Advanced Linear Algebra Notes
June 2022 edits: I wrote this page 2 years during my Advanced Linear Algebra course at Penn ago and gave gotten much better at math, exposition, and math typesetting since then. I am slowly working through it to make it more readable
Composition of Linear Maps
Recall that if \(X,Y,Z\) are all sets, and \(f: X \mapsto Y\) and \(g: Y \mapsto Z\) if we have a mapping \(f\) from \(X\) to \(Y\) and a mapping $g$ from $Y$ to $Z$, we can form a composite map:
-
$(g \circ f): X \mapsto Z$ that is defined by $g \circ f = g(f(x)) \) for all \( x \in X \)
- we already used the notion of composition to define invertible/bijective maps of sets.
- composition also preserves the property of maps being linear!! verycool we state it formally and prove it:
- Claim: The composition of two linear maps is also linear. Let U, V, W be \( \mathbb{F} \) vector spaces.
- Let these be linear maps:
- \( T: U \mapsto V \) and \( S: V \mapsto W \)
- the compositon of these is also linear:
- \( S \circ T : U \mapsto W \)
- proof: Let \( x,y \in V \), \( c \in K \). Then:
- \( S \circ T(x+y) = S(T(x+y)) = S(T(x) + T(y)) = S(T(y)) + S(T(y)) = S \circ T(x) + S \circ T(y) \)
- also, \( S \circ T(cx) = S(T(cx)) = S(cT(x)) = cS(T(x)) = cS \circ T(x) \)
- QED
- Thus the operation of compositions gives yet another way of constructing new linear maps out of known ones.
- Under our dictionary that uses bases to convert linear maps to matrices and matrices back to linear maps (QUESTION: lets see an example)
- => the natural operations on linear maps that produce new linear maps just become the natural operations of matrices (that produce new matrices?)
- Theorem: Let U, V, W, be \( \mathbb{F} \) -vector spaces with bases:
- \( \mathbb{E} = { e_{1},…….,e_{n} } \subset U \)
- \( \mathbb{F} = { f_{1},…….,f_{n} } \subset V \)
- \( \mathbb{G} = { g_{1},…….,g_{n} } \subset W \)
- (1) : If \( T_{1}: U \mapsto V, T_{2}: U \mapsto V \) are linear mappings, \( c \in \mathbb{F} \)
- and \( A_{1}, A_{2} \in Mat_{mxn}\mathbb{F}\) are matrices of \( T_{1}, T_{2} \) in the bases \( \mathbb{E}, \mathbb{F} \)
- then matrices of :
- \( T_{1} + T_{2}: U \mapsto V \) == \( A_{1} + A_{2} \)
- \( cT_{1}: U \mapsto V \) == \( cA_{1} \)
- in our bases \( \mathbb{E} \) and \( \mathbb{F} \)
- (2) : (Linear mapping composition corresponds to matrix multiplcation): if \( T: U \mapsto V \) and \( S: V \mapsto W \) are linear mappings and
- T has an (m x n) matrix A with bases E (from U) and F (from V) [bases from domain and codomain]
- S has a (k x m) matrix B with bases F (from V) and G (from W) [bases from domain and codomain]
- Then \( S \circ T \) has an (k x n) matrix B*A in the bases E (from domain U) and G (from codomain W)
- proof:
- (1) follows from the definition of the matrix of a linear map
- (2) Consider the linear map \( f:= S \circ T: U \mapsto W \) and let C be the matrix of of that operator \( S \circ T \) in the bases E (from domain U) and G (from codomain W)
- every entry of C \( c_{pq} \) is given by:
- \( c_{qp} = \) the q-th coordinate of the vector \( f_{e_{p}} \) in the basis \( \mathbb{G} = (g_{1}…g_{n}) \)
- we can actually compute each entry \( c_{qp} = f_{e_{p}} \) directly:
- \( f_{e_{p}} = S \circ T(e_{p}) \)
- = \( S(T(e_{p})) \)
- = \( S(A_{1p}f_{1} +…+ A_{mp}f_{m}) \) QUESTION: where does m come from?
- = \( \sum_{r=1}^{m} A_{rp} (S_{f_{r}}) \)
- = \( \sum_{r=1}^{m} A_{rp} (\sum_{q=1}^{k} B_{qr} g_{q})\)
- = \( \sum _{1}^{m} (\sum_{1}^{m} B_{qr}A_{rp}) g_q{} \)
- so we have \( c_{qp} = \sum_{1}^{m} B_{qr}A_{rp} \)
- = (row q of B)(column p of A) = \( (BA)_{qp} \)
- Example 1 : (General Reflections)
- Let \( L \in \mathbb(R)^{2}\) be any line through the origin and let the transformaition \(s_{L} : R^{2} \mapsto R^{2}\) be the reflection across L
- so \(s_{L}\) send a point in R^{2} to its mirrror image, where them mirror is L
- Claim : \(s_{L}\) is a linear map.
- proof: you can prove this directly using difficult geometric constructions, or you can use the fact that compositions of linear maps are linear:
- S1: show that the reflection across the x-axis is linear:
- \(s = s_{x-axis} : \mathbb{R^{2} \mapsto \mathbb{R^{2}}}\)
- \s(x, y)^{t} = (x -y)^{t}\) for all vectors x,y
- reflection over x axis matrix ==
- A = \(
\begin{bmatrix}
1 & 0 \
0 & -1 \
\end{bmatrix}
\)
- S2: notice that reflection across L can be viewed as a composition of three linear maps:
-
- rotate the plane so that L becomes the x-axis
-
- reflect the plane across the x axis
-
- rotate the plane so that x-axis becomes L
-
- each of these is linear, so \(s_{L}\) is linear.
- S3: in concrete terms, \(\theta : \) measured in radians, counter closckwise direction, Then,
- \(s_{L} = rot_{\theta} \circ s \circ rot_{-\theta}\)
- use the previous theorem, and we can get matrices for these transformations:
- \(A_{rot_{\theta}}\) = \(
\begin{bmatrix}
cos(\theta) & -sin(\theta) \
sin(\theta) & cos(\theta) \
\end{bmatrix}
\) - \(A_{rot_{\theta}}\) = \(
\begin{bmatrix}
cos(\theta) & sin(\theta) \
-sin(\theta) & cos(\theta) \
\end{bmatrix}
\) QUESTION + \(A_{s}\) = reflection over x axis matrix - EXERCISE: derive these matrices
- and so \(A_{s_{L}}\) = multiplication/composition of the three: = \(
\begin{bmatrix}
cos(2\theta) & sin(2\theta) \
sin(2\theta) & -cos(2\theta) \
\end{bmatrix}
\)
- EXERCISE: Compute the matrix of the reflection over the line L with respect to the line L: y =7x in the standard basis of \(R^{2}\)
Properties of Compsition of Linear Maps
(1): if \(T \in L(V,W)\) and \(S \in L(U,V)\) - then \(T \circ S \in L(U,W)\)
- (2) Composition is a linear map in each argument. if
- \( S \in L(U,V) \)
- then the map \( S \circ (-): L(V,W) \mapsto L(U,W) \) is a linear map between the two vector spaces L(V,W), L(U,V)
- example: if \(a, b \in \mathbb{F}\), \(T_{1}, T_{2} \in L(V,W)\)
- then \(S \circ (aT_{a} + b_{T_{2}})\)
- = \( aS \circ T_{1} + bS \circ T_{2} \).
- check: we can check this directly! just check both sides are equal to the same thing when evaluated on any vect \(u \in U\) (because U is domain of S? That’s where we start)
- from the definition of addition and scaling in the vector space of linear maps, here it is!
