Vector and Affine Math

Total Page:16

File Type:pdf, Size:1020Kb

Vector and Affine Math Vector and Affine Math Don Fussell Computer Science Department The University of Texas at Austin University of Texas at Austin CS354 - Computer Graphics Don Fussell Vectors A vector is a direction and a magnitude Does NOT includeVectors a point of reference Usually thought of as an arrow in space Vectors can be added together and multiplied by scalars Zero vector has no length or direction University of Texas at Austin CS354 - Computer Graphics Don Fussell Vector Spaces Set of vectors Closed under the following operations Vector addition: v1 + v2 = v3 Scalar multiplication: s v1 = v2 n a v v Linear combinations: ∑ i i = i=1 Scalars come from some field F e.g. real or complex numbers Linear independence Basis Dimension University of Texas at Austin CS354 - Computer Graphics Don Fussell Vector Space Axioms Vector addition is associative and commutative Vector addition has a (unique) identity element (the 0 vector) Each vector has an additive inverse So we can define vector subtraction as adding an inverse Scalar multiplication has an identity element (1) Scalar multiplication distributes over vector addition and field addition Multiplications are compatible (a(bv)=(ab)v) University of Texas at Austin CS354 - Computer Graphics Don Fussell Coordinate Representation Pick a basis, order the vectors in it, then all vectors in the space can be represented as sequences of coordinates, i.e. coefficients of the basis vectors, in order. Example: Cartesian 3-space Basis: [i j k] Linear combination: xi + yj + zk Coordinate representation: [x y z] a[x1 y1 z1]+ b[x2 y2 z2 ] = [ax1 + bx2 ay1 + by2 az1 + bz2 ] University of Texas at Austin CS354 - Computer Graphics Don Fussell Row and Column Vectors We can represent a vector, v = (x,y), in the plane as a column vector " x% $ ' # y& as a row vector x y € [ ] University€ of Texas at Austin CS354 - Computer Graphics Don Fussell Linear Transformations Given vector spaces V and W A function f : V → W is a linear map or linear transformation if f (a1v1 +... + amvm ) = a1 f (v1)+... + am f (vm ) University of Texas at Austin CS354 - Computer Graphics Don Fussell Transformation Representation We can represent a 2-D transformation M by a matrix "a b% M = $ ' #c d& If v is a column vector, M goes on the left: v' = Mv " x! % " a b %" x % € $ ' = $ '$ ' #$ y! &' # c d &#$ y &' If v is a row vector, MT goes on the right: v' = vMT " $ " $ " $ a c # x! y! % = # x y %& ' # b d % We will use column vectors. University of Texas at Austin CS354 - Computer Graphics Don Fussell Two-dimensional transformations Here's all you get with a 2 x 2 transformation matrix M: # x "& #a b& # x& % ( = % ( % ( $ y "' $c d' $ y' So: x " = ax + by € y " = cx + dy We will develop some intimacy with the elements a, b, c, d… € University of Texas at Austin CS354 - Computer Graphics Don Fussell Identity Suppose we choose a=d=1, b=c=0: Gives the identity matrix: "1 0% $ ' #0 1& Doesn't€ change anything University of Texas at Austin CS354 - Computer Graphics Don Fussell Scaling Suppose b=c=0, but let a and d take on any positive value: Gives a scaling matrix: "a 0% $ ' #0 d& Provides differential (non-uniform) scaling in x and y: y y € "2 0% x " = ax 2 2 $ ' #0 2& 1 1 y " = dy x x 12 12 y € "1 2 0% $ ' 2 # 0 2& 1 € x 12 University of Texas €at Austin CS354 - Computer Graphics Don Fussell Reflection Suppose b=c=0, but let either a or d go negative. Examples: y y x x y y #− 1 0& #1 0 & % ( % ( $ 0 1' x x $0 −1' € € University of Texas at Austin CS354 - Computer Graphics Don Fussell Shear Now leave a=d=1 and experiment with b The matrix "1 b% $ ' #0 1& gives: x " = x + by € y " = y y y "1 1% $ ' € 