Linear Algebra As an Introduction to Abstract Mathematics
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Linear Algebra As an Introduction to Abstract Mathematics Lecture Notes for MAT67 University of California, Davis written Fall 2007, last updated November 15, 2016 Isaiah Lankham Bruno Nachtergaele Anne Schilling Copyright c 2007 by the authors. These lecture notes may be reproduced in their entirety for non-commercial purposes. Contents 1 What is Linear Algebra? 1 1.1 Introduction . .1 1.2 What is Linear Algebra? . .2 1.3 Systems of linear equations . .4 1.3.1 Linear equations . .4 1.3.2 Non-linear equations . .5 1.3.3 Linear transformations . .5 1.3.4 Applications of linear equations . .7 Exercises . .9 2 Introduction to Complex Numbers 11 2.1 Definition of complex numbers . 11 2.2 Operations on complex numbers . 12 2.2.1 Addition and subtraction of complex numbers . 12 2.2.2 Multiplication and division of complex numbers . 13 2.2.3 Complex conjugation . 15 2.2.4 The modulus (a.k.a. norm, length, or magnitude) . 16 2.2.5 Complex numbers as vectors in R2 ................... 18 2.3 Polar form and geometric interpretation for C ................. 19 2.3.1 Polar form for complex numbers . 19 2.3.2 Geometric multiplication for complex numbers . 20 2.3.3 Exponentiation and root extraction . 21 2.3.4 Some complex elementary functions . 22 Exercises . 24 ii 3 The Fundamental Theorem of Algebra and Factoring Polynomials 26 3.1 The Fundamental Theorem of Algebra . 26 3.2 Factoring polynomials . 30 Exercises . 34 4 Vector Spaces 36 4.1 Definition of vector spaces . 36 4.2 Elementary properties of vector spaces . 39 4.3 Subspaces . 40 4.4 Sums and direct sums . 42 Exercises . 46 5 Span and Bases 48 5.1 Linear span . 48 5.2 Linear independence . 50 5.3 Bases . 55 5.4 Dimension . 57 Exercises . 61 6 Linear Maps 64 6.1 Definition and elementary properties . 64 6.2 Null spaces . 67 6.3 Range . 69 6.4 Homomorphisms . 70 6.5 The dimension formula . 71 6.6 The matrix of a linear map . 73 6.7 Invertibility . 78 Exercises . 82 7 Eigenvalues and Eigenvectors 85 7.1 Invariant subspaces . 85 7.2 Eigenvalues . 86 7.3 Diagonal matrices . 89 7.4 Existence of eigenvalues . 90 iii 7.5 Upper triangular matrices . 91 7.6 Diagonalization of 2 × 2 matrices and applications . 96 Exercises . 98 8 Permutations and the Determinant of a Square Matrix 102 8.1 Permutations . 102 8.1.1 Definition of permutations . 102 8.1.2 Composition of permutations . 105 8.1.3 Inversions and the sign of a permutation . 107 8.2 Determinants . 110 8.2.1 Summations indexed by the set of all permutations . 110 8.2.2 Properties of the determinant . 112 8.2.3 Further properties and applications . 115 8.2.4 Computing determinants with cofactor expansions . 116 Exercises . 118 9 Inner Product Spaces 120 9.1 Inner product . 120 9.2 Norms . 122 9.3 Orthogonality . 124 9.4 Orthonormal bases . 127 9.5 The Gram-Schmidt orthogonalization procedure . 129 9.6 Orthogonal projections and minimization problems . 132 Exercises . 136 10 Change of Bases 139 10.1 Coordinate vectors . 139 10.2 Change of basis transformation . 141 Exercises . 145 11 The Spectral Theorem for Normal Linear Maps 147 11.1 Self-adjoint or hermitian operators . 147 11.2 Normal operators . 149 11.3 Normal operators and the spectral decomposition . 151 iv 11.4 Applications of the Spectral Theorem: diagonalization . 153 11.5 Positive operators . 157 11.6 Polar decomposition . 158 11.7 Singular-value decomposition . 159 Exercises . 161 List of Appendices A Supplementary Notes on Matrices and Linear Systems 164 A.1 From linear systems to matrix equations . 164 A.1.1 Definition of and notation for matrices . 165 A.1.2 Using matrices to encode linear systems . 168 A.2 Matrix arithmetic . 171 A.2.1 Addition and scalar multiplication . 171 A.2.2 Multiplication of matrices . 175 A.2.3 Invertibility of square matrices . 179 A.3 Solving linear systems by factoring the coefficient matrix . 181 A.3.1 Factorizing matrices using Gaussian elimination . 182 A.3.2 Solving homogeneous linear systems . 192 A.3.3 Solving inhomogeneous linear systems . 195 A.3.4 Solving linear systems with LU-factorization . 199 A.4 Matrices and linear maps . 204 A.4.1 The canonical matrix of a linear map . 204 A.4.2 Using linear maps to solve linear systems . 205 A.5 Special operations on matrices . 211 A.5.1 Transpose and conjugate transpose . 211 A.5.2 The trace of a square matrix . 212 Exercises . 214 B The Language of Sets and Functions 218 B.1 Sets . 218 B.2 Subset, union, intersection, and Cartesian product . 220 B.3 Relations . 222 v B.4 Functions . 223 C Summary of Algebraic Structures Encountered 226 C.1 Binary operations and scaling operations . 226 C.2 Groups, fields, and vector spaces . 229 C.3 Rings and algebras . 233 D Some Common Math Symbols and Abbreviations 236 E Summary of Notation Used 243 F Movie Scripts 246 vi Chapter 1 What is Linear Algebra? 1.1 Introduction This book aims to bridge the gap between the mainly computation-oriented lower division undergraduate classes and the abstract mathematics encountered in more advanced mathe- matics courses. The goal of this book is threefold: 1. You will learn Linear Algebra, which is one of the most widely used mathematical theories around. Linear Algebra finds applications in virtually every area of mathe- matics, including multivariate calculus, differential equations, and probability theory. It is also widely applied in fields like physics, chemistry, economics, psychology, and engineering. You are even relying on methods from Linear Algebra every time you use an internet search like Google, the Global Positioning System (GPS), or a cellphone. 2. You will acquire computational skills to solve linear systems of equations, perform operations on matrices, calculate eigenvalues, and find determinants of matrices. 3. In the setting of Linear Algebra, you will be introduced to abstraction. As the theory.