Wrote out chapters 2-4
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@@ -7,6 +7,9 @@
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\newcommand{\linear}[1]{\mathcal{L}\left(#1\right)}
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\newcommand{\Id}{\mathds{I}}
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\newcommand{\per}[1]{\text{per}\left(#1\right)}
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\newcommand{\n}[1]{\text{N}\left(#1\right)}
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\newcommand{\range}[1]{\text{R}\left(#1\right)}
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\newcommand{\LL}{\mathcal{L}}
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\setcounter{chapter}{-1}
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\author{Alexander J. Clarke}
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@@ -7,7 +7,7 @@
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\begin{definition}
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\hfill\\
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Let $S$ be a nonempty subset of a vector space $V$. The \textbf{span} of $S$, denoted $\text{span}(S)$, is the set consisting of all linear combinations of the vectors in $S$. For convenience, we define $\text{span}(\emptyset) = \{0\}$.
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Let $S$ be a nonempty subset of a vector space $V$. The \textbf{span} of $S$, denoted $\lspan{S}$, is the set consisting of all linear combinations of the vectors in $S$. For convenience, we define $\lspan{\emptyset} = \{0\}$.
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\end{definition}
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\begin{theorem}
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@@ -21,7 +21,7 @@
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\item The empty set is linearly independent, for linearly dependent sets must be nonempty.
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\item A set consisting of a single nonzero vector is linearly independent. For if $\{v\}$ is linearly dependent, then $av = 0$ for some nonzero scalar $a$. thus
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\[v = a^{-1}(av) = a^{-1}0 = 0.\]
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\[v = a^{-1}(av) = a^{-1}0 = 0.\]
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\item A set is linearly independent if and only if the only representations of $0$ as linear combinations of its vectors are trivial representations.
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\end{enumerate}
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@@ -39,5 +39,5 @@
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\begin{theorem}
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\hfill\\
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Let $S$ be a linearly independent subset of a vector space $V$, and let $v$ be a vector in $V$ that is not in $S$. Then $S \cup \{v\}$ is linearly dependent if and only if $v \in \text{span}(S)$.
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Let $S$ be a linearly independent subset of a vector space $V$, and let $v$ be a vector in $V$ that is not in $S$. Then $S \cup \{v\}$ is linearly dependent if and only if $v \in \lspan{S}$.
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\end{theorem}
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@@ -60,7 +60,7 @@
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for $1 \leq i \leq m$ and $1 \leq j \leq n$.
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\end{definition}
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\begin{definition}
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\begin{definition}\label{Definition 1.7}
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\hfill\\
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Let $S$ be any nonempty set and $\F$ be any field, and let $\mathcal{F}(S, \F)$ denote the set of all functions from $S$ to $\F$. Two functions $f$ and $g$ in $\mathcal{F}(S, \F)$ are called \textbf{equal} if $f(s) = g(s)$ for each $s \in S$. The set $\mathcal{F}(S, \F)$ is a vector space with the operations of addition and scalar multiplication defined for $f,g \in \mathcal{F}(S, \F)$ and $c \in \F$ defined by
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@@ -1 +1,120 @@
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\section{Compositions of Linear Transformations and Matrix Multiplication}
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\begin{theorem}
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\hfill\\
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Let $V$, $W$, and $Z$ be vector spaces over the same field $\F$, and let $T: V \to U$ and $U: W \to Z$ be linear. Then $UT: V \to Z$ is linear.
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\end{theorem}
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\begin{theorem}
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\hfill\\
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Let $V$ be a vector space. Let $T, U_1, U_2 \in \LL(V)$. Then
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\begin{enumerate}
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\item $T(U_1 + U_2) = TU_1 + TU_2$ and $(U_1 + U_2)T = U_1T + U_2T$
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\item $T(U_1U_2) = (TU_1)U_2$
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\item $TI = IT = T$
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\item $a(U_1U_2) = (aU_1)U_2 = U_1(aU_2)$ for all scalars $a$.
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\end{enumerate}
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\end{theorem}
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\begin{definition}
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\hfill\\
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Let $A$ be an $m \times n$ matrix and $B$ be an $n \times p$ matrix. We define the \textbf{product} of $A$ and $B$, denoted $AB$, to be the $m \times p$ matrix such that
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\[(AB)_{ij} = \sum_{k=1}^{n}A_{ik}B_{kj}\ \ \text{for}\ \ 1 \leq i \leq m,\ \ 1 \leq j \leq p.\]
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Notice that $(AB)_{ij}$ is the sum of products of corresponding entries from the $i$th row of $A$ and the $j$th column of $B$.\\
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The reader should observe that in order for the product $AB$ to be defined, there are restrictions regarding the relative sizes of $A$ and $B$. The following mnemonic device is helpful: ``$(m \times n) \cdot (n \times p) = (m \times p)$"; that is, in order for the product $AB$ to be defined, the two ``inner" dimensions must be equal, and the two ``outer" dimensions yield the size of the product.
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\end{definition}
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\begin{theorem}
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\hfill\\
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Let $V$, $W$, and $Z$ be finite-dimensional vector spaces with ordered bases $\alpha$, $\beta$, and $\gamma$, respectively. Let $T: V \to W$ and $U: W \to Z$ be linear transformations. Then
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\[[UT]_\alpha^\gamma = [U]_\beta^\gamma[T]_\alpha^\beta\]
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\end{theorem}
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\begin{corollary}
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\hfill\\
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Let $V$ be a finite-dimensional vector space with an ordered basis $\beta$. Let $T, U \in \LL(V)$. Then $[UT]_\beta = [U]_\beta [T]_\beta$.
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\end{corollary}
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\begin{definition}
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\hfill\\
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We define the \textbf{Kronecker delta} $\delta_{ij}$ by $\delta_{ij}=1$ if $i = j$ and $\delta_{ij}=0$ if $i \neq j$. The $n \times n$ \textbf{identity matrix} $I_n$ is defined by $(I_n)_{ij} = \delta_{ij}$.
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\end{definition}
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\begin{theorem}
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\hfill\\
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Let $A$ be an $m \times n$ matrix, $B$ and $C$ be $n \times p$ matrices, and $D$ and $E$ be $q \times m$ matrices. Then
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\begin{enumerate}
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\item $A(B + C) = AB + AC$ and $(D + E)A = DA + EA$.
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\item $a(AB) = (aA)B = A(aB)$ for any scalar $a$.
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\item $I_mA = A = AI_n$.
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\item If $V$ is an $n$-dimensional vector space with an ordered basis $\beta$, then $[I_V]_\beta = I_n$.
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\end{enumerate}
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\end{theorem}
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\begin{corollary}
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\hfill\\
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Let $A$ be an $m \times n$ matrix, $B_1, B_2, \dots, B_k$ be $n \times p$ matrices, $C_1, C_2, \dots, C_k$ be $q \times m$ matrices, and $a_1, a_2, \dots, a_k$ be scalars. Then
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\[A\left(\sum_{i=1}^{k}a_iB_i\right) = \sum_{i=1}^{k}a_iAB_i\]
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and
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\[\left(\sum_{i=1}^{k}a_iC_i\right)A = \sum_{i=1}^{k}a_iC_iA.\]
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\end{corollary}
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\begin{theorem}
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\hfill\\
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Let $A$ be an $m \times n$ matrix and $B$ be an $n \times p$ matrix. For each $j$ ($1 \leq j \leq p$) let $u_j$ and $v_j$ denote the $j$th columns of $AB$ and $B$, respectively. Then
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\begin{enumerate}
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\item $u_j = Av_j$.
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\item $v_j = Be_j$, where $e_j$ is the $j$th standard vector of $\F^p$.
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\end{enumerate}
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\end{theorem}
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\begin{theorem}
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\hfill\\
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Let $V$ and $W$ be finite-dimensional vector spaces having ordered bases $\beta$ and $\gamma$, respectively, and let $T: V \to W$ be linear. Then, for each $u \in V$, we have
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\[[T(u)]_\gamma = [T]_\beta^\gamma [u]_\beta.\]
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\end{theorem}
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\begin{definition}
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\hfill\\
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Let $A$ be an $m \times n$ matrix with entries from a field $\F$. We denote $L_A: \F^n \to \F^m$ defined by $L_A(x) = Ax$ (the matrix product of $A$ and $x$) for each column vector $x \in \F^n$. We call $L_A$ a \textbf{left-multiplication transformation}.
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\end{definition}
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\begin{theorem}
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\hfill\\
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Let $A$ be an $m \times n$ matrix with entries from $\F$. Then the left-multiplication transformation $L_A: \F^n \to \F^m$ is linear. Furthermore, if $B$ is any other $m \times n$ matrix (with entries from $\F$) and $\beta$ and $\gamma$ are the standard ordered bases for $\F^n$ and $\F^m$, respectively, then we have the following properties.
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\begin{enumerate}
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\item $[L_A]_\beta^\gamma = A$.
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\item $L_A = L_B$ if and only if $A = B$.
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\item $L_{A + B} = L_A + L_B$ and $L_{aA} = aL_A$ for all $a \in \F$.
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\item If $T: \F^n \to \F^m$ is linear, then there exists a unique $m \times n$ matrix $C$ such that $T = L_C$. In fact, $C = [T]_\beta^\gamma$.
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\item If $E$ is an $n \times p$ matrix, then $L_{AE} = L_AL_E$.
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\item If $m = n$, then $L_{I_n} = I_{\F^n}$.
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\end{enumerate}
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\end{theorem}
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\begin{theorem}
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\hfill\\
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Let $A$, $B$, and $C$ be matrices such that $A(BC)$ is defined. Then $(AB)C$ is also defined and $A(BC)=(AB)C$; that is, matrix multiplication is associative.
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\end{theorem}
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\begin{definition}
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\hfill\\
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An \textbf{incidence matrix} is a square matrix in which all the entries are either zero or one and, for convenience, all the diagonal entries are zero. If we have a relationship on a set of $n$ objects that we denote $1, 2, \dots, n$, then we define the associated incidence matrix $A$ by $A_{ij} = 1$ if $i$ is related to $j$, and $A_{ij} = 0$ otherwise.
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\end{definition}
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\begin{definition}
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\hfill\\
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A relationship among a group of people is called a \textbf{dominance relation} if the associated incidence matrix $A$ has the property that for all distinct pairs $i$ and $j$, $A_{ij} = 1$ if and only if $A_{ji} = 0$, that is, given any two people, exactly one of them \textit{dominates} the other.
