Review of Matrix Operations: Vector: A Sequence of Elements (The Order Is Important)

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Review of Matrix Operations

Vector: a sequence of elements (the order is important)


e.g., x = (2, 1) denotes a vector
length = sqrt(2*2+1*1)
orientation angle = a
x = (x1, x2, , xn), an n dimensional vector
a point in an n dimensional space
column vector: row vector

|
|
|
|
|
.
|

\
|
=
8
5
2
1
x
a
T
x y = = ) 8 5 2 1 (
x x
T T
= ) (
X (2, 1)
transpose
norms of a vector: (magnitude)



vector operations:

i
n i
i
n
i
i
n
i
x x norm L
x x norm L
x x norm L
max
) (
1
2 / 1 2
1
2
2
1
1
1
s s

=
=
=
=
=
x y
x
x
x
y y y y x
y
y
y
x x x y x
n y x
x r rx rx rx rx
T
n
n i i
n
i
n
n
T
T
n
=
|
|
|
.
|

\
|
= =
|
|
|
.
|

\
|
=
=
E
=

) ... , (

) ...... , (
dimension same of vectors column are ,
product ) dot ( inner
vector column a : , scaler a : ) ,...... , (
2
1
2 1
1
2
1
2 1
2 1

Cross product:
defines another vector orthogonal to the plan
formed by x and y.
0 ) (

) ...... , (
2
1 1
2
1
2 1
> = =
|
|
|
.
|

\
|
=
E E
= =
i
n
i
i i
n
i
n
n
T
x x x
x
x
x
x x x x x

y x
Matrix:



the element on the ith row and jth column
a diagonal element
a weight in a weight matrix W

each row or column is a vector
jth column vector
ith row vector
n m
j
i
mn m m
n
n m
a
a a a
a a a
A

=
|
|
.
|

\
|
= } {
......

......
2 1
1 12 11

|
|
.
|

\
|
= =
-
-
- -
-
-
m
n n m
i
j
a
a
a a A
a
a
) ...... (
:
:
1
1 x
:
:
:
ij
ii
ij
w
a
a
a column vector of dimension m is a matrix of m x 1

transpose:


jth column becomes jth row
square matrix:
identity matrix:

|
|
|
.
|

\
|
=

mn n n
m
T
n m
a a a
a a a
A
......
......
2 1
1 21 11
n n
A

=
=
|
|
|
.
|

\
|
=
otherwise 0
if 1
1 ...... 0 0
0 ...... 1 0
0 ..... 0 1
j i
a I
j
i
symmetric matrix: m = n

matrix operations:




The result is a row vector, each element of which is
an inner product of and a column vector
ji ij i i
T
a a ij or a a i or A A = = =
- -
, ,
) ( ) ,...... (
1
j
i n
ra ra ra rA = =
- -
) ,...... (
) ,...... )( ...... (
1
1 1
n
T T
n m n m
T
a x a x
a a x x A x
- -
- -
=
=
T
x
j
a
-
product of two matrices:



vector outer product:

j i ij p m p n n m
b a C where C B A
- -
- = =
n m n n n m
A I A

=
( )
|
|
|
|
|
.
|

\
|
=
|
|
|
|
.
|

\
|
=
n m m m
n
n
m
i
T
y x y x y x
y x y x y x
y y
x
x
x
y x
...... , ,

,...... ,
......


2 1
1 2 1 1 1
1
1

Calculus and Differential Equations


, the derivative of , with respect to time
System of differential equations



solution:
difficult to solve unless are simple

(t)
i
x

=
=
) ( ) (

) ( ) (
1 1
t f t x
t f t x
n n

i
x
t
)) ( ), ( (
1
t x t x
n

) (t f
i
Multi-variable calculus:
partial derivative: gives the direction and speed of
change of y, with respect to


)) ( ...... ), ( ), ( ( ) (
2 1
t x t x t x f t y
n
=
) (
3
) (
2
2
) (
1
1
) ( 2
2 1
3 2 1
3 2 1
3 2 1
3 2 1
2
) cos(
) sin(
x x x
x x x
x x x
x x x
e
x
y
e x
x
y
e x
x
y
e x x y
+ +
+ +
+ +
+ +
=
c
c
=
c
c
=
c
c
+ + =
i
x
the total derivative:
gives the direction and speed of change of y, with respect to t




Gradient of f :
Chain-rule: z is a function of y, y is a function of x, x is a
function of t

T
n
t x t x
t x t x t y
n
f
n
x
f
x
f
dt
df
) ......
1
(
......
1
) ( ) (
) ( ) ( ) (
1


- V =
c
c
+
c
c
= =
) ...... , (
1 n
x
f
x
f
f
c
c
c
c
= V
)) ( ...... ), ( ), ( ( ) (
2 1
t x t x t x f t y
n
=
dt
dx
dx
dy
dy
dz
dt
dz
=
dynamic system:



change of may potentially affect other x
all continue to change (the system evolves)
reaches equilibrium when
stability/attraction: special equilibrium point
(minimal energy state)
pattern of at a stable state often
represents a solution

=
=
) ...... , (

) ..... , (
1
1
1 1
) (
) (
n n
n
x x f
n
x x f
t x
t x

i
x
i x
i
= 0

) ...... , (
1 n
x x
i
x

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