Linear Transformations and Matrices Math 130 Linear Algebra D Joyce, Fall 2015
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Introduction to Linear Bialgebra
View metadata, citation and similar papers at core.ac.uk brought to you by CORE provided by University of New Mexico University of New Mexico UNM Digital Repository Mathematics and Statistics Faculty and Staff Publications Academic Department Resources 2005 INTRODUCTION TO LINEAR BIALGEBRA Florentin Smarandache University of New Mexico, [email protected] W.B. Vasantha Kandasamy K. Ilanthenral Follow this and additional works at: https://digitalrepository.unm.edu/math_fsp Part of the Algebra Commons, Analysis Commons, Discrete Mathematics and Combinatorics Commons, and the Other Mathematics Commons Recommended Citation Smarandache, Florentin; W.B. Vasantha Kandasamy; and K. Ilanthenral. "INTRODUCTION TO LINEAR BIALGEBRA." (2005). https://digitalrepository.unm.edu/math_fsp/232 This Book is brought to you for free and open access by the Academic Department Resources at UNM Digital Repository. It has been accepted for inclusion in Mathematics and Statistics Faculty and Staff Publications by an authorized administrator of UNM Digital Repository. For more information, please contact [email protected], [email protected], [email protected]. INTRODUCTION TO LINEAR BIALGEBRA W. B. Vasantha Kandasamy Department of Mathematics Indian Institute of Technology, Madras Chennai – 600036, India e-mail: [email protected] web: http://mat.iitm.ac.in/~wbv Florentin Smarandache Department of Mathematics University of New Mexico Gallup, NM 87301, USA e-mail: [email protected] K. Ilanthenral Editor, Maths Tiger, Quarterly Journal Flat No.11, Mayura Park, 16, Kazhikundram Main Road, Tharamani, Chennai – 600 113, India e-mail: [email protected] HEXIS Phoenix, Arizona 2005 1 This book can be ordered in a paper bound reprint from: Books on Demand ProQuest Information & Learning (University of Microfilm International) 300 N. -
21. Orthonormal Bases
21. Orthonormal Bases The canonical/standard basis 011 001 001 B C B C B C B0C B1C B0C e1 = B.C ; e2 = B.C ; : : : ; en = B.C B.C B.C B.C @.A @.A @.A 0 0 1 has many useful properties. • Each of the standard basis vectors has unit length: q p T jjeijj = ei ei = ei ei = 1: • The standard basis vectors are orthogonal (in other words, at right angles or perpendicular). T ei ej = ei ej = 0 when i 6= j This is summarized by ( 1 i = j eT e = δ = ; i j ij 0 i 6= j where δij is the Kronecker delta. Notice that the Kronecker delta gives the entries of the identity matrix. Given column vectors v and w, we have seen that the dot product v w is the same as the matrix multiplication vT w. This is the inner product on n T R . We can also form the outer product vw , which gives a square matrix. 1 The outer product on the standard basis vectors is interesting. Set T Π1 = e1e1 011 B C B0C = B.C 1 0 ::: 0 B.C @.A 0 01 0 ::: 01 B C B0 0 ::: 0C = B. .C B. .C @. .A 0 0 ::: 0 . T Πn = enen 001 B C B0C = B.C 0 0 ::: 1 B.C @.A 1 00 0 ::: 01 B C B0 0 ::: 0C = B. .C B. .C @. .A 0 0 ::: 1 In short, Πi is the diagonal square matrix with a 1 in the ith diagonal position and zeros everywhere else. -
Linear Algebra for Dummies
