Matrix Multiplication

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

NOTE: THIS DOCUMENT IS OBSOLETE, PLEASE CHECK THE NEW VERSION: "Mathematics of the Discrete Fourier Transform (DFT), with Audio Applications --- Second Edition", by Julius O. Smith III, W3K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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Matrix Multiplication

Let ${A}^{\ be a general $M\ matrix and let $B$ denote a general$L\ matrix. Denote the matrix product by $C={A}^{\ or $C={A}^{\. Then matrix multiplication is carried out by computing the inner product of every row of ${A}^{\ with every column of $B$. Let the$i$th row of ${A}^{\ be denoted by ${\, $i=1, 2,\, and the$j$th column of $B$ by $\, $j=1,2,\. Then the matrix product $C={A}^{\ is defined as

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This definition can be extended to complex matrices by using a definition of inner product which does not conjugate its second argument.7.4

Examples:

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An $M\ matrix $A$ can only be multiplied on the right by an$L\ matrix, where $N$ is any positive integer. An $L\matrix $A$ can only be multiplied on the left by a $M\matrix, where $M$ is any positive integer. Thus, the number of columns in the matrix on the left must equal the number of rows in the matrix on the right.

Matrix multiplication is non-commutative, in general. That is, normally $AB\ even when both products are defined (such as when the matrices are square.)

The transpose of a matrix product is the product of the transposes in reverse order:

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The identity matrix is denoted by $I$ and is defined as

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Identity matrices are always square. The $N\ identity matrix $I$, sometimes denoted as $I_N$, satisfies $A\ for every$M\ matrix $A$. Similarly, $I_M\, for every $M\matrix $A$.

As a special case, a matrix ${A}^{\ times a vector $\ produces a new vector $\ which consists of the inner product of every row of ${A}^{\ with$\

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A matrix ${A}^{\ times a vector $\ defines a linear transformationof $\. In fact, every linear function of a vector $\ can be expressed as a matrix multiply. In particular, every linear filtering operation can be expressed as a matrix multiply applied to the input signal. As a special case, every linear, time-invariant (LTI) filtering operation can be expressed as a matrix multiply in which the matrix is Toeplitz, i.e., ${A}^{\ (constant along alldiagonals).

As a further special case, a row vector on the left may be multiplied by a column vector on the right to form a single inner product:

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where the alternate transpose notation ''$\'' is defined to include complex conjugation so that the above result holds also for complex vectors. Using this result, we may rewrite the general matrix multiply as

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