## Reimagining matrices

The function of the imagination is not
to make strange things settled, so much as
to make settled things strange.

- G.K. Chesterton

Why is matrix multiplication defined so very differently from matrix addition? If we didn’t know these procedures, could we derive them from first principles? What might those principles be?

This post gives a simple semantic model for matrices and then uses it to systematically derive the implementations that we call matrix addition and multiplication. The development illustrates what I call “denotational design”, particularly with type class morphisms. On the way, I give a somewhat unusual formulation of matrices and accompanying definition of matrix “multiplication”.

For more details, see the linear-map-gadt source code.

Edits:

• 2012–12–17: Replaced lost $B$ entries in description of matrix addition. Thanks to Travis Cardwell.

Note: I’m using MathML for the math below, which appears to work well on Firefox but on neither Safari nor Chrome. I use Pandoc to generate the HTML+MathML from markdown+lhs+LaTeX. There’s probably a workaround using different Pandoc settings and requiring some tweaks to my WordPress installation. If anyone knows how (especially the WordPress end), I’d appreciate some pointers.

### Matrices

For now, I’ll write matrices in the usual form: $\left(\begin{array}{ccc}{A}_{11}& \cdots & {A}_{1m}\\ ⋮& \ddots & ⋮\\ {A}_{n1}& \cdots & {A}_{nm}\end{array}\right)$

To add two matrices, we add their corresponding components. If $A=\left(\begin{array}{ccc}{A}_{11}& \cdots & {A}_{1m}\\ ⋮& \ddots & ⋮\\ {A}_{n1}& \cdots & {A}_{nm}\end{array}\right)\phantom{\rule{0.167em}{0ex}}\phantom{\rule{0.167em}{0ex}}\mathrm{\text{and}}\phantom{\rule{0.333em}{0ex}}B=\left(\begin{array}{ccc}{B}_{11}& \cdots & {B}_{1m}\\ ⋮& \ddots & ⋮\\ {B}_{n1}& \cdots & {B}_{nm}\end{array}\right),$ then $A+B=\left(\begin{array}{ccc}{A}_{11}+{B}_{11}& \cdots & {A}_{1m}+{B}_{1m}\\ ⋮& \ddots & ⋮\\ {A}_{n1}+{B}_{n1}& \cdots & {A}_{nm}+{B}_{nm}\end{array}\right).$ More succinctly, $\left(A+B{\right)}_{ij}={A}_{ij}+{B}_{ij}.$

#### Multiplication

Multiplication, on the other hand, works quite differently. If $A=\left(\begin{array}{ccc}{A}_{11}& \cdots & {A}_{1m}\\ ⋮& \ddots & ⋮\\ {A}_{n1}& \cdots & {A}_{nm}\end{array}\right)\phantom{\rule{0.167em}{0ex}}\phantom{\rule{0.167em}{0ex}}\mathrm{\text{and}}\phantom{\rule{0.333em}{0ex}}B=\left(\begin{array}{ccc}{B}_{11}& \cdots & {B}_{1p}\\ ⋮& \ddots & ⋮\\ {B}_{m1}& \cdots & {B}_{mp}\end{array}\right),$ then $\left(A\bullet B{\right)}_{ij}=\sum _{k=1}^{m}{A}_{ik}\cdot {B}_{kj}.$ This time, we form the dot product of each $A$ row and $B$ column.

Why are these two matrix operations defined so differently? Perhaps these two operations are implementations of more fundamental specifications. If so, then making those specifications explicit could lead us to clear and compelling explanations of matrix addition and multiplication.

#### Transforming vectors

Simplifying from matrix multiplication, we have transformation of a vector by a matrix. If $A=\left(\begin{array}{ccc}{A}_{11}& \cdots & {A}_{1m}\\ ⋮& \ddots & ⋮\\ {A}_{n1}& \cdots & {A}_{nm}\end{array}\right)\phantom{\rule{0.167em}{0ex}}\phantom{\rule{0.167em}{0ex}}\mathrm{\text{and}}\phantom{\rule{0.333em}{0ex}}x=\left(\begin{array}{c}{x}_{1}\\ ⋮\\ {x}_{m}\end{array}\right),$ then $A\cdot x=\left(\begin{array}{ccccc}{A}_{11}\cdot {x}_{1}& +& \cdots & +& {A}_{1m}\cdot {x}_{m}\\ ⋮& & \ddots & & ⋮\\ {A}_{n1}\cdot {x}_{1}& +& \cdots & +& {A}_{nm}\cdot {x}_{m}\end{array}\right)$ More succinctly, $\left(A\cdot x{\right)}_{i}=\sum _{k=1}^{m}{A}_{ik}\cdot {x}_{k}.$

