TheoremBase

Algebraic Rules for Matrix Products, Matrix-Vector Products and Transposes

The matrix product is associative, distributive and compatible with scalars, with identity matrices as neutral elements; the matrix-vector product is linear; the transpose reverses products; Ax.w = x.(ATA^T w); and |Ax|^2 is at most the sum of the squared entries times |x|^2.

Statement

In the setting of Metric Spaces: Balls, the Metric Topology, and the Real and Complex Numbers as Metric Spaces, let m,n,p,q∈Nm,n,p,q\in\mathbb{N}, A,A′∈Mm×n(R)A,A'\in\mathcal{M}_{m\times n}(\mathbb{R}), B,B′∈Mn×p(R)B,B'\in\mathcal{M}_{n\times p}(\mathbb{R}), C∈Mp×q(R)C\in\mathcal{M}_{p\times q}(\mathbb{R}), s∈Rs\in\mathbb{R}, x,y∈Rnx,y\in\mathbb{R}^{n}, z∈Rpz\in\mathbb{R}^{p} and w∈Rmw\in\mathbb{R}^{m}, with real matrices, their entries, entrywise operations, the matrix product, the matrix-vector product, the transpose, the identity matrices ImI_{m}, InI_{n} and the standard basis vectors eke_{k} of Rn\mathbb{R}^{n}, the operations and origin 00 of Rn\mathbb{R}^{n} and Rm\mathbb{R}^{m}, the dot product, the Euclidean norm ∥⋅∥\lVert\cdot\rVert, and sums and squares as in Commutative Rings, Fields and Ordered Fields: Standard Notation §rings.

(AB)C=A(BC)(AB)C=A(BC).

A(B+B′)=AB+AB′A(B+B')=AB+AB' and (A+A′)B=AB+A′B(A+A')B=AB+A'B.

(sA)B=s(AB)=A(sB)(sA)B=s(AB)=A(sB).

ImA=A=AInI_{m}A=A=AI_{n}.

A(x+y)=Ax+AyA(x+y)=Ax+Ay, A(x−y)=Ax−AyA(x-y)=Ax-Ay, A(sx)=s(Ax)A(sx)=s(Ax), (A+A′)x=Ax+A′x(A+A')x=Ax+A'x, (sA)x=s(Ax)(sA)x=s(Ax), (AB)z=A(Bz)(AB)z=A(Bz), Inx=xI_{n}x=x and A0=0A0=0.

For every k∈[n]k\in[n], (Aek)i=Aik(Ae_{k})_{i}=A_{ik} for all i∈[m]i\in[m].

(A⊤)⊤=A(A^{\top})^{\top}=A, (A+A′)⊤=A⊤+A′⊤(A+A')^{\top}=A^{\top}+A'^{\top}, (sA)⊤=sA⊤(sA)^{\top}=sA^{\top}, (AB)⊤=B⊤A⊤(AB)^{\top}=B^{\top}A^{\top} and In⊤=InI_{n}^{\top}=I_{n}.

(Ax)⋅w=x⋅(A⊤w)(Ax)\cdot w=x\cdot(A^{\top}w).

∥Ax∥2≤(∑i=1m∑j=1nAij2)∥x∥2\lVert Ax\rVert^{2}\le\Bigl(\sum_{i=1}^{m}\sum_{j=1}^{n}A_{ij}^{2}\Bigr)\lVert x\rVert^{2}.

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