- = \(S \circ (aT_{1}+bT_{2})(u)\)
- = \(S \circ ((aT_{1}+bT_{2})(u))\)
- = \(S \circ (aT_{1}(u) + bT_{2}(u))\)
- = \( aS(T_{1}(u)) + bS(T_{2}(u))) \)
- = \( a S \circ T_{1}(u) + b S \circ T_{2}(u)\)
- QED
- QUESTION: CHECK WHETHER LINEAR MAPS IN QUESTION ARE CORRECT: THEY MIGHT BE FLIPPED IN THE NOTES! for this next one too
- similarly: \(T \in L(V,W)\), check directly that \((-) \circ T : L(U,V) \mapsto L(U,W)\) is linear
- because \((aS_{1} + bS_{2}) \circ T = aS_{1} \circ T + b S_{2} \circ T\) for all a,b scalars and \(S_{1}, S_{2} \in L(U,V)\)
- (3): Inverse maps of linear maps are linear.
- Suppose \(T: V \mapsto W\) is al inear map which is bijective (is invertible as a map of sets + is injective and surjective + is one to one and onto)
- consider the inverse map \(T_{-1}: W \mapsto V\),
- then \(T_{-1}\) is also linear.
- proof: let \(y_{1}, y_{2} \in W\) - the domain of inverse map, let \(a_{1}, a_{2} be two scalars in \mathbb{F}\)
- WTS: \( T_{-1}(a_{1}y_{1} + a_{2}y_{2}) = a_{1}T^{-1}(y_{1}) + a_{2}T^{-1}(y_{2}) \)
- assign some names: \( x_{1} = T^{-1}(y_{1}) \in V \) and \(x_{2} = T^{-1}(y_{2}) \in V \) - V =codomain of \(T^{-1}\)
- then the RHS \( a_{1}T^{-1}(y_{1}) + a_{2}T^{-1}(y_{2}) \) is equal to \(a_{1}x_{1} + a_{2}x_{2} \in V\)
- Let’s evaluate the original map T on this vector. Remember T is linear and we get:
- \( T(a_{1}x_{1} + a_{2}x_{2}) = a_{1}T(x_{1}) + a_{2}T(x_{2}) \)
- = \( a_{1}T \circ T^{-1}(y_{1}) + a_{2}T \circ T^{-1}(y_{2})\)
- = \( a_{1}y_{1} + a_{2}y_{2} \)
- Thus, \(T(a_{1}x_{1} + a_{2}x_{2}) = a_{1}y_{1} + a_{2}y_{2}\)
- Now let’s evaluate \(T^{-1}\) on both sides of this identity. Literally just:
- \(T^{-1} \circ T(a_{1}x_{1} + a_{2}x_{2})\) = \( T^{-1} (a_{1}y_{1} + a_{2}y_{2})\)
- => \( a_{1}x_{1} + a_{2}x_{2}\) = \( T^{-1} (a_{1}y_{1} + a_{2}y_{2})\)
- \( a_{1}T^{-1}(y_{1}) + a_{2}T^{-1}(y_{2})\) = \( T^{-1} (a_{1}y_{1} + a_{2}y_{2})\)
- we have shown the linearity of the inverse map \(T^{-1}\)
- isomorphism (def): the linear map \(T : V \mapsto W\) is an isomorphism if there exists a linear map \(S: W \mapsto V\) s.t \(S \circ T = id_{v}\) and \(T \circ S = id_{v}\) (also think about corresponding definition in terms of matrices)more info
- note: we checked above that a linear map is an isomorphism iff it is a bijection
- note: we also checked that the inverse linear map is simply the inverse set theoretic map.
- isomorphism (def): two vector spaces V,W over \(\mathbb{F}\) are isomorphic if there exists a linear map \(T: V \mapsto W\) which is an isomorphism (so if it is bijective).
- isomorphic means “has same shape”. useful for turning undamiliar algebraic objects into familiar ones, making them easier to work with.
- note: as with sets we will not distinguish isomorphic (vector) spaces.
- the rational is tht using the isomorphism and its inverse we can transport any property of V to W and back again
- these preperties and feauees that only involce teh addition and scaling of vectors are matched in V and W via the isomorphism and its inverse.
- Examples of Isomorphisms and Isomorphic Spaces:
- more examples
- Example (1): (iso that sends linear combination vector to its coordinates and back)If V is a finite dimensional vector space over \(\mathbb{F}\)
- then every choice of a basis \(\mathbb{B} = \{ b_{1},..,b_{n} \}\) gives you an isomorphism, namely: \( [-]_{\mathbb{B}} : V \mapsto \mathbb{F} ^{n}\) between V and coordinate n space
- so what does this map do?
- \([-]_{\mathbb{B}}\) assigns to each \( v \in V\) the column vector of its coordinates in the basis \(\mathbb{B}\)
- what this means is that each \( v \in V\) has a unique representation as \(v = \sum_{i=1}^{n} x_{i}b_{i}\) with \( (x_{1},..,x_{n}) \in V, b_{1}…b_{n} \in \mathbb{B} \) (in the vector space V!!)
- this vector gets sent to a column vector of the coordinates from the field. \( [v]_{B} := (x_{1}…x_{n})^{T} \)
- conversely, the inverse map \([-]^{-1} : \mathbb{F} ^{n} \mapsto V\) is also easy to write explicitly. Sends a column vector of coordinates from the scalar field to the linear combination representation of the vector v.
- Notation: we can write and see the linear combination \(\sum_{i}^{n} x_{i}b_{i}\) as a formal matrix product \(\mathbb{B} \cdot x\) where
- \(\mathbb{B} = (b_{1},…,b_{n})\) == the row vector of vectors (in the basis)
- \(x = (x_{1},…,x_{n})^{t}\) is the column vector of coordinates in \(\mathbb{F} ^{n}\)
- with this new notation, new view, we can look at the inverse map of \([-]_{B}: V \mapsto F^{n}\) as the “matrix multiplication by B map”: \(B \cdot (-) : \mathbb{F} ^{n} \mapsto V\)
- further notes on example 1: note that the isomorphism [-] depends on your choice of a basis.
- different bases will give rise to different isomophism.
- another way to descrube \([-]_{\mathbb{B}} : V \mapsto \mathbb{F} ^{n}\) is to say that it is the unique linear map that sends the basis B of V to the standard basis \(E = \{e_{1},…,e_{n}\} \) of \(\mathbb{F} ^{n}\).
- so the mapping \([-]_{\mathbb{B}}\) is the unique linear map for which \( [b_{i}]_{\mathbb{B}} = e_{i}\) for i = 1,…,n
- in vector notation : \( [\mathbb{B}]_{\mathbb{B}} = E \)
- (2): Let V,W be vector spaces over \(\mathbb{F}\) with bases
- \(E = \{ e_{1},…,e_{n} \} \subset V\)
- \(F = \{ f_{1},…,f_{n} \} \subset W\)
- now given a linear map \(T: V \mapsto W\) let \(A_{T} \in Mat(mxn)(\mathbb{F})\) be its matrix (T’s matrix) in the bases E and F.
- Then the assignment \(A_{(-)}: L(V,W) \mapsto Mat(mxn)(\mathbb{F}) :: T \mapsto A_{T}\) is a linear map.
- this follows from part (1) of the first theorem above.
- And \(A_{(-)}\) is also an isomorphism. (it’s bijective)
- check:
- first, by definition, \( A_{T} \) is the unique matrix such that \( T(E) = T(e_{1} + .. + T(e_{n})) = F \cdot A_{T} \)
- QUESTION: why is this true? are \(T(e_{1}, …)\) are column vectors?
- This fact guides us on how to compute values of T in terms of \(A_{T}\): (Here’s how):
- if \(v \in V\) and we have \(x \in F^{n}\) := vector of coordinates of v in the basis E,
- then \(v = Ex\)
- by linearity of T we have:
- \( T(v) = T(Ex) = T(E) \cdot x = F \cot A_{T}x\)
- recalling that \(x = [v]_{E} \in F^{n}\) is the vector of the cordinates of v in the basis E, we now have a formula for T in terms of A_{T}, its matrix:
- \(T(v) = F A_{T}[v]_{E}\)
- this derivation also gives us the inverse of the map \(A_{(-)} : T \mapsto A_{T}\),
- \(A_{(-)} ^{-1} : Mat(mxn)(\mathbb{F}) \mapsto L(V,W) :: A \mapsto FA[-]_{\mathbb{E}}\)
- QUESTION: so what does this actually look like? need examples
- first, by definition, \( A_{T} \) is the unique matrix such that \( T(E) = T(e_{1} + .. + T(e_{n})) = F \cdot A_{T} \)
- check:
- Example (3): variant of example 1 (T that sends bases to bases is an iso)
- Let V,W be vector spaces over \(\mathbb{F}\) with the bases:
- \(E = \{ e_{1},…,e_{n} \} \subset V \)
- \(F = \{ f_{1},…,f_{n} \} \subset W \)
- Then the unique linear map \(T: V \mapsto W\) which sends the basis E to the basis F is an isomorphism!
- Proof: Let T be as defined above with bases E and F, for which \(T(E) = F\)
- and let \(S: W \mapsto V\) be another such that \(S(F) = E\)
- both T and S exist and are unique thanks to the theorem we proved above and lectures 7,8.
- Then \(S \circ T : V \mapsto V\) is a linear map such that
- \(S \circ T(E) = S(T(E)) = S(F) = E\)
- But we already have such a map that maps from V to V and sends E to E. It’s the identity map! \(id_{v}\)
- by the uniqueness part of the above theorem and the last lecture, we get that this \(S \circ T = id_{v}\), they are one and the same.
- the same argument applies to \(T \circ S\) on F, it equals \(id_{w}\)
- Corollary: Let V,W be finite dimensional vector spaces over F. Then
- (V and W are isomorphic) iff (dim V = dim W) nice
- proof: => follows from isomorphism. look:
- If \(T: V \mapsto W\) is an isomorphism then for any basis B of V the vectors \(T(B) \subset W\) form the basis of W (important point!)
- We can check this directly:
- if \(w \in W\) then we can consider \(v = T^{-1}(w) \in V\)
- by definition, \(T(v) = T(T^{-1})(w) = w\).
- but, \(v \in (V = span(B))\)
- So by the linearity of T we have
- \(w = (T(v) \in span(T(B)))\) QUESTION: is spanT(B) = W? oh wait thats the conclusion we are trying to reach.
- This shows that T(B) is a generating set of W
- But if \(B = \{ b_{1}…b_{n} \} \) and \( \{c_{1},..,c_{n}\} \) are scalars in the field such that the linear combination of these with the bases vectors is in W and equals 0, or \( c_{1}T(b_{1})+…+c_{n}T(b_{n}) = \vec{0} \in W\)
- then we can apply \(T^{-1}\) to both sides and get:
- \( T^{-1}(\vec{0}) = T^{-1}(\sum_{i=1}^{n} c_{i}T(b_{i})) \)
- = \( \sum_{i=1}^{n} c_{i}T^{-1}T(b_{i}) \) (linearity of T)
- = \( \sum_{i=1}^{n}c_{i}b_{i} \)
- since B is a basis, this implies that \(c_{1}=…=c_{n} = 0\) and hence that T(B) is a linearly independent set of W
- Since it is both spanning and linearly in dependent,
- T(B) is a basis of W and thus…
- dim V = number of vectors in B = number of vectors in T(B) = dim W
- (<=): WTS: dim V = dim W => V and W and isomorphic
- supposed dim V = dim W = n (so there’s n vectors in the basis)
- and let
- \( E = {\ e_{1},..,e_{n} }\ \subset V\)
- \( F = {\ f_{1},..,f_{n} }\ \subset W\) be bases
- Then by the previous claim(what is it!) the unique linear map \(T: V ]mapsto W\) such that T(E) = F (sends one basis to another) is an isomorphism. nice.
- notation: two isomorphic spaces over the same field:= \(V \simeq W\)
- caution: the previous claim just says if dim V = dim W there exists an isomorphism between them. It is not the case that any linear map between the two spaces is an isomorphism.
- ex: \(0 : v \mapsto W\) is a linear map between the two that is not an isomorphism. Not bijective when dim V is greater than 0.
- the size of the Kernel helps tell if a mapping is an iso.
- Kernel (definition) : the subspace of the domain of a linear mapping \(T : v \mapsto W\) between two vector spaces
- ker(T) = \( \{ v \in V s.t. T(v) = 0 \} \)
- Theorem ( equal dimensions and kernel has zero vector implies iso ):
- given a linear map T between V and W, F vector spaces, that have the same finite dimension,
- T is an iso iff <=> Ker(T) = {\( \vec{0} \)}
- proof:
- S1: ( => ) T is an isomorphism / bijective, so from the “onto” criteria we have
- there exists (for sure) a vector v in V that maps to 0 in W. This is because W needs to have the 0 vector to be a vector space.
- there exists \(v \in V\) s.t. \(T(v) = \vec{0} \in W\)
- S2: But T is linear, so \(T(0) = T(0v) = 0 T(v) = 0\)
- S3: This shows that \(\vec{0} \in V\) is the uniqe vector in V that is mapped to 0 in W by T.
- This proves that \(Ker(T) = 0\)
- -(QUESTION: does this mean that the solution set has only the trivial solutin in an isomorphism?) - the id matrix is an iso, and when set = 0 its only solution is 0, think about this, so it seems to be the case, at least for the id matrix
- S1: (<=) “kernel only contains 0 implies T is an iso” (harder!)
- suppose \(Ker(T) = \{\vec{0}\}\)
- Let \(\{ e_{1},…,e_{n} \}\) be a basis of V
- S2: so the vectors \(\{ f_{1} = T(e_{1} … f_{n} = T(e_{n})) \} \in W\) are linearly independent. (how do we know this?)
- well, if we have scalars \(a_{n} \in \mathbb{F}\) s.t. \(a_{1}f_{1},…,a_{n}f_{n} = \vec{0} \in W\) then we get
- \(\vec{0} = \sum_{i=1}^{n}a_{i}f_{i}\)
- \(= \sum_{i=1}^{n}a_{i}T(e_{i}) \)
- = \( \sum_{i=1}^{n}T(a_{i}e_{i})\) (linearity of T)
- = \( T(\sum_{a=1}^{n}a_{i}e_{i}) \) = \(\vec{0}\), (linearity of T)
- S3: but since we have that \(Ker(T) = \{\vec{0}\}\),
- \(Ker(T) = \{ \sum_{a=1}^{n}a_{i}e_{i} = \vec{0}\}\), and kernel is a subspace of the domain T, V, so \(\sum_{a=1}^{n}a_{i}e_{i} \in V \)
- S4: since {e}’s were a basis of V, we have \(a_{2} = …= a_{n} = 0\)
- S5: we have now shows that S2 is true.
- This face, that the {f} are linearly independent + dim V = dim W = n (bases of V and W have the same number of vectors) shows that \(f_{1},…,f_{n}\) is a basis of W.
- S6: Since T sends the basis of V to the basis of W, it is an isomorphism.
- QED
- S1: ( => ) T is an isomorphism / bijective, so from the “onto” criteria we have
- Image of T(definition): For a linear mapping \(T: V \mapsto W\),
- im(T) = \( \{w \in W : \exists v \in V s.t. T(v) = w\} \)
- EXERCISE: check that im(T) is always a subspace of W.
