In mathematics, a block matrix or a partitioned matrix is a matrix that is interpreted as having been broken into sections called blocks or submatrices.[1] [2]
Intuitively, a matrix interpreted as a block matrix can be visualized as the original matrix with a collection of horizontal and vertical lines, which break it up, or partition it, into a collection of smaller matrices.[3] For example, the 3x4 matrix presented below is divided by horizontal and vertical lines into four blocks: the top-left 2x3 block, the top-right 2x1 block, the bottom-left 1x3 block, and the bottom-right 1x1 block.
\left[ \begin{array}{ccc|c} a11&a12&a13&b1\\ a21&a22&a23&b2\\ \hline c1&c2&c3&d \end{array} \right]
Any matrix may be interpreted as a block matrix in one or more ways, with each interpretation defined by how its rows and columns are partitioned.
This notion can be made more precise for an
n
m
M
n
rowgroups
m
colgroups
(i,j)
(s,t)
(x,y)
x\inrowgroups
y\incolgroups
Block matrix algebra arises in general from biproducts in categories of matrices.[5]
The matrix
P=\begin{bmatrix} 1&2&2&7\\ 1&5&6&2\\ 3&3&4&5\\ 3&3&6&7 \end{bmatrix}
can be visualized as divided into four blocks, as
P=\left[ \begin{array}{cc|cc} 1&2&2&7\\ 1&5&6&2\\ \hline 3&3&4&5\\ 3&3&6&7 \end{array} \right]
The horizontal and vertical lines have no special mathematical meaning,[6] but are a common way to visualize a partition. By this partition,
P
P11=\begin{bmatrix} 1&2\\ 1&5 \end{bmatrix}, P12=\begin{bmatrix} 2&7\\ 6&2 \end{bmatrix}, P21=\begin{bmatrix} 3&3\\ 3&3 \end{bmatrix}, P22=\begin{bmatrix} 4&5\\ 6&7 \end{bmatrix}.
The partitioned matrix can then be written as
P=\begin{bmatrix} P11&P12\\ P21&P22\end{bmatrix}.
Let
A\inCm
A
A
A=\begin{bmatrix} A11&A12& … &A1q\\ A21&A22& … &A2q\\ \vdots&\vdots&\ddots&\vdots\\ Ap1&Ap2& … &Apq\end{bmatrix}
where
Aij\in
mi x nj | |
C |
p | |
\sum | |
i=1 |
mi=m
q | |
\sum | |
j=1 |
nj=n
Aij
By this definition, the blocks in any one column must all have the same number of columns. Similarly, the blocks in any one row must have the same number of rows.
A matrix can be partitioned in many ways. For example, a matrix
A
A=(a1 a2 … an)
where
aj
j
A
A=
T | |
\begin{bmatrix} a | |
1 |
T | |
\\ a | |
2 |
\\ \vdots
T \end{bmatrix} | |
\\ a | |
m |
where
T | |
a | |
i |
i
A
Often, we encounter the 2x2 partition
A=\begin{bmatrix} A11&A12\\ A21&A22\end{bmatrix}
particularly in the form where
A11
A=\begin{bmatrix} a11&
T | |
a | |
12 |
\\ a21&A22\end{bmatrix}
Let
A=\begin{bmatrix} A11&A12& … &A1q\\ A21&A22& … &A2q\\ \vdots&\vdots&\ddots&\vdots\\ Ap1&Ap2& … &Apq\end{bmatrix}
where
Aij\in
ki x \ellj | |
C |
A
AT=
T | |
\begin{bmatrix} A | |
11 |
&
T | |
A | |
21 |
& … &
T | |
A | |
p1 |
T | |
\\ A | |
12 |
&
T | |
A | |
22 |
& … &
T | |
A | |
p2 |
\\ \vdots&\vdots&\ddots&\vdots
T | |
\\ A | |
1q |
&
T | |
A | |
2q |
& … &
T \end{bmatrix} | |
A | |
pq |
and the same equation holds with the transpose replaced by the conjugate transpose.
A special form of matrix transpose can also be defined for block matrices, where individual blocks are reordered but not transposed. Let
A=(Bij)
k x l
m x n
Bij
A
l x k
Al{B}
m x n
l{B}\right) | |
\left(A | |
ij |
=Bji
(A+C)l{B}=Al{B}+Cl{B}
(AC)l{B}=Cl{B}Al{B}
A
C
Let
B=\begin{bmatrix} B11&B12& … &B1s\\ B21&B22& … &B2s\\ \vdots&\vdots&\ddots&\vdots\\ Br1&Br2& … &Brs\end{bmatrix}
where
Bij\in
mi x nj | |
C |
A
B
p=r
q=s
ki=mi
\ellj=nj
A+B=\begin{bmatrix} A11+B11&A12+B12& … &A1q+B1q\\ A21+B21&A22+B22& … &A2q+B2q\\ \vdots&\vdots&\ddots&\vdots\\ Ap1+Bp1&Ap2+Bp2& … &Apq+Bpq\end{bmatrix}
It is possible to use a block partitioned matrix product that involves only algebra on submatrices of the factors. The partitioning of the factors is not arbitrary, however, and requires "conformable partitions"[10] between two matrices
A
B
Let
A
B
C=AB
can be performed blockwise, yielding
C
(p x s)
C
Cij=
q | |
\sum | |
k=1 |
AikBkj.
