4. Linear Algebra

数学英语



周维祺

Linear Algebra

The study of linear algebraic structures

Euclidean Spaces

: the collection of all ordered tuples of real numbers

Vectors in

  • or

  • : transpose

  • : the -th element/item/entry in

Generalization

A vector/linear space over a field is a set equipped with (vector addition) and (scalar multiplication) satisfying certain properties. Elements from vector spaces are called vectors

Linear Combinations

Given and , the weighted sum

is called a linear combination of .
are called coefficients

Linear Dependence/Independence

If

then are linearly independent
otherwise they are linearly dependent

Span

The span of is the set of all their linear combinations:

Basis

  • A maximally linearly independent set

  • Its cardinality is the dimension of the space, which is independent of the choice of the set

  • Every element in the space can be uniquely written into a linear combination of basis elements

  • Plural: bases

Decomposition

The procedure of writing into the linear combination of a given basis (or a given set of vectors)

Linear Functions

A function from a vector space is linear if it commutes with and :

Linear Transformation

A linear function between linear spaces

Matrices

If both the domain and the range admit finite(or countable) bases, then the linear transformation has a matrix representation.

Linear System

A system of linear equations

Special Matrices I

  • A diagonal matrix is a matrix in which all entries off the main diagonal are

  • In an upper (resp. lower) triangular matrix, all elements below (resp. above) the main diagonal are

  • Strictly upper (lower) triangular matrix: an upper (lower) triangular matrix whose main diagonal also vanishes

Range and Kernel

  • The range of :

  • The kernel (null space) of :

Matrix Multiplications

  • Matrix multiplications are compositions of linear transformations

  • Matrix multiplications are associative but not necessarily commutative

The Identity Matrix

Game

  • You are given cards, arranged in a matrix form

  • A red card gives positive points while a black card gives negative points

  • Each turn you may choose a row or a column and flip its color

  • Try to make each column sum and each row sum non-negative

Game Demonstration


Game




Q: Is it always possible to do so regardless of the configuration?

Rank

The dimension of the column span (span of column vectors)

Invertibility

If the inverse of exists, then is invertible / non-singular / full rank, otherwise it is singular. The inverse of is

Finding Inverses

Direct methods (e.g., Gaussian elimination)
vs.
Iterative methods

Determinant

Trace

Eigenpairs

  • If (), then is an eigenvalue of , is a corresponding / associated eigenvector
  • is the characteristic polynomial

Diagonalization

Spectrum and Spectral Radius

  • Spectrum:

  • Spectral Radius:

Inner Product

A positive definite bilinear (resp. sesquilinear) form

Norm

A positive definite sublinear functional
that generalizes the notion of length

The Euclidean norm is induced by the Euclidean inner product

Unit / Unimodular Vectors

  • A unit vector:

  • A unimodular vector:

Orthogonality

is orthogonal / perpendicular to if

Orthogonal / Orthonormal Bases

  • An orthogonal basis is a basis in which elements are mutually orthogonal

  • An orthonormal basis is an orthogonal basis in which all elements are also unit vectors

Projections

  • If , then is a projection

  • If in addition, , then is an orthogonal projection

Special matrices II

  • Real symmetric:

  • Positive definite with equality iff

  • Nilpotent:

  • Diagonally dominant: or

Hisotry and Geneaology

  • It is important to comprehend mathematics both as a science and as an art.

  • An exposition of the history helps to build a deeper understanding by seeing how it was developed over time and in various places.

Tasks

Read one article (of your choice) from this Source and write a summary on it

Summary

  • Linearity

  • Matrices

  • Inner products

  • Historical backgrounds and expositions