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\end{definition}
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@@ -1 +1,86 @@
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\section{Dual Spaces}
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\begin{definition}
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\hfill\\
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A linear transformation from a vector space $V$ into its field of scalars $\F$, which is itself a vector space of dimension 1 over $\F$, is called a \textbf{linear functional} on $V$. We generally use the letters $\mathsf{f}, \mathsf{g}, \mathsf{h}, \dots$. to denote linear functionals.
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\end{definition}
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\begin{definition}
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\hfill\\
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Let $V$ be a vector space of continuous real-valued functions on the interval $[0, 2\pi]$. Fix a function $g \in V$. The function $\mathsf{h}: V \to \R$, defined by
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\[\mathsf{h}(x) = \frac{1}{2\pi} \int_{0}^{2\pi}x(t)g(t) dt\]
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is a linear functional on $V$. In the cases that $g(t)$ equals $\sin(nt)$ or $\cos (nt)$, $\mathsf{h}(x)$ is often called the \textbf{\textit{n}th Fourier coefficient of $x$}.
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\end{definition}
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\begin{definition}
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\hfill\\
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Let $V$ be a finite dimensional vector space, and let $\beta = \{x_1, x_2, \dots, x_n\}$ be an ordered basis for $V$. For each $i = 1, 2, \dots, n$, define $\mathsf{f}_i(x) = a_i$, where
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\[[x]_\beta = \begin{pmatrix} a_1 \\ a_2 \\ \vdots \\ a_n \end{pmatrix}\]
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is the coordinate vector of $x$ relative to $\beta$. Then $\mathsf{f}$ is a linear function on $V$ called the \textbf{\textit{i}th coordinate function with respect to the basis $\beta$}. Note that $\mathsf{f}_i(x_j) = \delta_{ij}$, where $\delta_{ij}$ is the Kronecker delta. These linear functionals play an important role in the theory of dual spaces (see \autoref{Theorem 2.24}).
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\end{definition}
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\begin{definition}
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\hfill\\
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For a vector space $V$ over $\F$, we define the \textbf{dual space} of $V$ to be the vector space $\LL(V, \F)$, denoted by $V^*$.\\
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Thus $V^*$ is the vector space consisting of all linear functionals on $V$ with the operations of addition and scalar multiplication. Note that if $V$ is finite-dimensional, then by \autoref{Corollary 2.7}
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\[\ldim{V^*}= \ldim{\LL(V,\F)} = \ldim{V} \cdot \ldim{\F} = \ldim{V}.\]
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Hence by \autoref{Theorem 2.19}, $V$ and $V^*$ are isomorphic. We also define the \textbf{double dual} $V^{**}$ of $V$ to be the dual of $V^*$. In \autoref{Theorem 2.26}, we show, in fact, that there is a natural identification of $V$ and $V^{**}$ in the case that $V$ is finite-dimensional.
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\end{definition}
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\begin{theorem}\label{Theorem 2.24}
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\hfill\\
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Suppose that $V$ is a finite-dimensional vector space with the ordered basis $\beta = \{x_1, x_2, \dots, x_n\}$. Let $\mathsf{f}_i$ ($1 \leq i \leq n$) be the $i$th coordinate function with respect to $\beta$ as just defined, and let $\beta^*=\{\mathsf{f}_1, \mathsf{f}_2, \dots, \mathsf{f}_n\}$. Then $\beta^*$ is an ordered basis for $V^*$, and, for any $\mathsf{f} \in V^*$, we have
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\[\mathsf{f} = \sum_{i=1}^{n}\mathsf{f}(x_i)\mathsf{f}_i.\]
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\end{theorem}
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\begin{definition}
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\hfill\\
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Using the notation of \autoref{Theorem 2.24}, we call the ordered basis $\beta^* = \{\mathsf{f}_1, \mathsf{f}_2, \dots, \mathsf{f}_n\}$ of $V^*$ that satisfies $\mathsf{f}_i(x_j) = \delta_{ij}$ ($1 \leq i,\ j \leq n$) the \textbf{dual basis} of $\beta$.
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\end{definition}
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\begin{theorem}\label{Theorem 2.25}
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\hfill\\
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Let $V$ and $W$ be finite-dimensional vector spaces over $\F$ with ordered bases $\beta$ and $\gamma$, respectively. For any linear transformation $T: V \to W$, the mapping $T^t: W^* \to V^*$ defined by $T^t(\mathsf{g}) = \mathsf{g}T$ for all $\mathsf{g} \in W^*$ is a linear transformation with the property that $[T^t]_{\gamma^*}^{\beta^*} = ([T]_\beta^\gamma)^t$.
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\end{theorem}
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\begin{definition}
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\hfill\\
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The linear transformation $T^t$ defined in \autoref{Theorem 2.25} is called the \textbf{transpose} of $T$. It is clear that $T^t$ is the unique linear transformation $U$ such that $[U]_{\gamma^*}^{\beta^*} = ([T]_\beta^\gamma)^t$.
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\end{definition}
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\begin{definition}
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\hfill\\
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For a vector $x$ in a finite-dimensional vector space $V$, we define the linear functional $\hat{x}: V^* \to \F$ on $V^*$ by $\hat{x}(\mathsf{f}) = \mathsf{f}(x)$ for every $\mathsf{f} \in V^*$. Since $\hat{x}$ is a linear functional on $V^*$, $\hat{x} \in V^{**}$.\\
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The correspondence $x \leftrightarrow \hat{x}$ allows us to define the desired isomorphism between $V^*$ and $V^{**}$.
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\end{definition}
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\begin{lemma}
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\hfill\\
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Let $V$ be a finite-dimensional vector space, and let $x \in V$. If $\hat{x}(\mathsf{f})=0$ for all $\mathsf{f} \in V^*$, then $x = 0$.
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\end{lemma}
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\begin{theorem}\label{Theorem 2.26}
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\hfill\\
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Let $V$ be a finite-dimensional vector space, and define $\psi: V \to V^{**}$ by $\psi(x) = \hat{x}$. Then $\psi$ is an isomorphism.
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\end{theorem}
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\begin{corollary}
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\hfill\\
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Let $V$ be a finite-dimensional vector space with dual space $V^*$. Then every ordered basis for $V^*$ is the dual basis for some basis $V$.
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\end{corollary}
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\begin{definition}
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\hfill\\
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Let $V$ be a finite-dimensional vector space over $\F$. For every subset $S$ of $V$, define the \textbf{annihilator} $S^0$ of $S$ as
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\[S^0 = \{\mathsf{f} \in V^*\ |\ \mathsf{f}(x) = 0,\ \text{for all}\ x \in S\}\]
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\end{definition}
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@@ -1 +1,184 @@
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\section{Homogeneous Linear Differential Equations with Constant Coefficients}
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\begin{definition}
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\hfill\\
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A \textbf{differential equation} in an unknown function $y = y(t)$ is an equation involving $y$, $t$, and derivatives of $y$. If the differential equation is of the form
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\begin{equation}
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a_ny^{(n)}+a_{n-1}y^{(n-)} + \dots + a_1y^{(1)}+a_0y = f,
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\end{equation}
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where $a_0, a_1, \dots, a_n$ and $f$ are functions of $t$ and $y^{(k)}$ denotes the $k$th derivative of $y$, then the equation is said to be \textbf{linear}. The functions $a_i$ are called the \textbf{coefficients} of the differential equation. When $f$ is identically zero, (2.1) is called \textbf{homogeneous}.\\
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If $a_n \neq 0$, we say that differential equation (2.1) is of \textbf{order \textit{n}}. In this case, we divide both sides by $a_n$ to obtain a new, but equivalent, equation
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\[y^{(n)} + b_{n-1}y^{(n-1)} + \dots + b_1y^{(1)} + b_0y = 0,\]
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where $b_i = a_i/a_n$ for $i=0, 1, \dots, n-1$. Because of this observation, we always assume that the coefficient $a_n$ in (2.1) is $1$.\\
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A \textbf{solution} to (2.1) is a function that when substituted for $y$ reduces (2.1) to an identity.
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\end{definition}
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\begin{definition}
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\hfill\\
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Given a complex-valued function $x \in \mathcal{F}(\R, \C)$ of a real variable $t$ (where $\mathcal{F}(\R, \C)$ is the vector space defined in \autoref{Definition 1.7}), there exist unique real-valued functions $x_1$ and $x_2$ of $t$, such that
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\[x(t) = x_1(t) + ix_2(t)\ \ \ \text{for}\ \ \ t \in \R,\]
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where $i$ is the imaginary number such that $i^2 = -1$. We call $x_1$ the \textbf{real part} and $x_2$ the \textbf{imaginary part} of $x$.
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\end{definition}
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\begin{definition}
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\hfill\\
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Given a function $x \in \mathcal{F}(\R, \C)$ with real part $x_1$ and imaginary part $x_2$, we say that $x$ is \textbf{differentiable} if $x_1$ and $x_2$ are differentiable. If $x$ is differentiable, we define the \textbf{derivative} $x'$ of $x$ by
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\[x' = x'_1 + ix'_2\]
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\end{definition}
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\begin{theorem}
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\hfill\\
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Any solution to a homogeneous linear differential equation with constant coefficients has derivatives of all orders; that is, if $x$ is a solution to such an equation, then $x^(k)$ exists for every positive integer $k$.
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\end{theorem}
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\begin{definition}
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\hfill\\
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We use $\C^\infty$ to denote the set of all functions in $\mathcal{F}(\R, \C)$ that have derivatives of all orders.
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\end{definition}
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\begin{definition}
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||||
\hfill\\
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For any polynomial $p(t)$ over $\C$ of positive degree, $p(D)$ is called a \textbf{differential operator}. The \textbf{order} of the differential operator $p(D)$ is the degree of the polynomial $p(t)$.
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\end{definition}
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\begin{definition}
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\hfill\\
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Given the differential equation
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\[y^{(n)} + a_{n-1}y^{(n-1)}+ \dots + a_1y^{(1)} + a_0y = 0,\]
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the complex polynomial
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\[p(t) = t^n + a_{n-1}t^{n-1} + \dots + a_1t + a_0\]
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is called the \textbf{auxiliary polynomial} associated with the equation.
