Matrix (mathematics)#Addition

A matrix is a rectangular array of numbers (or other mathematical objects), called the "entries" of the matrix. Matrices are subject to standard operations such as addition and multiplication.{{sfnp|Lang|2002|loc=Chapter XIII}} Most commonly, a matrix over a field $F$ is a rectangular array of elements of $F$.{{multiref

|{{harvp|Fraleigh|1976|p=209}}

|{{harvp|Nering|1970|p=37}}

}} A real matrix and a complex matrix are matrices whose entries are respectively real numbers or complex numbers. More general types of entries are discussed below. For instance, this is a real matrix:

$$\backslash mathbf\{A\}\; =\; \backslash begin\{bmatrix\}$$

-1.3 & 0.6 \\

20.4 & 5.5 \\

9.7 & -6.2

\end{bmatrix}.

The numbers, symbols, or expressions in the matrix are called its entries or its elements. The horizontal and vertical lines of entries in a matrix are respectively called rows and columns.{{sfnp|Brown|1991|p=1}}

The size of a matrix is defined by the number of rows and columns it contains. There is no limit to the number of rows and columns that a matrix (in the usual sense) can have as long as they are positive integers. A matrix with $m$ rows and $n$ columns is called an $m\; \backslash times\; n$ matrix,{{sfnp|Brown|1991|p=1}} or $\{m\}$-by-$\{n\}$ matrix,{{sfnp|Golub|Van Loan|1996|p=3}} where $\{m\}$ and $\{n\}$ are called its dimensions.{{sfnp|Horn|Johnson|1985|p=5}} For example, the matrix $\{\backslash mathbf\{A\}\}$ above is a $\{3\backslash times2\}$ matrix.

Matrices with a single row are called row matrices or row vectors, and those with a single column are called column matrices or column vectors. A matrix with the same number of rows and columns is called a square matrix.{{sfnp|Gbur|2011|p=89}} A matrix with an infinite number of rows or columns (or both) is called an infinite matrix. In some contexts, such as computer algebra programs, it is useful to consider a matrix with no rows or no columns, called an empty matrix.

The specifics of symbolic matrix notation vary widely, with some prevailing trends. Matrices are commonly written in square brackets or parentheses, so that an $m\; \backslash times\; n$ matrix $\backslash mathbf\{A\}$ is represented as

$$\backslash mathbf\{A\}\; =$$

\begin{bmatrix}

a_{11} & a_{12} & \cdots & a_{1n} \\

a_{21} & a_{22} & \cdots & a_{2n} \\

\vdots & \vdots & \ddots & \vdots \\

a_{m1} & a_{m2} & \cdots & a_{mn}

\end{bmatrix} =

\begin{pmatrix}

a_{11} & a_{12} & \cdots & a_{1n} \\

a_{21} & a_{22} & \cdots & a_{2n} \\

\vdots & \vdots & \ddots & \vdots \\

a_{m1} & a_{m2} & \cdots & a_{mn}

\end{pmatrix}.

This may be abbreviated by writing only a single generic term, possibly along with indices, as in

\mathbf{A} = \left(a_{ij}\right), \quad \left[ a_{ij}\right], \quad \text{or} \quad \left(a_{ij}\right)_{1\leq i\leq m, \; 1\leq j\leq n}

or $\backslash mathbf\{A\}=(a\_\{i,j\})\_\{1\backslash leq\; i,j\backslash leq\; n\}$ in the case that $n=m$.

Matrices are usually symbolized using upper-case letters (such as $\{\backslash mathbf\{A\}\}$ in the examples above),{{sfn|Hamilton|1987|p=[https://books.google.com/books?id=W5o4AAAAIAAJ&pg=PA29 29]}} while the corresponding lower-case letters, with two subscript indices (e.g., $\{a\_\{11\}\}$, or $\{a\_\{1,1\}\}$), represent the entries.{{sfnp|Gentle|1998|pp=[https://books.google.com/books?id=2J0ndF_LmqoC&pg=PA52 52–53]}} In addition to using upper-case letters to symbolize matrices, many authors use a special typographical style, commonly boldface Roman (non-italic), to further distinguish matrices from other mathematical objects. An alternative notation involves the use of a double-underline with the variable name, with or without boldface style, as in $\backslash underline\{\backslash underline\{A\}\}$.{{sfn|Bauchau|Craig|2009|p=[https://books.google.com/books?id=GYRX8ZYVNYQC&pg=PA915 915]}}

The entry in the {{math|i}}-th row and {{math|j}}-th column of a matrix {{math|A}} is sometimes referred to as the $\{i,j\}$ or $\{(i,j)\}$ entry of the matrix, and commonly denoted by $\{a\_\{i,j\}\}$ or $\{a\_\{ij\}\}$. Alternative notations for that entry are $\{\backslash mathbf\{A\}[i,j]\}$ and $\{\backslash mathbf\{A\}\_\{i,j\}\}$. For example, the $(1,3)$ entry of the following matrix $\backslash mathbf\{A\}$ is {{math|5}} (also denoted $\{a\_\{1\; 3\}\}$, $\{a\_\{1,3\}\}$, $\backslash mathbf\{A\}[1,3]$ or $\{\{\backslash mathbf\{A\}\}\_\{1,3\}\}$):

:$\backslash mathbf\{A\}=\backslash begin\{bmatrix\}$

4 & -7 & \color{red}{5} & 0 \\

-2 & 0 & 11 & 8 \\

19 & 1 & -3 & 12

\end{bmatrix}

Sometimes, the entries of a matrix can be defined by a formula such as $a\_\{i,j\}=f(i,j)$. For example, each of the entries of the following matrix $\backslash mathbf\{A\}$ is determined by the formula $a\_\{ij\}=i-j$.

:$\backslash mathbf\; A\; =\; \backslash begin\{bmatrix\}$

0 & -1 & -2 & -3\\

1 & 0 & -1 & -2\\

2 & 1 & 0 & -1

\end{bmatrix}

In this case, the matrix itself is sometimes defined by that formula, within square brackets or double parentheses. For example, the matrix above is defined as $\{\backslash mathbf\{A\}\}=[i-j]$ or $\{\backslash mathbf\{A\}\}=((i-j))$. If matrix size is $m\backslash times\; n$, the above-mentioned formula $f(i,j)$ is valid for any $i=1,\backslash dots,m$ and any $j=1,\backslash dots,n$. This can be specified separately or indicated using $m\backslash times\; n$ as a subscript. For instance, the matrix $\backslash mathbf\{A\}$ above is $3\backslash times4$, and can be defined as $\{\backslash mathbf\{A\}\}=[i-j]\; (i=1,2,3;\; j=1,\backslash dots,4)$ or $\{\backslash mathbf\{A\}\}=[i-j]\_\{3\backslash times4\}$.

Some programming languages utilize doubly subscripted arrays (or arrays of arrays) to represent an {{math|m}}-by-{{math|n}} matrix. Some programming languages start the numbering of array indexes at zero, in which case the entries of an {{math|m}}-by-{{math|n}} matrix are indexed by $0\backslash leq\; i\; \backslash leq\; m-1$ and $0\backslash leq\; j\; \backslash leq\; n-1$.{{sfnp|Oualline|2003|loc=Ch. 5}} This article follows the more common convention in mathematical writing where enumeration starts from {{math|1}}.

The set of all {{math|m}}-by-{{math|n}} real matrices is often denoted $\backslash mathcal\{M\}(m,\; n),$ or $\backslash mathcal\{M\}\_\{m\; \backslash times\; n\}(\backslash R).$ The set of all {{math|m}}-by-{{math|n}} matrices over another field, or over a ring {{math|R}}, is similarly denoted $\backslash mathcal\{M\}(m,\; n,\; R),$ or $\backslash mathcal\{M\}\_\{m\; \backslash times\; n\}(R).$ If {{math|m{{nbsp}}{{=}}{{nbsp}}n}}, such as in the case of square matrices, one does not repeat the dimension: $\backslash mathcal\{M\}(n,\; R),$ or {{nowrap|$\backslash mathcal\{M\}\_n(R).${{sfnp|Pop|Furdui|2017}}}} Often, $M$, or $\backslash operatorname\{Mat\}$, is used in place of $\backslash mathcal\; M.$

Several basic operations can be applied to matrices. Some, such as transposition and submatrix do not depend on the nature of the entries. Others, such as matrix addition, scalar multiplication, matrix multiplication, and row operations involve operations on matrix entries and therefore require that matrix entries are numbers or belong to a field or a ring.{{sfnp|Brown|1991|loc=Definition I.2.1 (addition), Definition I.2.4 (scalar multiplication), and Definition I.2.33 (transpose)}}

In this section, it is supposed that matrix entries belong to a fixed ring, which is typically a field of numbers.

;Addition

The sum {{math|A + B}} of two {{math|m×n}} matrices {{math|A}} and {{math|B}} is calculated entrywise:{{sfnp|Whitelaw|1991|p=29}}

(\bold A + \bold B)_{i, j} = \bold A_{i,j} + \bold B_{i,j}, \quad 1 \leq i \leq m, \quad 1 \leq j \leq n.