- Theorem: V,W, F-vector spaces with equal finite dimension. dim V = dim W < \(\infty\). Then a linear map \(T: V \mapsto W\) is an iso <=> (iff) im(T) = W
- QUESTION: is this any different than the def of iso? being onto => range(T) = W? oh i see this only works for the first direction.
- proof : ( => )If T is an isomorphism, then
- T is bijective (in particular onto/surjective:). Thus image(T) = W.
- (<=) “if im(T) = W then T is an isomorphism.”
- Suppose image(T) = W,
- let \(\{ f_{1},…,f_{n}\}\) is a basis of W.
- since im(T) = W we can find vectors \(e_{1},..,e_{n} \in V\) such that \(T(e_{i}= f_{i})\) , \(i = 1,…,n\)
- Then the vectors \(\{e_{1},…,e_{n}\}\) are linerly independent in V. how so? well :
- suppose we have scalars \(a_{1},…,a_{n} \in K\)
- so that \( a_{1}e_{1} + .. + a_{n}e_{n} = \vec{0} \)
- then, \( T(\sum_{i=1}^{n} a_{i}e_{i}) = T(\vec{0})\)
- \( \sum_{i=1}^{n} a_{i}T(e_{i}) = T(\vec{0})\)
- \( \sum_{i=1}^{n} a_{i}f_{i} = T(\vec{0})\)
- since \( \{ f_{1},…,f_{n} \} \) is a basis in V, then we can conclude that the scalars \( a_{1}=…=a_{n} = 0\)
- thus, \( \{e_{1},…,e_{n}\} \) is linearly independent.
- Since we have dim V = dim W = n, this implies that \( \{ e_{1},…,e_{n} \} \) is a basis of V
- and because we have a linear mapping T that sends a basis to another it is an isomorphism.
- QED
- proof : ( => )If T is an isomorphism, then
-
The argument we used to prove the previous two theorems can be refined to show that Ker(T) and im(T) always have complementary dimensions.
- Theorem: (Rank-Nullity?) Let V,W be F-vector spaces. \( T:V \mapsto W\) is a linear map. Dimension V < infinity (it’s finite). note that this only talks about the dimentison of the domain Then:
- (a): dim Ker(T), dim Im(T) finite.
- (b): dim Ker(T), dim Im(T) = dim V
- proof: for part (a), note that \(Ker(T) \subset V\) is a subspace of V and by the monotonicity of dimension of spaces we get that
- \( dim(Ker(T) \leq dim(V) \leq \infty)\) (both finite, dim ker is less)
- Also if \( \{ e_{1},…,e_{n} \} \) is a basis of V
- then V = span\(\{e_{i}\}\)
- so then the image of T, which is all of T applied to every vector in V, is the span of T applied to every basis vector, by linearity of T:
- \(Im(T) = T(V) = span(T(e_{1}),…,T(e_{n})) \)
- from this fact it follows that \(im(T)\) is spanned by finitely many vectors, and so the dim \(im(T) \leq \infty\)
- For part (b) :
- choose a basis of the Ker(T), \(\{ e_{1},…,e_{k} \}\).
- now choose a completion to a basis of V to a basis of V : \( \{ e_{1},…,e_{k},e_{k+1},…,e_{n} \} \)
- QUESTION: get an explicit example of doing this!
- Then we get that \(T(e_{1}),…,T(e_{n})\) span im(T)! QUESTION: why? from part a!
- But \(T(e_{1}) = …= T(e_{k}) = 0\), from the basis of Ker(T)
- so we get that really, \(T(e_{k+1}), …, T(e_{n})\) will span im(T)
- but the vectors \(T(e_{k+1}), … , T(e_{n})\) will be linearly independent in \(im(T) \subset W\) (how so)? :
- well, if we have \(a_{k+1},…,a_{n} \in \mathbb{F}\) s.t.
- \(\sum_{i=k+1}^{n} a_{i}T(e_{i}) = \vec{0}\)
- then \( T(\sum_{i = k+1}^{n}a_{i}e_{i}) = \vec{0}\) (by linearity of T)
- and so \( \sum_{i = k+1}^{n}a_{i}e_{i} \in Ker(T) \)
- because its the argument in T(0) = 0, do you see it?
- so \(\sum_{i = k+1}^{n}a_{i}e_{i} = \sum _{j=1}^{k}b_{j}e_{j}\)
- since\(\{e_{1},…,e_{n}\}\) is a basis of V it follows that
- all coefficients must be equal to zero, \(a_{k+1},…,a_{n} = 0\), (which implies linear independence?)
- Thus \(T(e_{k+1}),…,T(e_{n})\) is a basis of im(T).
- This shows that dim im(T) = \(n-k\) = dim V - dim ker(T).
- QED
Dual Spaces and Isomorphism
We can use the criteria for isomorphic spaces to uncover more truths about the relationship between \(V \) and \(V^{v}\)
- Dimension of \(V^{v}\) and \(V\) Claim:
- if V is a finite dimensional vector space over F,
- then (=>) \(dimV^{v} = dim V\)
- proof: Let \(E = \{e_{1},…,e_{n}\} \) be a basis of V.
- Then for all \(i\) consider this unique linear operator / function:
- \({e_{i}}^{v}: V \mapsto \mathbb{F}\) (from the vector space to the field) s.t.
- \({e_{i}}^{v}{e_{j}}\) = \(\begin{cases} 0 & j \neq 1 \\\ 1 & j = i \end{cases}\)
- we claim that the functions: \(e_{1}^{v},…,e_{n}^{v} \in V^{v}\) form a basis of the dual space \(V^{v}\) of \(V\) how so you ask!
- well, let \(f \in V^{v}\) be any element in the dual space, so it is a linear functional that sends vectors in v to the field.
- the function \(f: V \mapsto \mathbb{F}\) is unqiely determined by its values on the spanning set E of V.
- QUESTION: so the lemma works for spanning sets, not just bases?????
- these values are: \( f(e_{1}),…,f(e_{n}) \in \mathbb{F} \). (recall they send vectors in v, in this case e, to a scalar in the field)
- consider the linear function:
- g = \( f(e_{1})e_{1}^{v},…,f(e_{n})e_{n}^{v}\)
- \(g(e_{j}) = f(e_{1})e_{1}^{v}(e_{j}) + … + f(e_{n})e_{n}^{v}(e_{j})\) = \(f(e_{j})\), because it becomes \( f(1*e_{j})\) for all j.
- Thus, \(f : V \mapsto F\) and \(g : V \mapsto F\), take the same values on the basis \(e_{1},…,e_{n}\)
- since linear transformations are characterized by what they do to a generating set, then \(f = g\) (remeber E is a spanning set of V)
- This shows that \(V^{v} =\) span\( (e_{1}^{v}, …, e_{n}^{v}) \)
- Next, let scalars \(c_{1},…,c_{n}\) are such that \(c_{1}e_{1}^{v},…,c_{n}e_{n}^{v} = 0 \in V^{v}\)
- so this \(c_{1}e_{1}^{v},…,c_{n}e_{n}^{v} : V \mapsto F\) is the zero function.
- Evaluate the function on \( (e_{j})\), gives \( c_{1}e_{1}^{v}(e_{j}),…,c_{n}e_{n}^{v}(e_{j}) \)
- but value of zero mapping on any vector just gives you zero back, so
- \( c_{1} = … = c_{n} =0\)
- Hence, \( \{ e_{1}^{v},…,e_{n}^{v} \}\) is linearly independent, thus they form a basis, since they are also spanning, of the dual space.
- Hence, \(dim V^{v} = n = dim V\)
- QED
- Definition Dual Basis: (not complete lol)
- \(E^{v}= e_{1}^{v},…,e_{n}^{v} \), as defined above, is the dual basis of E (of V)
- note: dual spaces allow us (only when V is finite dimensional!) to define an isomorphism \(T: V \mapsto V^{v}\).