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\end{definition}
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\begin{theorem}
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||||
\hfill\\
|
||||
The set of all solutions to a homogeneous linear differential equation with constant coefficients coincides with the null space of $p(D)$ where $p(t)$ is the auxiliary polynomial associated with the equation.
|
||||
\end{theorem}
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
The set of all solutions to a homogeneous linear differential equation with constant coefficients is a subspace of $\C^\infty$.
|
||||
\end{corollary}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
We call the set of solutions to a homogeneous linear differential equation with constant coefficients the \textbf{solution space} of the equation.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Let $c = a+ib$ be a complex number with real part $a$ and imaginary part $b$. Define
|
||||
|
||||
\[e^c = e^a(\cos(b) + i\sin(b)).\]
|
||||
|
||||
The special case
|
||||
|
||||
\[e^{ib} = \cos(b) + i\sin(a)\]
|
||||
|
||||
is called \textbf{Euler's formula}.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
A function $f: \R \to \C$ defined by $f(t) = e^{ct}$ for a fixed complex number $c$ is called an \textbf{exponential function}.
|
||||
\end{definition}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
For any exponential function $f(t) = e^{ct}$, $f'(t) = ce^{ct}$.
|
||||
\end{theorem}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Recall that the \textbf{order} of a homogeneous linear differential equation is the degree of its auxiliary polynomial. Thus, an equation of order 1 is of the form
|
||||
|
||||
\begin{equation}
|
||||
y' + a_0y = 0.
|
||||
\end{equation}
|
||||
|
||||
The solution space for (2.2) is of dimension 1 and has $\{e^{-a_0t}\}$ as a basis.
|
||||
\end{theorem}
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
For any complex number $c$, the null space of the differential operator $D-c\mathsf{l}$ has $\{e^{ct}\}$ as a basis.
|
||||
\end{corollary}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $p(t)$ be the auxiliary polynomial for a homogeneous linear differential equation with constant coefficients. For any complex number $c$, if $c$ is a zero of $p(t)$, then $e^{ct}$ is a solution to the differential equation.
|
||||
\end{theorem}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
For any differential operator $p(D)$ of order $n$, the null space of $p(D)$ is an $n$-dimensional subspace of $\C^\infty$.
|
||||
\end{theorem}
|
||||
|
||||
\begin{lemma}
|
||||
\hfill\\
|
||||
The differential operator $D - c\mathsf{l}: \C^\infty \to \C^\infty$ is onto for any complex number $c$.
|
||||
\end{lemma}
|
||||
|
||||
\begin{lemma}
|
||||
\hfill\\
|
||||
Let $V$ be a vector space, and suppose that $T$ and $U$ are linear operators on $V$ such that $U$ is onto and the null spaces of $T$ and $U$ are finite-dimensional. Then the null space of $TU$ is finite-dimensional, and
|
||||
|
||||
\[\ldim{\n{TU}} = \ldim{\n{T}} + \ldim{\n{U}}\]
|
||||
\end{lemma}
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
The solution space of any $n$th-order homogeneous linear differential equation with constant coefficients is an $n$-dimensional subspace of $\C^\infty$.
|
||||
\end{corollary}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Given $n$ distinct complex numbers $c_1, c_2, \dots, c_n$, the set of exponential functions $\{e^{c_1t},e^{c_2t},\dots,e^{c_nt}\}$ is linearly independent.
|
||||
\end{theorem}
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
For any $n$th-order homogeneous linear differential equation with constant coefficients, if the auxiliary polynomial has $n$ distinct zeros $c_1, c_2, \dots, c_n$, then $\{e^{c_1t}, e^{c_2t}, \dots, e^{c_nt}\}$ is a basis for the solution space of the differential equation.
|
||||
\end{corollary}
|
||||
|
||||
\begin{lemma}
|
||||
\hfill\\
|
||||
For a given complex number $c$ and a positive integer $n$, suppose that $(t-c)^n$ is the auxiliary polynomial of a homogeneous linear differential equation with constant coefficients. Then the set
|
||||
|
||||
\[\beta = \{e^{ct}, te^{ct}, \dots, t^{n-1}e^{ct}\}\]
|
||||
|
||||
is a basis for the solution space of the equation.
|
||||
\end{lemma}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Given a homogeneous linear differential equation with constant coefficients and auxiliary polynomial
|
||||
|
||||
\[(t-c_1)^{n_1}(t-c_2)^{n_2}\dots(t-c_k)^{n_k},\]
|
||||
|
||||
where $n_1, n_2, \dots, n_k$ are positive integers and $c_1, c_2, \dots, c_k$ are distinct complex numbers, the following set is a basis for the solution space of the equation:
|
||||
|
||||
\[\{e^{c_1t}, te^{c_1t},\dots, t^{n_1-1}e^{c_1t}, \dots, e^{c_kt}, te^{c_kt}, \dots, t^{n_k-1}e^{c_kt}\}\]
|
||||
\end{theorem}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
A differential equation
|
||||
|
||||
\[y^{(n)} + a_{n-1}y^{(n-1)} + \dots + a_1y^{(1)} + a_0y = x\]
|
||||
|
||||
is called a \textbf{nonhomogeneous} linear differential equation with constant coefficients if the $a_i$'s are constant and $x$ is a function that is not identically zero.
|
||||
\end{definition}
|
||||
@@ -1 +1,87 @@
|
||||
\section{Invertibility and Isomorphisms}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Let $V$ and $W$ be vector spaces, and let $T: V \to W$ be linear. A function $U: W \to V$ is said to be an \textbf{inverse} of $T$ if $TU = I_W$ and $UT = I_V$. If $T$ has an inverse, then $T$ is said to be \textbf{invertible}. If $T$ is invertible, then the inverse of $T$ is unique and is denoted by $T^{-1}$.\\
|
||||
|
||||
The following facts hold for invertible functions $T$ and $U$.
|
||||
|
||||
\begin{enumerate}
|
||||
\item $(TU)^{-1} = U^{-1}T^{-1}$.
|
||||
\item $(T^{-1})^{-1} = T$; in particular, $T^{-1}$ is invertible.
|
||||
\end{enumerate}
|
||||
|
||||
We often use the fact that a function is invertible if and only if it is one-to-one and onto. We can therefore restate \autoref{Theorem 2.5} as follows:
|
||||
|
||||
\begin{enumerate}
|
||||
\setcounter{enumi}{2}
|
||||
\item Let $T: V \to W$ be a linear transformation, where $V$ and $W$ are finite-dimensional vector spaces of equal dimension. then $T$ is invertible if and only if $\rank{T} = \ldim{T}$.
|
||||
\end{enumerate}
|
||||
\end{definition}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $V$ and $W$ be vector spaces, and let $T: V \to W$ be linear and invertible. Then $T^{-1}: W \to V$ is linear.
|
||||
\end{theorem}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Let $A$ be an $n \times n$ matrix. Then $A$ is \textbf{invertible} if there exists an $n \times n$ matrix $B$ such that $AB = BA = I$.\\
|
||||
|
||||
If $A$ is invertible, then the matrix $B$ such that $AB = BA = I$ is unique. (If $C$ were another such matrix, then $C = CI = C(AB) = (CA)B = IB = B$.) The matrix $B$ is called the \textbf{inverse} of $A$ and is denoted by $A^{-1}$.
|
||||
\end{definition}
|
||||
|
||||
\begin{lemma}
|
||||
\hfill\\
|
||||
Let $T$ be an invertible linear transformation from $V$ to $W$. Then $V$ is finite-dimensional if and only if $W$ is finite-dimensional. In this case, $\ldim{V} = \ldim{W}$
|
||||
\end{lemma}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $V$ and $W$ be finite-dimensional vector spaces with ordered bases $\beta$ and $\gamma$, respectively. Let $T: V \to W$ be linear. Then $T$ is invertible if and only if $[T]_\beta^\gamma$ is invertible. Furthermore, $[T^{-1}]_\gamma^\beta = ([T]_\beta^\gamma)^{-1}$.
|
||||
\end{theorem}
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
Let $V$ be a finite-dimensional vector space with an ordered bases $\beta$, and let $T: V \to V$ be linear. Then $T$ is invertible if and only if $[T]_\beta$ is invertible. Furthermore, $[T^{-1}]_\beta = ([T]_\beta)^{-1}$.
|
||||
\end{corollary}
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
Let $A$ be and $n \times n$ matrix. Then $A$ is invertible if and only if $L_A$ is invertible. Furthermore, $(L_A)^{-1} = L_{A^{-1}}$.
|
||||
\end{corollary}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Let $V$ and $W$ be vector spaces. We say that $V$ is \textbf{isomorphic} to $W$ if there exists a linear transformation $T: V \to W$ that is invertible. Such a linear transformation is called an \textbf{isomorphism} from $V$ onto $W$.
|
||||
\end{definition}
|
||||
|
||||
\begin{theorem}\label{Theorem 2.19}
|
||||
\hfill\\
|
||||
Let $V$ and $W$ be finite-dimensional vector spaces (over the same field). Then $V$ is isomorphic to $W$ if and only if $\ldim{V} = \ldim{W}$.
|
||||
\end{theorem}
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
Let $V$ be a vector space over $\F$. Then $V$ is isomorphic to $\F^n$ if and only if $\ldim{V} = n$.
|
||||
\end{corollary}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $V$ and $W$ be finite-dimensional vector spaces over $\F$ of dimensions $n$ and $m$, respectively, and let $\beta$ and $\gamma$ be ordered bases for $V$ and $W$, respectively. Then the function $\Phi: \LL(V,W) \to M_{m \times n}(\F)$, defined by $\Phi(T) = [T]_\beta^\gamma$ for $T \in \LL(V,W)$ is an isomorphism.
|
||||
\end{theorem}
|
||||
|
||||
\begin{corollary}\label{Corollary 2.7}
|
||||
\hfill\\
|
||||
Let $V$ and $W$ be finite-dimensional vector spaces of dimension $n$ and $m$, respectively. Then $\LL(V,W)$ is finite-dimensional of dimension $mn$.
|
||||
\end{corollary}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Let $\beta$ be an ordered basis for an $n$-dimensional vector space $V$ over the field $\F$. The \textbf{standard representation of $V$ with respect to $\beta$} is the function $\phi_\beta: V \to \F^n$ defined by $\phi_\beta(x) = [x]_\beta$ for each $x \in V$.
|
||||
\end{definition}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
For any finite-dimensional vector space $V$ with ordered basis $\beta$, $\phi_\beta$ is an isomorphism.
|
||||
\end{theorem}
|
||||
@@ -1 +1,117 @@
|
||||
\section{Linear Transformations, Null Spaces, and Ranges}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Let $V$ and $W$ be vector spaces (over $\F$). We call a function $T: V \to W$ a \textbf{linear transformation from $V$ to $W$} if, for all $x,y \in V$, and $c \in \F$, we have
|
||||
|
||||
\begin{enumerate}
|
||||
\item $T(x + y) = T(x) + T(y)$, and
|
||||
\item $T(cx) = cT(x)$
|
||||
\end{enumerate}
|
||||
|
||||
If the underlying field $\F$ is the field of rational numbers, then (1) implies (2), but, in general (1) and (2) are logically independent.\\
|
||||
|
||||
We often simply call $T$ \textbf{linear}.
