2 La
2 La
April 8, 2021
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Roadmap
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Roadmap
• Algebra: a set of objects and a set of rules or operations to manipulate those objects
• Linear algebra
◦ Object: vectors v
◦ Operations: their additions (v + w ) and scalar multiplication (kv )
• Examples
◦ Geometric vectors
- High school physics
◦ Polynomials
◦ Audio signals
◦ Elements of Rn
• Question. Under what conditions, one of the above three cases occur?
1
# of rows = # of cols
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Inverse and Transpose
• For a square matrix A ∈ Rn×n , B is the • For a matrix A ∈ Rm×n , B ∈ Rn×m
inverse of A, denoted by A−1 , if with bij = aji is the transpose of A,
AB = In = BA. which we denote by AT .
0 2
• Called regular/invertible/nonsingular, if
• Example. For A = 1 −1,
it exists.
0 1
• If it exists, it is unique.
0 1 0
AT =
• How to compute? For 2 × 2 matrix, 2 −1 1
1 a22 −a 12 • If A = AT , A is called symmetric.
A−1 =
a11 a22 − a12 a21 −a21 a11
• (AB)−1 = B −1 A−1
• (A + B)−1 6= A−1 + B −1
T
• (AT ) = A
• (A + B)T = AT + B T
• (AB)T = B T AT
• If A is invertible, so is AT .
• Associativity
◦ (λψ)C = λ(ψC )
◦ λ(BC ) = (λB)C = B(λC ) = (BC )λ
T
◦ (λC ) = C T λT = C T λ = λC T
• Distributivity
◦ (λ + ψ)C = λC + ψC
◦ λ(B + C ) = λB + λC
−3 0 2 −1 −3 0 2 −1
(1/3)ρ1 +ρ2
1 −2 2 −5/3 −→ 0 −2 8/3 −2
−(1/3)ρ1 +ρ3
−1 −4 6 −13/3 0 −4 16/3 −4
−3 0 2 −1
−2ρ2 +ρ3
−→ 0 −2 8/3 −2
0 0 0 0
The two nonzero rows give −3x + 2z = −1 and −2y + (8/3)z = −2.
1
Examples from this slide to the next several slides come from Jim Hefferson’s Linear Algebra book.
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- Parametrizing −3x + 2z = −1 and −2y + (8/3)z = −2 gives:
x = (1/3) + (2/3)z
x 1/3 2/3
y = 1 + (4/3)z {y = 1 + 4/3 z | z ∈ R}
z =z z 0 1
This helps us understand the set of solutions, e.g., each value of z gives a different solution.
z 0 1 2 −1/2
x 1/3 1 5/3 0
solution y 1 7/3 11/3 1/3
z 0 1 2 −1/2
x + 2y − z =2
• The system reduces in this way.
2x − y − 2z + w = 5
1 2 −1 0 2 −2ρ1 +ρ2 1 2 −1 0 2
−→
2 −1 −2 1 5 0 −5 0 1 1
• It has solutions of this form.
x 12/5 1 −2/5
y −1/5 0
+ z + 1/5 w
=
z 0 1 0 for z, w ∈ <
w 0 0 1
• Note that taking z = w = 0 shows that the first vector is a particular solution of
the system.
• General approach
1. Find a particular solution to Ax = b
2. Find all solutions to the homogeneous equation Ax = 0
I 0 is a trivial solution
x+ y− z= 2 x+ y− z= 2 x+ y− z= 2
−2ρ1 +ρ2 −1ρ2 +ρ3
2x − y = −1 −→ − 3y + 2z = −5 −→ − 3y + 2z = −5
−1ρ1 +ρ3
x − 2y + 2z = −1 − 3y + 3z = −3 z= 2
x +y − z= 2
(−1/3)ρ2
−→ y − (2/3)z = 5/3
z= 2
• Finish by using the leading entries to eliminate upwards, until we can read off the solution.
x +y − z= 2 x +y =4 x =1
ρ3 +ρ1 −ρ2 +ρ1
y − (2/3)z = 5/3 −→ y =3 −→ y =3
(2/3)ρ3 +ρ2
z= 2 z =2 z =2
• V = Rn with
◦ Vector addition: x + y = (x1 + y1 , . . . , xn + yn )
◦ Scalar multiplication: λx = (λx1 , . . . , λxn )
• V = Rm×n with
a11 + b11 ··· a1n + b1n
◦ Vector addition: A + B =
.. ..
