SCHAUM'S OUTLINE OF THEORY AND PROBLEMS MATRIX OPERATIONS RICHARD BRONSON, Ph.D. Professor of Mathematics and Computer Science Fairleigh Dickinson University SCHAUM’S OUTLINE SERIES McGRAW-HILL New York SanFrancisco Washington, D.C. Auckland Bogoté Caracus Lisbon London Madrid Mexico City Milan Montreal New Dehli San Juan Singapore Sydney Tokyo TorontoTo Evy RICHARD BRONSON, who is Professor and Chairman of Mathematics and Computer Science at Fairleigh Dickinson University, received his Ph.D. in applied mathematics from Stevens Institute of Technology in 1968, Dr. Bronson is currently an associate editor of the journal Simula- tion, contributing editor to SIAM News, has served as a consultant to Bell Telephone Laboratories, and has published over 25 technical articles and books, the latter including Schaum’s Quiline of Modern Introductory Differential Equations and Schaum's Outline of Operations Research. Schaum's Outline of Theory and Problems of MATRIX OPERATIONS. Copyright © 1989 by The McGraw-Hill Companies, Inc. All rights reserved. Printed in the United States of America. Except as permitted under the United States Copyright Act of 1976, no part of this publication may be reproduced or distributed in any form or by any means, of stored in a data base or retrieval system, without the prior written permission of the publisher. 10 11 12 13 14 15 16 17 18 19 20 PRS PRS 9 ISBN 0-07-0079 78-1 Sponsoring Editor, David Beckwith Production Supervisor, Louise Karam Editing Supervisor, Marthe Grice Library of Congress Cataloging-in-Publication Data Bronson, Richard, ‘Schaum's outline of theory and problems of matrix operations. (Schaum’s outline series) Includes index. 1. Matrices. 1. Title. UL Title: Matrix ‘operations. QA188.B759_ 1989 512.9°434 88-8902 ISBN 0-07-007978-1 McGraw-Hill A Division of The McGrave-Hill CompaniesPreface Perhaps no area of mathematics has changed as dramatically as matrices over the last 25 years. This is due to both the advent of the computer as well as the introduction and acceptance of matrix methods into other applied disciplines. Computers provide an efficient mechanism for doing iterative computations. This, turn, has revolutionized the methods used for locating eigenvalues and eigenvectors and has altered the usefulness of many classical techniques, such as those for obtaining inverses and solving simultaneous equations. Relatively new fields, such as operations research, lean heavily on matrix algebra, while estab- lished fields, such as economics, probability, and differential equations, continue to expand their reliance on matrices for clarifying and simplifying complex concepts This book is an algorithmic approach to matrix operations. The more complicated procedures are given as a series of steps which may be coded in a straightforward manner for computer implementation. The emphasis throughout is on computationally efficient methods. These should be of value to anyone who needs to apply matrix methods to his or her own work. The material in this book is self-contained; all concepts and procedures are stated directly in terms of matrix operations. There are no prerequisites for using most of this book other than a working knowledge of high school algebra. Some of the applications, however, do require additional expertise, but these are self-evident and are limited to short portions of the book. For example, elemen- tary calculus is needed for the material on differential equations. Each chapter of this book is divided into three sections. The first introduces concepts and methodology. The second section consists of completely worked-out problems which clarify the material presented in the first section and which, on occasion, also expand on that development. Finally, there is a section of problems with answers with which the reader can test his or her mastery of the subject matter. I wish to thank the many individuals who helped make this book a reality. I warmly acknowledge the contributions of William Anderson, whose comments on coverage and content were particularly valuable. I am also grateful to Howard Karp and Martha Kingsley for their suggestions and assistance. Particular thanks are due Edward Miliman for his splendid editing and support, David Beckwith of the Schaum staff for overseeing the entire project, and Marthe Grice for technical editing. RICHARD BRONSON