- T is defined as the unique linear map sending the basis E of V to the dual basis \(E^{v} of V^{v}\).
- also works in opposite direction …
- Dual Bases Claim: V is a finite dim vector space over F, let
- \( F = \{ f_{1},…,f_{n} \} \) be a basis of \(V^{v}\)
- Then there exists a unique basis \(E = \{ e_{1},…,e_{n} \}\) of V s.t.\(E^{v} = F\)
- (a basis for the dual space can always constructed from a basis for the space, so we can find the “origin” basis for any basis in \(V^{v}\))
- proof:
- note that each vector \( x \in V \) defines a linear function
- \(ev_{x}: V^{v} \mapsto \mathbb{F}\) alt: \(f \mapsto f(x)\) (the evaluation map! kirillov was talking about this!)
- This gives a map:
- \(ev : V \mapsto V^{vv}\) alt: \( x \mapsto ev_{x} \)
- this map is linear:
- if \(x_{1},x_{2} \in V\), \(a_{1}, a_{2} \in F\)
- then for every \( f \in V^{v}\) we have:
- \(ev_{a_{1}x_{1} + a_{2}x_{2}}(f) =V s\mapsto F f(a_{1}x_{1}+a_{2}x_{2}) = a_{1}f(x_{1}) + a_{2}f(x_{2}) = a_{1}ev_{x1}(f) + a_{2}ev_{x2}(f)\)
- By the previous claim on \(dim V^{vv} = dim V^{v} = n\),
- so \(ev: V \mapsto V^{vv}\) is a linear map between vector spaces of the same dimension.
- now a brief interruption for a lemma we need to prove to finish proving this claim:
- note that each vector \( x \in V \) defines a linear function
- Evaluation Map is an Isomorphism Lemma:
- For a finite dimensional vector space V over F the map \( ev: V \mapsto V^{vv} \) is an isomorphism. (a natural one!)
- proof: Let \(\{ b_{1},..,b_{n} \}\) be a basis of \(V\).
- let \(\{b_{1}^{v},…,b_{n}^{v}\}\) be a basis \(V^{v}\).
- let \( \{ b_{1}^{vv},…,b_{n}^{vv} \} \subset V^{vv}\) be a basis dual to the dual basis.
- Compute \(ev_{b_{i}}(b_{j}^{v})\).
- By definition, we have
- \( ev_{b_{i}}(b_{j}^{v}) = b_{j}^{v}(b_{i}) = \) \(\begin{cases} 0 & j \neq 1 \\\ 1 & j = i \end{cases}\)
- Thus, we can see that \( ev_{bi} \) and \( b^{vv} \) take on the same values on the dual basis \( \{ b_{1}^{v},…,b_{n}^{v} \} \)
- since every linear map,function is uniquely detemined by its values on a spanning set, it follows that:
- \( ev_{bi} = b_{i}^{vv}\) for i =1,..,n
- Conclusion: \(ev\) sends a basis of V toa basis of \(V^{vv}\) and so it is an isomorphism.
- back to the proof….
- Now let us start wuth the basis
- \( F = \{ f_{1},…,f_{n}\} \) of \(V^{v}\)
- Let \(F^{v} = \{ f_{1}^{v},…,f_{n}^{v} \}\) be the dual basis of \(v^{vv}\)
- Since we have \(ev: V \mapsto V^{vv}\) is an isomorphism (proved above)
- for each \(i = 1,…,n\) we have a unique vector \(e_{i} \in V\) s.t.
- \(ev_{e_{i}} = f_{i}^{v}\) (because an iso sends a basis to a basis?)
- But then, \(f_{i}(e_{j}) = ev_{ej}(f_{i}) = f_{j}^{v}(f_{i}) = \begin{cases}
0 & j \neq 1 \
1 & j = i \end{cases} \) - Now consider the collection of vectors \( \{ e_{1},…,e_{n} \} \subset V\)
- It is a basis of V since it is the image of the basis of the double dual: \(\{ f_{1}^{v},..,f_{n}^{v} \}\) of \(V^{vv}\) under the isomorphism: \(ev^{-1}: V^{vv} \mapsto V\)
- The formula \( f_{i}(e_{j}) = \begin{cases}
0 & j \neq 1 \
1 & j = i \end{cases} \) implies that .. - \(f_{1},..,f_{n}\) is the dual basis of \( e_{1},…,e_{n} \) and this proves our claim.
- QED
- Remark: If \(V\) is an n-dimensional space over F, we now know that
- \(V \simeq V^{v}\)
- \(V \simeq V^{vv}\)
- However, the first one is a isomorphism that depends on the choice of the basis, the second is a canonical isomorphism.
- To construct the first, we need to find a basis of V.
- To construct the second, there is a canonical isomorphism \(ev: V \mapsto V^{vv}\) which is deinfed only in terms of V and doesn’t depend on a basis.
** Exercises:
- (Duality for Linear Maps): Let U, V, W be vector spaces over F
- (1) Show that if \(T: V \mapsto W\) is a linear map, then the map \(T^{v}: W^{v} \mapsto V^{v}\) defined by \(T^{v}(f) = f \circ T\), for any linear function \(f: W \mapsto F\) is also linear.
- (2) Show that if \(S: U \mapsto V\), \(T: V \mapsto W\) are linear maps, then \( (T \circ S)^{v}: S^{v} \circ T^{v}\)
- (3) Suppose that V,W are finite dimensional and let
- \( E = \{ e_{1},…,e_{n} \} \subset V \)
- \( F = \{ f_{1},…,f_{n} \} \subset W \)
- be bases of V and W.
- Let \(S \in Mat(mxn)(F)\) be the matrix of T in the bases \(E \subset V\) and \( F \subset W \).
- Show that the matrix of \(T^{v}: W^{v} \mapsto V^{v}\) in the dual bases \( F^{v} \subset W^{v} \) and \( E^{v} \subset V^{v} \) is the matrix \( A^{T} \in Mat(nxm)(F) \)
- (4) Prove that if \(A \in Mat(nxm)(F)\) and \(B \in Mat(mxk)(F)\)
- then \((AB)^{T} = B^{T}A^{T}\).
Lectures 12-13
- ####Traces:
- It is useful to have numerical invariants measuring the complexity of linear maps
- we already have some discrete (= integer invariants)
- for every linear map \( T: V \mapsto W \)
- we have two integers cpaturing information about T (transformation)
- Definition: nullity of T:
- dim Kernel(T) = dim Nullspace(T) = dim of the solution set to \(Ax=0\)
- Definition: Nullspace(T):
- set of all n-dimensional column vectors such that \(Ax=0), the solution set of the homog linear system.
- Theorem: The nullspace N(A) is a subspace of the vector space \(\mathbb{R^{n}}\)
- proof: WTS: N(A) is nonempty, closed under addition, closed under scalar multiplication:
- S1: the trivial solution is always in N(A)- so it’s nonempty. \(\vec{x}=\vec{0}\)
- S2: WTS: \( x,y \in N(A) => x+y \in N(A)\)
- Well, \( Ax = 0, Ay = 0, A(x+y) = A(x) + A(y) = 0 + 0 = 0 \)
- S3: \(c \in \mathbb{R}, x \in N(A) => cx \in N(A)\)
- Well, \(A(cx)=c*A(x) = c * 0 = 0\)
- QED
- set of all n-dimensional column vectors such that \(Ax=0), the solution set of the homog linear system.
