• Tidak ada hasil yang ditemukan

# LINEAR MODELS AND MATRIX ALGEBRA

N/A
N/A
Info

Unduh

Protected

Membagikan "LINEAR MODELS AND MATRIX ALGEBRA"

Copied!
14
0
0
Menampilkan lebih banyak ( Halaman)

Teks penuh

(1)

Chapter 4

LINEAR MODELS AND MATRIX ALGEBRA

As more and more commodities are included in models, solution formulas become cumbersome.

Matrix algebra enables to do us many things:

1. provides a compact way of writing an equation system

2. leads to a way of testing the existence of a solution by evaluation of a determinant

3. gives a method of finding solution (if it exists)

Catch: matrix algebra is only applicable to linear equation systems. Some transformation can be done to obtain a linear relation.

y = axb

log y = log a + b log x Matrices and Vectors

c1P1 + c2P2 = -c0

1P2 + 2P2 = -0

In general,

a11 x1 + a12 x2 +…+ a1nXn = d1

a21 x1 + a22 x2 +…+ a2nXn = d2

……… am1 x1 + am2 x2 +…+ amnXn = dm

coefficients aij variables x1, …,xn

constants d1, …,dm

Matrices as Arrays

(2)

Example:

6x1 + 3x2+ x3 = 22 x1+ 4x2+-2x3 =12 4x1-x2+5x3 = 10

1 2 3

6 3 1 22

1 4 2 12

4 1 5 10

x

A x x d

x

     

     

  

      

     

A matrix is defined as a rectangular array of numbers, parameters, or variables. Members of the array are termed elements of the matrix.

Coefficient matrix A=[aij]

1, 2,..., 1, 2,...,

i m

j n

 

 

 

Vectors as Special Matrices

Dimension of a matrix = number of rows x number of columns, m x n m rows

n columns

Note: row number always precedes the column number. this is in line with way the two subscripts are in aij are ordered.

Special case:

m = n, square matrix

one column : column vector one row: row vector

usually distinguished from a column vector by the use of a primed symbol:

1 2

### 

' n

xx xx

Note that a vector is merely an ordered n-tuple and as such it may be interpreted as a point in an n-dimensional space.

Matrix Notation Ax = d

Questions: How do we multiply A and x? What is the meaning of equality? Exercise (p60):

(3)

can be rewritten as

1Qd –1Qs =0

1Qd +bP =a

0 +1Qs +-dP =-c

Coefficient matrix

1 1 0

1 0

0 1

b d

 

 

 

  

 

Constant vector

0 a c

         

- must have the same dimension Example 1

4 9 2 0 4 2 9 0 6 9

2 1 0 7 2 0 1 7 2 8

 

       

  

       

       

Example 2

11 12 11 12 11 11 12 12 21 22 21 22 21 21 22 22 31 32 31 32 31 31 32 32

a a b b a b a b

a a b b a b a b

a a b b a b a b

 

     

    

     

       

     

In general

ij ij ij ij ij ij

a b c where c a b

        

     

Note that the sum matrix must have the same dimension as the component matrices. Subtraction:

ij ij ij ij ij ij

a b d where d a b

        

(4)

Example

To multiply a matrix by a number – by a scalar – is to multiply every element of that matrix by the given scalar.

3 1 21 7

Note that the rational for the name scalar is that it scales up or down the matrix by a certain multiple. It can also be a negative number.

11 12 1 11 12 1

Given 2 matrices A and B, we want to find the product AB. The conformability condition for multiplication is that the column dimension of A (the lead matrix) must be equal to the row dimension of B ( the lag matrix).

BA is not defined since the conformability condition for multiplication is not satisfied.

In general, if A is of dimension m x n and B is of dimension p x q, the matrix product AB will be defined only if n = p.

