Matrix mathematics is used to great affect in evaluating machine learning algorithms. Some of the built-in libraries in many programming languages automatically run such calculations over multiple CPUs or GPUs to reduce the computation time.

Below is a quick introduction to matrix multiplication with the Python programming language, and an example of how it’s used in machine learning.

We’re going to use Python’s numpy library:

First we can create some numpy arrays. Here are several ways of creating them:

The shape of matrix a is (4, 3)
[[ 0  1  2]
[ 3  4  5]
[ 6  7  8]
[ 9 10 11]]

The shape of matrix b is (2, 4)
[[1 2 3 4]
[5 6 7 8]]

The shape of matrix c is (3, 3)
[[0 1 2]
[3 4 5]
[6 7 8]]


## Matrix Transpose

The transpose of a matrix turns rows to columns, and columns to rows. Written as $$A^T$$. Think of it as a reflection of the matrix along it’s largest diagonal axis. This can be done quite simply with a numpy array:

array([[ 0,  3,  6,  9],
[ 1,  4,  7, 10],
[ 2,  5,  8, 11]])


Hadamard product, also known as the Schur product, entrywise, or element wise multiplication, multiplies matrices together on an element-by-element basis.

e.g.

$$\begin{bmatrix} 1 & 2 & 3 \\ 4 & 5 & 6 \\ 7 & 8 & 9 \\ \end{bmatrix} \times \begin{bmatrix} a & b & c \\ d & e & f \\ g & h & i \\ \end{bmatrix} = \begin{bmatrix} 1a & 2b & 3c \\ 4d & 5e & 6f \\ 7g & 8h & 9i \\ \end{bmatrix}$$

Element wise multiplication also works for scalers and matrices:

$$2 \times \begin{bmatrix} 1 & 2 & 3 \\ 4 & 5 & 6 \\ 7 & 8 & 9 \\ \end{bmatrix} = \begin{bmatrix} 2 & 4 & 6 \\ 8 & 10 & 12 \\ 14 & 16 & 18 \\ \end{bmatrix}$$

Here’s an example in Python. First create an array:

array([[0, 1, 2],
[3, 4, 5],
[6, 7, 8]])



Then multiply it by two:

array([[ 0,  2,  4],
[ 6,  8, 10],
[12, 14, 16]])


## Dot Product

The matrix dot product can be thought of as a system for calculating distances of vectors, but we’re going to use it for more general summations.

To calculate the dot product for two matrices (A and B), calculate the answer a row at a time. For the first cell, move across the first row of A and down the first column of B, adding the products of each pair. For the second cell in the answer row, move across the first row of A and the second column of B. Do this for every column of B. Now repeat for the rest of the rows in A to make more rows in the answer matrices.

This is much clearer with some examples:

$$\begin{bmatrix} 1 & 2 \\ 3 & 4 \\ \end{bmatrix} \cdot \begin{bmatrix} a & b \\ c & d \\ \end{bmatrix} = \begin{bmatrix} 1a+2c & 1b+2d \\ 3a+4c & 3b+4d \\ \end{bmatrix}$$

$$\begin{bmatrix} 1 \\ 2 \\ 3 \\ \end{bmatrix} \cdot \begin{bmatrix} a & b & c \\ \end{bmatrix} = \begin{bmatrix} 1a & 1b & 1c \\ 2a & 2b & 2c \\ 3a & 3b & 3c \end{bmatrix}$$

$$\begin{bmatrix} 1 & 2 & 3 \\ \end{bmatrix} \cdot \begin{bmatrix} a \\ b \\ c \\ \end{bmatrix} = \begin{bmatrix} 1a + 2b + 3c \\ \end{bmatrix}$$

The result has the same number of rows as the first matrix, and the number of columns of the second. Dot product multiplication is only valid when the number of columns in the first matrix is equal to the number of rows in the second matrix

Suppose we want to add together the natural numbers from 1 to 4. We could write this in many ways:

$$1 + 2 + 3 + 4 = \frac{4(4+1)}{2} = \sum\limits_{i=1}^{4} i = \begin{bmatrix}1&2&3&4\end{bmatrix} \cdot \begin{bmatrix} 1 \\ 1 \\ 1 \\ 1 \\ \end{bmatrix}$$

Looking at the last method, we have one column in the first matrix multiplied by one row in the second matrix. That would give is a 1 x 1 matrix as the answer.