1 1 #0 1& x x 1 1 University of Texas at Austin CS354 - Computer€ Graphics Don Fussell Effect on unit square Let's see how a general 2 x 2 transformation M affects the unit square: "a b% $ ' [p q r s] = [p( q( r ( s( ] #c d& "a b% "0 1 1 0% "0 a a + b b% $ ' $ ' = $ ' #c d& #0 0 1 1& #0 c c + d d& y y € s r 1 p q x x 1 University of Texas at Austin CS354 - Computer Graphics Don Fussell Effect on unit square, cont. Observe: Origin invariant under M M can be determined just by knowing how the corners (1,0) and (0,1) are mapped a and d give x- and y-scaling b and c give x- and y-shearing University of Texas at Austin CS354 - Computer Graphics Don Fussell Rotation From our observations of the effect on the unit square, it should be easy to write down a matrix for “rotation about the origin”: y y "1 % "cos( θ)% $ ' → $ ' #0 & # sin(θ)& 1 "0 % "− sin(θ)% → $ ' $ ' x x #1 & # cos(θ) & 1 Thus $cos( € θ) −sin(θ)' MR = R(θ) = & ) % sin(θ) cos(θ) ( University of Texas at Austin CS354 - Computer Graphics Don Fussell € Linear transformations The unit square observations also tell us the 2x2 matrix transformation implies that we are representing a vector in a new coordinate system: v' = Mv ! a b $! x $ = # &# & " c d %"# y %& ! x $ = ! u w $# & " % "# y %& = x ⋅ u + y⋅ w where u=[a c]T and w=[b d]T are vectors that define a new basis for a linear space. The transformation to this new basis (a.k.a., change of basis) is a linear transformation. University of Texas at Austin CS354 - Computer Graphics Don Fussell Limitations of the 2 x 2 matrix A 2 x 2 linear transformation matrix allows Scaling Rotation Reflection Shearing Q: What important operation does that leave out? University of Texas at Austin CS354 - Computer Graphics Don Fussell Points A point is a location in space Cannot be added or multiplied together Subtract two points to get Pointsthe vector between them Points are not vectors •UniversityA point of Texas atis Austin a location CS354 - Computer in Graphics space Don Fussell • Cannot be added or multiplied together • Subtract two points to get the vector between them Affine transformations In order to incorporate the idea that both the basis and the origin can change, we augment the linear space u, w with an origin t. Note that while u and w are basis vectors, the origin t is a point. We call u, w, and t (basis and origin) a frame for an affine space. Then, we can represent a change of frame as: p! = x ⋅ u + y⋅ w + t This change of frame is also known as an affine transformation. How do we write an affine transformation with matrices? University of Texas at Austin CS354 - Computer Graphics Don Fussell Basic Vector Arithmetic ! r $ ! x $ ! r + x $ ! ax $ # & # & # & # & u = # s & v = # y & u + v = # s + y & av = # ay & # & # & # & # & " t % " z % " t + z % " az % v v = x2 + y2 + z2 norm(v) = v University of Texas at Austin CS354 - Computer Graphics Don Fussell Parametric line segment Or line, or ray, or just linear interpolation p = p0 + t(p1 − p0 ) = (1− t)p0 + tp1 ! $ ! $ ! $ ! x $ x0 x1 − x0 (1− t)x0 + tx1 # & # & # & # & # y & = # y0 &+ t# y1 − y0 & = # (1− t)y0 + ty1 & # & # & # & # z & z z z (1 t)z tz " % "# 0 %& "# 1 − 0 %& "# − 0 + 1 %& Line segment 0 ≤ t ≤1 Ray 0 ≤ t ≤ ∞ Line −∞ ≤ t ≤ ∞ University of Texas at Austin CS354 - Computer Graphics Don Fussell VectorDot dot product product u⋅ v = rx + sy + tz = u v cos(φ) • Formula: • Alternately: University of Texas at Austin CS354 - Computer Graphics Don Fussell • Where φ is the angle between the vectors ProjectionProjection / rejection u⋅ v Projection (u component parallel to v) w = v v ⋅ v • Projection: Rejection (u component orthogonal to v) u − w • W isParticularly the part useful of U when that vectors lies areon