For example,

:$$

\begin{bmatrix}

1 & 3 & 1 \\

1 & 0 & 0

\end{bmatrix}

+

\begin{bmatrix}

0 & 0 & 5 \\

7 & 5 & 0

\end{bmatrix}

=

\begin{bmatrix}

1+0 & 3+0 & 1+5 \\

1+7 & 0+5 & 0+0

\end{bmatrix}

=

\begin{bmatrix}

1 & 3 & 6 \\

8 & 5 & 0

\end{bmatrix}

{{pb}}

;Scalar multiplication

The product {{math|cA}} of a number {{mvar|c}} (also called a scalar in this context) and a matrix {{math|A}} is computed by multiplying every entry of {{math|A}} by {{mvar|c}}:{{sfnp|Whitelaw|1991|p=30}}

$$(c\backslash bold\; A)\_\{i,j\}\; =\; c\; \backslash cdot\; \backslash bold\; A\_\{i,j\}$$

This operation is called scalar multiplication, but its result is not named "scalar product" to avoid confusion, since "scalar product" is often used as a synonym for "inner product". For example:

:$2\backslash cdot\; \backslash begin\{bmatrix\}$

1 & 8 & -3 \\

4 & -2 & 5

\end{bmatrix}

=

\begin{bmatrix}

2 \cdot 1 & 2\cdot 8 & 2\cdot -3 \\

2\cdot 4 & 2\cdot -2 & 2\cdot 5

\end{bmatrix}

=

\begin{bmatrix}

2 & 16 & -6 \\

8 & -4 & 10

\end{bmatrix}

{{pb}}

;Subtraction

The subtraction of two {{math|m×n}} matrices is defined by composing matrix addition with scalar multiplication by {{math|–1}}:

:$\backslash mathbf\; A\; -\; \backslash mathbf\; B\; =\; \backslash mathbf\; A\; +(-1)\backslash cdot\; \backslash mathbf\; B${{pb}}

;Transposition

The transpose of an {{math|m×n}} matrix {{math|A}} is the {{math|n×m}} matrix {{math|A{{sup|T}}}} (also denoted {{math|A{{sup|tr}}}} or {{math|{{sup|t}}A}}) formed by turning rows into columns and vice versa:

$$\backslash left(\; \backslash bold\; A^\{\backslash rm\; T\}\; \backslash right)\_\{i,j\}\; =\; \backslash bold\; A\_\{j,i\}.$$

For example:

:$$

\begin{bmatrix}

1 & 2 & 3 \\

0 & -6 & 7

\end{bmatrix}^\mathrm{T} =

\begin{bmatrix}

1 & 0 \\

2 & -6 \\

3 & 7

\end{bmatrix}

Familiar properties of numbers extend to these operations on matrices: for example, addition is commutative, that is, the matrix sum does not depend on the order of the summands: {{math|1=A + B = B + A}}.{{sfnp|Brown|1991|loc=Theorem I.2.6}}

The transpose is compatible with addition and scalar multiplication, as expressed by {{math|1=(cA){{sup|T}} = c(A{{sup|T}})}} and {{math|1=(A + B){{sup|T}} = A{{sup|T}} + B{{sup|T}}}}. Finally, {{math|1=(A{{sup|T}}){{sup|T}} = A}}.

{{Main|Matrix multiplication}}

File:MatrixMultiplication.png

Multiplication of two matrices is defined if and only if the number of columns of the left matrix is the same as the number of rows of the right matrix. If {{math|A}} is an {{math|m×n}} matrix and {{math|B}} is an {{math|n×p}} matrix, then their matrix product {{math|AB}} is the {{math|m×p}} matrix whose entries are given by dot product of the corresponding row of {{math|A}} and the corresponding column of {{math|B}}:{{Cite web|title=How to Multiply Matrices|url=https://mathsisfun.com/algebra/matrix-multiplying.html|access-date=2020-08-19|website=www.mathsisfun.com}}

:$[\backslash mathbf\{AB\}]\_\{i,j\}\; =\; a\_\{i,1\}b\_\{1,j\}\; +\; a\_\{i,2\}b\_\{2,j\}\; +\; \backslash cdots\; +\; a\_\{i,n\}b\_\{n,j\}\; =\; \backslash sum\_\{r=1\}^n\; a\_\{i,r\}b\_\{r,j\},$

where {{math|1 ≤ i ≤ m}} and {{math|1 ≤ j ≤ p}}.{{sfnp|Brown|1991|loc=Definition I.2.20}} For example, the underlined entry 2340 in the product is calculated as {{math|(2 × 1000) + (3 × 100) + (4 × 10) {{=}} 2340:}}

:$$

\begin{align}

\begin{bmatrix}

\underline{2} & \underline 3 & \underline 4 \\

1 & 0 & 0 \\

\end{bmatrix}

\begin{bmatrix}

0 & \underline{1000} \\

1 & \underline{100} \\

0 & \underline{10} \\

\end{bmatrix}

&=

\begin{bmatrix}

3 & \underline{2340} \\

0 & 1000 \\

\end{bmatrix}.

\end{align}

Matrix multiplication satisfies the rules {{math|1=(AB)C = A(BC)}} (associativity), and {{math|1=(A + B)C = AC + BC}} as well as {{math|1=C(A + B) = CA + CB}} (left and right distributivity), whenever the size of the matrices is such that the various products are defined.{{sfnp|Brown|1991|loc=Theorem I.2.24}} The product {{math|AB}} may be defined without {{math|BA}} being defined, namely if {{math|A}} and {{math|B}} are {{math|m×n}} and {{math|n×k}} matrices, respectively, and {{math|m ≠ k.}} Even if both products are defined, they generally need not be equal, that is:{{sfnp|Boas|2005|p=117}}

$$\backslash bold\{AB\}\; \backslash ne\; \backslash bold\{BA\}.$$

In other words, matrix multiplication is not commutative, in marked contrast to (rational, real, or complex) numbers, whose product is independent of the order of the factors. An example of two matrices not commuting with each other is:

$$\backslash begin\{bmatrix\}$$

1 & 2\\

3 & 4\\

\end{bmatrix}

\begin{bmatrix}

0 & 1\\

0 & 0\\

\end{bmatrix}=

\begin{bmatrix}

0 & 1\\

0 & 3\\

\end{bmatrix},

whereas

:$\backslash begin\{bmatrix\}$

0 & 1\\

0 & 0\\

\end{bmatrix}

\begin{bmatrix}

1 & 2\\

3 & 4\\

\end{bmatrix}=

\begin{bmatrix}

3 & 4\\

0 & 0\\

\end{bmatrix}.

Besides the ordinary matrix multiplication just described, other less frequently used operations on matrices that can be considered forms of multiplication also exist, such as the Hadamard product and the Kronecker product.{{sfnp|Horn|Johnson|1985|loc=Ch. 4 and 5}} They arise in solving matrix equations such as the Sylvester equation.

{{Main|Row operations}}

There are three types of row operations:

1. row addition, that is adding a row to another.
2. row multiplication, that is multiplying all entries of a row by a non-zero constant;
3. row switching, that is interchanging two rows of a matrix;

These operations are used in several ways, including solving linear equations and finding matrix inverses.

A submatrix of a matrix is a matrix obtained by deleting any collection of rows and/or columns.{{multiref

|{{harvp|Bronson|1970|p=16}}

|{{harvp|Kreyszig|1972|p=220}}

|{{harvp|Protter|Morrey|1970|p=869}}

}} For example, from the following 3-by-4 matrix, we can construct a 2-by-3 submatrix by removing row 3 and column 2:

:$\backslash mathbf\{A\}=\backslash begin\{bmatrix\}$

1 & \color{red}{2} & 3 & 4 \\

5 & \color{red}{6} & 7 & 8 \\

\color{red}{9} & \color{red}{10} & \color{red}{11} & \color{red}{12}

\end{bmatrix} \rightarrow \begin{bmatrix}

1 & 3 & 4 \\

5 & 7 & 8

\end{bmatrix}.

The minors and cofactors of a matrix are found by computing the determinant of certain submatrices.{{multiref

|{{harvp|Protter|Morrey|1970|p=869}}

|{{harvp|Kreyszig|1972|pp=241,244}}

}}

A principal submatrix is a square submatrix obtained by removing certain rows and columns. The definition varies from author to author. According to some authors, a principal submatrix is a submatrix in which the set of row indices that remain is the same as the set of column indices that remain.{{sfnp|Schneider|Barker|2012}}{{sfnp|Perlis|1991}} Other authors define a principal submatrix as one in which the first {{mvar|k}} rows and columns, for some number {{mvar|k}}, are the ones that remain;{{sfnp|Anton|2010}} this type of submatrix has also been called a leading principal submatrix.{{Citation |title=Matrix Analysis|first1=Roger A.|last1=Horn|first2=Charles R.|last2=Johnson|edition=2nd|publisher=Cambridge University Press|year=2012|isbn=978-0-521-83940-2|page=17|url=https://books.google.com/books?id=5I5AYeeh0JUC&pg=PA17}}.

==Linear equations==

{{Main|Linear equation|System of linear equations}}

Matrices can be used to compactly write and work with multiple linear equations, that is, systems of linear equations. For example, if {{math|A}} is an {{math|m×n}} matrix, {{math|x}} designates a column vector (that is, {{math|n×1}}-matrix) of {{mvar|n}} variables {{math|x{{sub|1}}, x{{sub|2}}, ..., x{{sub|n}},}} and {{math|b}} is an {{math|m×1}}-column vector, then the matrix equation

$$\backslash mathbf\{Ax\}\; =\; \backslash mathbf\{b\}$$

is equivalent to the system of linear equations{{sfnp|Brown|1991|loc=I.2.21 and 22}}

$$\backslash begin\{align\}$$

a_{1,1}x_1 + a_{1,2}x_2 + &\cdots + a_{1,n}x_n = b_1 \\

&\ \ \vdots \\

a_{m,1}x_1 + a_{m,2}x_2 + &\cdots + a_{m,n}x_n = b_m

\end{align}

Using matrices, this can be solved more compactly than would be possible by writing out all the equations separately. If {{math|1=n = m}} and the equations are independent, then this can be done by writing{{sfnp|Gbur|2011|p=95}}

$$\backslash mathbf\{x\}\; =\; \backslash mathbf\{A\}^\{-1\}\; \backslash mathbf\{b\}$$

where {{math|A{{sup|−1}}}} is the inverse matrix of {{math|A}}. If {{math|A}} has no inverse, solutions—if any—can be found using its generalized inverse.