Working through, it would be $$1 \times 1 + 2 \times 1 + 3 \times 1 + 4 \times 1$$

In python we can check the answer:

1+2+3+4: 10

array([[1, 2, 3, 4]])

array([[ 1.],
[ 1.],
[ 1.],
[ 1.]])

array([[ 10.]])


### Order matters

For matrices $$A \cdot B \neq B \cdot A$$ but $$A \cdot B = ( B^T \cdot A^T ) ^T$$

Let’s prove this by first creating two square matrices:

array([[1, 2, 3],
[4, 5, 6],
[7, 8, 9]])

array([[10, 11, 12],
[13, 14, 15],
[16, 17, 18]])


$$A \cdot B$$:

array([[ 84,  90,  96],
[201, 216, 231],
[318, 342, 366]])


$$B \cdot A$$ is different to $$A \cdot B$$:

array([[138, 171, 204],
[174, 216, 258],
[210, 261, 312]])


$$( B^T \cdot A^T )^T$$ is the same as $$A \cdot B$$ :

array([[ 84,  90,  96],
[201, 216, 231],
[318, 342, 366]])


## Practical Example with the McCulloch-Pitts Neuron

Time for a practical example!

In the McCulloch-Pitts artificial neuron, a single neuron transforms the weighted sum of its inputs:

$$x_j = \sum\limits_{k \in K_j} w_{kj}y_k$$

Where:

• $$j$$ is the neuron index
• $$x_J$$ is the output (which might be subject to an activation function)
• $$w$$ is a weighting factor
• $$k$$ is the input index

There are several inputs to each neuron, so $$x_j$$ is a sum of these weighted inputs.

Let’s consider one neuron, $$j$$, for now, and assume it has three inputs (k = 1 to 3) with values:

$$x_j = \sum\limits_{k = 1}^{3} w_{kj}y_k$$

$$y = \begin{bmatrix} 0.1 & 0.2 & 0.3 \\ \end{bmatrix}$$

It would require a weight for each input:

$$w_k = \begin{bmatrix} 0.4 & 0.5 & 0.6 \\ \end{bmatrix}$$

In matrix form: $$x_j = y \cdot w_j^T$$ (the matrices are one dimensional, so are called vectors and written in lower case)

We would expect a single output figure, the sumation of the products of all the weights and inputs, for $$x_j$$, so:

$$\begin{bmatrix} 0.1 & 0.2 & 0.3 \\ \end{bmatrix} \cdot \begin{bmatrix} 0.4 & 0.5 & 0.6 \\ \end{bmatrix}^T = \begin{bmatrix} 0.1 & 0.2 & 0.3 \\ \end{bmatrix} \cdot \begin{bmatrix} 0.4 \\ 0.5 \\ 0.6 \\ \end{bmatrix} = 0.1 \times 0.4 + 0.2 \times 0.5 + 0.3 \times 0.6 = 0.32$$

In Python:

array([[ 0.32]])


Now suppose we have not one, but four neurons (numbered 1 - 4) in our layer, each with the same inputs. Each neuron would have its own set of weights:

$$x_1 = \sum\limits_{k \in K_j} w_{1k}y_k$$

$$x_2 = \sum\limits_{k \in K_j} w_{2k}y_k$$

$$x_3 = \sum\limits_{k \in K_j} w_{3k}y_k$$

$$x_4 = \sum\limits_{k \in K_j} w_{4k}y_k$$

All the weights together might now look like this:

$$w_k = \begin{bmatrix} 0.4 & 0.5 & 0.6 \\ -0.1 & -0.2 & -0.3 \\ 0.7 & 0.8 & 0.9 \\ -0.4 & -0.5 & -0.6 \\ \end{bmatrix}$$

In Python:

We can use exactly the same equation, $$x_j = y \cdot w_j^T$$, but this time, we should get an output for every neuron:

array([[ 0.32, -0.14,  0.5 , -0.32]])


This is great, but we can go one step further. What if we had several data samples, so we wanted to find the output with different values of the input? We could look through a for loop to find the values, or put all the inputs into a matrix. Let’s say we have just two samples:

$$y = \begin{bmatrix} 0.1 & 0.2 & 0.3 \\ 0.4 & 0.6 & 0.7 \\ \end{bmatrix}$$

The code looks the same, only now we have an output row for every input row:

array([[ 0.32, -0.14,  0.5 , -0.32],
[ 0.77, -0.32,  1.22, -0.77]])


## In Summary

Matrices can be confusing, hopefully this has demystified them a little. They’re used heavily in machine learning, so it’s good to build strong foundations first, rather than spend hours of trial and error, trying to rotate them around until the outputs just sort of look right. Enjoy!