Elementary Linear Algebra

1
Elementary Linear Algebra

• Euclidean Vector Spaces

2
Contents

• Euclidean n-Space
• Linear Transformations from Rn to Rm
• Properties of Linear Transformations Rn to Rm
• Linear Transformations and Polynomials

3
Definitions

• If n is a positive integer, an ordered n-tuple 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.

4
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 by
• u v (u1v1 , u1v1 , , unvn)
• and if k is any scalar, the scalar multiple ku
  is defined by
• ku (ku1 ,ku2 ,,kun)

5
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).

6
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)

7
Theorem 4.1.1 (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

8
Theorem 4.1.1 (Properties of Vector in Rn)

• k(lu) (kl)u
• k(u v) ku kv
• (kl)u kulu
• 1u u

9
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

10
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

11
Properties of Euclidean Inner Product

• Theorem 4.1.2
• 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

12
Properties of Euclidean Inner Product

• Example
• (3u 2v) (4u v) (3u) (4u v) (2v)
  (4u v ) (3u) (4u) (3u) v (2v) (4u)
  (2v) v12(u u) 11(u v) 2(v v)

13
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

14
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

15
Theorems

• Theorem 4.1.3 (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 4.1.4 (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)

16
Theorems

• Theorem 4.1.5 (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)

17
Theorems

• Theorem 4.1.6
• If u, v, and w are vectors in Rn with the
  Euclidean inner product, then
• u v ¼ u v 2¼ uv 2

18
Orthogonality

• 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 4.1.7 (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

19
Matrix Formulae for the Dot Product

• If we use column matrix notation for the vectors
• u u1 u2 unT and v v1 v2 vnT ,
• or
• then
• u v vTu
• Au v u ATv
• u Av ATu v

20
A Dot Product View of Matrix Multiplication

• If A aij is an m?r matrix and B bij is an
  r?n matrix, then the ij-the 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

21
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

22
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.

23
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.

24
Examples
25
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 is called
  an operator on Rn.

26
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. If we denote this transformation by T Rn ?
  Rm then
• T (x1,x2,,xn) (w1,w2,,wm)

27
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.

28
Example (Transformation and Linear Transformation)

• The equations
• w1 x1 x2
• w2 3x1x2
• w3 x12 x22
• define a transformation T R2 ? R3.
• T(x1, x2) (x1 x2, 3x1x2, x12 x22)
• Thus, for example, T(1,-2) (-1,-6,-3).

29
Example (Transformation and Linear Transformation)

• The linear transformation T R4 ? R3 defined by
  the equations
• w1 2x1 3x2 x3 5x4
• w2 4x1 x2 2x3 x4
• w3 5x1 x2 4x3
• the standard matrix for T (i.e., w Ax) is

30
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, or
• T(x) Tx

31
Remarks

• Remark
• We have establish a correspondence between m?n
  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 m?n matrix T (the standard
  matrix for T).

32
Examples

• Zero Transformation from Rn to Rm
• If 0 is the m?n 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.

33
Examples

• Identity Operator on Rn
• If I is the n?n 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.

34
Reflection Operators

• In general, operators on R2 and R3 that map each
  vector into its symmetric image about some line
  or plane are called reflection operators.
• Such operators are linear.

35
Reflection Operators (2-Space)
36
Reflection Operators (3-Space)
37
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.

38
Projection Operators
39
Projection Operators
40
Rotation Operators

• An operator that rotate each vector in R2 through
  a fixed angle ? is called a rotation operator on
  R2.

41
Example

• If each vector in R2 is rotated through an angle
  of ?/6 (30?), then the image w of a vector
• For example, the image of the vector

42
A Rotation of Vectors in R3

• A rotation of vectors in R3 is usually described
  in relation to a ray emanating from the origin,
  called the axis of rotation.
• As a vector revolves around the axis of rotation
  it sweeps out some portion of a cone.

43
A Rotation of Vectors in R3

• The angle of rotation is described as clockwise
  or counterclockwise in relation to a viewpoint
  that is along the axis of rotation looking toward
  the origin.
• The axis of rotation can be specified by a
  nonzero vector u that runs along the axis of
  rotation and has its initial point at the origin.

44
A Rotation of Vectors in R3

• The counterclockwise direction for a rotation
  about its axis can be determined by a right-hand
  rule.

45
A Rotation of Vectors in R3
46
Dilation and Contraction Operators

• If k is a nonnegative scalar, the operator on R2
  or R3 is called a contraction with factor k if 0
  k 1 and a dilation with factor k if k 1 .

47
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.

48
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.

49
Composition of Two Rotations

• Let T1 R2 ? R2 and T2 R2 ? R2 be linear
  operators that rotate vectors through the angle
  ?1 and ?2, respectively.
• The operation
• (T2 ? T1)(x) (T2(T1(x)))
• first rotates x through the angle ?1, then
  rotates T1(x) through the angle ?2.

50
Composition of Two Rotations

• It follows that the net effect of
• T2 ? T1
• is to rotate each vector in R2 through the angle
  ?1 ?2

51
Composition Is Not Commutative
52
Compositions of Three or More Linear
Transformations

• Consider the linear transformations
• T1 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)))

53
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 T3T2T1
• If the standard matrices for T1, T2, and T3 are
  denoted by A, B, and C, respectively, then we
  also have
• TC?TB?TA TCBA

54
Example

• Find the standard matrix for the linear operator
  T R3 ? R3 that first rotates a vector
  counterclockwise about the z-axis through an
  angle ?, then reflects the resulting vector about
  the yz-plane, and then projects that vector
  orthogonally onto the xy-plane.