{{Main|Linear transformation|Transformation matrix}}

File:Area parallellogram as determinant.svg

Matrices and matrix multiplication reveal their essential features when related to linear transformations, also known as linear maps. A real {{mvar|m}}-by-{{mvar|n}} matrix {{math|A}} gives rise to a linear transformation $\backslash R^n\; \backslash to\; \backslash R^m$ mapping each vector {{math|x}} in {{tmath|\R^n}} to the (matrix) product {{math|Ax}}, which is a vector in {{tmath|\R^m.}} Conversely, each linear transformation $f:\; \backslash R^n\; \backslash to\; \backslash R^m$ arises from a unique {{mvar|m}}-by-{{mvar|n}} matrix {{math|A}}: explicitly, the {{math|(i, j)}}-entry of {{math|A}} is the {{mvar|i}}th coordinate of {{math|f (e{{sub|j}})}}, where {{math|1=e{{sub|j}} = (0, ..., 0, 1, 0, ..., 0)}} is the unit vector with 1 in the {{mvar|j}}th position and 0 elsewhere. The matrix {{math|A}} is said to represent the linear map {{mvar|f}}, and {{math|A}} is called the transformation matrix of {{mvar|f}}.

For example, the 2×2 matrix

:

can be viewed as the transform of the unit square into a parallelogram with vertices at {{math|(0, 0)}}, {{math|(a, b)}}, {{math|(a + c, b + d)}}, and {{math|(c, d)}}. The parallelogram pictured at the right is obtained by multiplying {{math|A}} with each of the column vectors $\backslash begin\{bmatrix\}\; 0\; \backslash \backslash \; 0\; \backslash end\{bmatrix\},\; \backslash begin\{bmatrix\}\; 1\; \backslash \backslash \; 0\; \backslash end\{bmatrix\},\; \backslash begin\{bmatrix\}\; 1\; \backslash \backslash \; 1\; \backslash end\{bmatrix\}$, and $\backslash begin\{bmatrix\}0\; \backslash \backslash \; 1\backslash end\{bmatrix\}$ in turn. These vectors define the vertices of the unit square.

The following table shows several 2×2 real matrices with the associated linear maps of {{tmath|\R^2.}}

The {{font color | blue | blue }} original is mapped to the {{font color | green | green }} grid and shapes. The origin {{math|(0, 0)}} is marked with a black point.

Under the 1-to-1 correspondence between matrices and linear maps, matrix multiplication corresponds to composition of maps:{{harvtxt|Greub|1975|p=90}}. Note however that Greub follows a transposed convention of representing a transformation by multiplying a row vector by a matrix, rather than multiplying a matrix by a column vector, leading to the reversed order for the two matrices in the product that represents a composition. if a {{mvar|k}}-by-{{mvar|m}} matrix {{math|B}} represents another linear map $g:\; \backslash R^m\; \backslash to\; \backslash R^k$, then the composition {{math|g ∘ f}} is represented by {{math|BA}} since{{harvtxt|Lang|1986|loc=§VI.1}}

(g \circ f)(\bold x) = g(f(\bold x)) = g(\bold{Ax}) = \bold B(\bold {Ax}) = (\bold{BA}) \bold x.

The last equality follows from the above-mentioned associativity of matrix multiplication.

The rank of a matrix {{math|A}} is the maximum number of linearly independent row vectors of the matrix, which is the same as the maximum number of linearly independent column vectors.{{Harvard citations |last1=Brown |year=1991 |nb=yes |loc=Definition II.3.3}} Equivalently it is the dimension of the image of the linear map represented by {{math|A}}.{{Harvard citations |last1=Greub |year=1975 |nb=yes |loc=Section III.1}} The rank–nullity theorem states that the dimension of the kernel of a matrix plus the rank equals the number of columns of the matrix.{{Harvard citations |last1=Brown |year=1991 |nb=yes |loc=Theorem II.3.22}}

{{Main|Square matrix}}

A square matrix is a matrix with the same number of rows and columns. An {{mvar|n}}-by-{{mvar|n}} matrix is known as a square matrix of order {{mvar|n}}. Any two square matrices of the same order can be added and multiplied.

The entries {{mvar|a{{sub|ii}}}} form the main diagonal of a square matrix. They lie on the imaginary line running from the top left corner to the bottom right corner of the matrix.{{sfnp|Anton|2010|p=[https://books.google.com/books?id=YmcQJoFyZ5gC&pg=PA27 27]}}

:

If all entries of {{math|A}} below the main diagonal are zero, {{math|A}} is called an upper triangular matrix. Similarly, if all entries of {{math|A}} above the main diagonal are zero, {{math|A}} is called a lower triangular matrix.{{sfnp|Anton|2010|p=[https://books.google.com/books?id=YmcQJoFyZ5gC&pg=PA68 68]}} If all entries outside the main diagonal are zero, {{math|A}} is called a diagonal matrix.{{sfnp|Gbur|2011|p=91}}

{{Main|Identity matrix}}

The identity matrix {{math|I{{sub|n}}}} of size {{mvar|n}} is the {{mvar|n}}-by-{{mvar|n}} matrix in which all the elements on the main diagonal are equal to 1 and all other elements are equal to 0,{{sfnp|Boas|2005|p=118}} for example,

$$\backslash begin\{align\}$$

\mathbf{I}_1 &= \begin{bmatrix} 1 \end{bmatrix}, \\[4pt]

\mathbf{I}_2 &= \begin{bmatrix}

1 & 0 \\

0 & 1

\end{bmatrix}, \\[4pt]

\vdots& \\[4pt]

\mathbf{I}_n &= \begin{bmatrix}

1 & 0 & \cdots & 0 \\

0 & 1 & \cdots & 0 \\

\vdots & \vdots & \ddots & \vdots \\

0 & 0 & \cdots & 1

\end{bmatrix}

\end{align}

It is a square matrix of order {{mvar|n}}, and also a special kind of diagonal matrix. It is called an identity matrix because multiplication with it leaves a matrix unchanged:{{sfnp|Boas|2005|p=118}}

\bold{AI}_n = \bold I_m \bold A = \bold A

for any {{mvar|m}}-by-{{mvar|n}} matrix {{math|A}}.

A scalar multiple of an identity matrix is called a scalar matrix.{{sfnp|Horn|Johnson|1985|loc=§0.9.1 Diagonal matrices}}

A square matrix {{math|A}} that is equal to its transpose, that is, {{math|1=A = A{{sup|T}}}}, is a symmetric matrix. If instead, {{math|A}} is equal to the negative of its transpose, that is, {{math|1=A = −A{{sup|T}}}}, then {{math|A}} is a skew-symmetric matrix. In complex matrices, symmetry is often replaced by the concept of Hermitian matrices, which satisfies {{math|1=A{{sup|∗}} = A}}, where the star or asterisk denotes the conjugate transpose of the matrix, that is, the transpose of the complex conjugate of {{math|A}}.{{sfnp|Boas|2005|p=138}}

By the spectral theorem, real symmetric matrices and complex Hermitian matrices have an eigenbasis; that is, every vector is expressible as a linear combination of eigenvectors. In both cases, all eigenvalues are real.{{sfnp|Horn|Johnson|1985|loc=Theorem 2.5.6}} This theorem can be generalized to infinite-dimensional situations related to matrices with infinitely many rows and columns.{{sfnp|Conway|1990|pp=262–263}}

A square matrix {{math|A}} is called invertible or non-singular if there exists a matrix {{math|B}} such that{{Harvard citations |last1=Brown |year=1991 |nb=yes |loc=Definition I.2.28}}{{Harvard citations |last1=Brown |year=1991 |nb=yes |loc=Definition I.5.13}}

$$\backslash bold\{AB\}\; =\; \backslash bold\{BA\}\; =\; \backslash bold\; I\_n,$$

where {{math|I{{sub|n}}}} is the {{math|n×n}} identity matrix with 1s on the main diagonal and 0s elsewhere. If {{math|B}} exists, it is unique and is called the inverse matrix of {{math|A}}, denoted {{math|A{{sup|−1}}}}.{{sfnp|Anton|2010|p=[https://books.google.com/books?id=YmcQJoFyZ5gC&pg=PA62 62]}}

There are many algorithms for testing whether a square matrix is invertible, and, if it is, computing its inverse. One of the oldest, which is still in common use is Gaussian elimination.{{sfnp|Gbur|2011|pp=99–100}}

A symmetric real matrix {{math|A}} is called positive-definite if the associated quadratic form

$$f(\backslash bold\; x)\; =\; \backslash bold\; x^\{\backslash rm\; T\}\; \backslash bold\{Ax\}$$

has a positive value for every nonzero vector {{math|x}} in {{tmath|\R^n.}} If {{math|f (x)}} only yields negative values then {{math|A}} is negative-definite; if {{mvar|f}} does produce both negative and positive values then {{math|A}} is indefinite.{{Harvard citations |last1=Horn |last2=Johnson |year=1985 |nb=yes |loc=Chapter 7}} If the quadratic form {{mvar|f}} yields only non-negative values (positive or zero), the symmetric matrix is called positive-semidefinite (or if only non-positive values, then negative-semidefinite); hence the matrix is indefinite precisely when it is neither positive-semidefinite nor negative-semidefinite.{{harvtxt|Anton|2010|loc=Thm. 7.3.2}}

A symmetric matrix is positive-definite if and only if all its eigenvalues are positive, that is, the matrix is positive-semidefinite and it is invertible.{{Harvard citations |last1=Horn |last2=Johnson |year=1985 |nb=yes |loc=Theorem 7.2.1}} The table at the right shows two possibilities for 2-by-2 matrices. The eigenvalues of a diagonal matrix are simply the entries along the diagonal,{{sfnp|Boas|2005|p=150}} and so in these examples, the eigenvalues can be read directly from the matrices themselves. The first matrix has two eigenvalues that are both positive, while the second has one that is positive and another that is negative.

Allowing as input two different vectors instead yields the bilinear form associated to {{math|A}}:{{sfnp|Horn |Johnson|1985|loc=Example 4.0.6, p. 169}}

$$B\_\{\backslash bold\; A\}\; (\backslash bold\; x,\; \backslash bold\; y)\; =\; \backslash bold\; x^\{\backslash rm\; T\}\; \backslash bold\{Ay\}.$$

In the case of complex matrices, the same terminology and results apply, with symmetric matrix, quadratic form, bilinear form, and transpose {{math|x{{sup|T}}}} replaced respectively by Hermitian matrix, Hermitian form, sesquilinear form, and conjugate transpose {{math|x{{sup|H}}}}.{{harvtxt|Lang|1986|loc=Appendix. Complex numbers}}

{{Main|Orthogonal matrix}}

An orthogonal matrix is a square matrix with real entries whose columns and rows are orthogonal unit vectors (that is, orthonormal vectors).{{sfnp|Horn|Johnson|1985|pp=66–67}} Equivalently, a matrix {{math|A}} is orthogonal if its transpose is equal to its inverse:

$$\backslash mathbf\{A\}^\backslash mathrm\{T\}=\backslash mathbf\{A\}^\{-1\},\; \backslash ,$$

which entails

$$\backslash mathbf\{A\}^\backslash mathrm\{T\}\; \backslash mathbf\{A\}\; =\; \backslash mathbf\{A\}\; \backslash mathbf\{A\}^\backslash mathrm\{T\}\; =\; \backslash mathbf\{I\}\_n,$$

where {{math|I{{sub|n}}}} is the identity matrix of size {{mvar|n}}.{{sfnp|Gbur|2011|pp=102–103}}

An orthogonal matrix {{math|A}} is necessarily invertible (with inverse {{math|1=A{{sup|−1}} = A{{sup|T}}}}), unitary ({{math|1=A{{sup|−1}} = A*}}), and normal ({{math|1=A*A = AA*}}). The determinant of any orthogonal matrix is either {{math|+1}} or {{math|−1}}. A special orthogonal matrix is an orthogonal matrix with determinant +1. As a linear transformation, every orthogonal matrix with determinant {{math|+1}} is a pure rotation without reflection, i.e., the transformation preserves the orientation of the transformed structure, while every orthogonal matrix with determinant {{math|-1}} reverses the orientation, i.e., is a composition of a pure reflection and a (possibly null) rotation. The identity matrices have determinant {{math|1}} and are pure rotations by an angle zero.{{sfnp|Boas|2005|pp=127,153–154}}

The complex analog of an orthogonal matrix is a unitary matrix.{{sfnp|Boas|2005|p=141}}

The trace, {{math|tr(A)}} of a square matrix {{math|A}} is the sum of its diagonal entries. While matrix multiplication is not commutative as mentioned above, the trace of the product of two matrices is independent of the order of the factors:{{sfnp|Horn|Johnson|1985|pp=40,42}}

$$\backslash operatorname\{tr\}(\backslash mathbf\{AB\})\; =\backslash operatorname\{tr\}(\backslash mathbf\{BA\}).$$

This is immediate from the definition of matrix multiplication:{{harvtxt|Lang|1986|loc=p. 281}}

$$\backslash operatorname\{tr\}(\backslash mathbf\{AB\})\; =\; \backslash sum\_\{i=1\}^m\; \backslash sum\_\{j=1\}^n\; a\_\{ij\}\; b\_\{ji\}\; =\; \backslash operatorname\{tr\}(\backslash mathbf\{BA\}).$$

It follows that the trace of the product of more than two matrices is independent of cyclic permutations of the matrices; however, this does not in general apply for arbitrary permutations. For example, {{math|tr(ABC) ≠ tr(BAC)}}, in general.{{sfnp|Tang|2006|p=226}} Also, the trace of a matrix is equal to that of its transpose,{{sfn|Bernstein|2009|p=94}} that is,

$$\backslash operatorname\{tr\}(\backslash bold\; A)\; =\; \backslash operatorname\{tr\}(\backslash bold\; A^\{\backslash rm\; T\}).$$

{{Main|Determinant}}

File:Determinant example.svg, since it turns the counterclockwise orientation of the vectors to a clockwise one.]]

The determinant of a square matrix {{math|A}} (denoted {{math|det(A)}} or {{math|{{abs|A|}}}}) is a number encoding certain properties of the matrix. A matrix is invertible if and only if its determinant is nonzero.{{sfnp|Horn|Johnson|1985|loc=§0.5 Nonsingularity}} Its absolute value equals the area (in {{tmath|\R^2}}) or volume (in {{tmath|\R^3}}) of the image of the unit square (or cube), while its sign corresponds to the orientation of the corresponding linear map: the determinant is positive if and only if the orientation is preserved.{{sfnp|Margalit|Rabinoff|2019}}

The determinant of 2-by-2 matrices is given by

:{{Cite web|title=Matrix {{!}} mathematics|url=https://britannica.com/science/matrix-mathematics|access-date=2020-08-19|website=Encyclopedia Britannica|language=en}}

The determinant of 3-by-3 matrices involves 6 terms (rule of Sarrus). The more lengthy Leibniz formula generalizes these two formulae to all dimensions.{{sfnp|Brown|1991|loc=Definition III.2.1}}

The determinant of a product of square matrices equals the product of their determinants:

$$\backslash det(\backslash bold\{AB\})\; =\; \backslash det(\backslash bold\; A)\; \backslash cdot\; \backslash det(\backslash bold\; B),$$

or using alternate notation:{{sfnp|Brown|1991|loc=Theorem III.2.12}}

$$|\backslash bold\{AB\}|\; =\; |\backslash bold\; A|\; \backslash cdot\; |\backslash bold\; B|.$$

Adding a multiple of any row to another row, or a multiple of any column to another column, does not change the determinant. Interchanging two rows or two columns affects the determinant by multiplying it by −1.{{sfnp|Brown|1991|loc=Corollary III.2.16}} Using these operations, any matrix can be transformed to a lower (or upper) triangular matrix, and for such matrices, the determinant equals the product of the entries on the main diagonal; this provides a method to calculate the determinant of any matrix. Finally, the Laplace expansion expresses the determinant in terms of minors, that is, determinants of smaller matrices.{{sfnp|Mirsky|1990|loc=Theorem 1.4.1}} This expansion can be used for a recursive definition of determinants (taking as starting case the determinant of a 1-by-1 matrix, which is its unique entry, or even the determinant of a 0-by-0 matrix, which is 1), that can be seen to be equivalent to the Leibniz formula. Determinants can be used to solve linear systems using Cramer's rule, where the division of the determinants of two related square matrices equates to the value of each of the system's variables.{{sfnp|Brown|1991|loc=Theorem III.3.18}}

{{Main|Eigenvalue, eigenvector and eigenspace|l1=Eigenvalues and eigenvectors}}

A number $\backslash lambda$ and a non-zero vector {{math|v}} satisfying

$$\backslash mathbf\{A\}\; \backslash mathbf\{v\}\; =\; \backslash lambda\; \backslash mathbf\{v\}$$

are called an eigenvalue and an eigenvector of {{math|A}}, respectively.Eigen means "own" in German and in Dutch. See [https://en.wiktionary.org/wiki/eigen Wiktionary].{{sfnp|Brown|1991|loc=Definition III.4.1}} The number {{mvar|λ}} is an eigenvalue of an {{math|n×n}}-matrix {{math|A}} if and only if {{math|(A − λI{{sub|n}})}} is not invertible, which is equivalent to{{sfnp|Brown|1991|loc=Definition III.4.9}}

$\backslash det(\backslash mathbf\{A\}-\backslash lambda\; \backslash mathbf\{I\})\; =\; 0.$

The polynomial {{math|p{{sub|A}}}} in an indeterminate {{mvar|X}} given by evaluation of the determinant {{math|det(X I{{sub|n}} − A)}} is called the characteristic polynomial of {{math|A}}. It is a monic polynomial of degree {{mvar|n}}. Therefore the polynomial equation {{math|1=p{{sub|A}}(λ) = 0}} has at most {{mvar|n}} different solutions, that is, eigenvalues of the matrix.{{sfnp|Brown|1991|loc=Corollary III.4.10}} They may be complex even if the entries of {{math|A}} are real. According to the Cayley–Hamilton theorem, {{math|1=p{{sub|A}}(A) = 0}}, that is, the result of substituting the matrix itself into its characteristic polynomial yields the zero matrix.{{sfn|Bernstein|2009|p=265}}

Matrix calculations can be often performed with different techniques. Many problems can be solved by both direct algorithms and iterative approaches. For example, the eigenvectors of a square matrix can be obtained by finding a sequence of vectors {{math|x{{sub|n}}}} converging to an eigenvector when {{mvar|n}} tends to infinity.{{sfnp|Householder|1975|loc=Ch. 7}}

To choose the most appropriate algorithm for each specific problem, it is important to determine both the effectiveness and precision of all the available algorithms. The domain studying these matters is called numerical linear algebra.{{Harvard citations |last1=Bau III |last2=Trefethen |year=1997 |nb=yes}} As with other numerical situations, two main aspects are the complexity of algorithms and their numerical stability.

Determining the complexity of an algorithm means finding upper bounds or estimates of how many elementary operations such as additions and multiplications of scalars are necessary to perform some algorithm, for example, multiplication of matrices. Calculating the matrix product of two {{mvar|n}}-by-{{mvar|n}} matrices using the definition given above needs {{math|n{{sup|3}}}} multiplications, since for any of the {{math|n{{sup|2}}}} entries of the product, {{mvar|n}} multiplications are necessary. The Strassen algorithm outperforms this "naive" algorithm; it needs only {{math|n{{sup|2.807}}}} multiplications.{{sfnp|Golub|Van Loan|1996|loc=Algorithm 1.3.1}} A refined approach also incorporates specific features of the computing devices.{{cn|date=May 2025}}

In many practical situations, additional information about the matrices involved is known. An important case is sparse matrices, that is, matrices whose entries are mostly zero. There are specifically adapted algorithms for, say, solving linear systems {{math|1=Ax = b}} for sparse matrices {{math|A}}, such as the conjugate gradient method.{{sfnp|Golub|Van Loan|1996|loc=Chapters 9 and 10, esp. section 10.2}}

An algorithm is, roughly speaking, numerically stable if little deviations in the input values do not lead to big deviations in the result. For example, calculating the inverse of a matrix via Laplace expansion ({{math|adj(A)}} denotes the adjugate matrix of {{math|A}})

$$\backslash bold\; A^\{-1\}\; =\; \backslash operatorname\{adj\}(\backslash bold\; A)\; /\; \backslash det(\backslash bold\; A)$$

may lead to significant rounding errors if the determinant of the matrix is very small. The norm of a matrix can be used to capture the conditioning of linear algebraic problems, such as computing a matrix's inverse.{{sfnp|Golub|Van Loan|1996|loc=Chapter 2.3}}

{{Main|Matrix decomposition|Matrix diagonalization|Gaussian elimination|Bareiss algorithm}}

There are several methods to render matrices into a more easily accessible form. They are generally referred to as matrix decomposition or matrix factorization techniques. The interest of all these techniques is that they preserve certain properties of the matrices in question, such as determinant, rank, or inverse, so that these quantities can be calculated after applying the transformation, or that certain matrix operations are algorithmically easier to carry out for some types of matrices.{{cn|date=May 2025}}

The LU decomposition factors matrices as a product of lower ({{math|L}}) and an upper triangular matrices ({{math|U}}).{{sfnp|Press|Flannery|Teukolsky|Vetterling|1992}} Once this decomposition is calculated, linear systems can be solved more efficiently by a simple technique called forward and back substitution. Likewise, inverses of triangular matrices are algorithmically easier to calculate. The Gaussian elimination is a similar algorithm; it transforms any matrix to row echelon form.{{sfnp|Stoer|Bulirsch|2002|loc=Section 4.1}} Both methods proceed by multiplying the matrix by suitable elementary matrices, which correspond to permuting rows or columns and adding multiples of one row to another row. Singular value decomposition expresses any matrix {{math|A}} as a product {{math|UDV{{sup|∗}}}}, where {{math|U}} and {{math|V}} are unitary matrices and {{math|D}} is a diagonal matrix.{{sfnp|Gbur|2011|pp=146–153}}

File:Jordan blocks.svg

The eigendecomposition or diagonalization expresses {{math|A}} as a product {{math|VDV{{sup|−1}}}}, where {{math|D}} is a diagonal matrix and {{math|V}} is a suitable invertible matrix.{{sfnp|Horn|Johnson|1985|loc=Theorem 2.5.4}} If {{math|A}} can be written in this form, it is called diagonalizable. More generally, and applicable to all matrices, the Jordan decomposition transforms a matrix into Jordan normal form, that is to say matrices whose only nonzero entries are the eigenvalues {{math|λ{{sub|1}}}} to {{mvar|λ{{sub|n}}}} of {{math|A}}, placed on the main diagonal and possibly entries equal to one directly above the main diagonal, as shown at the right.{{sfnp|Horn|Johnson|1985|loc=Ch. 3.1, 3.2}} Given the eigendecomposition, the {{mvar|n}}th power of {{math|A}} (that is, {{mvar|n}}-fold iterated matrix multiplication) can be calculated via

$$\backslash bold\; A^n\; =\; (\backslash bold\{VDV\}^\{-1\})^\{n\}\; =\; \backslash bold\{VDV\}^\{-1\}\; \backslash bold\{VDV\}^\{-1\}\; \backslash ldots\; \backslash bold\{VDV\}^\{-1\}\; =\; \backslash bold\{VD\}^n\; \backslash bold\; V^\{-1\}$$

and the power of a diagonal matrix can be calculated by taking the corresponding powers of the diagonal entries, which is much easier than doing the exponentiation for {{math|A}} instead. This can be used to compute the matrix exponential {{math|e{{sup|A}}}}, a need frequently arising in solving linear differential equations, matrix logarithms and square roots of matrices.{{sfnp|Arnold|1992|loc=Sections 14.5, 7, 8}} To avoid numerically ill-conditioned situations, further algorithms such as the Schur decomposition can be employed.{{sfnp|Bronson|1989|loc=Ch. 15}}

Matrices can be generalized in different ways. Abstract algebra uses matrices with entries in more general fields or even rings, while linear algebra codifies properties of matrices in the notion of linear maps. It is possible to consider matrices with infinitely many columns and rows. Another extension is tensors, which can be seen as higher-dimensional arrays of numbers, as opposed to vectors, which can often be realized as sequences of numbers, while matrices are rectangular or two-dimensional arrays of numbers.{{Harvard citations |last1=Coburn |year=1955 |nb=yes |loc=Ch. V}} Matrices, subject to certain requirements tend to form groups known as matrix groups. Similarly under certain conditions matrices form rings known as matrix rings. Though the product of matrices is not in general commutative certain matrices form fields known as matrix fields.

In general, matrices and their multiplication also form a category, the category of matrices.

This article focuses on matrices whose entries are real or complex numbers. However, matrices can be considered with much more general types of entries than real or complex numbers. As a first step of generalization, any field, that is, a set where addition, subtraction, multiplication, and division operations are defined and well-behaved, may be used instead of {{tmath|\R}} or {{tmath|\C,}} for example rational numbers or finite fields. For example, coding theory makes use of matrices over finite fields. Wherever eigenvalues are considered, as these are roots of a polynomial they may exist only in a larger field than that of the entries of the matrix; for instance, they may be complex in the case of a matrix with real entries. The possibility to reinterpret the entries of a matrix as elements of a larger field (for example, to view a real matrix as a complex matrix whose entries happen to be all real) then allows considering each square matrix to possess a full set of eigenvalues. Alternatively one can consider only matrices with entries in an algebraically closed field, such as {{tmath|\C,}} from the outset.

More generally, matrices with entries in a ring {{mvar|R}} are widely used in mathematics.{{Harvard citations |last1=Lang |year=2002 |nb=yes |loc=Chapter XIII}} Rings are a more general notion than fields in that a division operation need not exist. The very same addition and multiplication operations of matrices extend to this setting, too. The set {{math|M(n, R)}} (also denoted {{math|M_n(R)}}{{sfnp|Pop|Furdui|2017}}) of all square {{mvar|n}}-by-{{mvar|n}} matrices over {{mvar|R}} is a ring called matrix ring, isomorphic to the endomorphism ring of the left {{mvar|R}}-module {{mvar|R{{sup|n}}}}.{{Harvard citations |last1=Lang |year=2002 |nb=yes |loc=XVII.1, p. 643}} If the ring {{mvar|R}} is commutative, that is, its multiplication is commutative, then the ring {{math|M(n, R)}} is also an associative algebra over R. The determinant of square matrices over a commutative ring {{mvar|R}} can still be defined using the Leibniz formula; such a matrix is invertible if and only if its determinant is invertible in {{mvar|R}}, generalizing the situation over a field {{mvar|F}}, where every nonzero element is invertible.{{Harvard citations |last1=Lang |year=2002 |nb=yes |loc=Proposition XIII.4.16}} Matrices over superrings are called supermatrices.{{Harvard citations |last1=Reichl |year=2004 |nb=yes |loc=Section L.2}}

Matrices do not always have all their entries in the same ring{{nbsp}}– or even in any ring at all. One special but common case is block matrices, which may be considered as matrices whose entries themselves are matrices. The entries need not be square matrices, and thus need not be members of any ring; but their sizes must fulfill certain compatibility conditions.

Linear maps $\backslash R^n\; \backslash to\; \backslash R^m$ are equivalent to {{mvar|m}}-by-{{mvar|n}} matrices, as described above. More generally, any linear map {{math|f : V → W}} between finite-dimensional vector spaces can be described by a matrix {{math|1=A = (a{{sub|ij}})}}, after choosing bases {{math|v{{sub|1}}, ..., v{{sub|n}}}} of {{mvar|V}}, and {{math|w{{sub|1}}, ..., w{{sub|m}}}} of {{mvar|W}} (so {{mvar|n}} is the dimension of {{mvar|V}} and {{mvar|m}} is the dimension of {{mvar|W}}), which is such that

:$f(\backslash mathbf\{v\}\_j)\; =\; \backslash sum\_\{i=1\}^m\; a\_\{i,j\}\; \backslash mathbf\{w\}\_i\backslash qquad\backslash mbox\{for\}\backslash \; j=1,\backslash ldots,n.$

In other words, column {{mvar|j}} of {{math|A}} expresses the image of {{math|v{{sub|j}}}} in terms of the basis vectors {{math|w{{sub|i}}}} of {{mvar|W}}; thus this relation uniquely determines the entries of the matrix {{math|A}}. The matrix depends on the choice of the bases: different choices of bases give rise to different, but equivalent matrices.{{Harvard citations |last1=Greub |year=1975 |nb=yes |loc=Section III.3}} Many of the above concrete notions can be reinterpreted in this light, for example, the transpose matrix {{math|A{{sup|T}}}} describes the transpose of the linear map given by {{math|A}}, concerning the dual bases.{{Harvard citations |last1=Greub |year=1975 |nb=yes |loc=Section III.3.13}}

These properties can be restated more naturally: the category of matrices with entries in a field $k$ with multiplication as composition is equivalent to the category of finite-dimensional vector spaces and linear maps over this field.{{harvp|Perrone|2024|pages=99-100}}

More generally, the set of {{math|m×n}} matrices can be used to represent the {{mvar|R}}-linear maps between the free modules {{mvar|R{{sup|m}}}} and {{mvar|R{{sup|n}}}} for an arbitrary ring {{mvar|R}} with unity. When {{math|1=n = m}} composition of these maps is possible, and this gives rise to the matrix ring of {{math|n×n}} matrices representing the endomorphism ring of {{mvar|R{{sup|n}}}}.

{{Main|Matrix group}}

A group is a mathematical structure consisting of a set of objects together with a binary operation, that is, an operation combining any two objects to a third, subject to certain requirements.{{sfnp|Horn|Johnson|1985|p=69}} A group in which the objects are matrices and the group operation is matrix multiplication is called a matrix group.Additionally, the group must be closed in the general linear group.{{Harvard citations |last1=Baker |year=2003 |nb=yes |loc=Def. 1.30}} Since a group of every element must be invertible, the most general matrix groups are the groups of all invertible matrices of a given size, called the general linear groups.

Any property of matrices that is preserved under matrix products and inverses can be used to define further matrix groups. For example, matrices with a given size and with a determinant of 1 form a subgroup of (that is, a smaller group contained in) their general linear group, called a special linear group.{{Harvard citations |last1=Baker |year=2003 |nb=yes |loc=Theorem 1.2}} Orthogonal matrices, determined by the condition

$$\backslash bold\; M^\{\backslash rm\; T\}\; \backslash bold\; M\; =\; \backslash bold\; I,$$

form the orthogonal group.{{Harvard citations |last1=Artin |year=1991 |nb=yes |loc=Chapter 4.5}} Every orthogonal matrix has determinant 1 or −1. Orthogonal matrices with determinant 1 form a subgroup called the special orthogonal group.

Every finite group is isomorphic to a matrix group, as one can see by considering the regular representation of the symmetric group.{{Harvard citations |last1=Rowen |year=2008 |loc=Example 19.2, p. 198 |nb=yes}} General groups can be studied using matrix groups, which are comparatively well understood, using representation theory.See any reference in representation theory or group representation.

It is also possible to consider matrices with infinitely many rows and/or columns.See the item "Matrix" in {{Harvard citations|last=Itô | year=1987 |nb=yes}}. The basic operations introduced above are defined the same way in this case. Matrix multiplication, however, and all operations stemming therefrom are only meaningful when restricted to certain matrices, since the sum featuring in the above definition of the matrix product will contain an infinity of summands. An easy way to circumvent this issue is to restrict to matrices all of whose rows (or columns) contain only finitely many nonzero terms. As in the finite case (see above), where matrices describe linear maps, infinite matrices can be used to describe operators on Hilbert spaces, where convergence and continuity questions arise. However, the explicit point of view of matrices tends to obfuscate the matter,

"Not much of matrix theory carries over to infinite-dimensional spaces, and what does is not so useful, but it sometimes helps." {{Harvard citations | last1=Halmos |year=1982 | loc=p. 23, Chapter 5|nb=yes}} and the abstract and more powerful tools of functional analysis are used instead, by relating matrices to linear maps (as in the finite case above), but imposing additional convergence and continuity constraints.

An empty matrix is a matrix in which the number of rows or columns (or both) is zero."Empty Matrix: A matrix is empty if either its row or column dimension is zero", [https://omatrix.com/manual/glossary.htm Glossary] {{Webarchive|url=https://web.archive.org/web/20090429015728/http://www.omatrix.com/manual/glossary.htm |date=2009-04-29 }}, O-Matrix v6 User Guide"A matrix having at least one dimension equal to zero is called an empty matrix", [https://system.nada.kth.se/unix/software/matlab/Release_14.1/techdoc/matlab_prog/ch_dat29.html MATLAB Data Structures] {{Webarchive|url=https://web.archive.org/web/20091228102653/http://www.system.nada.kth.se/unix/software/matlab/Release_14.1/techdoc/matlab_prog/ch_dat29.html |date=2009-12-28 }} Empty matrices help to deal with maps involving the zero vector space. For example, if {{math|A}} is a 3-by-0 matrix and {{math|B}} is a 0-by-3 matrix, then {{math|AB}} is the 3-by-3 zero matrix corresponding to the null map from a 3-dimensional space {{mvar|V}} to itself, while {{math|BA}} is a 0-by-0 matrix. There is no common notation for empty matrices, but most computer algebra systems allow creating and computing with them. The determinant of the 0-by-0 matrix is 1 as follows regarding the empty product occurring in the Leibniz formula for the determinant as 1. This value is also consistent with the fact that the identity map from any finite-dimensional space to itself has determinant{{nbsp}}1, a fact that is often used as a part of the characterization of determinants.

There are numerous applications of matrices, both in mathematics and other sciences. Some of them merely take advantage of the compact representation of a set of numbers in a matrix. For example, in game theory and economics, the payoff matrix encodes the payoff for two players, depending on which out of a given (finite) set of strategies the players choose.{{Harvard citations |last1=Fudenberg |last2=Tirole |year=1983 |nb=yes |loc=Section 1.1.1}} Text mining and automated thesaurus compilation makes use of document-term matrices such as tf-idf to track frequencies of certain words in several documents.{{sfnp|Manning|Schütze|1999 |loc=Section 15.3.4}}

Complex numbers can be represented by particular real 2-by-2 matrices via

:$a\; +\; ib\; \backslash leftrightarrow\; \backslash begin\{bmatrix\}$

a & -b \\

b & a \end{bmatrix},

under which addition and multiplication of complex numbers and matrices correspond to each other. For example, 2-by-2 rotation matrices represent the multiplication with some complex number of absolute value 1, as above. A similar interpretation is possible for quaternions{{Harvard citations |last1=Ward |year=1997 |loc=Ch. 2.8 |nb=yes}} and Clifford algebras in general.

Early encryption techniques such as the Hill cipher also used matrices. However, due to the linear nature of matrices, these codes are comparatively easy to break.{{Harvard citations |last1=Stinson |year=2005 |loc=Ch. 1.1.5 and 1.2.4 |nb=yes}} Computer graphics uses matrices to represent objects; to calculate transformations of objects using affine rotation matrices to accomplish tasks such as projecting a three-dimensional object onto a two-dimensional screen, corresponding to a theoretical camera observation; and to apply image convolutions such as sharpening, blurring, edge detection, and more.{{Harvard citations |last1=Association for Computing Machinery |year=1979 |loc=Ch. 7 |nb=yes}} Matrices over a polynomial ring are important in the study of control theory.{{cn|date=May 2025}}

Chemistry makes use of matrices in various ways, particularly since the use of quantum theory to discuss molecular bonding and spectroscopy. Examples are the overlap matrix and the Fock matrix used in solving the Roothaan equations to obtain the molecular orbitals of the Hartree–Fock method.{{cn|date=May 2025}}

[[File:Labelled undirected graph.svg|150px|thumb|right|An undirected graph with adjacency matrix:

$$\backslash begin\{bmatrix\}$$

1 & 1 & 0 \\

1 & 0 & 1 \\

0 & 1 & 0

\end{bmatrix}.]]

The adjacency matrix of a finite graph is a basic notion of graph theory.{{Harvard citations |last1=Godsil |last2=Royle |year=2004 |nb=yes |loc=Ch. 8.1}} It records which vertices of the graph are connected by an edge. Matrices containing just two different values (1 and 0 meaning for example "yes" and "no", respectively) are called logical matrices. The distance (or cost) matrix contains information about the distances of the edges.{{sfnp|Punnen|Gutin|2002}} These concepts can be applied to websites connected by hyperlinks or cities connected by roads etc., in which case (unless the connection network is extremely dense) the matrices tend to be sparse, that is, contain few nonzero entries. Therefore, specifically tailored matrix algorithms can be used in network theory.{{cn|date=May 2025}}

The Hessian matrix of a differentiable function $f:\; \backslash R^n\; \backslash to\; \backslash R$ consists of the second derivatives of {{mvar|ƒ}} concerning the several coordinate directions, that is,{{Harvard citations |last1=Lang |year=1987a |nb=yes |loc=Ch. XVI.6}}

:$H(f)\; =\; \backslash left\; [\backslash frac\; \{\backslash partial^2f\}\{\backslash partial\; x\_i\; \backslash ,\; \backslash partial\; x\_j\}\; \backslash right\; ].$

File:Saddle Point SVG.svg {{math|1=(x = 0, y = 0)}} (red) of the function {{math|1=f (x,−y) = x{{sup|2}} − y{{sup|2}}}}, the Hessian matrix $\backslash begin\{bmatrix\}$

2 & 0 \\

0 & -2

\end{bmatrix} is indefinite.]]It encodes information about the local growth behavior of the function: given a critical point {{math|1=x = (x{{sub|1}}, ..., x{{sub|n}})}}, that is, a point where the first partial derivatives $\backslash partial\; f\; /\; \backslash partial\; x\_i$ of {{mvar|ƒ}} vanish, the function has a local minimum if the Hessian matrix is positive definite. Quadratic programming can be used to find global minima or maxima of quadratic functions closely related to the ones attached to matrices (see above).{{sfnp|Nocedal|Wright|2006|loc=Ch. 16}}

Another matrix frequently used in geometrical situations is the Jacobi matrix of a differentiable map $f:\; \backslash R^n\; \backslash to\; \backslash R^m.$ If {{math|f{{sub|1}}, ..., f{{sub|m}}}} denote the components of {{mvar|f}}, then the Jacobi matrix is defined as{{Harvard citations |last1=Lang |year=1987a |nb=yes |loc=Ch. XVI.1}}

