all the responses here focus on post-production matrices, which involve mixing two sources of the show on your computer at home. While that is certainly the most popular way to do things these days (4-channel recorders are readily available, and when you're mixing them at home, you can tweak things precisely to your liking), this "matrix discussion" would be imcomplete with any talk about mixing two sources at the show.
in order to mix two source at the show, it's best to have a set of monitoring headphones with good isolation, so that you can actually hear what you're doing. but with either a dedicated mixer, or something like the UA-5 (which will mix signals from the XLR and RCA inputs), it is entirely possible to do a matrix recording at the show.