$\left(A+B\right)\phantom{\rule{0.167em}{0ex}}x=A\phantom{\rule{0.167em}{0ex}}x+B\phantom{\rule{0.167em}{0ex}}x$

Matrix “multiplication” composes transformations:

$\left(A\bullet B\right)\phantom{\rule{0.167em}{0ex}}x=A\phantom{\rule{0.167em}{0ex}}\left(B\phantom{\rule{0.167em}{0ex}}x\right)$

What kinds of transformations?

#### Linear transformations

Matrices represent linear transformations. To say that a transformation (or “function” or “map”) $f$ is “linear” means that $f$ preserves the structure of addition and scalar multiplication. In other words, $\begin{array}{ccc}\hfill f\phantom{\rule{0.167em}{0ex}}\phantom{\rule{0.167em}{0ex}}\left(x+y\right)& \hfill =\hfill & f\phantom{\rule{0.167em}{0ex}}x+f\phantom{\rule{0.167em}{0ex}}y\hfill \\ \hfill f\phantom{\rule{0.167em}{0ex}}\phantom{\rule{0.167em}{0ex}}\left(c\cdot x\right)& \hfill =\hfill & c\cdot f\phantom{\rule{0.167em}{0ex}}x\hfill \end{array}$ Equivalently, $f$ preserves all linear combinations: $f\phantom{\rule{0.167em}{0ex}}\left({c}_{1}\cdot {x}_{1}+\cdots +{c}_{m}\cdot {x}_{m}\right)={c}_{1}\cdot f\phantom{\rule{0.167em}{0ex}}{x}_{1}+\cdots +{c}_{m}\cdot f\phantom{\rule{0.167em}{0ex}}{x}_{m}$

What does it mean to say that “matrices represent linear transformations”? As we saw in the previous section, we can use a matrix to transform a vector. Our semantic function will exactly be this use, i.e., the meaning of matrix is as a function (map) from vectors to vectors. Moreover, these functions will satisfy the linearity properties above.

#### Representation

For simplicity, I’m going structure matrices in a unconventional way. Instead of a rectangular arrangement of numbers, use the following generalized algebraic data type (GADT):

data a ⊸ b where
Dot    InnerSpace b
b  (b ⊸ Scalar b)
(:&&)  VS3 a c d   -- vector spaces with same scalar field
(a ⊸ c)  (a ⊸ d)  (a ⊸ c × d)

I’m using the notation “c × d” in place of the usual “(c,d)”. Precedences are such that “×” binds more tightly than “”, which binds more tightly than “”.

This definition builds on the VectorSpace class, with its associated Scalar type and InnerSpace subclass. Using VectorSpace is overkill for linear maps. It suffices to use modules over semirings, which means that we don’t assume multiplicative or additive inverses. The more general setting enables many more useful applications than vector spaces do, some of which I will describe in future posts.

The idea here is that a linear map results in either (a) a scalar, in which case it’s equivalent to dot v (partially applied dot product) for some v, or (b) a product, in which case it can be decomposed into two linear maps with simpler range types. Each row in a conventional matrix corresponds to Dot v for some vector v, and the stacking of rows corresponds to nested applications of (:&&).

#### Semantics

The semantic function, apply, interprets a representation of a linear map as a function (satisfying linearity):

apply  (a ⊸ b)  (a  b)
apply (Dot b)   = dot b
apply (f :&& g) = apply f &&& apply g

where, (&&&) is from Control.Arrow.

(&&&)  Arrow (↝)  (a ↝ b)  (a ↝ c)  (a ↝ (b,c))

For functions,

(f &&& g) a = (f a, g a)

### Functions, linearity, and multilinearity

Functions form a vector space, with scaling and addition defined “pointwise”. Instances from the vector-space package:

zeroV   = pure   zeroV
(^+^)   = liftA2 (^+^)
negateV = fmap   negateV

instance VectorSpace v  VectorSpace (a  v) where
type Scalar (a  v) = a  Scalar v
(*^) s = fmap (s *^)

I wrote the definitions in this form to fit a template for applicative functors in general. Inlining the definitions of pure, liftA2, and fmap on functions, we get the following equivalent instances:

zeroV     = λ _  zeroV
f ^+^ g   = λ a  f a ^+^ g a
negateV f = λ a  negateV (f a)

instance VectorSpace v  VectorSpace (a  v) where
type Scalar (a  v) = a  Scalar v
s *^ f = λ a  s *^ f a