|
||||
\end{definition}
|
||||
|
||||
\begin{remark}
|
||||
\hfill\\
|
||||
Let $V$ and $W$ be vector spaces (over $\F$). Let $T: V \to W$ be a linear transformation. Then the following properties hold:
|
||||
|
||||
\begin{enumerate}
|
||||
\item If $T$ is linear, then $T(0) = 0$.
|
||||
\item $T$ is linear if and only if $T(cx + y) = cT(x) + T(y)$ for all $x,y \in V$ and $c \in \F$.
|
||||
\item If $T$ is linear, then $T(x-y)=T(x)-T(y)$ for all $x,y \in V$.
|
||||
\item $T$ is linear if and only if, for $x_1, x_2, \dots, x_n \in V$ and $a_1, a_2, \dots, a_n \in \F$, we have
|
||||
|
||||
\[T\left(\sum_{i=1}^{n}a_ix_i\right)=\sum_{i=1}^{n}a_iT(x_i).\]
|
||||
\end{enumerate}
|
||||
|
||||
We generally use property 2 to prove that a given transformation is linear.
|
||||
\end{remark}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
For any angle $\theta$, define $T_\theta: \R^2 \to \R^2$ by the rule: $T_\theta(a_1, a_2)$ is the vector obtained by rotating $(a_1, a_2)$ counterclockwise by $\theta$ if $(a_1, a_2) \neq (0, 0)$, and $T_\theta(0,0) = (0,0)$. Then $T_\theta: \R^2 \to \R^2$ is a linear transformation that is called the \textbf{rotation by $\theta$}.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Define $T: \R^2 \to \R^2$ by $T(a_1, a_2) = (a_1, -a_2)$. $T$ is called the \textbf{reflection about the \textit{x}-axis}.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
For vector spaces $V$ and $W$ (over $\F$), we define the \textbf{identity transformation} $I_V: V \to V$ by $I_V(x) = x$ for all $x \in V$.\\
|
||||
|
||||
We define the \textbf{zero transformation} $T_0: V \to W$ by $T_0(x) = 0$ for all $x \in V$.\\
|
||||
|
||||
\textbf{Note:} We often write $I$ instead of $I_V$.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Let $V$ and $W$ be vector spaces, and let $T: V \to W$ be linear. We define the \textbf{null space} (or \textbf{kernel}) $\n{T}$ to be the set of all vectors $x \in V$ such that $T(x)=0$; that is, \\$\n{T} = \{x \in V\ |\ T(x) = 0\}$.
|
||||
|
||||
We define the \textbf{range} (or \textbf{image}) $\range{T}$ of $T$ to be the subset of $W$ consisting of all images (under $T$) of vectors in $V$; that is, $\range{T} = \{T(x)\ |\ x \in V\}$.
|
||||
\end{definition}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $V$ and $W$ be vector spaces and $T: V \to W$ be linear. Then $\n{T}$ and $\range{T}$ are subspaces of $V$ and $W$, respectively.
|
||||
\end{theorem}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $V$ and $W$ be vector spaces, and let $T: V \to W$ be linear. If $\beta = \{v_1, v_2, \dots, v_n\}$ is a basis for $V$, then
|
||||
|
||||
\[\range{T} = \lspan{T(\beta)} = \lspan{\{T(v_1), T(v_2), \dots, T(v_n)\}}.\]
|
||||
\end{theorem}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Let $V$ and $W$ be vector spaces, and let $T: V \to W$ be linear. If $\n{T}$ and $\range{T}$ are finite-dimensional, then we define the \textbf{nullity} of $T$, denoted $\nullity{T}$, and the \textbf{rank} of $T$, denoted $\rank{T}$, to be the dimensions of $\n{T}$ and $\range{T}$, respectively.
|
||||
\end{definition}
|
||||
|
||||
\begin{theorem}[\textbf{Dimension Theorem}]
|
||||
\hfill\\
|
||||
Let $V$ and $W$ be vector spaces, and let $T: V \to W$ be linear. If $V$ is finite-dimensional, then
|
||||
|
||||
\[\nullity{T} + \rank{T} = \ldim{V}\]
|
||||
\end{theorem}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $V$ and $W$ be vector spaces, and let $T: V \to W$ be linear. Then $T$ is one-to-one if and only if $\n{T} = \{0\}$.
|
||||
\end{theorem}
|
||||
|
||||
\begin{theorem}\label{Theorem 2.5}
|
||||
\hfill\\
|
||||
Let $V$ and $W$ be vector spaces of equal (finite) dimension, and let $T: V \to W$ be linear. Then the following are equivalent.
|
||||
|
||||
\begin{enumerate}
|
||||
\item $T$ is one-to-one.
|
||||
\item $T$ is onto.
|
||||
\item $\rank{T} = \ldim{V}$.
|
||||
\end{enumerate}
|
||||
\end{theorem}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $V$ and $W$ be vector spaces over $\F$, and suppose that $\{v_1, v_2, \dots, v_n\}$ is a basis for $V$. For $w_1, w_2, \dots, w_n$ in $W$, there exists exactly one linear transformation $T: V \to W$ such that $T(v_i) = w_i$ for $i = 1, 2, \dots, n$.
|
||||
\end{theorem}
|
||||
|
||||
\begin{corollary}\label{Corollary 2.1}
|
||||
\hfill\\
|
||||
Let $V$ and $W$ be vector spaces, and suppose that $V$ has a finite basis $\{v_1, v_2, \dots, v_n\}$. If $U,T: V \to W$ are linear and $U(v_i) = T(v_i)$, for $i = 1, 2, \dots, n$, then $U = T$.
|
||||
\end{corollary}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Let $V$ be a vector space and $W_1$ and $W_2$ be subspaces of $V$ such that $V = W_1 \oplus W_2$. A function $T: V \to V$ is called the \textbf{projection on $W_1$ along $W_2$} if, for $x = x_1 + x_2$ with $x_1 \in W$ and $x_2 \in W_2$, we have $T(x) = x_1$.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Let $V$ be a vector space, and let $T: V \to W$ be linear. A subspace $W$ of $V$ is said to be \textbf{$T$-invariant} if $T(x) \in W$ for every $x \in W$, that is, $T(W) \subseteq W$. If $W$ is $T$-invariant, we define the \textbf{restriction of $T$ on $W$} to be the function $T_W: W \to W$ defined by $T_W(x) = T(x)$ for all $x \in W$.
|
||||
\end{definition}
|
||||
@@ -1 +1,40 @@
|
||||
\section{The Change of Coordinate Matrix}
|
||||
|
||||
\begin{theorem}\label{Theorem 2.22}
|
||||
\hfill\\
|
||||
Let $\beta$ and $\beta'$ be two ordered bases for a finite-dimensional vector pace $V$, and let $Q = [I_V]_{\beta'}^\beta$. Then
|
||||
|
||||
\begin{enumerate}
|
||||
\item $Q$ is invertible.
|
||||
\item For any $v \in V$, $[v]_\beta = Q[v]_{\beta'}$.
|
||||
\end{enumerate}
|
||||
\end{theorem}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
The matrix $Q=[I_V]_{\beta'}^\beta$, defined in \autoref{Theorem 2.22}, is called a \textbf{change of coordinate matrix}. Because of part (2) of the theorem, we say that \textbf{$Q$ changes $\beta'$-coordinates into $\beta$-coordinates}.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
A linear transformation that maps a vector space $V$ into itself is called a \textbf{linear operator on $V$}.
|
||||
\end{definition}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $T$ be a linear operator on a finite-dimensional vector space $V$, and let $\beta$ and $\beta'$ be ordered bases for $V$. Suppose that $Q$ is the change of coordinate matrix that changes $\beta'$-coordinates into $\beta$-coordinates. Then
|
||||
|
||||
\[[T]_{\beta'}=Q^{-1}[T]_\beta Q\]
|
||||
\end{theorem}
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
Let $A \in M_{n \times n}(\F)$, and let $\gamma$ be an ordered basis for $\F^n$. Then $[L_A]_\gamma = Q^{-1}AQ$, where $Q$ is the $n \times n$ matrix whose $j$th column is the $j$th vector of $\gamma$.
|
||||
\end{corollary}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Let $A$ and $B$ be matrices in $M_{n \times n}(\F)$. We say that $B$ is \textbf{similar} to $A$ if there exists an invertible matrix $Q$ such that $B = Q^{-1}AQ$.\\
|
||||
|
||||
Notice that the relation of similarity is an equivalence relation. So we need only say that $A$ and $B$ are similar.
|
||||
\end{definition}
|
||||
@@ -1 +1,67 @@
|
||||
\section{The Matrix Representation of a Linear Transformation}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Let $V$ be a finite-dimensional vector space. An \textbf{ordered basis} for $V$ is a basis for $V$ endowed with a specific order; that is, an ordered basis for $V$ is a finite sequence of linearly independent vectors in $V$ that generates $V$.\\
|
||||
|
||||
For the vector space $\F^n$, we call $\{e_1, e_2, \dots, e_n\}$ the \textbf{standard ordered basis} for $\F^n$. Similarly, for the vector space $P_n(\F)$, we call $\{1, x, \dots, x^n\}$ the \textbf{standard ordered basis} for $P_n(\F)$.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Let $\beta = \{v_1, v_2, \dots, v_n\}$ be an ordered basis for a finite-dimensional vector space $V$. For $x \in V$, let $a_1, a_2, \dots, a_n$ be the unique scalar values such that
|
||||
|
||||
\[x = \sum_{i=1}^{n}a_iv_i.\]
|
||||
|
||||
We define the \textbf{coordinate vector of $x$ relative to $\beta$}, denoted by $[x]_\beta$, by
|
||||
|
||||
\[[x]_\beta = \begin{pmatrix} a_1 \\ a_2 \\ \vdots \\ a_n\end{pmatrix}.\]
|
||||
|
||||
Notice that $[v_i]_\beta = e_i$ in the preceding definition. It can be shown that the correspondence $x \to [x]_\beta$ provides us with a linear transformation from $V$ to $\F^n$.
|
||||
\end{definition}
|
||||
|
||||
\begin{notation}
|
||||
\hfill\\
|
||||
The following notation is used to construct a matrix representation of a linear transformation in the following definition.\\
|
||||
|
||||
Suppose that $V$ and $W$ are finite-dimensional vector spaces with ordered bases $\beta = \{v_1, v_2, \dots, v_n\}$ and $\gamma = \{w_1, w_2, \dots, w_m\}$, respectively. Let $T: V \to W$ be linear. Then for each $j$, $1 \leq j \leq n$, there exist unique scalars $a_{ij} \in \F$, $1 \leq i \leq m$, such that
|
||||
|
||||
\[T(v_j) = \sum_{i=1}^{m}a_{ij}w_i\ \ \text{for}\ 1 \leq j \leq n.\]
|
||||
\end{notation}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Using the notation above, we call the $m \times n$ matrix $A$ defined by $A_{ij} = a_{ij}$ the \textbf{matrix representation of $T$ in the ordered bases $\beta$ and $\gamma$.} and write $A = [T]_\beta^\gamma$. If $V = W$ and $\beta = \gamma$, then we write $A = [T]_\beta$.
|
||||
|
||||
Notice that the $j$th column of $A$ is simply $[T(v_j)]_\gamma$. Also observe that if $U: V \to W$ is a linear transformation such that $[U]_\beta^\gamma = [T]_\beta^\gamma$, then $U=T$ by the corollary to Theorem 2.6 (\autoref{Corollary 2.1}).