(5)

Exact Procedure c11 = a11b11 + a12b21 c12 = a11b12 + a12b22 c13 = a11b13 + a12b23

Examples: 3x2, 2x1, 3x1

(3 2) (2 1) 3x3, 3x3, 3x3

3 1 4 9 7 2

(6)

fr 4.4, p56

The product on the right is a column vector When we write Ax= d, we have

Example 11: simple national income model with two endogenous variables, Y and C Y = C + Io + Go

C = a + bY

can be rearranged into the standard format Y – C = Io – Go

-bY + C = a

Coefficient matrix, vector of variables, vector of constants

0 0

To express it in terms of Ax=d,

1 1 1( ) ( 1)( )

(7)

0 0

The equation Ax=d precisely representx the original equation system.

BTW = NOTPOSSIBLETODIVIDEONEMATRIXBYANOTHER!!!

Digression on

### 

notation:

Subcripted symbols helps in designating the locations of parameters and variables but also lends itself to a flexible shorthand for denoting sums of terms, such as those which arose during the process of matrix multiplication.

3

j: summation index xj: summand

The application of

### 

notation can be readily extended to cases in which the x term is prefixed with a coefficient or in which each term in the sum is raised to some integer power.

- the last example can be used as a shorthand of the general polynomial function

- whenever the context of the discussion leave no ambiguity as to the range of the summation, the symbol can be used alone, without an index

attached.

Study the digression on  notation (pp.64-65)

(8)

Applying to 4.6 each element of the product matrix C=AB is defined as a sum of terms which may be rewritten as follows:

2 write the elements of the m x p matrix AB=C=[cij] as

11 1 1 12 1 2

or more generally,

1

4.3 NOTES ON VECTOR OPERATIONS

- vectors are considered as special types of matrix - has dimensional peculiarities.

Multiplication of vectors

An m x 1 column vector u, and a 1 x n row vector v’, yield a product uv’ of dimension m x n. On the other hand, a 1 x n row vector u’ and an n x 1 column vector v, the product u’v will be of dimension 1 x 1.

(9)

As written, u’v is a matrix, despite the fact that only a single element is present. - 1 x 1 matrices behave exactly like scalars with respect o addition and

multiplication:  +  =, = - a scalar product

Example 3.

Given a row vector u’ = [3 6 9], find u’u. Since u is merely a column vector, with elements of u’ arranged vertically, we have,

### 

2 2 2

3

' 3 6 9 6 (3) (6) (9)

9 u u

   

   

   

Note that the product u’u gives the sum of squares of the elements of u.

In general, if u’ = [ u1 u2 … un], then u’u will be the sum of squares (a scalar) of the elements of uj.

2 2 2 2

1 1

1

' n n j

j

u u u u u u

   

## 

Linear Dependence

A set of vectors v1, …,vn is linearly dependent if and only if any one of them can be expressed as a linear combination of the remaining vectors; otherwise, they are linearly independent.

Example 4. The three vectors

1 2 3

2 1 4

, ,

7 8 5

v   v    and v   

     

are linear dependent because v3 is a linear combination of v1 and v2:

1 2 3

6 2 4

3 2

21 16 5

vv             v

     

or 3v1 –2v2-v3=0

where 0 0

0

    

  represents a null vector (also called zero vector)

Example 5. v1’ =[5 12] and v2’ = [10 24] are linearly dependent because 2v1’= 2[5 12] = [10 24] = v2’

(10)

A set of m-vectors v1, …,vn is linearly dependent if and only if there exists a set of scalars k1, …, kn (not all zero) such that

1

0

n i i i

k v

## 

4.4 COMMUTATIVE, ASSOCIATIVE, AND DISTRIBUTIVE LAWS In ordinary scalar algebra, additive and multiplicative operations obey the commutative, associative, and distributive laws:

Commutative law of addition a + b = b + a Commutative law of multiplication ab = ba

Associative law of addition (a+b) + c = a+ (b+c) Associative law of multiplication ab (c) = a(bc)

Distributive law a (b+c) = ab + ac

Matrix Addition: commutative and associative Commutative law : A+B=B+A

3 1 6 2

,

0 2 3 4

9 3 3 6`

Given A and B we find that

A B B A

   

