review on linear algebra
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Review on Linear Algebra. Contents. Introduction to System of Linear Equations, Matrices, and Matrix Operations Euclidean Vector Spaces General Vector Spaces Inner Product Spaces Eigenvalue and Eigenvector. Introduction to System of Linear Equations, Matrices, and Matrix Operations. - PowerPoint PPT PresentationTRANSCRIPT
Review on Linear Algebra
2
Contents Introduction to System of Linear Equations,
Matrices, and Matrix Operations Euclidean Vector Spaces General Vector Spaces Inner Product Spaces Eigenvalue and Eigenvector
Introduction to System of Linear Equations, Matrices, and Matrix Operations
4
Linear Equations Any straight line in xy-plane can be represented
algebraically by an equation of the form: a1x + a2y = b
General form: Define a linear equation in the n variables x1, x2, …, xn : a1x1 + a2x2 + ··· + anxn = bwhere a1, a2, …, an and b are real constants.
The variables in a linear equation are sometimes called unknowns.
5
Example (Linear Equations) The equations and
are linear A linear equation does not involve any products or
roots of variables All variables occur only to the first power and do not
appear as arguments for trigonometric, logarithmic, or exponential functions.
The equations are not linear (non-linear)
,1321,73 zxyyx 732 4321 xxxx
xyxzzyxyx sin and ,423 ,53
6
Example (Linear Equations) A solution of a linear equation is a sequence of n
numbers s1, s2, …, sn such that the equation is satisfied.
The set of all solutions of the equation is called its solution set or general solution of the equation.
7
Linear Systems A finite set of linear equations in the variables x1,
x2, …, xn is called a system of linear equations or a linear system.
A sequence of numbers s1, s2, …, sn is called a solution of the system
A system has no solution is said to be inconsistent. If there is at least one solution of the system, it is
called consistent. Every system of linear equations has either no
solutions, exactly one solution, or infinitely many solutions
mnmnmm
nn
nn
bxaxaxa
bxaxaxabxaxaxa
... ... ...
2211
22222121
11212111
8
Augmented Matrices The location of the +s, the xs, and the =s can
be abbreviated by writing only the rectangular array of numbers.
This is called the augmented matrix (擴增矩陣 ) for the system. It must be written in the same order in each
equation as the unknowns and the constants must be on the right
9
Augmented Matrices It must be written in the same order in each
equation as the unknowns and the constants must be on the right
mnmnmm
nn
nn
bxaxaxa
bxaxaxabxaxaxa
... ... ...
2211
22222121
11212111
mmnmm
n
n
baaa
baaabaaa
...
... ...
21
222221
111211
1st column
1st row
Matrix
In computer science an array is a data structure consisting of a group of elements that are accessed by indexing.
10
Homogeneous(齊次 ) Linear Systems A system of linear equations is said to be
homogeneous if the constant terms are all zero; that is, the system has the form:
0... 0 ...0 ...
2211
2222121
1212111
nmnmm
nn
nn
xaxaxa
xaxaxaxaxaxa
11
Homogeneous Linear Systems Every homogeneous system of linear equation is
consistent, since all such system have x1 = 0, x2
= 0, …, xn = 0 as a solution. This solution is called the trivial solution(零解 ). If there are another solutions, they are called nontrivial
solutions(非零解 ). There are only two possibilities for its solutions:
There is only the trivial solution There are infinitely many solutions in addition to the trivial
solution
12
Theorem Theorem 1
A homogeneous system of linear equations with more unknowns than equations has infinitely many solutions.
Remark This theorem applies only to homogeneous system! A nonhomogeneous system with more unknowns than
equations need not be consistent; however, if the system is consistent, it will have infinitely many solutions.
e.g., two parallel planes in 3-space
13
Definition and Notation A matrix is a rectangular array of numbers. The numbers in
the array are called the entries in the matrix A general mn matrix A is denoted as
mnmm
n
n
aaa
aaaaaa
A
...
... ...
21
22221
11211
14
Definition and Notation The entry that occurs in row i and column j of matrix A will
be denoted aij or Aij. If aij is real number, it is common to be referred as scalars
The preceding matrix can be written as [aij]mn or [aij] A matrix A with n rows and n columns is called a square
matrix of order n
15
Definition Two matrices are defined to be equal if they have the
same size and their corresponding entries are equal If A = [aij] and B = [bij] have the same size, then A
= B if and only if aij = bij for all i and j If A and B are matrices of the same size, then the sum
A + B is the matrix obtained by adding the entries of B to the corresponding entries of A.
16
Definition
The difference A – B is the matrix obtained by subtracting the entries of B from the corresponding entries of A
If A is any matrix and c is any scalar, then the product cA is the matrix obtained by multiplying each entry of the matrix A by c. The matrix cA is said to be the scalar multiple of A If A = [aij], then cAij = cAij = caij
17
Definitions If A is an mr matrix and B is an rn matrix, then
the product AB is the mn matrix whose entries are determined as follows.
To find the entry in row i and column j of AB, single out row i from the matrix A and column j from the matrix B. Multiply the corresponding entries from the row and column together and then add up the resulting products
18
Definitions That is, (AB)mn = Amr Brn
the entry ABij in row i and column j of AB is given byABij = ai1b1j + ai2b2j + ai3b3j + … + airbrj
rnrjrr
nj
nj
mrmm
irii
r
r
bbbb
bbbbbbbb
aaa
aaa
aaaaaa
AB
21
222221
111211
21
21
22221
11211
19
Partitioned Matrices A matrix can be subdivided or partitioned into smaller
matrices by inserting horizontal and vertical rules between selected rows and columns
20
Partitioned Matrices For example, three possible partitions of a 34 matrix A:
The partition of A into four submatrices A11, A12, A21, and A22
The partition of A into its row matrices r1, r2, and r3
The partition of A into its column matrices c1, c2, c3, and c4
4321
34333231
24232221
14131211
3
2
1
34333231
24232221
14131211
2221
1211
34333231
24232221
14131211
cccc
rrr
aaaaaaaaaaaa
A
aaaaaaaaaaaa
A
AAAA
aaaaaaaaaaaa
A
21
Multiplication by Columns and by Rows
It is possible to compute a particular row or column of a matrix product AB without computing the entire product:
jth column matrix of AB = A[jth column matrix of B]ith row matrix of AB = [ith row matrix of A]B
22
Multiplication by Columns and by Rows
If a1, a2, ..., am denote the row matrices of A and b1 ,b2, ...,bn denote the column matrices of B, then
B
BB
BAB
AAAAAB
mm
nn
a
aa
a
aa
bbbbbb
2
1
2
1
2121
23
Matrix Products as Linear Combinations Let
Then
The product Ax of a matrix A with a column matrix x is a linear combination of the column matrices of A with the coefficients coming from the matrix x
nmnmm
n
n
x
xx
aaa
aaaaaa
A
2
1
21
22221
11211
and x
mn
n
n
n
mmnmnmm
nn
nn
a
aa
x
a
aa
x
a
aa
x
xaxaxa
xaxaxaxaxaxa
A
2
1
2
22
12
2
1
21
11
1
2211
2222121
1212111
x
24
Matrix Form of a Linear System Consider any system of m linear equations in n unknowns:
The matrix A is called the coefficient matrix of the system The augmented matrix of the system is given by
mmmnmm
n
n
b
bb
x
xx
aaa
aaaaaa
2
1
2
1
21
22221
11211
nnmnmm
nn
nn
bxaxaxa
bxaxaxabxaxaxa
2211
22222121
11212111
mnmnmm
nn
nn
b
bb
xaxaxa
xaxaxaxaxaxa
2
1
2211
2222121
1212111
bx A
mmnmm
n
n
baaa
baaabaaa
A
21
222221
111211
b
25
Definitions
If A is any mn matrix, then the transpose of A, denoted by AT, is defined to be the nm matrix that results from interchanging the rows and columns of A That is, the first column of AT is the first row of A,
the second column of AT is the second row of A, and so forth
26
Definitions
If A is a square matrix, then the trace of A , denoted by tr(A), is defined to be the sum of the entries on the main diagonal of A. The trace of A is undefined if A is not a square matrix. For an nn matrix A = [aij],
n
iiiaA
1
)(tr
27
Properties of Matrix Operations
For real numbers a and b ,we always have ab = ba, which is called the commutative law for multiplication. For matrices, however, AB and BA need not be equal.
Equality can fail to hold for three reasons: The product AB is defined but BA is undefined. AB and BA are both defined but have different sizes. It is possible to have AB BA even if both AB and
BA are defined and have the same size.
