4. Matrix Inverses
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The Invertible Matrix Theorem
The Invertible Matrix Theorem Ryan C. Daileda Trinity University Linear Algebra Daileda The Invertible Matrix Theorem Introduction It is important to recognize when a square matrix is invertible. We can now characterize invertibility in terms of every one of the concepts we have now encountered. We will continue to develop criteria for invertibility, adding them to our list as we go. The invertibility of a matrix is also related to the invertibility of linear transformations, which we discuss below. Daileda The Invertible Matrix Theorem Theorem 1 (The Invertible Matrix Theorem) For a square (n × n) matrix A, TFAE: a. A is invertible. b. A has a pivot in each row/column. RREF c. A −−−→ I. d. The equation Ax = 0 only has the solution x = 0. e. The columns of A are linearly independent. f. Null A = {0}. g. A has a left inverse (BA = In for some B). h. The transformation x 7→ Ax is one to one. i. The equation Ax = b has a (unique) solution for any b. j. Col A = Rn. k. A has a right inverse (AC = In for some C). l. The transformation x 7→ Ax is onto. m. AT is invertible. Daileda The Invertible Matrix Theorem Inverse Transforms Definition A linear transformation T : Rn → Rn (also called an endomorphism of Rn) is called invertible iff it is both one-to-one and onto. If [T ] is the standard matrix for T , then we know T is given by x 7→ [T ]x. The Invertible Matrix Theorem tells us that this transformation is invertible iff [T ] is invertible. -
Linear Independence, Span, and Basis of a Set of Vectors What Is Linear Independence?
LECTURENOTES · purdue university MA 26500 Kyle Kloster Linear Algebra October 22, 2014 Linear Independence, Span, and Basis of a Set of Vectors What is linear independence? A set of vectors S = fv1; ··· ; vkg is linearly independent if none of the vectors vi can be written as a linear combination of the other vectors, i.e. vj = α1v1 + ··· + αkvk. Suppose the vector vj can be written as a linear combination of the other vectors, i.e. there exist scalars αi such that vj = α1v1 + ··· + αkvk holds. (This is equivalent to saying that the vectors v1; ··· ; vk are linearly dependent). We can subtract vj to move it over to the other side to get an expression 0 = α1v1 + ··· αkvk (where the term vj now appears on the right hand side. In other words, the condition that \the set of vectors S = fv1; ··· ; vkg is linearly dependent" is equivalent to the condition that there exists αi not all of which are zero such that 2 3 α1 6α27 0 = v v ··· v 6 7 : 1 2 k 6 . 7 4 . 5 αk More concisely, form the matrix V whose columns are the vectors vi. Then the set S of vectors vi is a linearly dependent set if there is a nonzero solution x such that V x = 0. This means that the condition that \the set of vectors S = fv1; ··· ; vkg is linearly independent" is equivalent to the condition that \the only solution x to the equation V x = 0 is the zero vector, i.e. x = 0. How do you determine if a set is lin. -
Tight Frames and Their Symmetries
Technical Report 9 December 2003 Tight Frames and their Symmetries Richard Vale, Shayne Waldron Department of Mathematics, University of Auckland, Private Bag 92019, Auckland, New Zealand e–mail: [email protected] (http:www.math.auckland.ac.nz/˜waldron) e–mail: [email protected] ABSTRACT The aim of this paper is to investigate symmetry properties of tight frames, with a view to constructing tight frames of orthogonal polynomials in several variables which share the symmetries of the weight function, and other similar applications. This is achieved by using representation theory to give methods for constructing tight frames as orbits of groups of unitary transformations acting on a given finite-dimensional Hilbert space. Along the way, we show that a tight frame is determined by its Gram matrix and discuss how the symmetries of a tight frame are related to its Gram matrix. We also give a complete classification of those tight frames which arise as orbits of an abelian group of symmetries. Key Words: Tight frames, isometric tight frames, Gram matrix, multivariate orthogonal polynomials, symmetry groups, harmonic frames, representation theory, wavelets AMS (MOS) Subject Classifications: primary 05B20, 33C50, 20C15, 42C15, sec- ondary 52B15, 42C40 0 1. Introduction u1 u2 u3 2 The three equally spaced unit vectors u1, u2, u3 in IR provide the following redundant representation 2 3 f = f, u u , f IR2, (1.1) 3 h ji j ∀ ∈ j=1 X which is the simplest example of a tight frame. Such representations arose in the study of nonharmonic Fourier series in L2(IR) (see Duffin and Schaeffer [DS52]) and have recently been used extensively in the theory of wavelets (see, e.g., Daubechies [D92]). -
