Elements of Linear Algebra, Topology, and Calculus
00˙AMS September 23, 2007 © Copyright, Princeton University Press. No part of this book may be distributed, posted, or reproduced in any form by digital or mechanical means without prior written permission of the publisher. Appendix A Elements of Linear Algebra, Topology, and Calculus A.1 LINEAR ALGEBRA We follow the usual conventions of matrix computations. Rn×p is the set of all n p real matrices (m rows and p columns). Rn is the set Rn×1 of column vectors× with n real entries. A(i, j) denotes the i, j entry (ith row, jth column) of the matrix A. Given A Rm×n and B Rn×p, the matrix product Rm×p ∈ n ∈ AB is defined by (AB)(i, j) = k=1 A(i, k)B(k, j), i = 1, . , m, j = 1∈, . , p. AT is the transpose of the matrix A:(AT )(i, j) = A(j, i). The entries A(i, i) form the diagonal of A. A Pmatrix is square if is has the same number of rows and columns. When A and B are square matrices of the same dimension, [A, B] = AB BA is termed the commutator of A and B. A matrix A is symmetric if −AT = A and skew-symmetric if AT = A. The commutator of two symmetric matrices or two skew-symmetric matrices− is symmetric, and the commutator of a symmetric and a skew-symmetric matrix is skew-symmetric. The trace of A is the sum of the diagonal elements of A, min(n,p ) tr(A) = A(i, i). i=1 X We have the following properties (assuming that A and B have adequate dimensions) tr(A) = tr(AT ), (A.1a) tr(AB) = tr(BA), (A.1b) tr([A, B]) = 0, (A.1c) tr(B) = 0 if BT = B, (A.1d) − tr(AB) = 0 if AT = A and BT = B.
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