28
Theorem 2 (Properties of Matrix Arithmetic)
Assuming that the sizes of the matrices are such that the indicated operations can be performed, the following rules of matrix arithmetic are valid: A + B = B + A (commutative law for addition) A + (B + C) = (A + B) + C (associative law for addition) A(BC) = (AB)C (associative law for
multiplication) A(B + C) = AB + AC (left distributive law) (B + C)A = BA + CA (right distributive law) A(B – C) = AB – AC, (B – C)A = BA – CA a(B + C) = aB + aC, a(B – C) = aB – aC
29
Theorem 2 (Properties of Matrix Arithmetic)
(a+b)C = aC + bC, (a-b)C = aC – bC a(bC) = (ab)C, a(BC) = (aB)C = B(aC)
30
Zero Matrices A matrix, all of whose entries are zero, is called a
zero matrix A zero matrix will be denoted by 0 If it is important to emphasize the size, we shall
write 0mn for the mn zero matrix. In keeping with our convention of using boldface
symbols for matrices with one column, we will denote a zero matrix with one column by 0
31
Zero Matrices Theorem 3 (Properties of Zero Matrices)
Assuming that the sizes of the matrices are such that the indicated operations can be performed ,the following rules of matrix arithmetic are valid
A + 0 = 0 + A = A A – A = 0 0 – A = -A A0 = 0; 0A = 0
32
Identity Matrices A square matrix with 1s on the main diagonal
and 0s off the main diagonal is called an identity matrix and is denoted by I, or In for the nn identity matrix
If A is an mn matrix, then AIn = A and ImA = A
An identity matrix plays the same role in matrix arithmetic as the number 1 plays in the numerical relationships a·1 = 1·a = a
33
Definition If A is a square matrix, and if a matrix B of the
same size can be found such that AB = BA = I, then A is said to be invertible and B is called an inverse of A. If no such matrix B can be found, then A is said to be singular.
Remark: The inverse of A is denoted as A-1
Not every (square) matrix has an inverse An inverse matrix has exactly one inverse
34
Theorems Theorem 4
If B and C are both inverses of the matrix A, then B = C Theorem 5
The matrix
is invertible if ad – bc 0, in which case the inverse is given by the formula
dcba
A
acbd
bcadA 11
35
Theorems Theorem 6
If A and B are invertible matrices of the same size ,then AB is invertible and (AB)-1 = B-1A-1
36
Definition If A is a square matrix, then we define the
nonnegative integer powers of A to be
If A is invertible, then we define the negative integer powers to be
)0(factors
0 nAAAAIAn
n
)0()(factors
1111 nAAAAAn
nn
37
Theorems Theorem 7 (Laws of Exponents)
If A is a square matrix and r and s are integers, then ArAs = Ar+s, (Ar)s = Ars
Theorem 8 (Laws of Exponents) If A is an invertible matrix, then:
A-1 is invertible and (A-1)-1 = A An is invertible and (An)-1 = (A-1)n for n = 0, 1, 2, … For any nonzero scalar k, the matrix kA is invertible
and (kA)-1 = (1/k)A-1
38
Theorems Theorem 9 (Properties of the Transpose)
If the sizes of the matrices are such that the stated operations can be performed, then
((AT)T = A (A + B)T = AT + BT and (A – B)T = AT – BT (kA)T = kAT, where k is any scalar (AB)T = BTAT
Theorem 10 (Invertibility of a Transpose) If A is an invertible matrix, then AT is also invertible
and (AT)-1 = (A-1)T
39
Theorems
Theorem 11 Every system of linear equations has either no
solutions, exactly one solution, or in finitely many solutions.
Theorem 12 If A is an invertible nn matrix, then for each
n1 matrix b, the system of equations Ax = b has exactly one solution, namely, x = A-1b.
40
Example
41
Theorems Theorem 13
Let A be a square matrix If B is a square matrix satisfying BA = I, then B = A-1
If B is a square matrix satisfying AB = I, then B = A-1
Theorem 14 Let A and B be square matrices of the same size. If
AB is invertible, then A and B must also be invertible.
42
Definitions A square matrix A is mn with m = n; the (i,j)-entries
for 1 i m form the main diagonal of A A diagonal matrix is a square matrix all of whose
entries not on the main diagonal equal zero. By diag(d1, …, dm) is meant the mm diagonal matrix whose (i,i)-entry equals di for 1 i m
43
Definitions
A mn lower-triangular matrix L satisfies (L)ij = 0 if i < j, for 1 i m and 1 j n
A mn upper-triangular matrix U satisfies (U)ij = 0 if i > j, for 1 i m and 1 j n
A unit-lower (or –upper)-triangular matrix T is a lower (or upper)-triangular matrix satisfying (T)ii = 1 for 1 i min(m,n)
44
Properties of Diagonal Matrices A general nn diagonal
matrix D can be written as
A diagonal matrix is invertible if and only if all of its diagonal entries are nonzero
Powers of diagonal matrices are easy to compute
nd
dd
D
00
0000
2
1
nd
dd
D
/100
0/1000/1
2
1
1
kn
k
k
k
d
dd
D
00
0000
2
1
45
Properties of Diagonal Matrices Matrix products that involve diagonal
factors are especially easy to compute
46
Theorem 15 The transpose of a lower triangular matrix is
upper triangular, and the transpose of an upper triangular matrix is lower triangular
The product of lower triangular matrices is lower triangular, and the product of upper triangular matrices is upper triangular
47
Theorem 16
A triangular matrix is invertible if and only if its diagonal entries are all nonzero
The inverse of an invertible lower triangular matrix is lower triangular, and the inverse of an invertible upper triangular matrix is upper triangular
48
Symmetric Matrices Definition
A (square) matrix A for which AT = A, so that Aij = Aji for all i and j, is said to be symmetric.
Theorem 17 If A and B are symmetric matrices with the
same size, and if k is any scalar, then AT is symmetric A + B and A – B are symmetric kA is symmetric
49
Symmetric Matrices
Remark The product of two symmetric matrices is
symmetric if and only if the matrices commute, i.e., AB = BA
50
Theorems Theorem 18
If A is an invertible symmetric matrix, then A-1 is symmetric.
Remark: In general, a symmetric matrix needs not be
invertible. The products AAT and ATA are always
symmetric
51
Theorems Theorem 19
If A is an invertible matrix, then AAT and ATA are also invertible
52
Example
Euclidean Vector Spaces
54
Definitions If n is a positive integer, an ordered n-tuple
(vector) is a sequence of n real numbers (a1,a2,…,an). The set of all ordered n-tuple is called n-space and is denoted by Rn.
55
Definitions Two vectors u = (u1 ,u2 ,…,un) and v = (v1 ,v2 ,…,
vn) in Rn are called equal if u1 = v1 ,u2 = v2 , …, un = vn
The sum u + v is defined byu + v = (u1+v1 , u1+v1 , …, un+vn)
and if k is any scalar, the scalar multiple ku is defined by
ku = (ku1 ,ku2 ,…,kun)
56
Remarks The operations of addition and scalar
multiplication in this definition are called the standard operations on Rn.
The zero vector in Rn is denoted by 0 and is defined to be the vector 0 = (0, 0, …, 0).
57
Remarks
If u = (u1 ,u2 ,…,un) is any vector in Rn, then the negative (or additive inverse) of u is denoted by -u and is defined by -u = (-u1 ,-u2 ,…,-un).
