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Matrices
14
14.1 RULES FOR MATRIX CALCULATIONS

A+B=B+A (14.1)

(A + B) + C = A + (B + C) (14.2)

(AB)C = A(BC) (14.3)

C(A + B) = CA + CB (14.4)

λ(A + B) = λA + λB (14.5)

(AT)T = A (14.6)

(A + B)T = AT + BT (14.7)

(AB)T = BTAT (14.8)

(ABC)T = CTBTAT (14.9)

(AB)–1 = B–1A–1 (14.10)

(ABC)–1 = C–1B–1A–1 (14.11)

(A–1)–1 = A (14.12)

(AT)–1 = (A–1)T (14.13)

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where

A, B, and C are matrices

λ is a scalar
AT is the transpose of A
A–1 is the inverse of A

(Neter, Wasserman, and Kutner, 1985; Press, 1982).

14.2 INVERSES OF MATRICES

a b
2 × 2 matrix: If A =   then
c d

d − 
b
D D
A −1 =  (14.14)
 c a
− 
 D D
where

a b
D= = ad − bc.
c d

(D = determinant of A)
a b c
3 × 3 matrix: If B =  d e f  then
 
g h k

 (ek − fh) Z − (bk − ch) Z (bf − ce) Z 

B −1 =  − (dk − fg) Z (ak − cg) Z − (af − cd ) Z  (14.15)
 
 (dh − eg) Z − (ah − bg) Z (ae − bd ) Z 
where
Z = a(ek – fh) – b(dk – fg) + c(dh – eg).
(Z = determinant of B)
(Neter, Wasserman, and Kutner, 1985).

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14.3 SERIES OF MATRICES

If A tends to the zero matrix as n tends to infinity, then (I – A) has an inverse,
given by

∞
(I − A) −1 = I + A + A 2 + A 3 + … = ∑A
k =0
k
(14.16)

where I is the identity (unity) matrix (Kemeny and Snell, 1976).

©2001 CRC Press LLC