Matrices

GUIDE: Mathematics of the Discrete Fourier Transform (DFT) - Julius O. Smith III. Matrices

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NOTE: THIS DOCUMENT IS OBSOLETE, PLEASE CHECK THE NEW VERSION: "Mathematics of the Discrete Fourier Transform (DFT), with Audio Applications --- Second Edition", by Julius O. Smith III, W3K Publishing, 2007, ISBN 978-0-9745607-4-8. - Copyright © 2017-09-28 by Julius O. Smith III - Center for Computer Research in Music and Acoustics (CCRMA), Stanford University

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Matrices

A matrix is defined as a rectangular array of numbers, e.g.,

\

which is a $2\ (''two by two'') matrix. A general matrix may be $M\, where $M$ is the number of rows, and $N$ is the number of columns. For example, the general $3\ matrix is
\

(Either square brackets or large parentheses may be used.) The$(i,j)$th element7.3 of a matrix $A$ may be denoted by $A[i,j]$ or $A(i,j)$. The rows and columns of matrices are normally numbered from $1$ instead of from$0$; thus, $1\ and $1\. When $N=M$, the matrix is said to be square.

The transpose of a real matrix $A\ is denoted by ${A}^{\ and is defined by

\

Note that while $A$ is $M\, its transpose is $N\.

A complex matrix $A\, is simply a matrix containing complex numbers. The transpose of a complex matrix is normally defined to includeconjugation. The conjugating transpose operation is called theHermitian transpose. To avoid confusion, in this tutorial, ${A}^{\ and the word ''transpose'' will always denote transpositionwithout conjugation, while conjugating transposition will be denoted by ${A}^{\ and be called the ''Hermitian transpose'' or the ''conjugate transpose.'' Thus,

\

Example: The transpose of the general $3\ matrix is

\

while the conjugate transpose of the general $3\ matrix is
\

A column-vector

\

is the special case of an $M\ matrix, and a row-vector
\

(as we have been using) is a $1\ matrix. In contexts where matrices are being used (only this section for this course), it is best to define all vectors as column vectors and to indicate row vectors using the transpose notation, as was done in the equation above.

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