Linear Algebra for Dummies Jorge A. Menendez October 6, 2017 Contents 1 Matrices and Vectors1 2 Matrix Multiplication2 3 Matrix Inverse, Pseudo-inverse4 4 Outer products 5 5 Inner Products 5 6 Example: Linear Regression7 7 Eigenstuff 8 8 Example: Covariance Matrices 11 9 Example: PCA 12 10 Useful resources 12 1 Matrices and Vectors An m × n matrix is simply an array of numbers: 2 3 a11 a12 : : : a1n 6 a21 a22 : : : a2n 7 A = 6 7 6 . 7 4 . 5 am1 am2 : : : amn where we define the indexing Aij = aij to designate the component in the ith row and jth column of A. The transpose of a matrix is obtained by flipping the rows with the columns: 2 3 a11 a21 : : : an1 6 a12 a22 : : : an2 7 AT = 6 7 6 . 7 4 . 5 a1m a2m : : : anm T which evidently is now an n × m matrix, with components Aij = Aji = aji. In other words, the transpose is obtained by simply flipping the row and column indeces. One particularly important matrix is called the identity matrix, which is composed of 1’s on the diagonal and 0’s everywhere else: 21 0 ::: 03 60 1 ::: 07 6 7 6. .. .7 4. .5 0 0 ::: 1 1 It is called the identity matrix because the product of any matrix with the identity matrix is identical to itself: AI = A In other words, I is the equivalent of the number 1 for matrices. For our purposes, a vector can simply be thought of as a matrix with one column1: 2 3 a1 6a2 7 a = 6 7 6 . -
18.102 Introduction to Functional Analysis Spring 2009
MIT OpenCourseWare http://ocw.mit.edu 18.102 Introduction to Functional Analysis Spring 2009 For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms. 108 LECTURE NOTES FOR 18.102, SPRING 2009 Lecture 19. Thursday, April 16 I am heading towards the spectral theory of self-adjoint compact operators. This is rather similar to the spectral theory of self-adjoint matrices and has many useful applications. There is a very effective spectral theory of general bounded but self- adjoint operators but I do not expect to have time to do this. There is also a pretty satisfactory spectral theory of non-selfadjoint compact operators, which it is more likely I will get to. There is no satisfactory spectral theory for general non-compact and non-self-adjoint operators as you can easily see from examples (such as the shift operator). In some sense compact operators are ‘small’ and rather like finite rank operators. If you accept this, then you will want to say that an operator such as (19.1) Id −K; K 2 K(H) is ‘big’. We are quite interested in this operator because of spectral theory. To say that λ 2 C is an eigenvalue of K is to say that there is a non-trivial solution of (19.2) Ku − λu = 0 where non-trivial means other than than the solution u = 0 which always exists. If λ =6 0 we can divide by λ and we are looking for solutions of −1 (19.3) (Id −λ K)u = 0 −1 which is just (19.1) for another compact operator, namely λ K: What are properties of Id −K which migh show it to be ‘big? Here are three: Proposition 26. -
Curl, Divergence and Laplacian
Curl, Divergence and Laplacian What to know: 1. The definition of curl and it two properties, that is, theorem 1, and be able to predict qualitatively how the curl of a vector field behaves from a picture. 2. The definition of divergence and it two properties, that is, if div F~ 6= 0 then F~ can't be written as the curl of another field, and be able to tell a vector field of clearly nonzero,positive or negative divergence from the picture. 3. Know the definition of the Laplace operator 4. Know what kind of objects those operator take as input and what they give as output. The curl operator Let's look at two plots of vector fields: Figure 1: The vector field Figure 2: The vector field h−y; x; 0i: h1; 1; 0i We can observe that the second one looks like it is rotating around the z axis. We'd like to be able to predict this kind of behavior without having to look at a picture. We also promised to find a criterion that checks whether a vector field is conservative in R3. Both of those goals are accomplished using a tool called the curl operator, even though neither of those two properties is exactly obvious from the definition we'll give. Definition 1. Let F~ = hP; Q; Ri be a vector field in R3, where P , Q and R are continuously differentiable. We define the curl operator: @R @Q @P @R @Q @P curl F~ = − ~i + − ~j + − ~k: (1) @y @z @z @x @x @y Remarks: 1. -
