Matrix-to-vector multiplication and matrix-to-matrix multiplication are defined as follows:
Definition A-10.3 Matrix Arithmetic
Matrix-to-Vector Multipication: Given a matrix and a -dimensional vector :
The result of is an -dimensional vector computed as:
Matrix-to-Matrix Multiplication: Given a matrix and a matrix :
,
The result of is a matrix computed as:
Given the above definitions of matrix and vector arithmetic, the following algebraic properties can be derived:
Theorem A-10.3 Matrix Arithmetic Properties
Associative:
Distributive:
(However, , because the resulting dimensions do not match. Also, )
NOT Commutative:
Proof.
The properties described in A-10.3 can be demonstrated by expanding the formulas of both sides each equation by using a variable representation for each element in the vectors/matrices and comparing the resulting formulas. We leave this expansion as an exercise for the reader. □