normalized V University of Texas at Austin CS354 - Computer Graphics Don Fussell • Rejection: Just U - W Cross product • Formula: Cross product • Creates a vector that is: i j k # sz − ty & • Perpendicular to the inputs% ( w = u × v = r s t = % tx − rz ( x y z % ry − sx ( • Length Cross$ product' intuition w is orthogonal to u and v • Right-hand w oriented= u v sin(φ) w area of parallelogram use right-hand rule u × v = −(v × u) (u × v)× w ≠ u ×(v × w) University of Texas at Austin CS354 - Computer Graphics Don Fussell • If U & V point along the same line, W = 0 • Useful for constructing local coordinate frames • Length of cross product is area of parallelogram spanned by U and V (divide by 2 for area of the triangle) Determinants a b = ad − bc c d a b c e f d f d e d e f = a − b + c = aei − afh + bfg − bdi + cdh − ceg h i g i g h g h i det(MT) = det(M) det(AB) = det(A)det(B) if det(M) = 0, M is singular, has no inverse University of Texas at Austin CS354 - Computer Graphics Don Fussell Plane equation Given normal vector N orthogonal to the plane and any point p in the plane N⋅ p + d = 0 ! x # ! #% & " a b c $% y Triangle&+ d = ax + by + cz + d =normals0 % & " z $ For a triangle N = norm((v1 − v0 )×(v2 − v0 )) Order matters, usually CCW University of Texas• atEvery Austin CS354 triangle - Computer lies Graphics in a Don plane Fussell • 2 choices of normal, pick one by convention • CCW winding is usually used • Formula: Homogeneous Coordinates To represent transformations among affine frames, we can loft the problem up into 3-space, adding a third component to every point: p! = Mp " % a b tx " x % $ '$ ' = $ c d ty '$ y ' $ '$ 1 ' #$ 0 0 1 &'# & " % x " %$ ' = # u w t &$ y ' $ 1 ' # & = x ⋅ u + y⋅ w +1⋅ t Note that [a c 0]T and [b d 0]T represent vectors and T T T [tx ty 1] , [x y 1] and [x' y' 1] represent points.
Recommended publications
  • Time Series Prediction for Graphs in Kernel and Dissimilarity Spaces∗†
    Time Series Prediction for Graphs in Kernel and Dissimilarity Spaces∗y Benjamin Paaßen Christina Göpfert Barbara Hammer This is a preprint of the publication [46] as provided by the authors. The original can be found at the DOI 10.1007/s11063-017-9684-5. Abstract Graph models are relevant in many fields, such as distributed com- puting, intelligent tutoring systems or social network analysis. In many cases, such models need to take changes in the graph structure into ac- count, i.e. a varying number of nodes or edges. Predicting such changes within graphs can be expected to yield important insight with respect to the underlying dynamics, e.g. with respect to user behaviour. However, predictive techniques in the past have almost exclusively focused on sin- gle edges or nodes. In this contribution, we attempt to predict the future state of a graph as a whole. We propose to phrase time series prediction as a regression problem and apply dissimilarity- or kernel-based regression techniques, such as 1-nearest neighbor, kernel regression and Gaussian process regression, which can be applied to graphs via graph kernels. The output of the regression is a point embedded in a pseudo-Euclidean space, which can be analyzed using subsequent dissimilarity- or kernel-based pro- cessing methods. We discuss strategies to speed up Gaussian Processes regression from cubic to linear time and evaluate our approach on two well-established theoretical models of graph evolution as well as two real data sets from the domain of intelligent tutoring systems. We find that simple regression methods, such as kernel regression, are sufficient to cap- ture the dynamics in the theoretical models, but that Gaussian process regression significantly improves the prediction error for real-world data.