In math, we usually say that dot product is “bilinear”, or “linear in each argument”, i.e.,

dot (s *^ u,v) ≡ s *^ dot (u,v)
dot (u ^+^ w, v) ≡ dot (u,v) ^+^ dot (w,v)

Similarly for the second argument:

dot (u,s *^ v) ≡ s *^ dot (u,v)
dot (u, v ^+^ w) ≡ dot (u,v) ^+^ dot (u,w)

Now recast the first of these properties in a curried form:

dot (s *^ u) v ≡ s *^ dot u v

i.e.,

dot (s *^ u)
≡ {- η-expand -}
λ v  dot (s *^ u) v
≡ {- "bilinearity" -}
λ v  s *^ dot u v
≡ {- (*^) on functions -}
λ v  (s *^ dot u) v
≡ {- η-contract -}
s *^ dot u

Likewise,

dot (u ^+^ v)
≡ {- η-expand -}
λ w  dot (u ^+^ v) w
≡ {- "bilinearity" -}
λ w  dot u w ^+^ dot v w
≡ {- (^+^) on functions -}
dot u ^+^ dot v

Thus, when “bilinearity” is recast in terms of curried functions, it becomes just linearity. (The same reasoning applies more generally to multilinearity.)

Note that we could also define function addition as follows:

f ^+^ g = add ∘ (f &&& g)

where

This uncurried form will come in handy in derivations below.

### Deriving matrix operations

(^+^)  (a ⊸ b)  (a ⊸ b)  (a ⊸ b)

Following the principle of semantic type class morphisms, the specification simply says that the meaning of the sum is the sum of the meanings:

apply (f ^+^ g) ≡ apply f ^+^ apply g

which is half of the definition of “linearity” for apply.

The game plan (as always) is to use the semantic specification to derive (or “calculate”) a correct implementation of each operation. For addition, this goal means we want to come up with a definition like

f ^+^ g = <rhs>

where <rhs> is some expression in terms of f and g whose meaning is the same as the meaning as f ^+^ g, i.e., where

apply (f ^+^ g) ≡ apply <rhs>

Since Haskell has convenient pattern matching, we’ll use it for our definition of (^+^) above. Addition has two arguments, and our data type has two constructors, there are at most four different cases to consider.

First, add Dot and Dot. The specification

apply (f ^+^ g) ≡ apply f ^+^ apply g

specializes to

apply (Dot b ^+^ Dot c) ≡ apply (Dot b) ^+^ apply (Dot c)

Now simplify the right-hand side (RHS):

apply (Dot b) ^+^ apply (Dot c)
≡ {- apply definition -}
dot b ^+^ dot c
≡ {- (bi)linearity of dot, as described above -}
dot (b ^+^ c)
≡ {- apply definition -}
apply (Dot (b ^+^ c))

So our specialized specification becomes

apply (Dot b ^+^ Dot c) ≡ apply (Dot (b ^+^ c))

which is implied by

Dot b ^+^ Dot c ≡ Dot (b ^+^ c)

and easily satisfied by the following partial definition (replacing “” by “=”):

Dot b ^+^ Dot c = Dot (b ^+^ c)

Now consider the case of addition with two (:&&) constructors:

The specification specializes to

apply ((f :&& g) ^+^ (h :&& k)) ≡ apply (f :&& g) ^+^ apply (h :&& k)

As with Dot, simplify the RHS:

apply (f :&& g) ^+^ apply (h :&& k)
≡ {- apply definition -}
(apply f &&& apply g) ^+^ (apply h &&& apply k)
≡ {- See below -}
(apply f ^+^ apply h) &&& (apply g ^+^ apply k)
≡ {- induction -}
apply (f ^+^ h) &&& apply (g ^+^ k)
≡ {- apply definition -}
apply ((f ^+^ h) :&& (g ^+^ k))

I used the following property (on functions):

(f &&& g) ^+^ (h &&& k) ≡ (f ^+^ h) &&& (g ^+^ k)

Proof:

(f &&& g) ^+^ (h &&& k)
≡ {- η-expand -}
λ x  ((f &&& g) ^+^ (h &&& k)) x
≡ {- (&&&) definition for functions -}
λ x  (f x, g x) ^+^ (h x, k x)
≡ {- (^+^) definition for pairs -}
λ x  (f x ^+^ h x, g x ^+^ k x)
≡ {- (^+^) definition for functions -}
λ x  ((f ^+^ h) x, (g ^+^ k) x)
≡ {- (&&&) definition for functions -}
(f ^+^ h) &&& (g ^+^ k)

The specification becomes

apply ((f :&& g) ^+^ (h :&& k)) ≡ apply ((f ^+^ h) :&& (g ^+^ k))

which is easily satisfied by the following partial definition

(f :&& g) ^+^ (h :&& k) = (f ^+^ h) :&& (g ^+^ k)

The other two cases are (a) Dot and (:&&), and (b) (:&&) and Dot, but they don’t type-check (assuming that pairs are not scalars).