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Let $T,U: V \to W$ be arbitrary functions, where $V$ and $W$ are vector spaces over $\F$, and let $a \in \F$. We define $T + U: V \to W$ by $(T+U)(x) = T(x) + U(x)$ for all $x \in V$, and $aT: V \to W$ by $(aT)(x) = aT(x)$ for all $x \in V$.
|
||||
\end{definition}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $V$ and $W$ be vector spaces over a field $\F$, and let $T,U: V \to W$ be linear.
|
||||
|
||||
\begin{enumerate}
|
||||
\item For all $a \in \F$, $aT+U$ is linear.
|
||||
\item Using the operations of addition and scalar multiplication in the preceding definition, the collection of all linear transformations from $V$ to $W$ is a vector space over $\F$.
|
||||
\end{enumerate}
|
||||
\end{theorem}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Let $V$ and $W$ be vector spaces over $\F$. We denote the vector space of all linear transformations from $V$ to $W$ by $\LL(V, W)$. In the case that $V = W$, we write $\LL(V)$ instead of $\LL(V, W)$.
|
||||
\end{definition}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $V$ and $W$ be finite-dimensional vector spaces with ordered bases $\beta$ and $\gamma$, respectively, and let $T,U: V \to W$ be linear transformations. Then
|
||||
|
||||
\begin{enumerate}
|
||||
\item $[T+U]_\beta^\gamma = [T]_\beta^\gamma + [U]_\beta^\gamma$ and
|
||||
\item $[aT]_\beta^\gamma = a[T]_\beta^\gamma$ for all scalars $a$.
|
||||
\end{enumerate}
|
||||
\end{theorem}
|
||||
|
||||
@@ -1 +1,29 @@
|
||||
\section{Elementary Matrix Operations and Elementary Matrices}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Let $A$ be an $m \times n$ matrix. Any one of the following three operations on the rows [columns] of $A$ is called an \textbf{elementary row [column] operation}:
|
||||
|
||||
\begin{enumerate}
|
||||
\item interchanging any two rows [columns] of $A$;
|
||||
\item multiplying any row [column] of $A$ by a nonzero scalar;
|
||||
\item adding any scalar multiple of a row [column] of $A$ to another row [column].
|
||||
\end{enumerate}
|
||||
|
||||
Any of these three operations are called an \textbf{elementary operation}. Elementary operations are of \textbf{type 1}, \textbf{type 2}, or \textbf{type 3} depending on whether they are obtained by (1), (2), or (3).
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
An $n \times n$ \textbf{elementary matrix} is a matrix obtained by performing an elementary operation on $I_n$. The elementary matrix is said to be of \textbf{type 1}, \textbf{2}, or \textbf{3} according to whether the elementary operation performed on $I_n$ is a type 1, 2, or 3 operation, respectively.
|
||||
\end{definition}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $A \in M_{m \times n}(\F)$, and suppose that $B$ is obtained from $A$ by performing an elementary row [column] operation. Then there exists an $m \times m$ [$n \times n$] elementary matrix $E$ such that $B = EA$ [$B = AE]$. In fact, $E$ is obtained from $I_m$ [$I_n]$ by performing the same elementary row [column] operation as that which was performed on $A$ to obtain $B$. Conversely, if $E$ is an elementary $m \times m$ [$n \times n$] matrix, then $EA$ [$AE$] is the matrix obtained from $A$ by performing the same elementary row [column] operation as that which produces $E$ from $I_m$ [$I_n$].
|
||||
\end{theorem}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Elementary matrices are invertible, and the inverse of an elementary matrix is an elementary matrix of the same type.
|
||||
\end{theorem}
|
||||
@@ -1 +1,84 @@
|
||||
\section{Systems of Linear Equations -- Computational Aspects}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Two systems of linear equations are called \textbf{equivalent} if they have the same solution set.
|
||||
\end{definition}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $Ax = b$ be a system of $m$ linear equations in $n$ unknowns, and let $C$ be an invertible $m \times n$ matrix. Then the system $(CA)x = Cb$ is equivalent to $Ax = b$.
|
||||
\end{theorem}a
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
Let $Ax = b$ be a system of $m$ linear equations in $n$ unknowns. If $(A'|b')$ is obtained from $(A|b)$ by a finite number of elementary row operations, then the system $A'x = b'$ is equivalent to the original system.
|
||||
\end{corollary}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
A matrix is said to be in \textbf{reduced row echelon form} if the following three conditions are satisfied.
|
||||
|
||||
\begin{enumerate}
|
||||
\item Any row containing a nonzero entry precedes any row in which all the entries are zero (if any).
|
||||
|
||||
\item The first nonzero entry in each row is the only nonzero entry in its column.
|
||||
|
||||
\item The first nonzero entry in each row is 1 and it occurs in a column to the right of the first nonzero entry in the preceding row.
|
||||
\end{enumerate}
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
The following procedure for reducing an augmented matrix to reduced row echelon form is called \textbf{Gaussian elimination}. It consists of two separate parts.
|
||||
|
||||
\begin{enumerate}
|
||||
\item In the \textit{forward pass}, the augmented matrix is transformed into an upper triangular matrix in which the first nonzero entry of each row is $1$, and it occurs in a column to the right of the first nonzero entry in the preceding row.
|
||||
|
||||
\item In the \textit{backward pass} or \textit{back-substitution}, the upper triangular matrix is transformed into reduced row echelon form by making the first nonzero entry of each row the only nonzero entry of its column.
|
||||
\end{enumerate}
|
||||
\end{definition}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Gaussian elimination transforms any matrix into its reduced row echelon form.
|
||||
\end{theorem}
|
||||
|
||||
\begin{definition}
|
||||
A solution to a system of equations of the form
|
||||
|
||||
\[s = s_0 + t_1u_1 + t_2u_2 + \dots +t_{n-r}u_{n-r},\]
|
||||
|
||||
where $r$ is the number of nonzero solutions in $A'$ ($r \leq m$), is called a \textbf{general solution} of the system $Ax = b$. It expresses an arbitrary solution $s$ of $Ax = b$ in terms of $n - r$ parameters.
|
||||
\end{definition}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $Ax = b$ be a system of $r$ nonzero equations in $n$ unknowns. Suppose that $\rank{A} = \rank{A|b}$ and that $(A|b)$ is in reduced row echelon form. Then
|
||||
|
||||
\begin{enumerate}
|
||||
\item $\rank{A} = r$.
|
||||
\item If the general solution obtained by the procedure above is of the form
|
||||
|
||||
\[s = s_0 + t_1u_1 + t_2u_2 + \dots + t_{n-r}u_{n-r},\]
|
||||
|
||||
then $\{u_1, u_2, \dots, u_{n-r}\}$ is a basis for the solution set of the corresponding homogeneous system, and $s_0$ is a solution to the original system.
|
||||
\end{enumerate}
|
||||
\end{theorem}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $A$ be an $m \times n$ matrix of rank $r$, where $r > 0$, and let $B$ be the reduced row echelon form of $A$. Then
|
||||
|
||||
\begin{enumerate}
|
||||
\item The number of nonzero rows in $B$ is $r$.
|
||||
\item For each $i = 1, 2, \dots, r$, there is a column $b_{j_i}$ of $B$ such that $b_{j_i} = e_i$.
|
||||
\item The columns of $A$ numbered $j_1, j_2, \dots, j_r$ are linearly independent.
|
||||
\item For each $k = 1, 2, \dots, n$, if column $k$ of $B$ is $d_1e_1+d_2e_2+\dots+d_re_r$, then column $k$ of $A$ is $d_1a_{j_1} + d_2a_{j_2} + \dots + d_ra_{j_r}$.
|
||||
\end{enumerate}
|
||||
\end{theorem}
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
The reduced row echelon form of a matrix is unique.
|
||||
\end{corollary}
|
||||
@@ -1 +1,128 @@
|
||||
\section{Systems of Linear Equations -- Theoretical Aspects}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
The system of equations
|
||||
|
||||
\begin{equation}\label{eq:S}
|
||||
\tag{S}
|
||||
\begin{split}
|
||||
a_{11}x_1 + a_{12}x_2 + \dots + a_{1n}x_n = b_1\\
|
||||
a_{21}x_1 + a_{22}x_2 + \dots + a_{2n}x_n = b_2\\
|
||||
\dots \\
|
||||
a_{m1}x_1 + a_{m2}x_2 + \dots + a_{mn}x_n = b_m,
|
||||
\end{split}
|
||||
\end{equation}
|
||||
|
||||
where $a_{ij}$ and $b_i$ ($1 \leq i \leq m$ and $1 \leq j \leq n$) are scalars in a field $\F$ and $x_1, x_2, \dots, x_n$ are $n$ variables taking values in $\F$, is a called a \textbf{system of $m$ linear equations in $n$ unknowns over the field $\F$}.
|
||||
|
||||
The $m \times n$ matrix
|
||||
|
||||
\[\begin{pmatrix}
|
||||
a_{11} & a_{12} & \dots & a_{1n} \\
|
||||
a_{21} & a_{22} & \dots & a_{2n} \\
|
||||
\vdots & \vdots & & \vdots \\
|
||||
a_{m1} & a_{m2} & \dots & a_{mn}
|
||||
\end{pmatrix}\]
|
||||
|
||||
is called the \textbf{coefficient matrix} of the system \eqref{eq:S}.