Or, using the Einstein notation that implicitly sums over repeated indices:
Cij=AikBkj.
Depicting
C
C=AB=
q | |
\begin{bmatrix} \sum | |
i=1 |
A1iBi1&
q | |
\sum | |
i=1 |
A1iBi2& … &
q | |
\sum | |
i=1 |
A1iBis
q | |
\\ \sum | |
i=1 |
A2iBi1&
q | |
\sum | |
i=1 |
A2iBi2& … &
q | |
\sum | |
i=1 |
A2iBis\\ \vdots&\vdots&\ddots&\vdots
q | |
\\ \sum | |
i=1 |
ApiBi1&
q | |
\sum | |
i=1 |
ApiBi2& … &
q | |
\sum | |
i=1 |
ApiBis\end{bmatrix}
See also: Helmert–Wolf blocking.
If a matrix is partitioned into four blocks, it can be inverted blockwise as follows:
{P}=\begin{bmatrix} {A}&{B}\\ {C}&{D} \end{bmatrix}-1=\begin{bmatrix} {A}-1+{A}-1{B}\left({D}-{CA}-1{B}\right)-1{CA}-1& -{A}-1{B}\left({D}-{CA}-1{B}\right)-1\\ -\left({D}-{CA}-1{B}\right)-1{CA}-1& \left({D}-{CA}-1{B}\right)-1\end{bmatrix},
where A and D are square blocks of arbitrary size, and B and C are conformable with them for partitioning. Furthermore, A and the Schur complement of A in P: must be invertible.[13]
Equivalently, by permuting the blocks:
{P}=\begin{bmatrix} {A}&{B}\\ {C}&{D} \end{bmatrix}-1=\begin{bmatrix} \left({A}-{BD}-1{C}\right)-1& -\left({A}-{BD}-1{C}\right)-1{BD}-1\\ -{D}-1{C}\left({A}-{BD}-1{C}\right)-1& {D}-1+{D}-1{C}\left({A}-{BD}-1{C}\right)-1{BD}-1\end{bmatrix}.
Here, D and the Schur complement of D in P: must be invertible.
If A and D are both invertible, then:
\begin{bmatrix} {A}&{B}\\ {C}&{D} \end{bmatrix}-1=\begin{bmatrix} \left({A}-{B}{D}-1{C}\right)-1&{0}\\ {0}&\left({D}-{C}{A}-1{B}\right)-1\end{bmatrix}\begin{bmatrix} {I}&-{B}{D}-1\\ -{C}{A}-1&{I} \end{bmatrix}.
By the Weinstein–Aronszajn identity, one of the two matrices in the block-diagonal matrix is invertible exactly when the other is.
The formula for the determinant of a
2 x 2
A,B,C,D
\det\begin{bmatrix}A&0\ C&D\end{bmatrix}=\det(A)\det(D)=\det\begin{bmatrix}A&B\ 0&D\end{bmatrix}.
Using this formula, we can derive that characteristic polynomials of
\begin{bmatrix}A&0\ C&D\end{bmatrix}
\begin{bmatrix}A&B\ 0&D\end{bmatrix}
A
D
\begin{bmatrix}A&0\ C&D\end{bmatrix}
\begin{bmatrix}A&B\ 0&D\end{bmatrix}
A
D
\begin{bmatrix}1&1\ 0&1\end{bmatrix}
If
A
\det\begin{bmatrix}A&B\ C&D\end{bmatrix}=\det(A)\det\left(D-CA-1B\right),
D
\det\begin{bmatrix}A&B\ C&D\end{bmatrix}=\det(D)\det\left(A-BD-1C\right).
If the blocks are square matrices of the same size further formulas hold. For example, if
C
D
CD=DC
\det\begin{bmatrix}A&B\ C&D\end{bmatrix}=\det(AD-BC).
2 x 2
For
A=D
B=C
A
B
\det\begin{bmatrix}A&B\ B&A\end{bmatrix}=\det(A-B)\det(A+B).
For any arbitrary matrices A (of size m × n) and B (of size p × q), we have the direct sum of A and B, denoted by A
⊕
{A} ⊕ {B}= \begin{bmatrix} a11& … &a1n&0& … &0\\ \vdots&\ddots&\vdots&\vdots&\ddots&\vdots\\ am1& … &amn&0& … &0\\ 0& … &0&b11& … &b1q\\ \vdots&\ddots&\vdots&\vdots&\ddots&\vdots\\ 0& … &0&bp1& … &bpq\end{bmatrix}.
For instance,
\begin{bmatrix} 1&3&2\\ 2&3&1 \end{bmatrix} ⊕ \begin{bmatrix} 1&6\\ 0&1 \end{bmatrix}= \begin{bmatrix} 1&3&2&0&0\\ 2&3&1&0&0\\ 0&0&0&1&6\\ 0&0&0&0&1 \end{bmatrix}.