Week 8-9. Inner Product Spaces. (Revised Version) Section 3.1 Dot Product As an Inner Product
Math 2051 W2008 Margo Kondratieva Week 8-9. Inner product spaces. (revised version) Section 3.1 Dot product as an inner product. Consider a linear (vector) space V . (Let us restrict ourselves to only real spaces that is we will not deal with complex numbers and vectors.) De¯nition 1. An inner product on V is a function which assigns a real number, denoted by < ~u;~v> to every pair of vectors ~u;~v 2 V such that (1) < ~u;~v>=< ~v; ~u> for all ~u;~v 2 V ; (2) < ~u + ~v; ~w>=< ~u;~w> + < ~v; ~w> for all ~u;~v; ~w 2 V ; (3) < k~u;~v>= k < ~u;~v> for any k 2 R and ~u;~v 2 V . (4) < ~v;~v>¸ 0 for all ~v 2 V , and < ~v;~v>= 0 only for ~v = ~0. De¯nition 2. Inner product space is a vector space equipped with an inner product. Pn It is straightforward to check that the dot product introduces by ~u ¢ ~v = j=1 ujvj is an inner product. You are advised to verify all the properties listed in the de¯nition, as an exercise. The dot product is also called Euclidian inner product. De¯nition 3. Euclidian vector space is Rn equipped with Euclidian inner product < ~u;~v>= ~u¢~v. De¯nition 4. A square matrix A is called positive de¯nite if ~vT A~v> 0 for any vector ~v 6= ~0. · ¸ 2 0 Problem 1. Show that is positive de¯nite. 0 3 Solution: Take ~v = (x; y)T . Then ~vT A~v = 2x2 + 3y2 > 0 for (x; y) 6= (0; 0). -
Discover Linear Algebra Incomplete Preliminary Draft
Discover Linear Algebra Incomplete Preliminary Draft Date: November 28, 2017 L´aszl´oBabai in collaboration with Noah Halford All rights reserved. Approved for instructional use only. Commercial distribution prohibited. c 2016 L´aszl´oBabai. Last updated: November 10, 2016 Preface TO BE WRITTEN. Babai: Discover Linear Algebra. ii This chapter last updated August 21, 2016 c 2016 L´aszl´oBabai. Contents Notation ix I Matrix Theory 1 Introduction to Part I 2 1 (F, R) Column Vectors 3 1.1 (F) Column vector basics . 3 1.1.1 The domain of scalars . 3 1.2 (F) Subspaces and span . 6 1.3 (F) Linear independence and the First Miracle of Linear Algebra . 8 1.4 (F) Dot product . 12 1.5 (R) Dot product over R ................................. 14 1.6 (F) Additional exercises . 14 2 (F) Matrices 15 2.1 Matrix basics . 15 2.2 Matrix multiplication . 18 2.3 Arithmetic of diagonal and triangular matrices . 22 2.4 Permutation Matrices . 24 2.5 Additional exercises . 26 3 (F) Matrix Rank 28 3.1 Column and row rank . 28 iii iv CONTENTS 3.2 Elementary operations and Gaussian elimination . 29 3.3 Invariance of column and row rank, the Second Miracle of Linear Algebra . 31 3.4 Matrix rank and invertibility . 33 3.5 Codimension (optional) . 34 3.6 Additional exercises . 35 4 (F) Theory of Systems of Linear Equations I: Qualitative Theory 38 4.1 Homogeneous systems of linear equations . 38 4.2 General systems of linear equations . 40 5 (F, R) Affine and Convex Combinations (optional) 42 5.1 (F) Affine combinations . -
Gram Matrix and Orthogonality in Frames 1
U.P.B. Sci. Bull., Series A, Vol. 80, Iss. 1, 2018 ISSN 1223-7027 GRAM MATRIX AND ORTHOGONALITY IN FRAMES Abolhassan FEREYDOONI1 and Elnaz OSGOOEI 2 In this paper, we aim at introducing a criterion that determines if f figi2I is a Bessel sequence, a frame or a Riesz sequence or not any of these, based on the norms and the inner products of the elements in f figi2I. In the cases of Riesz and Bessel sequences, we introduced a criterion but in the case of a frame, we did not find any answers. This criterion will be shown by K(f figi2I). Using the criterion introduced, some interesting extensions of orthogonality will be presented. Keywords: Frames, Bessel sequences, Orthonormal basis, Riesz bases, Gram matrix MSC2010: Primary 42C15, 47A05. 1. Preliminaries Frames are generalizations of orthonormal bases, but, more than orthonormal bases, they have shown their ability and stability in the representation of functions [1, 4, 10, 11]. The frames have been deeply studied from an abstract point of view. The results of such studies have been used in concrete frames such as Gabor and Wavelet frames which are very important from a practical point of view [2, 9, 5, 8]. An orthonormal set feng in a Hilbert space is characterized by a simple relation hem;eni = dm;n: In the other words, the Gram matrix is the identity matrix. Moreover, feng is an orthonor- mal basis if spanfeng = H. But, for frames the situation is more complicated; i.e., the Gram Matrix has no such a simple form. -
Uniqueness of Low-Rank Matrix Completion by Rigidity Theory