### Composing linear maps

I’ll write linear map composition as “g ∘ f”, with type

(∘)  (b ⊸ c)  (a ⊸ b)  (a ⊸ c)

This notation is thanks to a Category instance, which depends on a generalized Category class that uses the recent ConstraintKinds language extension. (See the source code.)

Following the semantic type class morphism principle again, the specification says that the meaning of the composition is the composition of the meanings:

apply (g ∘ f) ≡ apply g ∘ apply f

In the following, note that the operator binds more tightly than &&&, so f ∘ h &&& g ∘ h means (f ∘ h) &&& (g ∘ h).

#### Derivation

Again, since there are two constructors, we have four possible cases cases. We can handle two of these cases together, namely (:&&) and anything. The specification:

apply ((f :&& g) ∘ h) ≡ apply (f :&& g) ∘ apply h

Reasoning proceeds as above, simplifying the RHS of the constructor-specialized specification.

Simplify the RHS:

apply (f :&& g) ∘ apply h
≡ {- apply definition -}
(apply f &&& apply g) ∘ apply h
≡ {- see below -}
apply f ∘ apply h &&& apply g ∘ apply h
≡ {- induction -}
apply (f ∘ h) &&& apply (g ∘ h)
≡ {- apply definition -}
apply (f ∘ h :&& g ∘ h)

This simplification uses the following property of functions:

(p &&& q) ∘ r ≡ p ∘ r &&& q ∘ r

Sufficient definition:

(f :&& g) ∘ h = f ∘ h :&& g ∘ h

We have two more cases, specified as follows:

apply (Dot c ∘ Dot b) ≡ apply (Dot c) ∘ apply (Dot b)

apply (Dot c ∘ (f :&& g)) ≡ apply (Dot c) ∘ apply (f :&& g)

Based on types, c must be a scalar in the first case and a pair in the second. (Dot b produces a scalar, while f :&& g produces a pair.) Thus, we can write these two cases more specifically:

apply (Dot s ∘ Dot b) ≡ apply (Dot s) ∘ apply (Dot b)

apply (Dot (a,b) ∘ (f :&& g)) ≡ apply (Dot (a,b)) ∘ apply (f :&& g)

In the derivation, I won’t spell out as many details as before. Simplify the RHSs:

apply (Dot s) ∘ apply (Dot b)
≡ dot s ∘ dot b
≡ dot (s *^ b)
≡ apply (Dot (s *^ b))
apply (Dot (a,b)) ∘ apply (f :&& g)
≡ dot (a,b) ∘ (apply f &&& apply g)
≡ add ∘ (dot a ∘ apply f &&& dot b ∘ apply g)
≡ dot a ∘ apply f ^+^ dot b ∘ apply g
≡ apply (Dot a ∘ f ^+^ Dot b ∘ g)

I’ve used the following properties of functions:

dot (a,b)             ≡ add ∘ (dot a *** dot b)

(r *** s) ∘ (p &&& q) ≡ r ∘ p &&& s ∘ q

add ∘ (p &&& q)       ≡ p ^+^ q

apply (f ^+^ g)       ≡ apply f ^+^ apply g

Implementation:

Dot s     ∘ Dot b     = Dot (s *^ b)
Dot (a,b) ∘ (f :&& g) = Dot a ∘ f ^+^ Dot b ∘ g

### Cross products

Another Arrow operation handy for linear maps is the parallel composition (product):

(***)  (a ⊸ c)  (b ⊸ d)  (a × b ⊸ c × d)

The specification says that apply distributes over (***). In other words, the meaning of the product is the product of the meanings.

apply (f *** g) = apply f *** apply g

Where, on functions,

p *** q = λ (a,b)  (p a, q b)
≡ p ∘ fst &&& q ∘ snd

Simplify the specifications RHS:

apply f *** apply g
≡ apply f ∘ fst &&& apply g ∘ snd

If we knew how to represent fst and snd via our linear map constructors, we’d be nearly done. Instead, let’s suppose we have the following functions.

