ML Wiki

Permutation Matrix

A Matrix that exchanges 2 or more rows is called a permutation matrix

• a permutation matrix $P$ is a matrix that is obtained by permuting rows/columns of identity matrix $I$
• this is an important type of matrices - it's used for solving System of Linear Equations and for LU Factorization
• e.g. for Gaussian Elimination when we have a zero in the pivot position, we would like to exchange this to get non-zero pivot - this is done with a Permutation Matrix

$P$ for Square Matrices

Suppose we have a $3 \times 3$ matrix $A$ and we want to permute it's rows

Let's list all possible permutation matrices for $3 \times 3$

• $\begin{bmatrix} 1 & 0 & 0\\ 0 & 1 & 0\\ 0 & 0 & 1\\ \end{bmatrix}$ - permutes nothing

• $\begin{bmatrix} 0 & 1 & 0\\ 1 & 0 & 0\\ 0 & 0 & 1 \end{bmatrix}$ - permutes 1st and 2nd rows

• $\begin{bmatrix} 0 & 0 & 1\\ 0 & 1 & 0\\ 1 & 0 & 0\\ \end{bmatrix}$ - 1st and 3rd

• $\begin{bmatrix} 1 & 0 & 0\\ 0 & 0 & 1\\ 0 & 1 & 0\\ \end{bmatrix}$ - 2nd and 3rd

• $\begin{bmatrix} 0 & 1 & 0\\ 0 & 0 & 1\\ 1 & 0 & 0\\ \end{bmatrix}$ - 2nd, 3rd and 1st

• $\begin{bmatrix} 0 & 0 & 1\\ 1 & 0 & 0\\ 0 & 1 & 0\\ \end{bmatrix}$ - 3, 1, 2

Permutations

In how many ways we can permute rows of $I_n$?

• it's the number of permutations of $n$: $n!$

Types

Row Exchange

$\begin{bmatrix} 0 & 1\\ 1 & 0 \end{bmatrix} \times \begin{bmatrix} a & b\\ c & d \end{bmatrix} = \begin{bmatrix} c & d\\ a & b \end{bmatrix}$

Column Exchange

What if we want to exchange columns?

$\left[ \; \; \LARGE ? \; \; \; \right] \times \begin{bmatrix} a & b\\ c & d \end{bmatrix} = \begin{bmatrix} b & a\\ d & c \end{bmatrix}$

Can't put such a matrix on the left! Put in on the right instead

$\begin{bmatrix} a & b\\ c & d \end{bmatrix} \times \begin{bmatrix} 0 & 1\\ 1 & 0 \end{bmatrix} = \begin{bmatrix} b & a\\ d & c \end{bmatrix}$

Properties

• When we transpose $P$ or inverse, the obtained matrix is also a permutation matrix
• $P^{-1} = P^T$
• thus $P^T P = P P^T = I$