The difference of vectors in Rn is defined by v – u = v + (-u) = (v1 – u1 ,v2 – u2 ,…,vn – un)
58
Theorem 20 (Properties of Vector in Rn)
If u = (u1 ,u2 ,…,un), v = (v1 ,v2 ,…, vn), and w = (w1 ,w2 ,…, wn) are vectors in Rn and k and l are scalars, then: u + v = v + u u + (v + w) = (u + v) + w u + 0 = 0 + u = u u + (-u) = 0; that is u – u = 0
59
Theorem 21 (Properties of Vector in Rn)
k(lu) = (kl)u k(u + v) = ku + kv (k+l)u = ku+lu 1u = u
60
Euclidean Inner Product Definition
If u = (u1 ,u2 ,…,un), v = (v1 ,v2 ,…, vn) are vectors in Rn, then the Euclidean inner product u · v is defined by
u · v = u1 v1 + u2 v2 + … + un vn
61
Euclidean Inner Product Example
The Euclidean inner product of the vectors u = (-1,3,5,7) and v = (5,-4,7,0) in R4 is
u · v = (-1)(5) + (3)(-4) + (5)(7) + (7)(0) = 18
62
Properties of Euclidean Inner Product
Theorem 22 If u, v and w are vectors in Rn and k is any scalar,
then u · v = v · u (u + v) · w = u · w + v · w (k u) · v = k(u · v) v · v ≥ 0; Further, v · v = 0 if and only if v = 0
63
Properties of Euclidean Inner Product
Example (3u + 2v) · (4u + v)
= (3u) · (4u + v) + (2v) · (4u + v ) = (3u) · (4u) + (3u) · v + (2v) · (4u) + (2v) · v=12(u · u) + 11(u · v) + 2(v · v)
64
Norm and Distance in Euclidean n-Space
We define the Euclidean norm (or Euclidean length) of a vector u = (u1 ,u2 ,…,un) in Rn by
Similarly, the Euclidean distance between the points u = (u1 ,u2 ,…,un) and v = (v1 , v2 ,…,vn) in Rn is defined by
222
21
2/1 ...)( nuuu uuu
2222
211 )(...)()(),( nn vuvuvud vuvu
65
Norm and Distance in Euclidean n-Space
Example If u = (1,3,-2,7) and v = (0,7,2,2), then in the
Euclidean space R4
58)27()22()73()01(),(
7363)7()2()3()1(2222
2222
vu
u
d
66
Theorems Theorem 23 (Cauchy-Schwarz Inequality in Rn)
If u = (u1 ,u2 ,…,un) and v = (v1 , v2 ,…,vn) are vectors in Rn, then|u · v| ≤ || u || || v ||
Theorem 24 (Properties of Length in Rn) If u and v are vectors in Rn and k is any scalar, then
|| u || ≥ 0 || u || = 0 if and only if u = 0 || ku || = | k ||| u || || u + v || ≤ || u || + || v || (Triangle inequality)
67
Theorems Theorem 25 (Properties of Distance in Rn)
If u, v, and w are vectors in Rn and k is any scalar, then
d(u, v) ≥ 0 d(u, v) = 0 if and only if u = v d(u, v) = d(v, u) d(u, v) ≤ d(u, w ) + d(w, v) (Triangle inequality)
68
Theorems Theorem 26
If u, v, and w are vectors in Rn with the Euclidean inner product, then u · v = ¼ || u + v ||2–¼ || u–v ||2
69
Orthogonality(正交性 ) Definition
Two vectors u and v in Rn are called orthogonal if u · v = 0 Example
In the Euclidean space R4 , the vectors u = (-2, 3, 1, 4) and v = (1, 2, 0, -1) are orthogonal, since u · v = (-2)(1) + (3)(2) + (1)(0) + (4)(-1) = 0
Theorem 27 (Pythagorean Theorem in Rn) If u and v are orthogonal vectors in Rn which the Euclidean
inner product, then || u + v ||2 = || u ||2 + || v ||2
70
Matrix Formulae for the Dot Product
If we use column matrix notation for the vectors u = [u1 u2 … un]T and v = [v1 v2 … vn]T ,
or
then
u · v = vTuAu · v = u · ATvu · Av = ATu · v
nn v
v
u
u11
and vu
71
A Dot Product View of Matrix Multiplication
If A = [aij] is an mr matrix and B =[bij] is an rn matrix, then the ijth entry of AB is
ai1b1j + ai2b2j + ai3b3j + … + airbrj
which is the dot product of the ith row vector of A and the jth column vector of B
72
A Dot Product View of Matrix Multiplication
Thus, if the row vectors of A are r1, r2, …, rm and the column vectors of B are c1, c2, …, cn , then the matrix product AB can be expressed as
21
22212
12111
nmmm
n
n
AB
crcrcr
crcrcrcrcrcr
73
Functions from Rn to R
A function is a rule f that associates with each element in a set A one and only one element in a set B.
If f associates the element b with the element a, then we write b = f(a) and say that b is the image of a under f or that f(a) is the value of f at a.
74
Functions from Rn to R
The set A is called the domain of f and the set B is called the codomain of f.
The subset of B consisting of all possible values for f as a varies over A is called the range of f.
75
ExamplesFormula Example Classification Description
Real-valued function of a real variable
Function from R to R
Real-valued function of two real variable
Function from R2 to R
Real-valued function of three real variable
Function from R3 to R
Real-valued function of n real variable
Function from Rn to R
)(xf2)( xxf
),( yxf22),( yxyxf
),,( zyxf22
2
),,(
zy
xzyxf
),...,,( 21 nxxxf 222
21
21
...
),...,,(
n
n
xxx
xxxf
76
Function from Rn to Rm
If the domain of a function f is Rn and the codomain is Rm, then f is called a map or transformation from Rn to Rm. We say that the function f maps Rn into Rm, and denoted by f : Rn Rm.
If m = n the transformation f : Rn Rm(=n) is called an operator on Rn.
77
Function from Rn to Rm
Suppose f1, f2, …, fm are real-valued functions of n real variables, say
w1 = f1(x1,x2,…,xn)…
wm = fm(x1,x2,…,xn)These m equations assign a unique point (w1,w2,…,wm) in Rm to each point (x1,x2,…,xn) in Rn and thus define a transformation from Rn to Rm.
78
Function from Rn to Rm
If we denote this transformation by T: Rn Rm then
T (x1,x2,…,xn) = (w1,w2,…,wm)
79
Linear Transformations from Rn to Rm
A linear transformation (or a linear operator if m = n) T: Rn Rm is defined by equations of the form
or
or w = Ax
The matrix A = [aij] is called the standard matrix for the linear transformation T, and T is called multiplication by A.
nmnmmm
nn
nn
xaxaxaw
xaxaxawxaxaxaw
...
......
2211
22221212
12121111
nmnmnmn
n
n
m x xx
aaa
aaaaaa
w ww
2
1
22221
11211
2
1
80
Example (Transformation and Linear Transformation)
The equations w1 = x1 + x2
w2 = 3x1x2
w3 = x12 – x2
2
define a transformation T: R2 R3.T(x1, x2) = (x1 + x2, 3x1x2, x1
2 – x22)
Thus, for example, T(1,-2) = (-1,-6,-3).
81
Remarks
Notations: If it is important to emphasize that A is the standard matrix
for T. We denote the linear transformation T: Rn Rm by TA: Rn Rm . Thus,
TA(x) = Ax We can also denote the standard matrix for T by the
symbol [T], orT(x) = [T]x
82
Remarks
Remark: We have establish a correspondence between mn
matrices and linear transformations from Rn to Rm : To each matrix A there corresponds a linear transformation TA
(multiplication by A), and to each linear transformation T: Rn Rm, there corresponds an mn matrix [T] (the standard matrix for T).
83
Examples Zero Transformation from Rn to Rm
If 0 is the mn zero matrix and 0 is the zero vector in Rn, then for every vector x in Rn
T0(x) = 0x = 0 So multiplication by zero maps every vector in Rn
into the zero vector in Rm. We call T0 the zero transformation from Rn to Rm.
84
Examples Identity Operator on Rn
If I is the nn identity, then for every vector in Rn
TI(x) = Ix = x So multiplication by I maps every vector in Rn into
itself. We call TI the identity operator on Rn.
85
Projection Operators
In general, a projection operator (or more precisely an orthogonal projection operator) on R2 or R3 is any operator that maps each vector into its orthogonal projection on a line or plane through the origin.
The projection operators are linear.
86
Projection Operators
87
Projection Operators
88
Compositions of Linear Transformations
If TA : Rn Rk and TB : Rk Rm are linear transformations, then for each x in Rn one can first compute TA(x), which is a vector in Rk, and then one can compute TB(TA(x)), which is a vector in Rm.
Thus, the application of TA followed by TB produces a transformation from Rn to Rm.
89
Compositions of Linear Transformations
This transformation is called the composition of TB with TA and is denoted by TB ◦ TA. Thus
(TB ◦ TA)(x) = TB(TA(x)) The composition TB ◦ TA is linear since
(TB ◦ TA)(x) = TB(TA(x)) = B(Ax) = (BA)x The standard matrix for TB ◦ TA is BA. That is,
TB ◦ TA = TBA Multiplying matrices is equivalent to composing the
corresponding linear transformations in the right-to-left order of the factors.
90
Compositions of Three or More Linear Transformations
Consider the linear transformationsT1 : Rn Rk , T2 : Rk Rl , T3 : Rl Rm
We can define the composition (T3◦T2◦T1) : Rn Rm by
(T3◦T2◦T1)(x) : T3(T2(T1(x)))
91
Compositions of Three or More Linear Transformations
This composition is a linear transformation and the standard matrix for T3◦T2◦T1 is related to the standard matrices for T1,T2, and T3 by
[T3◦T2◦T1] = [T3][T2][T1] If the standard matrices for T1, T2, and T3 are denoted
by A, B, and C, respectively, then we also haveTC◦TB◦TA = TCBA
92
One-to-One Linear transformations
Definition A linear transformation T : Rn →Rm is said to be
one-to-one if T maps distinct vectors (points) in Rn into distinct vectors (points) in Rm
Remark: That is, for each vector w in the range of a one-
to-one linear transformation T, there is exactly one vector x such that T(x) = w.