55
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.

56
Theorem 4.3.1 (Equivalent Statements)

• If A is an n?n 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

57
Examples

• The rotation operator T R2 ? R2 is one-to-one
• The standard matrix for T is
• T is not invertible since

58
Examples

• The projection operator T R3 ? R3 is not
  one-to-one
• The standard matrix for T is
• T is invertible since detT 0

59
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

60
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, since
• TA-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-1T-1

61
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 -?.

62
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 -?

63
Example

• Show that the linear operator T R2 ? R2 defined
  by the equations
• w1 2x1 x2
• w2 3x1 4x2
• is one-to-one, and find T-1(w1,w2).

64
Example

• Solution

65
Linearity Properties

• Theorem 4.3.2 (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)

66
Linearity Properties

• Theorem 4.3.3
• 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)

67
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.

68
Example

• The standard matrix for T can be written as
• T T(e1) T(e2)
• Consider the case 0 ? ? ? ?/2.
• T(e1) cos ?
• T(e2) sin ?

69
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,

70
Eigenvalue and Eigenvector

• Definition
• If T Rn ? Rn is a linear operator, then a scalar
  ? is called an eigenvalue of T if there is a
  nonzero x in Rn such that
• T(x) ?x
• Those nonzero vectors x that satisfy this
  equation are called the eigenvectors of T
  corresponding to ?

71
Eigenvalue and Eigenvector

• Remarks
• If A is the standard matrix for T, then the
  equation becomes
• Ax ?x
• The eigenvalues of T are precisely the
  eigenvalues of its standard matrix A
• x is an eigenvector of T corresponding to ? if
  and only if x is an eigenvector of A
  corresponding to ?
• If ? is an eigenvalue of A and x is a
  corresponding eigenvector, then Ax ?x, so
  multiplication by A maps x into a scalar multiple
  of itself

72
Example

• Let T R2 ? R2 be the linear operator that
  rotates each vector through an angle ?.
• If ? is a multiple of ?, then every nonzero
  vector x is mapped onto the same line as x, so
  every nonzero vector is an eigenvector of T.
• The standard matrix for T is

73
Example

• The eigenvalues of this matrix are the solutions
  of the characteristic equation
• That is, (? cos ?)2 sin2 ? 0.

74
Example

• If ? is not a multiple of ?
• ? sin2? gt 0
• ? no real solution for ?
• ? A has no real eigenvectors.
• If ? is a multiple of ?
• ? sin ? 0 and cos ? ?1
• In the case that sin ? 0 and cos ? 1
• ? ? 1 is the only eigenvalue
• ?

75
Example

• Thus, for all x in R2, T(x) Ax Ix x
• So T maps every vector to itself, and hence to
  the same line.
• In the case that sin ? 0 and cos ? -1,
• ? A -I and T(x) -x
• ? T maps every vector to its negative.

76
Example

• Let T R3 ? R3 be the orthogonal projection on
  xy-plane.
• Vectors in the xy-plane are mapped into
  themselves under T, so each nonzero vector in the
  xy-plane is an eigenvector corresponding to the
  eigenvalue ? 1.
• Every vector x along the z-axis is mapped into 0
  under T, which is on the same line as x, so every
  nonzero vector on the z-axis is an eigenvector
  corresponding to the eigenvalue.

77
Example

• Vectors not in the xy-plane or along the z-axis
  are mapped into ? 0 scalar multiples of
  themselves, so there are no other eigenvectors or
  eigenvalues.
• The standard matrix for T is

78
Example

• The characteristic equation of A is
• The eigenvectors of the matrix A corresponding to
  an eigenvalue ? are the nonzero solutions of

79
Example

• If ? 0, this system is
• The vectors are along the z-axis

80
Example

• If ? 1, the system is
• The vectors are along the xy-plane

81
Theorem 4.3.4 (Equivalent Statements)

• If A is an n?n 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

82
Theorem 4.3.4 (Equivalent Statements)

• Ax b is consistent for every n?1 matrix b
• Ax b has exactly one solution for every n?1
  matrix b
• det(A) ? 0
• The range of TA is Rn
• TA is one-to-one

83
Affine Transformation(????)

• Definition
• An affine transformation from Rn to Rm is a
  mapping of the form S(u) T(u) f, where T is a
  linear transformation from Rn to Rm and f is a
  (constant) vector in Rm.
• Remark
• The affine transform S is a linear transformation
  if f is the zero vector

84
Example (Affine Transformations)

• The mapping is an affine transformation on R2.
• If u (a,b), then

85
Interpolating Polynomials

• Consider the problem of interpolating a
  polynomial to a set of n1 points (x0,y0), ,
  (xn,yn).
• That is, we seek to find a curve p(x) anxn
  a0
• The matrixis known as a Vandermonde matrix

86
Example (Interpolating a Cubic)

• To interpolating a polynomial to the data
  (-2,11), (-1,2), (1,2), (2,-1), we form the
  Vandermonde system
• The solution is given by 1 1 1 -1.
• Thus, the interpolant is p(x) -x3 x2 x 1.

87
Example (Multiple Linear Regression)(1/3)

• Given n vectors u1, u2, ,un, sampling from a
  population to fit the multiple regression,
• that is,

88
Example (Multiple Linear Regression)(2/3)

• We then can name the following matrices
• and the ith residual

89
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,