compFst  VS3 a b c  a ⊸ c  a × b ⊸ c
compSnd  VS3 a b c  b ⊸ c  a × b ⊸ c

specified as follows:

apply (compFst f) ≡ apply f ∘ fst
apply (compSnd g) ≡ apply g ∘ snd

With these two functions (to be defined) in hand, let’s try again.

apply f *** apply g
≡ apply f ∘ fst &&& apply g ∘ snd
≡ apply (compFst f) &&& apply (compSnd g)
≡ apply (compFst f :&& compSnd g)

#### Composing with fst and snd

I’ll elide even more of the derivation this time, focusing reasoning on the meanings. Relating to the representation is left as an exercise. The key steps in the derivation:

dot a     ∘ fst ≡ dot (a,0)

(f &&& g) ∘ fst ≡ f ∘ fst &&& g ∘ fst

dot b     ∘ snd ≡ dot (0,b)

(f &&& g) ∘ snd ≡ f ∘ snd &&& g ∘ snd

Implementation:

compFst (Dot a)   = Dot (a,zeroV)
compFst (f :&& g) = compFst f &&& compFst g

compSnd (Dot b)   = Dot (zeroV,b)
compSnd (f :&& g) = compSnd f &&& compSnd g

where zeroV is the zero vector.

Given compFst and compSnd, we can implement fst and snd as linear maps simply as compFst id and compSnd id, where id is the (polymorphic) identity linear map.

### Reflections

This post reflects an approach to programming that I apply wherever I’m able. As a summary:

• Look for an elegant what behind a familiar how.
• Define a semantic function for each data type.
• Derive a correct implementation from the semantics.

You can find more examples of this methodology elsewhere in this blog and in the paper Denotational design with type class morphisms.

1. #### rdm:

Note that the derivation is a lot simpler if you start with a form of multiplication which follows the same structural rules as addition and build from that an “inner product” operation which does the multiply-and-sum thing.

2. #### conal:

in what way is this a “reimagining”? That matrices represent linear transformations is absolutely fundamental.

Thanks for asking. What I mean by “reimagining” is (a) packaging of linear maps via the Category & Arrow vocabulary (more explicit in the library), (b) structuring the representation and semantics to match the algebraic structure of dot and (&&&), and (c) derivation of operations from semantics.

3. #### Matthew Brunelle:

I just finished up linear algebra class so this article was a very stimulating way to apply that information. Thanks for the post!

4. #### rebcabin:

my big big big question is : can we do arbitrary computation using just matrix addition and multiplication (and maybe transpose)… i.e., can we capture the lambda calculus or the universal turing machine in a little bit of linear algebra? I have managed to find McCarthy COND using only primitive matrix ops. Is this enough, or do I need NAND?

5. #### Franklin Chen:

Before I got to the comment section, I had almost exactly the same thought as @DrMathochist in my head, so I was glad I kept that on hold and continued on, and your response clarified what exactly you meant by “reimagining”. (In college, for my first introduction to linear algebra, we went quite far without ever seeing or using a matrix, finally getting there, and deriving the matrix operations, only when it became necessary as a concrete representation of a linear transformation.) I suspect that people seeing only the title and first paragraphs of this post might be confused, however.

6. #### rebcabin:

There is a lovely demonstration somewhere vaguely remembered in one of my favorite books http://matrixeditions.com/UnifiedApproach4th.html that Determinant is the UNIQUE multilinear, antisymmetric function of matrices. In other words, it ought to be derivable from those properties, just in the way you derived mat mul from linearity and composition. dreaming

7. #### Jonathan Fischoff:

I can’t shake this feeling that Arrow erupted from the bowels of Base and tried to take possession of Vect.

It seems more natural to express Vect as a symmetric bimonoidal category (http://ncatlab.org/nlab/show/bimonoidal+category) using the tensor product and direct sum. (***) is basically the tensor product, but I think the direct sum of transformations would be more like (+++).

8. #### Dave Abrahams:

I’m probably revealing a weakness in my jargon knowledge, but what do you mean when you use the word “preserves,” here? You’ve used that one word to describe multiple things that look like mathematical laws (e.g. distributivity) each of which has its own name.

9. #### Peteris Erins:

Hi Conal, great post, inspired me to “reimagine” tensors: http://peteriserins.tumblr.com/post/38783455201/typed-type-tensors-in-scala.