Eigenvalues, Eigenvectors, and Diagonalization
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												  Linear Systems and Control: a First Course (Course Notes for AAE 564)Linear Systems and Control: A First Course (Course notes for AAE 564) Martin Corless School of Aeronautics & Astronautics Purdue University West Lafayette, Indiana [email protected] August 25, 2008 Contents 1 Introduction 1 1.1 Ingredients..................................... 4 1.2 Somenotation................................... 4 1.3 MATLAB ..................................... 4 2 State space representation of dynamical systems 5 2.1 Linearexamples.................................. 5 2.1.1 Afirstexample .............................. 5 2.1.2 Theunattachedmass........................... 6 2.1.3 Spring-mass-damper ........................... 6 2.1.4 Asimplestructure ............................ 7 2.2 Nonlinearexamples............................... 8 2.2.1 Afirstnonlinearsystem ......................... 8 2.2.2 Planarpendulum ............................. 9 2.2.3 Attitudedynamicsofarigidbody. .. 9 2.2.4 Bodyincentralforcemotion. 10 2.2.5 Ballisticsindrag ............................. 11 2.2.6 Doublependulumoncart . .. .. 12 2.2.7 Two-linkroboticmanipulator . .. 13 2.3 Discrete-timeexamples . ... 14 2.3.1 Thediscreteunattachedmass . 14 2.4 Generalrepresentation . ... 15 2.4.1 Continuous-time ............................. 15 2.4.2 Discrete-time ............................... 18 2.4.3 Exercises.................................. 20 2.5 Vectors....................................... 22 2.5.1 Vector spaces and IRn .......................... 22 2.5.2 IR2 andpictures.............................. 24 2.5.3 Derivatives ...............................
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												  LINEAR ALGEBRA METHODS in COMBINATORICS László BabaiLINEAR ALGEBRA METHODS IN COMBINATORICS L´aszl´oBabai and P´eterFrankl Version 2.1∗ March 2020 ||||| ∗ Slight update of Version 2, 1992. ||||||||||||||||||||||| 1 c L´aszl´oBabai and P´eterFrankl. 1988, 1992, 2020. Preface Due perhaps to a recognition of the wide applicability of their elementary concepts and techniques, both combinatorics and linear algebra have gained increased representation in college mathematics curricula in recent decades. The combinatorial nature of the determinant expansion (and the related difficulty in teaching it) may hint at the plausibility of some link between the two areas. A more profound connection, the use of determinants in combinatorial enumeration goes back at least to the work of Kirchhoff in the middle of the 19th century on counting spanning trees in an electrical network. It is much less known, however, that quite apart from the theory of determinants, the elements of the theory of linear spaces has found striking applications to the theory of families of finite sets. With a mere knowledge of the concept of linear independence, unexpected connections can be made between algebra and combinatorics, thus greatly enhancing the impact of each subject on the student's perception of beauty and sense of coherence in mathematics. If these adjectives seem inflated, the reader is kindly invited to open the first chapter of the book, read the first page to the point where the first result is stated (\No more than 32 clubs can be formed in Oddtown"), and try to prove it before reading on. (The effect would, of course, be magnified if the title of this volume did not give away where to look for clues.) What we have said so far may suggest that the best place to present this material is a mathematics enhancement program for motivated high school students.
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												  21. Orthonormal Bases21. 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.