. .
am1 + bm1 · · · amn + bmn
λa11 · · · λa1n
◦ Scalar multiplication: λA = ... ..
.
λam1 · · · λamn
Examples
• For every vector space V , V and {0} are the trivial subspaces.
• The solution set of Ax = 0 is the subspace of Rn .
• The solution of Ax = b (b 6= 0) is not a subspace of Rn .
• The intersection of arbitrarily many subspaces is a subspace itself.
4 2 1 0 0 0
λj
x1 = λ11 b1 + λ21 b2 + · · · + λk1 bk z }| {
.. B λ1j
.
z }| { .
xj = b1 , · · · , bk .. , xj = Bλj
xm = λ1m b1 + λ2m b2 + · · · + λkm bk
λkj
Pm Pm Pm
j=1 ψj xj = j=1 ψj Bλj =B j=1 ψj λj
•
x1 = b1 − 2b2 + b3 − b4
x2 = −4b1 − 2b2 + 4b4
x3 = 2b1 + 3b2 − b3 − 3b4
x4 = 17b1 − 10b2 + 11b3 + b4
1 −4 2 17 1 0 0 −7
−2 −2 3 −10 0 1 0 −15
A = λ1 λ2 λ3 λ4 = ···
1 0 −1 11 0 0 1 −18
−1 −4 −3 1 0 0 0 0
• The last column is not a pivot column. Thus, x1 , x2 , x3 , x3 are linearly dependent.
2
Adding any other vector to this set will make it linearly dependent.
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Examples
• Different bases R3
1 0 0 1 1 1
B1 = {0 , 1 , 0}, B2 = {0 , 1 , 1},
0 0 1 0 0 1
0.5 1.8 −2.2
B3 = {0.8 , 0.3 , −1.3}
0.4 0.3 3.5
• Linearly independent, but not maximal. Thus, not a basis.
1 2 1
2 −1 1
A = {3 , 0 , 0 }
4 2 −4
Thus, rk(A) = 2.
• rk(A) = rk(AT )
• The columns (resp. rows) of A span a subspace U (resp. W ) with dim(U) = rk(A)
(resp. dim(W ) = rk(A)), and a basis of U (resp. W ) can be found by Gauss
elimination of A (resp. AT ).
• A ∈ Rm×n has full rank if its rank equals the largest possible rank for a matrix of the
same dimensions. The rank of the full-rank matrix A is min(# of cols, # of rows).
αn
• Basis change =⇒ Coordinate change
yn xn
−1
b10 0
• Regard AΦ = ... bn b1 . . . bn as a linear map
αmj
AΦ
z
}| {
α11 · · · α1n
. ..
=⇒ b1 · · · bn = c1 · · · cm .. .
αm1 · · · αmn
• Since Φ is a linear mapping, there exists A ∈ Rm×n such that Φ : x 7→ Ax. Then,
Im(Φ) = column space of A which is the span of column vectors of A.
• rk(A) = dim(Im(Φ))
rk(A) + nullity(A) = n
2
Nullity: the dimension of null space (kernel)
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Roadmap
• Spaces that are offset from the origin. Not a vector space.
• Definition. Consider a vector space V , x0 ∈ V and a subspace U ⊂ V . Then, the
subset L = x0 + U := {x0 + u : u ∈ U} is called affine subspace or linear manifold
of V .
• U is called direction or direction space, and x0 is support point.
• An affine subspace is not a vector subspace of V for x0 ∈
/ U.
• Parametric equation. A k-dimensional affine space L = x0 + U. If (b1 , . . . , bk ) is
an ordered basis of U, any element x ∈ L can be uniquely described as
x = x0 + λ1 b1 + · · · + λk bk , λ1 , . . . , λk ∈ R
1)