In mathematics, a block matrix or a partitioned matrix is a matrix that is interpreted as having been broken into sections called blocks or submatrices. [1] [2]
Intuitively, a matrix interpreted as a block matrix can be visualized as the original matrix with a collection of horizontal and vertical lines, which break it up, or partition it, into a collection of smaller matrices. [3] [2] For example, the 3x4 matrix presented below is divided by horizontal and vertical lines into four blocks: the top-left 2x3 block, the top-right 2x1 block, the bottom-left 1x3 block, and the bottom-right 1x1 block.
Any matrix may be interpreted as a block matrix in one or more ways, with each interpretation defined by how its rows and columns are partitioned.
This notion can be made more precise for an by matrix by partitioning into a collection , and then partitioning into a collection . The original matrix is then considered as the "total" of these groups, in the sense that the entry of the original matrix corresponds in a 1-to-1 way with some offset entry of some , where and . [4]
Block matrix algebra arises in general from biproducts in categories of matrices. [5]
The matrix
can be visualized as divided into four blocks, as
The horizontal and vertical lines have no special mathematical meaning, [6] [7] but are a common way to visualize a partition. [6] [7] By this partition, is partitioned into four 2×2 blocks, as
The partitioned matrix can then be written as
Let . A partitioning of is a representation of in the form
where are contiguous submatrices, , and . [9] The elements of the partition are called blocks. [9]
By this definition, the blocks in any one column must all have the same number of columns. [9] Similarly, the blocks in any one row must have the same number of rows. [9]
A matrix can be partitioned in many ways. [9] For example, a matrix is said to be partitioned by columns if it is written as
where is the th column of . [9] A matrix can also be partitioned by rows:
where is the th row of . [9]
Often, [9] we encounter the 2x2 partition
particularly in the form where is a scalar:
Let
where . (This matrix will be reused in § Addition and § Multiplication.) Then its transpose is
and the same equation holds with the transpose replaced by the conjugate transpose. [9]
A special form of matrix transpose can also be defined for block matrices, where individual blocks are reordered but not transposed. Let be a block matrix with blocks , the block transpose of is the block matrix with blocks . [11] As with the conventional trace operator, the block transpose is a linear mapping such that . [10] However, in general the property does not hold unless the blocks of and commute.
Let
where , and let be the matrix defined in § Transpose. (This matrix will be reused in § Multiplication.) Then if , , , and , then
It is possible to use a block partitioned matrix product that involves only algebra on submatrices of the factors. The partitioning of the factors is not arbitrary, however, and requires "conformable partitions" [12] between two matrices and such that all submatrix products that will be used are defined. [13]
Two matrices and are said to be partitioned conformally for the product , when and are partitioned into submatrices and if the multiplication is carried out treating the submatrices as if they are scalars, but keeping the order, and when all products and sums of submatrices involved are defined.
— Arak M. Mathai and Hans J. Haubold, Linear Algebra: A Course for Physicists and Engineers [14]
Let be the matrix defined in § Transpose, and let be the matrix defined in § Addition. Then the matrix product
can be performed blockwise, yielding as an matrix. The matrices in the resulting matrix are calculated by multiplying:
Or, using the Einstein notation that implicitly sums over repeated indices:
Depicting as a matrix, we have
If a matrix is partitioned into four blocks, it can be inverted blockwise as follows:
where A and D are square blocks of arbitrary size, and B and C are conformable with them for partitioning. Furthermore, A and the Schur complement of A in P: P/A = D − CA−1B must be invertible. [15]
Equivalently, by permuting the blocks:
Here, D and the Schur complement of D in P: P/D = A − BD−1C must be invertible.
If A and D are both invertible, then:
By the Weinstein–Aronszajn identity, one of the two matrices in the block-diagonal matrix is invertible exactly when the other is.
The formula for the determinant of a -matrix above continues to hold, under appropriate further assumptions, for a matrix composed of four submatrices . The easiest such formula, which can be proven using either the Leibniz formula or a factorization involving the Schur complement, is
Using this formula, we can derive that characteristic polynomials of and are same and equal to the product of characteristic polynomials of and . Furthermore, If or is diagonalizable, then and are diagonalizable too. The converse is false; simply check .
If is invertible, one has
and if is invertible, one has
If the blocks are square matrices of the same size further formulas hold. For example, if and commute (i.e., ), then
This is also true when , , or . This formula has been generalized to matrices composed of more than blocks, again under appropriate commutativity conditions among the individual blocks. [19]
For and , the following formula holds (even if and do not commute)
For any arbitrary matrices A (of size m × n) and B (of size p × q), we have the direct sum of A and B, denoted by A B and defined as
For instance,
This operation generalizes naturally to arbitrary dimensioned arrays (provided that A and B have the same number of dimensions).
Note that any element in the direct sum of two vector spaces of matrices could be represented as a direct sum of two matrices.
A block diagonal matrix is a block matrix that is a square matrix such that the main-diagonal blocks are square matrices and all off-diagonal blocks are zero matrices. [16] That is, a block diagonal matrix A has the form
where Ak is a square matrix for all k = 1, ..., n. In other words, matrix A is the direct sum of A1, ..., An. [16] It can also be indicated as A1 ⊕ A2 ⊕ ... ⊕ An [10] or diag(A1, A2, ..., An) [10] (the latter being the same formalism used for a diagonal matrix). Any square matrix can trivially be considered a block diagonal matrix with only one block.
For the determinant and trace, the following properties hold:
A block diagonal matrix is invertible if and only if each of its main-diagonal blocks are invertible, and in this case its inverse is another block diagonal matrix given by
The eigenvalues [23] and eigenvectors of are simply those of the s combined. [21]
A block tridiagonal matrix is another special block matrix, which is just like the block diagonal matrix a square matrix, having square matrices (blocks) in the lower diagonal, main diagonal and upper diagonal, with all other blocks being zero matrices. It is essentially a tridiagonal matrix but has submatrices in places of scalars. A block tridiagonal matrix has the form
where , and are square sub-matrices of the lower, main and upper diagonal respectively. [24] [25]
Block tridiagonal matrices are often encountered in numerical solutions of engineering problems (e.g., computational fluid dynamics). Optimized numerical methods for LU factorization are available [26] and hence efficient solution algorithms for equation systems with a block tridiagonal matrix as coefficient matrix. The Thomas algorithm, used for efficient solution of equation systems involving a tridiagonal matrix can also be applied using matrix operations to block tridiagonal matrices (see also Block LU decomposition).
A matrix is upper block triangular (or block upper triangular [27] ) if
A matrix is lower block triangular if
where for all . [23]
A block Toeplitz matrix is another special block matrix, which contains blocks that are repeated down the diagonals of the matrix, as a Toeplitz matrix has elements repeated down the diagonal.
A matrix is block Toeplitz if for all , that is,
where . [23]
A matrix is block Hankel if for all , that is,
where . [23]
We shall find that it is sometimes convenient to subdivide a matrix into rectangular blocks of elements. This leads us to consider so-called partitioned, or block, matrices.
A matrix can be subdivided or partitioned into smaller matrices by inserting horizontal and vertical rules between selected rows and columns.
A partitioning as in Theorem 1.9.4 is called a conformable partition of A and B.
...provided the sizes of the submatrices of A and B are such that the indicated operations can be performed.
In mathematics, matrix addition is the operation of adding two matrices by adding the corresponding entries together.
In mathematics, specifically in linear algebra, matrix multiplication is a binary operation that produces a matrix from two matrices. For matrix multiplication, the number of columns in the first matrix must be equal to the number of rows in the second matrix. The resulting matrix, known as the matrix product, has the number of rows of the first and the number of columns of the second matrix. The product of matrices A and B is denoted as AB.
In linear algebra, a Toeplitz matrix or diagonal-constant matrix, named after Otto Toeplitz, is a matrix in which each descending diagonal from left to right is constant. For instance, the following matrix is a Toeplitz matrix:
In mathematics, a square matrix is a matrix with the same number of rows and columns. An n-by-n matrix is known as a square matrix of order . Any two square matrices of the same order can be added and multiplied.
In mathematics, particularly in linear algebra, a skew-symmetricmatrix is a square matrix whose transpose equals its negative. That is, it satisfies the condition
In linear algebra, an invertible matrix is a square matrix which has an inverse. In other words, if some other matrix is multiplied by the invertible matrix, the result can be multiplied by an inverse to undo the operation. Invertible matrices are the same size as their inverse.