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												  Partitioned (Or Block) Matrices This Version: 29 Nov 2018Partitioned (or Block) Matrices This version: 29 Nov 2018 Intermediate Econometrics / Forecasting Class Notes Instructor: Anthony Tay It is frequently convenient to partition matrices into smaller sub-matrices. e.g. 2 3 2 1 3 2 3 2 1 3 4 1 1 0 7 4 1 1 0 7 A B (2×2) (2×3) 3 1 1 0 0 = 3 1 1 0 0 = C I 1 3 0 1 0 1 3 0 1 0 (3×2) (3×3) 2 0 0 0 1 2 0 0 0 1 The same matrix can be partitioned in several different ways. For instance, we can write the previous matrix as 2 3 2 1 3 2 3 2 1 3 4 1 1 0 7 4 1 1 0 7 a b0 (1×1) (1×4) 3 1 1 0 0 = 3 1 1 0 0 = c D 1 3 0 1 0 1 3 0 1 0 (4×1) (4×4) 2 0 0 0 1 2 0 0 0 1 One reason partitioning is useful is that we can do matrix addition and multiplication with blocks, as though the blocks are elements, as long as the blocks are conformable for the operations. For instance: A B D E A + D B + E (2×2) (2×3) (2×2) (2×3) (2×2) (2×3) + = C I C F 2C I + F (3×2) (3×3) (3×2) (3×3) (3×2) (3×3) A B d E Ad + BF AE + BG (2×2) (2×3) (2×1) (2×3) (2×1) (2×3) = C I F G Cd + F CE + G (3×2) (3×3) (3×1) (3×3) (3×1) (3×3) | {z } | {z } | {z } (5×5) (5×4) (5×4) 1 Intermediate Econometrics / Forecasting 2 Examples (1) Let 1 2 1 1 2 1 c 1 4 2 3 4 2 3 h i A = = = a a a and c = c 1 2 3 2 3 0 1 3 0 1 c 0 1 3 0 1 3 3 c1 h i then Ac = a1 a2 a3 c2 = c1a1 + c2a2 + c3a3 c3 The product Ac produces a linear combination of the columns of A.
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												  Things You Need to Know About Linear Algebra Math 131 Multivariatethe standard (x; y; z) coordinate three-space. Nota- tions for vectors. Geometric interpretation as vec- tors as displacements as well as vectors as points. Vector addition, the zero vector 0, vector subtrac- Things you need to know about tion, scalar multiplication, their properties, and linear algebra their geometric interpretation. Math 131 Multivariate Calculus We start using these concepts right away. In D Joyce, Spring 2014 chapter 2, we'll begin our study of vector-valued functions, and we'll use the coordinates, vector no- The relation between linear algebra and mul- tation, and the rest of the topics reviewed in this tivariate calculus. We'll spend the first few section. meetings reviewing linear algebra. We'll look at just about everything in chapter 1. Section 1.2. Vectors and equations in R3. Stan- Linear algebra is the study of linear trans- dard basis vectors i; j; k in R3. Parametric equa- formations (also called linear functions) from n- tions for lines. Symmetric form equations for a line dimensional space to m-dimensional space, where in R3. Parametric equations for curves x : R ! R2 m is usually equal to n, and that's often 2 or 3. in the plane, where x(t) = (x(t); y(t)). A linear transformation f : Rn ! Rm is one that We'll use standard basis vectors throughout the preserves addition and scalar multiplication, that course, beginning with chapter 2. We'll study tan- is, f(a + b) = f(a) + f(b), and f(ca) = cf(a). We'll gent lines of curves and tangent planes of surfaces generally use bold face for vectors and for vector- in that chapter and throughout the course.
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												  Handout 9 More Matrix Properties; the TransposeHandout 9 More matrix properties; the transpose Square matrix properties These properties only apply to a square matrix, i.e. n £ n. ² The leading diagonal is the diagonal line consisting of the entries a11, a22, a33, . ann. ² A diagonal matrix has zeros everywhere except the leading diagonal. ² The identity matrix I has zeros o® the leading diagonal, and 1 for each entry on the diagonal. It is a special case of a diagonal matrix, and A I = I A = A for any n £ n matrix A. ² An upper triangular matrix has all its non-zero entries on or above the leading diagonal. ² A lower triangular matrix has all its non-zero entries on or below the leading diagonal. ² A symmetric matrix has the same entries below and above the diagonal: aij = aji for any values of i and j between 1 and n. ² An antisymmetric or skew-symmetric matrix has the opposite entries below and above the diagonal: aij = ¡aji for any values of i and j between 1 and n. This automatically means the digaonal entries must all be zero. Transpose To transpose a matrix, we reect it across the line given by the leading diagonal a11, a22 etc. In general the result is a di®erent shape to the original matrix: a11 a21 a11 a12 a13 > > A = A = 0 a12 a22 1 [A ]ij = A : µ a21 a22 a23 ¶ ji a13 a23 @ A > ² If A is m £ n then A is n £ m. > ² The transpose of a symmetric matrix is itself: A = A (recalling that only square matrices can be symmetric).
