NOTE: THIS DOCUMENT IS OBSOLETE, PLEASE CHECK THE NEW VERSION: "Mathematics of the Discrete Fourier Transform (DFT), with Audio Applications --- Second Edition", by Julius O. Smith III, W3K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(''two by two'') matrix. A general matrix may be
, where
is the number of rows, and
is the number of columns. For example, the general
matrix is
(Either square brackets or large parentheses may be used.) Theth element7.3 of a matrix
may be denoted by
or
. The rows and columns of matrices are normally numbered from
instead of from
; thus,
and
. When
, the matrix is said to be square.
The transpose of a real matrix
is denoted by
and is defined by
Note that whileis
, its transpose is
.
A complex matrix
, 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,
and the word ''transpose'' will always denote transpositionwithout conjugation, while conjugating transposition will be denoted by
and be called the ''Hermitian transpose'' or the ''conjugate transpose.'' Thus,
Example: The transpose of the general
matrix is
while the conjugate transpose of the generalmatrix is
is the special case of anmatrix, and a row-vector
(as we have been using) is amatrix. 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.