In linear algebra, a square matrix is called diagonalizable or non-defective if it is similar to a diagonal matrix. That is, if there exists an invertible matrix and a diagonal matrix such that . This is equivalent to . This property exists for any linear map: for a finite-dimensional vector space , a linear map is called diagonalizable if there exists an ordered basis of consisting of eigenvectors of . These definitions are equivalent: if has a matrix representation as above, then the column vectors of form a basis consisting of eigenvectors of , and the diagonal entries of are the corresponding eigenvalues of ; with respect to this eigenvector basis, is represented by .
In linear algebra, a Vandermonde matrix, named after Alexandre-Théophile Vandermonde, is a matrix with the terms of a geometric progression in each row: an matrix
In mathematics, a triangular matrix is a special kind of square matrix. A square matrix is called lower triangular if all the entries above the main diagonal are zero. Similarly, a square matrix is called upper triangular if all the entries below the main diagonal are zero.
In mathematics, the determinant of an m-by-m skew-symmetric matrix can always be written as the square of a polynomial in the matrix entries, a polynomial with integer coefficients that only depends on m. When m is odd, the polynomial is zero, and when m is even, it is a nonzero polynomial of degree m/2, and is unique up to multiplication by ±1. The convention on skew-symmetric tridiagonal matrices, given below in the examples, then determines one specific polynomial, called the Pfaffian polynomial. The value of this polynomial, when applied to the entries of a skew-symmetric matrix, is called the Pfaffian of that matrix. The term Pfaffian was introduced by Cayley, who indirectly named them after Johann Friedrich Pfaff.
In linear algebra, the Frobenius companion matrix of the monic polynomial is the square matrix defined as
In numerical linear algebra, a Givens rotation is a rotation in the plane spanned by two coordinates axes. Givens rotations are named after Wallace Givens, who introduced them to numerical analysts in the 1950s while he was working at Argonne National Laboratory.
In mathematics, the Kronecker product, sometimes denoted by ⊗, is an operation on two matrices of arbitrary size resulting in a block matrix. It is a specialization of the tensor product from vectors to matrices and gives the matrix of the tensor product linear map with respect to a standard choice of basis. The Kronecker product is to be distinguished from the usual matrix multiplication, which is an entirely different operation. The Kronecker product is also sometimes called matrix direct product.
In linear algebra, a circulant matrix is a square matrix in which all rows are composed of the same elements and each row is rotated one element to the right relative to the preceding row. It is a particular kind of Toeplitz matrix.
In linear algebra, a nilpotent matrix is a square matrix N such that
In mathematics, particularly matrix theory, a band matrix or banded matrix is a sparse matrix whose non-zero entries are confined to a diagonal band, comprising the main diagonal and zero or more diagonals on either side.
In mathematics, a logarithm of a matrix is another matrix such that the matrix exponential of the latter matrix equals the original matrix. It is thus a generalization of the scalar logarithm and in some sense an inverse function of the matrix exponential. Not all matrices have a logarithm and those matrices that do have a logarithm may have more than one logarithm. The study of logarithms of matrices leads to Lie theory since when a matrix has a logarithm then it is in an element of a Lie group and the logarithm is the corresponding element of the vector space of the Lie algebra.
In the mathematical discipline of matrix theory, a Jordan matrix, named after Camille Jordan, is a block diagonal matrix over a ring R, where each block along the diagonal, called a Jordan block, has the following form:
In numerical analysis and linear algebra, lower–upper (LU) decomposition or factorization factors a matrix as the product of a lower triangular matrix and an upper triangular matrix. The product sometimes includes a permutation matrix as well. LU decomposition can be viewed as the matrix form of Gaussian elimination. Computers usually solve square systems of linear equations using LU decomposition, and it is also a key step when inverting a matrix or computing the determinant of a matrix. The LU decomposition was introduced by the Polish astronomer Tadeusz Banachiewicz in 1938. To quote: "It appears that Gauss and Doolittle applied the method [of elimination] only to symmetric equations. More recent authors, for example, Aitken, Banachiewicz, Dwyer, and Crout … have emphasized the use of the method, or variations of it, in connection with non-symmetric problems … Banachiewicz … saw the point … that the basic problem is really one of matrix factorization, or “decomposition” as he called it." It is also sometimes referred to as LR decomposition.
In mathematics, every analytic function can be used for defining a matrix function that maps square matrices with complex entries to square matrices of the same size.