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												  Schaum's Outline of Linear Algebra (4Th Edition)SCHAUM’S SCHAUM’S outlines outlines Linear Algebra Fourth Edition Seymour Lipschutz, Ph.D. Temple University Marc Lars Lipson, Ph.D. University of Virginia Schaum’s Outline Series New York Chicago San Francisco Lisbon London Madrid Mexico City Milan New Delhi San Juan Seoul Singapore Sydney Toronto Copyright © 2009, 2001, 1991, 1968 by The McGraw-Hill Companies, Inc. All rights reserved. Except as permitted under the United States Copyright Act of 1976, no part of this publication may be reproduced or distributed in any form or by any means, or stored in a database or retrieval system, without the prior writ- ten permission of the publisher. ISBN: 978-0-07-154353-8 MHID: 0-07-154353-8 The material in this eBook also appears in the print version of this title: ISBN: 978-0-07-154352-1, MHID: 0-07-154352-X. All trademarks are trademarks of their respective owners. Rather than put a trademark symbol after every occurrence of a trademarked name, we use names in an editorial fashion only, and to the benefit of the trademark owner, with no intention of infringement of the trademark. Where such designations appear in this book, they have been printed with initial caps. McGraw-Hill eBooks are available at special quantity discounts to use as premiums and sales promotions, or for use in corporate training programs. To contact a representative please e-mail us at [email protected]. TERMS OF USE This is a copyrighted work and The McGraw-Hill Companies, Inc. (“McGraw-Hill”) and its licensors reserve all rights in and to the work.
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												  Scientific Computing: an Introductory SurveyEigenvalue Problems Existence, Uniqueness, and Conditioning Computing Eigenvalues and Eigenvectors Scientific Computing: An Introductory Survey Chapter 4 – Eigenvalue Problems Prof. Michael T. Heath Department of Computer Science University of Illinois at Urbana-Champaign Copyright c 2002. Reproduction permitted for noncommercial, educational use only. Michael T. Heath Scientific Computing 1 / 87 Eigenvalue Problems Existence, Uniqueness, and Conditioning Computing Eigenvalues and Eigenvectors Outline 1 Eigenvalue Problems 2 Existence, Uniqueness, and Conditioning 3 Computing Eigenvalues and Eigenvectors Michael T. Heath Scientific Computing 2 / 87 Eigenvalue Problems Eigenvalue Problems Existence, Uniqueness, and Conditioning Eigenvalues and Eigenvectors Computing Eigenvalues and Eigenvectors Geometric Interpretation Eigenvalue Problems Eigenvalue problems occur in many areas of science and engineering, such as structural analysis Eigenvalues are also important in analyzing numerical methods Theory and algorithms apply to complex matrices as well as real matrices With complex matrices, we use conjugate transpose, AH , instead of usual transpose, AT Michael T. Heath Scientific Computing 3 / 87 Eigenvalue Problems Eigenvalue Problems Existence, Uniqueness, and Conditioning Eigenvalues and Eigenvectors Computing Eigenvalues and Eigenvectors Geometric Interpretation Eigenvalues and Eigenvectors Standard eigenvalue problem : Given n × n matrix A, find scalar λ and nonzero vector x such that A x = λ x λ is eigenvalue, and x is corresponding eigenvector
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												  Determinants Math 122 Calculus III D Joyce, Fall 2012Determinants Math 122 Calculus III D Joyce, Fall 2012 What they are. A determinant is a value associated to a square array of numbers, that square array being called a square matrix. For example, here are determinants of a general 2 × 2 matrix and a general 3 × 3 matrix. a b = ad − bc: c d a b c d e f = aei + bfg + cdh − ceg − afh − bdi: g h i The determinant of a matrix A is usually denoted jAj or det (A). You can think of the rows of the determinant as being vectors. For the 3×3 matrix above, the vectors are u = (a; b; c), v = (d; e; f), and w = (g; h; i). Then the determinant is a value associated to n vectors in Rn. There's a general definition for n×n determinants. It's a particular signed sum of products of n entries in the matrix where each product is of one entry in each row and column. The two ways you can choose one entry in each row and column of the 2 × 2 matrix give you the two products ad and bc. There are six ways of chosing one entry in each row and column in a 3 × 3 matrix, and generally, there are n! ways in an n × n matrix. Thus, the determinant of a 4 × 4 matrix is the signed sum of 24, which is 4!, terms. In this general definition, half the terms are taken positively and half negatively. In class, we briefly saw how the signs are determined by permutations.