93
Theorem 28 (Equivalent Statements)
If A is an nn matrix and TA : Rn Rn is multiplication by A, then the following statements are equivalent. A is invertible The range of TA is Rn
TA is one-to-one
94
Examples The rotation operator T : R2 R2 is one-to-
one The standard matrix for T is
[T] is not invertible since
cos sinsin cos
][
T
01sincoscos sinsin cos
det 22
95
Examples The projection operator T : R3 R3 is not
one-to-one The standard matrix for T is
[T] is invertible since det[T] = 0
0 0 00 1 00 0 1
][T
96
Inverse of a One-to-One Linear Operator
Suppose TA : Rn Rn is a one-to-one linear operator The matrix A is invertible. TA-1 : Rn Rn is itself a linear operator; it is called the inverse of TA. TA(TA-1(x)) = AA-1x = Ix = x and TA-1(TA (x)) = A-1Ax = Ix = x TA ◦ TA-1 = TAA-1 = TI and TA-1 ◦ TA = TA-1A = TI
97
Inverse of a One-to-One Linear Operator
If w is the image of x under TA, then TA-1
maps w back into x, sinceTA-1(w) = TA-1(TA (x)) = x
When a one-to-one linear operator on Rn is written as T : Rn Rn, then the inverse of the operator T is denoted by T-1.
Thus, by the standard matrix, we have [T-1]=[T]-1
98
Example Let T : R2 R2 be the operator that rotates each vector
in R2 through the angle :
Undo the effect of T means rotate each vector in R2 through the angle -.
cos sinsin cos
][T
99
Example This is exactly what the operator T-1 does: the
standard matrix T-1 is
The only difference is that the angle is replaced by -
)cos( )sin()sin( )cos(
cos sinsin cos
][][ 11
TT
100
Example Show that the linear operator T : R2 R2 defined by
the equationsw1= 2x1+ x2
w2 = 3x1+ 4x2
is one-to-one, and find T-1(w1,w2).
101
Example Solution:
2
1
2
1
4 31 2
xx
ww
4 31 2
][T
52
53
51
54
][][ 11 TT
21
21
2
1
2
11
52
53
51
54
52
53
51
54
][ww
ww
ww
ww
T
)52
53,
51
54 (),( 212121
1 wwwwwwT
102
Linearity Properties Theorem 28 (Properties of Linear
Transformations) A transformation T : Rn Rm is linear if and only if
the following relationships hold for all vectors u and v in Rn and every scalar c.
T(u + v) = T(u) + T(v) T(cu) = cT(u)
103
Linearity Properties Theorem 29
If T : Rn Rm is a linear transformation, and e1, e2, …, en are the standard basis vectors for Rn, then the standard matrix for T is
A = [T] = [T(e1) | T(e2) | … | T(en)]
104
Example (Standard Matrix for a Projection Operator)
Let l be the line in the xy-plane that passes through the origin and makes an angle with the positive x-axis, where 0 ≤ ≤ . Let T: R2 R2 be a linear operator that maps each vector into orthogonal projection on l.
Find the standard matrix for T. Find the orthogonal projection of
the vector x = (1,5) onto the line through the origin that makes an angle of = /6 with the positive x-axis.
105
Example The standard matrix for T can be written as
[T] = [T(e1) | T(e2)] Consider the case 0 /2.
||T(e1)|| = cos norm of T(e1)
||T(e2)|| = sin
cossincos
sin)(
cos)()(
2
1
11 e
ee
T
TT
2
2
22 sin
cossin
sin)(
cos)()(
e
ee
T
TT
2
2
sin cossin
cossin cos T
106
Example Since sin (/6) = 1/2 and cos (/6) = /2, it
follows from part (a) that the standard matrix for this projection operator is
Thus,
3
41 43
43 43][T
453
4353
51
41 43
43 4351
T
2
2
sin cossin
cossin cos T
107
Theorem 30 (Equivalent Statements)
If A is an nn matrix, and if TA : Rn Rn is multiplication by A, then the following are equivalent. A is invertible Ax = 0 has only the trivial solution The reduced row-echelon form of A is In
A is expressible as a product of elementary matrices
108
Theorem 30 (Equivalent Statements) Ax = b is consistent for every n1 matrix b Ax = b has exactly one solution for every n1
matrix b det(A) 0 The range of TA is Rn
TA is one-to-one
109
Example (Multiple Linear Regression)(1/3)
Given n vectors u1, u2, …,un, sampling from a population to fit the multiple regression,
that is, ii
imiii
iii
yxxx
whereni
YX
YXu211
,...,2,1
mm xxxy 22110
110
Example (Multiple Linear Regression)(2/3)
We then can name the following matrices:
and the ith residual
nnmn
m
m
y
yy
xx
xxxx
2
1
1
221
111
,
1
11
Y
X
XXX
X
n
3
2
1
m
jjijii xyr
1
^
111
Example (Multiple Linear Regression)(3/3)
The best fit is obtained when the sum of squared residuals is minimized. From the theory of linear least squares, the parameter estimators are found by solving the normal equations:
That is,
n
iij
n
i
m
kkikij yxxx
111 1
^
YXXXβ
YXβXX
TT^
T^
T
1
General Vector Spaces
113
Definition (Vector Space) Let V be an arbitrary nonempty set of
objects on which two operations are defined: Addition Multiplication by scalars
If the following axioms are satisfied by all objects u, v, w in V and all scalars k and l, then we call V a vector space and we call the objects in V vectors.
114
Definition (Vector Space)
1. If u and v are objects in V, then u + v is in V.2. u + v = v + u 3. u + (v + w) = (u + v) + w4. There is an object 0 in V, called a zero vector for V,
such that 0 + u = u + 0 = u for all u in V. 5. For each u in V, there is an object -u in V, called a
negative of u, such that u + (-u) = (-u) + u = 0.6. If k is any scalar and u is any object in V, then ku is
in V.
115
Definition (Vector Space)
7. k (u + v) = ku + kv 8. (k + l) u = ku + lu 9. k (lu) = (kl) (u)10. 1u = u
116
Remarks Depending on the application, scalars may be
real numbers or complex numbers. Vector spaces in which the scalars are complex
numbers are called complex vector spaces, and those in which the scalars must be real are called real vector spaces.
117
Remarks The definition of a vector space specifies
neither the nature of the vectors nor the operations. Any kind of object can be a vector, and the
operations of addition and scalar multiplication may not have any relationship or similarity to the standard vector operations on Rn.
The only requirement is that the ten vector space axioms be satisfied.
118
Example (Rn Is a Vector Space) The set V = Rn with the standard operations of
addition and scalar multiplication is a vector space.
Axioms 1 and 6 follow from the definitions of the standard operations on Rn; the remaining axioms follow from other Theorems
The three most important special cases of Rn are R (the real numbers), R2 (the vectors in the plane), and R3 (the vectors in 3-space).
119
Example (22 Matrices) Show that the set V of all 22 matrices with
real entries is a vector space if vector addition is defined to be matrix addition and vector scalar multiplication is defined to be matrix scalar multiplication.
120
Example (22 Matrices) Let and
To prove Axiom 1, we must show that u + v is an object in V; that is, we must show that u + v is a 22 matrix.
2221
1211
uuuu
u
2221
1211
vvvv
v
22222121
12121111
2221
1211
2221
1211
vuvuvuvu
vvvv
uuuu
vu
121
Example
Similarly, Axiom 6 hold because for any real number k we have
so that ku is a 22 matrix and consequently is an object in V.
Axioms 2 follows from Theorem 1.4.1a since
11 12 11 12
21 22 21 22
u u ku kuk k
u u ku ku
u
uvvu
2221
1211
2221
1211
2221
1211
2221
1211
uuuu
vvvv
vvvv
uuuu
122
Example
Similarly, Axiom 3 follows from part (b) of that theorem; and Axioms 7, 8, and 9 follow from part (h), (j), and (l), respectively.
123
Example To prove Axiom 4, let
Then
Similarly, u + 0 = u.
0000
0
uu0
2221
1211
2221
1211
0000
uuuu
uuuu
124
Example To prove Axiom 5, let
Then
Similarly, (-u) + u = 0. For Axiom 10, 1u = u.
2221
1211
uuuu
u
0uu
0000
)(2221
1211
2221
1211
uuuu
uuuu
125
Example (Vector Space of mn Matrices)
The previous example is a special case of a more general class of vector spaces.
