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LINEAR ALGEBRA NOTES

8. Vector spaces

vector space: set V of vectors with verctor addition and scalar multiplication satisfying
for all and

examples: ,P  polynomials, polynomials with degree less than n, sequences,
sequences converging to 0, functions on R, C(R) continuous functions on R, solutions of
homogeneous systems

subspace of V : subset W of V that is a vector space with same operations

proper subspace of V :
subspace but not and not V

examples:

W = and W = V , subspaces of V
W = lines through origin, subspace of
W =planes through origin, subspace of
W =diagonal n × n matrices, subspace of
W = , subspace of V where
W =convergent sequences, subspace of V =sequences
W =continuous functions on R, subspace of V =functions on R

fact: subset W of V is a subspace of V iff

nonempty:
closed under addition :
closed under scalar multiplication :

9. Linear independence

linearly independent: implies

linearly dependent: not independent

parallel vectors: one is scalar multiple of the other

notation

properties :

u, v linearly independent 
vectors are dependent i one of them is linear combination of the others
subset of lineraly independent set is linearly independent
columns of matrix A are independent i AX = 0 has only trivial solution
columns of square matrix A are independent i A invertible iff detA ≠ 0
  independent, implies independent
independent, implies
rows of row echelon matrix are independent
leading columns of echelon matrix are independent

10. Bases

S spans W: spanS = W

S is a spanning set of W

basis of V : linearly independent spanning set of V

maximal independent set in V
minimal spanning set of V

standard bases for V :

properties:

implies T dependent
all bases of V has same number of vectors

dimension of V : dimV =number of vectors in a basis of V

examples:



properties:

W proper subspace of V implies dimW < dimV
independent subset of V can be extended to a basis of V
spanning set of V contains a basis of V

11. row, column and null spaces

notation: sizeA = m× n

row space of A: RowA =subspace of spanned by rows of A

row rank of A: dim RowA

column space of A: ColA =subspace of spanned by columns of A

column rank of A: dim ColA

algorithm for basis of RowA:

(i) reduce A to echelon form B
(ii) take nonzero row vectors of B

algorithm for basis of ColA:

(i) reduce A to echelon form B
(ii) take columns of A corresponding to leading columns of B

fact: row rank A equals column rank A

rank A: this common value

null space of A: NullA = = solution set of homogeneous system, subspace of

properties:

A, B row equivalent implies RowA = RowB
A, B row equivalent implies colums of A and columns of B have the same dependence relations
Ax = b consistent iff b ∈ ColA
rankA + dim NullA = n

12. Coordinates

notation: bases for eng standard basis for V

fact: each v ∈ V can be written uniquily as
coordinates of v in basis B:

huge fact: is an isomorphism ( are the 'only' finite dimensional vector spaces)

transition matrix from basis B to basis D: square matrix

properties:

algorithm for finding a basis for in V :

(i) find a bases B for V (use standard if possible)
(ii) put the coordinates of the vi's as rows (columns) for a matrix A
(iii) find a basis for the rowspace (columnspace) of A
(iv) use this basis as coordinates to build the basis of W

13. Linear transformations

notation: basis for basis for W, E standard basis for V

linear transformation: L : V → W such that for all

L(u + v) = L(u) + L(v) additive
multiplicative

kernel:

range:



L is one-to-one (1-1): L(u) = L(v) implies u = v

L is onto W: ranL = W

properties:


kerL subspace of V
ranL subspace of W
L is 1-1 i

matrix of L:

properties:



R, S are similar matrices: S = P-1RP for some P

fact: R, S are similar iff  for some L : V → V and bases B, D for V

(P is the transition matrix)

rank of L: rankL = dim ranL

properties:

[ranL]D = ColM
[kerL]B = NullM
rankL = rankM
dim kerL = dim nullM
rankL + dim kerL = dimV

14. Eigenvalues and eigenvectors

notation: L : V → V linear transformation, coordinates of u

eigenvalue problem:

transformation version
eigenvalue: λ
eigenvector of L associated to λ: u
eigenspace associated to λ:
matrix version
eigenvalue: λ
eigenvector of A associated to λ: x
eigenspace associated to λ :

characteristic polynomial:

if A~ B then charpoly(A) = charpoly(B)

characteristic equation : λ eigenvalue of A iff

15. Diagonalization

A diagonalizable: A similar to diagonal matrix

fact: implies


is a basis of eigenvectors with associated eigenvalues in the diagonal od D

properties:

if eigenvectors associated to distinct eigenvalues then they are independent
if sizeA = n × n and A has n distinct eigenvalues then A diagonalizable
distinct eigenvalues, bases for eigenspaces implies is independent

algorithm for diagonalization:

(i) solve charachteristic equation to find eigenvalues
(ii) for each eigenvalue nd basis of associated eigenspace
(iii) if the union of the bases is not a basis for the vectorspace than not diagonalizable
(iv) build P from the eigenvectors as columns
(v) build D from the corresponding eigenvalues

16. Bilinear functional

product of U and V :

bilinear functional on V : such that for all and



fact: Every bilinear functional f on is for some

where

The bilinear functional f can be

symmetric: f(u, v) = f(v, u) for all
positive semi definite: f(v, v) ≥0 for all v ∈ V
positive definite: f(v, v) > 0 for all
negative semi definite: f(v, v) ≤0 for all v∈ V
negative definite: f(v, v) < 0 for all
indefinite: neither positive nor negative semidefinite

17. Inner product

inner product: symmetric, positive definite, bilinear functional

examples of inner products:

dot product (standard inner product) on  :
standard inner product on C[0, 1]: (continuous functions on [0,1]),

fact: every inner product on is where A is a symmetric (therefore diagonalizable)
matrix with positive eigenvalues and

length (norm):

unit vector:

unit vector in the direction of v:

distance:

angle:

orthogonal: iff iff

orthogonal: for all i, j

fact: nonzero orthogonal vectors are independent

orthonormal: S is orthogonal and for all i

Cauchy- Schwartz inequality :

Triangle inequality:



Pythagorean theorem: implies

orthogonal complement: , W is subspace of V

properties: W is subspace of

is a subspace

W = span(S), for all i implies

(basis of W) [ (basis of ) is basis of


18. Orthogonal bases and Gram-Schmidt algorithm

fact: orthogonal basis for a subspace W of V , y ∈ V


if such that and then and

orthogonal projection: = the unique p ∈ W such that

Gram-Schmidt algorithm: for finding an orthogonal basis for

(i) make independent if necessary
(ii) let
(ii) inductively let

fact:

19. Least square solution and linear regression

fact: if W subspace of V , w ∈ W, y ∈ V then is minimum when
fact: is minimum
least square regression line ax + b: data
, β makes minimum, that is,

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