UNIQUENESS OF LOW-RANK MATRIX COMPLETION BY RIGIDITY THEORY AMIT SINGER∗ AND MIHAI CUCURINGU† Abstract. The problem of completing a low-rank matrix from a subset of its entries is often encountered in the analysis of incomplete data sets exhibiting an underlying factor model with applications in collaborative filtering, computer vision and control. Most recent work had been focused on constructing efficient algorithms for exact or approximate recovery of the missing matrix entries and proving lower bounds for the number of known entries that guarantee a successful recovery with high probability. A related problem from both the mathematical and algorithmic point of view is the distance geometry problem of realizing points in a Euclidean space from a given subset of their pairwise distances. Rigidity theory answers basic questions regarding the uniqueness of the realization satisfying a given partial set of distances. We observe that basic ideas and tools of rigidity theory can be adapted to determine uniqueness of low-rank matrix completion, where inner products play the role that distances play in rigidity theory. This observation leads to efficient randomized algorithms for testing necessary and sufficient conditions for local completion and for testing sufficient conditions for global completion. Crucial to our analysis is a new matrix, which we call the completion matrix, that serves as the analogue of the rigidity matrix. Key words. Low rank matrices, missing values, rigidity theory, iterative methods, collaborative filtering. AMS subject classifications. 05C10, 05C75, 15A48 1. Introduction. Can the missing entries of an incomplete real valued matrix be recovered? Clearly, a matrix can be completed in an infinite number of ways by replacing the missing entries with arbitrary values. -
Linear Independence, the Wronskian, and Variation of Parameters
LINEAR INDEPENDENCE, THE WRONSKIAN, AND VARIATION OF PARAMETERS JAMES KEESLING In this post we determine when a set of solutions of a linear differential equation are linearly independent. We first discuss the linear space of solutions for a homogeneous differential equation. 1. Homogeneous Linear Differential Equations We start with homogeneous linear nth-order ordinary differential equations with general coefficients. The form for the nth-order type of equation is the following. dnx dn−1x (1) a (t) + a (t) + ··· + a (t)x = 0 n dtn n−1 dtn−1 0 It is straightforward to solve such an equation if the functions ai(t) are all constants. However, for general functions as above, it may not be so easy. However, we do have a principle that is useful. Because the equation is linear and homogeneous, if we have a set of solutions fx1(t); : : : ; xn(t)g, then any linear combination of the solutions is also a solution. That is (2) x(t) = C1x1(t) + C2x2(t) + ··· + Cnxn(t) is also a solution for any choice of constants fC1;C2;:::;Cng. Now if the solutions fx1(t); : : : ; xn(t)g are linearly independent, then (2) is the general solution of the differential equation. We will explain why later. What does it mean for the functions, fx1(t); : : : ; xn(t)g, to be linearly independent? The simple straightforward answer is that (3) C1x1(t) + C2x2(t) + ··· + Cnxn(t) = 0 implies that C1 = 0, C2 = 0, ::: , and Cn = 0 where the Ci's are arbitrary constants. This is the definition, but it is not so easy to determine from it just when the condition holds to show that a given set of functions, fx1(t); x2(t); : : : ; xng, is linearly independent. -
Math 54. Selected Solutions for Week 8 Section 6.1 (Page 282) 22. Let U = U1 U2 U3 . Explain Why U · U ≥ 0. Wh
Math 54. Selected Solutions for Week 8 Section 6.1 (Page 282) 2 3 u1 22. Let ~u = 4 u2 5 . Explain why ~u · ~u ≥ 0 . When is ~u · ~u = 0 ? u3 2 2 2 We have ~u · ~u = u1 + u2 + u3 , which is ≥ 0 because it is a sum of squares (all of which are ≥ 0 ). It is zero if and only if ~u = ~0 . Indeed, if ~u = ~0 then ~u · ~u = 0 , as 2 can be seen directly from the formula. Conversely, if ~u · ~u = 0 then all the terms ui must be zero, so each ui must be zero. This implies ~u = ~0 . 2 5 3 26. Let ~u = 4 −6 5 , and let W be the set of all ~x in R3 such that ~u · ~x = 0 . What 7 theorem in Chapter 4 can be used to show that W is a subspace of R3 ? Describe W in geometric language. The condition ~u · ~x = 0 is equivalent to ~x 2 Nul ~uT , and this is a subspace of R3 by Theorem 2 on page 187. Geometrically, it is the plane perpendicular to ~u and passing through the origin. 30. Let W be a subspace of Rn , and let W ? be the set of all vectors orthogonal to W . Show that W ? is a subspace of Rn using the following steps. (a). Take ~z 2 W ? , and let ~u represent any element of W . Then ~z · ~u = 0 . Take any scalar c and show that c~z is orthogonal to ~u . (Since ~u was an arbitrary element of W , this will show that c~z is in W ? .) ? (b). -