    [Show full text]
  • Vector Space and Affine Space
    Preliminary Mathematics of Geometric Modeling (1) Hongxin Zhang & Jieqing Feng State Key Lab of CAD&CG Zhejiang University Contents Coordinate Systems Vector and Affine Spaces Vector Spaces Points and Vectors Affine Combinations, Barycentric Coordinates and Convex Combinations Frames 11/20/2006 State Key Lab of CAD&CG 2 Coordinate Systems Cartesian coordinate system 11/20/2006 State Key Lab of CAD&CG 3 Coordinate Systems Frame Origin O Three Linear-Independent r rur Vectors ( uvw ,, ) 11/20/2006 State Key Lab of CAD&CG 4 Vector Spaces Definition A nonempty set ς of elements is called a vector space if in ς there are two algebraic operations, namely addition and scalar multiplication Examples of vector space Linear Independence and Bases 11/20/2006 State Key Lab of CAD&CG 5 Vector Spaces Addition Addition associates with every pair of vectors and a unique vector which is called the sum of and and is written For 2D vectors, the summation is componentwise, i.e., if and , then 11/20/2006 State Key Lab of CAD&CG 6 Vector Spaces Addition parallelogram illustration 11/20/2006 State Key Lab of CAD&CG 7 Addition Properties Commutativity Associativity Zero Vector Additive Inverse Vector Subtraction 11/20/2006 State Key Lab of CAD&CG 8 Commutativity for any two vectors and in ς , 11/20/2006 State Key Lab of CAD&CG 9 Associativity for any three vectors , and in ς, 11/20/2006 State Key Lab of CAD&CG 10 Zero Vector There is a unique vector in ς called the zero vector and denoted such that for every vector 11/20/2006 State Key Lab of CAD&CG 11 Additive
    [Show full text]
  • Handbook of Generalized Convexity and Generalized Monotonicity Nonconvex Optimization and Its Applications Volume 76
    Handbook of Generalized Convexity and Generalized Monotonicity Nonconvex Optimization and Its Applications Volume 76 Managing Editor: Panos Pardalos University of Florida, U.S.A. Advisory Board: J. R. Birge University of Michigan, U.S.A. Ding-Zhu Du University of Minnesota, U.S.A. C. A. Floudas Princeton University, U.S.A. J. Mockus Lithuanian Academy of Sciences, Lithuania H. D. Sherali Virginia Polytechnic Institute and State University, U.S.A. G. Stavroulakis Technical University Braunschweig, Germany H. Tuy National Centre for Natural Science and Technology, Vietnam Handbook of Generalized Convexity and Generalized Monotonicity Edited by NICOLAS HADJISAVVAS University of Aegean SÁNDOR KOMLÓSI University of Pécs SIEGFRIED SCHAIBLE University of California at Riverside Springer eBook ISBN: 0-387-23393-8 Print ISBN: 0-387-23255-9 ©2005 Springer Science + Business Media, Inc. Print ©2005 Springer Science + Business Media, Inc. Boston All rights reserved No part of this eBook may be reproduced or transmitted in any form or by any means, electronic, mechanical, recording, or otherwise, without written consent from the Publisher Created in the United States of America Visit Springer's eBookstore at: http://ebooks.kluweronline.com and the Springer Global Website Online at: http://www.springeronline.com Contents Preface vii Contributing Authors xvii Part I GENERALIZED CONVEXITY 1 Introduction to Convex and Quasiconvex Analysis 3 Johannes B. G. Frenk, Gábor Kassay 2 Criteria for Generalized Convexity and Generalized Monotonicity 89 in the Differentiable
    [Show full text]
  • Proquest Dissertations
