} _{r} _{=}
1
_{r}
_{.}
Again, as an instance of (2.4.13),
(2.4.23)
1 (diag L)l = diag(rL).
Finally, we cite the counteridentity K, which has 1's on the main counterdiagonal and 0's elsewhere:
2
One has K = K*, K
1
= I, K = K
.
Let P = Po designate an n x n permutation matrix.
^{I}
^{P}^{e}^{r}^{m}^{u}^{t}^{a}^{t}^{i}^{o}^{n} ^{M}^{a}^{t}^{r}^{i}^{c}^{e}^{s}
29
Now o may be factored into a product of disjoint
cycles. This factorization is unique up to the
arrangement of factors. Suppose that the cycles in
_{J}
the product have lengths p1~ P2, _{}
I ^{P}^{m}^{,} (pl + p2 4
+ pm = n).
Let n
designate the n matrix
pk
i (2.4.14) of order pk.
_{!} columns, the cycles in Po can be brought into the form of involving only contiguous indices, that is, indices that are successive inteqers. By (2.4.131,
By a rearrangement of rows and
r then, there exists a permutation matrix R of order n such that
(2.4.25)
RPR* _{=} RPR'
_{=} _{n}
PI
_{e}
_{n}
p2
_{e}
a71
Pm
.
Since the characteristic polynomial of n~ _{i}_{s} Pk (1)Pk(APk  I), it follows that the characteristic
polynomial of RPR*, hence of P, is Ilk=,(l) (A
m
Pk
Pk
A
 1).
The eigenvalues of the permutation matrix P are there fore the roots of unity comprised in the totality of roots of the m equations:
Example.
:.et 0 be the permutation of 1, 2, 3. 4, 5, 6
for which n(1) = 5, n(2) = 1, o(3) = 6. 014) = 4.
o(5) = 2, ~(6)= 3.
Then o can be factored into cycles
as a = (152)(4)(36). Therefore, m = 3 and p, = 3,
The matrix Po is
p2 = 1, p3 = 2.
.
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(n _{r}_{t} o ^{o} ti m 0
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    _{C}_{I} r r ^{I} I _{Q} m P ^{m} LU < 3 m m z
r . I NM
_{}_{w}
*ti n ^{3} rtrtrt w~r. _{3} XY~ r.
r
_{3} mm ^{r}^{r}^{} .
wtior
^{t}^{i}^{r}^{t}^{m}^{r}^{r} mwcr.
0 ^{I}
w
^{r}^{t} w 3 r8 ID 3rr m %'d n e m om0 r. r.0 mna <L< Po m 2
wvmr.
sm
_{r}_{r} 0 r.r
CI
e n _{m} CI m
awrm
ra
m 0 ^{0} 3 T2 "?r
rt ^{>}^{O}^{N} Ow 0<3b ti3om _{r}_{Q} ommrt 0 rt0 m
a
C B
rt
>
cmmv
C m3w
_{*}_{P}_{C}
r.
r.w
^{t}^{i} e
m
rt ^{m} ro J
_{t}_{i}
m
^{Q} r. I
rtm
_{a}
II ^{'}^{0} 0 m _{r} emMe r 3 z _{(}_{D} x m _{t}_{i} ^{T} m 0 n N IIs
m
vi
N 0  ^{3}^{t}^{i}^{0} r~ 11
^{n}
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r.w rr _{r} 3 _{} m F
ct
I IlXEUO
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_{}
r
m
m2
xrt ti
Q m+ m _{m}_{r} ^{!}^{a}^{3} 3 r. ti 'i o rt a 3 r 0 0 n  nm XP X3 xm
rt mw om em ^{3}^{s} 0LU m
OM
r    n x I1 3s
3rt
^{0}^{0}
xn
am
X3
^{} a ^{}^{m}
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_{I}_{1}
0 tio _{r}_{r}
^{r}^{t} ~m tro ort rt m mma mmrt a r r s m rt e (3 rtm r~l  r ^{N} 3 I 3
^{7}
  N . 'd ^{} rt n I
CI 
_{s} rt ^{z}^{m}
ti3P'd
.
mBr'd
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ti ",
0 01 m rtm N ID07 re* m P ID 0 sm rt 3 < ra rt m rr e 0 k (11
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