|
||||
|
||||
If we let
|
||||
|
||||
\[x = \begin{pmatrix}
|
||||
x_1 \\ x_2 \\ \vdots \\ x_n
|
||||
\end{pmatrix}\ \ \text{and}\ \ b = \begin{pmatrix}
|
||||
b_1 \\ b_2 \\ \vdots \\ b_m
|
||||
\end{pmatrix},\]
|
||||
|
||||
then the system \eqref{eq:S} may be rewritten as a single matrix equation
|
||||
|
||||
\[Ax = b.\]
|
||||
|
||||
To exploit the results that we have developed, we often consider a system of linear equations as a single matrix equation.
|
||||
|
||||
A \textbf{solution} to the system \eqref{eq:S} is an $n$-tuple
|
||||
|
||||
\[s = \begin{pmatrix}
|
||||
s_1 \\ s_2 \\ \vdots \\ s_n
|
||||
\end{pmatrix} \in \F^n\]
|
||||
|
||||
such that $As = b$. The set of all solutions to the system \eqref{eq:S} is called the \textbf{solution set} of the system. System \eqref{eq:S} is called \textbf{consistent} if its solution set is nonempty; otherwise it is called \textbf{inconsistent}.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
A system $Ax = b$ of $m$ linear equations in $n$ unknowns is said to be \textbf{homogeneous} if $b = 0$. Otherwise the system is said to be \textbf{nonhomogeneous}.\\
|
||||
|
||||
Any homogeneous system has at least one solution, namely, the zero vector.
|
||||
\end{definition}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $Ax = 0$ be a homogeneous system of $m$ linear equations in $n$ unknowns over a field $\F$. Let $K$ denote the set of all solutions to $Ax = 0$. Then $K = \n{L_A}$; hence $K$ is a subspace of $\F^n$ of dimension $n - \rank{L_A} = n - \rank{A}$.
|
||||
\end{theorem}
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
If $m < n$, the system $Ax = 0$ has a nonzero solution.
|
||||
\end{corollary}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
We refer to the equation $Ax = 0$ as the \textbf{homogeneous system corresponding to $Ax = b$}.
|
||||
\end{definition}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $K$ be the solution set of a system of linear equations $Ax = b$, and let $\mathsf{K}_\mathsf{H}$ be the solution set of the corresponding homogeneous system $Ax = 0$. Then for any solution $s$ to $Ax = b$
|
||||
|
||||
\[K = \{s\} + \mathsf{K}_\mathsf{H} = \{s + k: k \in \mathsf{K}_\mathsf{H}\}.\]
|
||||
\end{theorem}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $Ax = b$ be a system of $n$ linear equations in $n$ unknowns. If $A$ is invertible, then the system has exactly one solution, namely, $A^{-1}b$. Conversely, if the system has exactly one solution, then $A$ is invertible.
|
||||
\end{theorem}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
The matrix $(A|b)$ is called the \textbf{augmented matrix of the system $Ax = b$}.
|
||||
\end{definition}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $Ax = b$ be a system of linear equations. Then the system is consistent if and only if $\rank{A} = \rank{A|b}$.
|
||||
\end{theorem}
|
||||
|
||||
\begin{definition}
|
||||
Consider a system of linear equations
|
||||
|
||||
\[\begin{split}
|
||||
a_{11}p_1 + a_{12}p_2 + \dots + a_{1m}p_m = p_1 \\
|
||||
a_{21}p_1 + a_{22}p_2 + \dots + a_{2m}p_m = p_2 \\
|
||||
\dots \\
|
||||
a_{n1}p_1 + a_{n2}p_2 + \dots + a_{nm}p_m = p_m \\
|
||||
\end{split}\]
|
||||
|
||||
This system can be written as $Ap = p$, where
|
||||
|
||||
\[p = \begin{pmatrix}
|
||||
p_1 \\ p_2 \\ \vdots \\ p_m
|
||||
\end{pmatrix}\]
|
||||
|
||||
and $A$ is the coefficient matrix of the system. In this context, $A$ is called the \textbf{input-ouput (or consumption) matrix}, and $Ap = p$ is called the \textbf{equilibrium condition}.
|
||||
|
||||
For vectors $b = (b_1, b_2, \dots, b_n)$ and $c = (c_1, c_2, \dots, c_n)$ in $\R^n$, we use the notation $b \geq c$ [$b > c$] to mean $b_i \geq c_i$ [$b_i > c_i$] for all $i$. The vector $b$ is called \textbf{nonnegative [positive]} if $b \geq 0$ [$b > 0$].
|
||||
\end{definition}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $A$ be an $n \times n$ input-output matrix having the form
|
||||
|
||||
\[A = \begin{pmatrix}
|
||||
B & C \\
|
||||
D & E
|
||||
\end{pmatrix},\]
|
||||
|
||||
where $D$ is a $1 \times (n -1)$ positive vector and $C$ is an $(n-1)\times 1$ positive vector. Then $(I -A)x = 0$ has a one-dimensional solution set that is generated by a nonnegative vector.
|
||||
\end{theorem}
|
||||
@@ -1 +1,88 @@
|
||||
\section{The Rank of a Matrix and Matrix Inverses}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
If $A \in M_{m \times n}(\F)$, we define the \textbf{rank} of $A$, denoted $\rank{A}$, to be the rank of the linear transformation $L_A: \F^n \to \F^m$.
|
||||
\end{definition}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $T: V \to W$ be a linear transformation between finite-dimensional vector spaces, and let $\beta$ and $\gamma$ be ordered bases for $V$ and $W$, respectively. Then $\rank{T} = \rank{[T]_\beta^\gamma}$.
|
||||
\end{theorem}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $A$ be an $m \times n$ matrix. if $P$ and $Q$ are invertible $m \times m$ and $n \times n$ matrices, respectively, then
|
||||
|
||||
\begin{enumerate}
|
||||
\item $\rank{AQ} = \rank{A}$,
|
||||
\item $\rank{PA} = \rank{A}$,\\ and therefore
|
||||
\item $\rank{PAQ} = \rank{A}$.
|
||||
\end{enumerate}
|
||||
\end{theorem}
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
Elementary row and column operations on a matrix are rank preserving.
|
||||
\end{corollary}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
The rank of any matrix equals the maximum number of its linearly independent columns; that is, the rank of a matrix is the dimension of the subspace generated by its columns.
|
||||
\end{theorem}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $A$ be an $m \times n$ matrix of rank $r$. Then $r \leq m$, $r \leq n$, and, by means of a finite number of elementary row and column operations, $A$ can be transformed into the matrix
|
||||
|
||||
\[D = \begin{pmatrix}
|
||||
I_r & O_1 \\
|
||||
O_2 & O_3
|
||||
\end{pmatrix}\]
|
||||
|
||||
where $O_1$, $O_2$ and $O_3$ are the zero matrices. Thus $D_{ii} = 1$ for $i \leq r$ and $D_{ij} = 0$ otherwise.
|
||||
\end{theorem}
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
Let $A$ be an $m \times n$ matrix of rank $r$. Then there exist invertible matrices $B$ and $C$ of sizes $m \times m$ and $n \times n$, respectively, such that $D=BAC$, where
|
||||
|
||||
\[D = \begin{pmatrix}
|
||||
I_r & O_1 \\
|
||||
O_2 & O_3
|
||||
\end{pmatrix}\]
|
||||
is the $m \times n$ matrix in which $O_1$, $O_2$, and $O_3$ are zero matrices.
|
||||
\end{corollary}
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
Let $A$ be an $m \times n$ matrix. Then
|
||||
|
||||
\begin{enumerate}
|
||||
\item $\rank{A^t} = \rank{A}$.
|
||||
\item The rank of any matrix equals the maximum number of its linearly independent rows; that is, the rank of a matrix is the dimension of the subspace generated by its rows.
|
||||
\item The rows and columns of any matrix generate subspaces of the same dimension, numerically equal to the rank of the matrix.
|
||||
\end{enumerate}
|
||||
\end{corollary}
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
Every invertible matrix is a product of elementary matrices.
|
||||
\end{corollary}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $T: V \to W$ and $U: W \to Z$ be linear transformations on finite-dimensional vector spaces $V$, $W$, and $Z$, and let $A$ and $B$ be matrices such that the product $AB$ is defined. Then
|
||||
|
||||
\begin{enumerate}
|
||||
\item $\rank{UT} \leq \rank{U}$.
|
||||
\item $\rank{UT} \leq \rank{T}$.
|
||||
\item $\rank{AB} \leq \rank{A}$.
|
||||
\item $\rank{AB} \leq \rank{B}$.
|
||||
\end{enumerate}
|
||||
\end{theorem}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Let $A$ and $B$ be $m \times n$ and $m \times p$ matrices, respectively. By the \textbf{augmented matrix} $(A|B)$, we mean the $m \times (n \times p)$ matrix $(A\ B)$, that is, the matrix whose first $n$ columns are the columns of $A$, and whose last $p$ columns are the columns of $B$.
|
||||
\end{definition}
|
||||
@@ -1 +1,56 @@
|
||||
\section{A Characterization of the Determinant}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
A function $\delta: M_{n \times n}(\F) \to \F$ is called an \textbf{\textit{n}-linear function} if it is a linear function of each row of an $n \times n$ matrix when the remaining $n-1$ rows are held fixed, that is, $\delta$ is $n$-linear if, for every $r = 1, 2, \dots, n$, we have
|
||||
|
||||
\[\delta\begin{pmatrix}
|
||||
a_1 \\ \vdots \\ a_{r-1} \\ u+kv \\ a_{r + 1} \\ \vdots \\ a_n
|
||||
\end{pmatrix} = \delta\begin{pmatrix}
|
||||
a_1 \\ \vdots \\ a_{r-1} \\ u \\ a_{r + 1} \\ \vdots \\ a_n
|
||||
\end{pmatrix} + k\delta\begin{pmatrix}
|
||||
a_1 \\ \vdots \\ a_{r-1} \\ v \\ a_{r+1} \\ \vdots \\ a_n
|
||||
\end{pmatrix}\]
|
||||
|
||||
whenever $k$ is a scalar and $u,v$ and each $a_i$ are vectors in $\F^n$.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
An $n$-linear function $\delta: M_{n \times n}(\F) \to \F$ is called \textbf{alternating} if, for each $A \ in M_{n \times n}(\F)$, we have $\delta(A) = 0$ whenever two adjacent rows of $A$ are identical.