    u Ottawa L'Universitd canadienne Canada's university FACULTE DES ETUDES SUPERIEURES l==I FACULTY OF GRADUATE AND ET POSTOCTORALES U Ottawa POSDOCTORAL STUDIES L'Universit6 canadienne Canada's university Guy Beaulieu "MEWDE"UATH£S17XUTHORWTHE"STS" Ph.D. (Mathematics) GRADE/DEGREE Department of Mathematics and Statistics 7ACulTirfc6L17bT^ Probabilistic Completion of Nondeterministic Models TITRE DE LA THESE / TITLE OF THESIS Philip Scott DIREWEURlbTRECTRicirDE'iSTHESE"/ THESIS SUPERVISOR EXAMINATEURS (EXAMINATRICES) DE LA THESE /THESIS EXAMINERS Richard Blute _ _ Paul-Eugene Parent Michael Mislove Benjamin Steinberg G ^y.W:.Slater.. Le Doyen de la Faculte des etudes superieures et postdoctorales / Dean of the Faculty of Graduate and Postdoctoral Studies PROBABILISTIC COMPLETION OF NONDETERMINISTIC MODELS By Guy Beaulieu, B.Sc, M.S. Thesis submitted to the Faculty of Graduate and Postdoctoral Studies University of Ottawa in partial fulfillment of the requirements for the PhD degree in the Ottawa-Carleton Institute for Graduate Studies and Research in Mathematics and Statistics ©2008 Guy Beaulieu, B.Sc, M.S. Library and Bibliotheque et 1*1 Archives Canada Archives Canada Published Heritage Direction du Branch Patrimoine de I'edition 395 Wellington Street 395, rue Wellington Ottawa ON K1A0N4 Ottawa ON K1A0N4 Canada Canada Your file Votre reference ISBN: 978-0-494-48387-9 Our file Notre reference ISBN: 978-0-494-48387-9 NOTICE: AVIS: The author has granted a non­ L'auteur a accorde une licence non exclusive exclusive license allowing Library
    [Show full text]
  • Linear Algebra II
    Linear Algebra II Peter Philip∗ Lecture Notes Originally Created for the Class of Spring Semester 2019 at LMU Munich Includes Subsequent Corrections and Revisions† September 19, 2021 Contents 1 Affine Subspaces and Geometry 4 1.1 AffineSubspaces ............................... 4 1.2 AffineHullandAffineIndependence . 6 1.3 AffineBases.................................. 10 1.4 BarycentricCoordinates and Convex Sets. ..... 12 1.5 AffineMaps .................................. 14 1.6 AffineGeometry................................ 20 2 Duality 22 2.1 LinearFormsandDualSpaces. 22 2.2 Annihilators.................................. 27 2.3 HyperplanesandLinearSystems . 31 2.4 DualMaps................................... 34 3 Symmetric Groups 38 ∗E-Mail: [email protected] †Resources used in the preparation of this text include [Bos13, For17, Lan05, Str08]. 1 CONTENTS 2 4 Multilinear Maps and Determinants 46 4.1 MultilinearMaps ............................... 46 4.2 Alternating Multilinear Maps and Determinants . ...... 49 4.3 DeterminantsofMatricesandLinearMaps . .... 57 5 Direct Sums and Projections 71 6 Eigenvalues 76 7 Commutative Rings, Polynomials 87 8 CharacteristicPolynomial,MinimalPolynomial 106 9 Jordan Normal Form 119 10 Vector Spaces with Inner Products 136 10.1 Definition,Examples . 136 10.2 PreservingNorm,Metric,InnerProduct . 138 10.3Orthogonality .................................145 10.4TheAdjointMap ...............................152 10.5 Hermitian,Unitary,andNormalMaps . 158 11 Definiteness of Quadratic Matrices over K 172 A Multilinear Maps 175 B Polynomials in Several Variables 176 C Quotient Rings 192 D Algebraic Field Extensions 199 D.1 BasicDefinitionsandProperties . 199 D.2 AlgebraicClosure...............................205 CONTENTS 3 References 212 1 AFFINE SUBSPACES AND GEOMETRY 4 1 Affine Subspaces and Geometry 1.1 Affine Subspaces Definition 1.1. Let V be a vector space over the field F . Then M V is called an affine subspace of V if, and only if, there exists a vector v V and a (vector)⊆ subspace U V such that M = v + U.