This operation generalizes naturally to arbitrary dimensioned arrays (provided that A and B have the same number of dimensions).
Note that any element in the direct sum of two vector spaces of matrices could be represented as a direct sum of two matrices.
See also: Diagonal matrix. A block diagonal matrix is a block matrix that is a square matrix such that the main-diagonal blocks are square matrices and all off-diagonal blocks are zero matrices.[17] That is, a block diagonal matrix A has the form
{A}=\begin{bmatrix}{A}1&{0}& … &{0}\\ {0}&{A}2& … &{0}\\ \vdots&\vdots&\ddots&\vdots\\ {0}&{0}& … &{A}n \end{bmatrix}
where Ak is a square matrix for all k = 1, ..., n. In other words, matrix A is the direct sum of A1, ..., An. It can also be indicated as A1 ⊕ A2 ⊕ ... ⊕ An or diag(A1, A2, ..., An)[18] (the latter being the same formalism used for a diagonal matrix). Any square matrix can trivially be considered a block diagonal matrix with only one block.
For the determinant and trace, the following properties hold:
\begin{align} \det{A}&=\det{A}1 x … x \det{A}n, \end{align}
\begin{align} \operatorname{tr}{A}&=\operatorname{tr}{A}1+ … +\operatorname{tr}{A}n.\end{align}
A block diagonal matrix is invertible if and only if each of its main-diagonal blocks are invertible, and in this case its inverse is another block diagonal matrix given by
\begin{bmatrix} {A}1&{0}& … &{0}\\ {0}&{A}2& … &{0}\\ \vdots&\vdots&\ddots&\vdots\\ {0}&{0}& … &{A}n\end{bmatrix}-1=\begin{bmatrix}
-1 | |
{A} | |
1 |
&{0}& … &{0}\\ {0}&
-1 | |
{A} | |
2 |
& … &{0}\\ \vdots&\vdots&\ddots&\vdots\\ {0}&{0}& … &
-1 | |
{A} | |
n |
\end{bmatrix}.
The eigenvalues and eigenvectors of
{A}
{A}k
See also: Tridiagonal matrix. A block tridiagonal matrix is another special block matrix, which is just like the block diagonal matrix a square matrix, having square matrices (blocks) in the lower diagonal, main diagonal and upper diagonal, with all other blocks being zero matrices. It is essentially a tridiagonal matrix but has submatrices in places of scalars. A block tridiagonal matrix
A
{A}=\begin{bmatrix} {B}1&{C}1&&& … &&{0}\\ {A}2&{B}2&{C}2&&&&\\ &\ddots&\ddots&\ddots&&&\vdots\\ &&{A}k&{B}k&{C}k&&\\ \vdots&&&\ddots&\ddots&\ddots&\\ &&&&{A}n-1&{B}n-1&{C}n-1\\ {0}&& … &&&{A}n&{B}n\end{bmatrix}
where
{A}k
{B}k
{C}k
Block tridiagonal matrices are often encountered in numerical solutions of engineering problems (e.g., computational fluid dynamics). Optimized numerical methods for LU factorization are available[24] and hence efficient solution algorithms for equation systems with a block tridiagonal matrix as coefficient matrix. The Thomas algorithm, used for efficient solution of equation systems involving a tridiagonal matrix can also be applied using matrix operations to block tridiagonal matrices (see also Block LU decomposition).
See also: Triangular matrix.
A matrix
A
A=\begin{bmatrix} A11&A12& … &A1k\\ 0&A22& … &A2k\\ \vdots&\vdots&\ddots&\vdots\\ 0&0& … &Akk\end{bmatrix}
where
Aij\in
ni x nj | |
F |
i,j=1,\ldots,k
A matrix
A
A=\begin{bmatrix} A11&0& … &0\\ A21&A22& … &0\\ \vdots&\vdots&\ddots&\vdots\\ Ak1&Ak2& … &Akk\end{bmatrix}
where
Aij\in
ni x nj | |
F |
i,j=1,\ldots,k
See also: Toeplitz matrix. A block Toeplitz matrix is another special block matrix, which contains blocks that are repeated down the diagonals of the matrix, as a Toeplitz matrix has elements repeated down the diagonal.
A matrix
A
A(i,j)=A(k,l)
k-i=l-j
A=\begin{bmatrix} A1&A2&A3& … \\ A4&A1&A2& … \\ A5&A4&A1& … \\ \vdots&\vdots&\vdots&\ddots \end{bmatrix}
where
Ai\in
ni x mi | |
F |
See also: Hankel matrix.
A matrix
A
A(i,j)=A(k,l)
i+j=k+l
A=\begin{bmatrix} A1&A2&A3& … \\ A2&A3&A4& … \\ A3&A4&A5& … \\ \vdots&\vdots&\vdots&\ddots \end{bmatrix}
where
Ai\in
ni x mi | |
F |