- Definition: rank of T:
- dim image(T) = …QUESTION: any other defs? yes, see lec 14 for longer discussion
- Definition: nullity of T:
- turns out that for linear operators \(T: V \mapsto V\) we also have defined invariants which are scalars of the field \(\mathbb{F}\)
- example of invariants:
- Definition: Trace:
- \(tr: L(V,V) \mapsto \mathbb{F}\) is :
- the sum of elements on the main diagonal of a square matrix A
- the sum of its complex eigenvalues
- invariant with respect to change of basis
- trace with this def applies to linear operators in general
- is a linear mapping: \( tr(T + S) = tr(T) + tr(S)\) and \( tr(cT)= c * tr(T) \)
- notice inside L(V,V) (linear maps from V to V) we have a natural collection of linear operators, from each one we can get a scalar back.
- how can we get this scalar?
- given any pair (f,v) where
- \(v \in V\) is a vector
- \(f \in V^{v}\) is a linear functional in the dual space = the space of all linear functionals from V to the scalar field
- we can construct a linear operator:
- \(s_{f,v}: V \mapsto V, x \mapsto f(x)v \)
- QUESTION: doesnt this give me a vector back?
- \(s_{f,v}: V \mapsto V, x \mapsto f(x)v \)
- but given (f,v) we can also get a natural scalar:
- \( f(v)\in \mathbb{F} \)
- with this in mind we can form and prove the existence statement:
- Existence Lemma:
- Suppose V is finite dimensional vector space over \(\mathbb{F}\)
- Then there exists a unique linear function:
- \(tr: L(V,V) \mapsto \mathbb{F}\)
- such that for all \(v \in V\) and \(f \in V^{v}\)
- \(tr(s_{f,v}) = f(v)\)
- proof of lemma:
- fundamental fact: every linear function (any linear transformation) is uniquely determined by what it does to a basis (by its values on a basis)
- from this fact, it suffices to constrct a basis of all linear functions from V to V, \(L(V,V)\) that consists of operators of the form \(s_{f,v}\) for the chosen f’s and v’s
- Let \( \mathbb{B} = { b_{1}…….b_{n} } \subset V \) be any basis of V
- Let \( \mathbb{B}^{v} = {b_{1}^{v}…….b_{n}^{v} } \subset V \) be its dual basis
- Then we can say that the collection of operators
- \( \mathbb{S} = { s_^{v},b_{1}}…….s_^{v},b_{n}} } \) is a basis of \(L(V,V)\) the set of all linear functions from V to V
- basis = spanning + linearly independent.
- here, each \({b_{i}}^{v}\) is a linear functional from the dual basis, and each \(b_{i}\) is a vector from the basis of V. Each gets plugged into the linear operator s and spits out a and spits out a \( {b_{i}}^{v} * b_{i} \), which is QUESTION: a vector in V?
- proof that \( \mathbb{S} \) is a basis for L(V,V):
- S1: \( T: V \mapsto V \) is a linear map.
- Let \( A \in Mat_{nxn}\mathbb{F} \) be the matrix of T in the basis \( \mathbb{B} \)
- note: we can always represent a linear transformation/mapping by a matrix in its
- Let \( A \in Mat_{nxn}\mathbb{F} \) be the matrix of T in the basis \( \mathbb{B} \)
- S2: Then \( T = \sum_{i,j=1}^{n} a_{ij} * s_(^{v}, b_{i}}) \)
- for every \( k = 1,….,n \), we have
- \( T(b_{k}) = \sum_{i=1}^{n} a_{ik} * b_{i} \)
- and we also have:
- \( (\sum_{ij} a_{ij}*s_^{v}b_{i}} )(b_{k}) \)
- \( = {\sum_{ij}} a_{ij}*s_^{v}b_{i}} (b_{k}) \)
- \( = \sum_{ij} a_{ij} {b_{j}}^{v}(b_{k})b_{i} \)
- \( = \sum_{i=1}^{n} a_{ik} * b_{i} \)
- S3: Thus, \( T = \sum_{ij}a_{ij}s_^{v}, b_{i}} \)
- This representation is unique since the matrix of T in the basis \( \mathbb{B} \) is uniquely determined by T and \( \mathbb{B} \) *(“linear extension theorem” - a linear transformation is uniqely determined by what it does to a basis.) ?
- by the characterization of linear maps (the one descirbed above?) we then have a unique linear function, trace:
- \( tr: L(V,V) \mapsto \mathbb{F} \)
- ENDED PG 7 REVISIT AFTER LEC 9-11
- S1: \( T: V \mapsto V \) is a linear map.
- \( \mathbb{S} = { s_^{v},b_{1}}…….s_^{v},b_{n}} } \) is a basis of \(L(V,V)\) the set of all linear functions from V to V
Lecture 14: Row Reduction
Outline:
- Simplifying Linear Systems
- Row Reduction and Echelon Forms
- Solving Systems with Row Reduction
- Corollaries
- ####Solving a Linear System
- using row and column operations we can convert every linear system into a system in which all variables separate
- row operation:
- column operation:
- \(Ax=b\) where
- \(A \in Math(mxn)(F)\) is a given coefficient matrix.
- \(b \in F^{m}\) is a given vector of right hand sides.
- \(x \in F^{n}\) is an unknown vector.
- we proved (QUESTION: where b?) that we can find invertible matrices
- \( R \in Mat(mxm)(F) \) - number of eqs
- \( C \in Mat(nxn)(F) \) - number of unkowns
- such that after performing on A the row operation corresponding to R, and then the column operation corresponding to C we get the simplest possible matrix:
- \( \tilde{A} = RAC =\)
- where r = rank of matrix (see discussion on rank below!!)
- Using R and C we can simplify the system Ax=b.
- Left multiplying (Ax=b) by R gives an equivalient system
- \(RAx = Rb <=> RACC^{-1}=Rb\)
- so the id matrix is written in the form \(CC^{-1}\) which doesnt change anything, but we have our simple matrix RAC to work with.
- given the notation:
- \(\tilde{A} = RAC \in Mat(mxn)F\)
- \(\tilde{b} = Rb \in (F^{m})\)
- \(\tilde{x} = C^{-1}x \in F^{n} \) = column vector with n entries.
- write system as \(\tilde{A}\tilde{x}=\tilde{b}\), but since we used only invertible operations to get this new system, we can answer quesetions about the old system with this one.
- in terms of the new variables \(\tilde{x} = (\tilde{x}_{1},…,\tilde{x}_{n})^{T}\) = \(C^{-1}x\)
- so it becomes :
\[ \tilde{x}_{1} = \tilde{b}_{1} \
… \
\tilde{x}_{r} = \tilde{b}_{r} \
0 = \tilde{b}_{r+1}\
…\
0 = \tilde{b}_{m} \] - note that it is m equations. we got this very simple system we alluded to using the block matrix previously.
- So we conclude that we can get the solutions of Ax=b through \(\tilde{A}\tilde{x}=\tilde{b}\)
- proof:
- S1: The tilde system and Ax = b are both consistent iff \(\tilde{b}_{r+1}= … = \tilde{b}_{m}=0\)
- S2: If \( \tilde{b}_{r+1}=…=\tilde{b}_{m}=0\) then the solutions of \( \tilde{A}\tilde{x}=\tilde{b} \) are vectors of the form: \[ \tilde{b}_{1} \
… \
\tilde{b}_{r} \
\tilde{x}_{r+1} \
… \
\tilde{x}_{n} \] - with \( \tilde{x}_{r+1},…,\tilde{x}_{n} \in \mathbb{F} \) being free variables
- S3: If \(\tilde{b}_{r+1}= … =\tilde{b}_{m}=0\) then the solutions of \(Ax=b\) are of the form: x =
\[ \tilde{b}_{1} \
… \
\tilde{b}_{r} \
\tilde{x}_{r+1} \
… \
\tilde{x}_{n} \] - with \( \tilde{x}_{r+1},…,\tilde{x}_{n} \in \mathbb{F} \) being free variables.\, and the whole column vector of solutions is multiplied by \(C\). (why? because solutions \(\tilde{x} were our solutions x multiplied by C^{-1}\) !)