    [Show full text]
  • Affine and Convex Spaces
    Tech. rep. Perimeter Institute pi-other-212 Affine and convex spaces blending the analytic and geometric viewpoints P.G.L. Porta Mana <pgl portamana.org> 25 April 2011; updated 12 February 2019 This is a short introduction to affine and convex spaces, written especially for physics students. It summarizes different elementary presentations available in the mathematical literature, and blends analytic- and geometric-flavoured presentations. References are also provided, as well as a brief discussion of Grassmann spaces and an example showing the relevance and usefulness of affine spaces in Newtonian physics. pacs: 02.40.Dr,02.40.Ft,45.20.-d msc: 14R99,51N10,52A20 to Louise 1 Spaces that deserve more space Scientists and science students of different fields are very familiar, in various degrees of sophistication, with vector spaces. Vectors are used to model places, velocities, forces, generators of rotations, electric fields, and even quantum states. Vector spaces are among the building blocks of clas- sical mechanics, electromagnetism, general relativity, quantum theory; they constitute therefore an essential part of physics and mathematics teaching. Physicists also like to repeat, with Newton (1726 Liber III, regula I; Truesdell et al. 1960 § 293), a maxim variously attributed (Thorburn 1918) to Ockham or Scotus: “frustra fit per plura quod fieri potest per arXiv:1104.0032v2 [physics.class-ph] 10 Feb 2019 pauciora”. Applied to the connexion between mathematics and physics, it says that we should not model a physical phenomenon by means of a mathematical object that has more structure than the phenomenon itself. But this maxim is forsaken in the case of vector spaces, for they are sometimes used where other spaces, having less structure, would suffice.
    [Show full text]
  • Lecture 1: Affine Subspaces, Affine Combinations, Convex Sets, Convex Combinations
    LECTURE 1: AFFINE SUBSPACES, AFFINE COMBINATIONS, CONVEX SETS, CONVEX COMBINATIONS In this lecture we introduce the basic concepts used throughout the semester. We deal with only nite dimensional Euclidean spaces. We regard an n-dimensional Euclidean spaces as an ane space whose vectors are the elements of the n-dimensional vector space Rn over the set of real numbers. Fixing an arbitrary point of an ane space, the elements of the corresponding vector space and the points of the space can be identied in a natural way, in which a point is associated to the vector that moves the xed point to this one. In this case the xed point is usually called origin. As it often appears in the literature, during the term we identify the Euclidean space with the vector space Rn (in high school language: we identify points and their position vectors). We will usually denote the points/vectors of the space Rn by small Latin letters, while its subsets by capital Latin letters. We denote the usual inner (scalar) product of Rn by h:; :i. The length p jjvjj of a vector v 2 Rn is the quantity hv; vi. For the coordinates of the vector/point v in the standard orthonormal basis of Rn we use the notation v = (v1; v2; : : : ; vn). We denote the origin by o. The distance of the points and 0 0 0 , denoted p = (x1; x2; : : : ; xn) q = (x1; x2; : : : ; xn) r n by , is the quantity P 0 2, which coincides with the dist(p; q) (xi − xi) i=1 value of jjq − pjj.