Numerical Operator Calculus in Higher Dimensions
Numerical operator calculus in higher dimensions Gregory Beylkin* and Martin J. Mohlenkamp Applied Mathematics, University of Colorado, Boulder, CO 80309 Communicated by Ronald R. Coifman, Yale University, New Haven, CT, May 31, 2002 (received for review July 31, 2001) When an algorithm in dimension one is extended to dimension d, equation using only one-dimensional operations and thus avoid- in nearly every case its computational cost is taken to the power d. ing the exponential dependence on d. However, if the best This fundamental difficulty is the single greatest impediment to approximate solution of the form (Eq. 1) is not good enough, solving many important problems and has been dubbed the curse there is no way to improve the accuracy. of dimensionality. For numerical analysis in dimension d,we The natural extension of Eq. 1 is the form propose to use a representation for vectors and matrices that generalizes separation of variables while allowing controlled ac- r ͑ ͒ ϭ l ͑ ͒ l ͑ ͒ curacy. Basic linear algebra operations can be performed in this f x1,...,xd sl 1 x1 ··· d xd . [2] representation using one-dimensional operations, thus bypassing lϭ1 the exponential scaling with respect to the dimension. Although not all operators and algorithms may be compatible with this The key quantity in Eq. 2 is r, which we call the separation rank. representation, we believe that many of the most important ones By increasing r, the approximate solution can be made as are. We prove that the multiparticle Schro¨dinger operator, as well accurate as desired. -
Math 2331 – Linear Algebra 6.2 Orthogonal Sets
6.2 Orthogonal Sets Math 2331 { Linear Algebra 6.2 Orthogonal Sets Jiwen He Department of Mathematics, University of Houston [email protected] math.uh.edu/∼jiwenhe/math2331 Jiwen He, University of Houston Math 2331, Linear Algebra 1 / 12 6.2 Orthogonal Sets Orthogonal Sets Basis Projection Orthonormal Matrix 6.2 Orthogonal Sets Orthogonal Sets: Examples Orthogonal Sets: Theorem Orthogonal Basis: Examples Orthogonal Basis: Theorem Orthogonal Projections Orthonormal Sets Orthonormal Matrix: Examples Orthonormal Matrix: Theorems Jiwen He, University of Houston Math 2331, Linear Algebra 2 / 12 6.2 Orthogonal Sets Orthogonal Sets Basis Projection Orthonormal Matrix Orthogonal Sets Orthogonal Sets n A set of vectors fu1; u2;:::; upg in R is called an orthogonal set if ui · uj = 0 whenever i 6= j. Example 82 3 2 3 2 39 < 1 1 0 = Is 4 −1 5 ; 4 1 5 ; 4 0 5 an orthogonal set? : 0 0 1 ; Solution: Label the vectors u1; u2; and u3 respectively. Then u1 · u2 = u1 · u3 = u2 · u3 = Therefore, fu1; u2; u3g is an orthogonal set. Jiwen He, University of Houston Math 2331, Linear Algebra 3 / 12 6.2 Orthogonal Sets Orthogonal Sets Basis Projection Orthonormal Matrix Orthogonal Sets: Theorem Theorem (4) Suppose S = fu1; u2;:::; upg is an orthogonal set of nonzero n vectors in R and W =spanfu1; u2;:::; upg. Then S is a linearly independent set and is therefore a basis for W . Partial Proof: Suppose c1u1 + c2u2 + ··· + cpup = 0 (c1u1 + c2u2 + ··· + cpup) · = 0· (c1u1) · u1 + (c2u2) · u1 + ··· + (cpup) · u1 = 0 c1 (u1 · u1) + c2 (u2 · u1) + ··· + cp (up · u1) = 0 c1 (u1 · u1) = 0 Since u1 6= 0, u1 · u1 > 0 which means c1 = : In a similar manner, c2,:::,cp can be shown to by all 0. -
23. Kernel, Rank, Range
