Let n≥1 be a natural number and let R be the real numbers. Let P,Q,M be real n×n matrices, with entries Pij and so on, let z,z′,w be points of Euclidean space Rn, and let μ∈R.
Write P+Q for the sum of matrices, P−Q for their difference, μP for the scalar multiple of a matrix, In for the identity matrix of size n, and Mz for the matrix-vector product. On Rn, regarded as a real vector space by Euclidean Space Rn is a Real Vector Space, write z+z′ for the sum, μz for the scalar multiple, and z−z′ and w⋅z for the difference and the dot product.
Then the following hold.
1. (Linearity in the matrix)
(P+Q)z=Pz+Qz,(P−Q)z=Pz−Qz,(μP)z=μ(Pz).
2. (Identity matrix)
Inz=z.
3. (Linearity in the vector)
M(z+z′)=Mz+Mz′,M(z−z′)=Mz−Mz′,M(μz)=μ(Mz).
4. (Quadratic form as a double sum)
w⋅(Mz)=i=1∑n j=1∑nMijwizj.