    [Show full text]
  • Chapter 2 Basics of Affine Geometry
    Chapter 2 Basics of Affine Geometry 2.1 Affine Spaces Suppose we have a particle moving in 3-space and that we want to describe the trajectory of this particle. If one looks up a good textbook on dynamics, such as Greenwood [?], one finds out that the particle is mod- eled as a point, and that the position of this point x is determined with respect to a frame in R3 by a vector. Aframeisapair (O, (e1,e2,e3)) consisting of an origin O (which is a point) together with abasisofthreevectors(e1,e2,e3). 15 16 CHAPTER 2. BASICS OF AFFINE GEOMETRY For example, the standard frame in R3 has origin O =(0, 0, 0) and the basis of three vectors e1 =(1, 0, 0), e2 =(0, 1, 0), and e3 =(0, 0, 1). The position of a point x is then defined by the “unique vector” from O to x. But wait a minute, this definition seems to be defining frames and the position of a point without defining what apointis! Well, let us identify points with elements of R3. If so, given any two points a =(a1,a2,a3)and b =(b1,b2,b3), there is a unique free vector denoted ab from a to b,thevectorab =(b a ,b a ,b a ). 1 − 1 2 − 2 3 − 3 Note that b = a + ab, addition being understood as addition in R3. 2.1. AFFINE SPACES 17 b ab a O Figure 2.1: Points and free vectors Then, in the standard frame, given a point x =(x1,x2,x3), the position of x is the vector Ox =(x1,x2,x3), which coincides with the point itself.
    [Show full text]
  • An Introduction to Convexity
    AN INTRODUCTION TO CONVEXITY GEIR DAHL ∗ NOVEMBER 2010 ∗ University of Oslo, Centre of Mathematics for Applications, P.O.Box 1053, Blindern, 0316 Oslo, Norway ([email protected]) Contents 1 The basic concepts 1 1.1 Is convexity useful? 1 1.2 Nonnegative vectors 4 1.3 Linear programming 5 1.4 Convex sets, cones and polyhedra 6 1.5 Linear algebra and affine sets 11 1.6 Exercises 14 2 Convex hulls and Carath´eodory’s theorem 17 2.1 Convex and nonnegative combinations 17 2.2 The convex hull 19 2.3 Affine independence and dimension 22 2.4 Convex sets and topology 24 2.5 Carath´eodory’s theorem and some consequences 29 2.6 Exercises 32 3 Projection and separation 36 3.1 The projection operator 36 3.2 Separation of convex sets 39 3.3 Exercises 45 4 Representation of convex sets 47 4.1 Faces of convex sets 47 4.2 The recession cone 50 4.3 Inner representation and Minkowski’s theorem 53 4.4 Polytopes and polyhedra 56 4.5 Exercises 64 5 Convex functions 67 5.1 Convex functions of one variable 67 5.2 Convex functions of several variables 75 5.3 Continuity and differentiability 81 5.4 Exercises 88 6 Nonlinear and convex optimization 91 6.1 Local and global minimum in convex optimization 91 6.2 Optimality conditions for convex optimization 93 6.3 Feasible direction methods 95 6.4 Nonlinear optimization and Lagrange multipliers 97 6.5 Nonlinear optimization: inequality constraints 101 6.6 An augmented Lagrangian method 106 6.7 Exercises 107 List of Figures 1.1 Some convex functions 2 1.2 Some convex sets in the plane.