   

 

    

 

Associative law: (A+B) + C = A + (B+C) Given

1 2 3

1 2 3

1 2 3

3 9 2

, , ,

4 1 5

12 2 10

( )

5 5 0

3 7 10

( ( )

4 4 0

v v and v

v v v

v v v

     

   

     

     

        

           

        

(11)

Matrix Multiplication: not commutative If the products are defined:

Example:

1 2 0 1

3 4 6 7

12 13 3 4

,

24 25 27 40

AB BA

Let A B then

AB BA

   

   

 

   

   

Example: Let u’ be a 1x3 (a row vector); then the corresponding column vector u must be 3x1. The product u’u will be 1x1 but the product uu’ will be 3x3. Thus obviously, u’u uu’.

Exceptions:

- A is a square matrix and B is an identity matrix - A is the inverse of B, A = B-1

- scalar multiplication: kA=Ak Associative Law: (AB)C=A(BC)=ABC

Conformability condition: A is mxn, B is n xp, C is pxq Distributive Law: A(B+C) = AB + AC [premultiplication by A]

(B+C)A = BA + CA [postmultiplication by A] 4.5 IDENTITY MATRICES AND NULL MATRICES

2 3

1 0 0 1 0

0 1 0 0 1

0 0 1

I I

 

 

 

 

Characteristics:

like number 1: a(1) = (1)a=a IA = AI = A

Example: Let

1 2 3 2 0 3 A  

(12)

Special Nature of I Matrices

- it is possible to insert or delete an I w/o affecting the matrix product.

2 ( ) Interesting case: if:

( ) ( )

mxn nxn nxp

n

Inverses and their Properties: For a given matrix A,

- The transpose is always derivable. Its inverse matrix (another type of derived matrix) may or may not exist.

- The inverse of matrix A is denoted by A-1 is defined only if A is a square

Whether A is pre-multiplied or postmultiplied by A-1, the product will be the same identity matrix. This is an exception to the rule that matrix multiplication is not commutative.

Points to note:

1. Not every square matrix has an inverse. Squareness is a necessary but not a sufficient condition for the existence of a matrix.

a. Non-singular matrix : if an inverse exists b. Singular : if no inverse exists

2. If A-1 exists, then A is the inverse of A-1 just as A-1 is the inverse of A. A and A-1 are inverses of each other.

3. If A is nxn, then A-1 must also be nxn. 4. If an inverse exists, it is unique.

AB=BA=I

Define C such that AC=CA=I

Premultiplying both sides of AB=I by C, CAB=CI=C

Since CA=I, IB=C or B=C

That is, B and C must be one and the same inverse matrix.

The inverse of an inverse is the original matrix.

(13)

1 1

1 1 1

1 1

( )

( )

( ') ( ) '

A A

AB B A

A A

 

  

 

  

Proof: Suppose that the inverse of AB is C. We know that CAB=I CABB-1A-1=IB-1A-1(=B-1A-1)

But the left side is reducible to CA(BB-1)A-1=CAIA-1

=CAA-1=CI=C

Substituting to the original equation, C= B-1A-1

Or in other words, the inverse of AB is equal to B-1A-1 .

Given A’, what is the inverse D? By definition, DA’=I.

But (AA-1 )’=I’=I. Thus, DA’=(AA-1 )’

=(A-1)’A’

Postmultiplying both sides by (A-1 )’, we obtain DA’(A’ ) –1= (A-1)’A’(A’)-1

Or D=(A-1)’

Thus the inverse of A’ is equal to (A-1)’.

Inverse Matrix and Solution of Linear Equation System

The application of the concept of inverse matrix to the solution of simultaneous equation system is immediate and direct.