:$J(f)\; =\; \backslash left\; [\backslash frac\; \{\backslash partial\; f\_i\}\{\backslash partial\; x\_j\}\; \backslash right\; ]\_\{1\; \backslash leq\; i\; \backslash leq\; m,\; 1\; \backslash leq\; j\; \backslash leq\; n\}.$

If {{math|n > m}}, and if the rank of the Jacobi matrix attains its maximal value {{mvar|m}}, {{mvar|f}} is locally invertible at that point, by the implicit function theorem.{{Harvard citations |last1=Lang |year=1987a |nb=yes |loc=Ch. XVI.5}}. For a more advanced, and more general statement see {{Harvard citations|last1=Lang|year=1969|nb=yes|loc=Ch. VI.2}}

Partial differential equations can be classified by considering the matrix of coefficients of the highest-order differential operators of the equation. For elliptic partial differential equations this matrix is positive definite, which has a decisive influence on the set of possible solutions of the equation in question.{{Harvard citations |last1=Gilbarg |last2=Trudinger |year=2001 |nb=yes}}

The finite element method is an important numerical method to solve partial differential equations, widely applied in simulating complex physical systems. It attempts to approximate the solution to some equation by piecewise linear functions, where the pieces are chosen concerning a sufficiently fine grid, which in turn can be recast as a matrix equation.{{Harvard citations |last1=Šolin |year=2005 |nb=yes |loc=Ch. 2.5}}. See also stiffness method.

{{Clear}}

[[File:Markov chain SVG.svg|right|thumb|280px|Two different Markov chains. The chart depicts the number of particles (of a total of 1000) in state "2". Both limiting values can be determined from the transition matrices, which are given by $$

\begin{bmatrix}

0.7 & 0\\

0.3 & 1

\end{bmatrix} (red) and $$

\begin{bmatrix}

0.7 & 0.2\\

0.3 & 0.8

\end{bmatrix} (black).]]

Stochastic matrices are square matrices whose rows are probability vectors, that is, whose entries are non-negative and sum up to one. Stochastic matrices are used to define Markov chains with finitely many states.{{Harvard citations |last1=Latouche |last2=Ramaswami |year=1999 |nb=yes}} A row of the stochastic matrix gives the probability distribution for the next position of some particle currently in the state that corresponds to the row. Properties of the Markov chain-like absorbing states, that is, states that any particle attains eventually, can be read off the eigenvectors of the transition matrices.{{Harvard citations |last1=Mehata |last2=Srinivasan |year=1978 |nb=yes |loc=Ch. 2.8}}

Statistics also makes use of matrices in many different forms.{{Citation |last=Healy |first=Michael |title=Matrices for Statistics |year=1986 |publisher=Oxford University Press |isbn=978-0-19-850702-4 |author-link=Michael Healy (statistician)}} Descriptive statistics is concerned with describing data sets, which can often be represented as data matrices, which may then be subjected to dimensionality reduction techniques. The covariance matrix encodes the mutual variance of several random variables.{{Harvard citations |last1=Krzanowski |year=1988 |loc=Ch. 2.2., p. 60 |nb=yes}} Another technique using matrices are linear least squares, a method that approximates a finite set of pairs {{math|(x{{sub|1}}, y{{sub|1}}), (x{{sub|2}}, y{{sub|2}}), ..., (x{{sub|N}}, y{{sub|N}})}}, by a linear function

$$y\_i\; \backslash approx\; ax\_i\; +\; b,\; \backslash quad\; i\; =\; 1,\; \backslash ldots,\; N$$

which can be formulated in terms of matrices, related to the singular value decomposition of matrices.{{Harvard citations |last1=Krzanowski |year=1988 |loc=Ch. 4.1 |nb=yes}}

Random matrices are matrices whose entries are random numbers, subject to suitable probability distributions, such as matrix normal distribution. Beyond probability theory, they are applied in domains ranging from number theory to physics.{{Harvard citations |authorlink1=Brian Conrey|last1=Conrey |year=2007 |nb=yes}}{{Harvard citations |last1=Zabrodin |last2=Brezin |last3=Kazakov |last4=Serban |last5=Wiegmann |year=2006 |nb=yes}}

The first model of quantum mechanics (Heisenberg, 1925) used infinite-dimensional matrices to define the operators that took over the role of variables like position, momentum and energy from classical physics.{{Harvard citations |last1=Schiff |year=1968 |nb=yes |loc=Ch. 6}} (This is sometimes referred to as matrix mechanics.{{sfnp|Peres|1995|p=20}}) Matrices, both finite and infinite-dimensional, have since been employed for many purposes in quantum mechanics. One particular example is the density matrix, a tool used in calculating the probabilities of the outcomes of measurements performed on physical systems.{{Harvard citations |last1=Bohm |year=2001 |nb=yes |loc=sections I.8, II.4, and II.8}}{{sfnp|Peres|1995|p=73}}

Linear transformations and the associated symmetries play a key role in modern physics. For example, elementary particles in quantum field theory are classified as representations of the Lorentz group of special relativity and, more specifically, by their behavior under the spin group. Concrete representations involving the Pauli matrices and more general gamma matrices are an integral part of the physical description of fermions, which behave as spinors.{{Harvard citations |last1=Itzykson |last2=Zuber |year=1980 |nb=yes |loc=Ch. 2}} For the three lightest quarks, there is a group-theoretical representation involving the special unitary group SU(3); for their calculations, physicists use a convenient matrix representation known as the Gell-Mann matrices, which are also used for the SU(3) gauge group that forms the basis of the modern description of strong nuclear interactions, quantum chromodynamics. The Cabibbo–Kobayashi–Maskawa matrix, in turn, expresses the fact that the basic quark states that are important for weak interactions are not the same as, but linearly related to the basic quark states that define particles with specific and distinct masses.see {{Harvard citations |last1=Burgess |last2=Moore |year=2007 |nb=yes |loc=section 1.6.3. (SU(3)), section 2.4.3.2. (Kobayashi–Maskawa matrix)}}

Another matrix serves as a key tool for describing the scattering experiments that form the cornerstone of experimental particle physics: Collision reactions such as occur in particle accelerators, where non-interacting particles head towards each other and collide in a small interaction zone, with a new set of non-interacting particles as the result, can be described as the scalar product of outgoing particle states and a linear combination of ingoing particle states. The linear combination is given by a matrix known as the S-matrix, which encodes all information about the possible interactions between particles.{{Harvard citations |last1=Weinberg |year=1995 |nb=yes |loc=Ch. 3}}

A general application of matrices in physics is the description of linearly coupled harmonic systems. The equations of motion of such systems can be described in matrix form, with a mass matrix multiplying a generalized velocity to give the kinetic term, and a force matrix multiplying a displacement vector to characterize the interactions. The best way to obtain solutions is to determine the system's eigenvectors, its normal modes, by diagonalizing the matrix equation. Techniques like this are crucial when it comes to the internal dynamics of molecules: the internal vibrations of systems consisting of mutually bound component atoms.{{Harvard citations |last1=Wherrett |year=1987 |nb=yes |loc=part II}} They are also needed for describing mechanical vibrations, and oscillations in electrical circuits.{{Harvard citations |last1=Riley |last2=Hobson |last3=Bence |year=1997 |nb=yes |loc=7.17}}

Geometrical optics provides further matrix applications. In this approximative theory, the wave nature of light is neglected. The result is a model in which light rays are indeed geometrical rays. If the deflection of light rays by optical elements is small, the action of a lens or reflective element on a given light ray can be expressed as multiplication of a two-component vector with a two-by-two matrix called ray transfer matrix analysis: the vector's components are the light ray's slope and its distance from the optical axis, while the matrix encodes the properties of the optical element. There are two kinds of matrices, viz. a refraction matrix describing the refraction at a lens surface, and a translation matrix, describing the translation of the plane of reference to the next refracting surface, where another refraction matrix applies.

The optical system, consisting of a combination of lenses and/or reflective elements, is simply described by the matrix resulting from the product of the components' matrices.{{Harvard citations |last1=Guenther |year=1990 |nb=yes |loc=Ch. 5}}

Traditional mesh analysis and nodal analysis in electronics lead to a system of linear equations that can be described with a matrix.{{cn|date=May 2025}}

The behavior of many electronic components can be described using matrices. Let {{mvar|A}} be a 2-dimensional vector with the component's input voltage {{math|v{{sub|1}}}} and input current {{math|I{{sub|1}}}} as its elements, and let {{mvar|B}} be a 2-dimensional vector with the component's output voltage {{math|v{{sub|2}}}} and output current {{math|I{{sub|2}}}} as its elements. Then the behavior of the electronic component can be described by {{math|1=B = H · A}}, where {{mvar|H}} is a 2 x 2 matrix containing one impedance element ({{mvar|h{{sub|12}}}}), one admittance element ({{mvar|h{{sub|21}}}}), and two dimensionless elements ({{math|h{{sub|11}}}} and {{math|h{{sub|22}}}}). Calculating a circuit now reduces to multiplying matrices.{{cn|date=May 2025}}

