22. Elementary matrices, 1

22. Elementary matrices, 1

We introduce elementary matrices which have the following property: multiplying A on the left by an elementary matrix has the effect of performing a row operation to A .

Elementary matrices of type I

Definition:

Let i , j be integers between 1 and n inclusive, and assume i ≠ j . Let λ ∈ 𝐑 . Then E i ⁢ j ⁢ ( λ ) is the matrix which has:

  • 1s on the diagonal,

  • 0s everywhere else except in the i ⁢ j th position, where there is a λ .

Such a matrix is an elementary matrix of type I.

For example, if n = 3 you get things like: E 12 ⁢ ( 4 ) = ( 1 4 0 0 1 0 0 0 1 ) , E 32 ⁢ ( - 5 ) = ( 1 0 0 0 1 0 0 - 5 1 ) . If n = 4 , you get things like E 23 ⁢ ( 7 ) = ( 1 0 0 0 0 1 7 0 0 0 1 0 0 0 0 1 ) .

Lemma:

Let A and E i ⁢ j ⁢ ( λ ) be n -by- n matrices. Then E i ⁢ j ⁢ ( λ ) ⁢ A is the matrix obtained from A by doing R i ↦ R i + λ ⁢ R j .

Let's consider the case i < j (the other case is similar so we omit it). Consider the product ( 1 col  ⁢ i col  ⁢ j ⋱ ↓ ↓ row  ⁢ i → 1 λ ⋱ 1 ⋱ 1 ) ⁢ ( A 11 ⋯ ⋯ ⋯ ⋯ A 1 ⁢ n ⋮ ⋮ A i ⁢ 1 A i ⁢ n ⋮ ⋮ A j ⁢ 1 A j ⁢ n ⋮ ⋮ A n ⁢ 1 ⋯ ⋯ ⋯ ⋯ A n ⁢ n ) The only difference the λ makes is when we multiply the i th row into a column of A (say the k th column). Instead of just picking up 1 × A i ⁢ k , we get 1 × A i ⁢ k + λ × A j ⁢ k .

In other words, the result E i ⁢ j ⁢ ( λ ) ⁢ A is obtained from A by adding λ times row j to row i .

Elementary matrices of type II

Definition:

Let i be an integer between 1 and n inclusive and let λ ≠ 0 be a real number. Define E i ⁢ ( λ ) to be the matrix which has 1s on the diagonal everywhere except in the i ⁢ i th position, where it has a λ . Such a matrix is an elementary matrix of type II.

If n = 3 , E 2 ⁢ ( λ ) = ( 1 0 0 0 λ 0 0 0 1 ) , E 3 ⁢ ( - 1 ) = ( 1 0 0 0 1 0 0 0 - 1 ) .

Lemma:

E i ⁢ ( λ ) ⁢ A is obtained from A by performing the row operation R i ↦ λ ⁢ R i .

In the product, ( 1 0 ⋯ 0 0 ⋱ ⋮ λ ⋮ ⋱ 0 0 ⋯ 0 1 ) ⁢ ( A 11 ⋯ A 1 ⁢ n ⋮ ⋮ A i ⁢ 1 ⋯ A i ⁢ n ⋮ ⋮ A n ⁢ 1 ⋯ A n ⁢ n ) most of the entries are multiplied by 1 , except those in the i th row of A , which are rescaled by λ .