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												  Week 8-9. Inner Product Spaces. (Revised Version) Section 3.1 Dot Product As an Inner ProductMath 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).
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												  Problems in Abstract AlgebraSTUDENT MATHEMATICAL LIBRARY Volume 82 Problems in Abstract Algebra A. R. Wadsworth 10.1090/stml/082 STUDENT MATHEMATICAL LIBRARY Volume 82 Problems in Abstract Algebra A. R. Wadsworth American Mathematical Society Providence, Rhode Island Editorial Board Satyan L. Devadoss John Stillwell (Chair) Erica Flapan Serge Tabachnikov 2010 Mathematics Subject Classification. Primary 00A07, 12-01, 13-01, 15-01, 20-01. For additional information and updates on this book, visit www.ams.org/bookpages/stml-82 Library of Congress Cataloging-in-Publication Data Names: Wadsworth, Adrian R., 1947– Title: Problems in abstract algebra / A. R. Wadsworth. Description: Providence, Rhode Island: American Mathematical Society, [2017] | Series: Student mathematical library; volume 82 | Includes bibliographical references and index. Identifiers: LCCN 2016057500 | ISBN 9781470435837 (alk. paper) Subjects: LCSH: Algebra, Abstract – Textbooks. | AMS: General – General and miscellaneous specific topics – Problem books. msc | Field theory and polyno- mials – Instructional exposition (textbooks, tutorial papers, etc.). msc | Com- mutative algebra – Instructional exposition (textbooks, tutorial papers, etc.). msc | Linear and multilinear algebra; matrix theory – Instructional exposition (textbooks, tutorial papers, etc.). msc | Group theory and generalizations – Instructional exposition (textbooks, tutorial papers, etc.). msc Classification: LCC QA162 .W33 2017 | DDC 512/.02–dc23 LC record available at https://lccn.loc.gov/2016057500 Copying and reprinting. Individual readers of this publication, and nonprofit libraries acting for them, are permitted to make fair use of the material, such as to copy select pages for use in teaching or research. Permission is granted to quote brief passages from this publication in reviews, provided the customary acknowledgment of the source is given. Republication, systematic copying, or multiple reproduction of any material in this publication is permitted only under license from the American Mathematical Society.
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												  From Arithmetic to AlgebraFrom arithmetic to algebra Slightly edited version of a presentation at the University of Oregon, Eugene, OR February 20, 2009 H. Wu Why can’t our students achieve introductory algebra? This presentation specifically addresses only introductory alge- bra, which refers roughly to what is called Algebra I in the usual curriculum. Its main focus is on all students’ access to the truly basic part of algebra that an average citizen needs in the high- tech age. The content of the traditional Algebra II course is on the whole more technical and is designed for future STEM students. In place of Algebra II, future non-STEM would benefit more from a mathematics-culture course devoted, for example, to an understanding of probability and data, recently solved famous problems in mathematics, and history of mathematics. At least three reasons for students’ failure: (A) Arithmetic is about computation of specific numbers. Algebra is about what is true in general for all numbers, all whole numbers, all integers, etc. Going from the specific to the general is a giant conceptual leap. Students are not prepared by our curriculum for this leap. (B) They don’t get the foundational skills needed for algebra. (C) They are taught incorrect mathematics in algebra classes. Garbage in, garbage out. These are not independent statements. They are inter-related. Consider (A) and (B): The K–3 school math curriculum is mainly exploratory, and will be ignored in this presentation for simplicity. Grades 5–7 directly prepare students for algebra. Will focus on these grades. Here, abstract mathematics appears in the form of fractions, geometry, and especially negative fractions.