The arguments in that example can be adapted to show that the set V of all mn matrices with real entries, together with the operations matrix addition and scalar multiplication, is a vector space.
126
Example (Vector Space of mn Matrices)
The mn zero matrix is the zero vector 0, and if u is the mn matrix U, then matrix –U is the negative –u of the vector u.
We shall denote this vector space by the symbol Mmn
130
Example (Not a Vector Space)
Let V = R2 and define addition and scalar multiplication operations as follows: If u = (u1, u2) and v = (v1, v2), then define
u + v = (u1 + v1, u2 + v2)and if k is any real number, then define
k u = (k u1, 0)
131
Example (Not a Vector Space)
There are values of u for which Axiom 10 fails to hold. For example, if u = (u1, u2) is such that u2 ≠ 0,then
1u = 1 (u1, u2) = (1 u1, 0) = (u1, 0) ≠ u Thus, V is not a vector space with the stated
operations.
132
Every Plane Through the Origin Is a Vector Space
Check all the axioms! Let V be any plane through the origin in R3. Since R3 itself
is a vector space, Axioms 2, 3, 7, 8, 9, and 10 hold for all points in R3 and consequently for all points in the plane V.
We need only show that Axioms 1, 4, 5, and 6 are satisfied.
133
Every Plane Through the Origin Is a Vector Space
Check all the axioms! Since the plane V passes through the origin, it has an
equation of the form ax + by + cz = 0. If u = (u1, u2, u3) and v = (v1, v2, v3) are points in V, then au1 + bu2 + cu3 = 0 and av1 + bv2 + cv3 = 0. Adding these equations gives a(u1 + v1) +b(u2 + v2) +c (u3 + v3) = 0.
Axiom 1: u + v = (u1 + v1, u2 + v2, u3 + v3); thus u + v lies in the plane V.
Axioms 5: Multiplying au1 + bu2 + cu3 = 0 through by -1 gives a(-u1) + b(-u2) + c(-u3) = 0 ; thus, -u = (-u1, -u2, -u3) lies in V.
134
The Zero Vector Space Let V consist of a signle object, which we
denote by 0, and define 0 + 0 = 0 and k 0 = 0 for all scalars k.
We called this the zero vector space.
135
Theorem 31 Let V be a vector space, u be a vector in V,
and k a scalar; then: 0 u = 0 k 0 = 0 (-1) u = -u If k u = 0 , then k = 0 or u = 0.
136
Subspaces Definition
A subset W of a vector space V is called a subspace of V if W is itself a vector space under the addition and scalar multiplication defined on V.
Theorem 32 If W is a set of one or more vectors from a vector
space V, then W is a subspace of V if and only if the following conditions hold:
a)If u and v are vectors in W, then u + v is in W.b)If k is any scalar and u is any vector in W , then ku is in
W.
137
Subspaces Remark
Theorem 32 states that W is a subspace of V if and only if W is a closed under addition (condition (a)) and closed under scalar multiplication (condition (b)).
138
Example Let W be any plane through
the origin and let u and v be any vectors in W. u + v must lie in W since it is
the diagonal of the parallelogram determined by u and v, and k u must line in W for any scalar k since k u lies on a line through u.
139
Example Thus, W is closed under
addition and scalar multiplication, so it is a subspace of R3.
140
Example A line through the origin of R3 is a subspace
of R3. Let W be a line through the origin of R3.
141
Example (Not a Subspace)
Let W be the set of all points (x, y) in R2 such that x 0 and y 0. These are the points in the first quadrant.
142
Example (Not a Subspace)
The set W is not a subspace of R2 since it is not closed under scalar multiplication.
For example, v = (1, 1) lines in W, but its negative (-1)v = -v = (-1, -1) does not.
143
Remarks
Every nonzero vector space V has at least two subspace: V itself is a subspace, and the set {0} consisting of just the zero vector in V is a subspace called the zero subspace.
Think about “set” and “empty set”!
144
Remarks
Examples of subspaces of R2 and R3: Subspaces of R2:
{0} Lines through the origin R2
Subspaces of R3: {0} Lines through the origin Planes through origin R3
They are actually the only subspaces of R2 and R3
Think about “set” and “empty set”!
148
Solution Space Solution Space of Homogeneous Systems
If Ax = b is a system of the linear equations, then each vector x that satisfies this equation is called a solution vector of the system.
Theorem 33 shows that the solution vectors of a homogeneous linear system form a vector space, which we shall call the solution space of the system.
149
Solution Space Theorem 33
If Ax = 0 is a homogeneous linear system of m equations in n unknowns, then the set of solution vectors is a subspace of Rn.
150
Example Find the solution spaces of the linear systems.
Each of these systems has three unknowns, so the solutions form subspaces of R3.
Geometrically, each solution space must be a line through the origin, a plane through the origin, the origin only, or all of R3.
0 00 00 0
000
x xy yz z
xyz
1 -2 3 1 -2 3(a) 2 - 4 6 (b) -3 7 8
3 -6 9 -2 4 -61 -23 0 00
(c) -3 7 -8 (d) 0 0 4 1 2 0 0
000
xyz
0 0
151
Example Solution.(a) x = 2s - 3t, y = s, z = t x = 2y - 3z or x – 2y + 3z = 0This is the equation of the plane through the origin with n = (1, -2, 3) as a normal vector.(b) x = -5t , y = -t, z =twhich are parametric equations for the line through the origin
parallel to the vector v = (-5, -1, 1).(c) The solution is x = 0, y = 0, z = 0, so the solution space is the
origin only, that is {0}.(d) The solution are x = r , y = s, z = t, where r, s, and t have
arbitrary values, so the solution space is all of R3.
152
Linear Combination Definition
A vector w is a linear combination of the vectors v1, v2,…, vr if it can be expressed in the form w = k1v1 + k2v2 + · · · + kr vr where k1, k2, …, kr are scalars.
153
Linear Combination Vectors in R3 are linear combinations of i, j, and k
Every vector v = (a, b, c) in R3 is expressible as a linear combination of the standard basis vectors
i = (1, 0, 0), j = (0, 1, 0), k = (0, 0, 1)since
v = a(1, 0, 0) + b(0, 1, 0) + c(0, 0, 1) = a i + b j + c k
158
Linear Combination and Spanning
Theorem 34 If v1, v2, …, vr are vectors in a vector space V,
then: The set W of all linear combinations of v1, v2,
…, vr is a subspace of V. W is the smallest subspace of V that contain v1,
v2, …, vr in the sense that every other subspace of V that contain v1, v2, …, vr must contain W.
159
Linear Combination and Spanning
Definition If S = {v1, v2, …, vr} is a set of vectors in a vector
space V, then the subspace W of V containing of all linear combination of these vectors in S is called the space spanned by v1, v2, …, vr, and we say that the vectors v1, v2, …, vr span W.
To indicate that W is the space spanned by the vectors in the set S = {v1, v2, …, vr}, we write W = span(S) or W = span{v1, v2, …, vr}.
160
Example If v1 and v2 are non-collinear vectors in R3 with their
initial points at the origin, then span{v1, v2}, which consists of all linear combinations k1v1 + k2v2 is the plane determined by v1 and v2.
161
Example Similarly, if v is a nonzero vector in R2 and R3, then
span{v}, which is the set of all scalar multiples kv, is the linear determined by v.
162
Example
Determine whether v1 = (1, 1, 2), v2 = (1, 0, 1), and v3 = (2, 1, 3) span the vector space R3.
163
Example Solution
Is it possible that an arbitrary vector b = (b1, b2, b3) in R3 can be expressed as a linear combination b = k1v1 + k2v2 + k3v3 ?
b = (b1, b2, b3) = k1(1, 1, 3) + k2(1, 0, 1) + k3(2, 1, 3) = (k1+k2+2k3, k1+k3, 2k1+k2+3k3) or
k1 + k2 + 2k3 = b1
k1 + k3 = b2
2k1 + k2 + 3 k3 = b3
164
Example Solution
This system is consistent for all values of b1, b2, and b3 if and only if the coefficient matrix
has a nonzero determinant.
However, det(A) = 0, so that v1, v2, and v3, do not span R3.
1 1 21 0 12 1 3
A
165
Theorem 35
If S = {v1, v2, …, vr} and S = {w1, w2, …, wr} are two sets of vector in a vector space V, then span{v1, v2, …, vr} = span{w1, w2, …, wr} if and only if each vector in S is a linear combination of these in S and each vector in S is a linear combination of these in S.