23. Kernel, Rank, Range We now study linear transformations in more detail. First, we establish some important vocabulary. The range of a linear transformation f : V ! W is the set of vectors the linear transformation maps to. This set is also often called the image of f, written ran(f) = Im(f) = L(V ) = fL(v)jv 2 V g ⊂ W: The domain of a linear transformation is often called the pre-image of f. We can also talk about the pre-image of any subset of vectors U 2 W : L−1(U) = fv 2 V jL(v) 2 Ug ⊂ V: A linear transformation f is one-to-one if for any x 6= y 2 V , f(x) 6= f(y). In other words, different vector in V always map to different vectors in W . One-to-one transformations are also known as injective transformations. Notice that injectivity is a condition on the pre-image of f. A linear transformation f is onto if for every w 2 W , there exists an x 2 V such that f(x) = w. In other words, every vector in W is the image of some vector in V . An onto transformation is also known as an surjective transformation. Notice that surjectivity is a condition on the image of f. 1 Suppose L : V ! W is not injective. Then we can find v1 6= v2 such that Lv1 = Lv2. Then v1 − v2 6= 0, but L(v1 − v2) = 0: Definition Let L : V ! W be a linear transformation. The set of all vectors v such that Lv = 0W is called the kernel of L: ker L = fv 2 V jLv = 0g: 1 The notions of one-to-one and onto can be generalized to arbitrary functions on sets. -
Math 22 – Linear Algebra and Its Applications
Math 22 – Linear Algebra and its applications - Lecture 25 - Instructor: Bjoern Muetzel GENERAL INFORMATION ▪ Office hours: Tu 1-3 pm, Th, Sun 2-4 pm in KH 229 Tutorial: Tu, Th, Sun 7-9 pm in KH 105 ▪ Homework 8: due Wednesday at 4 pm outside KH 008. There is only Section B,C and D. 5 Eigenvalues and Eigenvectors 5.1 EIGENVECTORS AND EIGENVALUES Summary: Given a linear transformation 푇: ℝ푛 → ℝ푛, then there is always a good basis on which the transformation has a very simple form. To find this basis we have to find the eigenvalues of T. GEOMETRIC INTERPRETATION 5 −3 1 1 Example: Let 퐴 = and let 푢 = 푥 = and 푣 = . −6 2 0 2 −1 1.) Find A푣 and Au. Draw a picture of 푣 and A푣 and 푢 and A푢. 2.) Find A(3푢 +2푣) and 퐴2 (3푢 +2푣). Hint: Use part 1.) EIGENVECTORS AND EIGENVALUES ▪ Definition: An eigenvector of an 푛 × 푛 matrix A is a nonzero vector x such that 퐴푥 = 휆푥 for some scalar λ in ℝ. In this case λ is called an eigenvalue and the solution x≠ ퟎ is called an eigenvector corresponding to λ. ▪ Definition: Let A be an 푛 × 푛 matrix. The set of solutions 푛 Eig(A, λ) = {x in ℝ , such that (퐴 − 휆퐼푛)x = 0} is called the eigenspace Eig(A, λ) of A corresponding to λ. It is the null space of the matrix 퐴 − 휆퐼푛: Eig(A, λ) = Nul(퐴 − 휆퐼푛) Slide 5.1- 7 EIGENVECTORS AND EIGENVALUES 16 Example: Show that 휆 =7 is an eigenvalue of matrix A = 52 and find the corresponding eigenspace Eig(A,7). -
Different Forms of Linear Systems, Linear Combinations, and Span
Math 20F, 2015SS1 / TA: Jor-el Briones / Sec: A01 / Handout 2 Page 1 of2 Different forms of Linear Systems, Linear Combinations, and Span (1.3-1.4) Terms you should know Linear combination (and weights): A vector y is called a linear combination of vectors v1; v2; :::; vk if given some numbers c1; c2; :::; ck, y = c1v1 + c2v2 + ::: + ckvk The numbers c1; c2; :::; ck are called weights. Span: We call the set of ALL the possible linear combinations of a set of vectors to be the span of those vectors. For example, the span of v1 and v2 is written as span(v1; v2) NOTE: The zero vector is in the span of ANY set of vectors in Rn. Rn: The set of all vectors with n entries 3 ways to write a linear system with m equations and n unknowns If A is the m×n coefficient matrix corresponding to a linear system, with columns a1; a2; :::; an, and b in Rm is the constant vector corresponding to that linear system, we may represent the linear system