- but this method is not constructive, we had to pick bases in \(F^{n}, F^{m}\) to fit with A. We had actually construct R and C by choosing these bases, adopted to map T, or matrix of map A. Row reduction algorithm solves the issue.
- the algo simplifies the system systematically, uses only row ops, done in simple steps, and allows us to get close enough to solve the system.
- also they solve the systm in finitely many steps!
- \(RAx = Rb <=> RACC^{-1}=Rb\)
- ####Elementary Row Operations:
- note that Ax=b is the matrix equation for our equation \(F(v) = b\), once we choose a basis in the vector space V.
- If A is (mxn), the augmented matrix is (m x n+1).
- Elemtary Row Operations are just left multiplication by a specific elementary matrix. We called it R above.
- they just replace rows in the matrix with linear combinations of rows, in an invertible way (you can always work backwards).
- The important question is - why is it that these row operatiors don’t change the solution set?? Because they are all invertible, reversible.
- the inverses of ERO’s are just ERO’s of the same type.
- What are these special elementary matrices? Well, they are just obtained by doing the corresponding row operation to the identity matrix.
- Row operation 1: switch two rows:
- Row operation 2: multiply a row by a scalar multiple:
- Row operation 2: add a scalar multiple of a row to another row:
- Row operation 1: switch two rows:
- another way of showing that a row operation does not change the solution set of a system, matrix equation style :) E is the elementary matrix representating a row operation.
- \(Ax=b\)
- \(EAx = Eb\) (implies any solution of this equation is a solution of the previous, because we multiplied them all by the same matrix)
- \(E^{-1}EAx = E^{-1}Eb\)
- \(Ax = b\), QED.
- claim: the composition of row operations is also a row operation!
- proof: if \(p_{1},…,p_{s}: \mathbb{F}^{n} \mapsto \mathbb{F}^{n}\)
- ####Rank of a Matrix :
- recall that left multiplication by an mxn matrix \(A\) defines a linear map:
- \(T : \mathbb{F}^{n} \mapsto \mathbb{F}^{m}\) :: \(v \mapsto Av\)
- the rank of the matrix A is then the rank of T.
- rank(T) = dimension of the subspace \( im(T) \subset \mathbb{F}^{m}\) of the codomain.
- rank (A) (def): rank (A) = rank(T) = dim im(T) = dim (column space of A) = maximal number of linearly independent vectors in col space A = max number of linearly independent columns of A.
- im(T) (def): im(T) = \(y \in F^{m} : y = T(v) = Av\) for some \(v \in F^{n}\) = span(columns of A)
- (we show the last part now), that im(T) = span of columns of A.
- now note that:
- \(F^{n}\), the domain of the linear map, which is a coordinate n space, is spanned by the vectors of the cardinal basis \(e_{1},…,e_{n}\) and therefore \(im(T)\) is spanned by the vectors \(Ae_{1},…,Ae_{n} \in F^{m}\), which as we now discuss are just the columns of A
- we know that image of a linear map is gneerated by the image of the generators of the source space (QUESTION: - when did we discuss this?)
- recall that each \(e_{i}\) has a 1 in the ith spot, 0 everywhere else, so by definition of matrix multiplication (row by column),
- \(Ae_{i}\) = i-th column of A.
- Thus, im(T) = span(columns of A)
- To be continued
- recall that left multiplication by an mxn matrix \(A\) defines a linear map:
Chapter 1
Chapter 2
Section 2.3 : Analyzing the Pivots:
- All questions about the existence of a solution + uniqueness of a solution of a system can be answered by : look at the pivots in RREF form of the augmented matrix of the system. (needs to be \(A^{rref}\))!
- when is \(Ax=b\) inconsistent?
- when it doesn’t have a solution!
- (1) a system is inconsistent (<=>) (iff)
- there is a pivot in the last row of the augmented matrix.
- so it looks like (\(0 0 0 0 : 1\))
- this implies the last equation is \(0x_{1} + … + 0x_{n} = b, b\neq 0\),
- => no solution.
- remarks on the coefficient matrix:
- (1): a solution, if it exists, is unique \(\iff\) :
- there are no free variables
- the echelon form of the coefficient matrix has a pivot in each column,
- (note that this says nothing about the existence, only uniqueness of solution.)
- QUESTION: how does this connect to rank, and the fact that rank(A) = dim column space of A?
- (2): \(Ax = b\) is consistent (has a solution) for all b \(\iff\) :
- the echelon form of the coefficient matrix has a pivot in each_row_
- note: this property makes sense considering if there is a pivot in each row of coefficint matrix, you can’t have a pivot in the last column on the augmented matrix. => never inconsistent.
- (3): Ax = b has a unique solution (and it exists..) for all b iff \(\iff\):
- echelon form of the coefficient matrix \(A\) has a pivot in each row and each column.
- (1): a solution, if it exists, is unique \(\iff\) :
- remarks on inconsistency (very cool)
- WTS: To be continued
Section 2.7 : Fundamental Subspaces and Rank:
- four fundamental subspaces:
- Ker(A), Ran(A), row space(A), Left nullspace(A)
- need to study relationships between their dimensions.
- any linear transformation has subspaces : Ker(A), Range(A)
- Ker(A), subset of domain \(V\) :
- Ker(A) = Nullspace(A) := \(\{ v \in V : Av = 0 \} \subset V\)
- solution set of the homogenous equation Ax = 0
- Ker(\(A^{T}\)) = left null space.
- Ran(A), subset of codoamin \(W\) :
- Range(A) := \(\{w \in W : w = Av, v \in V\}\)
- set of all right sides \(b \in W\) for which \(Ax = b\) has a solution, “is consistent.”
- Range(A) = column space(A) (a basis is pivot columns’ originals)
- Range(\(A^{T}\)) = row space (a basis is pivot rows)
- rank (A) = dim Range(A) = dim Colspace(A)
- Ker(A), subset of domain \(V\) :
- Computing fundamental subspaces:
- S1: reduce \(A\) to \(A_{e}\) (echelon form of A).
- S2: original columns of \(A\) which becomes pivot columns of \(A_{e}\) are a basis in Range(A).
- S3: pivot rows of \(A_{e}\) are a basis for rowspace(A)
- you can also transpose the row matrix and do row operations, but easier this way.
- S4: basis for Ker(A) = nullspace(A) comes from solving homogenous \(Ax = 0\).
- Consider \(A\) and \(A_{e}\):
- A = \( \begin{bmatrix}
1 & 1 & 2 & 2 & 1\
2 & 2 & 1 & 1 & 1 \
3 & 3 & 3 & 3 & 2 \
1 & 1 & -1 & -1 & 0 \end{bmatrix}\), \(A_{e}\) = \( \begin{bmatrix} 1 & 1 & 2 & 2 & 1 \
0 & 0 & -3 & -3 & -1 \
0 & 0 & 0 & 0 & 0 \
0 & 0 & 0 & 0 & 0 \end{bmatrix}\) - since columns \(1,3\) becomes pivot columns in \(A_{e}\), then the columns 1 and 3 of \(A\) are a basis for colspace(A) = Ran(A). (notice that the dimension of the colspace/ran(A) is 2.)
- since rows \(1,2\) are pivot rows of \(A_{e}\), they form a basis for rowspace(A), in their REF. (notice dim rowspace(A) = 2).
- now, solving in REF, we get the solution set of A, which can be written in vector form \[ \begin{bmatrix}
-t-(1/3)r \
t \
-s-(1/3)r \
s \
r \end{bmatrix} \] - or as \(\begin{bmatrix} -1 \\ 1 \\ 0 \\ 0 \\ 0 \end{bmatrix}\) t + \(\begin{bmatrix} 0 \\ 0 \\ -1 \\ 1 \\ 0 \end{bmatrix}\)s + \(\begin{bmatrix} -(1/3) \\ 0 \\ (1/3) \\ 0 \\ 1 \end{bmatrix}\)r.