166
Linearly Dependent & Independent Definition
If S = {v1, v2, …, vr} is a nonempty set of vector, then the vector equation k1v1 + k2v2 + … + krvr = 0 has at least one solution, namely k1 = 0, k2 = 0, … , kr = 0.
If this the only solution, then S is called a linearly independent set. If there are other solutions, then S is called a linearly dependent set.
167
Linearly Dependent & Independent Examples
If v1 = (2, -1, 0, 3), v2 = (1, 2, 5, -1), and v3 = (7, -1, 5, 8).
Then the set of vectors S = {v1, v2, v3} is linearly dependent, since 3v1 + v2 – v3 = 0.
168
Example Let i = (1, 0, 0), j = (0, 1, 0), and k = (0, 0, 1) in R3.
Consider the equation k1i + k2j + k3k = 0 k1(1, 0, 0) + k2(0, 1, 0) + k3(0, 0, 1) = (0, 0, 0) (k1, k2, k3) = (0, 0, 0) The set S = {i, j, k} is linearly independent.
Similarly the vectors e1 = (1, 0, 0, …,0), e2 = (0, 1, 0, …, 0),
…, en = (0, 0, 0, …, 1) form a linearly independent set in Rn.
169
Example Remark:
To check whether a set of vectors is linear independent or not, write down the linear combination of the vectors and see if their coefficients all equal zero.
170
Example Determine whether the vectors
v1 = (1, -2, 3), v2 = (5, 6, -1), v3 = (3, 2, 1) form a linearly dependent set or a linearly independent set.
171
Example Solution
Let the vector equation k1v1 + k2v2 + k3v3 = 0 k1(1, -2, 3) + k2(5, 6, -1) + k3(3, 2, 1) = (0, 0, 0) k1 + 5k2 + 3k3 = 0 -2k1 + 6k2 + 2k3 = 0
3k1 – k2 + k3 = 0
det(A) = 0 The system has nontrivial solutions v1,v2, and v3 form a linearly dependent set
172
Theorems
Theorem 36 A set with two or more vectors is:
Linearly dependent if and only if at least one of the vectors in S is expressible as a linear combination of the other vectors in S.
Linearly independent if and only if no vector in S is expressible as a linear combination of the other vectors in S.
173
Theorems Theorem 37
A finite set of vectors that contains the zero vector is linearly dependent.
A set with exactly two vectors is linearly independently if and only if neither vector is a scalar multiple of the other.
174
Theorems Theorem 38
Let S = {v1, v2, …, vr} be a set of vectors in Rn. If r > n, then S is linearly dependent.
178
Geometric Interpretation of Linear Independence
In R2 and R3, a set of two vectors is linearly independent if and only if the vectors do not lie on the same line when they are placed with their initial points at the origin.
In R3, a set of three vectors is linearly independent if and only if the vectors do not lie in the same plane when they are placed with their initial points at the origin.
182
Basis
Definition If V is any vector space and S = {v1, v2, …,vn}
is a set of vectors in V, then S is called a basis for V if the following two conditions hold:
S is linearly independent. S spans V.
183
Basis Theorem 39 (Uniqueness of Basis
Representation) If S = {v1, v2, …,vn} is a basis for a vector space
V, then every vector v in V can be expressed in the form
v = c1v1 + c2v2 + … + cnvn
in exactly one way.
184
Coordinates Relative to a Basis If S = {v1, v2, …, vn} is a basis for a vector space V,
andv = c1v1 + c2v2 + ··· + cnvn
is the expression for a vector v in terms of the basis S, then the scalars c1, c2, …, cn, are called the coordinates of v relative to the basis S.
The vector (c1, c2, …, cn) in Rn constructed from these coordinates is called the coordinate vector of v relative to S; it is denoted by
(v)S = (c1, c2, …, cn)
185
Coordinates Relative to a Basis Remark:
Coordinate vectors depend not only on the basis S but also on the order in which the basis vectors are written.
A change in the order of the basis vectors results in a corresponding change of order for the entries in the coordinate vector.
186
Example (Standard Basis for R3) Suppose that i = (1, 0, 0), j = (0, 1, 0), and k = (0,
0, 1), then S = {i, j, k} is a linearly independent set in R3.
This set also spans R3 since any vector v = (a, b, c) in R3 can be written as
v = (a, b, c) = a(1, 0, 0) + b(0, 1, 0) + c(0, 0, 1) = ai + bj + ck
187
Example (Standard Basis for R3) Thus, S is a basis for R3; it is called the standard
basis for R3.
Looking at the coefficients of i, j, and k, it follows that the coordinates of v relative to the standard basis are a, b, and c, so(v)S = (a, b, c)
Comparing this result to v = (a, b, c), we havev = (v)S
188
Standard Basis for Rn
If e1 = (1, 0, 0, …, 0), e2 = (0, 1, 0, …, 0), …, en = (0, 0, 0, …, 1), then
S = {e1, e2, …, en} is a linearly independent set in Rn.
This set also spans Rn since any vector v = (v1, v2, …, vn) in Rn can be written as
v = v1e1 + v2e2 + … + vnen Thus, S is a basis for Rn; it is called the standard
basis for Rn.
189
Standard Basis for Rn
The coordinates of v = (v1, v2, …, vn) relative to the standard basis are v1, v2, …, vn, thus
(v)S = (v1, v2, …, vn) As the previous example, we have v = (v)s, so a
vector v and its coordinate vector relative to the standard basis for Rn are the same.
190
Example
Let v1 = (1, 2, 1), v2 = (2, 9, 0), and v3 = (3, 3, 4). Show that the set S = {v1, v2, v3} is a basis for R3.
191
Example
Solution: To show that the set S spans R3, we must show that an arbitrary
vector b = (b1, b2, b3)
can be expressed as a linear combination b = c1v1 + c2v2 + c3v3
of the vectors in S. Let (b1, b2, b3) = c1(1, 2, 1) + c2(2, 9, 0) + c3(3, 3, 4)
c1 +2c2 +3c3 = b1
2c1+9c2 +3c3 = b2
c1 +4c3 = b3 det(A) 0 S is a basis for R3
192
Example (Representing a Vector Using Two Bases)
Let S = {v1, v2, v3} be the basis for R3 in the preceding example. Find the coordinate vector of v = (5, -1, 9) with
respect to S. Find the vector v in R3 whose coordinate vector with
respect to the basis S is (v)s = (-1, 3, 2).
193
Example (Representing a Vector Using Two Bases)
Solution (a) We must find scalars c1, c2, c3 such that v = c1v1 + c2v2
+ c3v3, or, in terms of components, (5, -1, 9) = c1(1, 2, 1) + c2(2, 9, 0) + c3(3, 3, 4)
Solving this, we obtaining c1 = 1, c2 = -1, c3 = 2. Therefore, (v)s = (1, -1, 2).
Solution (b) Using the definition of the coordinate vector (v)s, we
obtain v = (-1)v1 + 3v2 + 2v3 = (11, 31, 7).
194
Standard Basis for Pn
S = {1, x, x2, …, xn} is a basis for the vector space Pn of polynomials of the form a0 + a1x + … + anxn. The set S is called the standard basis for Pn.Find the coordinate vector of the polynomial p = a0 + a1x + a2x2 relative to the basis S = {1, x, x2} for P2 .
195
Standard Basis for Pn
Solution: The coordinates of p = a0 + a1x + a2x2 are the
scalar coefficients of the basis vectors 1, x, and x2, so
(p)s=(a0, a1, a2).
196
Standard Basis for Mmn
Let
The set S = {M1, M2, M3, M4} is a basis for the vector space M22 of 2×2 matrices.
To see that S spans M22, note that an arbitrary vector (matrix) can be written as
1 2 3 4
1 0 0 1 0 0 0 0, , ,
0 0 0 0 1 0 0 1M M M M
a bc d
43211000
0100
0010
0001
dMcMbMaMdcbadcba
197
Standard Basis for Mmn
To see that S is linearly independent, assume aM1 + bM2 + cM3 + dM4 = 0. It follows that
Thus, a = b = c = d = 0, so S is lin. indep.
The basis S is called the standard basis for M22. More generally, the standard basis for Mmn consists
of the mn different matrices with a single 1 and zeros for the remaining entries.
0000
dcba
198
Basis for the Subspace span(S) If S = {v1, v2, …,vn} is a linearly
independent set in a vector space V, then S is a basis for the subspace span(S) since the set S span span(S) by definition of span(S).
199
Finite-Dimensional Definition
A nonzero vector V is called finite-dimensional if it contains a finite set of vector {v1, v2, …,vn} that forms a basis. If no such set exists, V is called infinite-dimensional. In addition, we shall regard the zero vector space to be finite-dimensional.
200
Finite-Dimensional Example
The vector spaces Rn, Pn, and Mmn are finite-dimensional.
