Permutation matrices

A n \times n matrix P is a permutation matrix if it is obtained by permuting the rows or columns of an n \times n identity matrix according to some permutation of the numbers 1 to n. Permutation matrices are orthogonal (hence, their inverse is their transpose: P^{-1}=P^{T}) and satisfy P^2 = P..

For example, the matrix

    \[P = \begin{pmatrix} 1 & 0 & 0 & 0 & 0 & 0 \\ 0 & 0 & 1 & 0 & 0 & 0 \\ 0 & 1 & 0 & 0 & 0 & 0 \\ 0 & 0 & 0 & 0 & 1 & 0 \\ 0 & 0 & 0 & 1 & 0 & 0 \\ 0 & 0 & 0 & 0 & 0 & 1 \end{pmatrix}.\]

is obtained by exchanging the columns 2 and 3, and 4 and 5, of the 6 \times 6 identity matrix.

A permutation matrix allows to exchange rows or columns of another via the matrix-matrix product. For example, if we take any 5 \times 6 matrix A, then AP (with P defined above) is the matrix A with columns 2, 3 and 4, 5 exchanged.

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Hyper-Textbook: Optimization Models and Applications Copyright © by L. El Ghaoui. All Rights Reserved.

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