- these are then the three basis vectors, and the dimension of the kernel is 3.
- note that there is no shortcut for computing Ker(\(A^{T}\)), you need to solve \(A^{T}x = 0\) by hand.
- Explanation for computing bases of fundamnetal subspaces: why do these methods work ?
Chapter 3
Chapter 4
- Spectral Theory
- ####notes for hw 10 - on spectral theory
- Eigenvectors are those vectors parallel to vector x,
- just means that Ax is some multiple of x , Ax = \(\lamba\)x
- lambda can be anything, negative, or even zero, just as long as it makes lamba x parallel to x.
- eigenvectors are the vectors that dont get knowcked off their span in the space after the transformation is applied - their egeinvalues is how much they are stretcehd by the transformation (matrix multiplication)
- so Av, where v is eigenvector = lambda v, just says multiplying your special eigencector by a matrix A is the same effect as scalar multiplication on that matrix, it’s just scaled
- scaling by \(\lambda\) is the same as having an Id matrix with only \(\lambda\) down the diagonal, this is lambda times the Id matrix times the eigenvector
- important for finding shortcuts to rotation matrices
- another way to say this is that the vector x is in the ker(A-lambda I)
- now youve sset it up as a homogenous linear system to solve for the kernel, you only have two options: infintely many sols or the trivial sol, you’re not interested in the trivial sol because you want to form an eigenbasis, so interested in when it has infinitely many sols
- RECALL: unique solution exists IFF full rank IFF M is invertible IFF det M nonzero
- so, there are infinitely many solutions IFF det M is zero
- thats why we solve for zero when taking eigenvalues, M = A-labdaI
- this determinant of M is the characteristic polynomial, its roots are eigenvalues of A
- to find the eigenbectors, plug into ker M. why?
- the nullspace M + 0 vector = eigenspace
- the set of all eigenvalies of an operator or matrix A is called the spectrum of A, and denoted o(A)
- how to find the eigenvalues for an abstract operator A?
- well just take an arbritary basis and compute eigenbalies of the abstract operator in the matrix of the operator wrt the basis,
- this works because it doesnt depend on choice of basis - see similar matrices explanation : characteristic polynomails of similar matrices coincide
- algebraic multiplicity of a root lambda - # of times it shows up in sol
- geometric multiplicity of the eigenvalue lambda = dimension of the eigenspace Ker(A-LI)
- dimension of eigenspace / geo multiplicity of eigenvalue cannot exceed its algebraic multiplicity
- trace and det (new interpretations: , L= \(\lamda\)
- trace(A): L1 + L2 + … + Ln
- det(A): L1L2…Ln
- shortcut: eigenvalues of traingular matrices:
- eigenvalues of a triangular matrix are exactly the diagonal entries of the original matrix A
- => so entries of a diagonal matrix are its diagonal entries
- similar matrices have the same eigenvalues, different vectors
- of course, if matrices have the same eigenvals and same eigenv’s theyre the same matrix
- proof: Similar matrix def: A, B similar if \(B = M^{-1}AM\)
- \(Bx = M^{-1}AMx = \lambda x = MM^{-1}AMx = M\lambda x = A(Mx) = \lambda (Mx) \)
- notice they have the same eigenvalues but different eigenvectors! \(i.e: Mx vs x\)
- \(Bx = M^{-1}AMx = \lambda x = MM^{-1}AMx = M\lambda x = A(Mx) = \lambda (Mx) \)
- smilar matrices represent same linear transformation in different bases.
- a matrix relating two similar matrices (two matrices with same eigenval
- is the eigenvector matrix
- \(A^{T}\) is similar to \(A\) ** Section 4.2:
- task of diagonalization: find a basis in which the matrix is diagonal
- not all matrices/operators are diagonalizable
- we only care because if matrices/operators are diagonalizable then their powers or functions on them are easy to compute. applications explained here: diagonalizable applications
- necessary and sufficient condition for diagonalization:
Chapter 9
- Cayley Hamilton Theorem: (how to use it)
- plugging the original matrix A into the characteristic polynomial (def of A-lambdaxI determinant) gives you the zero matrix
- every matrix “solves” / is a root of its characteristic polynomial. cool.
Chapter 8: Dual Spaces and Tensors
- all spaces here are finite dimensional
- might wanna refer to Dual Spaces and Isomorphisms
Section 8.1 : Dual Spaces
- Definition: Linear Functional :
- a special type of linear transformation on a vector space \(V\) that sends a vector from the vector space to a scalar in the field, \(L: V \mapsto \mathbb{F}\)
- Examples?
- a velocity vector in a given direction (physical object) getting mapped to its magnitude (a scalar) - a linear measurement
- a force vector getting mapped to its magnitude
Extra notes/defs to categorize later
Dual Spaces and Dual Basis
- The dual space of V is the set of all linear functionals from V to \(\mathbb{F}\( , so : \(V^{v} = T: V \mapsto \mathbb{F} \(
- all such elements of dual space are linear functionals
- if dim(V) < \( \infty\) => \( V \) and \( V^{v} \) are isomorphic
- to show this is true, show that they have the same dimension
- another way to show the isomorphism is to use the dual basis
- linear extension theorem: says if you know what T does on basis vectos, you know what T does on every vector:
- Let \(\mathbb{B} = { v_{1}….v_{n} }\(
- enough to know what \(f(v_{1}),…..,f(v_{n})\( is
- usually hard to graphically represent linear transformations, but since the codoamin of all such linear functions are scalars, \(f: V \mapsto \mathbb{F}\(, you can draw a graph of your linear functionals (where your inputs end up.)
- linear extension theorem: says if you know what T does on basis vectos, you know what T does on every vector:
Isomorphism
- mapppings that are injective and surjective (1:1 and onto)
- watch this
- How to check if a mapping is an isomorphism between two vector spaces:
- a linear transformation \(T: V \mapsto W\) is one-to-one if:
- \(T\) maps distinct vectors in V to distinct vectors in W
- check if two distinct vectors in the domain give you two different vectors in the codomain when you apply the linear transformation to it.
- it is onto if:
- range(T) = W
- so take any vector in W and you can find some vector in V that maps to it
- a linear transformation \(T: V \mapsto W\) is one-to-one if:
Determinants
For an n×n matrix, each of the following is equivalent to the condition of the matrix having determinant 0
-
The columns of the matrix are dependent vectors in Rn
-
The rows of the matrix are dependent vectors in Rn
-
The matrix is not invertible.
-
The volume of the parallelepiped determined by the column vectors of the matrix is 0
-
The volume of the parallelepiped determined by the row vectors of the matrix is 0
-
The system of homogenous linear equations represented by the matrix has a non-trivial solution.
-
The determinant of the linear transformation determined by the matrix is 0
The free coefficient in the characteristic polynomial of the matrix is 0 Depending on the definition of the determinant you saw, proving each equivalence can be more or less hard.
exercises
- prove tr\((AB)^{-1}\) = \(B^{-1}A^{-1}\)
- prove inverse matrix is unique
- theorems in this vid
- exercises in this vid
- exercises in this vid
- vid
- vid
- intersection of subspaces is a subspace, union?
- [more info] (https://math.stackexchange.com/questions/1722921/injective-or-surjective-and-same-dimension-implies-vector-space-isomorphism)
- [do this] (https://math.stackexchange.com/questions/2521291/proof-that-f-is-an-isomorphism-if-and-only-if-f-carries-a-basis-to-a-basis)
- look at this!
- exericse of double dual
- eigenvales and eigenvectors
- similar matrices
- eigenspaces
- interesting