The vector spaces F(-, ), C(- , ), Cm(- , ), and C∞(- , ) are infinite-dimensional.
201
Theorems Theorem 40
Let V be a finite-dimensional vector space and {v1, v2, …,vn} any basis.
If a set has more than n vector, then it is linearly dependent.
If a set has fewer than n vector, then it does not span V.
202
Theorems Theorem 41
All bases for a finite-dimensional vector space have the same number of vectors.
203
Dimension
Definition The dimension of a finite-dimensional vector
space V, denoted by dim(V), is defined to be the number of vectors in a basis for V.
We define the zero vector space to have dimension zero.
204
Dimension
Dimensions of Some Vector Spaces: dim(Rn) = n [The standard basis has n vectors] dim(Pn) = n + 1 [The standard basis has n + 1
vectors] dim(Mmn) = mn [The standard basis has mn
vectors]
205
Example Determine a basis for and the dimension of
the solution space of the homogeneous system
2x1 + 2x2 – x3 + x5 = 0-x1 + x2 + 2x3 – 3x4 + x5 = 0x1 + x2 – 2x3 – x5 = 0 x3+ x4 + x5 = 0
206
Example Solution:
The general solution of the given system is x1 = -s-t, x2 = s,x3 = -t, x4 = 0, x5 = t
Therefore, the solution vectors can be written as
101
01
00011
0
5
4
3
2
1
ts
t
ts
ts
xxxxx
207
Example Which shows that the vectors
span the solution space. Since they are also linearly independent, {v1,
v2} is a basis , and the solution space is two-dimensional.
101
01
and
00011
21 vv
208
Theorems Theorem 42 (Plus/Minus Theorem)
Let S be a nonempty set of vectors in a vector space V.
If S is a linearly independent set, and if v is a vector in V that is outside of span(S), then the set S {v} that results by inserting v into S is still linearly independent.
If v is a vector in S that is expressible as a linear combination of other vectors in S, and if S – {v} denotes the set obtained by removing v from S, then S and S – {v} span the same space; that is, span(S) = span(S – {v})
209
Theorems Theorem 43
If V is an n-dimensional vector space, and if S is a set in V with exactly n vectors, then S is a basis for V if either S spans V or S is linearly independent.
210
Example Show that v1 = (-3, 7) and v2 = (5, 5) form a basis for
R2 by inspection. Solution:
Neither vector is a scalar multiple of the other The two vectors form a linear independent set in the 2-D space R2
The two vectors form a basis by Theorem 5.4.5.
211
Example Show that v1 = (2, 0, 1) , v2 = (4, 0, 7), v3 = (-1, 1, 4)
form a basis for R3 by inspection. Solution:
The vectors v1 and v2 form a linearly independent set in the xz-plane.
The vector v3 is outside of the xz-plane, so the set {v1, v2 , v3} is also linearly independent.
Since R3 is three-dimensional, Theorem 5.4.5 implies that {v1, v2 , v3} is a basis for R3.
212
Theorems Theorem 44
Let S be a finite set of vectors in a finite-dimensional vector space V.
If S spans V but is not a basis for V, then S can be reduced to a basis for V by removing appropriate vectors from S.
If S is a linearly independent set that is not already a basis for V, then S can be enlarged to a basis for V by inserting appropriate vectors into S.
213
Theorems Theorem 45
If W is a subspace of a finite-dimensional vector space V, then dim(W) dim(V).
If dim(W) = dim(V), then W = V.
214
Definition For an mn matrix
the vectors
in Rn formed form the rows of A are called the row vectors of A, and the vectors
in Rm formed from the columns of A are called the column vectors of A.
mnmm
n
n
aaa
aaaaaa
A
21
22221
11211
][
][][
21
222212
112111
mnmmm
n
n
aaa
aaaaaa
r
rr
mn
n
n
n
mm a
aa
a
aa
a
aa
2
1
2
22
12
2
1
21
11
1 ,,, ccc
215
Example Let
The row vectors of A arer1 = [2 1 0] and r2 = [3 -1 4]
and the column vectors of A are
2 1 03 1 4
A
2 1 0, , and
3 1 4
1 2 3c c c
216
Row Space and Column Space Definition
If A is an mn matrix, then the subspace of Rn spanned by the row vectors of A is called the row space of A, and the subspace of Rm spanned by the column vectors is called the column space of A.
The solution space of the homogeneous system of equation Ax = 0, which is a subspace of Rn, is called the nullspace of A.
mnmm
n
n
nm
aaa
aaaaaa
A
21
22221
11211
mn
n
n
n
mm a
aa
a
aa
a
aa
2
1
2
22
12
2
1
21
11
1 ,,, ccc
217
Row Space and Column Space Theorem 46
A system of linear equations Ax = b is consistent if and only if b is in the column space of A.
218
Example Let Ax = b be the linear system
Show that b is in the column space of A, and express b as a linear combination of the column vectors of A.
1
2
3
1 3 2 11 2 3 92 1 2 3
xxx
219
Example Solution:
Solving the system by Gaussian elimination yields x1 = 2, x2 = -1, x3 = 3
Since the system is consistent, b is in the column space of A.
Moreover, it follows that1 3 2 1
2 1 2 3 3 92 1 2 3
220
General and Particular Solutions
Theorem 47 If x0 denotes any single solution of a consistent
linear system Ax = b, and if v1, v2, …, vk form a basis for the nullspace of A, (that is, the solution space of the homogeneous system Ax = 0), then every solution of Ax = b can be expressed in the form
x = x0 + c1v1 + c2v2 + · · · + ckvk
Conversely, for all choices of scalars c1, c2, …, ck the vector x in this formula is a solution of Ax = b.
221
General and Particular Solutions Remark
The vector x0 is called a particular solution of Ax = b.
The expression x0 + c1v1 + · · · + ckvk is called the general solution of Ax = b, the expression c1v1 + · · · + ckvk is called the general solution of Ax = 0.
The general solution of Ax = b is the sum of any particular solution of Ax = b and the general solution of Ax = 0.
222
Example (General Solution of Ax = b) The solution to the nonhomogeneous
system x1 + 3x2 – 2x3 + 2x5 = 02x1 + 6x2 – 5x3 – 2x4 + 4x5 – 3x6 = -1 5x3 + 10x4 + 15x6 = 52x1 + 5x2 + 8x4 + 4x5 + 18x6 = 6
is x1 = -3r - 4s - 2t, x2 = r, x3 = -2s, x4 = s, x5 = t, x6 = 1/3
223
Example (General Solution of Ax = b)
The result can be written in vector form as
which is the general solution. The vector x0 is a particular solution of
nonhomogeneous system, and the linear combination x is the general solution of the homogeneous system.
xx
010002
0012
04
000013
3/100000
3/1
2
243
0
6
5
4
3
2
1
tsr
ts
sr
tsr
xxxxxx
224
Example Find a basis for the nullspace of
2 2 1 0 11 1 2 3 1
1 1 2 0 10 0 1 1 1
A
225
Example Solution
The nullspace of A is the solution space of the homogeneous system2x1 + 2x2 – x3 + x5 = 0 -x1 – x2 – 2 x3 – 3x4 + x5 = 0 x1 + x2 – 2 x3 – x5 = 0 x3 + x4 + x5 = 0
In Example 10 of Section 5.4 we showed that the vectors
form a basis for the nullspace.
1 2
1 11 0
and 0 10 00 1
v v
226
Theorems Theorem 48
Elementary row operations do not change both the nullspace and row space of a matrix.
Theorem 49 If A and B are row equivalent matrices, then:
A given set of column vectors of A is linearly independent if and only if the corresponding column vectors of B are linearly independent.
A given set of column vectors of A forms a basis for the column space of A if and only if the corresponding column vectors of B form a basis for the column space of B.
227
Theorems Theorem 50
If a matrix R is in row echelon form, then the row vectors with the leading 1’s (i.e., the nonzero row vectors) form a basis for the row space of R, and the column vectors with the leading 1’s of the row vectors form a basis for the column space of R.
229
Example Find bases for the row and column spaces of
1 3 4 2 5 42 6 9 1 8 22 6 9 1 9 71 3 4 2 5 4
A
230
Example Solution:
Reducing A to row-echelon form we obtain
By Theorem 5.5.6 and 5.5.5(b), the row and column spaces are
r1 = [1 -3 4 -2 5 4]r2 = [0 0 1 3 -2 -6] and r3 = [0 0 0 0 1 5]
1 3 4 2 5 42 6 9 1 8 22 6 9 1 9 71 3 4 2 5 4
A
1 3 4 2 5 40 0 1 3 2 60 0 0 0 1 50 0 0 0 0 0
R
1 4 52 9 8
, , 2 9 91 4 5
1 3 5c c c
Note about the correspondence!