Matrices have a long history of application in solving linear equations but they were known as arrays until the 1800s. The Chinese text The Nine Chapters on the Mathematical Art written in the 10th–2nd century BCE is the first example of the use of array methods to solve simultaneous equations,{{Harvard citations |last1=Shen |last2=Crossley |last3=Lun |year=1999 |nb=yes}} cited by {{Harvard citations |last1=Bretscher |year=2005|nb=yes|loc=p. 1}} including the concept of determinants. In 1545 Italian mathematician Gerolamo Cardano introduced the method to Europe when he published Ars Magna.{{sfn|Dossey|2002|pp=564–565}} The Japanese mathematician Seki used the same array methods to solve simultaneous equations in 1683.{{cite book |last1=Needham |first1=Joseph |author-link1=Joseph Needham |last2=Wang Ling |author-link2=Wang Ling (historian) |title=Science and Civilisation in China |url=https://books.google.com/books?id=jfQ9E0u4pLAC&pg=PA117 |volume=III |year=1959 |publisher=Cambridge University Press |location=Cambridge |isbn=((978-0-521-05801-8)) |page=117}} The Dutch mathematician Jan de Witt represented transformations using arrays in his 1659 book Elements of Curves (1659).{{sfn|Dossey|2002|p=564}} Between 1700 and 1710 Gottfried Wilhelm Leibniz publicized the use of arrays for recording information or solutions and experimented with over 50 different systems of arrays.{{sfn|Dossey|2002|pp=564–565}} Cramer presented his rule in 1750.{{harvnb|Cramer|1750}}; {{harvnb|Kosinski|2001}}

The term "matrix" (Latin for "womb", "dam" (non-human female animal kept for breeding), "source", "origin", "list", and "register", are derived from mater—mother{{Citation |url=https://merriam-webster.com/dictionary/matrix |title=Merriam-Webster dictionary |access-date=April 20, 2009 |publisher=Merriam-Webster}}) was coined by James Joseph Sylvester in 1850,Although many sources state that J. J. Sylvester coined the mathematical term "matrix" in 1848, Sylvester published nothing in 1848. (For proof that Sylvester published nothing in 1848, see J. J. Sylvester with H. F. Baker, ed., The Collected Mathematical Papers of James Joseph Sylvester (Cambridge, England: Cambridge University Press, 1904), [https://books.google.com/books?id=r-kZAQAAIAAJ&pg=PR6 vol. 1.]) His earliest use of the term "matrix" occurs in 1850 in J. J. Sylvester (1850) "Additions to the articles in the September number of this journal, "On a new class of theorems," and on Pascal's theorem," The London, Edinburgh, and Dublin Philosophical Magazine and Journal of Science, 37: 363-370. [https://books.google.com/books?id=CBhDAQAAIAAJ&pg=PA369 From page 369]: "For this purpose, we must commence, not with a square, but with an oblong arrangement of terms consisting, suppose, of m lines and n columns. This does not in itself represent a determinant, but is, as it were, a Matrix out of which we may form various systems of determinants ... " who understood a matrix as an object giving rise to several determinants today called minors, that is to say, determinants of smaller matrices that derive from the original one by removing columns and rows. In an 1851 paper, Sylvester explains:The Collected Mathematical Papers of James Joseph Sylvester: 1837–1853, [https://books.google.com/books?id=5GQPlxWrDiEC&pg=PA247 Paper 37], p. 247

{{Blockquote|I have in previous papers defined a "Matrix" as a rectangular array of terms, out of which different systems of determinants may be engendered from the womb of a common parent.}}

Arthur Cayley published a treatise on geometric transformations using matrices that were not rotated versions of the coefficients being investigated as had previously been done. Instead, he defined operations such as addition, subtraction, multiplication, and division as transformations of those matrices and showed the associative and distributive properties held. Cayley investigated and demonstrated the non-commutative property of matrix multiplication as well as the commutative property of matrix addition.{{sfn|Dossey|2002|pp=564–565}} Early matrix theory had limited the use of arrays almost exclusively to determinants and Arthur Cayley's abstract matrix operations were revolutionary. He was instrumental in proposing a matrix concept independent of equation systems. In 1858 Cayley published his A memoir on the theory of matricesPhil.Trans. 1858, vol.148, pp.17-37 Math. Papers II 475-496{{Harvard citations |editor1-last=Dieudonné |year=1978 |loc=Vol. 1, Ch. III, p. 96 |nb=yes}} in which he proposed and demonstrated the Cayley–Hamilton theorem.{{sfn|Dossey|2002|pp=564–565}}

The English mathematician Cuthbert Edmund Cullis was the first to use modern bracket notation for matrices in 1913 and he simultaneously demonstrated the first significant use of the notation {{math|1=A = [a{{sub|i,j}}]}} to represent a matrix where {{mvar|a{{sub|i,j}}}} refers to the {{mvar|i}}th row and the {{mvar|j}}th column.{{sfn|Dossey|2002|pp=564–565}}

The modern study of determinants sprang from several sources.{{Harvard citations |last1=Knobloch |year=1994 |nb=yes}} Number-theoretical problems led Gauss to relate coefficients of quadratic forms, that is, expressions such as {{math|x{{sup|2}} + xy − 2y{{sup|2}},}} and linear maps in three dimensions to matrices. Eisenstein further developed these notions, including the remark that, in modern parlance, matrix products are non-commutative. Cauchy was the first to prove general statements about determinants, using as the definition of the determinant of a matrix {{math|1=A = [a{{sub|i, j}}]}} the following: replace the powers {{mvar|a{{su|b=j|p=k}}}} by {{mvar|a{{sub|jk}}}} in the polynomial

:,

where $\backslash textstyle\backslash prod$ denotes the product of the indicated terms. He also showed, in 1829, that the eigenvalues of symmetric matrices are real.{{Harvard citations |last1=Hawkins |year=1975 |nb=yes}} Jacobi studied "functional determinants"—later called Jacobi determinants by Sylvester—which can be used to describe geometric transformations at a local (or infinitesimal) level, see above. Kronecker's Vorlesungen über die Theorie der Determinanten{{Harvard citations |last1=Kronecker |editor1-last=Hensel |year=1897 |nb=yes}} and Weierstrass' Zur Determinantentheorie,{{Harvard citations |last1=Weierstrass |year=1915 |volume=3 |loc=pp. 271–286 |nb=yes}} both published in 1903, first treated determinants axiomatically, as opposed to previous more concrete approaches such as the mentioned formula of Cauchy. At that point, determinants were firmly established.{{harvnb|Miller|1930}}; {{harvnb|Knobloch|1994}}

Many theorems were first established for small matrices only, for example, the Cayley–Hamilton theorem was proved for 2×2 matrices by Cayley in the aforementioned memoir, and by Hamilton for 4×4 matrices. Frobenius, working on bilinear forms, generalized the theorem to all dimensions (1898). Also at the end of the 19th century, the Gauss–Jordan elimination (generalizing a special case now known as Gauss elimination) was established by Wilhelm Jordan. In the early 20th century, matrices attained a central role in linear algebra,{{Harvard citations |last1=Bôcher |year=2004 |nb=yes}} partially due to their use in the classification of the hypercomplex number systems of the previous century.{{cn|date=May 2025}}

The inception of matrix mechanics by Heisenberg, Born and Jordan led to studying matrices with infinitely many rows and columns.{{Harvard citations |last1=Mehra |last2=Rechenberg |year=1987 |nb=yes}} Later, von Neumann carried out the mathematical formulation of quantum mechanics, by further developing functional analytic notions such as linear operators on Hilbert spaces, which, very roughly speaking, correspond to Euclidean space, but with an infinity of independent directions.{{sfnp|Peres|1995|pp=79,106–107}}

The word has been used in unusual ways by at least two authors of historical importance.

Bertrand Russell and Alfred North Whitehead in their Principia Mathematica (1910–1913) use the word "matrix" in the context of their axiom of reducibility. They proposed this axiom as a means to reduce any function to one of lower type, successively, so that at the "bottom" (0 order) the function is identical to its extension:Whitehead, Alfred North; and Russell, Bertrand (1913) Principia Mathematica to *56, Cambridge at the University Press, Cambridge UK (republished 1962) cf page 162ff.

{{Blockquote|Let us give the name of matrix to any function, of however many variables, that does not involve any apparent variables. Then, any possible function other than a matrix derives from a matrix using generalization, that is, by considering the proposition that the function in question is true with all possible values or with some value of one of the arguments, the other argument or arguments remaining undetermined.}}

For example, a function {{math|Φ(x, y)}} of two variables {{mvar|x}} and {{mvar|y}} can be reduced to a collection of functions of a single variable, for example, {{mvar|y}}, by "considering" the function for all possible values of "individuals" {{mvar|a{{sub|i}}}} substituted in place of a variable {{mvar|x}}. And then the resulting collection of functions of the single variable {{mvar|y}}, that is, {{math|∀a{{sub|i}}: Φ(a{{sub|i}}, y)}}, can be reduced to a "matrix" of values by "considering" the function for all possible values of "individuals" {{mvar|b{{sub|i}}}} substituted in place of variable {{mvar|y}}:

$$\backslash forall\; b\_j\; \backslash forall\; a\_i\; :\; \backslash phi(a\_i,\; b\_j).$$

Alfred Tarski in his 1946 Introduction to Logic used the word "matrix" synonymously with the notion of truth table as used in mathematical logic.Tarski, Alfred; (1946) Introduction to Logic and the Methodology of Deductive Sciences, Dover Publications, Inc, New York NY, {{ISBN|0-486-28462-X}}.

{{Portal|Mathematics}}

• List of named matrices
• {{annotated link|Gram–Schmidt process}}
• Irregular matrix
• {{annotated link|Matrix calculus}}
• {{annotated link|Matrix function}}

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{{sister project links|d=y|c=Category:matrix|b=Linear Algebra|v=Linear algebra#Matrices|s=no|m=no|mw=no|wikt=matrix|voy=no|species=no|q=no|n=no}}

• [https://mathshistory.st-andrews.ac.uk/HistTopics/Matrices_and_determinants/ MacTutor: Matrices and determinants]
• [https://economics.soton.ac.uk/staff/aldrich/matrices.htm Matrices and Linear Algebra on the Earliest Uses Pages]
• [https://jeff560.tripod.com/matrices.html Earliest Uses of Symbols for Matrices and Vectors]

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