|
||||
\end{definition}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $\delta: M_{n \times n}(\F) \to \F$ be an alternating $n$-linear function.
|
||||
|
||||
\begin{enumerate}
|
||||
\item If $A \in M_{n \times n}(\F)$ and $B$ is a matrix obtained from $A$ by interchanging any two rows of $A$, then $\delta(B) = -\delta(A)$.
|
||||
\item If $A \in M_{n \times n}(\F)$ has two identical rows, then $\delta(A) = 0$.
|
||||
\end{enumerate}
|
||||
\end{theorem}
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
Let $\delta: M_{n \times n}(\F) \to \F$ be an alternating $n$-linear function. If $B$ is a matrix obtained from $A \in M_{n \times n}(\F)$ by adding a multiple of some row of $A$ to another row, then $\delta(B) = \delta(A)$.
|
||||
\end{corollary}
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
Let $\delta: M_{n \times n}(\F) \to \F$ be an alternating $n$-linear function. if $M \in M_{n \times n}(\F)$ has rank less than $n$, then $\delta(M) = 0$.
|
||||
\end{corollary}
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
Let $\delta: M_{n \times n}(\F) \to \F$ be an alternating $n$-linear function, and let $E_1, E_2$ and $E_3$ in $M_{n \times n}(\F)$ be elementary matrices of types 1, 2, and 3, respectively. Suppose that $E_2$ is obtained by multiplying some row of $I$ by the nonzero scalar $k$. Then $\delta(E_1) = -\delta(I)$, $\delta(E_2) = k \cdot \delta(I)$, and $\delta(E_3) = \delta(I)$.
|
||||
\end{corollary}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $\delta: M_{n \times n}(\F) \to \F$ be an alternating $n$-linear function such that $\delta(I) = 1$. For any $A,B \in M_{n \times n}(\F)$, we have $\delta(AB) = \delta(A) \cdot \delta(B)$.
|
||||
\end{theorem}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
If $\delta: M_{n \times n}(\F) \to \F$ is an alternating $n$-linear function such that $\delta(I) = 1$, then $\delta(A) = \det(A)$ for every $A \in M_{n \times n}(\F)$.
|
||||
\end{theorem}
|
||||
@@ -1 +1,76 @@
|
||||
\section{Determinants of Order 2}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
If
|
||||
|
||||
\[A = \begin{pmatrix}
|
||||
a & b \\
|
||||
c & d
|
||||
\end{pmatrix}\]
|
||||
is a $2 \times 2$ matrix with entries from a field $\F$, then we define the \textbf{determinant} of $A$, denoted $\det(A)$ or $|A|$, to be the scalar $ad-bc$.
|
||||
\end{definition}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
The function $\det: M_{2 \times 2}(\F) \to \F$ is a linear function of each row of a $2 \times 2$ matrix when the other row is held fixed. That is, if $u$, $v$ and $w$ are in $\F^2$ and $k$ is a scalar, then
|
||||
|
||||
\[\det \begin{pmatrix}
|
||||
u + kv \\
|
||||
w
|
||||
\end{pmatrix} = \det\begin{pmatrix}
|
||||
u \\ w
|
||||
\end{pmatrix} + k\det\begin{pmatrix}
|
||||
v \\ w
|
||||
\end{pmatrix}\]
|
||||
|
||||
and
|
||||
|
||||
\[\det\begin{pmatrix}
|
||||
w \\ u + kv
|
||||
\end{pmatrix} = \det\begin{pmatrix}
|
||||
w \\ u
|
||||
\end{pmatrix} + k \det \begin{pmatrix}
|
||||
w \\ v
|
||||
\end{pmatrix}.\]
|
||||
\end{theorem}
|
||||
|
||||
\begin{theorem}\label{Theorem 4.2}
|
||||
\hfill\\
|
||||
Let $A \in M_{2 \times 2}(\F)$. Then the determinant of $A$ is nonzero if and only if $A$ is invertible. Moreover, if $A$ is invertible, then
|
||||
|
||||
\[A^{-1} = \frac{1}{\det(A)}\begin{pmatrix}
|
||||
A_{22} & -A_{12} \\
|
||||
-A_{21} & A_{11}
|
||||
\end{pmatrix}.\]
|
||||
\end{theorem}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
By the \textbf{angle} between two vectors in $\R^2$, we mean the angle with measure $\theta$ ($0 \leq \theta < \pi$) that is formed by the vectors having the same magnitude and direction as the given vectors by emanating from the origin.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
If $\beta = \{u,v\}$ is an ordered basis for $\R^2$, we define the \textbf{orientation} of $\beta$ to be the real number
|
||||
|
||||
\[O\begin{pmatrix}
|
||||
u \\ v
|
||||
\end{pmatrix} = \frac{\det\begin{pmatrix}
|
||||
u \\ v
|
||||
\end{pmatrix}}{\abs{\det\begin{pmatrix}
|
||||
u \\ v
|
||||
\end{pmatrix}}}\]
|
||||
|
||||
(The denominator of this fraction is nonzero by \autoref{Theorem 4.2}).
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
A coordinate system $\{u, v\}$ is called \textbf{right-handed} if $u$ can be rotated in a counterclockwise direction through an angle $\theta$ ($0 < \theta < \pi$) to coincide with $v$. Otherwise, $\{u ,v\}$ is called a \textbf{left-handed} system.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Any ordered set $\{u, v\}$ in $\R^2$ determines a parallelogram in the following manner. Regarding $u$ and $v$ as arrows emanating from the origin of $\R^2$, we call the parallelogram having $u$ and $v$ as adjacent sides the \textbf{parallelogram determined by $u$ and $v$}.
|
||||
\end{definition}
|
||||
@@ -1 +1,142 @@
|
||||
\section{Determinants of Order $n$}
|
||||
\section{Determinants of Order \textit{n}}
|
||||
|
||||
\begin{notation}
|
||||
\hfill\\
|
||||
Given $A \in M_{n \times n}(\F)$, for $n \geq 2$, denote the $(n-1) \times (n - 1)$ matrix obtained from $A$ by deleting row $i$ and column $j$ by $\tilde{A}_{ij}$. Thus for
|
||||
|
||||
\[A = \begin{pmatrix}
|
||||
1 & 2 & 3 \\
|
||||
4 & 5 & 6 \\
|
||||
7 & 8 & 9
|
||||
\end{pmatrix} \in M_{3 \times 3}(\R)\]
|
||||
|
||||
we have
|
||||
|
||||
\[\tilde{A}_{11} = \begin{pmatrix}
|
||||
5 & 6 \\
|
||||
8 & 9
|
||||
\end{pmatrix},\ \ \ \ \
|
||||
\tilde{A}_{13}=\begin{pmatrix}
|
||||
4 & 5 \\
|
||||
7 & 8
|
||||
\end{pmatrix},\ \ \ \ \
|
||||
\tilde{A}_{32} = \begin{pmatrix}
|
||||
1 & 3 \\
|
||||
4 & 6
|
||||
\end{pmatrix}\]
|
||||
|
||||
and for
|
||||
|
||||
\[B = \begin{pmatrix}
|
||||
1 & -1 & 2 & -1 \\
|
||||
-3 & 4 & 1 & -1 \\
|
||||
2 & -5 & -3 & 8 \\
|
||||
-2 & 6 & -4 & 1
|
||||
\end{pmatrix}\]
|
||||
|
||||
we have
|
||||
|
||||
\[\tilde{B}_{23} = \begin{pmatrix}
|
||||
1 & -1 & -1 \\
|
||||
2 & -5 & 8 \\
|
||||
-2 & 6 & 1
|
||||
\end{pmatrix}\ \ \ \ \ \text{and}\ \ \ \ \ \tilde{B}_{42}=\begin{pmatrix}
|
||||
1 & 2 & -1 \\
|
||||
-3 & 1 & -1 \\
|
||||
2 & -3 & 8
|
||||
\end{pmatrix}\]
|
||||
\end{notation}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Let $A \in M_{n \times n}(\F)$. If $n =1$, so that $A = (A_{11})$, we define $\det(A) = A_{11}$. For $n \geq 2$, we define $\det(A)$ recursively as
|
||||
|
||||
\[\det(A) = \sum_{j=1}^{n}(-1)^{1+j}A_{1j}\cdot\det(\tilde{A}_{1j}).\]
|
||||
|
||||
The scalar $\det(A)$ is called the \textbf{determinant} of $A$ and is also denoted by $|A|$. The scalar
|
||||
|
||||
\[(-1)^{i+j}\det(\tilde{A}_{ij})\]
|
||||
|
||||
is called the \textbf{cofactor} of the entry of $A$ in row $i$, column $j$.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Letting
|
||||
|
||||
\[c_{ij} = (-1)^{i+j}\det(\tilde{A}_{ij})\]
|
||||
|
||||
denote the cofactor of the row $i$, column $j$ entry of $A$, we can express the formula for the determinant of $A$ as
|
||||
|
||||
\[\det(A) = A_{11}c_{11} + A_{12}c_{12}+\dots+A_{1n}c_{1n}.\]
|
||||
|
||||
Thus the determinant of $A$ equals the sum of the products of each entry in row $1$ of $A$ multiplied by its cofactor. This formula is called \textbf{cofactor expansion along the first row} of $A$.
|
||||
\end{definition}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
the determinant of an $n \times n$ matrix is a linear function of each row when the remaining rows are held fixed. That is, for $1 \leq r \leq n$, we have
|
||||
|
||||
\[\det\begin{pmatrix}
|
||||
a_1 \\ \vdots \\ a_{r-1} \\ u+kv \\ a_{r+1} \\ \vdots \\ a_n
|
||||
\end{pmatrix}=\det\begin{pmatrix}
|
||||
a_1 \\ \vdots \\ a_{r-1} \\ u \\ a_{r+1} \\ \vdots \\ a_n
|
||||
\end{pmatrix} + k\det\begin{pmatrix}
|
||||
a_1 \\ \vdots \\ a_{r-1} \\ v \\ a_{r+1} \\ \vdots \\ a_n
|
||||
\end{pmatrix}\]
|
||||
|
||||
wherever $k$ is a scalar and $u, v$ and each $a_i$ are row vectors in $\F^n$.
|
||||
\end{theorem}
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
If $A \in M_{n \times n}(\F)$ has a row consisting entirely of zeros, then $\det(A) = 0$.