231
Example (Basis for a Vector Space Using Row Operations ) Find a basis for the space spanned by the vectors
v1= (1, -2, 0, 0, 3), v2 = (2, -5, -3, -2, 6), v3 = (0, 5, 15, 10, 0), v4 = (2, 6, 18, 8, 6).
232
Example (Basis for a Vector Space Using Row Operations )
Solution: (Write down the vectors as row vectors first!)
The nonzero row vectors in this matrix are w1= (1, -2, 0, 0, 3), w2 = (0, 1, 3, 2, 0), w3 = (0, 0, 1, 1, 0)
These vectors form a basis for the row space and consequently form a basis for the subspace of R5 spanned by v1, v2, v3, and v4.
1 2 0 0 32 5 3 2 60 5 15 10 02 6 18 8 6
1 2 0 0 30 1 3 2 00 0 1 1 00 0 0 0 0
233
Remarks Keeping in mind that A and R may have different
column spaces, we cannot find a basis for the column space of A directly from the column vectors of R.
However, it follows from Theorem 5.5.5b that if we can find a set of column vectors of R that forms a basis for the column space of R, then the corresponding column vectors of A will form a basis for the column space of A.
234
Remarks In the previous example, the basis vectors
obtained for the column space of A consisted of column vectors of A, but the basis vectors obtained for the row space of A were not all vectors of A.
Transpose of the matrix can be used to solve this problem.
235
Example (Basis for the Row Space of a Matrix ) Find a basis for the row space of
consisting entirely of row vectors from A.
1 2 0 0 32 5 3 2 60 5 15 10 02 6 18 8 6
A
236
Example (Basis for the Row Space of a Matrix )
Solution:
The column space of AT are
Thus, the row space of A arer1 = [1 -2 0 0 3]r2 = [2 -5 -3 -2 6]r3 = [2 6 18 8
6]
1 2 0 22 5 5 6
0 3 15 180 2 10 83 6 0 6
TA
1 2 0 20 1 5 100 0 0 10 0 0 00 0 0 0
1 2 22 5 6
, , and 0 3 180 2 83 6 6
1 2 4c c c
237
(a) Find a subset of the vectors v1 = (1, -2, 0, 3), v2 = (2, -5, -3, 6), v3 = (0, 1, 3, 0), v4 = (2, -1, 4, -7), v5 = (5, -8, 1, 2) that forms a basis for the space spanned by these vectors.
(b) Express each vector not in the basis as a linear combination of the basis vectors.
Example (Basis and Linear Combinations )
238
Solution (a):
Thus, {v1, v2, v4} is a basis for the column space of the matrix.
Example (Basis and Linear Combinations )
54321
270631433081152
52021
vvvvv
54321
00000110001011010201
wwwww
239
Example Solution (b):
We can express w3 as a linear combination of w1 and w2, express w5 as a linear combination of w1, w2, and w4 (Why?). By inspection, these linear combination are
w3 = 2w1 – w2
w5 = w1 + w2 + w4
240
Example We call these the dependency equations. The
corresponding relationships in the original vectors are
v3 = 2v1 – v2
v5 = v1 + v2 + v4
241
Four Fundamental Matrix Spaces Consider a matrix A and its transpose AT together, then
there are six vector spaces of interest: row space of A, row space of AT
column space of A, column space of AT
null space of A, null space of AT
However, the fundamental matrix spaces associated with A are row space of A, column space of A null space of A, null space of AT
242
Four Fundamental Matrix Spaces If A is an mn matrix, then the row space of A and
nullspace of A are subspaces of Rn and the column space of A and the nullspace of AT are subspace of Rm
What is the relationship between the dimensions of these four vector spaces?
243
Dimension and Rank(秩 ) Theorem 51
If A is any matrix, then the row space and column space of A have the same dimension.
Definition The common dimension of the row and column
space of a matrix A is called the rank of A and is denoted by rank(A); the dimension of the nullspace of a is called the nullity(零度 ) of A and is denoted by nullity(A).
244
Example (Rank and Nullity) Find the rank and nullity of the matrix
Solution: The reduced row-echelon form of A is
Since there are two nonzero rows, the row space and column space are both two-dimensional, so rank(A) = 2.
1 2 0 4 5 33 7 2 0 1 42 5 2 4 6 14 9 2 4 4 7
A
1 0 4 28 37 130 1 2 12 16 50 0 0 0 0 00 0 0 0 0 0
245
Example (Rank and Nullity) The corresponding system of equations will be
x1 – 4x3 – 28x4 – 37x5 + 13x6 = 0x2 – 2x3 – 12x4 – 16 x5+ 5 x6 = 0
246
Example (Rank and Nullity) It follows that the general solution of the
system isx1 = 4r + 28s + 37t – 13u,x2 = 2r + 12s + 16t – 5u,x3 = r, x4 = s, x5 = t, x6 = u
or
Thus, nullity(A) = 4.
1
2
3
4
5
6
4 28 37 132 12 16 51 0 0 00 1 0 00 0 1 00 0 0 1
xxx
r s t uxxx
247
Theorems Theorem 52
If A is any matrix, then rank(A) = rank(AT). Theorem 53 (Dimension Theorem for Matrices)
If A is a matrix with n columns, then rank(A) + nullity(A) = n.
248
Theorems Theorem 54
If A is an mn matrix, then: rank(A) = Number of leading variables in the solution of
Ax = 0. nullity(A) = Number of parameters in the general solution
of Ax = 0.
249
Example (Sum of Rank and Nullity)
The matrix
has 6 columns, so rank(A) + nullity(A) = 6 This is consistent with the previous example,
where we showed thatrank(A) = 2 and nullity(A) = 4
1 2 0 4 5 33 7 2 0 1 42 5 2 4 6 14 9 2 4 4 7
A
250
Example Find the number of parameters in the
general solution of Ax = 0 if A is a 57 matrix of rank 3.
Solution: nullity(A) = n – rank(A) = 7 – 3 = 4 Thus, there are four parameters.
251
Dimensions of Fundamental Spaces
Suppose that A is an mn matrix of rank r, then AT is an nm matrix of rank r by Theorem 5.6.2 nullity(A) = n – r, nullity(AT) = m – r by Theorem
5.6.3Fundamental Space DimensionRow space of A rColumn space of A rNullspace of A n – r Nullspace of AT m – r
252
Maximum Value for Rank
If A is an mn matrix The row vectors lie in Rn and the column vectors lie
in Rm. The row space of A is at most n-dimensional and the
column space is at most m-dimensional. Since the row and column space have the same
dimension (the rank A), we must conclude that if m n, then the rank of A is at most the smaller of the values of m or n.
That is, rank(A) min(m, n)
254
Theorems Theorem 55 (The Consistency Theorem)
If Ax = b is a linear system of m equations in n unknowns, then the following are equivalent.
Ax = b is consistent. b is in the column space of A. The coefficient matrix A and the augmented matrix [A | b]
have the same rank. Theorem 56
If Ax = b is a linear system of m equations in n unknowns, then the following are equivalent.
Ax = b is consistent for every m1 matrix b. The column vectors of A span Rm. rank(A) = m.
255
Overdetermined System A linear system with more equations than
unknowns is called an overdetermined linear system.
If Ax = b is an overdetermined linear system of m equations in n unknowns (so that m > n), then the column vectors of A cannot span Rm.
Thus, the overdetermined linear system Ax = b cannot be consistent for every possible b.
258
Theorems Theorem 57
If Ax = b is consistent linear system of m equations in n unknowns, and if A has rank r, then the general solution of the system contains n – r parameters.
Theorem 58 If A is an mn matrix, then the following are
equivalent. Ax = 0 has only the trivial solution. The column vectors of A are linearly independent. Ax = b has at most one solution (0 or 1) for every m1
matrix b.
260
Theorem 59 (Equivalent Statements) If A is an mn matrix, and if TA : Rn Rn is
multiplication by A, then the following are equivalent: A is invertible. Ax = 0 has only the trivial solution. The reduced row-echelon form of A is In. A is expressible as a product of elementary
matrices. Ax = b is consistent for every n1 matrix b. Ax = b has exactly one solution for every n1
matrix b.
261
Theorem 60 (Equivalent Statements)
The range of TA is Rn. TA is one-to-one. The column vectors of A are linearly independent. The row vectors of A are linearly independent. The column vectors of A span Rn. The row vectors of A span Rn. The column vectors of A form a basis for Rn. The row vectors of A form a basis for Rn. A has rank n. A has nullity 0.