Four Special Matrices
ME710 Mathematical Methods for Engineers
Mechanical Engineering
NITK Surathkal
Adapted from
Introduction
• An m by n matrix has m rows and n columns and mn
entries.
• One purpose of matrices is to store information.
• Often we see the matrix as an "operator. "
• A acts on vectors x to produce Ax .
• The components of x have a meaning
displacements or pressures or voltages or prices or
concentrations.
• Then Ax represents pressure differences or voltage
drops or price differentials.
Four Special Matrices
• Simple and useful, absolutely basic.
• We look first at the properties of these particular matrices Kn ,
Cn ,Tn , and Bn .
• Some properties are obvious , others are hidden.
• It is terrific to practice linear algebra by working with genuinely
important matrices.
• Here are K2 , K3 , K4 in the first family, with - 1 and 2 and - 1
down the diagonals:
K Matrix
• What is significant about K2 and K3 and K4 , and eventually the
n by n matrix Kn?
1. These matrices are symmetric.
Kij = Kji and K = KT .
2. These matrices are sparse.
Most of their entries are zero when n gets large.
K1000 has a million entries, but only 1000 + 999 + 999 are nonzero.
3 . These matrices are banded.
The nonzeros lie in a "band" around the main diagonal.
The band has only three diagonals, so these matrices are tridiagonal.
K Matrix
• Because K is a tridiagonal matrix, Ku = f can be quickly solved.
• If the unknown vector u has a thousand components, we can find
them in a few thousand steps (which take a small fraction of a
second).
• Mathematicians call K a Toeplitz matrix.
4. The matrices have constant diagonals.
Right away that property wakes up Fourier.
It signifies that something is not changing when we move in space or time.
C - Circulant Matrix
• Let us make make two small changes in Kn.
• Insert – 1 in the southwest and northeast corners.
• This completes two diagonals (which circle around).
• All four diagonals of C4 wrap around in this "periodic matrix"
or "cyclic convolution" or circulant matrix
C - Circulant Matrix
• This matrix is singular. It is not invertible.
• Its determinant is zero.
• For this matrix, the column vector u of all ones
u = ( 1 , 1 , 1 , 1) solves C4u = 0.
• The columns of C add to the zero column.
• Whenever the entries along every row of a matrix add to zero,
the matrix is certainly singular. The same all-ones vector u is
responsible.
Another important property of K
5 . All the K matrices are invertible. They are not singular like Cn.
There is a square matrix K- 1 such that K- 1 K = I = identity matrix.
And if a square matrix has an inverse on the left , then also K K- 1 = I.
This "inverse matrix“ is also symmetric when K is symmetric. But K- 1 is
not sparse.
Invertibility is not easy to decide from a quick look at a matrix.
Theoretically, one test is to compute the determinant . There is an
inverse except when det K = 0, because the formula for K- 1 includes
a division by det K.
But computing the determinant is almost never done in practice!
It is a poor way to find u = K-1 f.
Use of invertability of K
It is a poor way to find u = K-1 f.
• What we actually do is to go ahead with the elimination
steps that solve Ku =f.
• Those steps simplify the matrix, to make it triangular.
• The nonzero pivots on the main diagonal of the triangular
matrix show that the original K is invertible.
• Important : We don't want or need K- 1 to find u = K- 1 f.
• The inverse would be a full matrix, with all positive entries.
• All we compute is the solution vector u .
Sixth Property
6. The symmetric matrices Kn are positive definite.
What this crucial property means (K4 has it , C4 doesn't) .
• Pivots: An invertible matrix has n nonzero pivots.
– A positive definite symmetric matrix has n positive pivots .
• Eigenvalues: A n invertible matrix has n nonzero eigenvalues.
– A positive definite symmetric matrix has n positive eigenvalues.
• Positive pivots and eigenvalues are tests for positive definiteness , and
C4 fails those tests because it is singular.
• Actually C4 has three positive pivots and eigenvalues, so it almost
passes.
• But its fourth eigenvalue is zero (the matrix is singular) .
• Since no eigenvalue is negative (λ≥0) , C4 is positive semidefinite.
Third Special Matrix Tn
• After Kn and Cn , there are two more families of matrices that you need to
know.
• They are symmetric and tridiagonal like the family Kn . But the (1, 1) entry in
Tn is changed from 2 to 1:
• That top row (T stands for top) represents a new boundary condition.
Elimination Example
All three pivots of T equal 1.
T3 passes test for invertibility (three nonzero pivots) .
T3 also passes the test for positive definiteness (three positive
pivots) .
In fact every Tn in this family is positive definite, with all its
pivots equal to 1.
Some properties
• That matrix U has an inverse (which is automatically upper
triangular).
• The exceptional fact for this particular u-1 is that all upper
triangular entries are 1's:
• This says that the inverse of a 3 by 3 "difference matrix" is a 3
by 3 "sum matrix."
• u -1 u is the identity matrix I.
Fourth Special Matrix Bn
• The fourth family Bn has the last entry also changed from 2 to 1 .
• The new boundary condition is being applied at both ends (B stands for
both) .
• These matrices Bn are symmetric and tridiagonal, but they are not
invertible.
• The Bn are positive semidefinite but not positive definite:
Elimination in Bn
• There are only two pivots. (A pivot must be nonzero. ) The last matrix U is
certainly not invertible. Its determinant is zero, because its third row is all
zeros.
• The constant vector (1 , 1 , 1 ) is in the nullspace of U, and therefore it is in
the nullspace of B:
• The whole point of elimination was to simplify a linear system like Bu = 0, without
changing the solutions.
• In this case we could have recognized non-invertibility in the matrix B, because each
row adds to zero. Then the sum of its three columns is the zero column. This is what
we see when B multiplies the vector (1 , 1 , 1 ) .