|
||||
\end{corollary}
|
||||
|
||||
\begin{lemma}
|
||||
\hfill\\
|
||||
Let $B \in M_{n \times n}(\F)$, where $n \geq 2$. If row $i$ of $B$ equals $e_k$ for some $k$ ($1 \leq k \leq n$), then $\det(B) = (-1)^{i+k}\det(\tilde{B}_{ik})$.
|
||||
\end{lemma}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
The determinant of a square matrix can be evaluated by cofactor expansion along any row. That is, if $A \in M_{n \times n}(\F)$, then for any integer $i$ ($1 \leq i \leq n$),
|
||||
|
||||
\[\det(A) = \sum_{j=1}^{n}(-1)^{i+j}A_{ij}\cdot\det(\tilde{A}_{ij}).\]
|
||||
\end{theorem}
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
If $A \in M_{n \times n}(\F)$ has two identical rows, then $\det(A) = 0$.
|
||||
\end{corollary}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
If $A \in M_{n \times n}(\F)$ and $B$ is a matrix obtained from $A$ by interchanging any two rows of $A$, then $\det(B) = -\det(A)$.
|
||||
\end{theorem}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
Let $A \in M_{n \times n}(\F)$, and let $B$ be a matrix obtained by adding a multiple of one row of $A$ to another row of $A$. Then $\det(B) = \det(A)$.
|
||||
\end{theorem}
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
If $A \in M_{n \times n}(\F)$ has rank less than $n$, then $\det(A) = 0$.
|
||||
\end{corollary}
|
||||
|
||||
\begin{remark}\label{Remark 4.1}
|
||||
\hfill\\
|
||||
The following rules summarize the effect of an elementary row operation on the determinant of a matrix $A \ in M_{n \times n}(\F)$.
|
||||
|
||||
\begin{enumerate}
|
||||
\item If $B$ is a matrix obtained by interchanging any two rows of $A$, then $\det(B) = -\det(A)$.
|
||||
\item If $B$ is a matrix obtained by multiplying a row of $A$ by a nonzero scalar $k$, then $\det(B) = k\det(A)$.
|
||||
\item If $B$ is a matrix obtained by adding a multiple of one row of $A$ to another row of $A$, then $\det(B) = \det(A)$.
|
||||
\end{enumerate}
|
||||
\end{remark}
|
||||
|
||||
\begin{lemma}
|
||||
\hfill\\
|
||||
The determinant of an upper triangular matrix is the product of its diagonal entries.
|
||||
\end{lemma}
|
||||
@@ -1 +1,104 @@
|
||||
\section{Properties of Determinants}
|
||||
|
||||
\begin{remark}
|
||||
\hfill\\
|
||||
Because the determinant of the $n \times n$ matrix is $1$, we can interpret \autoref{Remark 4.1} as the following facts about the determinants of elementary matrices.
|
||||
|
||||
\begin{enumerate}
|
||||
\item If $E$ is an elementary matrix obtained by interchanging any two rows of $I$, then $\det(E) = -1$.
|
||||
\item If $E$ is an elementary matrix obtained by multiplying some row of $I$ by the nonzero scalar $k$, then $\det(E) = k$.
|
||||
\item If $E$ is an elementary matrix obtained by adding a multiple of some row of $I$ to another row, then $\det(E) = 1$.
|
||||
\end{enumerate}
|
||||
\end{remark}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
For any $A, B \in M_{n \times n}(\F)$, $\det(AB) = \det(A) \cdot \det(B)$.
|
||||
\end{theorem}
|
||||
|
||||
\begin{corollary}
|
||||
\hfill\\
|
||||
A matrix $A \in M_{n \times n}(\F)$ is invertible if and only if $\det(A) \neq 0$. Furthermore, if $A$ is invertible, then $\det(A^{-1}) = \displaystyle\frac{1}{\det(A)}$.
|
||||
\end{corollary}
|
||||
|
||||
\begin{theorem}
|
||||
\hfill\\
|
||||
For any $A \in M_{n \times n}(\F)$, $\det(A^t)=\det(A)$.
|
||||
\end{theorem}
|
||||
|
||||
\begin{theorem}[\textbf{Cramer's Rule}]
|
||||
\hfill\\
|
||||
Let $Ax = b$ be the matrix form of a system of $n$ linear equations in $n$ unknowns, where $x = (x_1, x_2, \dots, x_n)^t$. If $\det(A) \neq 0$, then this system has a unique solution, and for each $k$ ($k = 1, 2, \dots, n$),
|
||||
|
||||
\[x_k = \frac{\det(M_k)}{\det(A)},\]
|
||||
|
||||
where $M_k$ is the $n \times n$ matrix obtained from $A$ by replacing column $k$ of $A$ by $b$.
|
||||
\end{theorem}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
It is possible to interpret the determinant of a matrix $A \in M_{n \times n}(\R)$ geometrically. If the rows of $A$ are $a_1, a_2, \dots, a_n$, respectively, then $|\det(A)|$ is the \textbf{\textit{n}-dimensional volume} (the generalization of are in $\R^2$ and volume in $\R^3$) of the parallelepiped having the vectors $a_1, a_2, \dots, a_n$ as adjacent sides.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
A matrix $M \in M_{n \times n}(\C)$ is called \textbf{nilpotent} if, for some positive integer $k$, $M^k = O$, where $O$ is the $n \times n$ zero matrix.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
A matrix $M \in M_{n \times n}(\C)$ is called \textbf{skew-symmetric} if $M^t = -M$.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
A matrix $Q \in M_{n \times n}(\R)$ is called \textbf{orthogonal} if $QQ^t = I$.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
A matrix $Q \in M_{n \times n}(\C)$ is called \textbf{unitary} if $QQ^* = I$, where $Q^* = \overline{Q^t}$.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
A matrix $A \in M_{n \times n}(\F)$ is called \textbf{lower triangular} if $A_{ij}=0$ for $1 \leq i < j \leq n$.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
A matrix of the form
|
||||
|
||||
\[\begin{pmatrix}
|
||||
1 & c_0 & c_0^2 & \dots & c_0^n \\
|
||||
1 & c_1 & c_1^2 & \dots & c_1^n \\
|
||||
\vdots & \vdots & \vdots & &\vdots \\
|
||||
1 & c_n & c_n^2 & \dots & c_n^n
|
||||
\end{pmatrix}\]
|
||||
|
||||
is called a \textbf{Vandermonde matrix}.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Let $A \in M_{n \times n}(\F)$ be nonzero. For any $m$ ($1 \leq m \leq n$), and $m \times m$ \textbf{submatrix} is obtained by deleting any $n - m$ rows and any $n - m$ columns of $A$.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
The \textbf{classical adjoint} of a square matrix $A$ is the transpose of the matrix whose $ij$-entry is the $ij$-cofactor of $A$.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
Let $y_1, y_2, \dots, y_n$ be linearly independent function in $\C^\infty$. For each $y \in \C^\infty$, define $T(y) \in \C^\infty$ by
|
||||
|
||||
\[[T(y)](t) = \det\begin{pmatrix}
|
||||
y(t) & y_1(t) & y_2(t) & \dots & y_n(t) \\
|
||||
y'(t) & y'_1(t) & y'_2(t) & \dots & y'_n(t) \\
|
||||
\vdots & \vdots & \vdots & &\vdots \\
|
||||
y^{(n)}(t) & y_1^{(n)}(t) & y_2^{(n)}(t) & \dots & y_n^{(n)}(t)
|
||||
\end{pmatrix}\]
|
||||
|
||||
The preceding determinant is called the \textbf{Wronskian} of $y, y_1, \dots, y_n$.
|
||||
\end{definition}
|
||||
@@ -1 +1,31 @@
|
||||
\section{Summary -- Important Facts about Determinants}
|
||||
|
||||
\begin{definition}
|
||||
\hfill\\
|
||||
The \textbf{determinant} of an $n \times n$ matrix $A$ having entries from a field $\F$ is a scalar in $\F$, denoted by $\det(A)$ or $|A|$, and can be computed in the following manner:
|
||||
|
||||
\begin{enumerate}
|
||||
\item If $A$ is $1 \times 1$, then $\det(A) = A_{11}$, the single entry of $A$.
|
||||
\item If $A$ is $2 \times 2$, then $\det(A) = A_{11}A_{22} - A_{12}A_{21}$.
|
||||
\item If $A$ is $n \times n$ for $n > 2$, then
|
||||
|
||||
\[\det(A) = \sum_{j=1}^{n}(-1)^{i+j}A_{ij}\cdot\det(\tilde{A}_{ij})\]
|
||||
|
||||
(if the determinant is evaluated by the entries of row $i$ of $A$) or
|
||||
|
||||
\[\det(A) = \sum_{i=1}^{n}(-1)^{i+j}A_{ij}\cdot\det(\tilde{A}_{ij})\]
|
||||
|
||||
(if the determinant is evaluated by the entries of column $j$ of $A$), where $\tilde{A}_{ij}$ is the $(n-1) \times (n-1)$ matrix obtained by deleting row $i$ and column $j$ from $A$.
|
||||
\end{enumerate}
|
||||
|
||||
In the formulas above, the scalar $(-1)^{i+j}\det(\tilde{A}_{ij})$ is called the \textbf{cofactor} of the row $i$ column $j$ of $A$.
|
||||
\end{definition}
|
||||
|
||||
\begin{definition}[\textbf{Properties of the Determinant}]
|
||||
\begin{enumerate}
|
||||
\item[]
|
||||
\item If $B$ is a matrix obtained by interchanging any two rows or interchanging any two columns of an $n \times n$ matrix $A$, then $\det(B) = -\det(A)$.
|
||||
\item If $B$ is a matrix obtained by multiplying each entry of some row or column of an $n \times n$ matrix $A$ by a scalar $k$, then $\det(B) = k\cdot\det(A)$.
|
||||
\item If $B$ is a matrix obtained from an $n \times n$ matrix $A$ by adding a multiple of row $i$ to row $j$ or a multiple of column $i$ to column $j$ for $i \neq j$, then $\det(B) = \det(A)$.
|
||||
\end{enumerate}
|
||||
\end{definition}
|
||||
@@ -55,7 +55,7 @@
|
||||
\newcommand{\F}{\mathbb{F}}
|
||||
|
||||
% Theorem Styles
|
||||
\declaretheorem[numberwithin=section, style=definition]{theorem, definition, notation, lemma, corollary, remark, example}
|
||||
\declaretheorem[numberwithin=chapter, style=definition]{theorem, definition, notation, lemma, corollary, remark, example}
|
||||
|
||||
% Formatting
|
||||
\setlist[enumerate]{font=\bfseries}
|
||||
|
||||
Reference in New Issue
Block a user