    [Show full text]
  • Affine Geometry
    Affine Geometry Jehee Lee Seoul National University Geometric Programming • A way of handling geometric entities such as vectors, points, and transforms. • Traditionally, computer graphics packages are implemented using homogeneous coordinates. • We will review affine geometry and coordinate-invariant geometric programming. Example of coordinate-dependence Point p Point q • What is the “sum” of these two positions ? If you assume coordinates, … p = (x1, y1) q = (x2, y2) • The sum is (x1+x2, y1+y2) – Is it correct ? – Is it geometrically meaningful ? If you assume coordinates, … p = (x1, y1) (x1+x2, y1+y2) q = (x2, y2) Origin • Vector sum – (x1, y1) and (x2, y2) are considered as vectors from the origin to p and q, respectively. If you select a different origin, … p = (x1, y1) (x1+x2, y1+y2) q = (x2, y2) Origin • If you choose a different coordinate frame, you will get a different result Vector and Affine Spaces • Vector space – Includes vectors and related operations – No points • Affine space – Superset of vector space – Includes vectors, points, and related operations Points and Vectors vector (p-q) Point q Point p • A point is a position specified with coordinate values. • A vector is specified as the difference between two points. • If an origin is specified, then a point can be represented by a vector from the origin. • But, a point is still not a vector in a coordinate-free point of view. Vector spaces • A vector space consists of – Set of vectors, together with – Two operations: addition of vectors and multiplication of vectors
    [Show full text]
  • Topic 1: Convex Sets and Functions
    Division of the Humanities and Social Sciences Ec 181 KC Border Convex Analysis and Economic Theory AY 2019–2020 Topic 1: Convex sets and functions 1.1 Convex sets Recall the affine combination function κ: X × X × R → X is defined by κ(x, y, α) = (1 − α)x + αy. 1.1.1 Definition A subset C of a real vector space X is a convex set if it includes the line segment joining any two of its points. That is, C is convex if for every real α with 0 6 α 6 1 and every x, y ∈ C, (1 − α)x + αy ∈ C. If α = 0 or then (1 − α)x + αy = x and if α = 1, then (1 − α)x + αy = y, so C ⊂ κ C × C × [0, 1] . Thus C is convex ⇐⇒ κ C × C × [0, 1] = C ⇐⇒ κ C × C × (0, 1) ⊂ C. Note that the empty set is convex. 1.1.2 Definition A convex combination is a linear combination αx+βy where > α, β 0 and α + β = 1. More generally, a convex combinationP is a (finite) linear ··· > k combination α1x1 + + αkxk where each αi 0 and i=1 αi = 1. 1.1.3 Lemma If C is convex, then it is closed under general convexP combinations. > ∈ > k That is, for any k 2, if xi C and αi 0, i = 1, . , k, and i=1 αi = 1, then α1x1 + ··· + αkxk ∈ C. 1.1.4 Exercise Prove Lemma 1.1.3. □ Sample answer: We prove this by induction on k. Let P[k] denote the following proposition: ∈ > PIf C is convex, and each xi C and αi 0, for i = 1, .
    [Show full text]
  • Roughly Speaking, Affine Sets Are Vector Spaces Whose Origin We Try
    CONVEX SETS AND CONVEX FUNCTIONS CHEE-HAN TAN Abstract. We define convex sets and convex functions, and explore the intricate relation- ships between these two concepts. The fundamental idea is that convex functions on Rn can be identified with certain convex subsets of Rn+1, while convex sets in Rn can be identified with certain convex functions on Rn. This provides a bridge between a geometric approach and an analytical approach in dealing with convex functions. In particular, one should be acquainted with the geometric connection between convex functions and epigraphs. Preface The structure of these notes follows closely Chapter 1 of the book \Convex Analysis" by R. T. Rockafellar [Roc70]. All the theorems and corollaries are numbered independently of [Roc70], and additional examples or remarks or results from other sources are added as I see fit, mainly to facilitate my understanding. Any mistakes here are of course my own. Please report any typographical errors or mathematical fallacy to me by email. 1. Affine Sets A problem of practical interest is studying geometrical properties of sets of points that are invariant under certain transformations such as translations and rotations. One approach would be to model the space of points as a vector space, but this is not very satisfactory. One reason is that the point corresponds to the zero vector 0, called the origin, plays a special role, when there is really no reason to have a privileged origin [Gal11]. For two distinct points x; y 2 Rn, the set of points of the form (1 − λ)x + λy = x + λ(y − x); λ 2 R; is called the line through x and y.
    [Show full text]