using 1. A matrix equation: Ax = b 2. A vector equation: x1a1 + x2a2 + ::: + xnan = b, where x1; x2; :::xn are numbers. h i 3. An augmented matrix: A j b NOTE: You should know how to multiply a matrix by a column vector, and that doing so would result in some linear combination of the columns of that matrix. Math 20F, 2015SS1 / TA: Jor-el Briones / Sec: A01 / Handout 2 Page 2 of2 Important theorems to know: Theorem. (Chapter 1, Theorem 3) If A is an m × n matrix, with columns a1; a2; :::; an and b is in Rm, the matrix equation Ax = b has the same solution set as the vector equation x1a1 + x2a2 + ::: + xnan = b as well as the system of linear equations whose augmented matrix is h i A j b Theorem. -
Inner Product Spaces
CHAPTER 6 Woman teaching geometry, from a fourteenth-century edition of Euclid’s geometry book. Inner Product Spaces In making the definition of a vector space, we generalized the linear structure (addition and scalar multiplication) of R2 and R3. We ignored other important features, such as the notions of length and angle. These ideas are embedded in the concept we now investigate, inner products. Our standing assumptions are as follows: 6.1 Notation F, V F denotes R or C. V denotes a vector space over F. LEARNING OBJECTIVES FOR THIS CHAPTER Cauchy–Schwarz Inequality Gram–Schmidt Procedure linear functionals on inner product spaces calculating minimum distance to a subspace Linear Algebra Done Right, third edition, by Sheldon Axler 164 CHAPTER 6 Inner Product Spaces 6.A Inner Products and Norms Inner Products To motivate the concept of inner prod- 2 3 x1 , x 2 uct, think of vectors in R and R as x arrows with initial point at the origin. x R2 R3 H L The length of a vector in or is called the norm of x, denoted x . 2 k k Thus for x .x1; x2/ R , we have The length of this vector x is p D2 2 2 x x1 x2 . p 2 2 x1 x2 . k k D C 3 C Similarly, if x .x1; x2; x3/ R , p 2D 2 2 2 then x x1 x2 x3 . k k D C C Even though we cannot draw pictures in higher dimensions, the gener- n n alization to R is obvious: we define the norm of x .x1; : : : ; xn/ R D 2 by p 2 2 x x1 xn : k k D C C The norm is not linear on Rn. -
October 7, 2015 1 Adjoint of a Linear Transformation
Mathematical Toolkit Autumn 2015 Lecture 4: October 7, 2015 Lecturer: Madhur Tulsiani The following is an extremely useful inequality. Prove it for a general inner product space (not neccessarily finite dimensional). Exercise 0.1 (Cauchy-Schwarz-Bunyakowsky inequality) Let u; v be any two vectors in an inner product space V . Then jhu; vij2 ≤ hu; ui · hv; vi Let V be a finite dimensional inner product space and let fw1; : : : ; wng be an orthonormal basis for P V . Then for any v 2 V , there exist c1; : : : ; cn 2 F such that v = i ci · wi. The coefficients ci are often called Fourier coefficients. Using the orthonormality and the properties of the inner product, we get ci = hv; wii. This can be used to prove the following Proposition 0.2 (Parseval's identity) Let V be a finite dimensional inner product space and let fw1; : : : ; wng be an orthonormal basis for V . Then, for any u; v 2 V n X hu; vi = hu; wii · hv; wii : i=1 1 Adjoint of a linear transformation Definition 1.1 Let V; W be inner product spaces over the same field F and let ' : V ! W be a linear transformation. A transformation '∗ : W ! V is called an adjoint of ' if h'(v); wi = hv; '∗(w)i 8v 2 V; w 2 W: n Pn Example 1.2 Let V = W = C with the inner product hu; vi = i=1 ui · vi. Let ' : V ! V be represented by the matrix A. Then '∗ is represented by the matrix AT . Exercise 1.3 Let 'left : Fib ! Fib be the left shift operator as before, and let hf; gi for f; g 2 Fib P1 f(n)g(n) ∗ be defined as hf; gi = n=0 Cn for C > 4.