Span, Linear Independence and Basis Rank and Nullity
Remarks for Exam 2 in Linear Algebra Span, linear independence and basis The span of a set of vectors is the set of all linear combinations of the vectors. A set of vectors is linearly independent if the only solution to c1v1 + ::: + ckvk = 0 is ci = 0 for all i. Given a set of vectors, you can determine if they are linearly independent by writing the vectors as the columns of the matrix A, and solving Ax = 0. If there are any non-zero solutions, then the vectors are linearly dependent. If the only solution is x = 0, then they are linearly independent. A basis for a subspace S of Rn is a set of vectors that spans S and is linearly independent. There are many bases, but every basis must have exactly k = dim(S) vectors. A spanning set in S must contain at least k vectors, and a linearly independent set in S can contain at most k vectors. A spanning set in S with exactly k vectors is a basis. A linearly independent set in S with exactly k vectors is a basis. Rank and nullity The span of the rows of matrix A is the row space of A. The span of the columns of A is the column space C(A). The row and column spaces always have the same dimension, called the rank of A. Let r = rank(A). Then r is the maximal number of linearly independent row vectors, and the maximal number of linearly independent column vectors. So if r < n then the columns are linearly dependent; if r < m then the rows are linearly dependent. -
The Invertible Matrix Theorem II in Section 2.8, We Gave a List of Characterizations of Invertible Matrices (Theorem 2.8.1)
i i “main” 2007/2/16 page 312 i i 312 CHAPTER 4 Vector Spaces For Problems 9–12, determine the solution set to Ax = b, 14. Show that a 6 × 4 matrix A with nullity(A) = 0 must and show that all solutions are of the form (4.9.3). have rowspace(A) = R4. Is colspace(A) = R4? 13−1 4 15. Prove that if rowspace(A) = nullspace(A), then A 9. A = 27 9 , b = 11 . contains an even number of columns. 15 21 10 16. Show that a 5×7 matrix A must have 2 ≤ nullity(A) ≤ 2 −114 5 7. Give an example of a 5 × 7 matrix A with 10. A = 1 −123 , b = 6 . nullity(A) = 2 and an example of a 5 × 7 matrix 1 −255 13 A with nullity(A) = 7. 11−2 −3 17. Show that 3 × 8 matrix A must have 5 ≤ nullity(A) ≤ 3 −1 −7 2 8. Give an example of a 3 × 8 matrix A with 11. A = , b = . 111 0 nullity(A) = 5 and an example of a 3 × 8 matrix 22−4 −6 A with nullity(A) = 8. 11−15 0 18. Prove that if A and B are n × n matrices and A is 12. A = 02−17 , b = 0 . invertible, then 42−313 0 nullity(AB) = nullity(B). 13. Show that a 3 × 7 matrix A with nullity(A) = 4 must have colspace(A) = R3. Is rowspace(A) = R3? [Hint: Bx = 0 if and only if ABx = 0.] 4.10 The Invertible Matrix Theorem II In Section 2.8, we gave a list of characterizations of invertible matrices (Theorem 2.8.1). -
Rotation Matrix - Wikipedia, the Free Encyclopedia Page 1 of 22
Rotation matrix - Wikipedia, the free encyclopedia Page 1 of 22 Rotation matrix From Wikipedia, the free encyclopedia In linear algebra, a rotation matrix is a matrix that is used to perform a rotation in Euclidean space. For example the matrix rotates points in the xy -Cartesian plane counterclockwise through an angle θ about the origin of the Cartesian coordinate system. To perform the rotation, the position of each point must be represented by a column vector v, containing the coordinates of the point. A rotated vector is obtained by using the matrix multiplication Rv (see below for details). In two and three dimensions, rotation matrices are among the simplest algebraic descriptions of rotations, and are used extensively for computations in geometry, physics, and computer graphics. Though most applications involve rotations in two or three dimensions, rotation matrices can be defined for n-dimensional space. Rotation matrices are always square, with real entries. Algebraically, a rotation matrix in n-dimensions is a n × n special orthogonal matrix, i.e. an orthogonal matrix whose determinant is 1: . The set of all rotation matrices forms a group, known as the rotation group or the special orthogonal group. It is a subset of the orthogonal group, which includes reflections and consists of all orthogonal matrices with determinant 1 or -1, and of the special linear group, which includes all volume-preserving transformations and consists of matrices with determinant 1. Contents 1 Rotations in two dimensions 1.1 Non-standard orientation