1 1

1 Ax d A Ax A d x A d

 

 

1 2 3

6 3 1 22

1 4 2 12

4 1 5 10

x

A x x d

x

     

     

  

      

     

(14)

1 2 3

18 16 10 2

1

13 26 13 3

52

17 18 21 1

x x x

 

     

    

     

     

     

Referensi

Dokumen terkait

Hasil penelitian menunjukkan bahwa peran kebijakan Pemerintah Kota Medan dalam bidang kepemudaan merupakan leading sektor Dinas Pemuda dan Olahraga Kota Medan sebagai

However the I slamic institu- tion response in I ndonesia does not change anymore and seems not to have seriously attention in the issue of HI V/ AI DS, it can be look from

Bahkan species yang sama memberikan respon yang berbeda.

[r]

6 Nama Pokja ULP yang mener ima jaminan sama dengan nama pokja ULP yang mengadakan pelelangan.. 7 Paket peker jaan yang dijamin sama dengan paket peker jaan yang

Depdikbud, Kamus Besar Bahasa Indonesia (Jakarta, Balai Pustaka).. memiliki pengertian apa yang diciptakan, hasil belajar, hasil yang menyenangkan hati yang diperoleh dengan

Jakarta: Pendidikan Bahasa dan Sastra Indonesia. Penelitian ini bertujuan untuk 1) Mendeskripsikan bentuk intertekstual yang terdapat dalam cerpen “ Robohnya Surau Kami ”

[r]

+RQRUDULXP \DQJ GLEHULNDQ NHSDGD 3HJDZDL 1RQ \$SDUDWXU 6LSLO 1HJDUD \DLWX 3URJUDPPHU 6HQLRU GDQ 3URJUDPPHU -XQLRU 3URJUDPPHU 6HQLRU PHPSXQ\DL WXJDVPHQWHUMHPDKNDQ

Penelitian ini menggunakan uji regresi dengan hasil yang menunjukkan bahwa modal intelektual berpengaruh terhadap kinerja keuangan pada tahun berjalan dan

It’s a block type of interleaver, performs via filling a matrix with specific dimensions by the input bits in row by row until complete the matrix and then transmitting the bits in

The Sylvester-Kac matrix developed in the paper is the T- Sequence-Sylvester-Kac matrix The calculation of the determinant, and inverse has always been a challenge for

ENGINEERING 41,92 Tidak masuk sebagai calon daftar pendek. Demikian disampaikan atas kerjasamanya

Pengukuran kuantitatif yang berupa pengukuran produktifitas dan pengukuran pencapaian sasaran mutu seperti rework rate dan reject rate telah digunakan untuk

sedangkan high development countries dan low development countries menunjukkan gejala bahwa indikator kerusakan lingkungan terus meningkat dan belum mencapai titik balik,

[r]

Adapun maksud yang ingin dicapai dalam pembuatan Laporan Kerja Praktek ini adalah untuk mengetatahui lebih lanjut Prosedur Surat Pertanggungjawaban Dan

informasi kurikulum, informasi file materi, informasi forum, dan informasi komentar forum. Tipe e-learning yang digunakan pada aplikasi yang akan dibangun adalah

KELOMPOK KERJA (POKJA) PEMILIHAN PENYEDIA BARANG/JASA KANTOR UNIT PENYELENGGARA BANDAR UDARA

[r]

Untuk menggambarkan aliran dokumen pada setiap prosedur dalam sistem informasi transaksi sewa kendaraan yang sedang berjalan digun akan alat bantu berupa diagram alir

Menyampaikan data pengalaman perusahaan paling sedikit 1 (satu) pekerjaan sebagai Penyedia dalam kurun waktu 4 (empat) tahun terakhir, baik di lingkungan pemerintah maupun swasta

Dalam Pasal 56 Ayat (1) UUM 15/2001 dirumuskan definisi IG yang memuat unsur-unsur tertentu, yaitu: Indikasi-geografis dilindungi sebagai suatu tanda yang menunjukkan daerah asal

Pilih bahasamu

Situs web akan diterjemahkan ke bahasa yang Anda pilih.

Bahasa yang disarankan untuk Anda:

Lainnya: